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We already constructed Q.
We know basic properties of operations on Q.
We know basic properties of absolute value.
Notation
∞
I will often write an as referring to (an )n=m .
1 Real numbers
Definition 1. Sequence
∞
Let m ∈ Z. A sequence (an )n=m is a function from {n ∈ Z | n ≥ m} to Q.
Definition 2. ε-close
Let n, m ∈ Q then
ε-close(n, m) := |n − m| < ε
∀ i ≥ m : |ai | ≤ M
1
Theorem 3. Equivalent cauchy sequences
If an and bn are equivalent. Then an is Cauchy if and only if bn is Cauchy.
Proof. Assume an is Cauchy.
Let ε > 0. We need to show that ∃ N : ∀ i, j > N : | bi − bj | < ε.
We know:
ε
∃ N1 : ∀ i > N1 : | ai − bi | <
3
ε
∃ N2 : ∀ i, j > N2 : | ai − aj | <
3
Let N = max(N1 , N2 ) and suppose i, j > N
ε
| bi − ai | <
3
ε
| ai − aj | <
3
ε
| aj − bj | <
3
Then we have:
| bi − ai | + | ai − aj | + | aj − bj | < ε
| bi − bj | < ε
| ai − bi | < 1
Then sequence b<N is bounded by some L (because its finite). Also ai>N is bounded
by some M and then M + 1 is a bound of b≥N .
Finally max(M + 1, L) is a bound of bn .
The second implication is identical.
Definition 6. Real number, R
∞
A real number is defined as equivalence class denoted LIM an , where (an )n=1 is a Cauchy
sequence. Two real numbers LIM an and LIM bn are equal if an and bn are equivalent
(in a sense defined earlier).
2
Theorem 5. Real numbers are well-defined
We need to prove that construction described above is equivalence relation.
Proof. There are three proposition:
1. Reflexive ∀ x ∈ R : x = x
This easily follows from definition of equivalence.
2. Symmetric ∀ x, y ∈ R : x = y =⇒ y = x
Let x = LIM an and y = LIM bn then we know:
ε > 0 : ∃ N ≥ 0 : ∀i ≥ N : | ai − bi | < ε
But then:
ε > 0 : ∃ N ≥ 0 : ∀i ≥ N : | bi − ai | < ε
3. Transitive: ∀ x, y, z ∈ R : x = y ∧ y = z =⇒ x = z
Let LIM an = LIM bn and LIM bn = LIM cn .
Suppose ε > 0. Then we now that there exists: N1 , N2 such that:
ε
∀ i > N1 : | ai − bi | <
2
ε
∀ j > N2 : | bj − cj | <
2
Now we can define N = max(N1 , N2 ) and re-write the equations above
ε
∀ k > N : | ak − bk | <
2
ε
∀ k > N : | bk − ck | <
2
Combining them and using triangle equality
∀ k > N : | ak − ck | < ε
(a + b)i := ai + bi
Definition 8. Addition on R
3
Theorem 6. R is closed under addition
Proof. Let LIM an and LIM bn be a real numbers.
Let ε > 0
We know that
ε
∃ N1 : ∀ i, j > N1 : | ai − aj | <
2
ε
∃ N2 : ∀ i, j > N2 : | bi − bj | <
2
Let N = max(N1 , N2 ) and i, j > N . We rewrite previous equations
ε
| ai − aj | <
2
ε
| bi − bj | <
2
Adding them and using properties of absolute value, we get
| (ai + bi ) − (bj + bj )| < ε
Remark 1. Previous theorem can be re-stated as: sum of two Cauchy sequences is a
Cauchy sequence
We will have similar case with multiplication.
Remark 2. Sums of equivalent Cauchy sequences are equivalent
One should verify that addition is well-define, but I think its fairly easy: skipped.
Definition 9. Multiplication of sequence
Similarly to addition. Suppose we have an bn then we define multiplication index wise
an bn := (ab)n
Theorem 7. R is closed under multiplication
Proof. Let LIM an and LIM bn be a real numbers.
Since both an and bn are Cauchy sequences, let Ma , Mb be their bounds.
Let ε > 0.
Our goal is to find N such that ∀ i, j ≥ N : |ai bi − aj bj | <
∀ i, j : | ai bi − aj bj | = | ai bi − ai bj + ai bj − aj bj |
|ai bi − ai bj + ai bj − aj bj | ≤ | ai || bi − bj | − | bj ||ai − aj |
We know:
ε
∃ N1 : ∀ k, r ≥ N1 : | bk − br | <
2Mb
ε
∃ N2 : ∀ k, r ≥ N2 : | ak − ar | <
2Ma
Now we can define N = max( N1 , N2 ) and choose i, j > N . We have
ε
| bi − bj | <
2Mb
ε
| ai − aj | <
2Ma
| ai | < Ma
| bi | < Mb
Using inequality defined in first two equation we get desired result.
4
Definition 10. Negation
We define negation of r ∈ R:
−r := −1 × r
Definition 11. Subtraction
Let r, q ∈ R
r − q := r + (−q)
Definition 12. Embedding of rationals
We can embed rationals number by:
Suppose q ∈ Q then this number in R is represented as LIM λx.q
Remark 3. Some easy proofs I will use index notation. All follows from properties of
Q.
1. x + y = y + x
(x + y)i = (y + x)i
2. (x + y) + z = x + (y + z)
3. x + 0 = x
(x + 0)i = xi
4. xy = yx
(xy)i = (yx)i
5. 1x = x omitted
6. x(y + z) = xy + xz omitted
7. (x + z)y = xy + zy omitted
| ak | ≥ c
5
From triangle inequality
|ak − 0| ≤ | ak − aj | + |aj − 0|
c
≤ |aj |
2
Now we can construct new sequence cn with following equations.
(
ci = ai if i ≥ N
ci = c otherwise
c
Now ci is always grater the 2 > 0. Its easy to see that LIM cn = x which concludes a
proof.
Theorem 9. (a−1 n )
∞ ∞
Suppose (an )n=0 is Cauchy sequence bounded away from zero. Then (a−1
n )n=0 is also a
Cauchy sequence.
Proof. Let ε > 0
We know that sequence is bounded away from zero.
That implies that ∃ c ∈ Q+ : ∀ i : | ai | > c.
Let as begin by following observation:
−1 −1
aj − ai
∀ i, j : | ai − aj | =
aj ai
aj − ai | ai − aj |
aj ai ≤
c2
Now we can choose N such that for all i, j > N we have:
| ai − aj | < c2 ε
When we combine this equation we get desired result.
Definition 14. Reciprocals of real number
Let x 6= 0 be real and x = LIM a for some a bounded away from zero, then:
x−1 := LIM a−1
Remark 4. Reciprocal is well-defined
Again I will skip this proof.
Definition 15. Division on reals
If x, y ∈ R and y 6= 0 we have
x
:= xy −1
y
Definition 16. Positive, negative
We say that sequence an is positively separated from zero if ∃ c > 0 : ∀ i : ai ≥ c, we say
that sequence is bounded negatively from zero if ∃ c < 0 : ∀ i : ai ≤ c.
We say that number r ∈ R is positive if there exists an such that r = LIM an and an is
positively separated away from zero. We define negative in similar manner and zero iff
its equivalent to LIM 0
Sum omitted proofs
1. Every real number is either positive, negative or zero
2. r is negative if and only if −r is positive
3. If x, y are positive, so are x + y and xy
6
Definition 17. Order
We say
x>y
if y − x is negative number.
x ≥ y ⇐⇒ x > y ∨ x = y
Obviously we define
x<y as y>x
x≤y as y≥x
2. Order is anty-symmetric
3. Order is transitive
4. Addition preservers order
7
Theorem 13. Archimedean property
Let x, ε ∈ R+ Then there exists M ∈ Z+ such that M ε > x.
x
Proof. The number ε is positive which means
x
∃ N ∈ Z+ : ≤N
ε
Set M = N + 1.
Remark 5. Unique integer
For every real number r there exists unique integer z such that z ≤ r < z + 1. Proof
omitted.
Definition 19. Upper bound
Let E ⊂ R and r ∈ R. We say that r is an upper bound of E iff
x ∈ E =⇒ x ≤ r
Definition 20. Least upper bound
Let E ⊂ R and M be a set of upper bound of E then we define least upper bound r as
x ∈ E =⇒ r ≤ x
Theorem 14. Uniqueness of the least upper bound
Proof. Let E ⊂ R and r1 , r2 be least upper bounds,
then r1 ≤ r2 and r2 ≤ r1 which implies r1 = r2
Theorem 15. Existence of the upper bound
Let E ⊂ R. If E has an upper bound then it must have least upper bound.
Proof. Let M0 be an upper bound E. Since E has upper bound, there must exists
real number N0 such that N0 is not upper bound. We will define procedure. Let A =
Ni−1 +Mi−1
2 . If there exists upper bound smaller than A, then Mi = A and Ni = Ni−1
otherwise Mi = Mi−1 and Ni = A. We define new sequence an where ai = Mi and we
will show that r = LIM an is least upper bound of E.
We can see that if Mi 6= Ni then | Ai − Bi | > | Ai+1 − Bi+1 |
That implies LIM An − Bn = 0.
Assume there exists upper bound e < r. That would mean e < LIM Bn but all elements
of B are not upper bounds and Bn is growing. That implies e can’t be an upper bound.
Contradiction.
Definition 21. Supremum
Let E ⊂ R. If E has upper bound then sup(E) is equal to it.
If E is empty sup(E) := −∞ otherwise sup(E) = ∞ (at present this are meaningless
symbols).
Definition 22. Infimum
Let E ⊂ R. If E has lower bound then inf(E) denotes it.
Theorem 16. − sup(E) = inf(−E)
Let −E = {−x : x ∈ E} then − sup(E) = inf(−E).
Proof. Let S denotes upper bounds.
∀ s ∈ S, e ∈ E : e ≤ sup(E) ≤ s
Which is equivalent
∀ s ∈ S, e ∈ E : − e ≥ − sup(E) ≥ −s.
But then: − sup(E) = inf(−E)
8
Definition 23. rn
Let r ∈ R and n ∈ N, z ∈ Z, ab ∈ Q then
By natural
r0 := 1
rn+1 := rn × r
By integer
1
r−|z| :=
rz
By rational
1
r b := sup({y ∈ R : y ≥ 0 ∧ y n ≤ r})
a 1 a
r b := (r b )
2 Limits of sequences
Definition 24. Distance
Let x, y ∈ R then
d(x, y) := |x − y|
Definition 25. Cauchy sequence of reals
We define this sequences exactly the same as Cauchy sequence of rationals. Except ε is
real number in this definition and so are elements of sequence.
Theorem 17. Cauchy sequence of rationals are embedded in Cauchy sequences of reals
On sequences of rationals the definitions are equivalent.
Proof. Seems easy. Omitted.
∃ N : ∀ i ≥ N : |ai − L| < ε
∀ ε > 0: c < ε
L = lim an
n→∞
9
Theorem 19. Convergent sequences are Cauchy
Suppose
L = lim an
n→∞
then an is Cauchy sequence.
Proof. Let ε > 0. Let N be such number that for all i, j
ε
|ai − L| <
2
ε
|aj − L| <
2
By triangle inequality:
|ai − aj | < ε
2.
lim an bn = lim an × lim bn
n→∞ n→∞ n→∞
3. Let c ∈ R
lim c(an ) = c lim an
n→∞ n→∞
4.
lim an − bn = lim an − lim bn
n→∞ n→∞ n→∞
5. Suppose ∀ i : bi 6= 0 and y 6= 0
−1
lim b−1
n = ( lim bn )
n→∞ n→∞
6. Suppose ∀ i : bi 6= 0 and y 6= 0
an limn→∞ an
lim =
n→∞ bn limn→∞ bn
7.
lim max(an , bn ) = max( lim an , lim bn )
n→∞ n→∞ n→∞
8.
lim min(an , bn ) = min( lim an , lim bn )
n→∞ n→∞ n→∞
10
Proof. 1.
lim an + bn = lim an + lim bn
n→∞ n→∞ n→∞
Let ε > 0. We know there exists N0 , N1 such that for all i > N0 , j > N0
ε
|ai − x| <
2
ε
|bj − y| <
2
We can define N = max(N0 , N1 ) such that for all k > N
ε
|ak − x| <
2
ε
|bk − y| <
2
But then:
2.
lim an bn = lim an × lim bn
n→∞ n→∞ n→∞
Let ε > 0. I will start by proving limn→∞ (an − x)(bn − y) = 0. Let N be such
that for all i
√
|ai − x| < ε
√
|bi − y| < ε
Then
Now I will prove the main proposition (I will be using point 3 even though its
proof is next)
3.
lim c(an ) = c lim an
n→∞ n→∞
11
Let ε > 0
Choose N such that for all i > N
ε
|ai − x| <
|c|
|c||ai − x| < ε
|cai − cx| < ε
Let ε > 0.
Suppose M is upper bound of elements in sequence. Let N be such that for all
i>N
|bi − x| < εM x
x − bi
Mx < ε
x − bi
bi x < ε
1
− 1 < ε
bi x
|b−1
i −x
−1
|<ε
i > j =⇒ ai ≥ aj
We say the sequence is increasing. And we give similar definition for decreasing.
−(+∞) := −∞
Definition 32. Ordering of extended reals
Order is preserved on subset isomorphic with reals.
∀ r ∈ R∗ : r ≤ +∞
12
Definition 33. Supremum of sets of extended reals
Let E ⊂ R∗
1. If E ⊂ R then we use old definition.
2. +∞ ∈ E =⇒ sup(E) = +∞
3. −∞ ∈ E =⇒ sup(E) = sup(E \ {−∞})
Definition 34. Supremum and infimum of sequence
Supremum of a sequence is equal to supremum of set containing elements of sequence.
Infimum is define in the same manner.
Definition 35. Monotone
The sequence is monotone if its either increasing or decreasing.
Theorem 22. Monotone bounded sequences converge
Let an be increasing sequence or real numbers which has some finite upper bound then:
lim an = sup(an )
n→∞
ai > sup(an ) − ε
ai − sup(an ) > −ε
sup(an ) − ai < ε
|sup(an ) − ai | < ε
Proof. Its easy to see that this sequence is bounded and decreasing (and thus limit exists
in real numbers).
lim xn = x lim xn
n→∞ n→∞
(x − 1) × lim xn = 0
n→∞
lim xn = 0
n→∞
∀ ε > 0 : ∀ N ≥ m : ∃ i ≥ N : | ai − x| < ε
13
Theorem 23. Limits are limit points
∞
Let (an )n=m be a sequence which converges to L ∈ R. Then L is a limit point of an .
And its the only limit point.
Proof. The fact that L is a limit point is following from a definition. Now I will show
that its unique.
Assume L0 is also a limit point. That means
Let e = |L − L0 |
And assume e > 0.
Then we have
e
∃ N : ∀ j : |L − aj | <
3
If for this N exists i such that
e
|L0 − ai | <
3
From triangle inequality we get
2e
e<
3
That gives as contradiction. So L = L0 .
Definition 37. Limit superior and limit inferior
∞
Let (an )n=m be a sequence.
∞
a+
N := sup (an≥N )N =m
then
∞
lim sup an := inf (a+
N )N =m
n→∞
14
2.
∀ x < L+ : ∃ N ≥ M : ∀ m ≥ N : an > x
3.
∞ ∞
inf (an )n=m ≤ L− ≤ L+ ≤ sup (an )n=m
Proof. 1. Proposition
∀ x > L+ : ∃ N ≥ M : ∀ n ≥ N : an < x
Let x ∈ R (if x ∈ R∗ then its obviously true).
By definition this means that x is upper bound for some sub-sequence an>N .
And thus its larger than all elements of an>N .
2. Proposition
∀ x < L+ : ∃ N ≥ M : ∀ m ≥ N : an > x
Similar idea to previous point.
3. Proposition
∞ ∞
inf (an )n=m ≤ L− ≤ L+ ≤ sup (an )n=m
15
Theorem 25. Squeeze test
Let an , bn , cn be sequences. Let limn→∞ an = limn→∞ cn and be real number. Then
∀ i : ai ≤ bi ≤ ci
For each ε > 0 we can find N such that ai + ε is an upper bound and ai − ε is a lower
bound. That means sup(an>N ) < ai + ε and similarly infimum. That implies
L+ ∈ R
L− ∈ L
Also
ai − ε ≤ L− ≤ R ≤ ai + ε
0 ≤ L+ − L− ≤ 2ε
16
Proof. The sequence is decreasing and bounded by zero. So we have
1
L = lim n− k
n→∞
Lk = lim n−1
n→∞
That implies L = 0.
2.
x = 1 =⇒ lim xn = 1
n→∞
3. Diverges otherwise
Proof. 1.
|x| < 1 =⇒ lim xn = 0
n→∞
n
We will focus on limn→∞ |x| Obviously its decreasing and bounded. Also we can
see that its equivalent to sequence from previous exercise (because x−1 > 1).
2.
x = 1 =⇒ lim xn = 1
n→∞
bn = af (n)
17
Proof. If L is a limit point
Then we can create sub-sequence be choosing this bi such that |bi − L| < 1i for each i.
Its clearly possible thanks to definition of limit point and since limn→∞ n1 converges to
zero we know that limn→∞ bn = L.
Now lets assume there exists sub-sequence bn that convergence to L. Then from the
definition of limit it follows that L is a limit point.
Theorem 32. Boltzano-Weierstrass
Let an be a bounded sequence. Then there exists at least one sub-sequence of an that
converges.
Proof. Let M be a bound of a sequence.
Let L = lim supn→∞ an . Since L ≤ |M | (for some bound M ), it follows that L ∈ R. But
then by previously proved proposition L is a limit point. Thus there exists sub-sequence
that limit is L.
Remark 12. I will skip proof of properties of exponentiation
3 Series
Remark 13. Skipped
I’m skipping definition for finite series because I’ve done it few times before.
Theorem 33. Basic properties
I’m skipping some of them because they are obvious. I will prove this two.
1. Let m, n ∈ Z : m ≤ n then
n
X n+k
X
ai = aj−k
i=m j=m+k
2. Triangle inequality
Xn X n
ai ≤ |ai |
i=m i=m
am = am+k−k
18
2. Second proof is similar in fashion.
|am | ≤ |am |
Now inductive step.
n+1 n+1
X X
ai ≤ |ai |
i=m i=m
Using base
Xn X n
ai + an+1 ≤ ai + |an+1 |
i=m i=m
Informal: our sum is over set of cardinally nm and both sites contain nm unique element,
therefore they must be equal.
Theorem 35. Fubini theorem for finite series
Let card(X) = n, card(Y ) = m where n, m ∈ N and f be know bijection. Then
!
X X X X
f (x, y) = f (x, y)
x∈X y∈Y y∈Y x∈X
Proof. We only need to define h :: X × Y → Y × X which is simply h((x, y)) := (y, x).
Combining it with previous theorem we get desired result.
Exercise 4. Binomial formula
Let n ∈ N
n
n
X n!
(x + y) = xi y n−i
i=0
i!(n − i)!
19
Proof. By induction on n. Base is easy. Step.
n+1
n
X (n + 1)!
(x + y)(x + y) = xk y n+1−k
k!(n − k + 1)!
k=0
TODO
Definition 40. Infinite series
A (formal) infinite series is expression of the form:
∞
X
an
n=m
Definition
P∞ 41. Convergence of series
Let n=m an be a series. We define SN to be n-th partials sum of this series. Where
N ≥m
N
X
SN := an
n=m
It follows that L = 1.
20
P∞
Theorem 36. Let n=m an be a series of real numbers.
Then this series convergence iff for every real number ε > 0, there exists N ≥ m such
that for all p, q ≥ N (I will rewrite it with quantifiers)
q
X
∀ ε > 0 : ∃ N ≥ m : ∀ p, q ≥ N : a ≤ε
n=p n
Proof. ←
Assume its not true. It means
q
X
∃ ε > 0 : ∀ N ≥ m : ∃ p, q ≥ N : an > ε
n=p
and series is still convergent (must be Cauchy!). Lets fix that epsilon.
p q
X X
∃ N ≥ M : ∀ p, q ≥ N : an − an < ε
n=m n=m
assume p ≤ q
q
X
an < ε
n=p
Contradiction.
Second implication also follows from Cauchy.
Theorem
P∞ 37. Zero test
Let n=m an be a formal series. Then this series converges only if limn→∞ an = 0
Proof. If follows immediately from previous theorem.
Definition
P∞ 42. Absolute convergent
Let
P∞ n=m n be a series of real numbers. We say that it is absolutely convergent if
a
n=m |an | is convergent.
Theorem
P∞ 38. Absolute convergence test
Let n=m an be a series of real numbers. If its convergent it is also absolutely convergent
Proof. Let ε > 0 then there must exists such N ≥ M that for all p, q ≥ N we have
p q
X X
an − an < ε
n=m n=m
21
Theorem
P∞ 39. Triangle for infinite series
If | n=m an | converges, we have:
∞ ∞
X X
an ≤ |an |
n=m n=m
Proof. It follows from that fact that every element of first sequence of partial sums is
less or equal to element of second sequence.
Theorem 40. Leibniz Criterion: Alternating series test
Let an be a sequence of real numbers which are non-negative and decreasing
0 < Sq < aq
|Sq | < aq
2.
∞
X ∞
X
can = c an
n=m n=m
3.
∞
X m+k−1
X ∞
X
an = an + an
n=m n=m n=m+k
Proof. Skipped
22
Theorem 42. Telescoping series
Let an → 0. Then
∞
X
an − an+1 = a0
n=0
Proof. Looking at partial some give hint what formula we should look for.
S1 = a0 − a1 + a1 − a2
We will prove
SN = a0 − aN +1
Using induction. Base follows immediately. Now step
SN +1 = SN + an+1 − an+2
= a0 − an+1 + an+1 − a(n+1)+1
= a0 − a(n+1)+1
Now limn→∞ Sn = a0 .
P∞
Theorem 43. Let n=m an be a formal series of non-negative real numbers.
This series converges iff
N
X
∃ M : ∀ N ≥ m: an ≤ M
n=m
Proof. It follows from the fact that monotone increasing sequence converges.
Theorem P44. Comparison test
∞ P∞
Suppose n=m an , n=m n are series and for all i : |ai | ≤ bi . Then first series abso-
b
lutely converges if second does.
P∞
Proof.
P∞ It follows immediately from the fact that n=m |an | is bounded by limit of
n=m b n and increasing.
Theorem 45. Geometric series
Let x ∈ R. If |x| < 1 then
∞
X 1
xn =
n=0
1−x
Proof.
1 − xn 1
lim Sn = lim =
n→∞ n→∞ 1 − x 1−x
is convergent.
23
Proof. The proof follows from
∞
X ∞
X ∞
X
an ≤ 2k a2k ≤ 2an
n=1 k=0 n=1
does.
We can re-write it as
∞
X
(21−q )k
k=0
2 < 2q
Theorem
P∞ 48. Rearrangement of series
Let n=0 an be absolutely convergent series of real numbers, and f : N → N be a
bijection. Then
X∞ ∞
X
an = af (m)
n=0 m=0
P∞
Proof. We can prove it by showing that n=0 sup(an ) converges (it should work because
series is absolutely convergent). Then any other choice of function will follow from
comparing partial sums (comparison test).
24
Theorem
P∞ 49. Root test p
Let n=m an be series of real numbers and p = lim supn→∞ n |an |.
1. If p < 1 series is absolutely convergent
2. If p > 1 series is divergent
3. p = 1 we can draw any conclusion.
p
Proof. If for every N there exists n ≥ N such that n |an | > 1 then an does not converge
to zero, so series must diverge.
Now I will focus on first proposition.
Let p
p := lim sup n |an | < 1
n→∞
By comparison test
∞
X ∞
X
ai ≤ ki
i=n i=n
P∞
We have geometric series that converges so n=m |an | also does.
Theorem 50. Let an be a sequence of positive numbers. Then
an+1 √ √ an+1
lim inf ≤ lim inf n an ≤ lim sup n an ≤ lim sup
n→∞ an n→∞ n→∞ n→∞ an
Proof. TODO
Theorem
P∞ 51. Ratio test
Let n=m an be a series of non-zero numbers. Then
|an+1 |
1. If lim supn→∞ |an | < 1 implies that series is absolutely convergent.
|an+1 |
2. If lim inf n→∞ |an | > 1 then series diverges.
Proof. Both cases follow from previous theorem and root test.
Exercise 6. What is √
n
lim n
n→∞
Proof. We have
n+1 √ n+1
lim inf ≤ lim n n ≤ lim sup
n→∞ n n→∞ n→∞ n
1 √ 1
lim inf 1 + ≤ lim n n ≤ lim sup 1 +
n→∞ n n→∞ n→∞ n
√
1 ≤ lim n n ≤ 1
n→∞
25
finally
√
n
lim n=1
n→∞
4 Continuous functions on R
Definition 44. Intervals
We define and use intervals in a obvious way.
∀ ε > 0 : ∃ y ∈ X : | x − y| < ε
1.
X⊆X
2.
X ∪Y =X ∪Y
3.
X ∩Y ⊆X ∩Y
4.
X ⊆ Y =⇒ X ⊆ Y
26
Proof. The facts that closure of all this intervals contain a, b follows quickly from defi-
nition of supremum and infimum.
Let x 6∈ [a, b]. Then x < a ∨ x > b. Assume the x < a (similar argument in other case).
Then if we set ε = |a − x| criterion for adherence fails.
Exercise 7.
N=N
Z=Z
Q=R
R=R
∅=∅
R⊆Q
Let x ∈ R.
Now we can choose a set
X = { q ∈ Q | q < x}
We can now choose ε > 0, and from previously proved theorem we know that there
exists c ∈ (x − ε, x) such that c ∈ Q.
But then c ∈ X and x ∈ X.
Since X ⊆ Q it quickly follows x ∈ Q. Which concludes a proof.
Exercise 8. Let X ⊆ R. Let x ∈ R then x ∈ X if and only if there exists sequence an
such that ∀ ai ∈ X and limn→∞ an = x
Proof. The ← is easy to prove.
Sketch of a right one:
If its infimum we take lim sup. Otherwise we choose a subset of B ⊆ X such that for all
e ∈ B : e < x. Then we take lim inf.
Definition 47. Closed set
Set X ⊆ R is closed if
X=X
Theorem 55. Closed set is closed under limit
If X ⊆ R. If X is closed and an is convergent sequence consisting of elements in X.
Then
lim an ∈ X
n→∞
x ∈ X \ {x}
27
Proof. Seems easy: skipped.
Definition 49. Bounded set
X ⊆ R is said to be bounded if X ⊆ [−M, M ] for some M ∈ R+
Proof. The → implication follows from the fact that closed set is closed under limit
(Theorem 55) and after taking any sequence we can take lim supn→∞ an which is con-
vergent sub-sequence (because sequence is bounded): equivalently we can use Boltzano-
Weierstrass theorem.
The left implication can be shown as follows:
If X is not bounded we can take strictly increasing unbounded sequence, which gives
contradiction.
We can get infimum by taking sequence of all elements in X and making it strictly
decreasing. And then for each element we are able to create a sequence of elements that
are smaller then it that is strictly decreasing and bounded by it: so it must converge.
Definition 50. Arithmetic operations on functions
(f + g) ◦ h = (f ◦ h) + (g ◦ h)
h ◦ (f + g) = (h ◦ f ) + (h ◦ g)
(f + g)h = f h + gh
h(f + g) = hf + hg
and write
lim f (x) = L
x→x0
28
Theorem 58. Let X ⊆ R and f : X → R.
Let E ⊆ X, x0 ∈ E and L ∈ R. Then
limx→x0 f (x) = L iff for every sequence an which consists entirely of elements of E and
converges to x0 , the sequence f (a)n converge to L.
Proof. We will start with right implication. Assume limx→x0 f (x) = L. Let an be a
sequence with elements in E that converges to x0 .
Let ε > 0. Now we can find such delta that:
∃ N : i ≥ N : |ai − x0 | < δ
Let ε > 0. Then we can choose such N that for all sequences i > N implies
|f (ai ) − L| < ε
Let |aN − x0 | = δ. Now if we have |x − x0 | < δ there must exists sequence containing
that x and that implies |f (x) − L| < ε.
Theorem 59. One limit
Function can have at most one limit at each point.
Proof. Follows from previous proof.
Theorem 60. Limit laws
Assume all function in this statements operate are in RX for some X ⊆ R and all
converge to some real number. Then
1.
lim (f ± g)(x) = lim f (x) ± lim g(x)
x→x0 x→x0 x→x0
2.
lim max(f, g)(x) = max lim f (x), lim g(x)
x→x0 x→x0 x→x0
3.
lim cf (x) = c lim f (x)
x→x0 x→x0
4.
lim min(f, g)(x) = min lim f (x), lim g(x)
x→x0 x→x0 x→x0
5.
lim (f g)(x) = lim f (x) × lim g(x)
x→x0 x→x0 x→x0
f limx→x0 f (x)
lim (x) =
x→x0 g limx→x0 g(x)
29
Proof. Skipped. All points follows from previous statement about relation with se-
quences and laws of sequences.
Theorem 61. Limits are local
Let X ⊆ R, and E ⊆ X. Suppose x0 ∈ E and f : X → R, L ∈ R. Let δ > 0 Then
Remark 18. Squeeze test works the same for limits. Again, it follows from relation to
sequences.
Definition 52. Continuity
Let X ⊆ R and f : X → R. Let x0 ∈ X. We say that f is continuous at x0 iff
3.
∀ ε > 0 : ∃ δ > 0 : ∀ x ∈ E : |x − x0 | < δ =⇒ |f (x) − f (x0 )| < ε
4.
∀ ε > 0 : ∃ δ > 0 : ∀ x ∈ E : |x − x0 | ≤ δ =⇒ |f (x) − f (x0 )| ≤ ε
Remark 19. This actually allows to assert continuity on a massive amount of function.
For example: we can see limx→x0 1 = 1 at any point and limx→x0 x = x0 . From this two
facts and a bit of linear algebra we can show that all polynomials are continuous!
Theorem 64. Exponentiation is continues I
Let a ∈ R+ then
f :R→R
f (x) := ax
is continuous.
30
Proof. We need to prove:
∀ x0 ∈ R : lim ax = ax0
x→x0
We can reformulate it:
lim cn = x0 =⇒ lim f (cn ) = ax
n→∞ n→∞
Thesis follows.
Theorem 65. Exponentiation is continues II
Let p ∈ R then
f : (0, ∞) → R
f (x) := xp
is continuous.
Proof. Let limx→x0 x = x0 then from properties of limits we have
lim xp = xp0
x→x0
for all x0 ∈ X.
Let x0 ∈ X. Let ε > 0.
We know there exists δ 0 such that for all y satisfying
|y − y0 | < δ 0 =⇒ |g(y) − g(y0 )| < ε
Lets fix this delta. Then we can choose such δ that for all x satisfying:
|x − x0 | < δ =⇒ |f (x) − f (x0 )| < δ 0
But then
|x − x0 | < δ =⇒ |(f ◦ g)(x) − (f ◦ g)(x0 )| < ε
31
Definition 53. Left and right limit
Let X ⊆ R. And f : X → R, x0 ∈ R. If
x0 ∈ X ∩ (x0 , ∞)
We define
if
x0 ∈ X ∩ (−∞, x0 )
Define
lim f (x)
n→x0 ±
then f is continuous at x0
Proof. Let ε > 0.
We can choose δ − > 0 such that for all x ∈ X ∩ (−∞, x0 )
32
Definition 55. Maxima and minima
Let f ∈ RX and x0 ∈ X. We say that f attains maximum at x0 if we have ∀ x ∈
X : f (x0 ) ≥ f (x). We say that f attains minimum at x0 if ∀ x ∈ X : f (x0 ) ≤ f (x)
Theorem 69. Maximum (extremum) principle
Let a < b ∈ R and f : [a, b] → R be continuous. Then f attains its maximum at some
point xmax ∈ [a, b] and also attains its minimum at some point xmin ∈ [a, b].
Proof. We need to prove
All elements of ai are in [a, b], and since [a, b] is closed there exists sub-sequence of an
such that its limits is in [a, b]. But
1
lim sup im(f ) − = sup im(f )
n→∞ n
So this sub-sequence must converge to xmax .
Similar argument applies to minimum.
Theorem 70. Intermediate value theorem
Let a < b and f : [a, b] → R be a continuous function. Let y be a real number such that
im(f ) = [m, M ]
Proof. We already proved that maximum and minimum of continuous function from
closed subset of R ćontainsḿaximum and minimum. Therefore m, M ∈ im(f ).
If y ∈ [m, M ] then by intermediate value principle
∃ x ∈ [a, b] : f (x) = y
33
Definition 56. Monotonic functions
Let x ⊆ R and f : X → R. We say that f is monotone increasing iff
x ≤ y =⇒ f (x) ≤ f (y)
f (c1 ) = f (c2 ) =⇒ c1 = c2
Assume not and c1 < c2 then its not strictly monotone. Contradiction. We established
that f is bijection.
Let f (x1 ) < f (x2 ) ∈ [f (a), f (b)]. Assume the implication is false.
(f −1 ◦ f )(x1 ) ≥ (f −1 ◦ f )(x2 )
After taking elements of that sequence and applying f −1 to them we get strictly in-
creasing sequence bounded by x0 therefore
lim inf an = x0
n→∞
34
Exercise 10. an , bn are equivalent iff
lim (an − bn ) = 0
n→∞
where ai , bi ∈ X
Proof. Lets assume f is uniformly continuous.
Then we know:
∀ i ≥ N : |ai − bi | < δ
|x − x0 | < δ =⇒ |f (x) − f (x0 )| < ε
Because ai , bi ∈ X, we have
Which is equivalent to
35
Theorem 74. Let f : X → R be uniformly continuous function.
Let xn be a Cauchy sequence with elements in X. Then f (xn ) is also Cauchy.
Proof. Let ε > 0.
Let xn be Cauchy sequence with element in X. We know that
∀ i, j ≥ N : |xi − xj | < δ
lim f (x) ∈ R
x→x0
iff
∀ ε > 0 : ∃ M : x > M =⇒ |f (x) − L| < ε
We define it analogously for −∞.
36
5 Differentiation of functions
Definition 61. Differentiability at point
Let f : X → R and x0 ∈ X. If
f (x) − f (x0 )
lim
x→x0 : x∈X\{x0 } x − x0
f 0 (x0 ) := L
They do not much, so the first limit at this point is undefined, therefore we can’t
differentiate this function on 0.
Theorem 79. Newton’s approximation
Let f : X → R, let x0 ∈ X and L ∈ R then
f 0 (x0 ) = L
if and only if
f (x) − f (x0 )
lim =L
x→x0 x − x0
Therefore
f (x) − f (x0 )
∀ ε > 0 : ∃ δ : |x − x0 | < δ =⇒
− L < ε
x − x0
Then
|f (x) − f (x0 ) − L(x − x0 )|
<ε
|x − x0 |
Thesis follows. The other side is similar.
37
Theorem 80. Differentiability implies continuity
Let f : X → R. Let x0 ∈ X.
If f 0 (x0 ) exists, then f is continuous on x0 .
Proof. Let f 0 (x0 ) = c
f (x) − f (x0 )
lim |f (x) − f (x0 )| = lim |x − x0 |
x→x0 x→x0 x − x0
f (x) − f (x0 )
= lim |x − x0 | lim
x→x0 x→x0 x − x0
=0∗c
=0
f 0 (x0 ) = 0
2. If f = λx.x Then
f 0 (x0 ) = 1
3. Sum rule
(f + g)0 (x0 ) = f 0 (x0 ) + g 0 (x0 )
4. product rule
(f g)0 (x0 ) = f 0 (x0 )g(x0 ) + f (x0 )g 0 (x0 )
5. let c ∈ R
(cf 0 )(x0 ) = cf 0 (x0 )
6. Difference rule
(f − g)0 (x0 ) = f 0 (x0 ) − g 0 (x0 )
7. If 0 6∈ im(g)
0
1 g 0 (x0 )
(x0 ) = − 2
g g(x0 )
2. Let f = λx.x
x − x0
lim = lim 1 = 1
x→x0 x − x0 x→x0
38
3. We have
(f + g)(x) − (f + g)(x0 )
(f + g)0 (x0 ) = lim
x→x0 x − x0
f (x) − f (x0 ) + g(x) − g(x0 )
= lim
x→x0 x − x0
f (x) − f (x0 ) g(x) − g(x0 )
= lim + lim
x→x0 x − x0 x→x0 x − x0
0 0
= f (x0 ) + g (x0 )
4.
f (x)g(x) − f (x0 )g(x0 )
(f g)0 (x0 ) = lim
x→x0 x − x0
f (x)g(x) − f (x)g(x0 ) + f (x)g(x0 ) − f (x0 )g(x0 )
= lim
x→x0 x − x0
(g(x) − g(x0 ))f (x) + (f (x) − f (x0 ))g(x0 )
= lim
x→x0 x − x0
f (x) − f (x0 ) g(x) − g(x0 )
= lim g(x0 ) + f (x)
x→x0 x − x0 x − x0
f (x) − f (x0 ) g(x) − g(x0 )
= lim g(x0 ) + lim f (x)
x→x0 x − x0 x→x0 x − x0
= f 0 (x0 )g(x0 ) + f (x0 )g 0 (x0 )
5. Let c ∈ R
cf (x) − cf (x0 )
(cf )0 (x0 ) = lim
x→x0 x − x0
f (x) − f (x0 )
= c lim
x→x0 x − x0
0
= cf (x0 )
39
8. This is a consequence of previous point and product rule
0 0
f 1
(x0 ) = f × (x0 )
g g
1 f (x0 )g 0 (x0 )
= f 0 (x0 ) − 2
g(x0 ) g(x0 )
f 0 (x0 )g(x0 ) f (x0 )g 0 (x0 )
= 2 − 2
g(x0 ) g(x0 )
f (x0 )g(x0 ) − f (x0 )g 0 (x0 )
0
= 2
g(x0 )
(g ◦ f )(x) − (g ◦ f )(x0 )
(g ◦ f )0 (x0 ) = lim
x→x0 x − x0
g(f (x)) − g(f (x0 ))
= lim
x→x0 x − x0
g(f (x)) − g(f (x0 )) f (x) − f (x0 )
= lim
x→x0 x − x0 f (x) − f (x0 )
g(f (x)) − g(f (x0 )) f (x) − f (x0 )
= lim
x→x0 f (x) − f (x0 ) x − x0
g(f (x)) − g(f (x0 )) f (x) − f (x0 )
= lim lim
x→x0 f (x) − f (x0 ) x→x0 x − x0
= g 0 (f (x0 ))f 0 (x0 )
40
Proof. TODO
Theorem 84. Rolle’s theorem
Let a < b ∈ R and g : [a, b] → R be a continuous function on which is differentiable on
(a, b) Suppose g(a) = g(b) then there exists x ∈ (a, b) such that g 0 (x) = 0
Proof. TODO
Theorem 85. Mean value theorem
Let f : [a, b] → R be continuous on [a, b] and differentiable on (a, b) then
f (b) − f (a)
∃ x ∈ (a, b) : f 0 (x) =
b−a
Proof. TODO
Definition 63. Lipschitz continuous
TODO
Theorem 86. Show that functions with bounded derivative are Lipshitz continuous.
Proof. TODO
Theorem 87. Show that every Lipshitz continuous function is uniformly continuous.
Proof. TODO
Theorem 88. Let X ⊆ R and x0 ∈ X be a limit point of X.
Let f : X → R. If f is monotone increasing and f is differentiable at x0 then f 0 (x0 ) ≥ 0.
If f is monotone decreasing and f is differentiable at x0 then f 0 (x0 ) ≤ 0
Proof. TODO
Theorem 89. Let f : [a, b] → R be differentiable.
If ∀ x ∈ [a, b] : f 0 (x) > 0 then f is strictly monotone increasing.
If ∀ x ∈ [a, b] : f 0 (x) < 0 then f is strictly monotone decreasing.
If ∀ x ∈ [a, b] : f 0 (x) = 0 then f is constant.
Proof. TODO
Theorem 90. Inverse derivative
Suppose f : X → Y is bijection. Suppose x0 ∈ X, y0 ∈ Y are such that
y0 = f (x0 )
But
(f −1 ◦ f )0 (x0 ) = (λx.x)0 (x0 ) = (λx.1)(x0 ) = 1
Proposition follows.
41
Theorem 91. Inverse function theorem
Let f : X → R be bijection. Suppose x0 ∈ X, y ∈ Y .
If f is differentiable at x0 f −1 is continuous at y0 and f 0 (x0 ) 6= 0. Then
1
f −1 (y0 ) =
f 0 (x 0)
−1
Proof. We only need to show that f is differentiable at y0 . TODO
Theorem 92. L’Hôpital’s rule I
Let f : X → R and g : X → R, let x0 be a limit point of X. Suppose f (x0 ) = g(x0 ) = 0
and f, g are differentiable on x0 and g 0 (x0 ) 6= 0 for all x ∈ (X ∩ (x0 − δ, x0 + δ)) \ {x0 }.
Then
f (x) f 0 (x0 )
lim = 0
x→x0 : x∈(X∩(x0 −δ,x0 +δ)\{x0 }) g(x) g (x0 )
Proof. TODO
Theorem 93. L’Hôpital’s rule II
Let f : [a, b] → R and g : [a, b] → R be differentiable.
Suppose f (a) = g(a) = 0, ∀ x : g 0 (x) 6= 0 and
f 0 (x)
lim =L∈R
x→a g 0 (x)
Then:
∀ x ∈ (a, b] : g(x) 6= 0 and
f (x)
lim =L
x→a : x∈(a,b] g(x)
Proof. TODO
42
Definition 66. Partition
Let I be a bounded interval. A partition of I is a finite set B of bounded interval
contained in I such that \
B=∅
Theorem 96. Length is finitely additive
Let I be a bounded interval, n natural number and B partition of I of cardinality n.
Then X
|I| = |J|
J∈B
43
Definition 69. Function restriction
We will denote
f |E
the restriction of domain to set E
Definition 70. Piece-wise constant function I
Let I be bounded intervals, f : I → R and B partition of I.
We say that f is piece-wise constant with respect to B if for every J ∈ B f |J is constant.
Definition 71. Piece-wise constant function II
Let I be bounded intervals, f : I → R. If there exists partition of B such that f is
constant with respect to this partition we say f is piece-wise constant.
M ⊆N
f :I→R
g:I→R
f +g
f −g
fg
max(f, g)
f /g
are also piece-wise constant (note that for a last one we need 0 6∈ im(g))
Proof. Let B, B 0 be partitions of f, g such that f, g are piece-wise constant with respect
to them.
Let P = B#B 0 . Now both functions are piece-wise constant with respect to P (because
P is finer then both B, B 0 ).
Let J ∈ P . Assume f |J = λx.c0 , g|J = λx.c1 then
f |J + g|J = λx. c0 + c1
f |J − g|J = λx. c0 − c1
f |J × g|J = λx. c0 c1
max(f |J , g|J ) = λx. max(c0 , c1 )
f |J c0
= λx.
g|J c1
44
Definition 72. Piece-wise constant integral I
Let I be a bounded interval and P be a partition of I. Let f : I → R be piece-wise
constant with respect to P . Then we define piece-wise constant integral of f with respect
to P as Z X
p.c. f := cJ |J|
[P ] J∈P
We need to show: X X
cJ |J| = cK |K|
J∈P K∈P #P 0
and X
|J|cJ = |K|cJ
K∈P #P 0 : K⊆J
But since every element of K is subset of exactly one element of P we can write
X X
cJ |J| = cK |K|
J∈P K∈P #P 0
45
2. Z Z
p.c. cf = c p.c. f
I I
3. Z Z Z
p.c. f − g = p.c. f − p.c. g
I I I
Proof. All of them follow from properties of sum and piece-wise constant functions, as
well as definition of p.c. integral.
Definition 74. Majorization of functions
Let f, g : I → R. We say that g majorizes f if
∀ x ∈ I : f (x) ≤ g(x)
and minorizes if
∀ x ∈ I : f (x) ≥ g(x)
46
Theorem 102. Let f : I → R be a function on a bounded interval that is bounded
by some M . Then Z Z
−M |I| ≤ f ≤ f ≤ M |I|
I I
Proof. Lets start from the right side. Let P be partitions under which f is piece-wise
constant.
And K ∈ J such that f |K (x) = max(f |k (x) : k ∈ J | x ∈ k)
Let f |K (x) = c. Clearly f (x) ≤ c for all x ∈ I. Therefore
Z Z
f ≤ λx.c
I I
therefore Z Z
f = p.c. f
I I
47
Theorem 104. Let f : I → R be bounded function on a bounded interval. Let f
be a function which majorizes f and which is piece-wise constant with respect to some
partition P . Then Z
p.c. g ≥ RU (f, P )
I
Similarly let h minorize f on some interval P then
Z
p.c. h ≤ RL (f, P )
I
Proof. We need to show (assume ∅ 6∈ J, since it has length zero it won’t influence sum).
X X
cj |J| ≥ sup(f (x))|J|
x∈J
J∈P J∈P
Which is equivalent to X
(cj − sup(f (x)))|J| ≥ 0
x∈J
J∈P
But from definition of g, we have g(x) ≥ f (x) (also note, because we operate on closed
set, supremum will be achieved in image).
Therefore cj −supx∈J (f (x)) ≥ 0. Sum of non-negative terms is of course is non-negative.
The second part can be proved in similar fashion.
Theorem 105. Upper, lower integrals as sums
Let f : I → R be a bounded function on a bounded interval. Then
Z
f = inf{RU (f, P ) : P is partition of I}
ZI
f = sup{RL (f, P ) : P is partition of I}
I
From previous proposition we already now that left side is greater or equal.
Now assume then its greater it means that there exists partition P (throw away ∅) of f
such that
X Z
sup(f (x))|J| < inf{p.c. g : g is p.c. and majorizes f }
x∈J I
J∈P
But we can take g such that g|J (x) = supx∈J (f (x)) for each J ∈ P . Contradiction.
They must be equal.
The second part is once again analogous.
Theorem 106. Laws of Riemann integration
Let f, g : I → R be Riemann integralble function on I. Then
1. Z Z Z
f +g = f+ g
I I I
2. let c ∈ R Z Z
cf = c f
I I
48
3. Z Z Z
f −g = f− g
I I I
4. If ∀ x : f (x) ≥ 0 Z
f ≥0
I
5. If ∀ x : f (x) ≥ g(x) Z Z
f≥ g
I I
6. If ∀ x : f (x) = c ∈ R then Z
f = c|I|
I
Proof. All of this properties should follow easily form both definitions.
1.
Z Z Z Z
f+ g = inf{p.c. h : where h, q majorize f, g} + inf{p.c. q : where h, q majorize f, g}
I I I I
we have
Z Z Z Z
f+ g= f+ g
I I I I
Z Z
f +g = f +g
I I
49
2. It quickly follows from definitions that:
Z Z
cf = c f
ZI ZI
cf = c f
I I
therefore
Z Z
cf = c f
I I
Proposition follows.
6. If ∀ x : f (x) = c ∈ R then Z
f = c|I|
I
The definition using piece-wise constant functions comes very handy here. Its
trivial to show that Clearly f majorizes and minimazes f , therefore
Z Z X
f = p.c. f = cj |J|
I I J∈P
But we can choose any P so we take most trivial one P = {I} and have
Z
f = c|I|
I
50
Proof. I will prove that max(f, g) is integrable.
Let ε > 0.
Let f , f , g, g be p.c. functions such that
Z Z
f ≥ f −ε
ZI ZI
g ≥ g−ε
ZI ZI
f ≤ f +ε
I
Z ZI
g ≤ g+ε
I I
h := f − f + g − g
Z
h ≤ 4ε
I
We know: Z Z Z Z
max(f , g) ≤ max(f, g) ≤ max(f, g) ≤ max(f , g)
I I I I
We have
Z Z Z Z
0≤ max(f, g) − max(f, g) ≤ max(f , g) − max(f , g)
I I I I
Theorem
R 109.
R Product preservers Riemann integrability
If I f and I g exists then intI f g also exists.
Proof. We can write
f g = f + g+ + f + g− + f − g+ + f − g−
where
f = f+ + f−
g = g+ + g−
51
is a split of this functions into positive and negative parts.
It is sufficient to show that individual parts are Riemann integrable. We will show it for
f + g + . Since they are bounded and positive, let Mf , Mg ∈ R such that
0 ≤ f + ≤ Mf
0 ≤ g + ≤ Mg
We have
Z Z Z
0≤ f + g+ − f + g+ ≤ f + g+ − f + g+
I I I
but
f + g + − f + g + = f + (g + − g + ) + g + (f + − f + )
≤ Mf (g + − g + ) + Mg (f + − f + )
Thus
Z Z Z Z
+ + + + +
0≤ f g − f g ≤ Mf (g + − g ) + Mg (f + − f + ) ≤ Mf 2ε + Mg 2ε
I I I I
Proof. Let ε > 0. By uniform continuity there exists delta such that ∀ x, y|x − y| <
δ =⇒ |f (x) − f (y)| < ε Let J be partition such that each of intervals has length
b−a
N < δ (different cases for different intervals).
We see
Z N
X
f≤ sup (f (x))|Jk |
I x∈Jk
k=1
Z N
X
f≥ inf (f (x))|Jk |
I x∈Jk
k=1
Z Z N
X N
X
f− f≤ sup (f (x))|Jk | − inf (f (x))|Jk |
I I x∈Jk x∈Jk
k=1 k=1
52
Because |f (x) − f (y)| < ε we have
Z Z N
X
f− f≤ ε|Jk |
I I k=1
Z Z
f− f ≤ ε(b − a)
I I
is convergent iff Z
sup f
N [0,N ]
is finite
Proof. We can choose partition where each interval has length 1. It quickly follows
(because f is monotone decreasing) that:
∞
X Z ∞ ∞
X
f (i) ≤ f≤ f (i)
i=1 0 i=0
53
Proof. We consider interval I = [0, 1].
Z
f =1
I
Z
f =0
I
Z Z
f 6= f
I I
Proof. Intuitively we can see that every partition will cancel each other except ends.
Formally, proof by induction on the size of partition. If partition length is less then 3 it
follows immediately. Step:
Let c be such number that there is partition c < b
X
α|I| = α|J|
J∈P
X
α|[a, c]| + α|[c, b]| = α|J| + α|[c, b]|
J∈P 6=[c,b]
54
Theorem 116. First fundamental theorem of calculus
Let f : [a, b] → R be Riemann integrable. Let F : [a, b] → R be the function
Z
F (x) := f
[a,x]
Also Z Z
f≤ M = M (y − x)
[x,y] x,y
and Z Z
f≥ −M = −M (y − x)
[x,y] [x,y]
Thus
|F (y) − F (x)| ≤ M |y − x|
Let xn be sequence in [a, b] converging to x then
By squeeze test
lim F (xn ) = F (x)
xn →x
And so
|F (y) − F (x0 ) − f (x0 )(y − x0 )| ≤ ε|y − x0 |
This Newton’s approximation. Proposition follows.
Definition 81. Anti-derivatives
We say that F is antiderivative of f if
F 0 (x) = f (x)
55
Theorem 117. Second fundamental theorem of Calculus
Let F be antiderivative of f then
Z
f = F (b) − F (a)
[a,b]
We have
f (e)|J| < sup f (x)|J|
x∈J
Theorem 118. +C
Let F, G be antiderivative of f then there exists C such that F + C = G
Proof. Let H = F − G. From mean value theorem
H(b) − H(a)
∃ x ∈ (a, b) : H 0 (x) =
b−a
We have
F (b) − G(b) − F (a) + G(a) = H 0 (x)(b − a)
But then
F (b) − F (a) = G(b) − G(a) + H 0 (x)(b − a)
TODO
56
Remark 25. I skip theorem saying
Z Z
f dα = f α0
[a,b] [a,b]
From it follows that we can reduce Riemann-Stieltjes integral to Riemann integral given
good α (when its differentiable).
Theorem 120. Change of variables formula
Let φ : [a, b] → [φ(a), φ(b)] be a differentiable monotone increasing function such that
φ0 is Riemann integrable. Let f : [φ(a), φ(b)] → R be Riemann integrable. Then
Z Z
(f ◦ φ)φ0 = f
[a,b] [φ(a),φ(b)]
It follows:
Z Z Z Z
f −ε≤ f ◦ φ dφ ≤ ◦ φ dφ ≤ f +ε
[φ(a),φ(b)] [φ(a),φ(b)] [φ(a),φ(b)] [φ(a),φ(b)]
7 Metric spaces
Definition 82. Metric space
A metric space (X, d) is a space X of objects (called points), together with a distance
function d : X 2 → [0, ∞), which associates to each pair x, y ∈ X a non-negative real
number. It must satisfy:
1. Positivity
∀ x, y ∈ X : d(x, y) = 0 ⇐⇒ x = y
d(x, y) = d(y, x)
57
Theorem 121. Induced metric spaces are metric spaces Using symbols from previous
definition:
(Y, d|Y ×Y )
is a metric space.
Proof. All the properties follow immediately.
Induction on n. Base:
1 2
a20 b20 + (a0 b0 − a0 b0 ) = a20 b20
2
Step:
n+1
!2 n+1 n+1 n+1
! n+1
!
X 1 XX 2
X X
ai bi + (ai bj − aj bi ) = a2i b2i
i=0
2 i=0 j=0 i=0 i=0
58
After expanding first term left side looks like this:
n
!2 n
! n n n
X X X 1 XX 2
ai bi +2 an+1 bn+1 ai bi +(an+1 bn+1 )2 + (ai bn+1 −an+1 bi )2 + (ai bj − aj bi )
i=0 i=0 i=0
2 i=0 j=0
n
! n n
! n
!
X X X X
2 an+1 bn+1 ai bi + (ai bn+1 − an+1 bi )2 = a2n+1 b2i + b2n+1 a2i
i=0 i=0 i=0 i=0
n
! n n
X X X
2 an+1 bn+1 ai bi + (ai bn+1 − an+1 bi )2 = a2n+1 b2i + b2n+1 a2i
i=0 i=0 i=0
n
X n
X
(ai bn+1 − an+1 bi )2 = a2n+1 b2i − 2ai bi an+1 bn+1 + b2n+1 a2i
i=0 i=0
n
X n
X
2
(ai bn+1 − an+1 bi ) = (ai bn+1 − an+1 bi )2
i=0 i=0
n
! 21 n
! 12 n
! 21
X X X
(ai + bi )2 ≤ a2i + b2i
i=0 i=0 i=0
n n n n
! 21 n
! 21
X X X X X
(ai + bi )2 ≤ a2i + b2i + 2 a2i b2i
i=0 i=0 i=0 i=0 i=0
n n
! 21 n
! 12
X X X
ai bi ≤ a2i b2i
i=0 i=0 i=0
59
And from Cauchy-Schwartz we get
n
n
n
! 21 n
! 21
X X X X
ai bi ≤ ai bi ≤ a2i b2i
i=0 i=0 i=0 i=0
Proof. Easy.
Definition 86. Sup norm metric
Let Rn , dl∞ be order pair. Where
Let xn , yn , zn ∈ Rn . Let i = arg max{|xi −zi | : 1 ≤ i ≤ n}. Then from triangle inequality
follows |xi − yi | + |yi − zi | ≥ |xi − zi |, but
sup{|xi − zi | : 1 ≤ i ≤ n} = |xi − zi |
≤ |xi − yi | + |yi − zi |
≤ sup{|xi − yi | : 1 ≤ i ≤ n} + sup{|yi − zi | : 1 ≤ i ≤ n}
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Definition 87. Discrete metric
Let X, ddisc be a metric space, where
(
1 if x = y
ddisc (x, y) =
0 otherwise
∀ ε > 0 : ∃ N : ∀ n ≥ N : d(x(n) , x) ≤ ε
We can write
lim d(x(n) , x) = 0
n→∞
Euclidean: v
u n
uX (k) 2
lim dl2 (x(k) , x) = lim t (xi − yi ) = 0
k→∞ k→∞
i=1
Sub norm:
n
(k)
X
(k)
lim d l∞ (x , x) = lim sup{|xi − yi | : i ∈ {1 . . . n}} = 0
k→∞ k→∞
i=1
If we assume the last point, its immediately obvious that points 1, 2, 3 are true. I will
prove the implications 1 =⇒ 4, 2 =⇒ 4, 3 =⇒ 4 by contradiction. Lets assume that
61
∃ m ∈ {1 . . . n} : x(m) that diverges and 1, 2, 3 are true. Then we can re-write the limits
above as (because we assume they exists and square root is continues):
n n
(k) (k)
X X
lim |xi − yi | = lim |xi − yi | = 0
k→∞ k→∞
i=1 i=1
v v
u n u n
uX (k) 2 uX (k) 2
lim t (xi − yi ) = t lim (xi − yi )
k→∞ k→∞
i=1 i=1
n n
(k) (k)
X X
lim sup{|xi − yi | : i ∈ {1 . . . n}} = lim sup{|xi − yi | : i ∈ {1 . . . n}}
k→∞ k→∞
i=1 i=1
But now we can re-write them (using only first as an example as)
lim |x(k)
m − ym | + C
k→∞
(k)
for some C ∈ R. But that would imply xm converges. Contradiction.
Theorem 128. Convergence in discrete metric
Let (X, ddisc ) be a metric space. Then x(n) converges to y iff
∃ M : ∀ i ≥ M : xi = y
Proof by contradiction is really easy. Assume that condition above is not true. Let ε = 21 .
Then we can choose such i ≥ N that d(x(i) , y) = 1 which gives contradiction.
Theorem 129. Uniqueness of limits
Let (X, d) be a metric space. Suppose x(n) is a sequence in X and there exists y, y 0 such
that x(n) converges to both. Then y = y 0 .
Proof. Should be easy.
d(y, y 0 ) = 0
Which implies y = y 0 .
Theorem 130. Let (X, d) be a metric space.
Suppose that x(n) , y (n) are convergent sequences with elements in X then:
62
From squeeze theorem we get:
∃ r > 0 : B(x0 , r) ∩ E = ∅
Theorem 131. Let (X, d) be a metric space, let E ⊆ X and x0 ∈ X then following are
equivalent
1. x0 ∈ E
2. x0 is either boundary or interior point of E.
3. There exists a sequence xn in E which converges to x0 with respect to metric d.
Proof. 1 =⇒ 2
Let x0 ∈ E. Assume x0 is exterior. Then ∃ r > 0 : B(x0 , r) ∩ E = ∅, which negates
definition of adherent points. Contradiction.
2 =⇒ 1
Assume x0 is interior or boundary. Then be definition ¬∃ r > 0 : B(x0 , r) ∩ E = ∅, but
this is equivalent to ∀ r > 0 : B(x0 , r) ∩ E 6= ∅, therefore its adherent.
3 =⇒ 1
Let xn be a sequence in E such that limn→∞ d(xn , x0 ) = 0. Assume that x0 6∈ E then
∃ r > 0 : B(x0 , r) ∩ E = ∅
63
Lets fix this r. Them
1
xi ∈ B(x0 , )
i
1
Let ε > 0. Clearly there exists N less then ε, therefore
1
∀ i ≥ N : d(xi , x0 ) ≤ <ε
N
∂E
ext(E)
int(E)
E = int(E) ∪ ∂E = X \ ext(E)
∂E ⊆ E
E=E
64
1. E is open iff E = int(E).
2. E is closed iff E = E
3. ∀ x0 ∈ X and r > 0 the ball B(x0 , r) is an open set. The set {x ∈ X : d(x, x0 ≤ r)}
is closed (sometimes called closed ball).
4. Any singleton {x0 } is closed.
5. E is open iff X \ E is closed.
T
6. If E1 . . . En are finite collections of openS sets then 1≤i≤n Ei is also open. If
F1 . . . Fn is collection of closed sets then 1≤i≤n Fi is also closed.
S
7. if (E)α is any T collection of open/closed sets than: if its open α Eα is also open,
if its closed α Eα is also closed
8. int(E) is a largest open set contained in E. The E is a smallest closed set containing
E.
Proof. I want consider the cases of empty sets because those are trivial.
65
two sets then it would be interior in union, if it was exterior to both it would be
exterior to union: similar trick as proof above. Therefore f ∈ ∂F0 ∨ f ∈ ∂F1 . But
then f ∈ F0 ∨ f ∈ F1 and also in union. Induction generalizes this easily.
S
7. if M = (E)α is any T collection of open/closed sets than: if its open α Eα is also
open, if its closed α Eα is also closed. S
Let M consists of open sets. Suppose x0 ∈ α Eα then there exists some ESsuch
that x0 ∈ E. But then ∃ r > 0 : B(x S 0 , r) ⊆ E.
S It follows S that B(x0 , r) ⊆ M .
But then x0 ∈ int(M ). Therefore M = int( M ). Then M is open.
Suppose M consists
S of closed sets. Let SH = {XT\ E : E ∈ M }. Since H consists
of open sets H is also open. But X \ H = M . And from point 5 it follows
that this family of sets is closed.
8. int(E) is a largest open set contained in E. The E is a smallest closed set containing
E.
Let M ⊆ E be an open set. Let x ∈ M . Since M is open M ∩ ∂E = ∅ (otherwise
∂M 6= ∅). But then M ⊆ int(E).
Suppose E ⊆ S and S is closed. Let x0 ∈ E. Then there exists, a sequence xn
in E such that limn→∞ d(x0 , xn ) = 0. But the same sequence exists in S, which
means x0 ∈ S. Therefore E ⊆ S.
Clearly V is open (union of open sets is open, ball is open: look previous theorems).
Now we need to show E = V ∩ Y .
Clearly E ⊆ V ∩ Y .
Suppose x ∈ V ∩ Y . This means ∃ x0 ∈ E, r > 0 : x ∈ B(x0 , r).
But B(x0 , r) ⊆ E. Therefore x0 ∈ E.
Suppose E = V ∩ Y where V is open (←). Let x ∈ E. This means x ∈ V . Therefore
there exists BX,d (x, r) ⊆ V . But then BY,d|y×y (x, r) ⊆ E which means x ∈ int(E).
Therefore E = int(E): E is open in (Y, d).
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in other words: V is set containing elements of every converging sequence in E. V must
be closed because every adherent point is contained in V . Now lets show E = V ∩ Y .
Let x ∈ E since E is closed in Y there must exists sequence xn ∈ E such that
limn→∞ xn = x. But then x ∈ V . Suppose x ∈ V ∩ Y . Since x ∈ V there must
exists sequence of elements in E such that X is a part of it. Therefore x ∈ E.
Suppose E = Y ∩ V where V is closed (←).
First we will show ∂E ⊆ ∂V . Suppose x ∈ ∂E. This means
∀ r : B(x, r) ∩ E 6= ∅ ∧ ∃ x0 ∈ B(x, r) : x0 6∈ E
We have
x0 ∈ Y ∧ x0 6∈ E =⇒ x0 6∈ V
E ⊆ V =⇒ B(x, r) ∩ V 6= ∅
Therefore x ∈ ∂V . But ∂V ∩ Y = ∂E, which means ∂E ⊆ E. E is closed.
Definition 94. Sub-sequence
Let f : N → Z be function such that f (i) ≥ i. Then
∞
x(f (n))
n=m
is a sub-sequence of xn .
Theorem 135. Convergence of sequence implies convergent of all sub-sequences
Suppose xn converges to some x0 . Then all sub-sequences of xn also do.
Proof. Let yn be sub-sequence of xn .
Let ε > 0.
We know that
∃ N : ∀ i > N : d(xi , x0 ) < ε
But f (i) ≥ i therefore taking N gives as
∀ i > N : d(xf (i) = yi , x0 ) ≤ d(xi , x0 ) < ε
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Definition 96. Cauchy sequence
Let (X, d) be a metric space and xn be a sequence in X. Then xn is cauchy iff
∀ ε : ∃ N : ∀ i, j ≥ N : d(xi , xj ) < ε
Remark 32. Its quite funny: cauchy sequences don’t necessary converge √ in metric
spaces. Suppose we have a sequence of rationals than converge to 2. Clearly this
sequence exists and if we take (Q, dl2 ) as our metric space this sequence can’t converge.
Theorem 137. Suppose (X, d) is a metric space and xn is a Cauchy sequence in X. If
there exists convergent sub-sequence of xn then xn must converge as well.
Proof. Let yn be sub-sequence convergent to x0 .
Let ε > 0.
ε
∃ N0 : ∀ i ≥ N0 : d(x(f (i)) , x0 ) <
2
ε
∃ N1 : ∀ i ≥ N1 : d(x(f (i)) , xi ) <
2
Let N := max(N0 , N1 ), then for every i ≥ N we have
d(xi , xj ) < ε
This means
∀ x ∈ Y : ∃ x0 : x0 ∈ B(xi , d(xi , x)) ∧ x0 6∈ Y
But then xi ∈ ∂Y ∧ xi 6∈ Y which implies Y is not closed. Contradiction.
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Theorem 140. Extending metric space to complete metric space
Given xn we introduce formal limit LIM xn . We say that two limits are equal:
Let X be a space of all formal limits of Cauchy sequences in X with the above
equality. Suppose we have (X, dX ) where
lim xn = LIM xn
n→∞
69