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Mar 24, 2019

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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

∞

We say that sequence (an )n=m is cauchy sequence.

Proof. Let ε > 0.

Since j, k ≥ N then |1/j − 1/k| ≤ 1/N . We just need to choose N > 1/ε. This follows

from properties of Q, but we can also point it out explicitly: N = d1/ + 1e.

Definition 4. Bounded sequence

∞

Suppose we have (an )n=m . Let M ∈ Q and M ≥ 0. We say an is bounded by M if

∀ i ≥ m : |ai | ≤ M

Let (an ) = a1 . . . an be finite sequence. Then (an ) is bounded.

Base:

Sequence of one element is bounded by |a1 |

Step:

Let say we have sequence of length n + 1 then (an ) is bounded. Lets call its bound L.

Then bound for whole sequence is max(L, |an+1 |)

Proof. Let (an ) be a Cauchy sequence.

We can choose such N that all |an>N | ≤ |aN | + 1.

Let L be some bound of an<N then L+|aN |+1 bounds the sequence (even max(L, |aN |+

1) does).

Definition 5. Equivalent Sequences

∞ ∞

Let (an )n=m and (bn )n=m be sequences. Then an and bn are equivalent if

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

Theorem 4. Bounded equivalent sequences

If an and bn are equivalent. Then an is bounded if and only if bn is bounded.

Proof. Let assume an is bounded.

Choose N such that for all i > N

| 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

We define an + bn as index wise addition that is

(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

∞

We say that sequence (an )n=1 is bounded away from zero if there exists c ∈ Q+ . Such

that | ai | ≥ c for all i.

Theorem 8. If x ∈ R and x 6= 0, there exists sequence bounded away from zero

representing x

Proof. Let x = LIM an If x 6= 0 we know that

But then for this c:

c

∃ N ≥ 1 : ∀ i, j ≥ N : | ai − aj | <

2

There must be some k ≥ N such that:

| ak | ≥ c

c

| ak − aj | <

2

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

1. Order trichotomy

2. Order is anty-symmetric

3. Order is transitive

4. Addition preservers order

Definition 18. Absolute value

Let r ∈ R then (

r r≥0

|r| =

−r r<0

Let an be Cauchy sequence of numbers in Q+ . Then LIM an is non-negative.

Proof. By contradiction.

Assume LIM an is negative. Then by our definition its equivalent to some sequence that

is negatively bounded away from zero.

Its easy to see construction (lazy) showing that LIM an must contain negative numbers.

Hence contradiction.

Theorem 11. ∀ i : ai ≥ bi =⇒ LIM an ≥ LIM bn

Let LIM an and LIM bn be real numbers such that for all i we have ai ≥ bi then LIM an ≥

LIM bn .

Proof. We can see that LIM an −bn is greater than zero (from previous theorem). Thesis

follows.

Theorem 12. Bounding of reals by rationals

Let r ∈ R+ . Then

∃ q ∈ Q, z ∈ Z : q ≤ x ∧ x ≤ z

Proof. Since r is positive. We know that r = LIM an were an is positively bounded

away from zero. That means ∃ c ∈ Q : ∀ i : c ≤ ai but then c ≤ r. We know that an is

bounded, so let M be some bound. Then by basic properties of Q (look assumptions)

we know that ∃z ∈ Z : M ≤ z and so r ≤ z

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 )

I will skip proofs of basis properties of exponents.

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.

Let an be a sequence of real numbers.

If there exists L ∈ R such that for ε > 0:

∃ N : ∀ i ≥ N : |ai − L| < ε

Let an be a real sequence. If an converges to L0 , L1 then L0 = L1 .

Proof. Let c := |L0 − L1 |.

Its easy to see (the construction is identical to the ones earlier in text) that:

∀ ε > 0: c < ε

Definition 27. Limits of sequences

If sequence an converges to L we write:

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

Let an be Cauchy sequence of rational numbers then:

LIM an = lim an

n→∞

Definition 28. Bounded sequence

We re-use the definition for rational sequences.

Remark 7. Comparison to previous definition

We can see that this definition are equivalent from this follow that every Cauchy (and

so: convergent) sequence is bounded.

Theorem 21. Limit laws

let an , bn be sequence of real numbers that converge to x, y, then:

1.

lim an + bn = lim an + lim bn

n→∞ n→∞ n→∞

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→∞

lim an + bn = x + y

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:

|ak + bk − x − y| < ε

2.

lim an bn = lim an × lim bn

n→∞ n→∞ n→∞

lim an bn = xy

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)

n→∞ n→∞

= lim (an − x)(bn − y) + lim yan + lim xbn + lim −xy

n→∞ n→∞ n→∞ n→∞

= 0 + xy + yx − xy

= xy

3.

lim c(an ) = c lim an

n→∞ n→∞

I will ignore trivial case c = 0.

11

Let ε > 0

Choose N such that for all i > N

ε

|ai − x| <

|c|

|c||ai − x| < ε

|cai − cx| < ε

5. This can be restated as:

lim b−1

n =x

−1

n→∞

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

7. Omitted

8. Omitted

Let an be a sequence. Then if

i > j =⇒ ai ≥ aj

We say the sequence is increasing. And we give similar definition for decreasing.

We define

R∗ := R ∪ {+∞, −∞}

Definition 31. Negation of extended reals

−(+∞) := −∞

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

The argument is similar.

Exercise 2. Let x ∈ R and 0 < x < 1 then limn→∞ xn = 0.

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→∞

∞

We say that x is a limit point of (an )n=m if

∀ 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→∞

∞

lim sup an := inf (an≥N )N =m

n→∞

Each point of the sequence is exchanged for supremum of sequence from this point for-

ward.

Then at each point we take infimum from cut of this new sequence forward.

Remark 10. Equivalent definition

Let an be a sequence. I think this definition is a lot nicer:

n→∞ n→∞

Theorem 24. Properties of lim sup and lim inf

∞

Len (an )n=m and L+ , L− be limit superior and limit inferior of this sequence.

1.

∀ x > L+ : ∃ N ≥ M : ∀ n ≥ N : an < x

14

2.

∀ x < L+ : ∃ N ≥ M : ∀ m ≥ N : an > x

3.

∞ ∞

inf (an )n=m ≤ L− ≤ L+ ≤ sup (an )n=m

L− ≤ c ≤ L+

6. If an converges to c then

L+ = L− = c

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

L− ≤ c ≤ L+

Its easy to see that for all N

inf aN ≤ aN ≤ sup aN

n>N n>N

5. Proposition: If L+ , L− ∈ R then they are limit points

They are both bounded (from some n) and one is increasing the other one decreas-

ing.

6. Proposition: If an converges to c then

L+ = L− = c

It follows theorem 23 and previous point.

Suppose an , bn are sequences of real numbers and ∀ i : ai ≤ bi

sup(an ) ≤ sup(bn )

inf(an ) ≤ inf(bn )

lim sup an ≤ lim sup bn

lim inf an ≤ lim inf bn

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

Proof.

Theorem 26. Zero test for sequences

Let an be a sequence. Then limit exists and limn→∞ an = 0 if and only if limn→∞ |an |

exists and is equal 0.

Proof.

∀ ε > 0 : ∃ N : ∀ i > N : |ai | < ε

From this and ||n|| = |n| thesis clearly follow.

Proof. If it converges (to L let say). For all ε > 0 there exists N such that for all

i, j > N

ε

|ai − L| <

2

ε

|aj − L| <

2

Triangle inequality and we are done.

Now assume an is Cauchy.

We need to prove that there exists L such that:

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

Exercise 3. Let n 6= 0 and k ≥ 1

1

lim 1 =0

n→∞ nk

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.

Let x ∈ R then

1.

|x| < 1 =⇒ lim xn = 0

n→∞

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→∞

3. Diverges otherwise

In case of −1 its obvious. Otherwise we can easily show contradiction (for example

by showing its not Cauchy).

Let f :: N → N such that f (n + 1) > f (n) for all n. Then

bn = af (n)

Theorem 29. Property of being sub-sequence is reflexive and transitive

Proof. Proof is easy.

Theorem 30. Sub-sequences related to limits

The sequence converges to L iff every sub-sequence converges to L.

Proof. The right implication is proof by contradiction. We get the left implication by

the fact that whole sequence is its own sub-sequence.

Theorem 31. Sub-sequences to limit points

L is a limit point iff there exists sub-sequence converging to L

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

n+1

X n+k+1

X

ai = aj−k

i=m j=m+k

n

X n+k

X

ai + an+1 = aj−k + an+k+1−k

i=m j=m+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

Let X be set with n ∈ N elements. Suppose f :: X → R. Now we select any bijection g

from {1..n} to X and define:

X n

X

f (x) := (f ◦ g)(i)

x∈X i=1

Again, I will skip this proofs.

Theorem 34. Let X, Y be finite sets and f :: X × Y → R. Then

X X X

f (x, y) = f (x, y)

x∈X y∈Y (y,x)∈X×Y

(matching previous definition).

X n Xm nm

X

f (g(i), h(j)) = f (z(i))

i=1 j=1 k=1

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

∞

X

an = L

n=m

Exercise 5. Find L ∈ R such that

∞

X

2−n = L

n=1

N

X

SN = 2−n = 1 − 2−N

n=1

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

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

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

P∞

Then series n=m −1n an is convergent iff an → 0.

Proof. The right implication follow immediately from zero test.

Left: suppose limn→∞ an = 0. Informally (for k even):

(an − an+1 ) + · · · + (an+k−2 − an+k−1 ) + an+k ≥ 0.

0 < Sq < aq

|Sq | < aq

Assume all introduced series are convergent:

1.

∞

X ∞

X ∞

X

(an + bn ) = an + bn

n=m n=m n=m

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

Let an be a decreasing sequence of non-negative real numbers. Then the series n=1 an

is convergent if and only if

∞

X

2k a2k

k=0

is convergent.

23

Proof. The proof follows from

∞

X ∞

X ∞

X

an ≤ 2k a2k ≤ 2an

n=1 k=0 n=1

Then

∞

X 1

n q

n=0

Proof. Right implication follows immediately from earlier proof about harmonic series.

So let q > 1.

Obviously the sequence is non-negative and decreasing. Thus it converges only if

∞

X 1

2k q

k=0

(2k )

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→∞

p

n

|an | < 1

p

n

|an | < c < 1

|an | < cn < 1

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→∞

TODO

Theorem 52. Fubuni’s theorem for infinite sums

We can switch order of infinite sums provided the entire sum is absolutely convergent.

Proof. Skipped.

4 Continuous functions on R

Definition 44. Intervals

We define and use intervals in a obvious way.

Let X ⊂ R, and x ∈ R. We say that x is adherent point of X if

∀ ε > 0 : ∃ y ∈ X : | x − y| < ε

Let X ⊂ R. The closure of X, denoted X is defined to be a set of all adherent points of

X.

Theorem 53. Elementary properties of closure.

Let X, Y ∈ P (R).

Then

1.

X⊆X

2.

X ∪Y =X ∪Y

3.

X ∩Y ⊆X ∩Y

4.

X ⊆ Y =⇒ X ⊆ Y

Proposition 3:X ∩ Y ⊆ X ∩ Y .

Let x ∈ X ∩ Y .

Let ε > 0. Then there exists such y ∈ X ∩ Y that |x − y| < ε. But this y must be in

X ∩ Y (from proposition one).

That implies x ∈ X ∩ Y , which ends the proof

Proposition 4 is equally simple.

Theorem 54. Closures of intervals

Let a < b ∈ R and I be equal to any of (a, b), (a, b], [a, b), [a, b] then the closure of I is

[a, b].

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

∅=∅

The Q ⊂ R is clear. So the only needed fact is

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→∞

Definition 48. Limit points

Let X ⊆ R. We say x ∈ X is a limit point iff

x ∈ X \ {x}

Theorem 56. Limit points on intervals

Let say we have interval on R then all x in that interval are its limit points.

27

Proof. Seems easy: skipped.

Definition 49. Bounded set

X ⊆ R is said to be bounded if X ⊆ [−M, M ] for some M ∈ R+

Let X ⊆ R.

Then X is closed and bounded iff

given any sequence an of elements in X there exists sub-sequence bn of the original

sequence which converges to some number L ∈ X.

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)(x) := f (x) − g(x)

max(f, g)(x) := max(f (x), g(x))

min(f, g)(x) := min(f (x), g(x))

(f g)(x) := f (x)g(x)

f f (x)

(x) :=

g g(x)

(cf )(x) := c × f (x)

(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

Let x ⊆ R and f : X → R.

Suppose E ⊆ X and x0 ∈ E and L ∈ R.

We say f converges to L at x0 iff

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

Second implication. Assume

n→∞ n→∞

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

x→x0 : x∈E x→x0 : x∈E∩(x0 −δ,x0 +δ)

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

x→x0

discontinuous if f is not continuous.

Theorem 62. Equivalent formulation of continuity

Let X ⊆ R, f ∈ RX and x0 ∈ X. Then following are equivalent

1. f is continuous at x0

n→∞ n→∞

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

of real numbers). Equivalence of 1 and 2 is immediate consequence of Theorem 58.

Theorem 63. Arithmetic preservers continuity

All operations in specified in Theorem 60 apply to functions.

Proof. It follows from previous theorem.

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→∞

ax0 = lim acn

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

f (x) := |x|

where f : R → R

Proof. It follows from

|x| = max(x, −x)

Let X, Y ⊆ R and

f :X→Y

g:Y →R

be continuous functions. Then their composition is continuous.

Proof. We need to prove

lim (f ◦ g)(x) = (f ◦ g)(x0 )

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

x→x0 ,x∈X∩(x0 ,∞)

if

x0 ∈ X ∩ (−∞, x0 )

Define

x→x0 ,x∈X∩(−∞,x0 )

Sometimes I will use shorter notation (when X is clear from context):

lim f (x)

n→x0 ±

Let f ∈ RX .

If

lim f (x) = lim f (x) = f (x0 )

x→x0 + x→x0 −

then f is continuous at x0

Proof. Let ε > 0.

We can choose δ − > 0 such that for all x ∈ X ∩ (−∞, x0 )

Let X ⊆ R and f ∈ RX . We say that f is bounded from above it ∃ M + ∈ R+ : ∀ x : f (x) ≤

M . We say the function is bounded from below if ∃ M − ∈ R+ : ∀ x : f (x) ≥ −M . We

say function is bounded if its bounded from below and above.

Theorem 68. Let a < b ∈ R and f : [a, b] → R.

If f is continuous it is bounded.

Proof. Proof by contradiction. Assume f is continuous on this interval and not bounded.

Then for all n ∈ N : ∃ x ∈ [a, b] : n < |f (x)|.

We can form a sequence of this numbers an . Since [a, b] is closed and bounded: there

must exists sub-sequence of an (Heine-Borel), lets call it cn such that limn→∞ cn = L ∈

[a, b]. But limn→∞ f (cn ) = ∞ = 6 f (L). Contradiction.

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

1

ai = inf x ∈ [a, b] : f (x) > sup im(f ) −

i

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

Proof. I will assume f (a) < y < f (b) (y = f (a) ∨ y = f (b) is easy).

Let

E = sup{x ∈ [a, b] : f (x) ≤ y}

And suppose c = sup(E). If f (c) > y then it can’t be sup(E) so f (c) ≤ y.

There must exists n such that c + n1 < b (it follows from the fact f (c) 6= f (b)). Clearly

f (c + n1 > y) for all n, but limn→∞ c + n1 = c. Therefore f (c) ≤ y ≤ f (c) which implies

f (c) = y.

Let a < b and let f : [a, b] → R be continuous function. Let M be the maximum value

of f and let m be minimum. We have

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

mal/minimal value.

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)

Finally: we say the f is monotone if its monotone increasing or monotone decreasing. We

say f is strict monotone if its strict monotone increasing or strict monotone decreasing.

Theorem 72. Let a < b ∈ R and f : [a, b] → R be continuous and strictly monotone

increasing. Then f is bijection [a, b] 7→ [f (a), f (b)] and the inverse f −1 : [f (a), f (b)] →

[a, b] is also continuous and strictly monotone increasing.

Proof. From previously proved theorem we know that im(f ) = [f (a), f (b)]. I will show

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 )

We want to prove

lim f (an ) = f (x0 ) =⇒ lim an = x0

n→∞ n→∞

It follows that

lim inf f (an ) = f (x0 )

n→∞

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→∞

n→∞ n→∞ n→∞

Let X ⊆ R and f : X → R. We say that f is uniformly continuous if

We can generalize this concept beyond Cauchy sequences.

We say an , bn are equivalent if

34

Exercise 10. an , bn are equivalent iff

lim (an − bn ) = 0

n→∞

Then f is uniformly continuous iff

n→∞ n→∞

where ai , bi ∈ X

Proof. Lets assume f is uniformly continuous.

Then we know:

Therefore

∀ ε > 0 : ∃ N : ∀ i ≥ N : |ai − bi | < ε

And we need to show

∀ i ≥ N : |ai − bi | < δ

|x − x0 | < δ =⇒ |f (x) − f (x0 )| < ε

Because ai , bi ∈ X, we have

n→∞ n→∞

It means

Which is equivalent to

1

∀ n∃ i : |ai − bi | < ∧ |f (ai ) − f (bi )| > ε

n

1

We can make n as small as we like, which gives as contradiction.

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

∀ i, j ≥ N : |f (xi ) − f (xj )| < ε

lim f (x) ∈ R

x→x0

cauchy sequence it must converge to f (x0 ).

Theorem 76. Let f : X → R be a uniformly continuous function. Suppose E ⊆ X

and E is bounded. Then f [E] is also bounded.

Proof. Let xn be a cauchy sequence in f (x) that converges to sup(E). Then f (xn ) is

also cauchy so it must converge to sum number in R. Similar argument can be presented

for infimum.

Theorem 77. Let a < b ∈ R and let f : [a, b] → R be function continuous on [a, b].

Then f is uniformly continuous.

Proof. It follows from the fact that [a, b] is closed.

Theorem 78. Function composition preservers uniform continuity.

Proof. Let f, g be uniformly continues function.

∀ ε : ∃ δ : ∀ x, x0 : |x − x0 | < δ =⇒ |g(x0 ) − g(x)| < δ 0

|x − x0 | < δ =⇒ |(f ◦ g)(x) − (f ◦ g)(x0 )| < ε

Let X ⊆ R. We say +∞ is adherent to X iff X has no upper bound. Similar definition

apply to −∞.

Definition 60. Limits at infinity

Let X ⊆ R where sup(X) = +∞ and f : X → R.

We say

lim f (x) = L

x→+∞

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

Remark 20. Two functions

If we have two function f, g : X → R that are identical on some interval. Then they

have the same derivative on this interval (proof is easy).

Exercise 11. Try differentiate

|x|

on 0.

We have

absx − abs0

lim

x→0 : x∈R\{0} x−0

Now, we compute left and right limits.

−x

lim = −1

x→0 : x∈(−∞,0) x

x

lim =1

x→0 : x∈(0,+∞) x

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

Theorem 81. Differential calculus

Let X ⊆ R and f, g : X → R. Let x0 ∈ X. Then

(from point 3: assume f, g are differentiable on x0 )

1. If f = λx.c for some c ∈ R. Then

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 )

0

f f 0 (x0 )g(x0 ) − f (x0 )g 0 (x0 )

(x0 ) = 2

g g(x0 )

1. Let f = λx.c

f (x) − f (x0 ) c−c

lim = lim =0

x→x0 x − x0 x→x 0 x − 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 )

7. Assume 0 6∈ im(g)

0 1 1

1 g(x) − g(x0 )

(x0 ) = lim

g x→x0 x − x0

g(x0 )−g(x)

g(x)g(x0 )

= lim

x→x0 x − x0

g(x0 ) − g(x) 1

= lim ×

x→x0 x − x0 g(x)g(x0 )

g(x) − g(x0 ) 1

= lim −1 × ×

x→x0 x − x0 g(x)g(x0 )

1

= −1 × g 0 (x0 ) × 2

g(x0 )

g 0 (x0 )

=− 2

g(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 )

Let X, Y ⊆ R.

Let f : X → Y and g : Y → R.

Let x0 ∈ X, y0 ∈ Y and f (x0 ) = y0 .

Suppose f, g are differentiable on x0 , y0 . Then

Proof. Surprisingly smooth.

(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 )

I proved this in the past (using binomial theorem and induction). So skipped (for now).

Definition 62. Local maxima and minima

Let f : X → R. And x0 ∈ X. We say that f attains a local maximum at x0 iff

Theorem 83. Local extrema are stationary

Let a < b ∈ R and f : (a, b) → R. Let x0 ∈ (a, b) and f 0 (x0 ) = L ∈ R. If f 0 (x0 ) is local

extremum, we have L = 0.

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 )

1

(f −1 )0 (y0 ) =

f 0 (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

Definition 64. Connected set

We say X is connected iff

∀ x, y ∈ X : x < y =⇒ [x, y] ⊆ X

Theorem 94. Let X ⊆ R. Then X is bounded and connected iff X is a bounded

interval.

Proof. Assume X is bounded and connected.

Let a = inf(X), b = sup(X).

Clearly X = [a, b].

The other implication is even more obvious.

Theorem 95. If I, J are bounded intervals, then I ∩ J is also bounded interval.

Proof. It follows from previous theorem.

Definition 65. Length of interval

Let I be bounded interval. Then we define |I| as follows.

If a < b and I is equal to any open/closed intervals of a, b then

|I| := b − a

Otherwise (If we have a point or an empty set).

|I| := 0

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

So, let card B = n + 1.

If |I| = 0 then proposition follows immediately.

Let assume interval is of a form [a, b], (a, b]. Then we know

b∈K

for some K ∈ B.

Also

|I| = |K| + |I − K|

By inductions base X

|I| = |K| + B

J∈B\{K}

Finally in a case (a, b), there must exists K = (c, b) for some c and we can repeat our

argument yet again.

Definition 67. Finer and coarser partitions

Let I be bounded interval. And B, B 0 its partitions. We say that B 0 is finer than B

(equivalently: B is coarser then B 0 ) if

∀ J ∈ B0 : ∃ K ∈ B : J ⊆ K

Definition 68. Common refinement

Let I be bounded interval. Let B, B 0 be two partitions. We define common refinement

B#B 0 as

B#B 0 := {K ∩ J : K ∈ B, J ∈ B 0 }

Theorem 97. Let I be bounded interval. Let B, B 0 be two partitions.

Then B#B 0 is also a partition and its finer then B, B 0 .

Proof. Lets start we a first claim. We already proved that intersection of bounded

intervals is a bounded interval, therefore B#B 0 consists of bounded intervals.

Let x ∈ I. Then there exists J0 ∈ B, J1 ∈ B 0 such that x is part of both

but then x ∈ J0 ∩ J1 which implies x ∈ B#B 0 .

See that J0 , J1 are the only intervals B, B 0 containing x, therefore

\

B#B 0 = ∅

Let K ∈ B#B 0 . Then there exists J0 ∈ B, J1 ∈ B 0 such that

K = J0 ∩ J1

which implies

K ⊆ J0 ∧ K ⊆ J1

Thesis follows.

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.

then if partition J is finer then K, then f with respect to J is also piece-wise constant.

Proof. Let M ∈ J. Then ∃ N ∈ K such that

M ⊆N

Theorem 99. Let I be bounded interval.

f :I→R

g:I→R

Then

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

Theorem 100. Piece-wise constant integral is independent of partition

Let f : I → R be piece-wise constant with respect to P, P 0 then

Z Z

p.c. f = p.c. f

[P ] [P 0 ]

I will show Z Z

p.c. f = p.c. f

[P ] [P #P 0 ]

We need to show: X X

cJ |J| = cK |K|

J∈P K∈P #P 0

X

|J| = |K|

K∈P #P 0 : K⊆J

and X

|J|cJ = |K|cJ

K∈P #P 0 : K⊆J

X X X

cJ |J| = cK |K|

J∈P J∈P 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

In the light of previous theorem, we can write

Z Z

p.c. f := p.c. f

I [P ]

Theorem 101. Laws of integration for piece-wise functions

Let f, g : I → R be piece-wise constant functions. Then

1. Z Z Z

p.c. f + g = p.c. f + p.c. g

I I I

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

p.c. f >0

I

p.c. f > p.c. g

I I

Z

p.c. f = c|I|

I

Z Z Z

p.c. f = p.c. f |J + p.c. f |K

I J K

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)

Let f : I → R be a bounded function on bounded interval I. We define upper Riemann

integral by Z Z

f := inf{p.c. g : g is p.c. and majorizes f }

I I

and lower Riemann integral by

Z Z

f := inf{p.c. g : g is p.c. and minorizes f }

I I

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

Z Z

λx.c ≤ λx.M

I I

The middle inequality follows immediately from the definition.

Last one can be prove using analogous construction.

(After reading Tao proof: it can be done simpler by considering λx.M right away).

Definition 76. Riemann integral

Let f : I → R be bounded function on a bounded interval. If

Z Z

f= f

I I

Z Z Z

f := f = f

I I I

Let f : I → R be a piece-wise constant function on a bounded interval I. Then

Z Z

f = p.c. f

I I

f= f = p.c. f

I I I

therefore Z Z

f = p.c. f

I I

Let f : I → R be a bounded function on a bounded interval. Let P be partition of I.

Then we define the upper Riemann sum RU (f, P ) and the lower Riemann sum RL (f, P )

by

X

RU (f, P ) := sup(f (x))|J|

x∈J

J∈P \∅

X

RL (f, P ) := inf (f (x))|J|

x∈J

J∈P \∅

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

Z

inf{p.c. g : g is p.c. and majorizes f } = inf{RU (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

(

f (x) x∈I

H(x) :=

0 x 6∈ I

then Z Z

F = f

J I

Z Z Z

f= f |J + f |K

I J K

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

Z Z

= inf{p.c. h + p.c. q : where h, q majorize f, g}

ZI I

I

Z

= f +g

I

Z Z

f= f

I I

Z Z

g= g

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

5. Its easy to show using previous points (especially last one) that

Z

f −g ≥0

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

8. Proposition Z Z Z

f= f |J + f |K

I J K

it follows from definition of integral using piece-wise constant function and last

point of Theorem 101.

f := f |J

J J

even if f is defined on larger domain.

Theorem 107. Max-min preservers integrability

If f, g : I → R then so are max(f, g) and min(f, g).

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

max(f , g) ≤ max(f , g) + h

Finally Z Z Z

0≤ max(f, g) − max(f, g) ≤ h ≤ 4ε

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

Z Z

f+ ≤ f+ + ε

I I

Z Z

+

f ≥ f+ − ε

I I

Z Z

g+ ≤ g+ + ε

I I

Z Z

g+ ≥ g+ − ε

I I

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

Theorem 110. Uniformly continuous functions are Riemann integrable

Let I be bounded interval and f : I → R then if f is uniformly continues it is Riemann

integrable.

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

Theorem 111. Continuous functions on closed interval are Riemann integrable

Proof. It follows from the previous theorem and fact that continuous function on closed

interval are uniformly continues.

TODO

Theorem 112. Bounded piece-wise continuous function are Riemann integrable

TODO

Proof. TODO

TODO

Proof. TODO

Theorem 114. Integral test

Let f : [0, ∞) → R be a monotone decreasing function which is non-negative. Then

∞

X

f (n)

n=0

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

It follows that

∞

X 1

n=m

np

converges iff p > 1.

Exercise 12. Show that Dirichlet function is not Riemann integrable.

53

Proof. We consider interval I = [0, 1].

Z

f =1

I

Z

f =0

I

Z Z

f 6= f

I I

Let I be a bounded interval and α : X → R where I ⊆ X then we define α-length as

follows:

If I is a point or an empty set α(I) := 0. If I is interval of any form define with lower

bound a and upper b:

α(a, b) := α(b) − α(a)

Theorem 115. Let I be bounded interval and let α : X → R be function defined on

some domain I ⊆ X and P be a partition of I then

X

α|I| = α|J|

J∈P

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]

Let I be bounded interval and P partition of I. Let α : X → R where I ⊆ X and

f : I → R be a piece-wise constant with respect to P . Then

Z X

p.c. f dαL = cj α|J|

[P ] J∈P

Remark 24. We define upper and lower integrals analogously Also almost every laws

of Riemann integral still holds. I won’t derive them again.

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]

F 0 (x0 ) = f (x0 ).

Proof. Since f is Riemann integrable: its bounded. Let M = sup(im(f )). Let x < y ∈

[a, b] Z Z Z

F (y) − F (x) = f− f= f

[a,y] [a,x] [x,y]

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

Let ε > 0 then there exists delta such that

We have Z y

F (y) − F (x0 ) = f

x0

Z y

(f (x0 ) − ε)(y − x0 ) ≤ f ≤ (f (x0 ) + ε)(y − x0 )

x0

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]

RL (f, P ) ≤ F (b) − F (a) ≤ RU (f, P )

for all P . We will show the right inequality. Let P be a partition of [a, b]. Then

X

F (b) − F (a) = F |J|

J∈P

RU (f, P ) = sup f (x)|J|

x∈J

J∈P

∀ J ∈ P : F |J| ≤ sup f (x)|J|

x∈J

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

Z b Z b

0

f (x)g(x) = f (x)g(x)|ab − f (x)g 0 (x)

a a

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)]

will skip it). Let ε > 0. We have

Z Z Z Z

f −ε≤ f≤ f≤ f +ε

[φ(a),φ(b)] [φ(a),φ(b)] [φ(a),φ(b)] [φ(a),φ(b)]

Z Z Z Z

f −ε≤ f ◦ φ dφ ≤ f ◦ φ dφ ≤ f +ε

[φ(a),φ(b)] [φ(a),φ(b)] [φ(a),φ(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)]

become Riemann.

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)

Let (X, d) be a metric space. Let Y ⊆ X and d : X 2 → [0, ∞) then we can restrict the

metric function to d|Y ×Y Y 2 → [0, ∞). We call it: metric Y induced by the metric d on

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.

Let n ∈ N+ . We call (Rn , dl2 ) an euclidean space iff

v

u n

uX 2

d(xn , yn ) = t (xi − yi )

i=1

Theorem 122. Cauchy-Schwartz inequality

Let an , bn be finite sequences of real numbers. Then:

n n

! 21 n

! 21

X X X

ai bi ≤ a2i b2i

i=0 i=0 i=0

n

!2 n n n

! n

!

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

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

n+1 n+1 n+1 n n+1

1 X X 2 1 X 2

X X 2

(ai bj − aj bi ) = (an+1 bj − aj bn+1 ) + (ai bj − aj bi )

2 i=0 j=0 2 j=0 i=0 j=0

n n n X n

1 X 2

X 2

X 2

= (ai bn+1 − an+1 bi ) + (an+1 bj − aj bn+1 ) + (ai bj − aj bi )

2 j=0 i=0 i=0 j=0

n n n

1 X 2 2

1 XX

2

= (ai bn+1 − an+1 bi ) + (an+1 bi − ai bn+1 ) + (ai bj − aj bi )

2 i=0 2 i=0 j=0

n n n

1X 2 2 1 XX 2

= 2ai bn+1 − 4ai bi an+1 bn+1 + 2a2n+1 b2i + (ai bj − aj bi )

2 i=0 2 i=0 j=0

n n n

X 1 XX 2

= (ai bn+1 − an+1 bi )2 + (ai bj − aj bi )

i=0

2 i=0 j=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

a2i b2i + a2n+1 b2i + b2n+1 a2i + a2n+1 b2n+1

i=0 i=0 i=0 i=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

!2 n

! n

!

X X X

ai bi ≤ a2i b2i

i=0 i=0 i=0

n

n

! 21 n

! 21

X X X

ai bi ≤ a2i b2i

i=0 i=0 i=0

Let an bn be finite sequences of real numbers. Then

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

I will use symbols from previous definition

Proof. First two properties are obvious. Triangle inequality:

v v v

u n u n u n

uX 2

u X 2

uX 2

t (xi − zi ) ≤ t (xi − yi ) + t (yi − zi )

i=1 i=1 i=1

v v v

u n u n u n

uX 2

u X uX

t (ai + bi ) ≤ t a2i + t b2i

i=1 i=1 i=1

We have (Rn , d) were

n

X

d(xn , yn ) = |xi − yi |

i=1

Its a metric space.

Proof. Easy.

Definition 86. Sup norm metric

Let Rn , dl∞ be order pair. Where

Rn with sub norm metric is a metric space.

Proof. The first two properties are obvious. Triangle inequality:

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}

60

Definition 87. Discrete metric

Let X, ddisc be a metric space, where

(

1 if x = y

ddisc (x, y) =

0 otherwise

Notation 1. Superscript

From now I will sometimes use

x(i) := xi

superscript to denote element of sequence (usually in case of nested sequences).

Definition 88. Convergence of sequences in metric spaces

∞

Let (X, d) be a metric space and (x(n) )m be a sequence with elements in X. Then we

say that sequence converges to x iff

∀ ε > 0 : ∃ N : ∀ n ≥ N : d(x(n) , x) ≤ ε

We can write

lim d(x(n) , x) = 0

n→∞

Let Rn be a Euclidean space, and let x(k) be a sequence of points. Following statements

are equivalent

1. x(k) converges with respect to dl1

3. x(k) converges with respect to dl∞

(k)

4. xj converges to yj for each j ∈ {1 . . . n}

Proof. First lets look at what it means in each of this metric to converge. Taxi:

n

(k)

X

lim dl1 (x(k) , x) = lim |xi − yi | = 0

k→∞ k→∞

i=1

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.

n→∞ n→∞

, y) + d(x(n) , y 0 ) = 0

n→∞

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:

n→∞ n→∞ n→∞

n→∞ n→∞

n→∞ n→∞

62

From squeeze theorem we get:

n→∞

Let (X, d) be a metric space. Let x0 ∈ X and r > 0. We define ball B(X,d) (x0 , r) in X,

centered at x0 with radius r in the metric d to be a set:

Definition 90. Interior, exterior, boundary

Let (X, d) be a metric space. Let E ⊆ X and x0 ∈ X. We say that x0 is interior point

of E if

∃ r > 0 : B(x0 , r) ⊆ E

We say that x0 is an exterior point of E if

∃ r > 0 : B(x0 , r) ∩ E = ∅

Remark 27. Its not possible for a point to be both interior and exterior. Since if its

interior that implies x0 ∈ E and exterior implies x0 6∈ E.

Definition 91. Closure

Let (X, d) be a metric space. Let E ⊆ X and x0 ∈ X. We say that x0 is adherent point

of E if

∀ r > 0 : B(x0 , r) ∩ E 6= ∅

The set of all adherent points is called closure of E and denoted E.

Remark 28. We can write

[

E := {x0 : B(x0 , r) ∩ E 6= ∅}

x0 ∈E, r>0

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 =⇒ 3

Let x0 ∈ E. Then

∀ r > 0 : B(x0 , r) ∩ E 6= ∅

∞

Let (xn )1 be sequence such that

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

I will user

∂E

ext(E)

int(E)

Theorem 132. Let (X, d) be a metric space and E ⊆ X then

E = int(E) ∪ ∂E = X \ ext(E)

Definition 92. Open set, closed set

Let (X, d) be a metric space and E ⊆ X. We say that E is closed if

∂E ⊆ E

∂E ∩ E = ∅

otherwise: its neither open nor closed.

Remark 29. Equivalent definition would be (for a closed set)

E=E

E \ ∂E = E

Remark 30. Set can be open and closed. Which is fun.

(we just need ∂E = ∅)

Theorem 133. Basic properties of open and closed sets

Let (X, d) be a metric space. Let E ⊆ X

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.

Assume E = int(E). Clearly ∂E ∩ E = ∅.

Assume E is open. Then ∂E ∩ E = ∅. Which means we have no boundary points

inside. Of course ext(E) ∩ E = ∅ but then thesis follows.

2. E is closed iff E = E

I already put that statement in remark above. It follows from the previously

proved theorem about closure.

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).

Let x ∈ B(x0 , r). Then we can choose such r0 = r − d(x0 , x).

Clearly B(x, r0 ) ⊆ B(x0 , r). Therefore x ∈ int(B(x0 , r)).

Suppose x ∈ ∂{x ∈ X : d(x, x0 ) ≤ r}. If d(x, x0 ) > r it is easy to show x is exterior

by setting r0 < d(x, x0 ) − r and seeing that B(x, r0 ) has empty intersection with

our set. Therefore d(x, x0 ) ≤ r but then x is part of our starting set, therefore

∂{x ∈ X : d(x, x0 ) ≤ r} ⊆ {x ∈ X : d(x, x0 ) ≤ r}. Closed!

All sequence xn in {x0 } converge to x0 . Therefore {x0 } = {x0 }.

5. E is open iff X \ E is closed.

Assume E is not open and X \ E is closed. Then ∃ y : y ∈ ∂E ∩ E (if E = ∅ the

case is trivial). But then y ∈ X ∧ y ∈ X \ E ∧ y ∈ E which means y ∈ E ∧ y 6∈ E.

Contradiction.

Assume X \E is not closed and E is open. Then ∃ x ∈ X : x ∈ ∂X \E ∧ x 6∈ X \E.

But then x ∈ E, its easy to show that x ∈ ∂E (otherwise x 6∈ ∂X \ E), but then

E 6= int(E) which implies that E isn’t open. Contradiction.

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.

Let E0 , E1 be open sets. Let x ∈ E0 ∩ E1 . Then there exists r0 , r1 such that

B(x, r0 ) ⊆ E0 and B(x, r1 ) ⊆ E1 . Clearly B(x, min(r0 , r1 )) ⊆ E0 ∩ E1 , therefore

x ∈ int(E0 ∩ E1 ). Using induction it quickly follows for any n.

Suppose F0 , F1 are closed. Let f ∈ ∂F0 ∪ F1 . If f would be interior in any of the

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.

Closure of a ball is not necessarily closed ball. Sad!

Definition 93. Relative topology

Let (X, d) be a metric space, let Y ⊆ X and E ⊆ Y . We say that E is relatively open

with respect to Y if it is open in a metric space (Y, d|Y ×Y ). Similarly we say E is

relatively closed in analogous situation.

Theorem 134. Let (X, d) be a metric space, let Y ⊆ X and E ⊆ Y .

1. E is relatively open with respect to Y iff E = V ∩ Y for some V ⊆ X which is

open.

is closed.

Proof. Suppose E is relatively open (→). Let

[

V = {B(x, r) : x ∈ E, r > 0, B(x, r) ⊆ E}

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).

[

V = {x : ∃ xn : lim xn ∈ E ∧ ∃ i : xi = x}

n→∞

66

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

Suppose xn is a sequence in some metric space (X, d). Let L ∈ X. We say that L is a

limit point of xn if

∀ ε > 0 : ∀ N ≥ m : ∃ i ≥ N : d(xi , L) < ε

Theorem 136. Suppose xn is a sequence in (X, d) and L ∈ X. Then L is a limit point

of xn iff there exists sub-sequence convergent to L.

Proof. Suppose there exists such sub-sequence ←.

Let ε > 0, and N ≥ m. We know:

∀ ε > 0 : ∃ N geqm : ∀ i > N : d(xf (i) , L) < ε

Therefore ∃ i > N : d(xf (i) , L) < ε.

Suppose L is a limit point. We can construct a sub-sequence by taking elements such

that

1

d(yi , L) <

i

Clearly limn→∞ d(yn , L) = 0.

We can always choose yi because its guaranteed that we can find j ≥ N : d(xj , L) < 1i .

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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 , x0 ) < ε

We call metric space complete if every Cauchy sequence in that metric space converges.

Theorem 138. Convergent sequence are Cauchy

Let (X, d) be metric space. Suppose xn is a sequence in X and limn→∞ d(xn , x0 ) = 0

for some x0 ∈ X. Then xn is Cauchy.

Proof. Let ε > 0. We can choose N such that for all i, j > N

ε

d(xi , x0 ) <

2

ε

d(xj , x0 ) <

2

Triangle inequality

d(xi , xj ) < ε

Theorem 139. Let (X, d) be a metric space and let Y ⊆ X. Then (Y, d) is complete

iff Y is closed.

Proof. Suppose (Y, d) is complete and Y is not closed. It would mean that there exists

sequence xn in Y such that limn→∞ xn ∈ Y ∧ limn→∞ xn 6∈ Y . But then xn both

converges in Y and diverges Y (look previous theorem). Contradiction.

Suppose Y is closed. Let xn be Cauchy sequence. Suppose it diverges. Then

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:

n→∞

Let X be a space of all formal limits of Cauchy sequences in X with the above

equality. Suppose we have (X, dX ) where

n→∞

1. Metric space above is complete.

2. We identify x with the corresponding formal limit LIM x. This means (X, d) is a

subspace of (X, d|X ). Show d(x, y) = dX (xn , yn )

4. Show that formal limit agrees with the actual limit. That is

lim xn = LIM xn

n→∞

1. It follows from point 3.

3. Every convergent limit is Cauchy therefore all adherent points of X must be in X.

4. Suppose limn→∞ xn = x0 . It quickly follows: LIM x0 = LIM xn .

A metric space (X, d) is said to be compact if every sequence in it has at least one

convergent sub-sequence. A subset Y is set to be compact if Y, d|Y ×Y is compact.

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