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Base: For n = 0:
1≥1
Step:
n+1 n
(1 + a) = (1 + a) (1 + a)
Hypothesis
≥ (1 + na)(1 + a)
= 1 + na + a + na2
See that na2 ≥ 0
≥ 1 + na + a
= 1 + (n + 1)a
An ≥ Gn
1
Base: A1 = G1 , thesis holds.
Step: Assume thesis holds for n. We are considering case when we
have n + 1 terms.
Without loss of generality assume: a1 ≥ · · · ≥ an+1 .
Then, we have (we are giving an upper bound by taking a maximal
element): Pn
an nan
An ≤ i=1 = = an (1)
n n
Now we try to rewrite the next case to form relating it to Bernoulli
inequality.
nAn + an+1
An+1 = (2)
n+1
an+1 − An
= An + (3)
m+1
an+1 − An
= An 1 + (4)
An (m + 1)
Let
an+1 − An
a :=
An (m + 1)
From equation 1 we get a > −1 (for Bernoulli).
We will show that:
An+1 n+1
n+1 ≥ Gn+1
Therefore
An+1 ≥ Gn+1
2
and see that after dividing both sides of the equation by y n we get:
n
X
q n − 1 = (q − 1) q n−i
i=1
By induction:
Base: q 1 − 1 = q − 1
Step: Suppose thesis holds for n. Then:
n+1
X n
X
(q − 1) q n+1−i = (q − 1) q n−i
i=1 i=0
= (q − 1)q n + q n − 1
= q n+1 − 1
Theorem 4. If n, k ∈ N and k ≥ 2,
√
k
x := n
then x ∈ N ∨ x ∈ R \ Q.
Proof. First we
√ consider a case k = 2. We will argue by contradiction:
suppose x = n ∈ Q \ N. Then we can define a set:
A := {m ∈ N : mx ∈ N}
and from the properties of Q we know that it’s not empty. We pick the
smallest element:
m0 := min A
and choose:
m1 := m0 (x − bxc) = m0 x − m0 bxc
Clearly m0 > m1 > 0 and m1 ∈ N thus m1 ∈ A.
We get a contradiction, because m0 was suppose to be the minimal
element.
√
More general case, we fix k and x = k n, x ∈ Q \ N.
Consider a set
B := {s ∈ N : : xs ∈ N}
The set is non-empty, so lets denote its smallest element by s0 (notice
that s0 > 1).
Consider another set:
A := {m ∈ N : ∀ s < s0 : mxs ∈ N}
3
Again the set is non empty, so lets name its smallest element m0 . We
now choose:
m1 := m0 (xs0 −1 − bxs0 −1 c)
As in our toy example: m1 ∈ N and m1 < m0 .
Now we need to show: ∀ s < s0 : m1 xs ∈ N. So fix such s, then:
xs m1 = xs m0 (xs0 −1 − bxs0 −1 c)
xs0 − xs m0 bxs0 −1 c
= xs−1 m0 |{z}
| {z } | {z }
N N N
s
So x m1 ∈ N, therefore m1 ∈ A, but that is contradiction because
m1 < m0 = min A
√
Theorem 6. Lim n
n √
lim n n = 1
n→∞
√
Proof. Let ε > 0. Let δn := | n n − 1|.
Then:
√ n n
n = n n = (δn + 1)
n
X n k
= δ
k n
k=0
This means:
n 2 n(n − 1) 2
n> δ = δn
2 n 2
Equivalently: r
2
δn <
n−1
√
So to make | n n − 1| less then ε it is enough to find N such that:
r
√ 2
| n − 1| <
n
<ε
n−1
But that is easy.
4
√
Theorem 7. Lim n
x, where x > 0
√
lim n x = 1
n→∞
√ √
Proof. Use squeeze theorem with n 1, n n, when x ≥ 1. Then see that
the other case reduces to first one:
√
n
1
x= √
n y
5
1. limn→∞ an = limn→∞ bn = 0
or
2. limn→∞ bn = ∞
and
an+1 − an
lim =g∈R
n→∞ bn+1 − bn
then
an
lim =g
n→∞ bn
We take two number n, m such that n > m ≥ k and sum over inequal-
ities:
n−1
X n−1
X n−1
X
(g − η) (bi+1 − bi ) < (ai+1 − ai ) < (g + η) (bi+1 − bi )
i=m i=m i=m
and
an − am
g−η < <g+η
bn − bm
Now we consider two cases:
1. limn→∞ an = limn→∞ bn = 0. In previous inequalities, fix m, and
consider:
an − am
g − η ≤ lim ≤g+η
n→∞ bn − bm
an −am am
Because an → 0 as n → ∞ then limn→∞ bn −bm = bm , we get
simply choose η < ε and have:
am
bm − g ≤ η < ε
6
2. limn→∞ bn = ∞. Then we can assume we have bn > 0 and:
(g − η)(bn − bm ) an − am (g + η)(bn − bm )
< <
bn bn bn
Now taking n → ∞ reduces the problem to previous point.
We also can see that assumption that g ∈ R can be dropped, that is
g = ±∞ is also valid.
Theorem 14. If
lim xn = x
n→∞
thus:
lim An = x
n→∞
Observe that: n
1 an
= 1−
(1 + an )n 1 + an
7
Second Bernoulli:
n
an nan
1− ≥1−
1 + an 1 + an
Collecting the inequalities:
n
nan an
1− ≤ 1−
1 + an 1 + an
1
=
(1 + an )n
1
≤
1 + nan
Thesis follow from application of squeeze theorem.
8
Using Bernoulli (check conditions)
x x
≥ 1+ 1−
n n+x
n+x n
=
n n+x
=1
x2 x x
1− 2
= 1− 1+
n n n
Therefore: 2
x 1 − nx2
1+ =
n 1 − nx
Thus: n
x2
1− n2
exp(x) =
exp(−x)
2
n
x
The 1− n2 converges by theorem 15. The exp(−x) converges by
previous argument, therefore exp(x) converges. We also have exp(x) >
0 for all x by a previous theorem.
Theorem 18. exp(xy) = exp(x) exp(y)
Proof. We have:
!n !n
exp(x) exp(y) 1 + x+y
n +
xy
n2 xy
= lim = lim 1+ 2
exp(xy) n→∞ 1 + x+y
n
n→∞ n (1 + x+y
n )
9
Theorem 19. For all x ∈ R:
exp(x) ≥ 1 + x
Proof. Bernoulli and observation that expn (x) ≥ 1 + x for n > |x|
Theorem 20. Monotonicity of exp
x > y =⇒ exp(x) > exp(y)
Proof.
exp(x) − exp(y) = exp(y) exp(x − y) − exp(y)
= exp(y)(exp(x − y) − 1)
≥ exp(y)(x − y)
Both are non-negative
>0
1
Theorem 22. If |x| ≤ 2 then:
|exp(x) − 1 − x| ≤ 2|x|2
Proof.
Thm 19 Thm 21
z}|{ z}|{ 1 x2
0 ≤ exp(x) − 1 − x ≤ −1−x= ≤ 2|x|2
1−x 1−x
then
lim exp(xn ) = exp(x)
n→∞
10
Proof. We should show, using previous theorem, triangle inequality and
squeeze thm that:
lim exp(xn − x) = 1
n→∞
exp(x + hn ) − exp(x)
lim = exp(x)
n→∞ hn
Proof.
exp(x − y) = 1
then x − y = 0 so x = y.
11
Surjectivity. Suppose y ∈ (0, 1).
Let
A := {t ∈ R : exp(t) ≤ y}
For x ∈ A, we know x < 0, because x > 0 would imply exp(x) ≥ 1+x >
y.
Also, for n ∈ N
1
exp(−n) ≤
1+n
thus there are infinitely many value of this form in A.
So A is non-empty and bounded, thus x := sup(A) is a real number.
We will show x = y.
If x < y then by continuity of exp
1
lim exp(x + ) = exp(x) < y
n→∞ n
That means that for large enough n exp(x + n1 ) < y so x + 1
n ∈ A, but
that is a contradiction.
For x > y things look the same, we take
1
lim exp(x − ) = exp(x) > y
n→∞ n
and arrive at similar contradiction.
So it must be the case that x = y. By monotonicity x is unique.
1 1
If y > 1, then y < 1 and there is x such that exp(x) = y and y =
exp(−x).
Definition 3. Natural logarithm.
We define natural logarithm as inverse of exponential function on R+ :
ln := exp−1
12
Theorem 27. For x, y ∈ R+
exp(x) ≥ 1 + x
equivalent
exp(x) − 1 ≥ x
Substituting relevant symbols
y − 1 ≥ ln(y)
13
Theorem 30. Continuity of ln.
If yn → y > 0 and yn > 0 for all n, then
lim ln yn = ln y
n→∞
Proof.
yn − y
ln yn − ln y = ln y 1 + − ln y
y
yn − y
= ln 1 + + ln y − ln y
y
yn − y
= ln 1 +
y
Therefore Let
yn − y
tn :=
y
then
yn
−1 < tn = −1 +
y
and tn → 0, thus from theorem 29.
lim ln(1 + tn ) = ln 1 = 0
n→∞
ln(y + hn ) − ln y 1
lim =
n→∞ hn y
Proof.
hn
ln(y + hn ) − ln(y) ln y + ln 1 + y − ln y
=
hn h
n
hn
ln 1 + y
=
hn
ln(1 + hyn ) 1
= hn
∗
y
y
hn
ln(1 + 1 y )
= ∗ hn
exp ln(1 + 1 y y )−
−1
0 hn 1
= exp ln 1 + ∗
y y
14
hn
Clearly ln(1 + y ) → 0, so by taking derivative at exp0 (0)
1
=
y
ax := exp(x ln a)
7. If xn → x for n → ∞ then
lim axn = ax
n→∞
2.
3.
1 1
a−x = exp(−x ln a) = = x
exp(x ln a) a
4.
y
(ax ) = exp(y ln exp(x ln a)) = exp(yx ln a) = axy
5.
x
ax bx = exp(x ln a) exp(x ln b) = exp(x ln(ab)) = (ab)
15
6. Let a > 1 and x < y
8.
ax = exp(x ln a) < exp(x ln b) = bx
similar for second case.
Definition 5. Logarithm
If a > 0, a 6= 1 then for all y > 0
loga y = x ⇐⇒ ax = y
4.
loga (y x ) = x loga y
Proof.
16
1.
aloga y = y
(loga y)(ln a) = ln y
ln y
loga y =
ln a
2.
ln y
logb y ln b
= ln a
logb a ln b
ln y
=
ln a
= loga y
3.
ln(xy)
loga (xy) =
ln a
ln x ln y
= +
ln a ln a
= loga x + logb y
4.
ln(y x )
loga (y x ) =
ln a
Unfolding definition of power in terms of exp
x ln y
=
ln a
ln y
=x
ln a
= x loga y
3. For xn → x
lim f (xn ) = f (x)
n→∞
then f = exp
17
Proof. Suppose x ∈ R, x 6= 0 then
x 2
f (x) = f >0
2
Also f (0) 6= 0, because:
f (m + 1) = em e = em+1
If n ∈ N then:
1 n
f( ) = e
n
thus
1 1
en = f( )
n
m
=f m
By similar arguments e n n . By continuity for irrational numbers
we get:
f (x) = lim f (xn ) = lim exp(xn ) = exp(x)
n→∞ n→∞
Theorem 36. If g : R+ → R
1. g(xy) = g(x) + g(y)
2. g(e) = 1
3. limn→∞ g(xn ) = g(limn→∞ xn )
then g = ln
Proof. Similar to previous theorem.
18
4 Notes to chapter IV: Series, exp in com-
plex plane
Theorem 37. k0 ∈ N then following series either both converge or
both diverge:
X∞ X∞
an an
n=0 n=k0
Proof. Cauchy criterion either holds for both or fails for both.
Theorem
P P38. Linearity of series
If an , bn converge and c1 , c2 ∈ R, then:
∞
X ∞
X ∞
X
c1 an + c2 bn = c1 an + c2 bn
n=0 n=0 n=0
q n diverges
P
Theorem 40. If |q| > 1 then
Proof. Theorem 39.
We should present now the comparison test, but because in it’s basic
form it is very intuitive, we skip it.
19
P P
1. From convergence of bn follows convergence of an
P P
2. From divergence of an follows divergence of bn
Proof. Without loss of generality assume n = 1 is large enough. Let N
be arbitrary, then:
N N
Y ai Y bi
≤
a
i=2 i−1
b
i=2 i−1
We simplify both side
aN bN
≤
a1 b1
a1
Set c := b1
aN ≤ cbN
and thesis follows from the basic version of comparison criterion.
P∞
Theorem 42. Sum of n=1 nq n for |q| < 1
Proof. The crucial observation here is that
k
X k
X k
X
1 + 2q 2 + 3q 3 + · · · + kq k = qn + qn + · · · + qn
n=1 n=2 n=k
∞
X k
X
nq n = lim nq n
k→∞
n=1 n=1
k X
X k
= lim qn
k→∞
n=1 m=n
k
X q n − q k+1
= lim
k→∞
n=1
1−q
k
1 X n
= lim q − q k+1
k→∞ 1 − q
n=1
k
! !
1 X
= lim q n − nq k+1
k→∞ 1 − q
n=1
1 − q k+1
1 k+1
= lim − nq
k→∞ 1 − q 1−q
1 − q k+1 − nq k+1 (1 − q)
= lim 2
k→∞ (1 − q)
1
= 2
(1 − q)
20
Theorem 43. Condensation test
If an > 0 for all n and an is monotonic and decreasing then
∞
X ∞
X
an 2n a2n
n=0 n=0
≤ a1 + a2 + a2 + a4 + a4 + a4 + a4 + . . .
|{z} | {z } | {z }
First group Second group Third group
X∞
= 2n a2n
n=0
= a1 + a2 + a2 + a4 + a4 + a4 + a4 + . . .
|{z} | {z } | {z }
First group Second group Third group
= a1 + a2 + a2 + a3 + a4 + a4 + . . .
| {z } | {z }
First group Second group
≤ a1 + a1 + a2 + a2 + a3 + a3 + . . .
| {z } | {z }
First group Second group
X∞
=2 an
n=1
Formalizing this argument is a bit tedious and not really time worthy.
21
Theorem 45. Harmonic and logarithm
∞
X 1
=∞
n=2
n ln n
∞ ∞
X 1 X 1
2n n s = n(s−1)
n=1
(2 ) n=1
2
∞ n
X 1
=
n=1
2s−1
and because s > 1 1 − s < 0 so 21−s < 1 and because series is geometric
(q = 2s−1 ) it converges.
Theorem 47. Harmonic log and power.
If s ∈ R then
X 1
s
n(ln n)
converges iff s > 1.
Proof. Using thm 43.
X 1 s
X 1 s
2n s = (ln 2) = (ln 2) ζ(s)
2n (ln 2n ) ns
Follows from thm 46.
Theorem 48. I generalization of condensation
If an is positive decreasing sequence and k ∈ Z+ then
∞
X ∞
X ∞
X
an ≤ k n akn ≤ k an
n=1 n=1 n=1
22
or equivalently
∞
X ∞
X
an k k n akn
n=1 n=1
both converge or both diverge.
Proof. Identical to thm 43.
Using exp(x) ≥ 1 + x
Y 1
≥ 1+
p
p∈P : p≤N
Last step is a bit hand-wavy, but after staring at it for a while we realize
that O is indeed a subset of sum acquired
P 1 by opening the brackets.
We’ve already showed that ζ(2) = n2 converges so:
X 1 ≥ ζ(2)
X 1
ζ(2) exp
p n
p∈P : p≤N n∈O
N
X 1
≥
n=1
n
Thus: !
N
X 1 X 1
≥ ln − ln ζ(2)
p n=1
n
p∈P : p≤N
23
P 1
P∞
Proof. If an converges then choose bn := an k=n+2 ak . Then
∞ ∞
an 1 X 1 X
bn ∗ − bn+1 = ak − ak
an+1 an+1 an+1
k=n+1 k=n+2
an+1
=
an+1
So choose θ := 1.
Definition 7. Convergence in C
Let zn ⊆ C. We say that zn converges to z iff
Definition 8. Disk
Suppose z ∈ C, ε ∈ R, then we define disk:
D(z, ε) := {w ∈ C : |w − z| < ε}
24
Theorem 52. If w = a + ib ∈ C (where a, b ∈ R) then:
lim xn = x ∧ lim yn = y
n→∞ n→∞
25
Definition
P 9. Absolute convergence and conditional convergence.
Let zn be some series, then:
P
Absolute convergence: |zn | converges.
P P
Conditional convergence: |zn | diverges but zn converges.
Theorem 57. If series converges absolutely it converges.
Proof. By generalized triangle inequality:
n n
X X
zi ≤ |zi |
i=m i=m
We fix that N and notice that {xn : i ≤ N } is finite. That means there
exists N 0 such that
Now we set nε := N 0 .
We fix some p, n > nε , assume p > n. From the definition
26
We define two extra elements:
s := min{i : n < π(i) ≤ p}
h := max{i : n < π(i) ≤ p}
We define them because now we can find a sequence in xn such that
yn+1 , . . . , yp is its sub-sequence. That is because, the following holds:
{yi : n < i ≤ p} ⊆ {xi : s ≤ i ≤ h}
But now:
p
X h
X
|yi | ≤ |xi |
i=n+1 i=s
because
n
X n
X
|xi − yi | ≤ |xi |
i=0 i=m
for some tail where m get arbitrary large.
P
Theorem 59. If an ⊆ R and an converges conditionally, then for
any x ∈ R there exists π : N → N such that
∞
X
aπ(n) = x
n=0
Proof. Obviously there are infinitely many negative terms, because oth-
erwise the sequence would converge absolutely.
WLOG assume an 6= 0 for all n.
Let pn , nn represent all positive and all negative terms of an .
X
pn = ∞
X
nn = −∞
27
Otherwise we would have absolute convergence.
We define the new sequence mn inductively.
We take smallest n0 such that
n0
X
pi > x
i=0
and
∞
X
|bn − bn+1 | < ∞
n=0
and limn→∞ bn = 0.
Proof.
P Lemma: First wePwill show that if αn is bounded sequence and
|βn | converges, then αn βn converges absolutely. Take M upper
bound, then X X X
|αn βn | < |αn M | = M |αn |
28
Now we try re-write an bn slightly.
n
X n
X
ak bk = b1 A1 + bk (Ak − Ak−1 )
k=1 k=2
n−1
X
= An bn + Ak (bk − bk+1 )
k=1
converges.
P n
Proof. Clearly partial sums of = (−1) are bounded and because
limn→∞ bn = 0 we can apply Dirichlet’s test.
Theorem 63. Abel’s test
If bn ⊆ R+ is decreasing (monotonic) and
P
an converges then
X
an bn
converges
Proof. We have
X X X
an bn < an b1 = b1 an
29
Definition 10. Cauchy
P product
P of series
If an , bn ⊆ C and an , bn converge, then we define the Cauchy
product of series C as:
X∞ X∞ Xn
C= cn = aj bn−j
n=0 n=0 j=0
Theorem
P∞64. Mertens theorem P∞
If A = n=0 an converges and B = n=0 |bn | converges then
X∞ X∞ X
∞ n
X
C= cn = aj bn−j
n=0 n=0 n=0 j=0
CN = a0 b0 + (a0 b1 + a1 b0 ) + · · · + (a0 bN + a1 bN +1 + · · · aN b0 )
N
X N
X −1
= b0 an + b1 an + · · · + bN a0
n=0 n=0
= b0 AN + b1 AN −1 + · · · bN A0
N
X
= bn AN −n
n=0
|An − A| < η
|Br − B| < η
|A||Br − B| < |A|η
30
We have
N r
X X
|Cn − ABr | = bj AN −j − A bj
j=0 j=0
N N
X X
= bj (AN −j − A) + bj AN −j
j=0 j=r+1
r
∞
X X
≤ sup |AN −j − A| ∗ |bj | + sup|An | ∗
bj
0≤j≤r j=0 n∈N j=r+1
≤ η ∗ β + sup|An ||Br − B|
n
≤ η(β + sup|An |)
n
Thus
|CN − AB| ≤ η(β + sup|An | + |A|) < η(β + sup|An | + |A| + 1)
n n
Choose −1
η := ε β + sup|An | + |A| + 1
n
31
Theorem 67. Real trigonometric functions in term of sin, cos
If x ∈ R
sin(x) = =(exp(ix))
cos(x) = <(exp(ix))
and
n
sin(x) = =(exp(ix))
n
cos(x) = <(exp(ix))
Proof. The first two equation are immediate from equation expressing
exp in terms of sin, cos.
Then by de Movair
i sin(nα) =
32