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# Notes on analysis

## 1 Notes to chapter I: Real numbers

Theorem 1. Bernoulli inequality
For all a > −1, a ∈ R. For all n ∈ N
n
(1 + a) ≥ 1 + na

## Proof. Fix a > −1.

Induction on n.

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

## Which concludes the proof.

Note that: equality is only possible if n = 1 ∨ a = 0.
Definition 1. Arithmetical and geometrical average
Suppose a1 , . . . , an are non-negative real numbers, then:
Arithmetical: An stand for arithmetical average here.
Pn
an
An := i=1
n

v
u n
uY
n
Gn := t an
i=1

## Theorem 2. Let a1 , . . . , an stand for non-negative real numbers. Let

An , Gn stand for arithmetical and geometrical averages. Then:

An ≥ Gn

## Proof. If ai = 0 for any 1 ≤ i ≤ n then thesis is trivial thus assume all

numbers are non-negative.
Induction on n:

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

## which is equivalent to original statement.

n+1
An+1 n+1
n+1 = An (1 + a) Derivation of An+1
≥ An+1
n (1 + a(n + 1)) Bernoulli inequality
n
= An an+1 Definition of a
≥ Gnn an+1 inductive hypothesis
= Gn+1
n+1

Therefore
An+1 ≥ Gn+1

## Theorem 3. Equation for difference of n-th powers

n
X
xn − y n = (x − y) xn−i y i−1
i=1

## Proof. If y = 0 then the equality is obvious, so suppose y 6= 0. Then

introduce auxiliary variable
x
q :=
y

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

## 2 Notes to chapter II: Sequences

Theorem 5. Triangular inequality
For all a, b ∈ R:
|a + b| ≤ |a| + |b|
Proof. By case analysis.

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

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

## Theorem 8. n-Square root of sum

If 0 ≤ x0 ≤ · · · ≤ xk then
v
u k
uX
n
lim t xni = xk
n→∞
i=0

## Proof. Squeeze theorem.

Theorem 9. Every sequence has a monotonic sub-sequence
Proof. Consider An := {am : m ≥ n}. If for all An there exists maximal
element, we pick maximal elements, otherwise we pick the smallest.
Theorem 10. Bolzano–Weierstrass
Every bounded sequence has a converging sub-sequence.
Proof. From previous theorem, choose monotonic sub-sequence, it is
bounded thus it converges.
Theorem 11. If all sub-sequence converge to the same limit, them
sequence converges to that limit
Proof. Suppose the limit of this sub-sequences is g. If g is not a limit
of a sequence, we can find ε0 such that there are infinitely many terms
outside (g − ε0 , g + ε0 ), out of them pick a converging sub-sequence and

## Theorem 12. Suppose we have a sequence an and some sub-sequences

such that for any element of an it is an element of one of this sub-
sequences and that all have the same limit g. Then limn→∞ an = g
Proof. We fix ε > 0. For each sub-sequence there is Nm such that for
larger n: |an − g| < ε. Choose maximal Nm .
Theorem 13. Stolz-Cesàro theorem
Suppose bn is strictly monotonic and ∀ iinN : bi 6= 0. Suppose an is
other sequence and either:

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

## Proof. Without a loss of generality assume bn is strictly increasing (oth-

erwise: take −an , −bn ).
Fix ε > 0. We choose positive number η, but don’t specify its value
yet.
Choose k such that for all s > k:
as+1 − as
g−η < <g+η
bs+1 − bs

## (bs+1 − bs )(g − η) < as+1 − as < (bs+1 − bs )(g + η)

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

## (g − η)(bn − bm ) < an − am < (g + η)(bn − bm )

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→∞

## then sequence of arithmetical averages An of xn is also convergent to

x.
Proof. Using Stolz-Cesàro theorem with sum of elements and how many
there are::
Pn+1 Pn+1
i=0 xi − i=0 xi
lim = lim xn+1 = x
n→∞ (n + 1) − n n→∞

thus:
lim An = x
n→∞

## 3 Exponential function and logarithm

Theorem 15. Quickly converging to 1
Suppose limn→∞ nan = 0, then:
n
lim (1 + an ) = 1
n→∞

## Proof. First, for large enough n:

1
|an | < |nan | < < |1 + an |
2
Bernoulli will come twice, first:
n
(1 + an ) ≥ 1 + nan
1 1
∴ n

(1 + an ) 1 + nan

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.

## Definition 2. Exponential function exp(x)

We define:  x n
ex = exp(x) := lim 1 +
n→∞ n
As an intermediate step I will denote expn (x) then n − th element of
the sequence.
Theorem 16. expn (x) ≥ 0 for large enough n. Also expn (x) ≤
expn+1 (x).
Proof. Take n > |x|, then:
x
−1 < <1
n
and:
x
0<1+
n
so
0 < expn (x)
Consider
 n+1
x
expn+1 (x) 1 + n+1
= n
expn 1 + nx
x n+1
x  1 + n+1
 
= 1+
n 1 + nx
x+n+1 n+1
!
 x n+1
= 1+ x+n
n n
n+1
nx + n2 + n

 x 
= 1+
n (n + x)(n + 1)
 n+1
 x  x
= 1+ 1−
n (n + x)(n + 1)

8
Using Bernoulli (check conditions)
 
 x x
≥ 1+ 1−
n n+x
  
n+x n
=
n n+x
=1

## Theorem 17. For all x ∈ R, exp(x) converges to positive numbers.

Proof. If x = 0 clearly exp(0) = 1. If x < 0 take large enough n, that
is n > |x| and:
x
0<1+ <1
n
thus  x n
0< 1+ <1
n
That means exp(x) is bounded and since its monotonic it converges.

## Now take x > 0.

Again choose n > |x|.

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 )

## Again theorem 15 comes handy.

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

## Theorem 21. For all x < 1:

1
exp(x) ≤
1−x
Proof. If x < 1 then:
exp(x) ≥ 1 − x ≥ 0
Also
exp(x) exp(−x) = 1
So
1 1
exp(x) = ≤
exp(−x) 1−x

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

## Theorem 23. Continuity of exp If

lim xn = x
n→∞

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→∞

After that:

## and thus exp(xn ) → exp(x).

Theorem 24. Differentiation of exp

## if hn → 0 and hn 6= 0 for all n

exp(x + hn ) − exp(x)
lim = exp(x)
n→∞ hn
Proof.

lim = lim
n→∞ hn n→∞ hn
exp(hn ) − 1
= exp(x) lim
n→∞ hn

## We know that for large enough n, hn < 21 , thus:

exp(hn ) − 1
0≤ − 1
hn

exp(hn ) − 1 − hn
=
hn
Thm 22
2|hn |2
≤ →0
hn
exp(hn )−1
Thus limn→∞ hn = 1.

## Theorem 25. exp is bijection between R and R+

Proof. We already know ∀ x ∈ R : exp(x) > 0
Injectivity
Let exp(x) = exp(y) then

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
For x > y things look the same, we take
1
lim exp(x − ) = exp(x) > y
n→∞ n
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

## See that for the definition ln(e) = 1, ln(1) = 0.

Theorem 26. For x, y > 0 we have ln(xy) = ln(x) + ln(y)

## ln(xy) = ln(exp(t + q))

=t+q
= exp−1 (x) + exp−1 (y)
= ln(x) + ln(y)

12
Theorem 27. For x, y ∈ R+

## Theorem 28. For y > 0

1
1− ≤ ln y ≤ y − 1
y
Proof. Let x = ln y. Then:

exp(x) ≥ 1 + x

equivalent
exp(x) − 1 ≥ x
Substituting relevant symbols

y − 1 ≥ ln(y)

## Now suppose y < e (x < 1), then

1 1
y = exp(x) ≤ =
1−x 1 − ln y
which is equivalent to
1
ln y ≥ 1 −
y
When ln y ≥ 1 (y ≥ e), then inequality is obvious:
1
1− < 1 ≥ ln y
y

## Note that this is equivalent to (for t > −1)

t
≤ ln(1 + t) ≤ t
t+1
Theorem 29. If tn > −1 for all n and tn → 0 then

n→∞

## Proof. Use previous theorem and squeeze.

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→∞

## Theorem 31. Differentiation of ln.

Suppose hn → 0 and y > 0, y + hn > 0 for all n ∈ N, then:

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

## Definition 4. Power function:

For all a > 0 and x ∈ R we define

ax := exp(x ln a)

## Theorem 32. Properties of power function

1. a0 = 1
2. ax+y = ax ay
3. a−x = 1
ax
y
4. (ax ) = axy
x
5. ax bx = (ab)
6. If a > 1 then x < y =⇒ ax < ay and if 0 < a < 1 then
x < y =⇒ ax > ay

7. If xn → x for n → ∞ then

lim axn = ax
n→∞

## 8. If a < b and x > 0 then ax < bx and if x < 0 then ax > bx .

Proof.
1.
a0 = exp(0 ln a) = exp(0) = 1

2.

## ax+y = exp((x + y) ln a) = exp(x ln a) exp(y ln a) = ax ay

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

7.

## lim axn = lim exp(xn ln a)

n→∞ n→∞
 
= exp ln a lim xn
n→∞
= exp(x ln a)
= ax

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

## Theorem 33. Logarithms are well-defined

Proof. Let a > 0, a 6= 1, then it is enough to check that ax is a bijection
between R and R+ .

## Similar argument to the one showing exp is bijection, will work.

Theorem 34. Properties of logarithms.
Let x, y > 0, and a, b > 0, a, b 6= 1
1.
ln y
loga y =
ln a
2.
logb y
loga y =
logb a
3.
loga (x + y) = loga x + loga 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

## Theorem 35. Characterisation of exp function.

If f : R → R complies with:
1. f (x + y) = f (x)f (y)
2. f (1) = e

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:

## By induction we show f (m) = em , step:

f (m + 1) = em e = em+1

## Extending this to integers:

1
f (−m) = = e−m
f (m)

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

## Proof. Immediate from the definition and algebra of limits.

Theorem
P 39. Sequence limit and series convergence
Given an if
lim an 6= 0
n→∞
P
then an diverges.
Proof. We
Pprove contraposition.
Suppose an converges, then

## lim an = lim sn − sn−1

n→∞ n→∞
= lim sn − lim sn−1
n→∞ n→∞
X X
= an − an
=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.

## Theorem 41. Comparison test, fraction version

Suppose that for large enough n an , bn > 0 and
an+1 bn+1

an bn
then

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

## are either both converging or both diverging.

We can also write, more generally

X ∞
X ∞
X
an ≤ 2n a2n ≤ 2 an
n=1 n=0 n=1

## Proof. Informal argument is easier to follow:

X
an = a1 + a2 + a3 + a4 + a5 + a6 + a7 + . . .
|{z} | {z } | {z }
n=1 First group Second group Third group

≤ 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.

X 1
=∞
n=1
n

## Proof. Using theorem 43.

∞ ∞
X 1 X 1
∼ 2n n = ∞
n=1
n n=1
2

21
Theorem 45. Harmonic and logarithm

X 1
=∞
n=2
n ln n

∞ ∞
X
n1 X 1
2 n n
= ln 2 =∞
n=2
2 ln 2 n=2
n

X 1
ζ(s) :=
n=1
ns

## Theorem 46. For s > 1

ζ(s) ∈ R
Proof. Using thm 43.

∞ ∞
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.

then
X∞
pn = ∞
n=1

## Proof. Fix some N , then:

 
 
X 1 Y 1
exp = exp
p p
p∈P : p≤N p∈P : p≤N

Using exp(x) ≥ 1 + x
 
Y 1
≥ 1+
p
p∈P : p≤N

## Let O := {n ∈ Z : n ≤ N ∧ Doesn’t exists p ∈ P such that p2 divides n}

+
X 1

n
n∈O

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

## Theorem 50. Kummer

P test
If an > 0, then an converges iff there exists θ > 0 and bn > 0 such
that
an
∀ n > n0 : bn ∗ − bn+1 ≥ θ
an+1

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.

## On the other hand, if there exists such bn and θ:

an
bn ∗ − bn+1 ≥ θ
an+1
bn an − an+1 bn+1
≥θ
an+1
θ−1 (bn an − an+1 bn+1 ) ≥ an+1

## We have a telescoping series:

X
θ−1 bn an − an+1 bn+1 = θ−1 a1 b1
n=0
P
By comparison test an converges.

## Theorem 51. Raabe convergence test

If there exists an > 0 and s > 1 such that
 
an
n −1 ≥s
an+1
P
then an converges
Proof. Use Kummer test with bn = n

Definition 7. Convergence in C
Let zn ⊆ C. We say that zn converges to z iff

## ∀ ε > 0 : ∃ nε : ∀ n ≥ nε : |zn − z| < ε

Definition 8. Disk
Suppose z ∈ C, ε ∈ R, then we define disk:

D(z, ε) := {w ∈ C : |w − z| < ε}

## The geometric interpretation of convergence to z is that for all ε > 0

there is a point in sequence after which all terms will land in disk
D(z, ε).

24
Theorem 52. If w = a + ib ∈ C (where a, b ∈ R) then:

p
≤ a2 + b2
= |w|
p
≤ a2 + 2ab + b2
= |a + b|
≤ |a| + |b|

## Natural interpretation is given by imagining complex number in the

plane and looking at sides of the triangle form by described objects.
Theorem 53. Sequence of numbers zn = xn + iyn ∈ C where xn , yn ∈
R converges to z = x + iy iff

lim xn = x ∧ lim yn = y
n→∞ n→∞

## Thesis follows from squeeze thm.

P
Theorem
P 54.PSeries zn where zn = xn +iyn for xn , yn ∈ R converges
iff xn and yn converge.
Proof.
k
X k
X
lim zn = lim xn + iyn
k→∞ k→∞
n=0 n=0

X ∞
X
= xn + i yn
n=0 n=0

## Theorem 55. Sequence of complex numbers converges iff its a Cauchy

sequence.
Proof. This follows from Thm 53 and previous inequality.
Theorem 56. Complex series converges iff it complies with Cauchy
criterion.
Proof. Immediate consequence of previous theorem.

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

## Series converges absolutely, so Cauchy criterion tells us that series con-

verges.
P
Theorem 58. Suppose xn ⊆ C converges absolutely and sequence
yn is obtained by rearrangement of terms of xn , then
X X
xn = yn

## Proof. Being obtained by re-agreement means there exists bijection be-

tween elements of sequences xn and yn . Lets call it π : N → N. Now we
have:
∀ i : yi = xπ(i)
We will show that

X
∀ ε > 0 : ∃ nε : ∀ p, n > nε : |yk | < ε
k=n+1

## We start by fixing ε > 0.P

Then by convergence of |xn | we know that:
r
X
∃ N : ∀ m, r > N : |xn | < ε
k=m+1

We fix that N and notice that {xn : i ≤ N } is finite. That means there
exists N 0 such that

## {xn : i ≤ N } ∩ {xπ(i) : i > N 0 } = ∅

Now we set nε := N 0 .
We fix some p, n > nε , assume p > n. From the definition

## {yi : n < i ≤ p} = {xπ(i) : n < π(i) ≤ p}

Now, because n, p > N 0
⊆ {xπ(i) : i > N 0 }
⊆ {xi : i > N }

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

h
X
|xi | < ε
i=s

p
X
|yi | < ε
i=n+1

## From our observation it also follows that:

X
|xi − yi | = 0
i=0

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 this is our first n0 elements of mn .

New we take n1 such that
n0
X n1
X
pi + nn < x
i=0 i=0

## and take n1 elements from nn .

Similarly we select larger elements from both sequences constructing
the bijection. P
Our sum is oscillating around number x, and since an → 0 we know
that an → 0. This means that our approximation of x will get better
and better, thus X
aπ(n) = x

## Note that in previous we can easily construct an such that x = ±∞, we

just construct a sequence that is growing reasonable fast (for example
after each turn as seen above select numbers such that result of the
turn increases by 1).

## Theorem 60. Abel’s theorem

Let an , bn ⊆ C. Suppose there exists M such that
n
X
∀ n : |An | = An ≤ M

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

## Since An bn = an bn then an bn → 0 as n → ∞ because an ≤ M and

bn → 0.
Pn−1
And from the lemma it follows that k=1 Ak (bk − bk+1 ) converges
absolutely.
P
Thus an bn converge.

## Theorem 61. Dirichlet’s test

bn ⊆ R.
If limn→∞ bn = 0 where P P
And partial sums An of an are bounded then an bn converges.
Proof. Because bn ≥ bn+1 and bn → 0

X ∞
X
|bn − bn+1 | = (bn − bn+1 ) = b1
n=1 n=1

## therefore we can apply Abel’s theorem.

Theorem 62. Leibniz test
If bn ⊆ R and limn→∞ bn = 0 then

X n
(−1) bn
n=0

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

## converges and if A converges absolutely, then it converges absolutely.

Pn
Proof. Let Cn stand for i=0 ci . Then:

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

lim Cn = AB
n→∞

We have:

## |CN − AB| = |Cn + ABr + ABr − AB|

≤ |Cn + ABr | + |A||Br − B|

## Since limn→∞ Bn = B, limn→∞ An = A

There exists such nB and nA that if r > max(nB , nA ) then

|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

## Definition 11. exp in complex plain.

 z n
exp(z) := lim 1 +
n→∞ n
Theorem 65. Series for exp
For all z ∈ C,

 z n X z n
lim 1 + =
n→∞ n n=0
n!
moreover the series on right side of equality converges absolutely.
Proof. Skipped for now.
Theorem 66. de Moivre
If α ∈ R then for all n ∈ N

## cos(nα) + i sin(nα) = (c cos α + i sin α)n

Proof.
cos(nα) + i sin(nα) = exp(inα)
n
= exp(iα)
n
= (cos α + i sin α)

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