Chapter 1

Analysis
Definitions. Let S be a subset of R.
1. An element uR is said to be an upper bound of S if for all xS, xu. If S has an upper
bound, then we also say that S is bounded above.
2. An element l R is said to be a lower bound of S if for all x S, l x. If S has a lower
bound, then we also say that S is bounded below.
3. The set S is said to be bounded if it is bounded above and bounded below.

Any finite set S is bounded.

Definitions. Let S be a subset of R.
1. An element u

R is said to be a least upper bound of S (or a supremum of S if
a) u

is an upper bound of S, and
b) for each upper bound u of S it holds that u

u.
2. An element l

R is said to be a greatest lower bound of S (or an infimum of S) if
a) l

is a lower bound of S, and
b) for each lower bound l of S it holds that l l

.

If the least upper bound of a subset S of R exists, then it is unique.

When the supremum and the infimum of a set belong to the set, we give them the
following familiar special names:
Definitions.
1. If supS S, then supS is called a maximum of S, denoted by max S.
2. If inf S S, then inf S is called a minimum of S, denoted by min S.

For the sets Z and R, sup, inf, max, min do not exist.
For the set , sup, inf, max, min do not exist.

The Least Upper Bound Property.
Any non-empty subset of R that is bounded above, has a least upper bound.

In other words, for a subset S R, if
1. =

2. and S has an upper bound,

then sup S exists.


Theorem (Archimedean property). If x, y R and x > 0, then there exists an n N such
that y < nx.
As a consequence of the Archimedean property we are now able to prove that the set N
of natural numbers is not bounded above.

Intervals
Interval - An interval is a set consisting of all the real numbers between two given real
numbers, or of all the real numbers on one side or the other of a given number.

Definitions

1. The absolute value of a real number x is denoted by |x|, and it is defined as follows:



2. The distance between two real numbers x and y is the absolute value |x y| of
their difference
Theorem


Sequences and Limits

Definition. A sequence is a function f : N R.

lim a
n
= L, (where L is the limit of the sequence)

Definition. The sequence (a
n
)
nN
is said to converge to L if for every real number > 0,
there exists an N N (possibly depending on ) such that for all n > N, |a
n
L|<.
Then we say that (a
n
)
nN
is convergent with limit L and write
lim a
n
= L.

If there does not exist a number L such that lim a
n
= L, then the sequence
(a
n
)
nN
is said to be divergent.
Note that |a
n
L| < iff a
n
(L , L + ).



Theorem A convergent sequence has a unique limit.

Bounded and Monotone Sequence

Definition. A sequence (an)nN is said to be bounded if there exists a real number
M > 0 such that



Theorem If a sequence is convergent, then it is bounded.

Definitions. A sequence (an)nN is said to be

monotonically increasing if for all n N, an an+1,

strictly increasing if for all n N, an < an+1,

monotonically decreasing if for all n N, an an+1,

strictly decreasing if for all n N, an > an+1,
monotone if it is either monotonically increasing or monotonically decreasing.

Theorem If a sequence is monotone and bounded, then it is convergent.

Algebra of Limits






The Sandwich Theorem
Let (a
n
) nN, (b
n
) nN be convergent sequences with the same limit, that is,
lim an = lim bn

If (c
n
) nN is a third sequence such that for all nN, a
n
c
n
b
n
,
then (c
n
)nN is also convergent with the same limit, that is,
lim a
n
= lim c
n
= lim b
n



Subsequences - Let (a
n
) nN be a sequence and let (n
k
)kN be a strictly increasing
sequence of natural numbers. Then (a
nk
)kN is called a subsequence of (a
n
)nN.


Theorem If (a
n
)
nN
is a convergent sequence with limit L, then any subsequence of
(a
n
)
nN
is also convergent with the limit L.

Theorem Every sequence has a monotone subsequence.

Theorem (Bolzano-Weierstrass

theorem.) Every bounded sequence has a con-
vergent subsequence.
Continuity



Continuous functions preserve convergent sequences

Theorem Let I be an interval in R and let c I. Suppose that f : I R is afunction. Then f
is continuous at c iff
for every convergent sequence (x
n
)
nN
contained in I with limit c, (f(x
n
))
nN
is
convergent and lim f(x
n
) = f(c).








Restrictions and compositions of function







Definition. If f : I R and g : J R are functions such that for al l x I , f (x) J ,
then the composition of g with f, is the function g f : I R defined by
(g f)(x) = g(f(x)), x R.


Theorem If f : I R is continuous at c I and g : J R is continuous at f(c) (with f(x)J
for all xI), then gf is continuous at c.


Intermediate Value theorem

Theorem If f : [a, b] R is continuous and y is such that f(a) y f(b) or f(b) y f(a),
then there exists a c [a,b] such that f(c) = y.

Extreme Value theorem

Theorem Let [a, b] be any closed and bounded interval and let f : *a, b+ R be a
continuous function. Then there exists c [a, b] such that
f(c) = sup{f(x) | x [a,b]},
and there exists d [a, b] such that
f(d) = inf {f(x) | x [a,b]}.