Harvard Math Analysis

Math 112: Introduction to Real Analysis – Spring 2019
Denis Auroux – Tuesdays & Thursdays, 12:00-1:15pm, Science Center Hall E
Announcements Homework Exams Syllabus
Instructor: Denis Auroux ([email protected])
O ce: Science Center 539.
O ce hours: Tuesdays and Thursdays, 9:30-11am.
Lectures: Tuesdays and Thursdays, 12:00-1:15pm, Science Center Hall E.
Course assistants:
Emily Saunders (esaunders@college): section Wednesdays 6-7:15pm in SC 221, o ce hours Mondays 8-9pm in Leverett Dining Hall
(Math Night).
Valerie Zhang (vzhang@college): section Tuesdays 1:30-2:45pm in SC 222, o ce hours Fridays 12-2pm in Mather D-Hall.
Julian Asilis (asilis@college): section Sundays 7:30-8:45pm in SC 221, o ce hours Mondays 8-10pm in Leverett Dining Hall (Math
Night).
Garrett Brown (garrettbrown@college): section Mondays 1:30-2:45pm in SC 411, o ce hours Sundays 9:30-11:30am in Winthrop
D-Hall.
Textbook: Rudin, Principles of Mathematical Analysis, McGraw-Hill, 3rd edition.
There will be weekly (or near-weekly) homework assignments, a midterm during class period on Tuesday March 12, and a nal exam
during nals period (Monday May 13). Approximate grading weight: homework 40%, midterm 20%, nal 40%.
Syllabus: see below.
Announcements
(5/6) Julian Asilis has provided an updated version of his set of lecture notes (for almost the entire class, missing two days of
material).
(5/1) There will be a review session on Tuesday May 7, 1:15-2:45pm, in Science Center Hall E. Note the unusual time (the room
wasn't available at 12).
(4/23) Some nal exam info (including extra practice problems from Rudin) is available.
(4/11) My o ce hours on Tuesday 4/16 are cancelled. I will be holding make-up o ce hours on Monday 4/15 from 1 to 2:30pm.
(3/16) The midterm has been graded, and scores posted on Canvas. If you are around during spring break, check your email later
today for information on when you can get your exam back from me and on the grade distribution. Also, I will be out of town 3/21-
3/27 for a conference; my o ce hours on Tuesday 3/26 are cancelled, and the lecture that day will be taught by one of my
colleagues.
(3/6) Prof Auroux will have extra o ce hours on Friday March 8, from 3:30pm to 5pm.
(3/5) Julian Asilis has typed up a short set of lecture notes which you may nd helpful in reviewing for the midterm. (Warning: these
notes haven't been proofread, may contain errors. If in doubt, check with Rudin).
(3/3) Midterm information and practice problems are here!
(2/26) Prof Auroux's o ce hours on Tuesday March 5 are cancelled.
(2/23) Garrett Brown's o ce hours on Sun Feb 24 are cancelled; similarly for Julian Asilis' section and o ce hours on Sun & Mon
Feb 24-25. Garrett and Julian will hold makeup o ce hours on Tue Feb 26, 7-9pm, Winthrop D-Hall.
(2/20) The handout about compactness (with completed proofs) is available.
(2/14) Prof. Auroux's o ce hours on Tuesday 2/19 are cancelled. Class time will be devoted to working with the CAs to prove the
equivalence between di erent notions of compactness. (A worksheet will be handed out).
(2/14) Emily Saunders is holding an extra section tonight in SC 222 from 7:30-8:45pm. (One time only).
(2/9) Valerie Zhang's section is moving to Tuesdays just after lecture (1:30-2:45pm in SC 222).
(2/3) The o ce hours and section times of the course assistants are now set (see above). Also, Emily Saunders will be running a
proof writing workshop on Tuesday 2/5 in SC 411 for those of you who are new to writing proofs.
(1/15) This website is live, and the syllabus is posted.
Homework
Homework assignments will be posted here. You are encouraged to discuss the homework problems with other students. However, the
homework that you hand in should re ect your own understanding of the material. You are NOT allowed to copy solutions from other
students or other sources.
No late homeworks will be accepted. However, we will drop your lowest homework score, so you are allowed to miss one assignment
without a penalty.
All homework submissions should be uploaded to Canvas (handwritten work is welcome, but please upload a scan or photo).
Homework 1 due Thursday Feb 7 (.tex) and solutions (.tex)
Homework 2 due Thursday Feb 14 (.tex) and solutions (.tex)
Homework 3 due Tuesday Feb 26 (.tex) and solutions (.tex)
Homework 4 due Tuesday March 5 (.tex) and solutions (.tex)
Homework 5 due Thursday March 14 (.tex) and solutions (.tex)
Homework 6 due Tuesday April 2 (.tex) and solutions (.tex)
Homework 8 due Thurday April 18 (.tex) and solutions (.tex)
Exams
Final:
The nal exam will take place on Monday May 13, 9:00-12:00, in Emerson 210. It will cover all of the material seen during the semester.
Rudin allowed, no other materials allowed.
See here for more information about the content covered in the exam and additional practice problems from Rudin.
Midterm:
The midterm took place on Tuesday March 12, 12:00-1:15, in Science Center Hall E (usual place and time). It covered the material seen in
lecture up to Tuesday March 5 (most of it included) -- speci cally, Rudin pages 1-63, minus the appendix to Chapter 1 and the section on
perfect sets on p.41-42.
Allowed: Rudin's book but NO OTHER MATERIALS (no notes, no calculators, no electronics). IMPORTANT: to take advantage of this policy,
you need a physical copy of the book that isn't heavily annotated with extra text! (highlighting/underlining is ne). (or a printout /
photocopy of chapters 1-3).
Midterm solutions
Midterm practice problems
Solutions to the practice problems
Midterm score distribution: the median score was 90 out of 120, the lower quartile was 74, the upper quartile was 104. This means: 25%
of the scores were below 74, 25% between 74 and 90, 25% between 90 and 104, 25% above 104. Scores are available on Canvas; you can
get your midterm back in class on Thursday 3/28, or during o ce hours.
Syllabus
Note: the page numbers shown for each day's material are approximate. The actual contents covered in each lecture may end up being
slightly ahead or slightly behind of schedule.
Date Topics Book / HW

Tue 1/29 Ordered sets, least-upper-bound property; elds. p.1-8
Thu 1/31 Real numbers; complex numbers; Euclidean spaces. p.9-18
Tue 2/5 Functions; nite, countable, uncountable sets; unions and intersections. p.24-30
Thu 2/7 Metric spaces; neighborhoods, open sets; limit points, closed sets. p.30-34 / HW1 due
Tue 2/12 Limit points and closed sets; interior and closure. p.34-36
Thu 2/14 Compact sets. p.36-38 / HW2 due
Tue 2/19 Review + work session: equivalent notions of compactness. (handout)
Thu 2/21 Compact subsets of Rk; connected sets. p.38-40, 42-43
Tue 2/26 Convergent sequences; Cauchy sequences. p.47-54 / HW3 due
Thu 2/28 Subsequences; monotonic sequences in R; upper and lower limits; special sequences. p.51-58
Tue 3/5 Series, comparison criterion; root and ratio tests. p.59-68 / HW4 due
Thu 3/7 Power series; absolute convergence; summation by parts; rearrangements. p.69-78
Tue 3/12 MIDTERM.
Thu 3/14 Limits of functions; continuity. p.83-88 / HW5 due
(SPRING BREAK)
Tue 3/26 Continuity and compactness; continuity and connectedness. p.89-93
Thu 3/28 Left and right limits; discontinuities of monotonic functions. p.94-98
Tue 4/2 Di erentiable functions; mean value theorems; L'Hôpital's rule. p.103-110 / HW6 due
Thu 4/4 Taylor's theorem; Riemann integrals; integrability. p.110-113, 120-123
Tue 4/9 Integrability criteria; properties of the integral. p.123-131 / HW7 due
Thu 4/11 Change of variables; integration and di erentiation. p.131-134
Tue 4/16 Sequences and series of functions. Uniform convergence. Uniform convergence and continuity. p.143-151
Thu 4/18 Uniform convergence vs. integration and di erentiation. p.150-154 / HW8 due
Tue 4/23 Equicontinuity. Stone-Weierstrass theorem. p.155-164
Thu 4/25 Power series, exponential, logarithm, trigonometric functions. p.172-174, 178-184
Tue 4/30 Fourier series. p.185-191 / HW9 due
Mon 5/13 FINAL EXAM (9:00-12:00 in Emerson 210)
MATH 112, SPRING 2019
WITH DENIS AUROUX
C ONTENTS
Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1. Lecture 1 — January 29, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
2. Lecture 2 — January 31, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
3. Lecture 3 — February 5, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
4. Lecture 4 — February 7, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
5. Lecture 5 — February 12, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
7. Lecture 7 — February 19,2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
10. Lecture 10 — February 28, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
11. Lecture 11 — March 5, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
12. Lecture 12 — March 7, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
13. Lecture 13 — March 14, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
14. Lecture 14 — March 26, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
15. Lecture 15 — March 28, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
16. Lecture 16 — April 2, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
17. Lecture 17 — April 4, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
18. Lecture 18 — April 9, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
19. Lecture 19 — April 11, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
20. Lecture 20 — April 16, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
21. Lecture 21 — April 18, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
22. Lecture 22 — April 23, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
23. Lecture 23 — April 25, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
24. Lecture 24 — April 30, 2019 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
P RELIMINARIES
These notes were taken during the spring semester of 2019 in Harvard’s Math 112, In-
troductory Real Analysis. The course was taught by Dr. Denis Auroux and transcribed by
Julian Asilis. The notes have not been carefully proofread and are sure to contain errors,
for which Julian takes full responsibility. Corrections are welcome at
[email protected].
1
1. L ECTURE 1 — J ANUARY 29, 2019
One of the goals of the course is to rigorously study real functions and things like inte-
gration and differentiation, but before we get there we need to be careful about studying
sequences, series, and the real numbers themselves.
The real numbers have lots of operations that we use frequently without too much
thought: addition, multiplication, subtraction, division, and ordering (inequalities). One
of today’s goals is to convince you that even before we get there, describing the real num-
bers rigorously is actually quite difficult.
Definition 1.1. A set is a collection of elements.
Sets can be finite or infinite (there are different kinds of infinities), and they are not
ordered. For a set A, x ∈ A means that x is an element of A. x ∈ / A means that x is
not an element of A. One special set is the empty set , which contains no elements. Other
important sets include that of the natural numbers N = {0, 1, 2, 3, . . . }, that of the integers
p
Z = {. . . , −2, −1, 0, 1, 2, . . . }, and that of the rationals Q = { q : p, q ∈ Z, q 6= 0}
If every element of a set A is an element of a set B, we say A is a subset of B, and write
A ⊂ B. An example we’ve already seen is N ⊂ Z. For sets, A = B if and only if (iff) A⊂B
and B⊂A.
Definition 1.2. A field is a set F equipped with the operations of addition(+) and multiplication(·),
satisfying the field axioms. For addition,
• If x ∈ F, y ∈ F then x + y ∈ F
• x + y = y + x (commutativity)
• ( x + y) + z = z + (y + z) (associativity)
• F contains an element 0 ∈ F such that 0 + x = x ∀ x ∈ F
• ∀ x ∈ F, there is − x ∈ F such that x + (-x) = 0
And for multiplication,
• If x ∈ F, y ∈ F then x · y ∈ F
• x · y = y · x (commutativity)
• ( x · y) · z = z · (y · z) (associativity)
• F contains an element 0 6= 1 ∈ F such that 1 · x = x ∀ x ∈ F
• ∀ x ∈ F, there is 1x ∈ F such that x · 1x = 1
Finally, multiplication must distribute addition, meaning x (y + z) = xy + zx ∀ x, y, z ∈ F.
The operation of multiplication is usually shortened from (·) to concatenation for con-
venience’s sake, so that x · y be written xy. One example of a field is Q with the familiar
operations of addition and multiplication.
Proposition 1.3. The axioms for addition imply:
(1) If x + y = x + z, then y = z (cancellation)
(2) If x + y = x, then y = 0
(3) If x + y = 0, then y = − x
(4) −(− x ) = x
2
Proof. (1). Assume x + y = x + z. Then:
x+y = x+z
(− x ) + ( x + y) = (− x ) + ( x + z)
((− x ) + x ) + y = ((− x ) + x ) + z
0+y = 0+z
y=z
(2) follows from (1) by taking z = 0. (3) and (4) take a bit more work, and are good
practice to complete on your own. It’s worth noting that nearly identical properties (with
nearly identical proofs) hold for multiplication.
Definition 1.4. An ordered set is a set S equipped with a relation (<) satisfying:
• ∀ x, y ∈ S, exactly one of x < y, x = y, or y < x is true.
• If x < y and y < z, then x < z (transitivity)
We will write x ≤ y to mean x < y or x = y (and because of the above definition, this is
an exclusive or).
Definition 1.5. An ordered field ( F, +, ·, <) is a field with a compatible order relation,
meaning:
• ∀ x, y, z ∈ F If y < z then x + y < x + z
• If x > 0 and y > 0 then xy > 0
Q was our example of a field, and fortunately it still works as an example, as Q is an
ordered field under the usual ordering on rationals.
Proposition 1.6. In an ordered field:
• If x > 0 then − x < 0, and vice versa
• If x > 0 and y < z, then xy < xz
• If x < 0 and y < z then xy > xz
• If x 6= 0, then x2 > 0. Thus 1 > 0
• 0 < x < y =⇒ 0 < y1 < 1x
Now we’ll talk about what’s wrong with the rational numbers. As you may expect,
we’ll begin by considering the square root of 2.
Proposition 1.7. There does not exist x ∈ Q such that x2 = 2
Proof. Assume otherwise, so ∃ x = m
n ∈ Q such that x2 = 2. Take x to be a reduced fraction,
2
meaning that m and n share no factors. Then m n2
= 2 and m2 = 2n2 for m, n ∈ Z, n 6= 0.
2n2 is even, so m2 is even. Since the square of an odd number is odd, m must be even. So
m = 2k for some k ∈ Z. We have m2 = (2k )2 = 4k2 = 2n2 . Dividing by 2, we see 2k2 = n2 .
Using our reasoning from above, we see that n must be even. So m and n are both even,
which is a contradiction.
It seems like we could formally add an element called the square root of 2, and do
so for similar algebraic numbers which appear as solutions to polynomials with rational
3
coefficients, but this still wouldn’t solve our problem. The problem is that sequences of
rational numbers can look to be approaching a number, but not have a limit in Q.
Definition 1.8. Suppose E ⊂ S is a subset of an ordered set. If there exists β ∈ S such that
x ≤ β for all x ∈ E, then E is bounded above, and β is one of its upper bounds.
The definition for lower bounds is similar. In general, sets may not have upper or lower
bounds (think Z ⊂ Q).
Definition 1.9. Suppose S is an ordered set and E ⊂ S is bounded above. If ∃α ∈ S such
that:
(1) α is an upper bound for E
(2) if γ < α then γ is not an upper bound for E
then α is the least upper bound for E, and we write α = sup E.
Example 1.10. Consider { x ∈ Q : x < 0} as a subset of Q. Any rational y ≥ 0 is an

upper bound, and you can see that 0 is the least upper bound.
Now take A = { x ∈ Q : x < 0 or x2 < 2} as a subset of Q. The upper bounds of A

in Q are B = { x ∈ Q : x > 0 and x2 > 2}. It turns out that there’s no least upper
bound here. Though it’s a bit opaque, any upper bound y has a lower upper bound
2y+2
y+2 . This suggests that increases sequences of rationals which square to less than 2
have no limit, and likewise for positive, decreasing rationals which square to more
than 2.
Theorem 1.11 (Completeness). There exists an ordered field R which has the least upper bound property,
meaning every non-empty subset bounded above has a least upper bound.
2. L ECTURE 2 — J ANUARY 31, 2019
Last time we talked about least upper bounds and the fact that their existence isn’t
always guaranteed in Q. Greatest lower bounds are defined analogously, and their exis-
tence also isn’t guaranteed in Q. As it turns out, this is more than coincidence, since these
properties are equivalent.
Theorem 2.1. If an ordered set S has the least upper bound property, then it also has the greatest
lower bound property.
Proof. We won’t prove this rigorously, but here’s the idea: given a set E ⊂ S bounded
below, consider its set of lower bounds L. L isn’t empty because we assumed E is bounded
below, and it’s bounded above by all elements of E. So, because S satisfies the least upper
bound property, L has a least upper bound. You can show that this is the greatest lower
bound of E.
Last time, we also saw the following important theorem.
Theorem 2.2. There exists an ordered field R with the least upper bound property which contains
Q as a subfield.
4
Proof. There are two equivalent ways of doing this - one uses things called Cauchy se-
quences that we’ll be encountering later on, and the second uses Dedekind cuts. A cut is
a set α ⊂ Q such that
(1) α 6= ∅ and α 6= Q
(2) If p ∈ α and q < p then q ∈ α
(3) If p ∈ α, ∃r ∈ α with p < r
In practice, α = (−∞, a) ∩ Q, though (−∞, a) doesn’t technically mean anything right
now. So we’ve constructed a set (of subsets) which we claim is R, and now we have to
endow it with an order and operations respecting that order in order to get an ordered
field. We’ll define the order as such: for α, β ∈ R, we write α < β if and only if α 6= β and
α ⊂ β(⊂ Q). This is in fact an order.
To see that least upper bounds exist, we claim that the least upper bound of a non-
empty, bounded above E ⊂ R is the union of its cuts. You have to check that this is a cut
and in fact a least upper bound.
We define addition of cuts as α + β = { p + q : p ∈ α, q ∈ β}. The definition of multi-
plication is a bit uglier and depends on the ’signs’ of cuts. Then you have to check that all
the field axioms are satisfied. It’s not really worth getting into all of the details here, but
people have at some point checked that everything works as we’d like it to.
Theorem 2.3 (Archimedean property of R). If x, y ∈ R, x > 0, then there exists a positive
integer n such that nx > y
Proof. Suppose not, and consider A = {nx : n a positive integer}. A is non-empty and
has upper bound y, so it has a least upper bound, which we’ll call α. α − x < α because
x > 0, so α − x is not an upper bound. Then ∃nx ∈ A such that nx > α − x. But adding x
to both sides, we have nx + x = (n + 1) x > α. But (n + 1) x ∈ A, so α was not an upper
bound at all.
Theorem 2.4 (Density of Q in R). If x, y ∈ R and x < y, then ∃ p ∈ Q such that x < p < y.
Proof. Since x < y, we have y − x > 0. By the previous theorem, there exists an integer n
with n(y − x ) > 1, meaning y − x > n1 . Also by the previous theorem, there exist integers
m1 , m2 with m1 > nx and m2 > −nx, i.e. −m2 < nx < m1 . Thus there exists an integer m
between −m2 and m1 with m − 1 ≤ nx < m. Then nx < m ≤ nx + 1 < nx + n(y − x ) = ny.
Diving by n, we have x < m m
n < y, and the p = n that we wanted.
”The rational numbers are everywhere. They’re among us.” - Dr. Auroux. What we’re
saying is that between any two reals there’s a rational. A problem we encountered last
class is that we weren’t guaranteed the existence of square roots in Q≥0 . Fortunately, this
has been remedied by constructing R.
Theorem 2.5. For every real x > 0 and every integer n > 0, there exists exactly one y ∈ R, y > 0
1
with yn = x. We write y = x n .
Proof sketch. Consider E = {t ∈ R : t > 0, tn < x }. It’s non-empty and bounded above, so
it has a supremum we’ll call α. If αn < x, then α isn’t an upper bound of E, and if αn > x,
it’s not the least upper bound of E.
5
Definition 2.6. The extended real numbers consist of R ∪ {−∞, ∞} with the order −∞ <
x < ∞ for all x ∈ R and the operations x ± ∞ = ±∞.
Notice that the extended real numbers don’t form a field since, among other reasons,
±∞ don’t have multiplicative inverses.
Definition 2.7. The complex numbers (C) consist of the set {( a, b, ) : a, b ∈ R} equipped
with the operations ( a, b) + (c, d) = ( a + c, b + d) and ( a, b) · (c, d) = ( ac − bd, ad + bc).
These operations make C a field.
It’s convention to write ( a, b) ∈ C as a + bi. The complex conjugate
√ of z = a + bi is
√
z = a − bi, and the norm of a complex number z = a + bi is |z| = zz = a2 + b2 .
Proposition 2.8. For all z ∈ C,
• |z| ≥ 0 and |z| = 0 iff z = 0
• |zw| = |z||w|
• |z + w| ≤ |z| + |w|
Definition 2.9. Euclidean space is Rk = {( x1 , . . . , xk ) : xi ∈ R} equipped with −→
x +−
→
y =
−
→
( x1 + y1 , . . . , xk + yk ) and α x = (αx1 , . . . , αxk ) for α ∈ R.
Theorem 2.10. Defining − →x ·− y = ∑ik=1 xi yi and || x ||2 = −
→ →
x ·−
→
x , we have:
• || x ||2 ≥ 0 and || x ||2 = 0 ⇐⇒ x = 0 −
→
• ||−→x ·− →y || ≤ ||−→
x || · ||−
→
y ||
• || x + y || ≤ || x || + ||−
−
→ −
→ −
→ →y ||
Proof. (1) Clear
(2) Some ugly computation

3. L ECTURE 3 — F EBRUARY 5, 2019
Today we’ll be talking about sets.
Definition 3.1. For A, B sets, a function f : A → B is an assignment to each x ∈ A of an
element f ( x ) ∈ B
A is referred to as the domain of f , and the range of f is the set of values taken by f
(in this case, a subset of B). For E ⊂ A, we take f ( E) = { f ( x ) : x ∈ E}. In this notation,
the range of f is f ( A). On the other hand, for F ⊂ B, we define the inverse image, or
pre-image, of F to be f −1 ( F ) = { x ∈ A : f ( x ) ∈ F }. Note that the pre-image of an element
in B can consist of one element of A, several elements of A, or be empty. It’s always true
that f −1 ( B) = A.
Definition 3.2. A function f : A → B is onto, or surjective, if f ( A) = B. Equivalently,
∀y ∈ B, f −1 (y) 6= ∅
Definition 3.3. A function f : A → B is one-to-one, or injective, if ∀ x, y ∈ A, x 6= y =⇒
f ( x ) 6= f (y). Equivalently, f ( x ) = f (y) =⇒ x = y. Also equivalently, ∀z ∈ B, f −1 (z)
contains at most one element.
6
Definition 3.4. A function is a one-to-one correspondence, or bijection, if it is one-to-one
and onto, i.e. ∀y ∈ B, ∃!x ∈ A s.t. f ( x ) = y.
Defining ’size’, or cardinality, of finite sets is not too difficult, but extending this notion
to infinite sets is fairly difficult. Regardless of what the notion of size for infinite sets
should be, it should definitely be preserved by bijections (meaning that if A and B admit
a bijection between each other, they should have the same size). So we say that two sets
have the same cardinality, or are equivalent, if there exists a bijection between them.
Let Jn = {1, . . . , n} for n ∈ N and J0 = ∅.
Definition 3.5. A set A is finite if it is in bijection with Jn for some n. Then n = | A|. A set
A is infinite if it is not finite.
Definition 3.6. A set A is countable if it is in bijection with N = {1, 2, 3, . . . }.
Informally, countability means that a set can be arranged into a sequence.
Definition 3.7. A set A is at most countable if it is finite or countable.
The above definition captures the idea that countability is the smallest infinity.
Definition 3.8. A set A is uncountable if it is infinite and not countable.
When sets are in bijection, we think of them as having the same number of elements. Ex-
tremely counter-intuitive pairs of sets which we then think of as having the same number
of elements arise.
Example 3.9. Z is in bijection with N. The map is
(
z −1
z is odd
f (z) −2z
2 z is even
In the above example, we construct a bijection between Z and a proper subset of Z,

N. This is a property of infinite sets, and in fact can considered the defining property of
infinite sets.
Definition 3.10. A sequence in a set A is a function from N to A.
By convention, f (n) is written xn , and the sequence itself is written { xn }n≥1 . Despite the
brackets, { xn }n≥1 is not a set - it cares about order and allows for repeated elements.
Theorem 3.11. An infinite subset of a countable set is countable.
Proof. Let A be countable E ⊂ A an infinite subset. Then a bijection N → A gives a
sequence { xn }n≥1 whose terms lie in A. We construct a sequence of integers {nk }k≥1
via the procedure n1 equals the smallest integer n1 such that xn1 ∈ E. Having chosen
n1 , . . . , nk−1 , define nk to be the smallest integer strictly greater than nk−1 such that xnk ∈ E.
This procedure never terminates because E is infinite. Now set f : N → E, k 7→ xnk .
This injects because all the xi are distinct (because they were defined using an injection
N → A). This surjects because all e ∈ E ⊂ A = { x1 , x2 , x3 , . . . } appear at some point in
the sequence { xi }i≥1 and have their indices selected by our procedure.
7
Definition 3.12. For sets A, B, the set A ∪ B consists exactly of things which are elements
of A and/orSelements of B. More generally, given a collection of sets Eα indexed by α ∈ Λ,
define S = α∈Λ Eα to be the set such that x ∈ S if and only if there exists α ∈ Λ with
x ∈ Eα .
Definition 3.13. For sets A, B, the set AT∩ B consists exactly of things which are elements
of A and elements of B. Similarly, S = α∈ A Eα is defined by x ∈ S ⇐⇒ x ∈ Eα ∀α ∈ Λ.
Example 3.14. Take A = { x ∈ R : 0 < x ≤ 1 = (0, 1].SFor x ∈ A, let Ex = {y ∈ R :

Then Ex ⊂ Ex0 if and only if x ≤ x 0 . And x∈ A Ex = E1 = (0, 1). On the
0 < y < x }. T
other hand, x∈ A Ex = ∅.
Proposition 3.15 (Sets form an algebra). (1) A ∪ B = B ∪ A
(2) ( A ∪ B) ∪ C = A ∪ ( B ∪ C )
(3) A ∩ ( B ∪ C ) = ( A ∩ B) ∪ ( A ∩ C )
S∞
Theorem 3.16. Let { En }n≥1 be a sequence of countable sets. Then i =1 En = S is countable.
Proof. Taking E1 = { x11 , x12 , x13 , . . . }, E2 = { x21 , x22 , x23 , . . . }, and so on, we can arrange
the elements of S in a sequence like so: S = { x11 , x21 , x12 , x31 , x22 , x13 , . . . }. Visually, we’re
arranging the Ei in a ray and proceeding along diagonal line segments starting on the top
left. This certainly isn’t rigorous, but it’s the essential idea.
One corollarySto this is that if A is at most countable and for each α ∈ A, Eα is at mot
countable, then α∈ A Eα is at most countable.
Theorem 3.17. If A is countable, then An is countable.
Proof. We induct on n. When n = 1, the claim follows by assumption. If An−1 is countable,

then An = a∈ An−1 A. Then An is a countable union of countable sets, and thus countable.
S
A result of this is that Q is countable, as it can be realized as a subset of Z2 via the

function m
n , in reduced form, maps to ( m, n ).

Last time we saw that the countable union of countable sets is countable. It turns that
adding all solutions to polynomials over Z, and forming what are called the algebraic
numbers, still leaves you with countably many numbers.
Theorem 4.1. R is uncountable. Equivalently, the set A of sequences in {0, 1} is uncountable.
8
Proof. Suppose A is countable, meaning its elements can be listed sequentially. Then A
can be written as the collection
S1 = S11 , S12 , S13 , . . .
S2 = S21 , S22 , S23 , . . .
S3 = S31 , S32 , S33 , . . .
..
.
where each Sij ∈ {0, 1} and every sequence in {0, 1} appears exactly once in this sequence
of Si . But consider the sequence
(
0 Snn = 1
M=
1 Snn = 0
M differs from Sn at the nth term, so the sequence of Si fails to include all sequences in
{0, 1}.
A corollary to this is that the set of subsets of N is uncountable, since there’s a corre-
spondence between such subsets and sequences in {0, 1} via the rule that a sequence’s nth
term is 1 if n ∈ N is in the subset under consideration. This is more than coincidence - the
collection of subsets of any set, referred to as the power set of that set, is always strictly
larger than that set.
Now we’re going to pivot to metric topology. Informally, a metric space is a set equipped
with a notion of distance, which is the kind of structure we’ll need to discuss limits, con-
tinuity, and so on.
Definition 4.2. A metric space consists of a set X equipped with a distance function, or
metric, d : X × X → R such that ∀ p, q, r ∈ X
(1) d( p, q) ≥ 0, with equality iff p = q
(2) d( p, q) = d(q, p)
(3) d( p, q) ≤ d( p, r ) + d(r, q) [Triangle Inequality]
Our go-to examples forp now are R equipped with the metric d( x, y) = | x − y| and Rk
with the metric d( x, y) = ( x1 − y1 )2 + · · · + ( xk − yk )2 . From here on out, we’ll refer to
R and Rk as metric space without specifying their metrics, and we’ll be using these two
metrics. Note that a subset of a metric space is always a metric space, with the metric
induced by its parent set.
A natural thing to discuss now is the notion of proximity.
Definition 4.3. Let X be a metric space under the function d:
• A neighborhood of p ∈ X is a set Nr ( p), for some radius r ∈ R+ , consisting of
q ∈ X such that d( p, q) < r.
• p is an interior point of E ⊂ X if there exists a neighborhood N of p such that
Nr ( p) ⊂ E for some r > 0.
• E ⊂ X is open if every point of E is an interior point.
9
”This stuff is slightly mind-bending and will build on itself and become even more
mind-bending by next week.” - Dr. Auroux.
Example 4.4. In R, Nr ( p) = ( p − r, p + r ) = { x ∈ R : p − r < x < p + r }. Also in R,

the interior points of [ a, b] are ( a, b), meaning [ a, b] is not open.
Theorem 4.5. Every neighborhood is an open set.

Proof. Let E = Nr ( p), and take x ∈ E. Then d( p, x ) < r, and let h = r − d( p, x ) > 0.
We claim Nh ( x ) ⊂ E. By the triangle inequality, for any y ∈ Nh ( x ), d( p, y) ≤ d( p, x ) +
d( x, y) < d( p, x ) + (1 − d( p, x )) = r. So y ∈ E, and E contains Nh ( x ), making x an interior
point of E. Since x was selected arbitrarily, all of E’s points are interior points and E is
open.
Definition 4.6. Let X be a metric space
• A point p ∈ X is a limit point of E ⊂ X if every neighborhood of p contains a point
q ∈ E such that q 6= p.
• If p ∈ E is not a limit point, then it is an isolated point of E.
Notice that isolated points are obligated to members of E while limit points are not.
Example 4.7. Take E = { n1 : n = 1, 2, 3, . . . } ⊂ R. Then 1 is isolated (consider

N 1 (1)). On the other hand, 0 is a limit point of E, since n1 < r for any r > 0 for
4
sufficiently large n ∈ N, meaning E intersects Nr (0) for any r > 0.
In R, the limit points of ( a, b) are [ a, b]. Likewise, the limit points of [ a, b] are [ a, b].
Definition 4.8. E ⊂ X is closed if it contains all its limit points.

Proposition 4.9. In any metric space X, X itself and ∅ are always both open and closed.
An important note is that the quality of a set being open or closed is not a property of
the set itself but of the set in which it lives. Strictly speaking, it doesn’t make sense to say
E is an open set (though, we’ll slightly abuse terminology and start saying that anyway).
It only makes sense to say E is an open subset of X.
Theorem 4.10. If p is a limit point of E in X, then every neighborhood of p contains infinitely
many points of E.
Proof sketch. If there were only finitely many points of E in a neighborhood of p, then one
could construct a neighborhood around p whose radius is the minimum of p’s distance to
these points. This neighborhood doesn’t contains any points of E, contradicting the fact
that p is a limit point.
A corollary is that finite sets don’t have limit points.
Definition 4.11. A subset E of a metric space X is bounded if there exists q ∈ X and M > 0
such that E ⊂ NM (q).
10
Definition 4.12. The complement of a subset E ⊂ X is Ec = { p ∈ X : p ∈
/ E }.
Theorem 4.13 (De Morgan’s Laws). Let Eα be an arbitrary collection of subsets of X. Then
( α Eα )c = α Eαc .
S T
Now we reveal an important relationship between open and closed sets, which is not
quite one of being ’opposite’.
Theorem 4.14. E ⊂ X is open if and only if Ec is closed.
Proof. ”This is a game of negations.” - Dr. Auroux. First suppose Ec is closed. Let x ∈ E.
Since Ec is closed, x is not a limit point of Ec . Then there exists a neighborhood of x
which contains no points in Ec distinct from x. Since x isn’t in Ec either, this neighborhood
lies entirely in E, meaning x is an interior point of E. We’re out of time, but the reverse
direction of the proof is very similar.

Recall our definitions from last class - the interior points of a set are those which admit
neighborhoods within the set, limit points of a set are points (not necessarily within the
set) whose neighborhoods always contain points of that set, and open sets consist of their
interior points while closed sets contain their limit points.
We showed last time that every neighborhood of a limit of a set contains infinitely many
points in that set, and that a set is open if and only if its complement is closed.
S
Theorem 5.1. (1) If Gα T
are open in X, α∈ A Gα is open in X.
(2) If Fα are closed in X, αT∈ A Fα is closed in X.
(3) If G1 , . . . , Gn are open, Sin=1 Gi is open.
(4) If F1 , . . . , Fn are closed, in=1 Fi is closed.
Proof. Because a set is open if and only if its complement is closed, andSbecause of DeMor-
gan’s laws, it suffices to prove only (a) and (c). For (a), assumeS x ∈ Gα . Then x ∈ Gα
for some α, and because Gα is open, ∃r such that Br ( x ) ⊂ Gα ⊂ α∈ A Gα . For (c), suppose
x ∈ Gi , and let ri be the radius such that Bri ( x ) ⊂ Gi . Taking r = min(ri ), we have
T
Br ( X ) ⊂ Gi ∀i and thus Br ( X ) ⊂ Gi .
T

It’s worth looking at counter-examples to see that we can’t do any better than finite
intersections or unions for open and closed sets, respectively.
Example 5.2. ∞ 1 1
, ) = {0}, so infinite unions of open sets are not in general
T
k=1 (−
Sk∞ k 1
open. Additionally, k=2 [ k , 1 − 1k ] = (0, 1), so infinite unions of closed sets are not
in general closed.
Definition 5.3. The interior of a set E ⊂ X, written E̊, consists of all interior points of E.
Theorem 5.4. • E̊ is open.
• If F ⊂ E and F is open then F ⊂ E̊ (i.e. E̊ is the largest open subset contained in E).
11
Proof. • Say x ∈ E̊, so we have r such that Br ( X ) ⊂ E. We claim that Br ( X ) ⊂ E̊,
meaning x is an interior point of E̊. This follows from openness of open neighbor-
hoods; for any y ∈ Br ( X ), there exists an ry such that Bry (y) ⊂ Br ( X ) ⊂ E. So y is
an interior point of E and thus x is an interior point of E̊.
• Any x ∈ F admits a Br ( X ) ⊂ F. And Br ( X ) ⊂ E, so x ∈ E̊.

Definition 5.5. The closure of E, written E, is its union with the set of its limit points.
Theorem 5.6. (1) E is closed.
(2) E = E ⇐⇒ E is closed.
(3) If F ⊃ E and F is closed, then F ⊃ E. (i.e. E is the smallest closed set containing E).
Proof. (1) If p ∈ X and p ∈ / E, then p is not in E and it’s not a limit point of E. So
there exists a Br ( p) which does not intersect E. So p is an interior point of Ec . The
interior of Ec is open, by the previous theorem, so E is closed.
(2) Clear
(3) Also follows from ( E)c = ( E˚c )

Definition 5.7. E ⊂ X is dense if E = X
Example 5.8. Q is dense in R, since any neighborhood around a real number con-
tains rationals.
When E ⊂ Y ⊂ X, we say E is open relative to Y if E is an open √ of Y. To see

√ subset
why this distinction is important, consider { x ∈ Q : x < 2} = (− 2, 2) ∩ Q. This set
2
is closed in Q, but not in R.

Theorem 5.9. Let E ⊂ Y ⊂ X. Then E is open relative to Y if and only if E = G ∩ Y for some
open G ⊂ X.
Similarly, E ⊂ Y ⊂ X is closed relative to Y if and only if E = F ∩ Y for some closed F
in X.
”A compact set is the next best friend you can have after a finite set.” - Dr. Auroux. You
have may have already seen a theorem in calculus which states that continuous functions
f : [ a, b] → R are necessarily bounded and contain their maxima/minima. It turns out to
be the case that for a more general continuous function f : K → Y between metric spaces
with K compact, f (K ) must be compact as well. This will imply that f (K ) is bounded and
closed (meaning it contains its maximum/minimum).
Definition 6.1. An open cover of a subset E in a metric space X is a collection of open sets
{ Gα } such that α∈ A Gα ⊃ E.
S
Definition 6.2. A subset K of a metric space X is compact if every open cover of K has a
finite subcover, meaning ∃α1 , . . . , αn ∈ A such that K ⊂ ( Gα1 ∪ · · · ∪ Gαn ).
12
This definition is pretty opaque right now - let’s look at some examples.
Example 6.3. Any finite set is compact. In the worst case, any open cover can be
reduced to a subcover containing one open set for each of the set’s elements.
It’s somewhat miraculous that infinite compact sets exist at all. It would be pretty hard
to prove right now that [ a, b] is compact given only the definition, but we’ll get to a proof
next week after developing some tools. As is the case with most definitions containing the
word , it’s much easier to prove that a set is not compact than to prove that it is.
Example 6.4. R is not compact. It suffices to provide a single cover which does
not admit a finite subcover. Consider the cover {(−n, n)}n∈N . This covers, because
every element of R lies in (−n, n) for some n, but any finite collection of subsets
amounts to a single interval (−m, m), which fails to cover R.
The problem we have right now is that is that it’s very difficult to prove that a set
is compact. For now, let’s think wishfully and consider the results we could conclude
if we knew a set were open. The first remarkable result is that, unlike openness, the
compactness of set in a metric space is a function only of the set and its metric, and not of
the metric space in which it resides. Simply put, it makes sense to say ’the set K is closed
under the metric d’, whereas it didn’t make sense to say ’the set K is open under the metric
d’ (in the second case, it matters what set K lives in).
Theorem 6.5. Suppose K ⊂ Y ⊂ X are metric spaces. Then K is compact as a subset of X if and
only if K is compact as a subset of Y.
Proof. Suppose K is compact relative to X. Assume {Vα } are open subsets of Y which cover
K. For each α, there exists an open Gα ⊂ X such that Vα = Y ∩ Gα . The Gα form an open
cover of K in X. By compactness of X, this can be reduced to a finite cover Gα1 , . . . , Gαn .
We then have:
Vα1 ∪ · · · ∪ Vαn = ( Gα1 ∩ Y ) ∪ · · · ∪ ( Gαn ∩ Y )
= ( Gα1 ∪ · · · ∪ Gαn ) ∩ Y
⊃ K∩Y
=Y
So Vα1 , . . . , Vαn form a finite subcover of K in Y, and K is compact in Y. In the other
direction, take a cover of K in X, intersect its constituent open sets with Y, and reduce it
to a finite subcover of K in Y. Then notice that the corresponding open sets in X form a
finite subcover of K.
Theorem 6.6. Compact sets are bounded.
Proof. Consider the open cover K ⊂ p∈K N1 ( p). Since K is compact, K ⊂ N1 ( p1 ) ∪ · · · ∪
S
N1 ( pn ). Then given any two points q, r ∈ K, q ∈ N1 ( pi ) and r ∈ N1 ( p j ) for some i, j.

Then, by the triangle inequality, d(r, q) ≤ d(q, pi ) + d( pi , p j ) + d( p j , r ) ≤ 2 + d( pi , p j ). It
13
follows that the distance between any two points in K is at most max{d( pi , p j )} + 2, so it’s
bounded.
Theorem 6.7. Compact sets are closed.
Proof. Say K ⊂ X is compact. Take p ∈ X, p ∈

/ K. The goal is to show that p is not a limit
point of K, meaning there’s a neighborhood of p that doesn’t intersect K. For q ∈ K, we
can construct neighborhoods of p and q that don’t intersect each other. Take Vq = Nr (q)
d( p,q)
and Wq = Nr ( p) for r = 3 . Constructing such Vq , Wq for all q ∈ K, we see that
the Vq collectively cover K. Since K is compact, they can be reduced to a finite subcover
Vq1 , . . . , Vqn . Now let W = Wq1 ∩ · · · ∩ Wqn . Since W ∩ Vqi ⊂ Wqi ∩ Vqi = ∅ for each i, W is
disjoint from in=1 Vqi ⊃ K. So p ∈ W is not a limit point, and K is closed.
S

So no matter how you expand the universe that K lives in, you’ll never construct points
which are limit points of K.
Theorem 6.8. Closed subsets of compact sets are compact.
Proof. Take K compact (in some metric space X, though it doesn’t matter), and let F ⊂ K be
closed (in K or, equivalently, in X). Given an open cover of F, consider its union with F c .
This covers K, so reduces to a finite subcover of K. Removing F c from the finite subcover
if necessary, we’re left a finite subcover of F, as desired.
Theorem 6.9 (Nested Interval Property). Let K be a compact set. Any sequence
T∞
of non-empty,
nested closed subsets K ⊃ F1 ⊃ F2 ⊃ F3 ⊃ . . . has non-empty intersection; n=1 Fn 6= ∅.
Suppose the intersection is empty. Let Gn = Fnc . We have ∞ ∞ c

S S
Proof.
T∞ n=1 Gn = n=1 Fn =
c
( n=1 Fn ) = K. So the Gn form a cover, and can be reduced to a finite subcover Gn1 , . . . , Gnk
for n1 < n2 < · · · < nk . So Fn1 ∩ · · · ∩ Fnk = ∅. But this intersection contains Fnk , and we
assumed that none of the Fi are empty, so we’ve arrived at a contradiction.
Theorem 6.10. If E ⊂ K is an infinite subset and K is compact, then E has a limit point.
Proof. Say E doesn’t have a limit point. So every point p ∈ K admits a neighborhood
Vp containing at most 1 point of E (p itself). The Vp cover K, so they can be reduced
to a finite subcover of size, say, m. But then there are most m points in E, producing
contradiction.
This property of a set is usually referred to as sequential compactness, because it turns

out that it is equivalent to saying that every sequence in K has a convergent subsequence.
We don’t know what that means yet, but we’ll get there in a few weeks.
7. L ECTURE 7 — F EBRUARY 19,2019

Worksheet! The important takeaway is that compactness and sequential compactness
are equivalent in metric spaces.
14
The solutions to Tuesday’s worksheet have been posted online. Once more, recall that
a subset of a metric space is compact if each of its open covers reduce to a finite subcover.
We’ve seen that compactness is an intrinsic property, meaning it doesn’t depend on the
metric space that a set lives in (only the metric itself), and that compact sets are always
closed and bounded.
In general, it’s very rare for the converse to be true, meaning that closed and bounded
sets are compact. One very important special case, however, is Rk under the Euclidean
metric - sets here are compact if and only if they’re closed and bounded.
Theorem 8.1 (Nested Interval Property). Suppose Ii = [ ai , bi ] are a sequence of non-empty,
nested closed intervals in R. Then ∩i∞=1 I 6= ∅.
Proof. Take α = sup( ai ), as all the bi are upper bounds of the ai . Since α is an upper bound,
it’s greater than or equal to all the ai . And since all the bi are upper bounds, it’s less than
or equal to all the bi . So it’s in all the Ii , and it’s in their intersection.
Theorem 8.2. Take Ii = [ a1 , b1 ] × · · · × [ ak , bk ] to be a sequence of nested k-cells in Rk . Then
their intersection isn’t empty.
Sketch. In each coordinate, the setup is as in the previous theorem (a sequence of non-
empty, nested closed intervals in R). By the previous result, there’s thus a value in each
coordinate which lies in the intersection of the sets restricted to that coordinate. Sewing
those values together gives a point which is in the intersection of the closed sets.
Theorem 8.3. Every k-cell in Rk is compact.
Sketch. Suppose that a k-cell I is equipped with an open cover which admits no finite sub-
cover. Subdivide I into 2k cells, (at least) one of which must fail to admit a finite subcover
(otherwise I would admit a finite subcover). Subdivide this cell 2k into 2k cells, one of
which must fail to admit a subcover. Continuing in this fashion, we obtain a sequence of
k-cells I1 , I2 , . . . such that (taking D to be the the distance between the ’corners’ of I)t:
(1) I ⊃ I1S⊃ I2 ⊃ . . .
(2) In ⊂ α Gα doesn’t have a finite subcover
(3) If x, y ∈ In , then | x − y| ≤ D/2n .
By the previous theorem, the intersection of the In is non-empty. Select some x in the
intersection - it lies in Gα0 for some Gα0 . Since Gα0 is open, there exists an r > 0 such
that Nr ( X ) ⊂ Gα0 . Pick n such that D/2n < r. Then ∀y ∈ In , d( x, y) ≤ D/2n < r, so
In ⊂ Nr ( x ) ⊂ Gα0 . But this contradicts (b), as we’ve found a finite subcover for In , namely
just Gα0 .
Theorem 8.4 (Heine-Borel). Subsets of Rk , under the Euclidean metric, are compact if and only
if they’re closed and bounded.
Proof. We’ve already seen that compact sets are closed and bounded (in fact, this is always
true). In the other direction, any closed, bounded set can be witnessed as a subset of a
sufficiently large k-cell in Rk . So it’s a closed subset of a compact set, which means it’s
compact.
15
Theorem 8.5 (Weierstrauss). Every infinite bounded subset of Rk has a limit point.
Proof. Since the set is bounded, it lives in a compact k-cell. Infinite subsets of compact sets
have limit points, so the set has a limit point.
Definition 8.6. Subsets A, B ⊂ X are separated if A ∩ B = ∅ and A ∩ B = ∅.
Example 8.7 (0,1). and (1,2) are disjoint but not separated. (0,1) and (1,2) are both
disjoint and separated.
Definition 8.8. E ⊂ X is connected if it cannot be decomposed into the union of non-

empty separated sets.
As with compactness, this is an intrinsic property of E, irrespective of the larger metric
space in which it lives. More explicitly, E is connected in X if and only if E is connected in
E.
Notice that if X = A ∪ B with A, B separated then B = Ac . And A ∩ B = ∅, so A = A,
meaning A is closed. Similarly, B is closed. So A and B are both closed and (because their
complements are closed) open. So X is connected if and only if the only ’clopen’ sets are
∅ and X.
Theorem 8.9. E ⊂ R is connected if and only if x, y ∈ E and x < z < y ∈ E implies z ∈ E.
/ E. Then E = (−∞, z) ∪ (z, ∞), so it’s not
Proof. First suppose x < z < y with x, y ∈ E, z ∈
connected. Now suppose E is not connected, meaning E = A ∪ B for A, B separated. Take
x ∈ A and y ∈ B. Assume without loss of generality that x < y. Let z = sup( A ∩ [ x, y]).
If z ∈
/ A, then we’re done. If z ∈ A, z ∈ / B, and you can find a nearby z0 that produces
contradiction.

Definition 9.1. A sequence { pn } in a metric space X converges if ∃ p ∈ X, the limit of the
sequence, such that ∀e > 0, ∃ N such that ∀n ≥ N, d( pn , p) < e. Then we write pn → p, or
limn→∞ pn = p. If there exists no such p, we say that { pn } diverges.
This definition is a bit intimidating, but all it’s saying is that for any open ball around
the limit, the elements of a sequence eventually stay in the ball.
Definition 9.2. The range of a sequence { pn } ⊆ X is the set consisting of the sequence’s
elements. A sequence is bounded if its range is a bounded subsets of X.
Because sequences allow repetition, the range of a sequence can be finite - for instance,
consider the range of pn = (−1)n ∈ R.
Example 9.3. pn = (−1)n ∈ R diverges. On the other hand, limn→∞ 1

n = 0.
Proposition 9.4. pn → p ⇐⇒ d( pn , p) → 0
16
Proof. Note that the right hand side is a sequence in R. That it converges to 0 means that
∀e > 0∃ N s.t. ∀n ≥ N, |d( p, pn ) − 0| < e. But |d( p, pn ) − 0| is just d( p, pn ), so this in fact
corresponds to the statement that pn → p. The other direction follows fairly directly from
definition.
Theorem 9.5. pn → p if and only if every neighborhood of p contains pn for all but finitely many
n.
Proof.
pn → p ⇐⇒ ∀e > 0 ∃ N s.t ∀n ≥ N, pn ∈ Ne ( p)
⇐⇒ ∀e > 0, for all but finitely many n, pn ∈ Ne ( p)

The second line used the fact that for a set of integers, ’all but finitely many’ is the same
as ’all the sufficiently large’.
Theorem 9.6. Limits are unique.
Proof. Suppose pn → p and pn → p0 . If p 6= p0 , then take e = 13 d( p, p0 ). Note that Ne ( p)
and Ne ( p0 ) are disjoint. That pn → p implies that all but finitely many of the pn are in
Ne ( p), and likewise for p0 and Ne ( p0 ). Since they’re disjoint, this is a contradiction.
Proposition 9.7. Convergent sequences are bounded.
Sketch. Say pn → p. Then only finitely many of the pn aren’t in N1 ( p). Those in N1 ( p) are
certainly bounded, and the finitely many terms which aren’t in N1 ( p) are bounded (finite
collections of numbers are always bounded). The union of bounded things is bounded, so
this is bounded.
Proposition 9.8. If E ⊂ X and p is a limit point of E, then there exists a sequence { pn } with
terms in E such that pn → p in X.
Proof. Since p is a limit point of E, then within any neighborhood of size n1 lies a point of
E. Form a sequence in this way, so that pn lies in N 1 ( p). Then d( p, pn ) → 0 and thus
n
pn → p.
Theorem 9.9. Suppose {sn }, {tn } are sequence in R or C with limits s and t, respectively. Then
• sn + tn → s + t
• csn → cs and sn + c → s + c
• sn tn → st
• If sn 6= 0 and s 6= 0, then s1n → 1s
Proof. • Given e > 0, ∃ N1 s.t. ∀n ≥ N1 , |sn − s| < e. And ∃ N2 s.t. ∀n ≥ N2 ,
|tn − t| < e. Then for n ≥ max( N1 , N2 ), |(sn + tn ) − (s + t)| = |(sn − s) + (tn − t)| ≤
|sn − s| + |tn − t| ≤ e + e. We’ve slightly exceeded the distance e that we’re allowed
to move. If we had just selected the Ni to restrict sn and tn within e/2 of their limits,
this would have worked. Many proofs of convergence will be of this general form.
• Exercise
17
• We have sn tn − st =√ (sn − s)(tn − t) + s(tn − t) + t(sn √− s). Fix e > 0. ∃ N1 s.t
∀n ≥ N, |sn − s| < √e, √ and ∃ N2 s.t. ∀n ≥ N2 , |tn − t| < e. For n ≥ max( N1 , N2 ),
|(sn − s)(tn − t)| < e e < e. Hence (sn − s)(tn − t) → 0. It’s easier to see that
s(tn − t) + t(sn − s) converges to 0 (they’re just scaled sequences which converge
to 0). So our original term is the sum of two sequences which converge to 0, and
thus it converges to 0.
• Exercise

Theorem 9.10. (1) { xn } ∈ Rk converges to x = (α1 , . . . , αk ) if and only if each coordinate
of the xn correspond to the appropriate αi .
(2) If xn → x, yn → y in Rk and β n → β in R, then xn + yn → x + y, β n xn → βx, and
xn · yn → x · y.
Is there a way to consider whether a sequence ’wants to converge’ or ’should converge’

without considering its limit? A mathematician called Cauchy answered this question in
the 19th century.
Definition 9.11. A sequence { pn } in a metric space X is a Cauchy sequence if ∀e > 0, ∃ N

such that ∀m, n ≥ N, d( pm , pn ) < e.
Definition 9.12. The diameter of a non-empty, bounded subset E ⊂ X is diamE = sup{d( p, q) :

p, q ∈ E}.
Now given a sequence pn , take En = { pn , pn+1 , . . . }. Then the definition of a sequence

being Cauchy is equivalent to the condition that the diameters of En converge to 0.
Theorem 9.13. (1) In any metric space, every convergent sequence is Cauchy.
(2) If X is a compact metric space, and { pn } is a Cauchy sequence in X, then { pn } converges
in X.
(3) In Rk , every Cauchy sequence converges.
Proof. (1) If pn → p and e > 0, then ∃ N such that ∀n ≥ N, d( pn , p) < 2e . Then, by the
triangle equality, for m, n ≥ N, d( pm , pn ) ≤ e.
(2) We’ll need two results to prove this: first, for bounded E ⊂ X, diam( E) = diam(E).
Secondly, if Kn are a sequence of nested, non-empty compact sets and diam(Kn ) →
0, then ∩∞ n=1 Kn contains exactly one point. To see the first claim, note that given
p, q ∈ E and e > 0, ∃ p0 , q0 ∈ E such that d( p, p0 ) < e and d(q, q0 ) < e. Then
d( p, q) ≤ e + diamE + e. Since e can be made arbitrarily small, it must be that
diam(E) = diam(E). To see that the second claim holds, recall that we’ve already
shown that the intersection of the Kn is not empty. But it has arbitrarily small
diameter (as its contained in each of the Kn ), so it must contain exactly one point.

The third result is sometimes called the Cauchy criterion of convergence. We’ll pick up
this proof next time.
18
Recall that a sequence pn converges to p if eventually the points of pn stay as close to p
as you’d like them to. We also saw the following big theorem last time:
Theorem 10.1. (1) Every convergent sequence is Cauchy.
(2) In a compact space, every Cauchy sequence converges.
(3) In Rk , Cauchy sequences converge.
Proof. We proved (1) last time. For (2), let pn be a Cauchy sequence in a compact space K.
Let En = { pn , pn+1 , . . . }, and consider K ⊃ E1 ⊃ E2 ⊃ . . . . This is a decreasing sequence
of non-empty compact subsets, so its intersection is non-empty. And since the diameters
of the En approach zero, this intersection contains exactly one point, say p. To see that
pn → p, fix e. We know that ∃ N such that diam(E N ) = diam(En ) < e. Then ∀n ≥ N,
pn , p ∈ En . So d( p, pn ) ≤diam( En ) < e.
For (3), first note that Cauchy sequences are bounded (only finitely many terms are not
within distance e of an appropriately chosen pn0 ). So the Cauchy sequence lies in a k-cell,
which is compact, and we can apply (2).
Definition 10.2. A metric space X is complete if its Cauchy sequences converge.
Thus, we’ve shown that compact spaces are complete and that Rk is complete. On
√ Q is not complete because 1, 1.4, 1.41, 1.414, . . . is Cauchy but does not
the other hand,
converge (as 2 ∈ / Q).
For a metric space X which fails to be complete, it’s possible to build a larger metric
space X ∗ ⊃ X, the completion of X, which is complete. In fact, one can define R to be the
completion of Q.
Definition 10.3. Given a sequence { pn } ∈ X and a strictly increasing sequence of positive
integers {nk }, the sequence { pnk } = pn1 , pn2 , pn3 , . . . is called a subsequence of { pn }.
If { pnk } → p, we say that p is a subsequential limit of { pn }.
Example 10.4. Consider pn = (−1)n . The subsequence p2k converges to 1, while the
subsequence p2k+1 converges to -1.
Proposition 10.5. pn → p ⇐⇒ every subsequence of { pn } converges to p

Proof. If every subsequence of { pn } converges to p, then the subsequence consisting of all
terms converges to p, so pn converges to p. In the opposite direction, suppose pn converges
to p. Then for any choice of e, there’s an N such that n ≥ N implies d( pn , p) < e. Then this
N works for any subsequence of pn , because the Nth term in any subsequence is either
the Nth term in the original subsequence or a term of strictly higher index.
Theorem 10.6. (1) Every sequence in a compact metric space has a convergent subsequence.
(2) Every bounded sequence in Rk has a convergent subsequence
19
Proof. (1) If { pn } has infinite range, then its range has a limit point p. Now we can con-
struct a subsequence { pnk } such that d( pnk , p) < 1k , and that sequence converges to
p (we have to be sure to pick nk > nk−1 ). If { pn } has finite range, then a value in its
range is repeated infinitely many times. Take the subsequence which consists only
of that value.
(2) Apply (1) to a k-cell containing { pn }.

Theorem 10.7. p is a subsequential limit of { pn } ⇐⇒ every neighborhood of p contains infin-
itely many points in { pn }.
Theorem 10.8. The set of subsequential limits of a sequence { pn } is closed.
For sequences in R, we’ve seen that convergence implies boundedness, which implies
the existence of a convergent subsequence. None of the reverse directions of these claims
is true.
Definition 10.9. A sequence of real numbers {sn } is monotonically increasing if sn ≤
sn+1 ∀n ∈ N, and monotonically decreasing if sn ≥ sn+1 ∀n ∈ N. A sequence is mono-
tonic if it’s either monotonically increasing or decreasing.
From here on, we’ll take {sn } to mean a sequence of real numbers.
Theorem 10.10 (Monotone Convergence). A monotone sequence {sn } converges if and only if
it is bounded.
Proof. The range of this sequence has a supremum - call it α. Since α − e isn’t an upper
bound of the range, there’s some s N ≥ α − e. Since the sequence is monotonic, all sn0 for
n0 ≥ N exceed s N , and are thus within distance e of α. So α is the limit of sn . The other
direction follows from the fact that convergent sequences are always bounded.
Definition 10.11. We’ll say sn → ∞ if ∀ M ∈ R, ∃ N ∈ N s.t. n ≥ N =⇒ sn > M.
Similarly, sn → −∞ if this holds with sn < M.
It’s important to note that we still consider sn satisfying the above conditions to be
divergent.
Given {sn } (as always, in R), let E consist of x ∈ R ∪ {±∞} such that there exists a
subsequence snk → x. Note that E is never empty, because if sn is bounded it must contain
a subsequential limit, by sequential compactness. If sn isn’t bounded, then it has either ∞
or −∞ as a subsequential limit.
Now define s∗ = sup E =: lim sup sn and s∗ = inf E = lim inf sn . These are sometimes
called the upper and lower limits of a sequence, and are meant to capture the idea of a
sequence’s ’eventual bounds.’
Theorem 10.12. (1) There exists a subsequence snk → s∗ .
(2) If s∗ is real (i.e. not ±∞), then ∀e > 0, ∃ N s.t. ∀n ≥ N, sn < s∗ + e.
And s∗ is uniquely characterized by these properties.
Proof Sketch. (1) If E is bounded above, then because it’s closed it contains its supre-
mum. If E isn’t bounded, s∗ = ∞ and indeed sn has ∞ as a subsequential limit.
20
(2) If this weren’t the case, you could construct a subsequence of sn with limit strictly
greater than s∗ . The full proof appears in Rudin.

Example 10.13. (1) sn = (−1)n n+ 1

n has lim inf = −1 and lim sup = 1. Note
that these values don’t bound the sequence but are eventual bounds, up to
subtraction/addition by e.
(2) lim sn = s if and only if lim sup sn = lim inf sn = s.
(3) Take sn to be a sequence enumerating Q. Then every real number is a sub-
sequential limit - this sequence has uncountably many subsequences with
distinct limits!
Theorem 10.14. If sn ≤ tn ∀n (or ∀n ≥ N), then lim inf sn ≤ lim inf tn and lim sup sn ≤
lim sup tn .
11. L ECTURE 11 — M ARCH 5, 2019
The midterm is next Tuesday - you’re allowed to bring a copy of Rudin, but if you’re
leafing through it to remember definitions you’ll probably run out of time. The exam will
be a mix of proofs and examples, but you shouldn’t expect to have to recreate a page-long
proof that we saw in class, because there’s just not enough time for that.
Now about sequences:
Theorem 11.1. The following hold for real sequences:
(1) For p ∈ R+ , limn→∞ n1p = 0
(2) For p ∈ R+ , limn→∞ p1/n = 1
(3) limn→∞ n1/n = 1
(4) If | x | < 1, limn→∞ x n = 0
(5) If | x | < 1, p ∈ R, then limn→∞ n p x n = 0
We won’t be going over this proof, but it appears in Rudin.
Definition 11.2. In R, C, Rk , one can associate to a sequence { an } a new sequence sn =
∑nk=1 ak of partial sums of the series ∑∞n=1 an . This infinite sum is only a symbol, which
may not equal any element in R, C, R . The limit s of {sn }, if it exists, is the sum of the
k
series, and we write ∑∞n=1 an = s.

Because it’s often difficult to calculate the limit s, abstract convergence criteria for {sn },
which don’t make use of a known limit, are useful. We’ve already seen the Cauchy crite-
rion for convergence, which states the convergence in R, C, and Rk is equivalent to being
Cauchy. Restating this in the language of series, we arrive at the following result.
Proposition 11.3 (Cauchy criterion). ∑i∞=1 an converges if and only if ∀e > 0, ∃ N ∈ N such
that ∀m ≥ n ≥ N, | ∑m
k=n ak | ≤ e.
Proof. | ∑m
k=n ak | = | sm − sn−1 |. Invoke Cauchy criterion for sequence convergence.
Taking the case m = n, we arrive at a necessary condition for series convergence.
21
Theorem 11.4. If ∑i∞=1 an converges, then an → 0.
Proof. Given e > 0, the Cauchy criterion implies the existence of an N such that ∀n = n ≥
N, | an | < e. This is precisely convergence of an to 0.
Example 11.5. To see that the above condition is necessary but not sufficient for
series convergence, consider the series ∑i∞=1 n1 . It diverges, despite the fact that n1 →
0.
”The terms need to go to zero, but they need to go to zero in a friendly enough way.” -
Dr. Auroux. Once again, we’ll use a result about sequences to arrive at a result about series
for free - this time it’ll be monotone convergence (that bounded, monotone sequences
converge) rather than the Cauchy criterion.
Theorem 11.6. A series in R with an ≥ 0 converges if and only if its partial sums form a bounded
sequence.
Proof. Because an ≥ 0, the sequence of partial sums is monotone. Because they’re bounded,
monotone convergence guarantees us the existence of a limit.
Starting now, we’ll get a bit lazy and use ∑ an to mean ∑∞
n =1 a n .
Theorem 11.7 (Comparison test). (1) If | an | ≤ cn for all n ≥ N and ∑ cn converges, then
∑ na converges.
(2) If an ≥ dn ≥ 0 for all n ≥ N and ∑ dn diverges, then ∑ an diverges.
Proof. Under the conditions of (2), if ∑ an were to converge then ∑ dn would converge by
(1), producing contradiction. So (1) =⇒ (2). To see that (1) holds, note that the Cauchy
criterion for ∑ cn implies the Cauchy criterion for ∑ an . In particular,
m m m
| ∑ ak | ≤ ∑ | ak | ≤ ∑ ck
k=n k=n k=n
Since the rightmost side becomes arbitrarily small for n, m greater than appropriately large
N, so does the leftmost side. Thus, by the Cauchy criterion for series, ∑ an converges.
Theorem 11.8. If | x | < 1, then ∑∞ n
n =0 x =
1
1− x . If | x | ≥ 1, then ∑ x n diverges.
n +1
Proof. If | x | < 1, sn = 1 + x + · · · + x n = 1−1−
x
x , which converges to
1
1− x . If | x | ≥ 1, then
x n does not have limit 0, so the series doesn’t converge.
Theorem 11.9. ∑ n1p converges if p > 1 and diverges if p ≤ 1.
Proof. First a lemma - a series ∑ an of weakly decreasing, non-negative terms converges
if and only if ∑∞ k
k=0 2 a2k = a1 + 2a2 + 4a4 + 8a8 + . . . converges. Since an ≥ an+1 , we
m
have that ∑2n=−1 1 an ≤ ∑m k
k=0 2 a2k . So if the new, weird sequence converges, the original se-
quence does as well, because its partial sums are smaller and, by monotone convergence,
convergence is equivalent to bounded partial sums. In the other direction, suppose that
the original sequence converges and note that a1 + a2 + · · · + a2k ≥ 12 a1 + a2 + 2a4 + 4a3 +
22
· · · + 2k−1 a2k . The left hand side is a partial sum of the original sequence and the right
hand side is 12 of a partial sum of the new, weird sequence. So if the new weird, sequence
were unbounded, the original sequence would be as well. We conclude that the weird
sequence converges, as desired.
Now we can begin the main proof. If p ≤ 0, then n1p doesn’t converge to 0, so the sum
diverges. Suppose p > 0 - applying the lemma with an = n1p , we see that 2k a2k = 2k 21kp =
1
. This is a geometric series, and it converges if and only if | 2 p1−1 | < 1, which happens
2k ( p −1)
iff p > 1.
Theorem 11.10. ∑ n(log1 n) p converges if and only if p > 1.
The proof uses our previous lemma about the sequence ∑ 2k a2k .
Definition 11.11. e = ∑∞
n =0
1
n!
Theorem 11.12. limn→∞ (1 + n1 )n = e

A careful proof of this theorem appears in Rudin, but it comes down to lots of techni-
calities with the binomial formula and bounds - it’s not very enlightening.
Theorem 11.13. e is not rational. In fact, it’s not even algebraic.
12. L ECTURE 12 — M ARCH 7, 2019
Today we’ll talk more about series - this stuff won’t appear on the midterm, but it will
appear on the final (and it’s pretty cool).
p
Theorem 12.1 (Root test). Given ∑ an , let α = lim sup n | an |. Then
(1) If α < 1, then ∑ an converges.
(2) If α > 1, then ∑ an diverges.
(3) If α = 1, the test is inconclusive.
Proof.
p If α < 1, take
p α < β < 1. Since β is strictly greater than all the subsequential limits
n n
of | an |, ∃ N s.t. | an | ≤ β for n ≥ N. Otherwise, one could construct a subsequence
with limit at least β. So for n ≥ N, |αn | ≤ βn , and βn is a convergent geometric series, so
∑ αn converges by comparison. p
If α > 1, take α > β ≥ 1. By definition of α, there are infinitely many terms in n | an |
which exceed β. These terms have | an | ≥ βn . So the series doesn’t converge (formally,
because the an don’t converge to 0).
Theorem 12.2 (Ratio test). Fix a series ∑ an :
a
(1) If lim sup | na+n 1 | < 1, then ∑ an converges.
a
(2) If | na+n 1 | ≥ 1 for all n ≥ N, then ∑ an diverges.
a a
Proof. For (1), take lim sup | na+n 1 | < β < 1, then ∃ N such that ∀n ≥ N, | na+n 1 | ≤ β. Then
| an | ≤ cβn for some c. Since β < 1, that series converges and ∑ an converges by compar-
a
ison. For (2), | na+n 1 | ≥ 1 after N, so | a N | ≤ | a N +1 | ≤ . . . , so the an don’t even converge to
0.
23
It turns out that the root test is stronger than the ratio test. The reason why is that for
√ c
any sequence of positive real numbers cn , lim sup n cn ≤ lim sup nc+n 1 . The reason why we
c √
use the ratio test is that it’s often easier to compute nc+n 1 than n cn .
(
1
2n n even
Example 12.3. Consider ∑ an where an = 1 . This series converges be-
3n n odd
cause it’s less than ∑ 21n . The root test detects this, because n | an | ∈ { 12 , 31 }. The
p
a
ratio test, however, fails to detect this, because na+n 1 exceeds 1 at even terms, where
3n
2 +1
n = 12 ( 32 )n . And lim sup ana+n 1 = ∞, as 12 ( 32 )n grows arbitrarily large.
Given a sequence {cn } of complex numbers, ∑ cn zn = c0 + c1 z + c2 z2 + . . . forms a

power series. This is a fairly natural generalization of the polynomial, but whether it
actually makes sense as a quantity depends on the convergence of the series. For now,
we’ll think of z ∈ C as a number, but later in the course we’ll think of it as a variable and
consider the differentiability of these functions.
Theorem 12.4. Let α = lim sup n |cn |, and let R = α1 1. Then ∑ cn zn converges if |z| < R and
p
diverges if |z| > R. R is referred to as the radius of convergence of ∑ cn zn .

p p p
Proof. Let an = cn zn , and apply the root test, noting that n | an | = n |cn ||z| and lim sup n | an | =
|z|
R.
Notice that we haven’t said anything about what happens when |z| = R. In that case,
it’s difficult to say anything without considering the particular power series at hand.
Example 12.5. ∑ zn has cn = 1 ∀n, so R = 1. On the other hand, ∑ nn zn has cn = nn ;

since n |cn | = n → ∞, R = 0. And ∑ n! z = ez has R = ∞.
1 n
p
An alternating series is one whose terms have alternating signs. More explicitly, either
all its odd terms are positive and its even terms are negative, or vice versa. An example is
∑(−1)n an where an > 0; ∀n.
Theorem 12.6. Suppose { an } ∈ R is an alternating series where | a1 | ≥ | a2 | ≥ | a3 | ≥ . . . and
an → 0. Then ∑ an converges.
Proof. Let sn = ∑nk=1 ak . Then, because the sequence alternates and | ak+1 | ≥ | ak |,
s2 ≤ s4 ≤ s6 · · · ≤ s5 ≤ s3 ≤ s1
So s2m and s2m+1 are monotonic, bounded sequences, meaning they converge. They con-
verge to the same thing because s2m+1 − s2m = a2m+1 → 0.
The above theorem is pretty remarkable, because it’s a rare case in which convergence
is not dependent upon the rate at which the terms of the series converge to 0.
1If α = ∞, we define 1 = 0. Similarly, if α = 0, we define 1 = ∞
α α
24
Definition 12.7. ∑ an converges absolutely if ∑ | an | converges.
Proposition 12.8. Absolute convergence implies convergence.

Proof. Use the Cauchy criterion. | ∑m m
k=n ak | ≤ ∑k=n | ak |, and the right hand side gets arbi-
trarily small for sufficiently large n because ∑ | an | converges.
The rest of the class will be dedicated to operations on series which are seemingly safe
but in fact require the condition of absolute convergence in order to be safe.
Theorem 12.9. If ∑ an = A and ∑ bn = B, then their sum ∑( an + bn ) = A + B.
Proof. Look at the partial sums. ∑nk=1 ( ak + bk ) = ∑nk=1 ak + ∑nk=1 bk . We learned a few
weeks ago that the limit of the sum is the sum of the limits, so this converges to A + B.
So defining addition of series is not so hard, and is as well-behaved as we’d like it to
be2. Defining multiplication is much less obvious, however. Consider
( a0 + a1 + a2 + . . . )(b0 + b1 + b2 + . . . )
One way to make sure all terms hit each other is to group them by the sum of their indices,
and define the sum like so:
a0 b0 + ( a1 b0 + a0 b1 ) + ( a2 b0 + a1 b1 + a0 b2 ) + . . .
Definition 12.10. The product of ∑ an and ∑ bn is ∑ cn where cn = ∑nk=0 ak bn−k .
We’ve defined a product but this doesn’t mean anything yet, as we don’t know anything
about the behavior of this operation on series. Unfortunately, it turns out that it does not
in general send convergent series to convergent series.
(−1)n
Example 12.11. By our theorem for alternating series, ∑ √n+1 converges. Its product
with itself, however, is a sequence of positive terms which does not converge. One
can check that |cn | does not converge to 0, and is in fact always at least 2.
Fortunately, things are nicer with the assumption of absolute convergence, though we
aren’t going to prove why right now.
Theorem 12.12. If ∑ an = A converges absolutely and ∑ bn = B converges, then their product
converges to AB.
Definition 12.13. Let {nk } be a sequence of positive integers in which every positive inte-
ger appears exactly once. Then the series ∑∞ ∞
k=1 ank is a rearrangement of the series ∑k=1 ak .
Theorem 12.14 (Riemann). Let ∑ an be a series of real numbers which converges but does not
converge absolutely. Then for any α, β ∈ R with α ≤ β, there exists a rearrangement ∑ a0n whose
partial sums s0n satisfy lim inf s0n = α1 , lim sup s0n = β.
2Multiplying series by constants is also not so hard, as

∑ can = c ∑ an when ∑ an converges.
25
This is an insane theorem, and shows that rearrangements are in general not at all safe.
In particular, they can be used to warp the upper and lower limits of any convergent
but not absolutely convergent series of real numbers to anything you want. Fortunately,
there’s something of an antithesis to this theorem.
Theorem 12.15. If ∑ an converges absolutely to A, then all of its rearrangements converge to A.
13. L ECTURE 13 — M ARCH 14, 2019

:(
14. L ECTURE 14 — M ARCH 26, 2019

Guest lecture by Dr. Williams!
Definition 14.1. For X, Y metric spaces, f : X → Y is continuous at p ∈ X if ∀e > 0,
∃δ > 0 such that ∀ x ∈ X, ρ X ( x, p) < δ =⇒ ρY ( f ( x ), f ( p)) < e.
We say that f is continuous if it’s continuous at all points in its domain. Intuitively, this
mean that we can restrict output by restricting input.
Remark 14.2. If p is not an isolated point, continuity of f at p is equivalent to the statement
limx top f ( x ) = f ( p).
Theorem 14.3. f : X → Y is continuous if and only if for all open V ⊆ Y, f −1 (V ) ⊆ X is open.
Theorem 14.4 (Main Theorem). If f : X → Y is continuous and X is compact, then f ( X ) is
compact.
Proof. Let {Vα } be an open cover of f ( X ), meaning ∪α Vα ⊇ f ( X ). Since f is continuous,
the f −1 (Vα ) are open, and since anything in x has image in one of the vα , the f −1 (Vα )
cover X. Since X is compact, this reduces to a finite subcover f −1 (Vα1 ), . . . , f −1 (Vαn ).
Then Vα1 , . . . , Vαn form a finite subcover of f ( X ), as desired.
We’ll see that this is really a generalization of the extreme value theorem, and it’ll be
quite useful for the rest of the lecture. Let’s examine some of its corollaries.
Corollary 14.5. If f : X → Y is continuous and X is compact, then f ( X ) is closed and bounded.
Corollary 14.6. If F : X → R is continuous and X is compact, then ∃ p ∈ X such that f ( p) =
supx∈X f ( x ) and ∃q ∈ X such that f (q) = infx∈X f ( x ). In words, f achieves maximal/minimal
values.
Proof. By the main theorem, f ( X ) ⊂ R is compact, so it’s closed and bounded. Since it’s
bounded, sup f ( x ) and inf f ( x ) exist in R, and since it’s closed, these values are elements
of f ( X ), as desired.
When X = [ a, b] ⊂ R, this is precisely the extreme value theorem.
Theorem 14.7. If f : X → Y is a continuous bijection and X is compact, then f −1 : Y → X is
also continuous.
26
Proof. By our characterization of continuity, we need to show that f sends open set to sets
(meaning pre-images of open sets under f −1 are open). Given V ⊆ X open, V c ⊆ X is a
closed subset of a compact set, so it’s compact. By our main theorem, f (V c ) must also be
compact in X. Since f is a bijection, f (V c ) = f (V )c . So f (V )c is compact, which means
it’s closed. Thus f (V ) is open, as desired.
Definition 14.8. f : X → Y is uniformly continuous if ∀e > 0, ∃δ > 0 s.t. ∀ x, p ∈ X,
ρ x ( x, p) < δ =⇒ ρY ( f ( x ), f ( p)) < e.
The crucial difference between uniform continuity and continuity is that continuity al-
lows for δ to be selected as a function of e and p, whereas uniform continuity only allows
δ to be selected as a function of e. As we’ll soon see, continuous functions may not permit
choices of δ which sufficiently restrict output across the entirety of their domains, meaning
uniform continuity is stronger than continuity.
Example 14.9. f : R+ → R+ , f ( x ) = 1x is continuous but not uniformly continuous.

To see why, take e = 12 . Regardless of how small δ > 0 is selected, we can find
sufficiently large n ∈ N such that | n1 − n+
1 1 1
1 | < δ but | f ( n ) − f ( n+1 )| = 1 > e.
Theorem 14.10. If f : X → Y is continuous and X is compact, then f is in fact uniformly

continuous.
Proof. Fix e > 0. Since f is continuous, for all p ∈ X, ∃δ( p) such that ρ X ( x, p) < δ( p) =⇒
ρY ( f ( x ), f ( p)) < e/2 for x ∈ X. Let Vp = Nδ( p)/2 ( p). The Vp collectively cover X, so
they reduce to a finite subcover Vp1 , . . . , Vpn . Now let δ = 12 min(δ( p1 ), . . . , δ( pn )). Now
consider p, x with ρ X ( p, x ) < δ. Then there’s a Vpi with ρ X ( p, pi ) < δ( pi )/2. Since δ <
δ( pi )/2, by the triangle inequality we have δX ( x, pi ) < δ( pi ). Then, by definition of δ( pi ),
ρY ( f ( p), f ( pi ) < e/2 and ρY ( f ( x ), f ( pi )) < e/2. So, again by the triangle inequality,
dY ( f ( x ), f ( p)) < e. Thus δ restricts the behavior of X on its entire domain, and f is
uniformly continuous.
Theorem 14.11. If E ⊆ R is not compact, then
(a) ∃ f : E → R which is continuous such that f ( E) is not bounded.
(b) ∃ f : E → R which is continuous and bounded, but which has no maximum.
(c) If E is also bounded, ∃ f : E → R which is continuous but not uniformly continuous.
Finally, here’s a theorem we’ll see next time:
Theorem 14.12. If f : X → Y is continuous and E ⊆ X is connected, then f ( E) is connected.
15. L ECTURE 15 — M ARCH 28, 2019

We’ll start with a theorem we saw last time, which we weren’t able to prove.
Theorem 15.1. If f : X → Y is continuous and E ⊆ X is connected, then f ( E) is connected.
27
Proof. Suppose f ( E) is not connected, meaning it can be witnessed as the union of non-
empty, separated sets f ( E) = A ∪ B. Now consider G = E ∩ f −1 ( A) and H = E ∩ f −1 ( B).
These sets are disjoint because pre-images preserve disjointness (i.e. there could not be an
x ∈ E with f ( x ) ∈ A and f ( x ) ∈ B). It remains to show that G ∩ H = ∅ and G ∩ H = ∅.
First, we claim f ( G ) ⊆ A. Any x ∈ G appears as the limit of a sequence in G xn . By
continuity of f , f ( xn ) → f ( x ), so f ( x ) is the limit of a sequence in A, so it’s in A. So
G ∩ H = ∅, since f ( G ) ⊆ A, f ( H ) ⊆ B, and A ∩ B = ∅. By symmetry, G ∩ H = ∅, so
we’ve demonstrated that E is disconnected, producing contradiction.
”Did I just prove a homework problem? Being a mathematician is less dangerous than
being a surgeon or a pilot, but there are some occupational risks.” - Dr. Auroux.
Given this theorem, we get the Intermediate Value theorem more or less for free.
Theorem 15.2 (Intermediate Value Theorem). If f : [ a, b] → R is continuous, then ∀c ∈ R
such that f ( a) < c < f (b), c lies in the image of f .
Proof. We’ve seen that E ⊆ R is connected if and only if x, y ∈ E means z ∈ E for any
x < y < z. So [ a, b] is connected, and by the previous theorem, f ([ a, b]) is connected. By
this characterization of connected sets, the result holds.
In previous classes you may have heard or said something along the lines of ’as x goes
to infinity, f ( x ) goes to infinity’. We don’t currently have the tools to formalize this idea,
because infinity can’t live in a metric space. By further developing limits of functions and
defining neighborhoods in the extended reals, we can handle these cases.
We’ve seen that limx→ p f ( x ) = q if and only if ∀e > 0, ∃δ > 0 such that 0 < | x − p| < δ
implies | f ( x ) − q| < e. Equivalently, for every sequence xn converging to p with xn 6= p,
f ( xn ) → q. This is also equivalent to saying that for every neighborhood U of q, there
exists a neighborhood V of p with x ∈ V =⇒ f ( x ) ∈ U.
In the extended real number system R ∪ {−∞, ∞}, declare neighborhoods of ∞ to be
intervals (c, ∞) (and neighborhoods of −∞ to be intervals (−∞, −c)).
Example 15.3. With the neighborhood-based definition of functional limits,

limx→∞ f ( x ) = ∞ means that for any C > 0 (we’re taking the neighborhood (C, ∞)),
there exists A > 0 (we’re taking the neighborhood ( A, ∞)) such that f ( x ) > C when
x > A. Equivalently, for any xn → ∞, f ( xn ) → ∞.
Now we’ll consider one-sided limits, which you also may have seen previously in a
calculus class.
Definition 15.4. lim p+ f ( x ) = q ⇐⇒ ∀e > 0 ∃δ > 0 such that p < x < p + δ means
| f ( x ) − q| < e. Equivalently, for any xn → p with xn > p, f ( xn ) → q.
The definition of limx→ p− f ( x ) is analogous. When these limits exist, Rudin writes them
as f ( p+ ) and f ( p− ), respectively.
Proposition 15.5. limx→ p f ( x ) = q ⇐⇒ f ( p− ) = f ( p+ ) = q.
Proof sketch. The forward direction is immediate, and the backward direction involves tak-
ing the minimum of the δ’s you get from the definitions of f ( p− ) and f ( p+ ).
28
It’s important to note that it’s possible that f ( p− ) = f ( p+ ) = q but f ( p) 6= q.
Definition 15.6. We say f : R → R has a simple discontinuity at p if it is not continuous
at p but f ( p− ) and f ( p+ ) exist. This is also called a discontinuity of first kind, while all
other discontinuities are called discontinuities of the second kind.
(
0 x<0
Example 15.7. f ( x ) = has a simple discontinuity at 0.
1 x≥0
(
1 x∈Q
f (x) = has discontinuities of the second kind at every point, as
0 else
neither of the one-sided limits exist.
Definition 15.8. For E ⊆ R, f : E → R is monotonically increasing if x < y =⇒ f ( x ) ≤

f (y), and monotonically decreasing if x < y =⇒ f ( x ) ≥ (y). A monotonic function is
either monotonically increasing or monotonically decreasing.
Theorem 15.9. If f is monotonically increasing on ( a, b), then ∀ x ∈ ( a, b), f ( x − ) and f ( x + )
exist. In fact, supt∈(a,x) f (t) = f ( x − ) ≤ f ( x ) ≤ f ( x + ) = inft∈( x,b) f (t).
Proof. { f (t)|t ∈ ( a, x )} ⊆ R is non-empty and bounded above by f ( x ), so it has a least

upper bound A. We’d like to show f ( x − ) = limt→ x− f (t) = A. Fix e > 0. Since A − e
is not a least upper bound for { f (t)|t ∈ ( a, x )}, ∃δ > 0 such that x − δ ∈ ( a, x ) and
f ( x − δ) > A − e. Now, for t ∈ ( x − δ, x ), A − e < f ( x − δ) ≤ f (t) ≤ A. So | f (t) − A| < e
and limt→ x− f (t) = A. By an almost identical argument, the statement for one-sided limits
from the right holds.
So the discontinuities of monotonic functions are fairly reasonable.
Corollary 15.10. A monotonic function has at most countably many discontinuities.
Proof. If f is monotonically increasing, then a discontinuity at x means f ( x − ) < f ( x + ).
There exists a rational in ( f ( x − ), f ( x + )), and there are only countably many rationals, so
there can only be countably many of these jumps. Likewise if f is monotonically decreas-
ing.
One example of a monotonic function which realizes infinitely many discontinuities is
the function d x e, which outputs the smallest integer greater than its input and is discon-
tinuous at each integer.
16. L ECTURE 16 — A PRIL 2, 2019

f (t)− f ( x )
Definition 16.1. The derivative of f : [ a, b] → R at x ∈ [ a, b] is limt→ x t− x , if it exists.
When the above value exists, we write it as f 0 ( x ), and say that the function f is differ-
entiable at x.
Theorem 16.2. If f is differentiable at x, then it is continuous at x.
29
Proof. To show that limt→ x f (t) = f ( x ) amounts to proving that limt→ x f (t) − f ( x ) = 0.
We have
f (t) − f ( x )
lim f (t) − f ( x ) = lim (t − x )
t→ x t→ x t−x
= f 0 ( x ) lim(t − x )
t→ x
0
= f (x) · 0
=0

Theorem 16.3. If f , g : [ a, b] → R are differentiable at x, then so are f + g, f g, and (provided
g( x ) 6= 0), f /g. Moreover,
1. ( f + g)0 ( x ) = f 0 ( x ) + g0 ( x )
2. ( f g)0 ( x ) = f 0 ( x ) g( x ) + g0 ( x ) f ( x )
g( x ) f 0 ( x )− f ( x ) g0 ( x )
3. ( f /g)0 ( x ) = g ( x )2
Proof. The first claim follows from the fact that the limit of a sum is the sum of limits -
f (t)− f ( x ) g(t)− g( x )
formally, lim(sn + tn ) = lim sn + lim tn , where sn = t− x and tn = t− x .
To prove the second claim, we creatively add zero.
f (t) g(t) − f ( x ) g( x )
( f g)0 ( x ) = lim
t→ x t−x
f (t) g(t) − f (t) g( x ) + f (t) g( x ) − f ( x ) g( x )
= lim
t→ x t−x
g(t) − g( x ) f (t) − f ( x )
= lim f (t) + g( x )
t→ x t−x t−x
0 0
= f ( x ) g ( x ) + g( x ) f ( x )
Note that we used continuity of f - which followed from its differentiability - to conclude
that limt→ x f (t) = f ( x ). We won’t prove the claim for f /g here.
Theorem 16.4 (Chain rule). Suppose f is continuous on [ a, b] and differentiable at x ∈ [ a, b], and
g is defined on an interval containing f ([ a, b]) and differentiable at f ( x ). Then h(t) = g ◦ f (t) is
defined on [ a, b] and differentiable at x, with h0 ( x ) = g0 ( f ( x )) f 0 ( x ).
Proof. Write f (t) − f ( x ) = (t − x )( f 0 ( x ) + u(t)) for u(t) an error term with limit 0 as t → x.
Likewise, taking y = f ( x ) for ease of notation, write g(s) − g(y) = (s − y)( g0 (y) + v(s)),
for v(s) an error determ with limit 0 as s → y. Then
g( f (t)) − g( f ( x )) = ( f (t) − f ( x ))( g0 ( f ( x )) + v( f (t)))
g( f (t)) − g( f ( x )) = (t − x )( f 0 ( x ) + u(t))( g0 ( f ( x )) + v( f (t)))
g( f (t)) − g( f ( x ))
= ( f 0 ( x ) + u(t))( g0 ( f ( x )) + v( f (t)))
t−x
Taking the limit as t → x proves the claim.
30
(
x sin( 1x ) x 6= 0
Example 16.5. Consider f ( x ) = . f is continuous at 0, as | f ( x ) −
0 x=0
f (0)| = | x sin( 1x )| ≤ | x |, which approaches 0 as x approaches 0. It’s easier to see that
it’s continuous on R \ {0}, using the fact that products, quotients, and compositions
of continuous functions are continuous. One can also see that f is differentiable on
f ( x )− f (0) x sin( 1x )
R \ {0}, but it fails to be differentiable at 0, as x −0 = x = sin( 1x ), which
does not have a limit as x → 0.
The following theorems will be quite useful for the remainder of the course. First, a
familiar definition.
Definition 16.6. A function f has a local maximum at p if ∃δ > 0 such that | x − p| <
δ =⇒ f ( x ) ≤ f ( p).
Theorem 16.7. If f : [ a, b] → R has a local maximum at x ∈ ( a, b) and is differentiable at x,
then f 0 ( x ) = 0.
Proof. Consider approaching x from the right and left side (note that we’re making use
f (t)− f ( x )
of the fact that x is in the interior of f ’s domain). By assumption, limt→ x t− x exists.
f (t)− f ( x )
When t − x > 0, then t− x ≤ 0, as f (t) − f ( x ) ≤ 0. Similarly, when t − x < 0,
f (t)− f ( x )
t− x ≥ 0. It follows that the limit must be zero.
Theorem 16.8 (Mean Value). Let f , g : [ a, b] → R be differentiable on ( a, b). Then ∃ x ∈ ( a, b)
such that ( f (b) − f ( a)) g0 ( x ) = f 0 ( x )( g(b) − g( a)).
Proof. Let h(t) = ( f (b) − f ( a)) g(t) − f (t)( g(b) − g( a)). Then h is continuous on [ a, b] and
differentiable on ( a, b). The problem reduces to proving that h0 (t) = 0 for some t ∈ ( a, b).
Note that
h( a) = f (b) g( a) − f ( a) g(b) = h(b)
If h is constant, then its derivative is everywhere zero, and the claim follows. If h is not
constant, then - by the extreme value theorem - it reaches a maximum or minimum at an
interior point t. By the previous theorem, h0 (t) = 0, proving the claim.
Corollary 16.9. The previous statement of the Mean Value theorem may appear foreign, but it
implies the more familiar one. In particular, taking g to be the identity proves the existence of an
x ∈ ( a, b) for which f (b) − f ( a) = (b − a) f 0 ( x ).
Theorem 16.10. Let f be a real-valued function differentiable on ( a, b).
1. If f 0 ( x ) ≥ 0 ∀ x ∈ ( a, b), then f is monotonically increasing on ( a, b).
2. If f 0 ( x ) ≤ 0 ∀ x ∈ ( a, b), then f is monotonically decreasing on ( a, b).
3. If f 0 ( x ) = 0 ∀ x ∈ ( a, b), then f is constant on ( a, b).
Proof. Suppose we are in case 1, and fix x, y ∈ ( a, b) with x < y. Then, by the Mean
Value theorem, f (y) − f ( x ) = f 0 (t)(y − x ). The right hand side is the product of two
nonnegative numbers, so it’s nonnegative. Then f (y) − f ( x ) ≥ 0 and f (y) ≥ f ( x ), as
desired. The remaining cases follow similarly.
31
17. L ECTURE 17 — A PRIL 4, 2019
Last time we looked at the Mean value theorem, which states that the mean value of a
function’s rate of change is achieves somewhere. In particular, for f : [ a, b] → R, there
f (b)− f ( a)
exists an x ∈ ( a, b) such that f 0 ( x ) = b−a . The generalization is that for f , g : [ a, b] →
f (b)− f ( a) f 0 (x)
R, there exists an x ∈ ( a, b) with g(b)− g( a)
= g0 ( x )
.
Theorem 17.1 (L’Hopital’s rule). Let f , g : ( a, b) → R be differentiable, g0 ( x ) 6= 0 ∀ x, and

f 0 (x)
suppose limx→ a g0 ( x) = A, for A ∈ R ∪ {±∞}. If either
(1) f ( x ), g( x ) → 0 as x → a, or
(2) g( x ) → ∞ as x → a
f (x)
then g( x )
→ A as x → a. Likewise for b.
f (x)
Proof. To show g( x )
→ A as x → a+ , we show
f (x)
(A) ∀q ∈ R s.t. A < q, ∃c ∈ ( a, b) s.t. x ∈ ( a, c) =⇒ g( x )
≤ q.
(B) ∀h ∈ R s.t. A > h, ∃c0 ∈ ( a, b) s.t. x ∈ ( a, c0 ) =⇒ gf ((xx)) ≥ q.
f 0 (x)
First suppose we obey (1). Then, because g0 ( x )
→ A as x → a, ∃c ∈ ( a, b) s.t. x ∈
f 0 (x)
( a, b) =⇒ g0 ( x )
< q. Then for a < y < x < c, the generalized MVT provides the existence
f ( x )− f (y) 0
of t ∈ (y, x ) such that g( x )− g(y)
= gf 0 ((tt)) < q. Keeping x fixed, as y → a, f (y) → 0 and
f ( x )− f (y) f (x)
g(y) → 0. Then lim g( x)− g(y) = g( x) ≤ q. So we’ve shown (A).
f 0 (x)
If we obey (2), then again ∃c with x ∈ ( a, b) =⇒ g0 ( x) < q. Again by the generalized
0
MVT, a < x < c =⇒ ∃t ∈ ( x, c) s.t. gf ((xx)− )− f (c)
g(c)
= gf 0 ((tt)) < q. So, as x → a+ , because
f (c) g( x )− g(c)
g( x ) → ∞ and g(c) is a constant, g( x)− g(c) → 0 and g( x) → 1. So
f (x) f ( x ) − f (c) f (c) g( x ) − g(c)
=( + )
g( x ) g( x ) − g(c) g( x ) − g(c) g( x )
Where we’ve shown that the rightmost term approaches 1, the middle term approaches
0, and the leftmost term is bounded by q. If we had done this with some q0 < q, then we
f (x)
could have concluded that ∃c0 ∈ ( a, c) s.t. a < x < c0 =⇒ g( x) < q. So we’ve proven (A)
in both cases, and (B) follows similarly.
Theorem 17.2 (Taylor’s theorem). For f : [ a, b] → R and n ≥ 1, suppose f (n−1) is continuous
on [ a, b] and f (n) exists on ( a, b). Let α, β be distinct in [ a, b]. The (n − 1)th Taylor polynomial of
f at α is
f 00 (α) f ( n −1)
P(t) = f (α) + f 0 (α)(t − α) + ( t − α )2 + · · · + ( t − α ) n −1
2 ( n − 1) !
f (n) ( x ) n
And there exists x ∈ (α, β) with f ( β) = P( β) + n! ( β − α ) .
32
Proof. Let M be the constant such that f ( β) = P( β) + M ( β − α)n , and let g(t) = f (t) −
P(t) − M(t − α)n . Then g(n) (t) = f (n) (t) − n!M. We’d like to show ∃ x with g(n) ( x ) = 0,
f (n) ( x )
which would imply M = n! . Suppose, without loss of generality, that α < β. Since P
has the same derivative as f , g(α) and the first n − 1 derivatives of g at α are zero. We also
have that g( β) = 0. Then, by MVT, g0 ( x1 ) = 0 for some x1 ∈ (α, β). Again using the MVT
(with g0 (α) = g0 ( x1 ) = 0), we have that g00 ( x2 ) = 0 for some x2 ∈ (α, x1 ). Proceeding in
this way, we arrive at the existence of an xn with g(n) ( xn ) = 0.
f (n) ( x )
This statement of Taylor’s theorem is nice, because the n! ( β − α)n allows us to bound
our errors, by considering the x ∈ (α, β) with greatest nth derivative. So we’re done with
derivatives, and we’re off to Riemann integrals.
Definition 17.3. A partition P of [ a, b] ⊆ R is a finite set x0 , . . . , xn ∈ R such that a = x0 ≤
x1 ≤ · · · ≤ xn = b. We write ∆xi = xi − xi−1 , i = 1, . . . , n.
Given a bounded function f : [ a, b] → R and a partition P = { x0 , . . . , xn }, let Mi =
sup{ f ( x ), xi−1 ≤ x ≤ xi } and mi = inf{ f ( x ), xi−1 ≤ x ≤ xi }. Set U ( P, f ) = ∑in=1 Mi ∆xi
Rb
and L( P, f ) = ∑in=1 mi ∆xi . Then the upper Riemann integral is a f dx = inf{U ( P, f ) :
Rb
P a partition of[ a, b]} and the lower Riemann integral is a = sup{ L( P, f ) : P a partition of[ a, b]}.
Rb Rb
Theorem 17.4. For any partition P, L( P, f ) ≤ a f dx ≤ a f dx ≤ U ( P, f ).
Rb Rb
Definition 17.5. f is Riemann integrable if a f dx = a f dx.
Remark 17.6. The upper and lower integrals always exist for bounded f .
18. L ECTURE 18 — A PRIL 9, 2019

Last time we talked about Riemann integrals, and decided to call a function Riemann-
Rb Rb
integrable on [a,b] if supP L( P, f ) = a f dx = a f dx = infP U ( P, f ). We then write these
Rb
quantities as a f ( x )dx, and write f ∈ R to denote that f is integrable.
If f is bounded, then we’re guaranteed the existence of all lower and upper sums
L( P, f ) = ∑in mi ∆xi , U ( P, f ) = ∑in=1 Mi ∆xi , as these quantities are bounded by m(b − a)
and M (b − a), respectively, where m ≤ f ( x ) ≤ M.
Definition 18.1. A refinement of the partition P = { x0 , . . . , xn } is a partition P∗ = { x0∗ , . . . , x ∗N }
with { x0 , . . . , xn } ⊆ { x0∗ , . . . , x ∗N }.
Proposition 18.2. For P∗ a refinement of P,
L( P, f ) ≤ L( P∗ , f ) ≤ U ( P∗ , f ) ≤ U ( P, f )
Proof sketch. L( P, f ) ≤ L( P∗ , f ) because when [ xi∗−1 , xi∗ ] ⊆ [ x j−1 , x j ], mi∗ ≥ m j . Likewise
for U ( P∗ , f ) ≤ U ( P, f ).
33
Then, given any partition P1 , P2 , there exists a refinement of both P1 and P2 , say P∗ ,
which cuts the interval whenever P1 or P2 do. By the above proposition, we arrive at
L( P1 , f ) ≤ L( P∗ , f ) ≤ U ( P∗ , f ) ≤ U ( P2 , f )
Taking the supremum over all P1 , keeping P2 fixed, we arrive at
Z b
f dx = sup L( P1 , f ) ≤ U ( P2 , f )
a P1
Now varying P2 taking the infimum, we conclude:

Z b Z b
f dx ≤ inf U ( P2 , f ) = f dx
a P2 a
Rb Rb
Theorem 18.3. • a f dx ≤ a f dx
• f ∈ R if and only if ∀e > 0, ∃ partition P with U ( P, f ) − L( P, f ) ≤ e.
Proof. We’ve already proven the first claim. To show the second claim, first suppose f ∈ R.
Rb
By the definition of inf and sup, given any e > 0, ∃ P1 , P2 such that L( P1 , f ) ≥ a f dx − e/2
Rb
and U ( P2 , f ) ≤ a f dx + e/2. Taking P∗ to be a refinement of the Pi , we have U ( P∗ , f ) −
L( P∗ , f ) ≤ e. Conversely, if ∀e > 0 ∃ P such that U ( P, f ) − L( P, f ) ≤ e, then − ≤ e.
R R
R R
Since this holds for any e, = .
Remark 18.4. If U ( P, f ) − L( P, f ) ≤ e, then ∀si , ti ∈ [ xi−1 , xi ], ∑in=1 | f (si ) − f (ti )|∆xi ≤ e
(as this quantity is bounded by ∑( Mi − mi )∆xi = U ( P, f ) − L( P, f )). So, also assuming
f ∈ R, one can conlude
n Z b
| ∑ f (si )∆xi − f ( x )dx | ≤ e
i =1 a
Theorem 18.5. If f is continuous on [ a, b], then f ∈ R.

Proof. Fix e. We’d like to build P such that U ( P, f ) − L( P, f ) ≤ e. So we’d like to ensure
that Mi − mi ≤ b−e a . Since f is continuous on a compact set, it’s uniformly continuous.
Thus, there exists δ for which | x − y| < δ =⇒ | f ( x ) − f (y)| < b−e a ∀ x, y ∈ [ a, b]. Now
pick a partition P of [ a, b] with N equal steps of width δxi = b− a b− a
N such that N < δ. For
any s, t ∈ [ xi−1 , xi ], | f (s) − f (t)| < b−e a . So Mi − mi ≤ b−e a . Thus
n
U ( P, F ) − L( P, f ) = ∑ ( Mi − mi )∆xi
i =1
e N
b − a i∑
≤ ∆xi
=1
=e

Theorem 18.6. If f is monotonic on [ a, b], it’s integrable.
34
Proof. Without loss of generality, assume f is monotonically increasing. Fixing e > 0, take
P such that all ∆xi are equal and are weakly less than f (b)−e f (a) . Because f is monotonic,
Mi = f ( xi ) and mi = f ( xi−1 ). So L( P, f ) = ∑in=1 f ( xi−1 )∆xi =) f ( x0 ) + · · · + f ( xn−1 ))∆xi
and likewise U ( P, f ) = ( f ( x1 + · · · + f ( xn ))∆xi . Thus
U ( P, f ) − L( P, f ) = ( f (b) − f ( a))∆xi ≤ e

Theorem 18.7. If f is bounded on [ a, b] and has finitely many discontinuities, then f is integrable.
Proof sketch. Take increasingly narrow intervals around the discontinuities, and integrate
the rest using the argument for continuous fucntions.
Theorem 18.8. If f is integrable and bounded on [ a, b], i.e. m ≤ f ≤ M, and ϕ is continuous on
[m, M], then ϕ ◦ f is integrable on [ a, b].
Proof. See Rudin.
Rb
Theorem 18.9. (a) If f 1 , f 2 are integrable on [ a, b], then f 1 + f 2 ∈ R and a ( f 1 + f 2 )dx =
Rb Rb Rb Rb
a f 1 dx + a f 2 dx. Likewise, ∀ v ∈ R, c f is integrable
Rb
with a (c f )dx = c a f dx.
Rb
(b) If f 1 ( x ) ≤ f 2 ( x ) are integrable on [a,b], then a f 1 dx ≤ a f 2 dx.
(c) If f is integrable on [ a, b] and a < c < b, then f is also integrable on [ a, c] and [c, b], and
Z b Z c Z c
f dx = f dx + f dx
a a b
Rb
(d) If f is integrable and | f ( x )| ≤ M on [a,b], then | a f dx | ≤ M (b − a)
(e) If f and g are integrable, then f g is integrable.
R R
(f) If f is integrable, then | f | is as well, and | f dx | ≤ | f |dx.
Proof. (a) Note that L( f 1 + f 2 , P) ≤ L( f 1 , P) + L( f 2 , P). Observing the analogous result
for upper sums, the result holds.

19. L ECTURE 19 — A PRIL 11, 2019

R R
Recall that f is integrable (which we write f ∈ R) if = or, equivalently, for any
e > 0, there exists a partition P with U ( P, f ) − L( P, f ) < e. Last time we saw that contin-
uous functions, piece-wise continuous functions with finitely many discontinuities, and
monotonic functions are integrable (on sets of the form [ a, b]). We also saw that R is closed
under addition and multiplication, meaning sums and products of integrable functions
are integrable.
Today we’ll be talking about change of variables - sometimes called u-substitution in
calculus courses - and this appears as 6.17 and 6.19 in Rudin.
Theorem 19.1. Say f is integrable on [ a, b] and ϕ is a strictly increasing function which surjects
from [ A, B] to [ a, b]. Assume ϕ0 ∈ R. Then g(y) = f ( ϕ(y)) ϕ0 (y) on [ A, B] is integrable, and
RB RB Rb
furthermore A g(y)dy = A f ( ϕ(y)) ϕ0 (y)dy = a f ( x )dx.
35
Proof. To each partition P = { x0 , . . . , xn } of [ a, b] we can associate a partition Q = {y0 , . . . , yn }
of [ A, B] such that xi = ϕ(yi ). Given such P, Q, let
mi ( f ) = inf f (x) = inf f ◦ ϕ(y)
x ∈[ xi−1 ,xi ] y∈[yi−1 ,yi ]
mi ( ϕ 0 ) = inf ϕ0 (y)
y∈[yi−1 ,yi ]
0 0
min(mi ( f )mi ( ϕ ), mi ( f ) Mi ( ϕ )) ≤ mi ( g) = inf g(y)
y∈[yi−1 ,yi ]
So L( P, f ) = ∑i mi ( f )( xi − xi−1 ) = ∑i mi ( f ) ϕ0 (yi∗ )(yi − yi−1 ), by the Mean Value theorem

and ϕ(yi ) = xi , ϕ(yi−1 ) = xi−1 . Since φ0 is integrable, ∀e > 0, ∃ P, Q s.t. ∀yi∗ ∈ [yi−1 , yi ],
∑i max(| ϕ0 (yi∗ ) − mi ( ϕ0 )|, | Mi ( ϕ0 ) − ϕ0 (yi∗ )|)∆yi ≤ e. And
L( Q, G ) = ∑ mi ( g)∆yi
i
≥ ∑ min(mi ( f )mi ( ϕ0 ), mi ( f ) Mi (y0 ))∆yi
i
≥ ∑ mi ( f ) ϕ0 (yi∗ )∆yi − ∑ |mi ( f )| max(| ϕ0 (yi∗ ) − mi ( ϕ0 )|, | Mi ( ϕ0 ) − ϕ0 (yi∗ )|)∆yi
i
≥ L( P, f ) − (max |mi ( f )|)e
i
Since f is bounded - it’s a continuous function on a compact set - the last line is of the
form L( P, f ) − ce for some constant c. So, taking sufficiently fine partitions, L( P, f ) can
RB Rb
be brought arbitrarily close to L( Q, g), meaning A g(y)dy = sup L( Q, g) ≥ a f ( x )dx.
RB
Performing an almost identical procedure with upper sums, we have that A g(y)dy ≤
Rb RB Rb
a f dx. We conclude that A g ( y ) dy = a f ( x ) dx, as desired.
This is a pretty messy proof, but one of the crucial steps was applying the Mean Value
theorem to lower/upper sums of f in order to witness them as sums of scaled values of
ϕ0 , rather than of f .
Rb
Theorem 19.2. Let f be integrable on [ a, b] and define F ( x ) = a f (t)dt for x ∈ [ a, b]. Then
F is continuous on [ a, b] and if f is continuous at x, then F is differentiable at x with derivative
F 0 ( x ) = f ( x ).
Proof. Since f is integrable, it’s R y bounded, so say | f (t)| ≤ M for t ∈ [ a, b]. Then for a e≤
x ≤ y ≤ b, | F (y) − F ( x )| = | x f (t)dt| ≤ M|y − x |. So F is continuous, by taking δ = M .
Now, assuming f is continuous at x, given e > 0 select δ such that |t − x | < δ =⇒
| f (t) − f ( x )| < e. Then for s, t ∈ ( x − e, x + e),
Z t
F (t) − F (s) 1
| − f ( x )| = | ( f (u) − f ( x ))du| ≤ e
t−s t−s s

Theorem 19.3 (Fundamental Theorem of Calculus). If f is integrable on [ a, b] and F is differ-
Rb
entiable on [ a, b] with F 0 = f , then a f ( x )dx = F (b) − F ( a).
36
Proof. Given e > 0, integrability of f implies the existence of a partition P of [ a, b] with
Rb
U ( P, f ) − L( P, f ) ≤ e, and thus ∀ xi∗ ∈ [ xi−1 , xi ], | ∑i f ( xi∗ )∆xi − a f ( x )dx | ≤ e. By
the Mean Value theorem, ∃ xi∗ ∈ [ xi−1 , xi ] with F ( xi ) − F ( xi−1 ) = F 0 ( xi∗ )( xi − xi−1 ) =
f ( xi∗ )∆xi . So
F (b) − F ( a) = ∑( F(xi ) − F(xi−1 ))
i
= ∑ f ( xi∗ )∆xi
i
Rb Rb
Which is within e of a f ( x )dx for arbitrary e. So it’s identically a f ( x )dx.
Theorem 19.4 (Integration by parts). Suppose F, G are differentiable on [ a, b] and F 0 = f , G 0 =
Rb Rb
g are integrable on [ a, b]. Then a F ( x ) g( x )dx = F (b) G (b) − F ( a) G ( a) − a f ( x ) G ( x )dx.
Proof. Let H ( x ) = F ( g) G ( x ). Then H 0 = f G + Fg by the product rule. Apply the Funda-
mental Theorem of Calculus!
20. L ECTURE 20 — A PRIL 16, 2019
The goal is now to discuss sequences and series of functions. In order to define series of
functions, we need to be able to speak of sums of functions - which we’ll define pointwise
- so the codomains of our functions need to support an addition operation. For this reason,
we’ll restrict ourselves to real-valued functions.
Definition 20.1. A sequence f n : ( E, d) → R converges pointwise to f : E → R if ∀ x ∈ E,
f n ( x ) → f ( x ).
It turns out that sequences of continuous functions do not in general converge to contin-
uous functions, and sequences of differentiable functions do not converge to differentiable
functions either. For this reason, we’ll be considering stronger forms of convergence, like
uniform convergence.
Definition 20.2. A series ∑nn=0 f n ( x ) converges pointwise if ∀ x ∈ E, ∑ f n ( x ) converges
(meaning the sequence of partial sums converges).
2
Example 20.3. Let f n = (1+xx2 )n : R → R. The f n are all continuous. Now consider
f ( x ) = ∑∞ n=0 f n ( x ). We have f (0) = ∑ 0 = 0, as f n (0) = 0 ∀ n ∈ N. For x 6 = 0,
f ( x ) = x2 ∑∞ 1 n
n=0 ( 1+ x2 ) . That’s a convergent geometric series, since x 6 = 0, so
1
f ( x ) = x2 1
1− 1+ x 2
1
= x2 x2
1+ x 2
2
= 1+x
Then f (0+ ) = f (0− ) = 1 6= 0 = f (0), so f isn’t continuous.
37
sin(nx )
Example 20.4. Let f n = √n . Note that | f n ( x )| ≤ √1
n
→ 0. But f n0 ( x ) =
√
n cos(nx ) doesn’t converge at all.
Definition 20.5. A sequence of functions { f n } converges uniformly on E to a function f if

∀e > 0, ∃ N ∈ N such that ∀n ≥ N, ∀ x ∈ E, | f n ( x ) − f ( x )| < e.
Note that this definition differs from pointwise convergence in that we’re not allowed
to tailor N for each x ∈ E.
Theorem 20.6. Suppose limn→∞ f n ( x ) = f ( x ) ∀ x ∈ E, meaning there is pointwise convergence.
Let Mn = supx∈E | f n ( x ) − f ( x )|. Then f n → f uniformly ⇐⇒ Mn → 0.
Theorem 20.7. f n converges uniformly on E if and only if ∀e > 0, ∃ N such that ∀m, n ≥ N,
∀ x ∈ E, | f n ( x ) − f m ( x )| ≤ e.
Proof. First suppose f n converges uniformly to some f . Fixing e > 0, ∃ N s.t. ∀ x ∈ E, ∀n ≥
N, | f n ( x ) − f ( x )| ≤ e/2. Then for m, n ≥ N, by the triangle inequality, | f n ( x ) − f m ( x )| ≤
e.
Now suppose that { f n } is uniformly Cauchy. Then ∀ x ∈ E, { f n ( x )} is Cauchy in
R, C, Rk , meaning it converges to some limit f ( x ). Then f n ( x ) → f ( x ) pointwise. And,
given any e, ∃ N s.t. ∀m, n ≥ N, ∀ x ∈ E, | f n ( x ) − f m ( x )| ≤ e. Taking the limit as m tends
to ∞, for fixed x, n, we have that | f n ( x ) − f ( x )| ≤ e ∀n ≥ N, ∀ x ∈ E.
Definition 20.8. A series ∑ f n converges uniformly on E to its sum s( x ) = ∑ f n ( x ) if the
sequence of partial sums sn ( x ) = ∑nk=0 f k ( x ) converges to s( x ) uniformly.
Remark 20.9. If ∑ f n converges uniformly, then supx∈E | f n ( x )| → 0 as n → ∞. This is a
consequence of the Cauchy criterion when m = n + 1.
It’s important to keep in mind that the above condition is necessary but not sufficient
(and not even sufficient if ∑ f n is known to converge pointwise!). Recall the series ∑ n1 ,
2
and observe the series ∑ (1+xx2 )n - it converges pointwise and it’s uniformly bounded, but
it doesn’t converge uniformly.
Theorem 20.10. If | f n ( x )| ≤ Mn ∀ x ∈ E and if ∑ Mn converges, then ∑ f n converges uniformly
on E.
Proof. Given e > 0, we’d like to construct N with m ≥ n ≥ N implies |sm ( x ) − sn ( x )| =
| ∑m m m m
k=n+1 f k ( x )| ≤ e. We know that | ∑k=n+1 f k ( x )| ≤ ∑k=n+1 | f k ( x )| ≤ ∑k=n+1 Mk . And
the rightmost term can be made arbitrarily small for sufficiently large n, by the Cauchy
criterion on convergence of ∑ Mn .
21. L ECTURE 21 — A PRIL 18, 2019
Last time we saw that uniform convergence of a sequence of functions f n : E → R to
the function f : E → R meant that ∀e > 0, ∃ N ∈ N s.t. ∀n ≥ N, ∀ x ∈ E, | f n ( x ) − f ( x )| <
e.Equivalently, supx∈E | f n ( x ) − f ( x )| = Mn → 0. In words, it means that we can be
guaranteed that eventually all outputs of the f n are as close as desired to f , rather than
needing to tailor the waiting time for each point in the domain.
38
Theorem 21.1. Suppose f n → f uniformly and limt→ x f n (t) = An . Then the sequence An
converges and
lim (lim f n (t)) = lim An = lim f (t) = lim( lim f n (t))
n→∞ t→ x n→∞ t→ x t→ x n→∞
Corollary 21.2. The uniformly limit of a sequence of continuous functions is itself a continuous
function.
Proof. Apply the previous theorem with An = f n ( x ). By definition, limn→∞ An = f ( x ), so
limt→ x f (t) = limn→∞ f n ( x ) = f ( x ). Thus f is continuous.
Theorem 21.3. Let f n : [ a, b] → R be integrable, and assume f n → f uniformly on [ a, b]. Then
Rb Rb
f is integrable and a f ( x )dx = limn→∞ a f n ( x )dx.
Proof. Let Mn = supx∈[a,b] | f n ( x ) − f ( x )|. By uniform convergence, Mn → 0. For any
x ∈ [ a, b], we have f n ( x ) − Mn ≤ f ( x ) ≤ f n ( x ) + Mn . Then
Z b Z b Z b Z b
f n ( x )dx − Mn (b − a) ≤ f ( x )dx ≤ f ( x )dx ≤ f n ( x )dx + Mn (b − a)
a a a a
Thus
Z b Z b Z b Z b
f ( x )dx − f ( x )dx ≤ ( f n ( x )dx + Mn (b − a)) − ( f n ( x )dx − Mn (b − a))
a a a a
= 2Mn (b − a)
→0
Rb Rb
Meaning f is integrable. We also have | a f ( x )dx − a f n ( x )dx | ≤ Mn (b − a) → 0, so the
integrals indeed coincide.
We now turn our focus to the relationship between convergence of sequences of func-
tions and differentiation. An important observation is that even uniform convergence
does not imply that the limit of the derivatives is the derivative of the limit.
√
Example 21.4. Consider f n ( x ) = √1n sin(nx ). f n ( x ) → 0 but f n0 ( x ) = n cos(nx ),
which does not converge to the derivative of the zero function.
Theorem 21.5. Suppose f n are differentiable on [ a, b] and f n ( x0 ) converges for some x0 ∈ [ a, b].
Suppose also that the f n0 converge uniformly on [ a, b]. Then the f n converge uniformly on [ a, b] to
a limit f , and f is differentiable with f 0 ( x ) = limn→∞ f n0 ( x ).
Definition 21.6. Let C( X ) denote the space of bounded, continuous functions from a
metric space X to R. For f ∈ C( X ), let || f || = supx∈X | f ( x )|. The distance function
ρ( f , g) = || f − g|| then turns C( x ) into a metric space, as
(i) || f − g|| = 0 ⇐⇒ sup | f ( x ) − g( x )| = 0 ⇐⇒ f ( x ) = g( x ) ∀ x ∈ X
(ii) || f − g|| = sup | f ( x ) − g( x )| = sup | g( x ) − f ( x )| = || g − f ||
39
(iii)
|| f − h|| = sup | f ( x ) − h( x )|
x∈X
≤ sup(| f ( x ) − g( x )| + | g( x ) − h( x )|)
x∈X
≤ || f − g|| + || g − h||
Theorem 21.7. C( X ) is complete.
Proof. Let f n be a Cauchy sequence in C( X ). Then for ∀e > 0, ∃ N s.t. ∀m, n ≥ N, || f (n) −
f (m)|| < e. Because of our choice of metric, this means that the f n are uniformly Cauchy.
Because R is complete, the f n ( x ) thus converge pointwise to a value for each x ∈ X,
Because the convergence is uniform, the limit is itself continuous.
22. L ECTURE 22 — A PRIL 23, 2019

:(
23. L ECTURE 23 — A PRIL 25, 2019

Let’s return to functions defined by power series, f ( x ) = ∑∞ n
n=0 cn x . We’ve seen that an
1
important quantity here is the radius of convergence R = lim sup |c |1/n , which lives in the
n
extended reals. The root test told us that the series converges (absolutely) for | x | < R and
diverges for | x | > R. Now that we have the tools to think about series of functions, we
can generalize our results.
Theorem 23.1. Suppose ∑∞ n ∞ n
n=0 cn x converges for | x | < R, and define f ( x ) = ∑n=0 cn x on
(− R, R). Then
1) The series converges uniformly on [− R + e, R − e] ∀e > 0.
2) f is differentiable in (− R, R), meaning it is also continuous.
3) f 0 ( x ) = ∑∞
n=1 ncn x
n −1 .
Proof. We’ve seen that in the series ∑ gn , where gn ( x ) = cn x n , if gn is bounded by Mn and

∑ Mn converges, then ∑ gn converges uniformly. We’d then like to show that supx∈E | f ( x ) −
f n ( x )| = supx∈E | ∑∞ k
k=n+1 ck x | → 0.
Using this criterion and the fact that, for | x | ≤ R − e, we have that |cn x n | ≤ |cn |( R − e)n ,
take Mn = |cn |( R − e)n . Then lim sup Mn1/n = lim sup |cn |1/n ( R − e) = ( R − e) lim sup |c1/n n .
1/n 1
Since R − e < R, and lim sup cn = R , this quantity comes out to less than one. By the
root test, ∑ Mn converges.
Now, given that f n = ∑nk=0 ck x k → f uniformly on [− R + e, R − e] for all e, f is contin-
uous on [− R + e, R − e] for all e. So in fact it’s continuous on (− R, R). Finally, we’ve seen
that if f n0 converges uniformly to a limit, then f is differentiable and f 0 ( x ) = limn→∞ f n0 ( x ).
Now, f n0 = ∑nk=1 kck x k−1 are the partial sums of the √ power series h( x ) = ∑∞ k =1 kck x
k −1 .
k
Note that lim sup |kck |1/k = lim sup |ck |1/k , because k → 1. So the radius of conver-
gence of h is the same as for f - they converge pointwise on (− R, R) and uniformly on
[− R + e, R − e]. So over [− R + e, R − e], f n0 → h uniformly. Then, by Theorem 7.17
40
in Rudin, since f is differentiable and f 0 = h on [− R + e, R − e] for any e, f 0 − h on
(− R, R).
Corollary 23.2. For f infinitely differentiable on (− R, R) - often called smooth - applying the
theorem k times shows f (k) ( x ) = ∑∞n = k n ( n − 1) . . . ( n − k + 1) c n x
n−k . In particular, c =
k
1 (k)
k! f ( 0 ) .
So a given smooth function f is given by a power series near 0 if and only if its Taylor
series at 0 converges and equals f . To see that the last condition is not trivial, observe the
following example.
( 2
e−1/x x 6= 0
Example 23.3. Consider f ( x ) = . One can check that f is smooth,
0 x=0
meaning it has derivatives of all orders, but f (n) (0) = 0 ∀n. So the Taylor series at 0
converges, but to the zero function rather than f .
There are several ways to define the exponential function. The first, which is not so
pretty, is to define the real number e as e = ∑∞ 1 n
n=0 n! ≈ 2.718, then define e for integral n in
p
the natural way, define e p/q as (e p )1/q , and define e x for x irrational as sup{e p/q : q < x }.
The second, much nicer way is to define the exponential function as exp( x ) = ∑∞ x n
n=1 n! .
n
Its radius of converge is ∞, since n! > ( n2 ) 2 , which implies (n!)1/n → ∞. So this function
is well defined for all x ∈ R (and, as it happens, all x ∈ C). It’s continuous, and in fact
differentiable, and we have
∞
x k ∞ ym
exp( x ) exp(y) = ( ∑ )( ∑ )
k =0
k! m=0 m!
∞ n
x k yn−k
= ∑(∑ )
n=0 k =0 k! ( n − k ) !
∞
1 n n k n−k

= ∑ (∑ x y )
n =0 n! k =0
k
∞
( x + y)n
= ∑ n!
n =0
= exp( x + y)
As a special case, exp( x ) exp(− x ) = exp(0) = 1. Since exp( x ) > 0 for x ≥ 0, it

follows that exp( x ) > 0 for x < 0 as well (otherwise exp( x ) exp(− x ) < 0). And since
exp0 = exp > 0, the function is strictly increasing. Since exp(1) = e, the result also shows
that exp(n) = exp(1 + · · · + 1) = exp(1)n = en .
Since exp is a strictly increasing function R → R+ , it has an inverse log : R+ → R
defined by the property that exp(log(y)) = y ∀y > 0 and log(exp( x )) = x ∀ x ∈ R. We
get for free that log is also strictly increasing. We also have that limx→0 log( x ) = −∞, and
41
the chain rules gives us
log(exp x ) = x
0
log (exp x ) exp0 x = 1
1
log0 (exp x ) =
exp x
1
log0 (y) =
y
By our results for the exponential, we also have that log(uv) = log u + log v and log(1) =
0, which implies log( u1 ) = − log u. Finally, we define the trigonometric functions to be
exp(ix ) + exp(ix )
cos( x ) =
2
exp(ix ) − exp(−ix )
sin( x ) =
2i
where i ∈ C such that i2 = 1. You can check that cos0 ( x ) = − sin( x ) and sin0 ( x ) = cos( x ).
24. L ECTURE 24 — A PRIL 30, 2019

Today we’ll be talking about something slightly more applied than most of what we’ve
looked at in the course - Fourier series.
Definition 24.1. A trigonometric polynomial is a finite sum of the form f ( x ) = a0 +

∑nN=1 an cos(nx ) + bn sin(nx ). Trigonometric polynomials are 2π-periodic and infinitely
differentiable (or smooth). A trigonometric series is a series of the form a0 + ∑nN=1 an cos(nx ) +
bn sin(nx ).
Recall from last time that eix = cos x + i sin x. Then complex generalizations of these
definitions are, respectively,
N
f (x) = ∑ cn einx
n=− N
and
∞
∑ cn einx .
n=−∞
Though these produce complex outputs in general, they are real-valued if cn = c−n for
all n. We’ll be working with the complex forms of trigonometric polynomials/series, as
they’re a bit easier to handle.
42
N inx and m ∈ {− N, . . . , N }, then
Our first result is that for f ( x ) = ∑− N cn e
Z 2π Z 2π N
1 1
2π 0
f ( x )e−imx dx =
2π 0
∑ cn ei(n−m)x dx
−N
N Z 2π
1
=
2π ∑ cn
0
ei(n−m) x dx
n=− N
= cm
So the coefficients of such a trigonometric polynomial can be detected by performing ap-

propriate integrals. Motivated by the result, we make the following definitions.
Definition 24.2. The mth Fourier coefficient of f , assumed integrable on [0, 2π ], is

Z 2π
1
cm ( f ) = f ( x )e−imx dx
2π 0
The Fourier sum of f is

N
s N ( f )( x ) = ∑ cn ( f )einx
−N
We also have
Definition 24.3. A sequence {φn } of complex-valued functiosn on [ a, b] is an orthogonal system

Rb
of functions if a φn ( x )φm ( x )dx = 0 whenever n 6= m. It is an orthonormal system if fur-
Rb
thermore a |φn ( x )|2 dx = 1 for all n.
Example 24.4. Consider { √1 einx }n∈Z on [0, 2π ] (or [−π, π ]). This forms an or-
2π
thonormal system because
Z 2π Z 2π
1
φn ( x )φm ( x ) = einx e−imx dx
0 2π 0
(
1 m=n
=
0 m 6= n
Theorem 24.5. Let {φn } be an orthonormal system on [ a, b], and consider the Nth Fourier sum
of f - s N ( x ) = ∑nN=1 cn φn ( x ). Then for any t N ( x ) = ∑nN=1 dn φn ( x ),
Z b Z b
2
| f − t N | dx ≥ | f − s N |2 dx
a a
with equality if and only if cn = dn for all n.

43
Proof. First some intermediate results:
Z b N Z b
a
f tn dx = ∑ dn
a
f φn dx
n =1
Z N
= dn cn
n =1
And
Z b Z b N N
2
|t N | dx = ( ∑ dn φn )( ∑ dm φm )dx
a a n =1 m =1
Z b
= φn φn
a
(
0 m 6= n
=
1 m=n
Note that the second equality used the fact that only terms in which m = n contribute to
the sum. Returning to the original problem, we have
Z b Z b
2
| f − t N | dx = | f |2 − f t N − f tn + |t N |2 dx
a a
Z b N N N
=
a
| f |2 dx − ∑ cn dn − ∑ cn dn + ∑ | d n |2
n =1 n =1 n =1
Z b N N
=
a
| f |2 dx − ∑ | c n |2 + ∑ | c n − d n |2
n =1 n =1
The first two terms are irrespective of t N and the second is minimized when cn = dn ,
proving the claim.
In words, what we’ve shown is that s N is the best approximation to f in the least-squares
sense.
Corollary 24.6. ∑∞ 2
Rb 2
n=1 | cn | ≤ a | f ( x )| dx, meaning the left hand side converges. In particular,
cn → 0 as n → ∞.
For the remainder of the class, we’ll state some important theorems which we don’t
have time to prove.
Theorem 24.7. If for given x, ∃δ > 0, ∃ M > 0 s.t. | f ( x + t) − f ( x )| ≤ M |t| for |t| < δ, then
lim N →∞ s N ( f )( x ) = f ( x ).
In words, the above conditions - which are stronger that continuity but weaker than
differentiability - suffice to guarantee that the Fourier sums converge pointwise.
Theorem 24.8 (Stone-Weierstrass). If f is continuous and 2π-periodic, then f is the uniform
limit of a sequence of trigonometric polynomials.
Theorem 24.9 (Parseval). If f is integrable and 2π-periodic, with Fourier coefficients cn and
partial sums s N , then
44
1
R 2π 2
• lim N →∞ 2π 0R | f ( x ) − s N ( x )| dx = 0
1 2π
• ∑ |cn |2 = 2π 2
0 | f ( x )| dx
That’s all - congratulations on having (almost) completed Math 112!
45
DIFFERENT NOTIONS OF COMPACTNESS – MATH 112, 2/19/2019
The goal of this handout is to compare different notions related to compactness, and
ultimately show that they are all equivalent to compactness.
Recall that, by definition,
S a metric space K is compact if every open cover of K contains
a finite subcover: if K = α∈A Gα then there exist finitely many α1 , . . . , αn ∈ A such that
K = Gα1 ∪ · · · ∪ Gαn . (Since compactness is an intrinsic property, here we consider K as a
standalone metric space, not as a subset of another metric space.)
A slightly weaker condition would be to only consider countable open covers of K, i.e. only
require the above property when we assume that A is countable (and hence, relabelling the
Gα if needed, we can assume A is the set of positive integers). This property is equivalent
to several other useful properties.
Theorem 1. Let K be a metric space. Any of the following properties implies the two others:
(1) Every countable open cover of K contains a finite subcover.
(2)TIf Fn is a sequence of nonempty closed subsets of K such that Fn ⊃ Fn+1 for all n ≥ 1,
then ∞ n=1 Fn is not empty.
(3) Every infinite subset of K has a limit point in K.
The third of these properties is called sequential compactness.
Exercise 1. (a) Show that, if K is compact, then K satisfies the first property of the theorem.
(b) Give examples showing that R does not satisfy any of the three properties.
(c) Give examples showing that (0, 1) ⊂ R does not satisfy any of the three properties.
(Note that in (2) we want to consider closed subsets relative to K).
Solution: (a) This is obvious: if K is compact, then every open cover of K, and in
particular every countable open cover of K, admits a finite subcover.
S
(b) (1) Let Gn = (n − 1, n + 1) for n ∈ Z: then R = n∈Z Gn is a countable open cover.
However, any finite subcollection of the Gn only covers a bounded subset of R and cannot
cover R. (In fact, for n ∈ Z, the point n only belongs to Gn and not to any Gm for m 6= n,
so any subcover would need to include all of the Gn .)
(2)TLet Fn = [n, ∞): these are nonempty closed subsets of R, and Fn ⊃ Fn+1 for all n,
but ∞ n=1 FTn = ∅. (Indeed, given any x ∈ R, there exists an integer m > x, so x 6∈ Fm , and
hence x 6∈ ∞ n=1 Fn ⊂ Fm .)
(3) The infinite subset Z ⊂ R has no limit points (indeed, each integer m ∈ Z has a
neighborhood, for instance N1/2 (m), which contains no other points of Z; and the non-integer
points of R also have neighborhoods which contain no integers).
1
S
(c) (1) Let Gn = ( n+1 , 1) for all n ≥ 1, then (0, 1) = ∞ n=1 Gn is a countable open cover,
1
but any finite subcollection Gn1 ∪ · · · ∪ Gnk only covers ( N +1 , 1) where N = max{n1 , . . . , nk }.
1
(2) Let Fn = (0, n+1 ] ⊂ (0, 1). Fn is closed relative to (0, 1) (it is the intersection of
1
(0, 1) ⊂ R with the closed subset [0, n+1 ] of R; or directly: the only potential limit point of
Fn which does not lie in Fn would beT0, but in fact 0 is not a limit point of Fn in (0, 1) since
it is not in (0, 1)). The intersection ∞n=1 Fn is empty.
1
(3) The infinite subset { n+1 , n ≥ 1} has no limit points in (0, 1). (In R it would have 0
as its only limit point).
2 DIFFERENT NOTIONS OF COMPACTNESS – MATH 112, 2/19/2019
Exercise 2. Prove Theorem 1.

(1) ⇒ (2): Assume every countable open cover of K contains a finite subcover, and let Fn
be a sequence of nonempty T∞ closed subsets of K such that Fn ⊃ Fn+1 for all n ≥ 1. Assume
by contradiction that n=1 Fn = ∅.
c
S∞ S∞ c
Let
T∞ G n = F n be the complement of Fn . Then G n is open, and n=1 G n = n=1 Fn =
c
( n=1 Fn ) = K, so {Gn } is a countable open cover of K. By assumption there exists a finite
subcover, i.e. there exist finitely many integers n1 , . . . , nk such that Gn1 ∪ · · · ∪ Gnk = K.
Taking the complement, Fn1 ∩ · · · ∩ Fnk = (Gn1 ∪ · · · ∪ Gnk )cT= ∅. However, Fn1 ∩ · · · ∩ Fnk =
Fmax(n1 ,...,nk ) 6= ∅ by assumption. Contradiction. So in fact ∞ n=1 Fn 6= ∅.
S∞ (2) ⇒ (1): Assume property (2) Smholds, and consider a countable open cover of K, K =
n=1 Gn . For m S ≥ 1, let Um = n=1 Gm : then Um are open subsets, with Um ⊂ Um+1 for
all m ≥ 1, and ∞ m=1 Um = K.
c
Let Fm = Um , then Fm is closed and Fm ⊃ Fm+1 for all m ≥ T 1. If Fm were non-empty
for all m, then
T S by our assumption on K it would follow that ∞ m=1 Fm 6= ∅. However,
∞ ∞ c c
F
m=1 m = ( U
m=1 m ) = K = ∅. So in fact there exists an integer m such that Fm = ∅,
i.e. Um = G1 ∪ · · · ∪ Gm = K. Thus {Gn } has a finite subcover.
(2) ⇒ (3): Assume property (2) holds, and by contradiction assume that K contains an
infinite subset E with no limit point. Pick an infinite sequence of distinct points p1 , p2 , . . .
in E, and let Fn = {pn , pn+1 , . . . } ⊂ E.
Since Fn is contained in E, any limit point of Fn would be a limit point of E, therefore
Fn has noTlimit points, and hence Fn is closed. Moreover, Fn is non-empty, and Fn ⊃ Fn+1 .
However, ∞ n=1 Fn = ∅, since none of the points pn belongs to this intersection (as pn 6∈ Fn+1 ).
This contradicts property (2).
(3) ⇒ (2): Let Fn be a sequence of non-empty closed subsets of K with Fn ⊃ Fn+1 . Take
xn ∈ Fn for each integer n, and let E = {xn , n = 1, 2, . . . }. If E is finite then one of the
T∞many Fn . Since F1 ⊃ F2 ⊃ . . . , this implies that xi belongs to every
xi belongs to infinitely
Fn , and we get that n=1 Fn is not empty.
Assume now that E isTinfinite. Since K is sequentially compact, E has a limit point y.
We now show that y ∈ ∞ n=1 Fn . For any given integer n, we show y is a limit point of
Fn . Indeed, every neighborhood of y contains infinitely many points of E, distinct from y;
among them, we can find one which is of the form xi for i ≥ n and therefore belongs to Fn
(because xi ∈ Fi ⊂ Fn ). Since every neighborhood of y contains a point of Fn distinct from
T∞ Fn is closed, this implies that y ∈ Fn . This
y, we get that y is a limit point of Fn ; since
holds for every n, so we conclude that y ∈ n=1 Fn , which proves that the intersection is not
empty.
If K is compact, then it satisfies the three properties in Theorem 1; in particular it is
sequentially compact. (See also Rudin: Corollary of 2.36, and Theorem 2.37). To show that
sequential compactness is in fact equivalent to compactness, we now show that every open
cover of a sequentially compact set has a countable subcover. (Using Theorem 1, there is
then a finite subcover, which proves compactness). We first introduce an auxiliary notion.
Definition 1. A space X is separable if it admits an at most countable dense subset.
DIFFERENT NOTIONS OF COMPACTNESS – MATH 112, 2/19/2019 3
For example R (with the usual distance) is separable (Q is countable, and it is dense since
every real number is a limit of rationals); for the same reason Rk is separable (consider all
points with only rational coordinates).1
Theorem 2. If X is sequentially compact then it is separable.
Proof. Fix δ > 0, and let x1 ∈ X. Choose x2 ∈ X such that d(x1 , x2 ) ≥ δ, if possible. Having
chosen x1 , . . . , xj , choose xj+1 (if possible) such that d(xi , xj+1 ) ≥ δ for all i = 1, . . . , j. We
claim that this process has to stop after a finite number of iterations. Indeed, otherwise
we would obtain an infinite sequence of points xi mutually distant by at least δ; since X
is sequentially compact the infinite subset {xi , i = 1, 2, . . . } would admit a limit point y,
and the neighborhood Nδ/2 (y) would contain infinitely many of the xi ’s, contradicting the
fact that any two of them are distant by at least δ. So after a finite number of iterations
we obtain x1 , . . . , xj such that Nδ (x1 ) ∪ . . . Nδ (xj ) = X (every point of X is at distance < δ
from one of the xi ’s).
We now consider this construction for δ = n1 (n = 1, 2, . . . ). For n = 1 the construction
gives points x11 , . . . , x1j1 such that N1 (x11 )∪· · ·∪N1 (x1j1 ) = X, for n = 2 we get x21 , . . . , x2j2
such that N1/2 (x21 ∪ · · · ∪ N1/2 (x2j2 ) = X, and so on. Let S = {xki , k ≥ 1, 1 ≤ i ≤ jk }:
clearly S is at most countable. We claim that S is dense (i.e. S̄ = X). Indeed, if x ∈ X
and r > 0, the neighborhood Nr (x) always contains at least a point of S (choosing n so that
1
n
< r, one of the xni ’s is at distance less than r from x), so every point of X either belongs
to S or is a limit point of S, i.e. S̄ = X.
Theorem 3. If X is separable, then every open cover of X admits an at most countable
subcover.
Proof. Let S = {p1 , p2 , . . . } be an at most countable subset of X which is dense in X, and
let {Gα }α∈A be any open cover of X.
Let I be the set of all pairs of positive
S integers (j, k) for which there exists α ∈ A such
that N1/k (pj ) ⊂ Gα . We claim that (j,k)∈I N1/k (pj ) = X. Indeed, let x ∈ X: since {Gα }
covers X, x ∈ Gα for some α ∈ A. Because Gα is open, it contains a neighborhood Nr (x) for
some r > 0. Fix k such that k1 < 2r . Since S is dense, there exists j such that d(x, pj ) < k1 ,
and we find that x ∈ N1/k (pj ) ⊂ Nr (x) ⊂ Gα . So (j, k) ∈ I and x ∈ N1/k (pj ).
Next, for each (j, k) ∈ I we choose α(j,k) ∈ A such that N1/k (pj ) ⊂ Gαj,k . (Such an α(j,k)
exists by definition of I; it need not be unique, but we just choose one.)
S S
Then (j,k)∈I Gαj,k ⊃ (j,k)∈I N1/k (pj ) = X, so the {Gαj,k }(j,k)∈I cover X; since I is at
most countable, this subcover consists of at most countably many of the Gα .
Corollary 1. Every sequentially compact set is compact.
Proof. If X is sequentially compact, then by Theorem 2 it is separable, hence by Theorem 3
every open cover of X has an at most countable subcover. However, using the first property
in Theorem 1, every countable open cover has a finite subcover, so we conclude that every
open cover in X has a finite subcover, i.e. X is compact.
1On the other hand, R with the distance given by d(x, y) = 1 whenever x 6= y, d(x, x) = 0 is not separable:
indeed every subset is closed (HW2 Problem 4), so the only dense subset is R itself, which is not countable.
Math 112 Homework 1 Solutions
Problem 1.
By contradiction: take r rational, x irrational, and assume y = r + x ∈ Q. Since y ∈ Q, r ∈ Q and
Q is a field, x = y − r ∈ Q; contradiction, hence y is irrational.
Similarly, take r 6= 0 rational, x irrational, and assume y = rx ∈ Q. Since y ∈ Q, r ∈ Q, r is
non-zero and Q is a field, x = y/r ∈ Q; contradiction, hence y is irrational.
Problem 2.
Since A is bounded below, −A is bounded above (because if x is a lower bound of A, i.e. x ≤ y
∀y ∈ A, then −x ≥ −y ∀y ∈ A, so −x is an upper bound of −A). Since A is not empty, −A is not
empty either. Therefore, by the least upper bound property of R, the set −A admits a least upper
bound α = sup(−A). We must show that inf(A) = −α.
First we show that −α is a lower bound of A. Let x be any element of A: then −x ∈ −A, so
−x ≤ α (α is an upper bound of −A). Multiplying by −1 we get x ≥ −α; since this holds for any
x ∈ A, we get that −α is a lower bound of A.
Next we show that −α is the greatest lower bound of A. Let y be any lower bound of A: then
∀x ∈ A, x ≥ y, so −x ≤ −y. Since all elements of −A are of the form −x where x ∈ A, we get that
−y is an upper bound of −A. Therefore, −y ≥ α (because α is the least upper bound). Multiplying
by −1 again we get y ≤ −α, so −α is the greatest lower bound of A.
Problem 3.
We must check that the two axioms of an order relation (§1.5 of Rudin) hold:
(i) Let z = a + bi, w = c + di ∈ C. We must show that exactly one of the three properties z < w,
z = w and w < z holds. There are three cases to consider: if a < c, then z < w (while z 6= w and
w 6< z); if a > c, then w < z (while z 6= w and z 6< w); the last case is a = c. When a = c, there
are again three subcases: if b < d then z < w (while z 6= w and w 6< z); if b > d then w < z (while
z 6= w and z 6< w); if b = d then w = z (while z 6< w and w 6< z).
(ii) Let z = a + bi, w = c + di, u = e + f i ∈ C. Assume that z < w and w < u. We must show
that z < u. We know that a ≤ c and c ≤ e, therefore a ≤ e. If a < e then by definition z < u.
The remaining case to consider is when a = e, where c is also necessarily equal to a and e; then we
must have b < d and d < f , so b < f , and therefore z < u.
This ordered set does not have the least-upper-bound property: for example consider A = {a +
bi, a < 0}: then c + di is an upper bound of A if and only if c ≥ 0. However, given any upper
bound w = c + di of A, then w′ = c + (d − 1)i is also an upper bound of A (since c ≥ 0), and w′ < w
(since d − 1 < d). So there is no least upper bound of A.
Problem 4.
√
(a) Since Q( 2) is a subset of R, the usual commutativity, associativity and
√ distributivity properties
are clearly satisfied. Moreover it is obvious that 0 and 1 √belong to Q( 2); therefore it is enough
to check that the usual operations are well-defined in Q( 2) (axioms (A1), (A5), (M1), (M5) of
Rudin §1.12).
1
√ √ √
Let x = a + b 2 and y = c + d 2 be two elements of Q( 2). Then
√ √ √
x + y = (a + c) + (b + d) 2, xy = (ac + 2bd) + (ad + bc) 2, −x = (−a) + (−b) 2
√
are clearly elements of Q( 2).
Moreover, if x 6= 0, i.e. if a and b are not simultaneously equal to 0, then a2 − 2b2 6= 0 because
there is no rational number r ∈ Q with the property that r2 = 2; therefore
1 a b √ √
x−1 = √ = 2 − 2 ∈ Q( 2).
a+b 2 a − 2b2 a2 − 2b2
√
Therefore Q( 2) with the usual operations is a subfield of R.
√ √ √ √
(b) By contradiction:
√ 2 assume that √3 ∈ Q( 2), i.e. there exist a, b ∈ Q such that 3 = a + b 2.
Then (a + b 2) = (a2 + 2b2 ) + 2ab 2, so one gets
√
3 − a2 − 2b2 = 2ab 2.
√
Since 2 6∈ Q the only
√ possibility
√ is√that 2ab = 0, which implies that either a = 0 or b = 0. If
a
√ = 0 then one gets 3 = b 2, i.e. 6 = 2b ∈ Q, which√is a contradiction.
√ If b = 0 then one gets
3 = a ∈ Q, which is again a contradiction. Therefore 3 6∈ Q( 2).
√ √ √
(We omit the proof that 3 and 6 are irrational, which is similar to that for 2 given in Rudin).
Problem 5.
Recall that |z|2 = z z̄. Then:
|1 + z1 |2 + |1 + z2 |2 + · · · + |1 + zn |2
= (1 + z1 )(1 + z̄1 ) + (1 + z2 )(1 + z̄2 ) + · · · + (1 + zn )(1 + z̄n )
= (1 + z1 + z̄1 + |z1 |2 ) + (1 + z2 + z̄2 + |z2 |2 ) + · · · + (1 + zn + z̄n + |zn |2 )
= n + (|z1 |2 + |z2 |2 + · · · + |zn |2 ) + (z1 + z2 + · · · + zn ) + (z̄1 + z̄2 + · · · + z̄n ).
Since z1 + z2 + · · · + zn = 0 one also has that z̄1 + z̄2 + · · · + z̄n = 0. In addition |z1 | = |z2 | = · · · =
|zn | = 1, so the sum above is equal to 2n.
Problem 6.
For x = 0 the statement clearly holds (any non-zero y ∈ Rk satisfies x · y = 0). So we can restrict
ourselves to the case where x 6= 0, i.e. x = (x1 , . . . , xk ) where at least one of the xi is non-zero.
By permuting the components if necessary, we can assume without loss of generality that x1 6= 0.
Then let y = (−x2 , x1 , 0, . . . , 0) ∈ Rk : we have that y 6= 0 (its second component is non-zero), and
x · y = −x1 x2 + x2 x1 = 0.
(Or more geometrically: for x 6= 0, the set {y ∈ Rk , x · y = 0} is a hyperplane, which always
contains non-zero elements when k ≥ 2).
For k = 1 this is no longer true: if x is non-zero, then the equation x · y = 0 admits y = 0 as only
solution.
2
Problem 7.
For every positive integer n, let Mn be the set whose elements are all the subsets of the finite set
{−n, . . . , n}. The set Mn is finite (in fact it has 22n+1 elements). However, every finite subset of Z
is bounded and therefore contained in {−n, . . . , n} for some integer n (of course n depends S on the
chosen subset). So every element of M belongs to Mn for some n, and therefore M = ∞ n=1 Mn .
Since it is a countable union of finite sets, M is at most countable; since M is clearly infinite, it is
countable.
Alternative solution: for every integer n ≥ 0, let An be the set of all subsets of Z containing exactly
n elements. The set A0 admits the empty subset as its only element and is therefore finite. If
n ≥ 1, then to an element {x1 , . . . , xn } of An we can associate the element (x1 , . . . , xn ) of Zn (the
set of n-tuples of integers), where the xi ’s are ordered so that x1 < x2 < · · · < xn . This defines a
1-1 mapping of An into Zn . However Zn is countable (see Rudin §2.13), S so An which is equivalent
to an infinite subset of Zn is also countable. We conclude that M = ∞ n=0 An is also countable.
3
Problem 1.
Given an integer N , let EN be the set of equations of the form a0 z n + a1 z n−1 + · · · + an = 0,
where n ≥ 0 is an integer, a0 , . . . , an are integers (not all zero), and n + |a0 | + · · · + |an | = N .
For a given value of n, there exist only finitely many tuples of integers (a0 , . . . , an ) such that
|a0 | + · · · + |an | = N − n (because each ai can take at most 2(N − n) + 1 values). Allowing n to
vary from 1 to N , we get that EN is the union of N finite sets, and therefore a finite set.
Next, let AN ⊂ R be the set of solutions to the equations in EN . Since an equation of degree n has
at most n solutions, to each element of EN correspond at most N elements of AN ; therefore, the
finiteness of EN implies that of AN .
Observe that each set AN is contained in the set of algebraic numbers. Conversely, let z be an
algebraic number, satisfying an equation a0 z n +a1 z n−1 +· · ·+an = 0,Sand let N = n+|a0 |+· · ·+|an |:
then z ∈ AN . Therefore the set of algebraic numbers is exactly A = ∞ N =1 AN . Since A is the union
of countably many finite sets AN , it is at most countable. Moreover it is infinite (since Z ⊂ A),
thus A is countable.
Problem 2.
1) d1 is not a metric because it violates the triangle inequality: for example, d1 (0, 1) = |1 − 0|2 = 1,
d1 (1, 2) = |2 − 1|2 = 1, d1 (0, 2) = |2 − 0|2 = 4 > d1 (0, 1) + d1 (1, 2).
2) d2 is not a metric because it does not satisfy the property that d(x, y) > 0 whenever x 6= y: for
example, d2 (−1, 1) = |1 − 1| = 0.
3) d3 is a metric because it satisfies the three axioms of Definition 2.15:
|x − y|
a) If x 6= y, then |x − y| > 0, so d3 (x, y) = > 0. Moreover d3 (x, x) = 0.
1 + |x − y|
b) Clearly d3 (x, y) = d3 (y, x).
c) Let x, y, z ∈ R, and let α = |x − y|, β = |y − z|, γ = |x − z|. By the triangle inequality for the
usual distance we have α + β ≥ γ. We get:
α β α β α+β γ
d3 (x, y) + d3 (y, z) = + ≥ + = ≥ = d3 (x, z),
1+α 1+β 1+α+β 1+α+β 1+α+β 1+γ
t
where in the last inequality we have used the fact that the function t 7→ is increasing.
1+t
Problem 3.
(a) We show that d∞ satisfies the three axioms of Definition 2.15:
a) If p 6= q then there exists i ∈ {1, . . . , n} such that pi 6= qi , so d∞ (p, q) ≥ |pi − qi | > 0. Moreover
d∞ (p, p) = 0 clearly.
b) d∞ (q, p) = d∞ (p, q) because |qi − pi | = |pi − qi | ∀i.
c) Let p, q, r ∈ Rn : then for every i ∈ {1, . . . , n} we have |pi − qi | ≤ |pi − ri | + |ri − qi | ≤
d∞ (p, r) + d∞ (r, q). So d∞ (p, r) + d∞ (r, q) is an upper bound for {|pi − qi |, i = 1, . . . , n}. Therefore
d∞ (p, r) + d∞ (r, q) ≥ sup{|pi − qi |} = d∞ (p, q).
(b) Assume E is open in (Rn , d), and consider any point p ∈ E. By definition E contains a
neighborhood of p for the metric d, i.e. we have {q ∈ Rn , d(p, q) < r} ⊂ E for some r > 0.
1
Consider a point q ∈PRn such that d∞ (p, q) < n−1/2 r: then we have |pi − qi | < n−1/2 r for all
i, so that d(p, q) = ( |pi − qi |2 )−1/2 < r, and therefore q ∈ E. It follows that E contains the
neighborhood {q ∈ Rn , d∞ (p, q) < n−1/2 r} of p for the metric d∞ . Since E contains a neighborhood
of each of its points, it is an open subset of (Rn , d∞ ).
Conversely, assume E is open in (Rn , d∞ ), and consider p ∈ E. By definition E contains a neigh-
borhood of the form {q ∈ Rn , d∞ (p, q) < r} for some r > 0. Consider a point q ∈ Rn such that
d(p, q) < r: then |pi − qi | < r for all i, so that d∞ (p, q) < r and therefore q ∈ E. It follows that
E contains the neighborhood {q ∈ Rn , d(p, q) < r} of p for the metric d. Since E contains a
neighborhood of each of its points, it is an open subset of (Rn , d).
Problem 4.
We verify the various axioms to show that d is a metric:
– by definition d(p, q) = 1 > 0 if p 6= q, and d(p, p) = 0; moreover d(p, q) = d(q, p).
– let p, q, r ∈ X: if p = q then d(p, q) = 0 ≤ d(p, r)+d(r, q). If p 6= q then either r = p, in which case
d(p, q) = d(r, q) ≤ d(p, r) + d(r, q), or r 6= p, in which case d(p, q) = 1 = d(p, r) ≤ d(p, r) + d(r, q).
Therefore d is a metric. We now show that every subset E ⊂ X is open and closed.
– let E ⊂ X, and let p ∈ E: by definition, we have {q ∈ E, d(p, q) < 12 } = {p} ⊂ E, so E contains
a neighborhood of p. Therefore E is open.
– let E ⊂ X, and let p ∈ X: by definition, the neighborhood {q ∈ E, d(p, q) < 21 } = {p} does not
contain any point q 6= p; therefore p is not a limit point of E. So E has no limit points, and is
therefore closed (every limit point belongs to E).
(another way to prove that E is closed is to observe that E c is open – or vice versa).
Problem 5.
Let x be a limit point of E ′ : we want to show that x ∈ E ′ , i.e. that x is a limit point of E. Fix
r > 0: since x is a limit point of E ′ , there exists y ∈ E ′ such that y 6= x and d(x, y) < 2r . However,
by definition y is a limit point of E, so there exists z ∈ E such that z 6= y and d(y, z) < d(x, y) < 2r .
By the triangle inequality we have d(x, z) ≤ d(x, y) + d(y, z) < 2r + 2r = r. Moreover x 6= z (because
d(z, y) < d(x, y)). Therefore every neighborhood of x contains a point of E distinct from x, i.e. x is
a limit point of E, or equivalently x ∈ E ′ . Since every limit point of E ′ belongs to E ′ , we conclude
that E ′ is closed.
Problem 6.
S
a) For every i, we have Ai ⊂ ni=1 Ai = Bn ⊂ B̄n . Therefore B̄n is a closed set containing Ai , and
Snby Theorem 2.27(c) in Rudin we get that Āi ⊂ B̄n . Since this holds for every i, we get that
so
i=1 Āi ⊂ B̄n .
Sn
Conversely, since the sets ĀS i are closed, by Theorem 2.24(d) the set i=1 Āi is closed; moreover,
n
since
Sn Āi ⊃ A i we get that S Ā
i=1 i ⊃ B n . So applying again Theorem 2.27(c) we conclude that
n
i=1 Āi ⊃ B̄n , and therefore i=1 Āi = B̄n .
b) Same argument as in a): since Ai ⊂ B ⊂ B̄, S∞B̄ is a closed set containing Ai and therefore
Āi ⊂ B̄. Since this holds for every i, we get that i=1 Āi ⊂ B̄.
However
S∞ the converse inclusion no longerS∞ general: for example if Ai = [ 1i , 1] ⊂ R, then
holds in S
B = i=1 Ai = (0, 1], so B̄ = [0, 1] while i=1 Āi = ∞i=1 Ai = (0, 1].
2
Problem 1.
S
Let {Gα } be an open cover of K = {0} ∪ { n1 , n = 1, 2, . . . }. Since 0 ∈ K ⊂ α Gα , there exists
α0 such that 0 ∈ Gα0 ; similarly for every n ≥ 1 there exists αn such that n1 ∈ Gαn . Since Gα0
is open, there exists r > 0 such that Nr (0) = (−r, r) ⊂ Gα0 . Let m be an integer greater than
1 1 1
r : then for every n > m we have 0 < n < r and therefore n ∈ (−r, r) ⊂ Gα0 . We conclude that
K ⊂ Gα0 ∪ (Gα1 ∪ · · · ∪ Gαm ); therefore we have found a finite subcover, and we conclude that K
is compact.
Problem 2.
We construct
T∞ sequences of non-empty closed (resp. bounded) subsets En ⊂ R such that En ⊃ En+1
and n=1 En = ∅; this gives the desired counterexamples to the Corollary (and to the theorem as
well). Of course the two counterexamples must be different (if the sets were closed and bounded
then by the Heine-Borel theorem they would be compact and Theorem 2.36 would apply).
T
a) Consider Fn = [n, +∞) ⊂ R: the sets Fn are closed, and Fn ⊃ Fn+1 , but ∞ n=1 Fn = ∅.
1 T∞
b) Consider En = (0, n ] ⊂ R: the sets En are bounded, and En ⊃ En+1 , but n=1 En = ∅.
Problem 3. (NOTE to graders: don’t remove points if the negative elements have been forgotten)
√ √ √ √
Observe that E = Q ∩ ([− 3, − 2] √ ∪ [ 2, √ 3]).
√ Therefore
√ the complement E c of E in Q is the
intersection of Q with G = (−∞, − 3) ∪ (− 2, 2) ∪ ( 3, +∞), which is an open subset of R. By
Theorem 2.30, Q ∩ G = E c is open relative to Q; therefore E is closed in Q.
√
E is clearly bounded (all its elements are at distance less than 3 from 0).
E is not compact: indeed, if E were a compact subset of Q, then it would also be compact as a
subset of R (compactness is intrinsic,
√ Theorem 2.33), and therefore it would be a closed subset of
R (by Theorem 2.34). However 3, which is a limit point of E in R, does not belong to E; so E is
not closed relative to R, and therefore E is not compact.
√ √ √ √
Since V = (− 3, − 2) ∪ ( 2, 3) is an open subset of R and E = Q ∩ V , it follows from Theorem
2.30 that E is an open subset of Q.
Problem 4.
Assume K1 , . . . , Kn are compact subsets of X, and let K = K1 ∪· · ·∪Kn . Let {Gα } be an open cover
of K. Observe that {Gα } is also an open cover of Ki for any i. So the compactness of Ki implies
the existence
S of a finite number of indices αi,1 , . . . , αi,mi such that Ki ⊂ Gαi,1 ∪ · · · ∪ Gαi,mi . Let
A = Sni=1 {αi,1 , . . . , αi,mi }: clearly A is a finite set (it is a union of n finite sets). By construction,
S
K ⊂ α∈A Gα (because each Ki is covered by Gαi,1 , . . . , Gαi,mi which are all contained in α∈A Gα ).
Therefore we have found a finite subcover of K; we conclude that K is compact.
The statement noSlonger holds for countable unions: for example the sets Ki = [i − 1, i] ⊂ R are
all compact,
S∞but ∞ i=1 Ki = [0, +∞) is not bounded and therefore not compact. (Other example:
1
Ki = { i }, i=1 Ki is not closed and therefore not compact).
Problem 5.
a) If a, b ∈ ℓ∞ , then for all n ≥ 1 we have |an − bn | ≤ |an | + |bn | ≤ supi≥1 |ai | + supi≥1 |bi | (where
the latter are well-defined real numbers by definition of ℓ∞ ). So the set {|an − bn |, n ≥ 1} ⊂ R is
1
bounded above (and obviously non-empty), and hence admits a least-upper bound in R. We now
check the three axioms of Definition 2.15.
(i) It is clear that d(a, b) ≥ 0 since |an − bn | ≥ 0 for all n, and that d(a, a) = sup |ai − ai | = 0.
Conversely, if d(a, b) = sup |ai − bi | = 0 then |ai − bi | = 0 for all i ≥ 1, which implies that ai = bi
for all i and hence a = b.
(ii) the property d(a, b) = d(b, a) is obviously satisfied.
(iii) let a, b, c ∈ ℓ∞ . Then for all i ≥ 1 we have |ai − ci | ≤ |ai − bi | + |bi − ci | ≤ d(a, b) + d(b, c).
Hence d(a, b) + d(b, c) is an upper bound for {|ai − ci |, i ≥ 1}, which implies that the least upper
bound satisfies d(a, c) ≤ d(a, b) + d(b, c).
b) B is closed because its complement B c = {x ∈ ℓ∞ , d(x, 0) > 1} is open. Indeed, consider
x ∈ B c , and let r = d(x, 0) − 1 > 0. Then Nr (x) ⊂ B c , since for any a ∈ Nr (x) the triangle
inequality implies that d(a, 0) ≥ d(x, 0) − d(x, a) > 1. Thus every point of B c is an interior point,
and so B c is open and B is closed. (Alternative answer: for the same reasons, no point of B c can
be a limit point of B, so every limit point of B must belong to B, hence B is closed).
B is bounded, of diameter 2, because ∀a, b ∈ B, d(a, b) ≤ d(a, 0) + d(0, b) ≤ 1 + 1 = 2.
c) Let en be the sequence whose terms en,i are all zero except for the n-th term en,n which is
equal to 1. Clearly en ∈ ℓ∞ , and d(en , 0) = supi |en,i | = 1, so en ∈ B. Moreover, if n 6= m, then
d(en , em ) = sup{0, 0, . . . , 1, 0, . . . , 0, 1, 0, . . . } = 1 (since |en,i − em,i | is equal to 1 if i = m or i = n,
and 0 otherwise). This sequence cannot have any limit point. Indeed, if x is a limit point, then
there must exist n ≥ 1 such that d(x, en ) < 1/2. Then, by the triangle inequality, for all m 6= n we
have d(x, em ) ≥ d(en , em ) − d(en , x) > 1/2, which contradicts the fact that every neighborhood of
x should contain infinitely many of the em ’s.
Hence B is not sequentially compact, and hence not compact.
Problem 6.
a) If A and B are disjoint closed sets, then Ā = A and B̄ = B, so Ā ∩ B = A ∩ B = ∅ and
A ∩ B̄ = A ∩ B = ∅. So A and B are separated.
b) Assume A and B are disjoint open sets. Since A ∩ B = ∅, we have A ⊂ B c . Since B c is a closed
set containing A, by Theorem 2.27(c) we have Ā ⊂ B c , i.e. Ā ∩ B = ∅. Similarly, Ac is closed and
B ⊂ Ac , so B̄ ⊂ Ac , and therefore A ∩ B̄ = ∅. So A and B are separated.
c) We first show that A and B are open. We know by Theorem 2.19 that A = Nδ (p) is open (or it
can be reproved easily). The proof for B is similar: let q ∈ B. Then d(p, q) = δ + h for some h > 0.
If r ∈ X is such that d(q, r) < h, then by the triangle inequality d(p, r) ≥ d(p, q) − d(r, q) > δ, so
r ∈ B. Therefore Nh (q) ⊂ B, i.e. q is an interior point of B. Since this holds for every q ∈ B, we
conclude that B is open. Since A and B are disjoint open subsets, by the result of (b) they are
separated.
d) Let x, y be two distinct points in X. Fix a real number r with 0 < r < d(x, y). Assume
that there exists no point z ∈ X such that d(x, z) = r: then we can write X = A ∪ B, where
A = {z ∈ X, d(x, z) < r} and B = {z ∈ X, d(x, z) > r}. However by part (c) the subsets A and B
are separated, so this contradicts the connectedness of X (A and B are non-empty because x ∈ A
and y ∈ B). We conclude that, ∀r ∈ (0, d(x, y)), ∃z ∈ X such that d(x, z) = r.
Next observe that if X were countable, i.e. if X = {x1 , x2 , . . . }, then {r > 0 s.t. ∃z ∈ X, d(x, z) =
r} = {d(x, x1 ), d(x, x2 ), . . . } would be countable as well; however it contains the interval (0, d(x, y))
which we know is uncountable. So X is uncountable.
2
Problem 1.
(a) Since d(x, a) ≥ 0 ∀a ∈ A, we always have d(x, A) ≥ 0. If d(x, A) = 0, then for any r > 0 we
know that r is not a lower bound of {d(x, a), a ∈ A}, i.e. ∃a ∈ A such that d(x, a) < r. We conclude
that x ∈ Ā. Conversely, if x ∈ Ā, then for any r > 0 there exists a ∈ A such that d(x, a) < r, so
d(x, A) ≤ d(x, a) < r. We conclude that d(x, A) cannot be positive; so d(x, A) = 0.
(b) For every positive integer n, since d(x, A) = inf{d(x, a), a ∈ A}, we know that d(x, A) + n1 is
not a lower bound of {d(x, a), a ∈ A}. So there exists an ∈ A such that rn = d(x, an ) < d(x, A)+ n1 .
So d(x, A) ≤ rn < d(x, A) + n1 . This implies that {rn } converges to d(x, A). (given ǫ > 0, there
exists N such that N1 < ǫ, and for every n ≥ N we have |rn − d(x, A)| < n1 < ǫ).
(c) Assume A is compact: then by Theorem 3.6 we know that the sequence {an } constructed in
(b) has a convergent subsequence {ani }. Let a ∈ A be the limit of this subsequence. Then we have
d(x, a) ≤ d(x, ani ) + d(ani , a). Since d(x, ani ) → d(x, A) and d(ani , a) → 0, the right-hand side
converges to d(x, A), and so d(x, a) ≤ d(x, A). However d(x, a) ≥ d(x, A) by definition of d(x, A),
so d(x, a) = d(x, A).
Problem 2.
√ √ √
(a) First we prove that xn > α for all n. Indeed, p x1 > α; and, assuming that xn > α, we
√ √ √ √
have xn+1 − α = 21 (xn + xαn − 2 α) = 21 ( xn − α/xn )2 > 0, so xn+1 > α. So by induction
√ √
xn > α for all n. As a consequence, for all n we have xαn < α < xn , so xn+1 = 21 (xn + xαn ) <
1
2 (xn + xn ) = xn . So the sequence {xn } decreases monotonically.
√
Since the sequence {xn } decreases monotonically and admits the lower bound α, by Theorem
√
3.14 it converges to a certain limit x ≥ α. Since xn → x, we have xαn → αx , so xn+1 → 21 (x + αx ).
However xn+1 → x, so by uniqueness of the limit we have x = 21 (x + αx ), which implies that x = αx ,
√
i.e. x = α. (This can also be shown directly by estimating |xn+1 − α|).
√ √ √ √
(b) ǫn+1 = xn+1 − α = 21 (xn + xαn − 2 α) = 2x1n (x2n + α − 2xn α) = 2x1n (xn − α)2 = ǫ2n /2xn .
√ √
Since xn > α, we conclude that ǫn+1 < ǫ2n /2 α.
√ n
Setting β = 2 α, we show by induction on n that ǫn+1 < β(ǫ1 /β)2 . For n = 1 we have ǫ2 <
n n+1
ǫ21 /β = β(ǫ1 /β)2 . Assume that ǫn < β(ǫ1 /β)2 : then ǫn+1 < ǫ2n /β < β(ǫ1 /β)2 . So the inequality
holds for all n = 1, 2, 3, . . . .
√ √
(c) If α = 3 and x1 = 2, then ǫ1 = 2 − 3 ≃ 0.268 < 0.3, and β = 2 3 ≃ 3.464 > 3, so
ǫ1 /β < 0.3 1 2n < β 10−2n < 4 · 10−2n . So ǫ < 4 · 10−16 , ǫ < 4 · 10−32 .
3 = 10 . Hence ǫn+1 < β(ǫ1 /β) 5 6
Problem 3.
We show first that {d(pn , qn )} is a Cauchy sequence in R. Indeed, fix ǫ > 0: there exists N such
that if m, n ≥ N then d(pn , pm ) < 2ǫ . Similarly there exists N ′ such that if m, n ≥ N ′ then
d(qn , qm ) < 2ǫ . Let m, n ≥ max(N, N ′ ): then d(pn , qn ) ≤ d(pn , pm ) + d(pm , qm ) + d(qm , qn ) <
ǫ ǫ
2 + d(pm , qm ) + 2 = d(pm , qm ) + ǫ, and similarly (exchanging m and n) d(pm , qm ) < d(pn , qn ) + ǫ.
So |d(pn , qn )−d(pm , qm )| < ǫ for all m, n ≥ max(N, N ′ ). Therefore {d(pn , qn )} is a Cauchy sequence
in R; since R is complete, it converges.
Problem 4.
(a) Let {pn }, {qn } and {rn } be Cauchy sequences. The first two properties of an equivalence
relation are clearly satisfied: first, d(pn , pn ) = 0 ∀n, so lim d(pn , pn ) = 0, and therefore {pn } ∼ {pn }.
Moreover, if {pn } ∼ {qn } then by definition lim d(pn , qn ) = 0, so lim d(qn , pn ) = 0 and {qn } ∼ {pn }.
Finally, if {pn } ∼ {qn } and {qn } ∼ {rn }, observe that 0 ≤ d(pn , rn ) ≤ d(pn , qn ) + d(qn , rn ); since by
Problem 4 these sequences all converge, 0 ≤ lim d(pn , rn ) ≤ lim d(pn , qn ) + lim d(qn , rn ) = 0 + 0 = 0.
Therefore d(pn , rn ) → 0, and we conclude that {pn } ∼ {rn }. So ∼ is an equivalence relation.
1
(b) Let P, Q ∈ X ∗ ; let {pn }, {p′n } be equivalent sequences representing P , and let {qn }, {qn′ } be
equivalent sequences representing Q. Since d(p′n , qn′ ) ≤ d(p′n , pn ) + d(pn , qn ) + d(qn , qn′ ), we have
lim d(p′n , qn′ ) ≤ lim d(p′n , pn ) + lim d(pn , qn ) + lim d(qn , qn′ ); since the first and third term converge
to 0, we get lim d(p′n , qn′ ) ≤ lim d(pn , qn ). Reversing the roles of pn and p′n and of qn and qn′ , we also
have the converse inequality; so lim d(p′n , qn′ ) = lim d(pn , qn ), and therefore ∆(P, Q) is well-defined.
Next, we prove that ∆ is a distance: let {pn }, {qn }, {rn } be Cauchy sequences in X, representing
elements P, Q, R ∈ X ∗ . First, since d(pn , qn ) ≥ 0 ∀n, we get that ∆(P, Q) = lim d(pn , qn ) ≥ 0.
Moreover ∆(P, Q) = 0 if and only if d(pn , qn ) → 0, i.e. if and only if {pn } and {qn } are equivalent,
i.e. if and only if P = Q. Next, observe that ∆(P, Q) = lim d(pn , qn ) = lim d(qn , pn ) = ∆(Q, P ).
Finally we check the triangle inequality: since d(pn , qn ) ≤ d(pn , rn ) + d(rn , qn ), we have ∆(P, Q) =
lim d(pn , qn ) ≤ lim d(pn , rn ) + lim d(rn , qn ) = ∆(P, R) + ∆(R, Q). So ∆ is a distance function.
(c) Let {Pn } be a Cauchy sequence in (X ∗ , ∆), and choose a representative {pnk } for each Pn .
Since {pnk } is a Cauchy sequence in X, there exists an integer Kn such that if k, l ≥ Kn then
d(pnk , pnl ) < n1 . Let qn = pnKn .
We first show that {qn } is a Cauchy sequence in X. For this purpose, observe that, for every
value of k, d(qn , qm ) ≤ d(qn , pnk ) + d(pnk , pmk ) + d(pmk , qm ); in particular, if k ≥ max(Kn , Km ),
d(qn , pnk ) = d(pnKn , pnk ) < n1 , by definition of Kn , and similarly d(pmk , qm ) = d(pmk , pmKm ) < m 1
.
1 1
So for k ≥ max(Kn , Km ) we have d(qn , qm ) < n + d(pnk , pmk ) + m . When k → ∞ the right-hand
side converges to n1 + ∆(Pn , Pm ) + m 1
by definition of ∆(Pn , Pm ); so we conclude that d(qn , qm ) ≤
1 1 ∗
n + ∆(Pn , Pm ) + m . Fix a constant ǫ > 0: since {Pn } is a Cauchy sequence in (X , ∆), there exists
N such that ∀n, m ≥ N , ∆(Pn , Pm ) < 2 . Increasing N if necessary we can also assume that N1 < 4ǫ .
ǫ
We conclude that, if n, m ≥ N , then d(qn , qm ) < N1 + 2ǫ + N1 < ǫ. So {qn } is a Cauchy sequence in

(X, d), and we can define Q ∈ X ∗ to be its equivalence class.
We now show that Pn → Q. Fix ǫ > 0, and let N be such that d(qn , qm ) < ǫ ∀n, m ≥ N (such an
N exists because {qn } is a Cauchy sequence). Let n ≥ N and m ≥ max(N, Kn ): then d(pnm , qm ) ≤
d(pnm , qn ) + d(qn , qm ). Since m ≥ Kn , the first term is bounded by n1 (recall qn = pnKn ). Since
m, n ≥ N the second term is bounded by ǫ. So d(pnm , qm ) < n1 + ǫ. If we keep n fixed and let
m → ∞, the left-hand side converges to limm→∞ d(pnm , qm ) = ∆(Pn , Q). So we conclude that
∆(Pn , Q) ≤ n1 + ǫ for all n ≥ N . Increasing N if necessary we can assume that N1 < ǫ; the
conclusion becomes: ∀n ≥ N , ∆(Pn , Q) < 2ǫ. Since 2ǫ can be chosen as small as desired, we
conclude that Pn → Q (if one insists on getting ∆(Pn , Q) < ǫ one can also replace ǫ by 2ǫ in the
preceding sentences).
(d) Let p, q ∈ X, and let Pp = φ(p), Pq = φ(q). The constant sequences defined by pn = p and
qn = q represent Pp and Pq respectively, by definition. We have d(pn , qn ) = d(p, q), so ∆(Pp , Pq ) =
lim d(pn , qn ) = d(p, q).
(e) Let P ∈ X ∗ , and let {pn } be a Cauchy sequence representing P . Fix ǫ > 0: there exists N
such that ∀m, n ≥ N , d(pn , pm ) < ǫ. Consider the constant sequence qn = pN , which represents
the element PpN = φ(pN ) in X ∗ . For all n ≥ N we have d(pn , qn ) = d(pn , pN ) < ǫ, so taking the
limit as n → ∞ we conclude that ∆(P, PpN ) = lim d(pn , qn ) ≤ ǫ. So we have shown that there exist
elements of φ(X) which lie at arbitrarily small distance from P . In other words, every element
P ∈ X ∗ belongs to φ(X). We conclude that φ(X) is dense in X ∗ .
Assume that X is complete: then let P ∈ X ∗ , and let {pn } be a Cauchy sequence in X representing
P . Since X is complete, the sequence {pn } converges to some limit q ∈ X. Consider the constant
sequence qn = q representing Pq = φ(q): since pn → q, we have d(pn , qn ) = d(pn , q) → 0, so the
sequences {pn } and {qn } are equivalent (in the sense of part (a)). Therefore they represent the
same element in X ∗ : we have P = φ(q). So every element of X ∗ belongs to φ(X), and we conclude
that φ(X) = X ∗ .
2
Problem 1.
√ 2√
Since ( an − n1 )2 = an + 1
n2
− n an , we have
1√ 1 1
an ≤ (an + 2 ).
0≤
n 2 n
P P 1
The series an converges
P 1 √ by assumption, and the series n2
converges, so by the comparison
criterion the series n a n converges.
Problem 2.
√n
a) lim supn→∞ n3 = lim supn→∞ n3/n = lim supn→∞ (n1/n )3 = 1, so R = 1.
P∞ 2n P∞ (2z)n
b) Note that zn = = e2z . We know that ez has R = ∞, i.e. lim sup(n!)−1/n = 0
n=0 n! n=0 n!
(see Example 3.40(b)). Therefore lim sup(2n /n!)1/n = 2 lim sup(1/n!)1/n = 0, and R = ∞ again.
c) Observe that, for any k ∈ Z, limn→∞ (nk )1/n = 1. This is because lim n1/n = 1 (Theorem
3.20(c)), so limn→∞ nk/n = 1. Hence, we have lim supn→∞ (2n /n2 )1/n = 2 lim supn→∞ n−2/n = 2,
so R = 1/2.
d) Similarly, lim supn→∞ (n3 /3n )1/n = 1/3, so R = 3.
Problem 3.
an an an an an
a) Observe that, if an ≥ 1, then 1+a n
≥ an +an = 21 , while if an ≤ 1, then 1+an ≥ 1+1 = 2 . We
consider the following alternative.
Case 1: there exist infinitely many values of n such that P
an > 1. Then the corresponding values of
an 1 an an
1+an are all greater than 2 , so 1+an →
6 0, and therefore 1+an diverges.
an
Case 2: for all but finitely many values of n, we have an ≤ 1 and therefore 1+a n
≥ a2n . Since a
finite number of terms
Pcannot affect the behavior P of the series, by the comparison criterion we can
an an
conclude that, since 2 is divergent, the series 1+an is also divergent.
an P an
(Shorter alternate solution: if an 6→ 0 then 1+a n
6→ 0 and then 1+an diverges. If an → 0 then
an
there exists N such that, for n ≥ N , an ≤ 1 and therefore 1+a n
≥ a2n ∀n ≥ N , which gives
divergence by the comparison criterion).
aN +1 aN +k
b) Since an > 0, the sequence {sn } is monotonically increasing, and therefore sN +1 +···+ sN +k ≥
aN +1 aN +k aN +1 +···+aN +k sN +k −sN sN
sN +k + ··· + sN +k = sN +k = sN +k =1− sN +k .
P
Observe that the divergence of the series an implies that the monotonically increasing sequence
sn is not bounded (by Theorem 3.24). In particular, given any integer N , the constant 2sN is
not an upper bound for {sn }, i.e. there exists m such that sm ≥ 2sN ; obviously m > N , so we
can write m = N + k for some positive integer k. Therefore, for every integer N , there exists an
integer k such that sN +k ≥ 2sN , i.e. 1 − sNsN+k ≥ 12 . As a consequence, we obtain: ∀N ∃k such that
PN +k an 1
n=N +1 sn ≥ 2 .
P an
Assume that the series sn is convergent: then by the Cauchy criterion (Theorem 3.22) there
P m ak
exists N such that, P∀m ≥ n ≥ N , | k=n sk | ≤ 31 . This contradicts the previously obtained
an
statement; therefore sn diverges.
1
c) Since sn = sn−1 + an ≥ sn−1 , we have sn−1 1
− s1n = ssnn−1−sn−1 an an
sn = sn−1 sn ≥ s2n . Therefore
PN a n a1 PN 1 1 1 1 1 1 1 2 1 2
n=1 s2n ≤ s21 + n=2 ( sn−1 − sn ) = a1 + ( s1 − s2 ) + · · · + ( sN −1 − sN ) = a1 − sN < a1 . So
P an
the partial sums of the series of non-negative terms are bounded by the constant a21 , and
P an s2n
therefore by Theorem 3.24 the series s2n
is convergent.
P an
d) The series 1+nan can be either divergent or convergent. Divergent examples are easy to come
an 1 P 1 1 an 1 P 1
by (e.g., if an = 1 then 1+nan = n+1 and n+1 is divergent; if an = n then 1+nan = 2n and 2n
is divergent).
P P an
An example where an diverges but 1+nan converges is given by setting an = 1 if there exists
k such that n = k 2 , and an = n12 otherwise. Because P infinitely many terms are equal to 1 the
sequence {an } does not converge to 0; therefore an is divergent. Meanwhile, if n = k 2 then
an 1 1 an 1
1+nan = k2 +1 < k2 , while in the other case 1+nan < an = n2 . Therefore the partial sums of the
P an PN P P P∞ 1 P∞ 1
series are bounded: an
≤ k2 ≤N k12 + N 1
2 ≤ 2 + n=1 n2 (recall
P 1 1+na n n=1 1+na n n=1 n P an
k=1 k
n2
is convergent). By Theorem 3.24 we conclude that in this example 1+nan is convergent.
P an
The case of the series 1+n2 an
is easier: it is always convergent, by the comparison criterion,
an 1
because 0 ≤ 1+n 2a
n
≤ n2
.
2
Problem 1.
Let p ∈ Ē: by an immediate corollary of Theorem 3.2, there exists a sequence {pn } of elements of
E such that pn → p (if p ∈ E we can take pn = p; if p is a limit point of E we can use Theorem
3.2(d)). Since f is continuous, we obtain that f (pn ) → f (p). Since pn ∈ E, f (pn ) ∈ f (E); so f (p)
is the limit of a sequence of elements of f (E), and therefore f (p) ∈ f (E). So f (Ē) ⊂ f (E).
An example where f (Ē) 6= f (E) is given e.g. by f : R → R defined by f (x) = exp(x) and E = R:
We have f (Ē) = f (E) = (0, +∞), while f (E) = [0, +∞).
Problem 2.
Direct argument: let p be a limit point of Z(f ): there exists a sequence {pn } of elements of Z(f )
such that pn → p. Since f is continuous we have f (p) = lim f (pn ). However pn ∈ Z(f ), so
f (pn ) = 0; therefore f (p) = 0, i.e. p ∈ Z(f ). So Z(f ) contains its limit points, i.e. it is closed.
Alternate method: by Problem 1, f (Z(f )) ⊂ f (Z(f )). However, by definition f (p) = 0 ∀p ∈ Z(f ),
so f (Z(f )) ⊂ {0}. In particular f (Z(f )) ⊂ {0} = {0}, i.e. ∀p ∈ Z(f ) we have f (p) = 0 and
therefore p ∈ Z(f ). So Z(f ) is closed.
Problem 3.
Recall that E is dense in X if and only if Ē = X. Therefore, by Problem 1 we have f (X) = f (Ē) ⊂
f (E). So every point of f (X) is either an element of f (E) or a limit point of f (E), i.e. f (E) is
dense in f (X).
Assume that g(p) = f (p) ∀p ∈ E, and consider any point p ∈ X. Since p ∈ Ē = X there
exists a sequence {pn } of points of E such that pn → p. Since f and g are continuous, we have
f (p) = lim f (pn ) and g(p) = lim g(pn ). However pn ∈ E, so f (pn ) = g(pn ); by uniqueness of the
limit of a sequence, we conclude that f (p) = g(p).
Problem 4.
Note: your solution is incomplete if it assumes e.g. that E is closed, or an interval (-2 points).
Method 1: taking ǫ = 1 in the definition of uniform continuity, there exists δ > 0 such that
|x − y| < δ ⇒ |f (x) − f (y)| < 1. There exists a positive integer q such that 1q < δ. Moreover, since
E is bounded there exists an integer N such that E ⊂ (−N, N ). For every integer −N q ≤ n < N q,
let In = [ nq , n+1
q ). If In ∩E 6= ∅, pick some element xn ∈ In ∩E, and let an = |f (xn )|+1; then, given
any y ∈ In ∩E, we have |xn −y| < 1q < δ and therefore |f (y)−f (xn )| < 1, so |f (y)| < |f
S(xn )|+1 = an ;
if In ∩ E = ∅, let an = 0. Now, let A = sup{an , −N q ≤ n < N q}: because E ⊂ In , given any
y ∈ E, there exists n such that y ∈ E ∩In , and therefore |f (y)| < an ≤ A. Therefore f (E) ⊂ [−A, A]
is bounded.
Method 2: let δ > 0 be the same as above. By contradiction, assume f (E) is not bounded, and
for every positive integer n let pn be a point of E such that |f (pn )| > n. Since E is bounded,
by sequential compactness (Theorem 3.6) the sequence {pn } has a convergent subsequence {pnk }:
letting qk = pnk , we have qk → q for some q ∈ Ē (but not necessarily in E, so f (q) is not
necessarily defined!) and |f (qk )| → +∞. Since the sequence {qk } is convergent, it is a Cauchy
sequence; so there exists N such that ∀m, n ≥ N , |qm − qn | < δ. Let A = |f (qN )| + 1: since
|f (qn )| → +∞, there exists n ≥ N such that |f (qn )| > A; in particular we have |qn − qN | < δ and
|f (qn ) − f (qN )| ≥ |f (qn )| − |f (qN )| > 1, which contradicts the definition of δ.
1
If E is not bounded, a counterexample is given by the function f (x) = x which is uniformly
continuous (take δ = ǫ in the definition!) but not bounded.
Problem 5.
Define a function g : I → R by g(x) = x − f (x). We must prove that there exists x ∈ [0, 1] such
that f (x) = x, i.e. such that g(x) = 0. Since f is continuous, g is also continuous. Moreover,
g(0) = −f (0) ≤ 0 since f (0) ∈ [0, 1], and g(1) = 1 − f (1) ≥ 0 since f (1) ∈ [0, 1]. If g(0) = 0 or
g(1) = 0, then we are done. Otherwise, we have g(0) < 0 and g(1) > 0: therefore, by Theorem
4.23, there exists x ∈ (0, 1) such that g(x) = 0, i.e. f (x) = x.
Problem 6.
Let x ∈ R, and let {xk } be a sequence such that xk < x ∀k and xk → x. We first show that
f (xk ) → 0. Indeed, fix some ǫ > 0. There exists an integer N such that N1 < ǫ. The only points
of R where f takes values larger than N1 are the rationals of the form m n , where n ≤ N . Let
S = {m n ∈ (x − 1, x) s.t. n ≤ N }: clearly S is finite (there are only finitely many choices for n, and
for each of these there are finitely many possible values of m). If S is non-empty, let y = sup S,
else let y = x − 1: in both cases y < x, and by construction f is bounded by N1 at every point of
(y, x). Since xk → x and xk < x, there exists an integer K such that, if k ≥ K, then xk ∈ (y, x).
Therefore, for k ≥ K we have 0 ≤ f (xk ) ≤ N1 < ǫ. So we have proved that f (xk ) → 0; since this is
true for every sequence {xk } that converges to x from the left, we conclude that f (x−) = 0.
A similar argument shows that f (x+) = 0 ∀x ∈ R. In other words, we have limt→x f (t) = 0 ∀x ∈ R
(because the left-hand and right-hand limits are both 0; in fact it is possible to argue directly from
both sides at once). So, if x is irrational, then we have limt→x f (t) = f (x) = 0, and therefore f is
continuous at x. However, if x = m n is rational, then we have f (x−) = f (x+) = 0 while f (x) = n ,
1
so f has a simple discontinuity at x.
2
Problem 1.
Assume that f ′ (x) > 0 for every x ∈ (a, b), and consider two points such that x1 < x2 in (a, b): by
the mean value theorem, f (x2 ) − f (x1 ) = (x2 − x1 )f ′ (c) for some c ∈ (x1 , x2 ); since f ′ (c) > 0 and
x2 − x1 > 0 we conclude that f (x1 ) < f (x2 ), i.e. that f is strictly increasing. In particular f is
injective (one-to-one), and so there exists a well-defined reciprocal function.
Let I = f ((a, b)), and consider a point y ∈ I: by definition there exists x ∈ (a, b) such that f (x) = y,
and since g is the inverse function of f we have g(y) = x. We want to show that g is differentiable
at y and that g ′ (y) = f ′ 1(x) . For this purpose, we consider a sequence {yn } of points of I such that
g(yn )−g(y) 1
yn 6= y and yn → y, and we show that yn −y converges to f ′ (x) . Since yn ∈ I, there exists
xn ∈ (a, b) such that f (xn ) = yn , and we have g(yn ) = xn , so that g(yynn)−g(y)
−y = f (xxnn)−f
−x
(x) . In order
to conclude by using the differentiability of f at x, we first need to show that xn → x (i.e., that
g(yn ) → g(y)).
At least two methods can be used to show that g is continuous at y:
1. Let a′ , b′ ∈ R be such that a < a′ < x < b′ < b, and consider the restriction f˜ of f to
the compact interval [a′ , b′ ]. The function f˜ is continuous and one-to-one (because it is strictly
increasing). Therefore, by Theorem 4.17 the inverse mapping g̃ is also continuous. However g̃ is
just the restriction of g to the interval f ([a′ , b′ ]), of which y is an interior point (we have f (a′ ) <
f (x) = y < f (b′ ) since a′ < x < b′ ); therefore g is continuous at y.
2. Observe that, if y1 < y2 , then g(y1 ) < g(y2 ) (because if we had g(y1 ) ≥ g(y2 ), then since f
is increasing we would obtain that y1 = f (g(y1 )) ≥ f (g(y2 )) = y2 , contradicting the assumption).
Therefore g is also a strictly increasing function. Assume that g is not continuous at y: by Theorem
4.29 we have a simple discontinuity, i.e. g(y−) < g(y+). Let α = g(y−) and β = g(y+): we know
that ∀t < y, g(t) ≤ α, so since f is increasing we have t = f (g(t)) ≤ f (α) for every t < y; this
implies that f (α) ≥ y. Similarly, ∀t > y, g(t) ≥ β, so t = f (g(t)) ≥ f (β), and therefore f (β) ≤ y.
We conclude that f (α) ≥ f (β) while α < β, which contradicts the fact that f is strictly increasing.
So g is continuous at y.
Since g is continuous at y and yn → y, we can now conclude that xn = g(yn ) → g(y) = x. Therefore,
by the definition of f ′ (x), we have f (xxnn)−f
−x
(x)
→ f ′ (x), and therefore g(yynn)−g(y)
−y = f (xxnn)−f
−x 1
(x) → f ′ (x) .
Problem 2.
Let f : R → R be the function f (x) = C0 x + C21 x2 + · · · + n+1 Cn n+1
x . Observe that f (0) = 0
and f (1) = 0 (this latter property follows from the relation between the Ci ). We know that f is
differentiable; therefore, by the mean value theorem there exists x ∈ (0, 1) such that f (1) − f (0) =
(1 − 0)f ′ (x), i.e. f ′ (x) = 0. Since f ′ (x) = C0 + C1 x + · · · + Cn xn , the conclusion follows.
Problem 3.
Fix x0 ∈ [a, b], and let M0 = sup {|f (x)|, x ∈ [a, x0 ]} and M1 = sup {|f ′ (x)|, x ∈ [a, x0 ]}. The
quantity M0 is well-defined because f is continuous over the compact set [a, x0 ] and hence bounded,
and M1 is also well-defined because |f ′ (x)| ≤ A|f (x)| ∀x; in fact we clearly have M1 ≤ AM0 . Pick
a point x ∈ [a, x0 ]: since f (a) = 0, by the mean value theorem we have f (x) = f (x) − f (a) =
(x − a)f ′ (c) for some c ∈ (a, x); since |f ′ (c)| ≤ M1 and 0 ≤ x − a ≤ x0 − a, we conclude that
|f (x)| ≤ (x0 − a)M1 ≤ (x0 − a)AM0 .
1
Since the bound |f (x)| ≤ (x0 − a)AM0 holds for every x ∈ [a, x0 ], and since M0 = sup{|f (x)|, x ∈
[a, x0 ]}, we conclude that M0 ≤ (x0 − a)AM0 . Therefore, if (x0 − a)A < 1 we must have M0 = 0,
which implies that f = 0 on the interval [a, x0 ].
Choose elements a = x0 < x1 < · · · < xn = b such that xi+1 − xi < A1 for every value of i: for
example, take n large enough and set xi = a+ ni (b−a). The above argument applied to [a, x1 ] ⊂ [a, b]
shows that f = 0 on [a, x1 ]. We next consider the restriction of f to the smaller interval [x1 , b]:
since we know from the previous step that f (x1 ) = 0, by applying the same argument to [x1 , x2 ]
we show that f = 0 on [x1 , x2 ]. And so on by induction: once we have shown that f (xi ) = 0, we
can consider the restriction of f to [xi , b]; by the above argument f = 0 on the interval [xi , xi+1 ],
and in particular f (xi+1 ) = 0. After n steps, we conclude that f = 0 over the entire interval [a, b].
Problem 4.
Taylor’s theorem (Theorem 5.15) with α = 0 and β = 1 gives:
1 1 1 1
1 = f (1) = f (0) + f ′ (0) + f ′′ (0) + f (3) (s) = f ′′ (0) + f (3) (s) for some s ∈ (0, 1).
2 6 2 6
Applying again Taylor’s theorem with α = 0 and β = −1 gives:
1 1 1 1
0 = f (−1) = f (0) − f ′ (0) + f ′′ (0) − f (3) (t) = f ′′ (0) − f (3) (t) for some t ∈ (−1, 0).
2 6 2 6
Subtracting the second identity from the first, we find that there exist s ∈ (0, 1) and t ∈ (−1, 0)
such that
1 1
1 = f (3) (s) + f (3) (t),
6 6
i.e. f (3) (s) + f (3) (t) = 6. We conclude that f (3) (s) ≥ 3 or f (3) (t) ≥ 3, which implies the desired
conclusion.
Problem 5.
Note that the result is false if one does not assume f to be continuous! (see Chapter 6 Problem 1
for a counterexample).
We argue by contradiction: assume that there exists x ∈ [a, b] such that f (x) > 0. Choose
0 < ǫ < 21 f (x): since f is continuous at x, there exists δ > 0 such that ∀y ∈ [a, b], |x − y| < δ ⇒
|f (x)−f (y)| < ǫ. In particular, let α = x− 21 δ and β = x+ 21 δ (if one of these numbers lies outside of
[a, b] we set α = a or β = b instead). We have α < β, and ∀y ∈ [α, β], f (y) ≥ f (x)−ǫ > 21 f (x). Now
consider the partition P = {a, α, β, b} of [a, b]: since f ≥ 0, the infimum of f over each sub-interval is
non-negative, and moreover inf [α,β] f ≥ 21 f (x). Therefore we have L(P, f ) ≥ 0+ 12 f (x)(β−α)+0 > 0.
Rb Rb
As a consequence, a f dx = f dx ≥ L(P, f ) > 0, which is a contradiction. So f (x) = 0 ∀x ∈ [a, b].
a
2
Problem 1.
To show f 6∈ R for any [a, b], we show that for all partitions P , U (P, f ) = b − a but L(P, f ) = 0,
which implies that the lower and upper integrals or f are not equal and hence f 6∈ R.
Fix a partition P = {a = x0 < x1 < · · · < xn = b}. (Note: the definition on p. 120 allows
x0 ≤ x1 ≤ · · · ≤ xn , but if xi = xi+1 then ∆xi = 0, so we can discard any point that appears
more than once). Each interval [xi−1 , xi ] contains a rational number (by density of the rational
numbers, Theorem 1.20(b)), so Mi = 1 for all i. On the other hand, each intervalPn [xi−1 , xi ] also
contains irrational
Pn numbers,
Pn so mi = 0 for all i. This implies that L(P, f ) = i=1 i ∆xi = 0 and
m
U (P, f ) = i=1 Mi ∆xi = i=1 (xi −xi−1 ) = b−a, which implies that f is not Riemann-integrable.
Problem 2.
Consider the partition Pn = {1, 2, . . . , n} of the interval [1, n]. Since f is monotonically decreasing,
P
inf [i−1,i] f = f (i) and sup[i−1,i] f = f (i−1), while ∆xi = 1 for all i, so we have L(Pn , f ) = ni=2 f (i)
P Pn−1 Rn
and U (Pn , f ) = ni=2 f (i − 1) = i=1 f (i). Since L(Pn , f ) ≤ 1 f dx ≤ U (Pn , f ), we have the
P Rn Pn−1
inequalities ni=2 f (i) ≤ 1 f dx ≤ i=1 f (i). By comparison, we get that the integral converges
if and only if the series converges.
P∞ Rn Pn−1
More
P∞ precisely, assume that Ri=1 f (i) converges: then the integrals In = 1 f dx ≤ i=1 f (i) ≤
∞
f (i) are bounded, and so f dx is convergent (remark that {I n } is a bounded monotonically
i=1 1 RA
increasing sequence, and that any integral of the form R∞ 1 f dx can be bounded between
Pn In and
RIn+1 for some
R ∞ value of n). Conversely, assumeP that 1 f dx converges: then the sums i=2 f (i) ≤
n ∞
1 f dx ≤ 1 f dx are bounded, so the series i=2 f (i) is convergent (it is a series of non-negative
P
terms and its partial sums are bounded); adding the single term f (1) to the series, ∞ i=1 f (i) is
also convergent.
Problem 3.
(a) First observe that, since p1 + 1q = 1 and p, q are positive, we must have p1 , 1q < 1, i.e. p, q > 1.
For a fixed value of v ≥ 0, let φ : [0, +∞) → R be the function defined by φ(u) = p1 up − uv. The
function φ is differentiable and φ′ (u) = up−1 − v. Let α = v 1/(p−1) : since p − 1 > 0, φ′ is a strictly
increasing function, so φ′ takes negative values over [0, α) and positive values over (α, +∞). Hence,
by the mean value theorem, φ is strictly decreasing over the interval [0, α] and strictly increasing
over the interval [α, +∞). In particular, ∀u ≥ 0 we have φ(u) ≥ φ(α), with equality if and only
if u = α. Observe that p−1 1 1 1 p
p = 1 − p = q ; therefore φ(α) = p α − αv = p v
1 p/(p−1)
− v 1/(p−1)+1 =
− p−1
p v
p/(p−1) = − 1 v q . We conclude that, for every u, v ≥ 0, 1 up − uv ≥ − 1 v q , or equivalenty,
q p q
uv ≤ p1 up + 1q v q , with equality if and only if u = v 1/(p−1) , i.e. up = v p/(p−1) = v q .
(b) Note that, if f, g ∈ R, then by Theorems 6.11 and 6.13, f p , g q and f g are also integrable. By
part (a), we have the inequality f (x)g(x) ≤ p1 f (x)p + 1q f (x)q for every x ∈ [a, b]. Therefore, by
Rb Rb Rb Rb
Theorem 6.12, we have a f g dx ≤ a ( p1 f p + 1q f q ) dx = p1 a f p dx + 1q a g q dx = p1 + 1q = 1, which
is the desired result.
Rb Rb Rb Rb
(c) Let I = ( a |f |p dx)1/p and J = ( a |g|q dx)1/q . Observe that a ( I1 |f |)p dx = I1p a |f |p dx = 1,
Rb Rb
and similarly a ( J1 |g|)q dx = J1q a |g|q dx = 1. Therefore, applying the result of (b) to the functions
1
1
Rb 1 Rb
and J1 |g|, we get a IJ
I |f | |f g| dx ≤ 1, or equivalently a |f g| dx ≤ IJ. Using Theorem 6.13, which
Rb Rb
remains true for complex-valued functions (cf. Theorem 6.25), we have | a f g dx| ≤ a |f g| dx ≤ IJ,
which completes the proof.
Problem 4.
Rx
(a) For n = 0, the formula becomes f (x) = f (a) + a f ′ (t) dt, which is the fundamental theorem of
calculus (Theorem 6.21).
(b) By comparing the given expressions for n − 1 and n, one sees that it is sufficient to prove
that Rn (x) = n! f (a) (x − a)n + Rn+1 (x). We use integration by parts (Theorem 6.22) with
1 (n)
F (t) = f (n) (t) and G(t) = − n1 (x − t)n ; we have

Z x Z x
1 n−1 (n) 1
Rn (x) = (x − t) f (t) dt = F (t)G′ (t) dt
(n − 1)! a (n − 1)! a
Z x
F (x)G(x) − F (a)G(a) 1
= − F ′ (t)G(t) dt
(n − 1)! (n − 1)! a
Z x
0 + f (n) (a)(x − a)n 1 f (n) (a)
= + f (n+1) (t)(x − t)n dt = (x − a)n + Rn+1 (x).
n (n − 1)! n (n − 1)! a n!
The result follows by induction on n.
Problem 5.
Assume that {fn } converges uniformly to f and {gn } converges uniformly to g. First observe that
f is bounded. Indeed, there exists N such that if n ≥ N then |fn (x) − f (x)| ≤ 1 ∀x ∈ E. Therefore,
setting M = 1 + supx∈E |fN (x)|, for every x ∈ E we have |f (x)| ≤ |fN (x)| + 1 ≤ M . Similarly, g is
bounded by a constant M ′ .
ǫ
Fix ǫ > 0; decreasing ǫ if necessary we can assume that 2M ′ < 1. Since fn → f uniformly, there
ǫ
exists N1 such that ∀n ≥ N1 , ∀x ∈ E, |fn (x) − f (x)| ≤ 2M ′ . Similarly there exists N2 such that
∀n ≥ N2 , ∀x ∈ E, |gn (x) − g(x)| ≤ 2(Mǫ+1) . Let n ≥ N = max(N1 , N2 ) and x ∈ E: we have
|fn (x)gn (x) − f (x)g(x)| = |fn (x)(gn (x) − g(x)) + (fn (x) − f (x))g(x)|
≤ |fn (x)||gn (x) − g(x)| + |fn (x) − f (x)||g(x)|
ǫ ǫ ǫ
≤ (|f (x)| + 2M ′ ) 2(M +1) + 2M ′ |g(x)|
≤ (M + 1) 2(Mǫ+1) + M ′ 2M ǫ
′ = ǫ.
So we have proved that fn gn converges uniformly to f g.

The assumption that fn and gn are bounded is necessary: consider e.g. E = (0, +∞), fn (x) = x,
and gn (x) = x1 + n1 . It is clear that fn converges uniformly to f (x) = x and gn converges uniformly
to g(x) = x1 . We have fn (x)gn (x) = 1 + nx , which converges to 1 as n → ∞ for every value of
x. However, fn gn does not converge uniformly to 1 over (0, +∞), in fact (fn gn − 1) is not even
bounded (consider x → ∞).
2
Problem 6.
1 1 x−1 P 1 P 1
If x > 0 then | 1+n 2 x | ≤ n2 x = n2 . Since n2
converges, by the comparison criterion 1+n2 x
1
converges absolutely for all x > 0. If x = 0 the series is divergent since 1+n2 x = 1.
1 1 a
−1
Given any constant a > 0, we have the inequality | 1+n 2 x | ≤ n2 x ≤ n2 for all x ∈ [a, +∞). Observe
P a−1 P 1
that the series n2
is convergent; therefore, by Theorem 7.10, the series 1+n2 x
converges
uniformly on the interval [a, +∞) for all a > 0.
We now consider an interval of the form (0, a): fix an integer N , and let x ∈ (0, a) be such that
x < N12 . Then 1+N 1 1 1 1
2 x > 1+1 = 2 . This proves that 1+n2 x does not converge uniformly to 0 over
(0, a), which is enough to derive a contradiction to the Cauchy criterion (Theorem 7.8): therefore
the series does not converge uniformly
Pn on any of the intervals (0, a) for a > 0.
1
Alternatively: letting fn (x) = k=1 1+k2 n , we set An = limt→0 fn (t) = n. If one assumes the
sequence {fn } to converge uniformly over (0, a), by Theorem 7.11 the sequence {An } must be
convergent (and its limit equals limt→0 f (t)). This gives a contradiction, so the convergence is not
uniform over (0, a).
Since the individual terms in the series are continuous functions and since the convergence is uniform
over [a, +∞), by Theorem 7.12 the function f is continuous over [a, +∞) for all a > 0. Therefore
f is continuous at every point of (0, +∞).
The function f is not bounded: given any integer N , if x ∈ (0, N12 ) then for every n ≤ N we have
P
1
1+n2 x
1
> 1+(n/N )2
≥ 12 , so N 1 N N
n=1 1+n2 x > 2 , and therefore f (x) > 2 .
3
Problem 1.
R1
Let f : [0, 1] → R be a continuous function such that 0 f (x)xn dx = 0 for all integers n ≥ 0. By
the Weierstrass theorem, thereR 1 exists a sequence of polynomials {Pn } converging to f uniformly
over [0, 1]. We know that 0 f (x)Pn (x) dx = 0 for every value of n (because Pn is of the form
P
Pn (x) = N k
k=0 ck x , and each of the terms leads to an integral equal to zero).
Since f and Pn are bounded over [0, 1] (they are continuous and [0, 1] is compact), and since Pn → f
uniformly, we know that f Pn converges uniformly to f 2 . Indeed, letting M = supx∈[0,1] |f (x)| we
have supx∈[0,1] |f (x)Pn (x) − f (x)2 | ≤ M supx∈[0,1] |Pn (x) − f (x)| → 0 as n → +∞ (or we can apply
the result proved inR the previous problemRset). By Theorem 7.16, the uniform convergence of f Pn
1 1
to f 2 implies that 0 f (x)2 dx = limn→∞ 0 f (x)Pn (x) dx = limn→∞ 0 = 0.
R1
The function f 2 takes non-negative values, is continuous over [0, 1], and 0 f 2 dx = 0. Therefore
f (x)2 = 0 for every x ∈ [0, 1] (see e.g. Chapter 6 Exercise 2 and HW7 solutions). Therefore f = 0.
Problem 2.
Since Pn+1 (x) = Pn (x) + 21 (x2 − Pn2 (x)), we havethe following identity:
|x| − Pn+1 (x) = |x| −
1 1
Pn (x) − 2 (|x| − Pn (x))(|x| + Pn (x)) = |x| − Pn (x) 1 − 2 (|x| + Pn (x)) (*).
We first prove by induction that 0 ≤ Pn (x) ≤ |x| for every x ∈ [−1, 1]. Indeed, the statement
is clearly true for n = 0 since P0 = 0; and if x ∈ [−1, 1] and 0 ≤ Pn (x) ≤ |x| then we have
0 ≤ 1 − |x| ≤ 1 − 21 (|x| + Pn (x)) ≤ 1 − 21 |x| ≤ 1, so from the identity (*) we get 0 ≤ |x| − Pn+1 (x) ≤
|x| − Pn (x), i.e. 0 ≤ Pn (x) ≤ Pn+1 (x) ≤ |x|. Therefore, the sequence of functions {Pn } is increasing,
and 0 ≤ Pn (x) ≤ |x| ∀x ∈ [−1, 1] for every n.
Moreover, for x ∈ [−1, 1] the inequality 0 ≤ 1 − 12 (|x| + Pn (x)) ≤ 1 − 21 |x| and the identity (*) imply
that 0 ≤ |x| − Pn+1 (x) ≤ (|x| − Pn (x))(1 − 21 |x|); therefore, by induction on n we get that, for every
integer n ≥ 0 and for every x ∈ [−1, 1], 0 ≤ |x| − Pn (x) ≤ (|x| − P0 (x))(1 − 12 |x|)n = |x|(1 − 12 |x|)n .
Now define f (t) = t(1 − 21 t)n for t ∈ [0, 1]. The function f is differentiable and its derivative is
f ′ (t) = (1 − 12 t)n − t n2 (1 − 12 t)n−1 = (1 − n+1 1 n−1
2 t)(1 − 2 t) . Observing that f ′ (t) has the same sign as
n+1 2 2
(1 − 2 t) over the interval [0, 1], we get that f is increasing on [0, n+1 ] and decreasing on [ n+1 , 1],
2 2 2 n n 2
i.e. it reaches its maximum for t = n+1 . Therefore, ∀t ∈ [0, 1], f (t) ≤ f ( n+1 ) = n+1 ( n+1 ) < n+1 .
2 2
In particular we conclude that, ∀x ∈ [−1, 1], 0 ≤ |x| − Pn (x) ≤ f (|x|) < n+1 . Since n+1 does not
depend on x and converges to 0 as n → ∞, we conclude that Pn (x) converges to |x| uniformly on
the interval [−1, 1].
Problem 3.
Recall that every positive integer can be expressed in a unique way as a product of prime numbers.
Fixing N , let p1 , . . . , pk be all prime numbers less than N , and for 1 ≤ j ≤ k let mj be the largest
m
positive integer such that pj j ≤ N . Then every integer between 1 and N can be put in the form
pr11 . . . prkk for some integers r1 , . . . , rk satisfying 0 ≤ rj ≤ mj . Therefore
k
X X X Y 1 Y X 1 Y 1
N m1 mk k ∞ k
1 1 1
≤ ··· = 1 + + · · · + mj ≤ = 1 ,
n pr11 . . . prkk pj p j
prj 1 − p
n=1 r =0
1 r =0
k j=1 j=1 r=0 j=1 j
P 1
where we have bounded the partial sum of the mj + 1 first terms of the geometric series prj by
1
the total sum 1/(1 − pj ).
1
Next we prove the inequality 1/(1 − x) ≤ e2x for all 0 ≤ x ≤ 21 . Indeed, let φ(x) = (1 − x)e2x , and
observe that φ′ (x) = −e2x +2(1−x)e2x = (1−2x)e2x ≥ 0 for all x ∈ [0, 12 ]. Therefore φ is increasing
over [0, 21 ], and since φ(0) = 1 we conclude that ∀x ∈ [0, 12 ], φ(x) ≥ 1, i.e. 1/(1 − x) ≤ exp(2x).
Applying this for x = p1j , we have 1/(1 − p1j ) ≤ exp( p2j ). Therefore,
XN
1 Yk
1 Yk Xk
2 X
k
1 1 X
N
1
2/pj
≤ ≤ e = exp , which implies that ≥ log
n=1
n
j=1
1 − p1
j j=1
pj
j=1
pj 2
j=1
n
n=1
by taking the logarithm
P 1 of both sides (recall that log isPan increasing function). Next observe that,
N 1
because the series is divergent, the partial sum n=1 n can be made as large as desired by
n PN 1
taking N sufficiently large. Since limx→+∞ (log x) = +∞, we conclude P that log( n=1 n ) can be
made as large as desired. Therefore the partial sums of the series p prime p1 are unbounded, i.e.
the series is divergent.
Problem 4.
Observe that f and g are piecewise affine functions, whose graphs approximate that of the logarithm
function: the continuous function f is affine over all intervals [m, m + 1] and coincides with log at
all integers; g is affine over all intervals [m − 12 , m + 12 ) and its graph is tangent to that of log at all
integers (in fact g is discontinuous at m + 21 ).
For x ∈ [m, m + 1], define φ(x) = log x − f (x): substituting x = m and x = m + 1 in the
definition of f we get φ(m) = φ(m + 1) = 0. The function φ is differentiable over [m, m + 1],
and φ′ (x) = x1 − f ′ (x) = x1 + log m − log(m + 1) = x1 − log(1 + m 1
). Applying the mean value
theorem to φ over [m, m + 1], there exists α ∈ (m, m + 1) such that φ(m + 1) − φ(m) = φ′ (α), i.e.
φ′ (α) = α1 − log(1 + m 1
) = 0. (This can also be checked directly but the argument given here is
simpler). Since the function φ′ is decreasing, we have φ′ ≥ 0 over [m, α] and φ′ ≤ 0 over [α, m + 1],
so the function φ is increasing over [m, α] and decreasing over [α, m + 1]. In particular, since
φ(m) = φ(m + 1) = 0 we conclude that φ(x) ≥ 0, i.e. f (x) ≤ log x for every x ∈ [m, m + 1]. Since
this holds ∀m ≥ 1, we have f (x) ≤ log x over [1, +∞).
For x ∈ [m − 21 , m + 21 ), define ψ(x) = g(x) − log x: one easily checks that ψ(m) = 0. The function
ψ is differentiable over [m − 12 , m + 12 ), and ψ ′ (x) = g ′ (x) − x1 = m 1
− x1 , which is negative for x < m
and positive for x > m. Therefore ψ is decreasing over [m − 21 , m] and increasing over [m, m + 21 ),
and so it reaches its minimum at m. We conclude that ψ(x) ≥ φ(m) = 0, i.e. log x ≤ g(x) for every
x ∈ [m − 21 , m + 12 ). Since this holds ∀m ≥ 1, we have log x ≤ g(x) over [ 21 , +∞).
R m+1 m+1
The definition of f gives m f (x) dx = ((m + 1)x − 21 x2 ) log m + ( 12 x2 − mx) log(m + 1) m =
1 1
2 log m+ 2 log(m+1) (this can be obtained directly R geometrically). Therefore, breaking the integral
n
into intervals between consecutive integers we have 1 f (x) dx = ( 12 log 2) + ( 21 log 2 + 12 log 3) + · · · +
( 21 log(n − 1) + 21 log n) = log 2 + · · · + log n − 21 log n = log(n!) − 12 log n.
R m+ 1 1 2 m+1/2 R n+ 1
Similarly: m− 12 g(x) dx = 2m x −x+x log m m−1/2 = log m, so 3 2 g(x) dx = log 2+· · ·+log n =
2
R 3/2 2
R n+ 1
log(n!). We can also compute 1 g(x) dx = ( 8 − 2 ) − ( 2 − 1) = 18 , and n 2 g(x) dx > 21 g(n) =
9 3 1
1
Rn R n+ 12
2 log n (because g Ris increasing). So 1 g(x) dx < 1 g(x) dx − 21 log n = log(n!) + 18 − 21 log n.
R
n n
We conclude that 1 f (x) dx = log(n!) − 12 log n > − 81 + 1 g(x) dx.
Rn
Finally, integration
Rn 1 by parts (using the functions log x and x) yields the formula 1 log x dx =
n log nR − 1 x x dx = R n n log n − (n −1 1). R nTherefore, since R n ≤ log x ≤ g(x) ∀x ∈ [1, n] we
f (x)
n 1
have 1 log x dx > 1 f (x) dx > − 8 + 1 g(x) dx > − 8 + 1 log x dx, i.e. n log n − (n − 1) >
log(n!) − 21 log n > − 18 + n log n − (n − 1). Subtracting n log n − n from every term we conclude
√
that 1 > log(n!) − (n + 12 ) log n + n > 78 , i.e. (exponentiating), e7/8 < n!/(nn ne−n ) < e.
2
Math 112 Spring 2019 – Practice problems for the midterm
The midterm will take place on Tuesday March 12, 12:00-1:15, in Science Center Hall E (usual place
and time). It will cover the material seen in lecture up to Tuesday March 5 (most of it included)
– specifically, Rudin pages 1-63, minus the appendix to Chapter 1 and the section on perfect sets
on p.41-42.
You will be allowed Rudin’s book but NO OTHER MATERIALS (no notes, no calculators, no
electronics). To prepare for the midterm:
• review the main definitions and theorems from Rudin (those you feel you really ought to know),
go over the homework assignments and their solutions (available on the course web page);
• try doing the following practice problems (ideally without using the book).
1. Let E ⊂ R be bounded, nonempty, and suppose sup E 6∈ E. Show that E is infinite.

2. Let U, V ⊂ R2 be open subsets satisfying Ū = R2 , V̄ = R2 . Prove that U ∩ V = R2 .
(Hint: if E ⊂ X then Ē = X if and only if every nonempty open set in X has non-empty intersection
with E).
3. If A and B are compact subsets of X, show that A ∪ B is compact.
1
4. Let {xn } be a sequence in R satisfying |xn | ≤ 3n for each n ≥ 1. Put yn = x1 + · · · + xn . Prove
that the sequence {yn } is convergent.
(−1) n
5. Find all the subsequential limits of each of the following sequences: an = n sin nπ
4 ; an = 1− n ;
an = 1 − (−1)n . Are these sequences bounded? convergent?
6. Let {an } and {bn } be bounded sequences in R. Prove that lim sup(an + bn ) ≤ lim sup an +
lim sup bn . Give an example to show that equality need not hold.
7. Find a countable subset of R with (a) exactly two limit points; (b) countably many limit points;
(c) uncountably many limit points.
8. Let A, B be subsets of a metric space, and denote by A◦ , B ◦ the sets of interior points of A, B.
Prove that (A ∩ B)◦ = A◦ ∩ B ◦ .
P P 1√
9. Assume that an is a convergent series and that an ≥ 0 ∀n ≥ N . Prove that n an
√
converges. (Hint: consider the quantity ( an − n1 )2 , and use the comparison criterion).
10. Give an example of a countable compact subset of (R, d).
11. True or false?
– if a subset A ⊂ R has a least upper bound in R then it also has a greatest lower bound in R;
– if E is a finite subset of a metric space (X, d) then E is closed in X;
– if K is a compact subset of a metric space (X, d) and F ⊂ X is closed in X, then K ∩ F is closed
in X.
12. Let E be an open subset of R2 . Is every point of E a limit point of E? Same question if E is
closed.
√ √
13. If s1 = 2, and sn+1 = 2 + sn (n = 1, 2, 3, . . . ), prove that sn < 2 for all n and that {sn }
converges, (Hint: show that {sn } is a monotonic sequence).
s2m−1
14. Find lim sup sn and lim inf sn , where {sn } is the sequence defined by s1 = 0, s2m = 2 ,
s2m+1 = 21 + s2m .
15. Suppose {pn } is a Cauchy sequence in a metric space X, and some subsequence {pnk } converges
to a point p ∈ X. Prove that the full sequence {pn } converges to p.
Solutions to practice problems
1. Let E ⊂ R be bounded, nonempty, and suppose sup E 6∈ E. Show that E is infinite.

If E were finite, E = {x1 , . . . , xn }, then sup E would be the largest of x1 , . . . , xn , and would
belong to E.
(Or: assume a = sup E 6∈ E, and choose x1 ∈ E. Then x1 < a, so x1 is not an upper bound
for E, so E contains x2 > x1 . Again, x2 < a, so x2 is not an upper bound for E, so E contains
x3 > x2 . Proceeding by induction, we construct infinitely many distinct elements xn ∈ E).
2. Let U, V ⊂ R2 be open subsets satisfying Ū = R2 , V̄ = R2 . Prove that U ∩ V = R2 .
(Hint: if E ⊂ X then Ē = X if and only if every non-empty open set in X has non-empty
intersection with E).
Using the hint: given a non-empty open subset G ⊂ R2 , G ∩ U is non-empty (since U is dense)
and open (G and U are open); so (G ∩ U ) ∩ V = G ∩ (U ∩ V ) is non-empty (since V is dense). So
every non-empty open subset of R2 intersects U ∩ V , so U ∩ V is dense in R2 .
(Proof of the hint: recall Ē = X if and only if ∀x ∈ X, ∀r > 0, Nr (x) intersects E. First assume
every non-empty open set in X intersects E, then ∀x ∈ X, ∀r > 0, Nr (x) is open and non-empty
so Nr (x) intersects E, which proves that Ē = X. Conversely, Ē = X and assume G ⊂ X is open
and non-empty. Take x ∈ G: then x is interior of G, so there exists r > 0 such that Nr (x) ⊂ G.
Since Nr (x) intersects E, we deduce that G also intersects E.)
Solution without using the hint: let x ∈ R2 , and let r > 0. We have to prove that Nr (x) intersects
U ∩ V (which shows that x ∈ U ∩ V ). First, since x ∈ Ū = X, we know that Nr (x) intersects U ;
let y ∈ Nr (x) ∩ U . Since U and Nr (x) are open, so is Nr (x) ∩ U , so there exists r′ > 0 such that
Nr′ (y) ⊂ Nr (x) ∩ U . Since y ∈ V̄ = X, we know that Nr′ (y) intersects V . Let z ∈ Nr′ (y) ∩ V . Since
Nr′ (y) ⊂ Nr (x) ∩ U , we have z ∈ (U ∩ V ) ∩ Nr (x). Therefore U ∩ V intersects all neighborhoods
of x, and so x ∈ U ∩ V .
3. If A and B are compact subsets of X, show that A ∪ B is compact.
S
Let {Gα } be an open cover of A ∪ B: then Gα ⊃ A, and A is compact, so there exist α1 , . . . , αn
such that Gα1 ∪ · · · ∪ Gαn ⊃ A. Similarly, there exist α1′ , . . . , αm
′ such that G ′ ∪ · · · ∪ G ′ ⊃ B.
α1 αm
Then Gα1 ∪ · · · ∪ Gαn ∪ Gα′1 ∪ · · · ∪ Gα′m is a finite subcover of A ∪ B.
4. Let {xn } be a sequence satisfying |xn | ≤ 31n for each n ≥ 1. Put yn = x1 + · · · + xn .
Prove that the sequence {yn } is convergent.
P 1 P
The series 3n is convergent, so by the comparison criterion (Theorem 3.25) xn is convergent.
(Or: {yn } is a Cauchy sequence since, for m ≥ n ≥ N , |ym − yn | = |xn+1 + · · · + xm | ≤
1
3n+1
1
+ · · · + 31m ≤ 3n+1 (1 + 13 + 91 + . . . ) = 23 3n+1
1
≤ 32 3N1+1 , which can be made smaller than any
ǫ > 0 by taking N large enough.)
5. Find all the subsequential limits of each of the following sequences: an = n sin nπ
4 ;
(−1)n n
an = 1 − n ; an = 1 − (−1) . Are these sequences bounded? convergent?
√ that an = 0 if n is a multiple of 4; an = ±n if n = 4k + 2 for some integer k;

a) Observe
an = ±n/ 2 if n is odd. Therefore 0 is a subsequential limit (take {a4k }), √ and it is the only
finite subsequential limit of {an } since the non-zero terms all satisfy |an | ≥ n/ 2; there are also
subsequences which diverge to +∞ or to −∞. The sequence is not bounded, and not convergent.
1
b) |an −1| = n → 0, so an → 1. The sequence is bounded and convergent, and all its subsequences
converge to 1.
2
c) an equals 0 for even n, and 2 for odd n, so the subsequential limits are 0 and 2. The sequence
is bounded but not convergent.
6. Let {an } and {bn } be bounded sequences in R. Prove that lim sup(an + bn ) ≤
lim sup an + lim sup bn . Give an example to show that equality need not hold.
Let a∗ = lim sup an and b∗ = lim sup bn , and fix ǫ > 0. Then all but finitely many terms of
{an } satisfy an < a∗ + ǫ, and all but finitely many terms of {bn } satisfy bn < b∗ + ǫ (Theorem
3.17(b)). Hence, there exists N such that an + bn < a∗ + b∗ + 2ǫ for all n ≥ N . This implies that
lim sup(an +bn ) ≤ a∗ +b∗ +2ǫ. Since this holds for all ǫ > 0, we must have lim sup(an +bn ) ≤ a∗ +b∗ .
Equality need not hold: let an = (−1)n , bn = −(−1)n , then lim sup an = lim sup bn = 1, but
an + bn = 0 so lim sup(an + bn ) = 0 < 1 + 1.
7. Find a countable subset of R with (a) exactly two limit points; (b) countably
many limit points; (c) uncountably many limit points.
a) A = { n1 , n = 1, 2, . . . } ∪ {1 + n1 , n = 1, 2, . . . } (the limit points are 0 and 1).
1
b) A = { m + n1 , m, n = 1, 2, . . . } (the limit points are 0 and all the 1
n ).
c) A = Q (all real numbers are limit points).
8. Let A, B be subsets of a metric space, and denote by A◦ , B ◦ the sets of interior
points of A, B. Prove that (A ∩ B)◦ = A◦ ∩ B ◦ .
If x ∈ (A ∩ B)◦ then x is an interior point of A ∩ B, i.e. ∃ r > 0 such that Nr (x) ⊂ A ∩ B.
Then Nr (x) ⊂ A, so x ∈ A◦ , and Nr (x) ⊂ B, so x ∈ B ◦ . Therefore x ∈ A◦ ∩ B ◦ . This proves
(A ∩ B)◦ ⊂ A◦ ∩ B ◦ . Conversely, let x ∈ A◦ ∩ B ◦ . Since x is an interior point of A, ∃ r1 > 0
such that Nr1 (x) ⊂ A; similarly x is an interior point of B so ∃ r2 > 0 such that Nr2 (x) ⊂ B. Let
r = min{r1 , r2 }. Then Nr (x) ⊂ A ∩ B. So x ∈ (A ∩ B)◦ , so A◦ ∩ B ◦ ⊂ (A ∩ B)◦ .
(Or, using results seen in lecture: A◦ ⊂ A, B ◦ ⊂ B are open, so A◦ ∩ B ◦ is open and contained
in A ∩ B, which implies that A◦ ∩ B ◦ ⊂ (A ∩ B)◦ . Conversely, (A ∩ B)◦ is open and contained
in A, so it is contained in A◦ ; similarly it is open and contained in B, so contained in B ◦ ; so
(A ∩ B)◦ ⊂ A◦ ∩ B ◦ ).
P
P 9. Assume that an is a convergent series and that an ≥ 0 ∀n ≥ N . Prove that
1√ √
n a n converges. (Hint: consider the quantity ( an − n1 )2 , and use the comparison
criterion).
(Assigned on homework).
10. Give an example of a countable compact subset of (R, d).
{ n1 , n = 1, 2, . . . } ∪ {0} (closed and bounded, hence compact; see also Problem set 3).
11. True or false?
– if a subset A ⊂ R has a least upper bound in R then it also has a greatest lower
bound in R;
False. Consider e.g. (−∞, 0).
– if E is a finite subset of a metric space (X, d) then E is closed in X;
True. E has no limit points, so all limit points of E belong to E.
– if K is a compact subset of a metric space (X, d) and F ⊂ X is closed in X, then
K ∩ F is closed in X.
True. K is closed in X (Theorem 2.34), so K ∩ F is closed. (In fact K ∩ F is even compact, by
Theorem 2.35).
3
12. Let E be an open subset of R2 . Is every point of E a limit point of E? Same

question if E is closed.
Let x ∈ E, then x is an interior point of E, hence there is r0 > 0 such that Nr0 (x) ⊂ E. Hence,
for all r > 0, Nr (x) ∩ E ⊃ Nr (x) ∩ Nr0 (x) = Nmin(r,r0 ) (x) contains points other than x. (Note: this
need not be true in a general metric space (X, d), it could be that this neighborhood contains no
other point, if x is an isolated point of X! However, in Rk neighborhoods are uncountable). Hence
x is a limit point of E.
This property does not hold for closed E: for example E = {0} is closed, but 0 is not a limit
point of E.
√ √
13. If s1 = 2, and sn+1 = 2 + sn (n = 1, 2, 3, . . . ), prove that {sn } converges, and
that sn < 2 for all n. (Hint: show that {sn } is a monotonic sequence).
√ p √
First, s1 = 2 < s2 = 2 + 2 < 2. By induction we prove√that sn < sn+1 √ < 2 for all n:
assume that sn−1 < sn < 2, then 2 + sn−1 < 2 + sn < 4, so 2 + sn−1 < 2 + sn < 2, i.e.
sn < sn+1 < 2. This proves that sn < 2 for all n, and that {sn } is monotonically increasing. Since
{sn } is monotonic and bounded, it converges.
14. Find lim sup sn and lim inf sn , where {sn } is the sequence defined by s1 = 0, s2m =
s2m−1
2 , s2m+1 = 21 + s2m .
The first few terms are: 0, 0, 12 , 14 , 43 , 38 , 78 , . . . . Consider the odd terms: s2m+1 = 12 + s2m =
1 1 1 1
2 + 2 s2m−1 = 2 (1 + s2m−1 ). By induction, s2m+1 = 1 − 2m , and s2m+1 → 1. Moreover, s2m =
1 1 1 1 1 1 1
2 s2m−1 = 2 (1 − 2m−1 ) = 2 − 2m , and s2m → 2 . So lim inf sn = 2 and lim sup sn = 1.
15. Suppose {pn } is a Cauchy sequence in a metric space X, and some subsequence
{pnk } converges to a point p ∈ X. Prove that the full sequence {pn } converges to p.
Let ǫ > 0. There exists N such that, for n, m ≥ N , d(pn , pm ) < ǫ. Then, consider any n ≥ N :
for k sufficiently large (so that nk ≥ N ), d(pn , pnk ) < ǫ. Taking the limit as k → ∞, it follows
that d(pn , p) ≤ ǫ. Or: if k is sufficiently large then d(pnk , p) < ǫ (by the assumption pnk → p), so
d(pn , p) ≤ d(pn , pnk ) + d(pnk , p) < 2ǫ. In any case, we conclude that d(pn , p) becomes arbitrarily
small for n large, i.e. pn → p.
Math 112 Midterm Exam
Tuesday March 12, 2019, 12:00–1:15, in Science Center Hall E.
Rudin’s book allowed, no other materials or devices.
YOUR NAME:
This is a 75-minute in-class exam. No notes or calculators are permitted. Point values (out of 120)
are indicated for each problem. Do all the work on these pages. (Use the back if more space is
needed)
GRADING
1. /20
2. /15
3. /25
4. /10 SOLUTIONS
5. /10
6. /25
7. /15
TOTAL
/120
Problem 1. (20 points: 4,4,4,4,4) True or false? (Answers only)
a) The set {z = x + iy ∈ C : x, y ∈ Q} is countable.
TRUE FALSE (it is in bijection with Q × Q which is countable)
b) The subset A = {1/n, n = 1, 2, . . . } of R is compact.

TRUE FALSE (it is not closed: 0 is a limit point)
c) Every bounded infinite subset of R is contained in a compact set and has a limit
point.
TRUE FALSE
(bounded ⇒ contained in a compact interval; sequential compactness ⇒ ∃ limit point)
d) The subset {z ∈ C, |z| 6= 1} of C is connected.

TRUE FALSE (it decomposes as {|z| < 1} ∪ {|z| > 1})
P
e) If an ≥ 0 and an → 0 then an is convergent.
TRUE FALSE (counterexample: an = n1 )
Problem 2. (15 points: 5,5,5)
Consider the two subsets Q (the rational numbers) and Qc (the irrational numbers) of
R with its usual metric.
a) What are the limit points of Q? What are its interior points? (No proof needed).
Every real number is a limit point of Q, since every real number can be approximated by rationals.
Q has no interior points, since every neighborhood of a rational contains irrationals and hence is
not contained in Q.
b) What are the limit points of Qc ? What are its interior points? (No proof needed).
Every real number is a limit point of Qc , since every real number can be approximated by irrationals.
Qc has no interior points, since every neighborhood of an irrational contains rationals.
c) Is the following statement correct? If not, what is the error in the proof ? (explain
briefly)
Claim: Let A, B be subsets of a metric space. Then every interior point of E = A ∪ B is either
an interior point of A or an interior point of B.
Proof: Let x be an interior point of E = A ∪ B. Then there exists r > 0 such that the
neighborhood Nr (x) is contained in A ∪ B. Therefore every point y ∈ Nr (x) satisfies
either y ∈ A or y ∈ B. In the first case, we conclude that Nr (x) is contained in A,
and therefore x is an interior point of A; in the second case, we conclude that Nr (x) is
contained in B, and therefore x is an interior point of B.
The result is false (a counterexample is given by R = Q ∪ Qc ). The problem is that Nr (x) may have
some of its points belonging to A only and others belonging to B only, so Nr (x) is not necessarily
contained in A or in B.
Problem 3. (25 points: 5,5,5,5,5)
If p = (p1 , p2 ) and q = (q1 , q2 ) are points in R2 , define d1 (p, q) = |p1 − q1 | + |p2 − q2 |.
a) Prove that d1 is a metric on R2 .
d1 (p, q) = |p1 − q1 | + |p2 − q2 | ≥ 0 since each term is ≥ 0, and it is equal to zero if and only if
|p1 − q1 | = |p2 − q2 | = 0, i.e. p1 = q1 and p2 = q2 , i.e. p = q.
d1 (q, p) = |q1 − p1 | + |q2 − p2 | = |p1 − q1 | + |p2 − q2 | = d1 (p, q).
d1 (p, q) = |p1 − q1 | + |p2 − q2 | ≤ |p1 − r1 | + |r1 − q1 | + |p2 − r2 | + |r2 − q2 | = d1 (p, r) + d1 (r, q) (using
the triangle inequality for the usual distance on R).
So d1 defines a metric.
b) Prove that d(p, q) ≤ d1 (p, q) for all p, q ∈ R2 , where d(p, q) = |p − q| is the usual distance.
p
Since d(p, q) = (p1 − q1 )2 + (p2 − q2 )2 , we get that d(p, q)2 = (p1 − q1 )2 + (p2 − q2 )2 ≤ (p1 −
q1 )2 + (p2 − q2 )2 + 2|p1 − q1 | |p2 − q2 | = (|p1 − q1 | + |p2 − q2 |)2 = d1 (p, q)2 . We conclude that
d(p, q) ≤ d1 (p, q).
c) Prove that, if p ∈ R2 and r > 0, then the neighborhoods of p for the metrics d1 and
d satisfy the relation Nr (p, d1 ) ⊂ Nr (p, d).
If x ∈ Nr (p, d1 ) then d1 (p, x) < r, so by b) we have d(p, x) ≤ d1 (p, x) < r, so x ∈ Nr (p, d).
Therefore Nr (p, d1 ) ⊂ Nr (p, d).
d) Prove that, if a set E is open in (R2 , d), then it is open in (R2 , d1 ).
Assume E is open in (R2 , d), and let x ∈ E. Since x is an interior point of E in (R2 , d), there
exists r > 0 uch that Nr (x, d) ⊂ E. Therefore, by c), Nr (x, d1 ) ⊂ Nr (x, d) ⊂ E, so x is an interior
point of E in (R2 , d1 ). Since this holds for all x ∈ E, we conclude that E is open in (R2 , d1 ).
e) Prove that, if a set E is closed in (R2 , d), then it is closed in (R2 , d1 ). (use part d)
If E is closed in (R2 , d), then E c is open in (R2 , d), so by d) E c is open in (R2 , d1 ), and therefore
E is closed in (R2 , d1 ).
Problem 4. (10 points: 5, 5)
Find lim inf an and lim sup an for each of the following sequences. Are these sequences
convergent?
nπ (−1)n
a) an = sin ; b) an = 3/2 .
4 n
a) the range of the sequence is {−1, − √12 , 0, √12 , 1}, each of these values corresponding to infinitely
many terms of the sequence. Therefore lim inf an = −1 and lim sup an = 1; the sequence is not
convergent.
b) |an | = n−3/2 → 0, so lim inf an = lim sup an = lim an = 0: the sequence is convergent.
Problem 5. (10 points)

Let {pn } be
Pa sequence in a metric space (X, d), and let an = d(pn , pn+1 ). Assume that
the series an is convergent. Show that {pn } is a Cauchy sequence.
(Hint: use the triangle inequality, and the Cauchy criterion: a seriesP
of real or complex
numbers converges if and only if ∀ǫ > 0 ∃N such that ∀m ≥ n ≥ N , | m k=n ak | ≤ ǫ).
By the triangle inequality, P ∀n < m, d(pn , pm ) ≤ d(pn , pn+1 ) + d(pn+1 , pn+2 ) + · · · + d(pm−1 , pm ) =
m−1
an + an+1 + · · · + am−1 = k=n ak .
P
Fix
P ǫ > 0: since an converges, by the Cauchy criterion there exists N such that ∀m ≥ n ≥ N ,
Pm−1
| m k=n a k | ≤ ǫ. Therefore, ∀m ≥ n ≥ N , d(p n , p m ) ≤ | k=n ak | ≤ ǫ.
We conclude that {pn } is a Cauchy sequence.
Let (X, d) be a metric space and let f : X → X be a function for which there exists a
constant α > 0 such that for all x, y ∈ X, d(f (x), f (y)) ≤ α d(x, y).
a) Prove that, if a sequence xn converges to a limit x, then f (xn ) converges to f (x).
Fix some ǫ > 0: since xn → x, there exists N such that ∀n ≥ N , d(xn , x) < αǫ . By assumption, we
have d(f (xn ), f (x)) ≤ α d(xn , x) < α αǫ = ǫ. So ∀ǫ > 0 ∃N s.t. ∀n ≥ N , d(f (xn ), f (x)) < ǫ, i.e.
f (xn ) → f (x).
b) Prove that, if (X, d) is complete and if 0 < α < 1, then there exists p ∈ X such that
f (p) = p.
(Hint: Choose x1 ∈ X and look at the sequence xn+1 = f (xn ); first use Problem 5
to show that {xn } converges to some limit p, then use the result of (a) to show that
f (p) = p).
Let x1 ∈ X, and let xn+1 = f (xn ). Define an = d(xn , xn+1 ). We have: an+1 = d(xn+1 , xn+2 ) =
d(f (xn ), f (xn+1 )) ≤ α d(xn , xn+1 ) = α an .
P
We conclude that an is convergent, using the comparison
P test: indeed, by induction on n we have
an ≤ αn−1 a1 , and since 0 < α < 1 the geometric series αn is convergent.
Therefore by Problem 5 the sequence {xn } is a Cauchy sequence. Since X is complete, {xn }
converges to some limit p ∈ X. Since xn → p, by the result of a) we obtain that f (xn ) → f (p), i.e.
limn→∞ xn+1 = f (p). However we clearly have lim xn+1 = p (because {xn } and {xn+1 } have the
same limit). Therefore f (p) = p.
P
Assume that an is a convergent series and that an ≥ 0 ∀n ∈ N.
P 2
a) Prove that an converges (Hint: use the comparison criterion).
P
If an converges then an → 0, so therePexists N such that an ≤ 1 ∀n ≥ N . Then 0 ≤ a2n ≤ an for
n ≥ N , so by the comparison criterion a2n converges.
P 2
b) Give an example showing that nan doesPnot necessarily converge.
(Easier question for partial credit: show that n2 a2n does not necessarily converge.)
(
1/k 2 if n = k 4
Let an =
0 otherwise.
P P4
m P
m
1
Then an converges since its partial sums are bounded: an = k2
and the latter is a con-
n=1 k=1
vergent
P series. However {na2n } does not converge to 0 (infinitely many of its terms are equal to 1),
so 2
nan does not converge.
MATH 112 SPRING 2019 - INFORMATION ABOUT THE FINAL EXAM
The final exam will be on Monday May 13, from 9:00 to 12:00, in Emerson 210.
The final will be an open book exam. The textbook Rudin “Principles of mathematical
analysis” will be allowed, but other books, lecture notes or calculators will not be permitted.
The material that will be covered by the exam is most of Rudin Chapters 1 to 7, and part
of Chapter 8.
• Chapter 1, excluding the appendix (construction of R).
• Chapter 2, excluding the paragraph on perfect sets (2.43–2.44).
• Chapter 3, excluding Theorems 3.27, 3.37, 3.41-3.42, 3.44.
• Chapter 4 (everything).
• Chapter 5, excluding differentiation of vector-valued functions (5.16–5.19).
R
• Chapter 6, in the context of Riemann integrals only ( . . . dx), and excluding rectifi-
able curves (6.26–6.27).
• Chapter 7, excluding equicontinuity (7.19–7.25) and the Stone-Weierstrass theorem
(7.28–7.33), but including the Weierstrass theorem (Theorem 7.26).
• from Chapter 8, only basic facts about power series (Theorem 8.1 and its corollary),
exponential and logarithmic functions, and trigonometric functions (pages 178–184).
Practice materials:
• Study from the homework assignments, midterm, and practice problems for the
midterm (available on the web page).
• Extra practice problems from Rudin (some of them are harder than a typical exam
problem; don’t spend hours on a single problem!):
Chapter 1: 6, 11, 17.
Chapter 2: 5, 8, 9, 13, 14, 20.
Chapter 3: 3, 4, 10, 20, 21 (Hint: consider a sequence {pn } with pn ∈ En ).
Chapter 4: 12, 15 (Hint: given x < y, consider a point of [x, y] where f reaches
its maximum), 16, 20 (see also # 21 and # 22 for nice applications of # 20).
Chapter 5: 1, 3, 5, 11, 12, 22.
Chapter 6: 5, 13 (hard; ignore (d)), 15 (use # 10 in the 2nd part), 16.
Chapter 7: 1 (“uniformly bounded” means all fn are bounded by the same con-
stant M ), 5, 6, 7, 9, 14 (hard).
Chapter 8: 1, 4, 7, 9, 22 (first part only).

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Math 112: Introduction to Real Analysis – Spring 2019

Announcements Homework Exams Syllabus

Date Topics Book / HW

WITH DENIS AUROUX

Example 1.10. Consider { x ∈ Q : x < 0} as a subset of Q. Any rational y ≥ 0 is an

Now take A = { x ∈ Q : x < 0 or x2 < 2} as a subset of Q. The upper bounds of A

In the above example, we construct a bijection between Z and a proper subset of Z,

Example 3.14. Take A = { x ∈ R : 0 < x ≤ 1 = (0, 1].SFor x ∈ A, let Ex = {y ∈ R :

Proposition 3.15 (Sets form an algebra). (1) A ∪ B = B ∪ A

Proof. We induct on n. When n = 1, the claim follows by assumption. If An−1 is countable,

A result of this is that Q is countable, as it can be realized as a subset of Z2 via the

4. L ECTURE 4 — F EBRUARY 7, 2019

Example 4.4. In R, Nr ( p) = ( p − r, p + r ) = { x ∈ R : p − r < x < p + r }. Also in R,

Theorem 4.5. Every neighborhood is an open set.

Example 4.7. Take E = { n1 : n = 1, 2, 3, . . . } ⊂ R. Then 1 is isolated (consider

Definition 4.8. E ⊂ X is closed if it contains all its limit points.

5. L ECTURE 5 — F EBRUARY 12, 2019

When E ⊂ Y ⊂ X, we say E is open relative to Y if E is an open √ of Y. To see

is closed in Q, but not in R.

N1 ( pn ). Then given any two points q, r ∈ K, q ∈ N1 ( pi ) and r ∈ N1 ( p j ) for some i, j.

Proof. Say K ⊂ X is compact. Take p ∈ X, p ∈

Theorem 6.8. Closed subsets of compact sets are compact.

Suppose the intersection is empty. Let Gn = Fnc . We have ∞ ∞ c

This property of a set is usually referred to as sequential compactness, because it turns

7. L ECTURE 7 — F EBRUARY 19,2019

Definition 8.8. E ⊂ X is connected if it cannot be decomposed into the union of non-

9. L ECTURE 9 — F EBRUARY 26, 2019

Example 9.3. pn = (−1)n ∈ R diverges. On the other hand, limn→∞ 1

Is there a way to consider whether a sequence ’wants to converge’ or ’should converge’

Definition 9.11. A sequence { pn } in a metric space X is a Cauchy sequence if ∀e > 0, ∃ N

Definition 9.12. The diameter of a non-empty, bounded subset E ⊂ X is diamE = sup{d( p, q) :

Now given a sequence pn , take En = { pn , pn+1 , . . . }. Then the definition of a sequence

If { pnk } → p, we say that p is a subsequential limit of { pn }.

Proposition 10.5. pn → p ⇐⇒ every subsequence of { pn } converges to p

Example 10.13. (1) sn = (−1)n n+ 1

series, and we write ∑∞n=1 an = s.

Theorem 11.12. limn→∞ (1 + n1 )n = e

Given a sequence {cn } of complex numbers, ∑ cn zn = c0 + c1 z + c2 z2 + . . . forms a

diverges if |z| > R. R is referred to as the radius of convergence of ∑ cn zn .

Example 12.5. ∑ zn has cn = 1 ∀n, so R = 1. On the other hand, ∑ nn zn has cn = nn ;

Proposition 12.8. Absolute convergence implies convergence.

2Multiplying series by constants is also not so hard, as

13. L ECTURE 13 — M ARCH 14, 2019

14. L ECTURE 14 — M ARCH 26, 2019

Example 14.9. f : R+ → R+ , f ( x ) = 1x is continuous but not uniformly continuous.

Theorem 14.10. If f : X → Y is continuous and X is compact, then f is in fact uniformly

15. L ECTURE 15 — M ARCH 28, 2019

Example 15.3. With the neighborhood-based definition of functional limits,

Definition 15.8. For E ⊆ R, f : E → R is monotonically increasing if x < y =⇒ f ( x ) ≤

Proof. { f (t)|t ∈ ( a, x )} ⊆ R is non-empty and bounded above by f ( x ), so it has a least

16. L ECTURE 16 — A PRIL 2, 2019

Theorem 17.1 (L’Hopital’s rule). Let f , g : ( a, b) → R be differentiable, g0 ( x ) 6= 0 ∀ x, and

18. L ECTURE 18 — A PRIL 9, 2019

Now varying P2 taking the infimum, we conclude:

Theorem 18.5. If f is continuous on [ a, b], then f ∈ R.

19. L ECTURE 19 — A PRIL 11, 2019

So L( P, f ) = ∑i mi ( f )( xi − xi−1 ) = ∑i mi ( f ) ϕ0 (yi∗ )(yi − yi−1 ), by the Mean Value theorem

Definition 20.5. A sequence of functions { f n } converges uniformly on E to a function f if