LECTURE NOTES IN MATH 210A

Inroductory Real Analysis

First Semestser A.Y. 2022-2023
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Math 210A- Nn
10:00 - 11:30 FS
First Semestser A.Y. 2022-2023
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CHARLES B. MONTERO, Ph.D.

Instructor
Math Dept., College of Natural Sciences and Mathematics
Mindanano State University - Marawi
 TABLE OF CONTENTS

TITLE PAGE i

TABLE OF CONTENTS ii

1 FIELD AND ORDER PROPERTIES OF R 1

1.1 Algebraic / Field Properties/Axioms of R . . . . . . . . . . . 1
1.2 Order Properties of R. . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Absolute Value and the Real Line . . . . . . . . . . . . . . . . 10

2 COMPLETENESS AXIOM OF < 14

2.1 Supremum and Infimum . . . . . . . . . . . . . . . . . . . . . 14
2.2 Sequence of Real Numbers . . . . . . . . . . . . . . . . . . . . 21
2.3 Subsequences and the Bolzano-Weirstrass Theorem . . . . . . 41
2.4 The Cauchy Criterion . . . . . . . . . . . . . . . . . . . . . . . 45
2.5 Limit of Functions . . . . . . . . . . . . . . . . . . . . . . . . 47
2.6 Theorems on Limits of Functions . . . . . . . . . . . . . . . . 51

3 A Glimpse into Topology in < 53

3.1 Open and Closed Sets in < . . . . . . . . . . . . . . . . . . . . 53

4 CONTINUITY AND DERIVATIVE 59

4.1 Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . 59
4.2 Combinations of Continuous Functions . . . . . . . . . . . . . 62
4.3 Uniform Continuity . . . . . . . . . . . . . . . . . . . . . . . . 66
4.4 The Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . 71
 CHAPTER 1

FIELD AND ORDER PROPERTIES OF R

Set of axioms that characterize R:

ˆ field axioms

ˆ order axioms

ˆ completeness axioms

1.1 Algebraic / Field Properties/Axioms of R

(A1) a + b = b + a (commutative property for addition)

(A2) a + (b + c) = (a + b) + c (associative property for addition)

(A3) a + 0 = 0 + a = a (existence of the zero element)

(A4) a + (−a) = (−a) + a = 0 (existence of negative elements)

(M1) ab = ba (commutative property for multiplication)

(M2) a(bc) = (ab)c (associative property for addition)

(M3) a • 1 = 1 • a = a (existence of the unit element)

1 1
(M4) For a 6= 0, a • ( ) = ( ) • a = 1 (existence of reciprocals)
a a
(DPMA) a • (b + c) = ab + ac (distributive property of multiplication over
addition)

Theorem 1.1.1 dfdksagkasjgdaskjdhgaksjdhaskjdahskdj

 2

(a) If a, z ∈ R with z + a = a then z = 0.

(b) If u, b ∈ R with b 6= 0 and ub = b then u = 1.

(c) If a ∈ R then a • 0 = 0.

Proof :

(a) z + a = a =⇒ (z + a) + (−a) = a + (−a)

=⇒ z + (a + (−a)) = a + (−a) (by A2)

=⇒ z + 0 = 0 (by A4)

=⇒ z = 0 (by A3)

1 1
(b) ub = b =⇒ (ub)( ) = b( )
b b
1 1
=⇒ u(b • ) = b( ) (by M2)
b b
=⇒ u(1) = 1 (by M4)

=⇒ u = 1 (by M3)

(c) a + a • 0 = a(1) + a • 0 = a(1 + 0) = a(1) = a. Thus, by part (a),

a • 0 = 0. 

Theorem 1.1.2 dfdksagkasjgdaskjdhgaksjdhaskjdahskdj

1
(a) If a 6= 0 and b ∈ R such that ab = 1 then b = .
a
(b) If ab = 0 then either a = 0 or b = 0.
 3

Proof :

1 1
(a) ab = 1 =⇒ (ab) = (1)
a a
1 1
=⇒ ( a)b = (1)
a a
1
=⇒ 1 · b =
a
1
=⇒ b =
a

Suppose ab = 0. Suppose a = 0. Then we are done. Suppose a 6= 0. Then

1
∈ R and
a
1 1
( )(ab) = ( ) · 0
a a
1 1
=⇒ ( · a)b = ( ) · 0
a a
=⇒ (1)b = 0

=⇒ b = 0. 

Assignment 1.1.3 [Abbas, Intishar]

Prove that if a ∈ R satisfies a · a = a then either a = 0 or a = 1.

Assignment 1.1.4 [Ampaso, Normia]   

1 1 1
Prove that if a 6= 0 and b 6= 0 then = .
(ab) a b

Theorem 1.1.5 There does not exist a rational number r such that r2 = 2.

Proof : (by contradiction)

2
 is2 a rational number r such that r = 2. Then ∃ p, q ∈ Z, q 6= 0
Suppose there
p
such that = 2. Assume without loss of generality (WLOG) that p, q ∈
q
Z+ and p and q have no common factors other than 1. Since p2 = 2q 2 , p2
is even. This implies that p is also even. Since p and q do not have common
 4

factors, q must be an odd number. Since p is even, p = 2m for some m ∈ N;

hence,

p2 = 2q 2 =⇒ (2m)2 = 2q 2 =⇒ q 2 = 2m2

=⇒ q 2 is even

=⇒ q is also even; which is a contradiction.

Thus, for all r ∈ Q, r2 6= 2.

dfsdfs

Assignment 1.1.6 [Cali, Monaisa]

Prove that there does not exist a rational number s such that s2 = 3.

1.2 Order Properties of R.

Let P be the set of positive real numbers. Then

1. If a, b ∈ P then a + b ∈ P.

2. If a, b ∈ P then ab ∈ P.

3. (Law of Trichotomy) If a ∈ P then exactly one of the following holds:

a ∈ P, a = 0, −a ∈ P.

Definition 1.2.1 sdkfhsldfhsdlfhsdlfkjhldfgdfgfdgdf

1. If a ∈ P, we write a > 0 and say that a is positive.

2. If a ∈ P ∪ {0}, we write a ≥ 0 and say that a is nonnegative.

3. If −a ∈ P, we write a < 0 and say that a is negative.

 5

4. If −a ∈ P ∪ {0}, we write a ≤ 0 and say that a is nonpositive.

Definition 1.2.2 sdkfhsldfhsdlfhsdlfkjhldfgdfgfdgdf

1. If a − b ∈ P, we write a > b or b < a.

2. If a − b ∈ P ∪ {0}, we write a ≥ b or b ≤ a.

Note:

1. Exactly one of the following will hold:

a > b, a = b, a < b.

2. If a ≤ b and b ≤ a then a = b.

3. If a < b and b < c, we write a < b < c.

Theorem 1.2.3 (Rules of Inequality) Let a, b, c ∈ R.

1. If a > b and b > c then a > c.

2. If a > b then a + c > b + c.

3. If a > b and c > 0 then ca > cb.

4. If a > b and c < 0 then ca < cb.

 6

Proof :

1. a − b ∈ P and b − c ∈ P =⇒ (a − b) + (b − c) ∈ P

=⇒ a − c ∈ P

=⇒ a > c.

2. a − b ∈ P =⇒ a − b = (a + c) − (b + c) ∈ P

=⇒ a + c > b + c.

3. a − b ∈ P and c ∈ P =⇒ ca − cb = c(a − b) ∈ P

=⇒ ca > cb.

4. a − b ∈ P and − c ∈ P =⇒ cb − ca = −c(a − b) ∈ P

=⇒ cb > ca ∈ P

=⇒ ca < cb. 

Theorem 1.2.4 (SOA) or (Same old Argument)

If a ∈ R such that 0 ≤ a <  for every  > 0, then a = 0.
a
Proof : Suppose on the contrary that a > 0. Take  = . Then  =
a a 2
> 0 and we have 0 ≤  = < a. Thus, it is false that a <  for every  > 0.
2 2
Hence, a = 0. 

Assignment 1.2.5 (Amer, Moh’d Faiz H.) If a, b ∈ R such that a ≥ b

and 0 ≤ a < b + , for every  > 0, then a = b.

Theorem 1.2.6 If ab > 0 then either i) a > 0 and b > 0 or ii) a < 0 and
b < 0.

Proof : Suppose ab > 0. Then a 6= 0 and b 6= 0. 

By Law of Trichotomy,
1 1
either a > 0 or a < 0. If a > 0 then > 0. Thus, b = (ab) > 0. If a < 0
  a a
1 1
then < 0; so that b = (ab) < 0.
a a
 7

Assignment 1.2.7 (Abbas, Intishar) If ab < 0 then either i) a < 0 and

b > 0 or ii) a > 0 and b < 0.

Solving Inequalities.

Example 1.2.8 Determine the following sets.

1. A = {x ∈ R : 2x + 3 ≤ 6}.
Solution :
3
x ∈ A ⇐⇒ 2x + 3 ≤ 6 ⇐⇒ 2x ≤ 3 ⇐⇒ x ≤ .
2
   
3 3
Therefore, A = x ∈ R : x ≤ = −∞, .
2 2
2. B = {x ∈ R : x2 + x > 2}.
Solution :

x ∈ B ⇐⇒ x2 + x > 2 ⇐⇒ x2 + x − 2 > 0 ⇐⇒ (x − 1)(x + 2) > 0.

Then either
(x − 1) > 0 and (x + 2) > 0;

that is,
x > 1 and x > −2 ⇐⇒ x > 1

or
(x − 1) < 0 and (x + 2) < 0;

that is,
x < 1 and x < −2 ⇐⇒ x < −2.

Therefore,

B = {x ∈ R : x > 1} ∪ {x ∈ R : x < −2} .

= (−∞, 2) ∪ (1, +∞).

 8
 
2x + 1
3. C = x ∈ R : <1 .
x+2
Solution :
2x + 1 2x + 1 (x − 1)
x ∈ C ⇐⇒ < 1 ⇐⇒ − 1 < 0 ⇐⇒ < 0.
x+2 x+2 (x + 2)
Then either
(x − 1) < 0 and (x + 2) > 0;

that is,
x < 1 and x > −2 ⇐⇒ −2 < x < 1

or
(x − 1) > 0 and (x + 2) < 0;

that is,
x > 1 and x < −2 which is never satisfied.

Therefore, C = {x ∈ R : −2 < x < 1} = (−2, 1).

Theorem 1.2.9 Suppose a, b > 0. Then the following are equivalent:

√ √
(i) a<b (ii) a2 < b2 (iii) a< b

Proof :

(i) =⇒ (ii) : Suppose a < b. Then b − a > 0. Since a, b > 0, a + b > 0. Thus,
b2 − a2 = (b − a)(b + a) > 0; hence b2 > a2 , that is, a2 < b2 .

(ii) =⇒ (i) : Suppose a2 < b2 . Then b2 − a2 > 0, that is, (b − a)(b + a) > 0 Since
a, b > 0, b + a > 0, it follows that b − a > 0; hence a < b.
√ √ √ √
(iii) ⇐⇒ (i) : Since a, b > 0, a, b > 0. Replacing a by a and b by b in the
equivalence of (i) and (ii), we have
√ √ √ √
a< b ⇐⇒ ( a)2 < ( b)2 ⇐⇒ a < b. 
 9

√ 1
Theorem 1.2.10 If a, b > 0 then ab ≤ (a + b) with equality occuring if
2
and only if a = b.

Proof : Suppose a, b > 0. Consider the following 2 cases:

√ √ √ √ √ √
Case 1: Suppose a 6= b. Then a, b > 0 and a 6= b. Thus, ( a− b)2 > 0;
that is
√
a − 2 ab + b > 0.

Hence,
√ 1
ab < (a + b).
2
Case 2: Suppose a = b. Then
√ 1
a= a2 = (a + a).
2
√
1
Hence, in either case,ab ≤ (a + b).
2
√ 1
On the other hand, if ab = (a + b) then
2
√ 2
 2
1 1 2
a + 2ab + b2

( ab) = (a + b) =⇒ ab =
2 4
=⇒ 4ab = a2 + 2ab + b2

=⇒ a2 − 2ab + b2 = 0

=⇒ (a − b)2 = 0

=⇒ a = b. 

Assignment 1.2.11 [Ampaso, Normia]

Prove that if x and y are rational numbers then x + y and xy are also rational
numbers.

Assignment 1.2.12 [Cali, Monaisa]

Prove that if x is a rational number and y is an irrational number then x + y
is irrational. If in addition, x 6= 0 then show that xy is an irrational number.
 10

Assignment 1.2.13 [Amer, Moh’d Faiz H.]

√
Let K = {s + t 2 : s, t ∈ Q}. Show that

1. If x1 , x2 ∈ K, then x1 + x2 ∈ K and x1 · x2 ∈ K
1
2. If x 6= 0 and x ∈ K, then ∈ K.
x

Assignment 1.2.14 [Abbas, Intishar]

1. If a < b and c ≤ d, then show that a + c < b + d.

2. If 0 < a < b and 0 ≤ c ≤ d, then prove that 0 ≤ ac ≤ bd.

Assignment 1.2.15 [Ampaso, Normia]

If a, b ∈ R, show that a2 + b2 = 0 if and only if a = 0 and b = 0.

Assignment 1.2.16 [Cali, Monaisa]

If 0 ≤ a < b, show that a2 ≤ ab < b2 .

1.3 Absolute Value and the Real Line

Definition 1.3.1 The absolute value of a real number a, denoted by |a|, is

defined by 
a
 if a > 0,
|a| = 0 if a = 0,

−a if a < 0.


Theorem 1.3.2 For all a, b ∈ R,

i) |ab| = |a||b|

ii) |a|2 = a2

iii) If c ≥ 0, then |a| ≤ c if and only if −c ≤ a ≤ c.

 11

iv) −|a| ≤ a ≤ |a|.

Proof :

1. If either a or b is 0, then both sides are equal to 0. There are four other
cases to consider. If a > 0, b > 0, then ab > 0, so that |ab| = ab = |a||b|.
If a > 0, b < 0, then ab < 0, so that |ab| = −ab = a(−b) = |a||b|. The
other two cases are treated similarly.

2. Since a2 ≥ 0, we have a2 = |aa| = |a||a| = |a|2 .

3. If |a| ≤ c, then we both have a ≤ c and −a ≤ c; that is, −c ≤ a ≤ c.

Conversely, if −c ≤ a ≤ c, then we both have a ≤ c and −c ≤ a ≤ c, so
that |a| ≤ c.

4. Take c = |a| in part (c). 

Theorem 1.3.3 (Triangle Inequality) If a, b ∈ R, then |a + b| ≤ |a| + |b|.

Proof : Using Theorem 1.3.2 (iv), we have −|a| ≤ a ≤ |a| and −|b| ≤ b ≤ |b|.
Adding these two inequalities, we obtain

−(|a| + |b|) ≤ a + b ≤ |a| + |b|.

Hence, by Theorem 1.3.2 (iii), we have |a + b| ≤ |a| + |b|. 

Corollary 1.3.4 If a, b ∈ R, then

i) ||a| − |b|| ≤ |a − b|.

ii) |a − b| ≤ |a| + |b|.

Proof :
 12

i) Note that by Triangle inequality |a| = |(a − b) + b| ≤ |a − b| + |b|; so that

|a| − |b| ≤ |a − b|. Similarly, from |b| = |b − a + a| ≤ |b − a| + |a|, we
obtain −|a − b| = −|b − a| ≤ |a| − |b|. Combining theses two inqualities,
we get the inequality in (i).

ii) Replacing b in the Triangle Inequality by −b, we get

|a − b| ≤ |a| + | − b| = |a| + |b|.

Assignment 1.3.5 [Amer, Moh’d Faiz H.] If a1 , a2 , . . . , an are any real num-
bers then
|a1 + a2 + . . . + an | ≤ |a1 | + |a2 | + . . . + |an |.

Assignment 1.3.6 [Abbas, Intishar] Prove that

 2
1 1
(a + b) ≤ (a2 + b2 )
2 2

for all a, b ∈ R. Show that equality holds if and only if a = b.

Assignment 1.3.7 [Ampaso, Normia] Prove that if a, b > 0 and n ∈ N, show

that
a < b if and only if an < bn .

Hint: Use Mathematical Induction.

Assignment 1.3.8 [Cali, Monaisa] If a, b ∈ R, show that

|a + b| = |a| + |b| if and only if ab ≥ 0.

Assignment 1.3.9 [Amer, Moh’d Faiz H.] Prove that if x, y, z ∈ R and x ≤

y ≤ z, show that |x − y| + |y − z| = |x − z|.
 13

Assignment 1.3.10 [Abbas, Intishar] Find all x ∈ R that satisfies the in-
equality |4x − 5| ≤ 13.

Assignment 1.3.11 [Ampaso, Normia] Find all x ∈ R that satisfies the equa-
tion |x + 1| + |x − 2| = 7.

Assignment 1.3.12 [Cali, Monaisa] Sketch the graph of the equation y =

|x| − |x − 1|.

Assignment 1.3.13 [Amer, Moh’d Faiz H.] Sketch the graph of the equation
|y| = |x|.

Assignment 1.3.14 [Abbas, Intishar] Sketch the graph of the equation |y| +
|x| = 1.

Assignment 1.3.15 [Ampaso, Normia] Show that if a, b ∈ R then

1

max{a, b} = a + b + |a − b|
2

and
1

min{a, b} = a + b − |a − b| .
2
 CHAPTER 2

COMPLETENESS AXIOM OF <

2.1 Supremum and Infimum

Definition 2.1.1 Let S ⊆ R(S 6= φ). A number u is an upperbound for S if

s ≤ u ∀s ∈ S. If S has an upperbound, then S is bounded above. A number
u0 is called the least upperbound or supremum of S if

(i.) s ≤ u0 ∀s ∈ S and

(ii.) if s ≤ u ∀s ∈ S, then u0 ≤ u.

Definition 2.1.2 Let S ⊆ R(S 6= φ). A number l is a lowerbound for S if

l ≤ s ∀s ∈ S. If S has a lowerbound, then S is bounded below. A number l0
is called the greatest lowerbound or infimum of S if

(i.) l0 ≤ s ∀s ∈ S and

(ii.) if l ≤ s ∀s ∈ S, then l ≤ l0 .

A real number a is called the maximum of set S if

(i) a is an upperbound of set A and

(ii) a ∈ S.

A real number b is called the minimum of set S if

(i) b is a lowerbound of set A and

(ii) b ∈ S.
 15

Notations:

1. supremum of set S : sup S

2. infimum of set S : inf S

3. maximum of set S : max S

4. minimum of set S : min S

Example 2.1.3 mmmm

1. Find the maximum and minimum of the following sets:

a. S = (−2, 5]

b. S = {0, π, −7, e, 3, 21 }
√
c. S = {r ∈ Q : 0 ≤ r ≤ 2}

d. S = {n(−1)n : n ∈ N}
(−1)n
e. S = {2 + : n ∈ N}
n
2. Give 3 upperbounds and 3 lowerbounds of the sets in example 1, if there
are any.

3. Find the supremum and minimum of the sets in example 1, if they exist.

Remark 2.1.4 asdadalkjalkdjalakdja

1. Every finite nonempty subset of R has a maximum and a minimum.

2. Z and Q have no maximum nor minimum.

3. N has no maximum but min N = 1.

 16

4. The maximum of a set is always an upperbound.

5. The minimum of a set is always a lowerbound.

6. sup S and inf S, if they exist, are not necessarily in S. As an example,

sup(−1, 5) = 5 and inf({ n1 : n ∈ N}) = 0.

7. If S is a nonempty finite set, then sup S = max S and inf S = min S.

8. Let A and B be subsets of R s.t. A ⊆ B. Suppose sup A, sup B, inf A

and inf B all exist. Then

sup A ≤ sup B and inf B ≤ inf A,

9. For any nonempty sets A and B,

sup(A ∪ B) = max{sup A, sup B}.

[Abbas, Intishar]

Theorem 2.1.5 Let A ⊆ R and −A = {−a : a ∈ A}.

(a) c ∈ R is an upperbound for A ⇐⇒ −c is a lowerbound for −A.

(b) c ∈ R is a lowerbound for A ⇐⇒ −c is a upperbound for −A.

(c) If sup A exists, then inf(−A) exists. Moreover, inf(−A) = − sup A.

(d) If inf A exists, then sup(−A) exists and sup(−A) = − inf A.

Proof :

(a) Suppose c is an upperbound for A. Then c ≥ a ∀ a ∈ A. This implies

that −c ≤ −a ∀ a ∈ A. But a ∈ A is equivalent to −a ∈ −A. Thus, −c
is a lowerbound for −A.
 17

(b) similar to (a)... [Ampaso, Normia]

(c) Let x = sup A. We claim that inf(−A) = − sup A = −x.

Since x = sup A, it follows that x is an upperbound for set A. By part
(a), −x is a lowerbound for set −A. Thus, it remains to show that −x
is the greatest lowerbound of set −A. Let u be any lowerbound of set
−A. Then by part (b), −u is an upperbound for set −(−A) = A. Since
x is the least upperbound for set A, it follows that x ≤ −u; which is
equivalent to −x ≥ u. Hence, −x is the greatest lowerbound for set −A;
that is, inf(−A) = −x = − sup A.

(d) similar to part (c)... [Cali, Monaisa]

Theorem 2.1.6 Let A ⊆ R, A 6= φ and α ∈ R.

(a) α = sup A ⇐⇒ (α, +∞) ∩ A = φ and (α − , α] ∩ A 6= φ ∀ > 0.

(b) α = inf A ⇐⇒ (−∞, α) ∩ A = φ and [α, α + ) ∩ A 6= φ ∀ > 0.

Proof :

(a) (=⇒): Suppose α = sup A. Then a ≤ α ∀a ∈ A, i.e., A ⊆ (−∞, α].

Hence, A∩(α, +∞) = φ. Next, let  > 0. Then α− is not an upperbound
for A, hence, there exists a ∈ A s.t. α −  < a. Of course, a ≤ α. Thus,
a ∈ (α − , α]. In other words,

(α − , α] ∩ A 6= φ.

(⇐=): Suppose that the conditions hold. Since (α, +∞) ∩ A = φ, a ≤

α ∀a ∈ A. This implies that α is an upperbound for A. Hence, sup A ≤ α.
 18

Suppose α 6= sup A. Then α > sup A; hence,  = α − sup A > 0. By

assumption,
(α − , α] ∩ A = (sup A, α] ∩ A 6= φ.

This implies that ∃a ∈ A s.t. a ∈ (sup A, α], i.e., sup A < a. This gives
a contradiction. Therefore,

α = sup A

(b) (EXERCISE.) [Amer, Moh’d Faiz H.]

Remark 2.1.7 asdadalkjalkdjalakdja

1. α = sup A(α ∈ R) =⇒ ∀ > 0, ∃a ∈ A s.t. α −  < a ≤ α.

2. β = inf A(β ∈ R) =⇒ ∀ > 0, ∃a ∈ A s.t. β ≤ a < β + .

Proof :
1. Let α = sup A(α ∈ R). Let  > 0. Since α −  < a and α = sup A, it follows
that α −  is not an upperbound of set A. Thus, there exists a ∈ A such that
α −  < a ≤ α.
2. (exercise) [Abbas, Intishar]

Remark 2.1.8 asdadalkjalkdjalakdja

1. If S ⊆ R(S 6= φ) has no upperbound, then we write sup S = +∞.

2. If S ⊆ R(S 6= φ) has no lowerbound, then inf S = −∞.

3. sup φ = −∞ and inf φ = +∞.

The next property is the fundamental property of N.

 19

Theorem 2.1.9 (Well Ordering Principle or WOP ) Every nonempty

subset of N has a least element.
That is, if S ⊆ N and S 6= φ, then there exists m ∈ S such that m ≤ k for all
k ∈ S.

Theorem 2.1.10 Completeness Axiom (CA)

Every nonempty subset of R that is bounded above (has an upperbound) has a
supremum.

Theorem 2.1.11 Dual of the Completeness Axiom

Every nonempty subset of R that is bounded below has an infimum.

Proof : Let A ⊆ R, A 6= φ and c be a lowerbound for A. Then −c is an

upperbound for −A. By the CA, sup(−A) exists. By Theorem 2.1.5 (c) and
(d), inf A = − sup(−A). 

Theorem 2.1.12 Archimedian Principle (AP)

If x ∈ R, then ∃n ∈ N s.t. x < n.

Proof : Case 1: x < 0. Take n = 1 and the result follows. Case 2:

x ≥ 0. Let S = {k ∈ N ∪ {0} : k ≤ x}. Then S 6= φ and x is an upperbound
for S. By CA, sup S = α ∈ R. Hence, ∃m ∈ S s.t. α − 1/2 < m, i.e.,
α < α + 1/2 < m + 1. Thus, m + 1 ∈
/ S which implies that x < m + 1. Set
n = m + 1. Then n ∈ N and x < n. 

1
Corollary 2.1.13 If S = { : n ∈ N} then inf S = 0.
n

Proof : Since S 6= φ and 0 is a lowerbound of set S, it follows by the

Dual of Supremum Principle that inf S exists in R, say w = inf S. Since 0 is
 20

a lowerbound of S, it follows that w ≥ 0. Let  > 0. Then by A.P. applied to

1 1 1
, there exists an n ∈ N s.t. < n; i.e., < . Hence,
  n
1
0≤w≤ < .
n

Since  was arbitrary, by SOA, w ≤ 0. Therefore, w = 0; i.e., inf S = 0. 

Corollary 2.1.14 Let a, b ∈ R with a > 0. Then

(a) ∃n ∈ N s.t. an > b.

(b) ∃n ∈ N s.t. 0 < 1/n < a, and

(c) ∃n ∈ N s.t. n − 1 ≤ a < n.

Proof :
b b
(a) Applying A.P. to , there exists n ∈ N s.t. < n. Multiplying both
a a
sides by the positive number a, we get an > b.
1
(b) Since by Corollary 2.1.13, inf{ : n ∈ N} = 0 and 0 < a, it follows that
n
1
a is not a lowerbound for { : n ∈ N}. Thus, there exists n ∈ N s.t.
n
1
0 < < a.
n
(c) Applying A.P. to the number a, there exists m ∈ N s.t. a < m. Let

S = {k ∈ N : a < k}.

Then m ∈ S; so S 6= φ and S ⊆ N. By W.O.P, S has a least element,

say n. Since n − 1 < n, it follows that n − 1 ∈
/ S; thus,

n − 1 ≤ a < n. 
 21

Corollary 2.1.15 (Density Property of Q in R) If x, y ∈ R, x 6= y, then

∃r ∈ Q s.t. x < r < y.

Proof : Suppose that x, y ∈ R, x 6= y,. Assume WLOG that x > 0.

1
Since y − x > 0, it follows that > 0. Applying A.P. to the number
y−x
1 1 1
, there exists an n ∈ N such that < n; that is, < y − x. Thus,
y−x y−x n
we have nx + 1 < ny. Applying Corollary 2.1.14 part (c), there exists an
m ∈ N such that m − 1 ≤ nx < m. Combining the inequalities, we obtain
m ≤ nx + 1 < ny; so that nx < m < ny. Therefore, the rational number
m
r= satisfies x < r < y. 
n
Note: Q is dense in R.

Assignment 2.1.16 If x, y ∈ R, x 6= y, then ∃z ∈ Qc s.t. x < z < y. Ampaso,

Normia

2.2 Sequence of Real Numbers

Definition 2.2.1 A sequence of real numbers is a real-valued function defined

on N.

f
N −→ R

1 7−→ f (1) = x1

2 7−→ f (2) = x2
..
.

n 7−→ f (n) = xn
.. ..
. .

Notations: hxn i = hx1 , x2 , . . . , xn , . . .i

| {z }
terms of the sequence
 22

Definition 2.2.2 Let l ∈ R and hxn i be a sequence in R.

lim xn = lim xn = l ⇐⇒ ∀ > 0, ∃N ∈ N s.t. |xn − l| <  ∀n ≥ N

n→∞

⇐⇒ ∀ > 0, ∃N ∈ N s.t. xn ∈ (l − , l + ) ∀n ≥ N

⇐⇒ ∀ > 0, (l − , l + ) contains all but a finite

number of terms xn .

The sequence hxn i is said to be convergent if there exists a real number l ∈ R

such that lim xn = lim xn = l. If there is no such l exists, then the sequence
n→∞
is said to be divergent.

Steps in finding a natural number N : Given a sequence hxn i, a real

numer l and a positive :

1. Start with the inequality |xn − l| < .

2. Using the rules or properties of inequality, transform the above inequality

into the form
n > expression in terms of 

3. Apply the Archimedean Property to the number expression in terms of  .

How to show that lim xn = l :

n→∞

Step 1: Let  > 0.

Step 2: Find a natural number N by applying the Archimedean Property.

Step 3: Let n ≥ N .

Step 4: Establish the inequality |xn − l| < .

 23

Example 2.2.3 Show by definition that

 
1
lim = 0.
n
1
Proof : Let  > 0. Applying Archimedean Property to the number , there

1 1
exists an N ∈ N s.t. < N ; that is, < . Let n ∈ N s.t. n ≥ N . Then
 N
1 1
≤ . Thus, for all n ≥ N , we have
n N
 
1
 − 0 = 1 ≤ 1 < .

n  n N
Therefore,
1

lim = 0.
n
Example 2.2.4 Show by definition that
 
2n + 1 2
lim = .
3n − 2 3
Proof : Let  > 0. Applying Archimedean Property to the positive number
7 + 6 7 + 6
, there exists an N ∈ N s.t. < N. Now,
9 9
7 + 6 7 + 6
< N ⇐⇒ < 3N
9 3
7
⇐⇒ + 2 < 3N
3
7
⇐⇒ < 3N − 2
3
7
⇐⇒ < .
3(3N − 2)
Let n ∈ N s.t. n ≥ N . Then

3n ≥ 3N ⇐⇒ 3n − 2 ≥ 3N − 2

⇐⇒ 3(3n − 2) ≥ 3(3N − 2)
1 1
⇐⇒ ≤
3(3n − 2) 3(3N − 2)
7 7
⇐⇒ ≤ .
3(3n − 2) 3(3N − 2)
 24

Thus, for all n ≥ N , we have

 
 2n + 1 2  7 7
 3n − 2 − 3  = 3(3n − 2) ≤ 3(3N − 2) < .
 

Therefore,  
2n + 1 2
lim = .
3n − 2 3
Exercise 2.2.5 Show by definition that
 
3n + 5 3
1. lim = . [Cali, Monaisa]
2n − 3 2
 
2
2. lim = 0. [Amer, Moh’d Faiz H.]
n−1
 
n 1
3. lim = . [Abbas, Intishar]
2n − 1 2
 
3n + 5
4. lim = 3. [Ampaso, Normia]
n
Example 2.2.6 Show that the sequence h(−1)n i is divergent.

Proof : Suppose that the sequence h(−1)n i is convergent. Then its limit


exists.Let lim (−1)n = a. Let  = 1. Then there exists an N ∈ N s.t.

|(−1)n − a| < 1, ∀ n ∈ N.

Let n ≥ N.

Case 1: if n is odd, we have

|(−1)n − a| = |(−1) − a| < 1

=⇒ −1 < −1 − a < 1

=⇒ 0 < −a < 2

=⇒ −2 < a < 0

=⇒ a ∈ (−2, 0).
 25

Case 2: if n is even, we have

|(−1)n − a| = |1 − a| < 1

=⇒ −1 < 1 − a < 1

=⇒ −2 < −a < 0

=⇒ 0 < a < 2

=⇒ a ∈ (0, 2).

Thus, a ∈ (−2, 0) ∩ (0, 2) = φ. But a ∈ φ is already a contradiction. Hence,

the sequence h(−1)n i must be divergent.
1
Exercise 2.2.7 Show that the sequence h(−1)n + i is divergent. [Cali,
n
Monaisa]

Theorem 2.2.8 (Uniqueness of Limits)

A sequence in R can have at most one limit.

Proof : Suppose x0 and x” are limits of a sequence hxn i. Let  > 0. Then there
exist N1 ∈ N and N2 ∈ N s.t.

|xn − x0 | < ∀ n ≥ N1
2
and

|xn − x”| < ∀ n ≥ N2 .
2
Take N = max{N1 , N2 }. Then N1 , N2 ≤ N. Thus, for all n ≥ N, using
Triangle Inequality,

|x0 − x”| = |x0 − xn + xn − x”|

≤ |x0 − xn | + |xn − x”|

 
< + = .
2 2
 26

Thus, |x0 −x”| < , ∀  > 0. Hence, by SOA, |x0 −x”| ≤ 0. Since |x0 −x”| ≥ 0,
it follows that |x0 − x”| = 0 which implies that x0 = x”. 

Definition 2.2.9 A sequence hxn i is said to be bounded if there exists M > 0

such that |xn | ≤ M ∀ n ∈ N.

(−1)n
 
Example 2.2.10 The sequence is bounded since for all n ∈ N,
n
 (−1)n  1
 
 n  = n ≤ 1 = M.
 

Theorem 2.2.11 A convergent sequence of real numbers is always bounded.

Proof : Suppose lim xn = x and let  = 1. Then there exists N ∈ N s.t.

∀ n ≥ N,
|xn − x| < 1.

Thus, ∀ n ≥ N,

|xn | = |xn − x + x| ≤ |xn − x| + |x| < 1 + |x|.

Let M = sup{|x1 |, |x2 |, . . . , |xN −1 |, 1 + |x|}. Then M > 0 and

|xn | ≤ M, ∀ n = 1, 2, . . . , N − 1

and
1 + |x| ≤ M.

Thus,
|xn | ≤ M, ∀ n ∈ N.

Hence, hxn i is bounded. 

Example 2.2.12 Show that the sequence hni is divergent.

 27

Proof : Suppose that the sequence hni is convergent. Then it is must be

bounded; that is, there exists M > 0 s.t.

|n| = n ≤ M, ∀ n ∈ N.

But, by Archimedean Property applied to M , there exists an m ∈ N s.t.

M < m. This contradicts the fact that n < M for all n ∈ N. Hence, the
sequence hni must be divergent.

Theorem 2.2.13 Let hxn i and hyn i be sequences of real numbers such that
lim xn = x and lim yn = y and c ∈ R. Then

(i) lim(cxn ) = cx

(ii) lim(xn + yn ) = x + y

(iii) lim(xn − yn ) = x − y

(iv) lim(xn · yn ) = x · y
 
xn x
(v) lim = provided y 6= 0.
yn y
Proof : Let  > 0.

(i) Case 1: Suppose c = 0. Then

lim(cxn ) = lim(0 · xn ) = lim 0 = 0.


Case 2: Suppose c 6= 0. Then > 0. Since lim xn = x, it follows that
|c|
there exists an N ∈ N s.t. for all n ≥ N ,

|xn − x| < .
|c|
Thus, for all n ≥ N ,

|cxn − cx| = |c||xn − x| < |c| · = .
|c|
Thus, lim(cxn ) = cx.
 28

(ii) Since lim xn = x and lim yn = y, it follows that there exist N1 , N2 ∈ N

s.t.

|xn − x| < , ∀ n ≥ N1
2
and

|yn − y| < , ∀ n ≥ N2 .
2
Take N = sup{N1 , N2 }. Then N1 , N2 ≤ N. Thus, for all n ≥ N ,

|(xn + yn ) − (x + y)| = |(xn − x) + (yn − y)|

≤ |(xn − x)| + |(yn − y)|

 
< + = .
2 2
Therefore, lim(xn + yn ) = x + y.

(iii) Using part (i) and (ii),

lim(xn − yn ) = lim(xn + (−yn )) = lim xn + lim(−yn ) = lim xn − lim yn .

(iv) Since hxn i and hyn i are convergent sequences, it follows that hxn i and
hyn i are bounded. Thus, there exist M1 , M2 > 0 such that |xn | ≤ M1 and
|yn | ≤ M2 for all n ∈ N. Set M = {M1 , |y|}. Then M1 ≤ M and |y| ≤ M .
Hence,

|xn yn − xy| = |(xn yn − xn y) + (xn y − xy)|

≤ |xn ||yn − y| + |xn − x||y|

≤ M |yn − y| + M |xn − x|.


Let  > 0. Then > 0. Since lim xn = x and lim yn = y, it follows
2M
that there exist N1 , N2 ∈ N s.t.

|xn − x| < , ∀ n ≥ N1
2M
 29

and

|yn − y| <
, ∀ n ≥ N2 .
2M
Take N = sup{N1 , N2 }. Then N1 , N2 ≤ N. Thus, for all n ≥ N ,

|xn yn − xy| ≤ M |yn − y| + M |xn − x|

 
<M· +M ·
2M 2M
 
= + = .
2 2
Therefore, lim(xn yn ) = xy.
1 1
(iv) Claim: lim = .
yn y
|y|
Since y 6= 0, it follows that > 0. Since lim yn = y, there exists N1 ∈ N
2
s.t. for all n ≥ N1 ,
|y|
|yn − y| <
2
or equivalently,
|y|
− < −|yn − y|.
2
Recall that for all a, b ∈ R,

−|a − b| ≤ |a| − |b| ≤ |a − b|.

Thus, replacing a by yn and b by y, we have

−|yn − y| ≤ |yn | − |y| ≤ |yn − y|.

Hence, for all n ≥ N1 ,

|y|
− < −|yn − y| ≤ |yn | − |y|
2
|y|
=⇒ − + |y| ≤ |yn |
2
|y|
=⇒ ≤ |yn |
2
1 2
=⇒ ≤ ∀ n ≥ N1 .
|yn | |y|
 30

Thus, for all n ≥ N1 ,

   
 − 1  =  y − yn  = |yn − y| ≤ 2|yn − y| .
1   
 yn y   yn y  |yn ||y| |y||y|

Let  > 0. Then · |y|2 > 0. Since lim yn = y, there exists an N2 ∈ N
2
s.t. ∀ n ≥ N2 ,

|yn − y| < · |y|2 .
2
Take N = sup{N1 , N2 }. Then N ≥ N1 , N2 . Hence, ∀ n ≥ N,
 
1
 − 1  2|yn − y|
≤
 yn y |y|2
2 
< 2 · · |y|2
|y| 2
= .

This proves the claim.

Hence, by part (ii),
   
xn 1
lim = lim(xn )
yn yn
1
= lim(xn ) · lim
yn
1
=x·
y
x
= . = .
y

More Theorems on Limits

Theorem 2.2.14 If (xn ) is a sequence of real numbers and if xn ≥ 0 ∀n ∈ N,

then
x = lim xn ≥ 0.
 31

Proof : Suppose on the contrary that x < 0. Then  = −x > 0. Since

lim xn = x, ∃N ∈ N s.t. ∀n ≥ N,

x −  < xn < x + .

In particular,

x −  < xN < x + ,

=⇒ xN < x + (−x) = 0.

This contradicts the fact that xn ≥ 0, ∀n ∈ N. Hence, x ≥ 0. 

Theorem 2.2.15 If (xn ) and (yn ) are convergent sequences of real numbers
and if xn ≤ yn ∀n ∈ N, then

lim xn ≤ lim yn .

Proof : Let (zn ) be a sequence with zn = yn − xn ∀n ∈ N. Since

xn ≤ yn ∀n ∈ N, zn = yn − xn ≥ 0 ∀n ∈ N. Also, since (xn ) and (yn )
are convergent sequences, it follows that (zn ) = (yn − xn ) is also convergent.
Thus, by Theorem 2.2.14,

lim zn = lim(yn − xn ) ≥ 0; so that

lim yn − lim xn ≥ 0.

Therfore, lim xn ≤ lim yn . 

Theorem 2.2.16 If (xn ) is a convergent sequence of real numbers and if a ≤

xn ≤ b ∀n ∈ N, then
a ≤ lim xn ≤ b.
 32

Proof : Let (yn ) be the constant sequence (b, b, b, ...). Since xn ≤ yn =

b, ∀n ∈ N, Theorem 2.2.15 implies that

lim xn ≤ lim yn = b.

Similarly, one shows that a ≤ lim xn . Therefore, a ≤ lim xn ≤ b. 

Theorem 2.2.17 (Squeeze Theorem) Suppose that (xn ), (yn ) and (zn ) are
sequences of real numbers such that

xn ≤ yn ≤ zn ∀n ∈ N,

and that
lim xn = lim zn .

Then (yn ) is convergent and

lim xn = lim yn = lim zn .

Proof : Let w = lim xn = lim zn . Let  > 0. Then there exists N ∈ N

s.t. ∀n ≥ N,
|xn − w| <  and |zn − w| < .

Since xn ≤ yn ≤ zn ∀n ∈ N, we have

|xn − w| ≤ |yn − w| ≤ |zn − w| ∀n ∈ N.

Hence, ∀n ≥ N,
|yn − w| < .

Therefore, lim yn = w = lim xn = lim zn . 

sin n
Example 2.2.18 Show that lim = 0.
n
 33

Proof : Note that for all n ∈ N, −1 ≤ sin n ≤ 1. Thus,

−1 sin n 1
≤ ≤ , ∀n ∈ N.
n n n

Hence, by Squeeze Theorem, we have

−1 sin n 1
0 = lim ≤ lim ≤ lim = 0.
n n n

Therefore,
sin n
lim = 0. 
n

Theorem 2.2.19 Let lim(xn ) = x. Then the sequence of absolute values con-
verges to |x|. That is, if x = lim xn then |x| = lim |xn |.

Proof : Let x = lim xn . Let  > 0. Then ∃N ∈ N s.t. ∀n ≥ N,

|xn − x| < .

Applying the corollary to the trinagle inequality, we have

 
 
|xn | − |x| ≤ |xn − x| <  ∀n ≥ N.
 

This shows that lim |xn | = |x|. 

Theorem 2.2.20 Let (xn ) be a sequence s.t. lim xn = x. Suppose that xn ≥

√
0 ∀n ∈ N. Then the sequence ( xn ) of positive square roots converges and
√ √
lim( xn ) = x.

Proof : Let  > 0. Consider two cases.

case 1: if x = 0. Since lim xn = x = 0, there exists N ∈ N s.t. ∀n ≥ N,

0 ≤ xn = xn − 0 < ()2 .
 34

This means that

√ √
xn = xn − 0 < , ∀n ≥ N.

This shows that

√ √ √
lim xn = 0 = 0 = x.
√ √
case 2: if x > 0. Then x > 0 and x ·  > 0. Since lim xn = x, there exists
M ∈ N s.t. ∀n ≥ M,
  √
xn − x < x · .

Note that
 √ √ √ √ 
√  
 xn − x =  ( xn −√ x)( √xn + x) 
√ 
 ( xn + x) 
 
 xn − x 
=  √ √ 
( xn + x) 
 
 
 xn − x
 
= √ √ .
( xn + x)
√ √ √
Since xn + x ≥ x > 0, it follows that

1 1
√ √ ≤√ .
( xn + x) x

Hence, ∀n ≥ M,
  
  1  
 xn − x = √ √ xn − x

xn + x
 
1  
≤ √ · xn − x
x
1 √
< √ · x ·  = .
x
√ √
This shows that lim xn = x. 

Theorem 2.2.21 (Ratio Test) Let (xn ) be a sequence of real numbers sat-
isfying
 35

1. xn ≥ 0 ∀n ∈ N

2. lim xxn+1
n
= L exists

3. L < 1.

Then (xn ) is convergent and lim xn = 0.

Proof : Since xn ≥ 0 ∀n ∈ N, lim xxn+1

n
= L ≥ 0; so that 0 ≤ L < 1.
Let r be a number s.t. L < r < 1. Take  = r − L > 0. Since lim xxn+1
n
= L,
there exists K ∈ N such that ∀n ≥ K,
 xn+1 
 − L <  = r − L.
xn

Thus, ∀n ≥ K,
xn+1
< L +  = L + (r − L) = r.
xn
Hence, if n ≥ K, we obtain

0 < xn+1 < xn r < xn−1 r2 < . . . < xK rn−K+1 .

xK
Let C = rK
. Then

xK n+1
0 < xn+1 < xK rn−K+1 = ·r = C · rn+1 .
rK

Since 0 < r < 1, lim rn = lim rn+1 = 0. Hence, by Squeeze Theorem,

lim xn = lim xn+1 = 0. 

Montonone Sequences

Definition 2.2.22 A sequence (xn ) is increasing if it satisfies the inequality

x1 ≤ x2 ≤ x3 ≤ . . . ≤ xn ≤ xn+1 ≤ . . . .
 36

It is decreasing if it satisfies the inequality

x1 ≥ x2 ≥ x3 ≥ . . . ≥ xn ≥ xn+1 ≥ . . . .

It is called monotone if it is either increasing or decreasing.

Example 2.2.23 adfasa

1. The sequence (n) = (1, 2, 3, . . .) is increasing.

2. The sequence (2n ) = (2, 4, 8, . . .) is increasing.

3. The sequence ( n1 ) = (1, 12 , 31 , . . .) is decreasing.

 
4. The sequence ( n ) = ( 13 , 19 , 27
1 n 1
, . . .) is decreasing.
 
n+1
5. The sequence (−1) = (1, −1, 1, −1, . . . (−1)n+1 , . . .) is not a mono-
tone sequence.

Theorem 2.2.24 Monotone Convergence Theorem A monotone sequence

(xn ) of real numbers is convergent iff it is bounded. Further

(a) If (xn ) is a bounded increasing sequence, then

lim xn = sup{xn : n ∈ N}.

(b) If (xn ) is a bounded decreasing sequence, then

lim xn = inf{xn : n ∈ N}.

Proof : Recall that a convergent sequence is always bounded. Con-

versely, let (xn ) be a bounded monotone sequence. Then it is either increasing
 37

or decreasing.
case 1: Suppose (xn ) is bounded increasing. Since (xn ) is bounded, ∃M > 0
s.t. xn ≤ M, ∀n ∈ N. This implies that the set A = {xn : n ∈ N} is bounded
by M. By Supremum Principle, the supremum x∗ = sup A exists in R.
Claim: x∗ = lim xn .
Let  > 0. Then x∗ −  is not an upperbound of A. Thus, ∃xK ∈ A s.t.
x∗ −  < xK . Since (xn ) is increasing, xK ≤ xn ∀n ≥ K; so that

x∗ −  < xK ≤ xn ≤ x∗ + , ∀n ≥ K.

Thus, we have
xn − x∗  < ,
 
n ≥ K.

Hence, lim xn = x∗ .
case 2: Suppose (xn ) is a bounded decreasing sequence. Then (−xn ) is
a bounded increasing sequence. Thus, by part (a),

lim(−xn ) = sup{−xn : n ∈ N} = − inf{xn : n ∈ N}.

Hence,
− lim xn = lim(−xn ) = − inf{xn : n ∈ N};

so that
lim xn = inf{xn : n ∈ N}. 

Definition 2.2.25

lim xn = +∞ ⇐⇒ ∀∆ > 0, ∃N ∈ N s.t. xn > ∆ ∀n ≥ N

⇐⇒ ∀∆ > 0, (∆, +∞) contains all but a finite

number of terms of the sequence.

lim xn = −∞ ⇐⇒ lim(−xn ) = +∞.

 38

Example 2.2.26 Show that if (xn ) = 2n2 − 1 then

lim xn = +∞.

Definition 2.2.27 Let l ∈ R and hxn i be a sequence in R.

l is a cluster point of hxn i if given  > 0 and N ∈ N, there exists n ≥ N such
that |xn − l| < .

N = N1 =⇒ ∀ > 0, ∃n1 ≥ N1 s.t. |xn1 − l| <  i.e., xn1 ∈ (l − , l + )

N = N2 =⇒ ∀ > 0, ∃n2 ≥ N2 s.t. |xn2 − l| <  i.e., xn2 ∈ (l − , l + )

.. ..
. .

Restatement: l ∈ R is a cluster point of hxn i iff ∀ > 0, (l − , l + )

contains infintely terms of the sequence hxn i .

Remark 2.2.28 asdadalkjalkdjalakdja

1. If l = lim xn (l ∈ R), then l is a cluster point of hxn i . In fact, l is the

unique cluster point of hxn i .

2. A cluster point may not be the limit of the sequence.

Limit Superior and Limit Inferior

Let hxn i be a sequence of real numbers. For each n ∈ N, define

yn = sup xk and zn = inf xk .

k≥n k≥n
 39

y1 = sup{x1 , x2 , . . .}

y2 = sup{x2 , x3 , . . .}
.. ..
. .

yn = sup{xn , xn+1 , . . .}
.. ..
. .

Remarks:

ˆ hyn i is decreasing.

ˆ hzn i is increasing.

Definition 2.2.29 The limit superior and the limit inferior of hxn i are given
respectively by

limxn = lim yn = inf sup xk = inf yn and

n→+∞ n k≥n n

limxn = lim zn = sup inf xk = sup zn .

n→+∞ n k≥n n

Example 2.2.30 hxn i = h(−1)n i

y1 = sup{−1, 1} = 1 dkjf kdf hsz1 = inf{−1, 1} = −1

y2 = sup{−1, 1} = 1 dkjf kdf hsz2 = inf{−1, 1} = −1

.. .
. dkjf kdf hs..

yn = sup{−1, 1} = 1 dkjf kdf hszn = inf{−1, 1} = −1.

Therefore,

limxn = lim yn = 1 and limxn = lim zn = −1.

Remark 2.2.31 limxn ≤ limxn .

 40

Theorem 2.2.32 Let l ∈ R. l = limxn iff

1. given  > 0, ∃n ∈ N s.t. xk < l +  ∀k ≥ n, and

2. given  > 0, and given n ∈ N, ∃k ≥ n s.t. xk > l − .

Restatement: l = limxn (l ∈ R) ⇐⇒ ∀ > 0, (l − , l + ) contains infintely

many xn ’s and (l + , +∞) contains finitely many xn ’s.

Theorem 2.2.33 Let l ∈ R. l = limxn iff

1. given  > 0, ∃n ∈ N s.t. xk > l −  ∀k ≥ n, and

2. given  > 0, and given n ∈ N, ∃k ≥ n s.t. xk < l + .

Restatement: l = limxn (l ∈ R) ⇐⇒ ∀ > 0, (l − , l + ) contains infintely

many xn ’s and (−∞, l − , ) contains finitely many xn ’s.

Remark 2.2.34 asdadalkjalkdjalakdja

1. limxn and limxn are cluster points of hxn i. In fact, they are the largest
and the smallest cluster points of hxn i, respectively. That is, if l =
limxn ∈ R and l0 ∈ R s.t. l < l0 then l0 is not a cluster point of hxn i.

2. l = lim xn ⇐⇒ limxn = limxn

3. lim(−xn ) = −limxn

4. lim(xn − yn ) ≤ limxn − limyn

 41

2.3 Subsequences and the Bolzano-Weirstrass Theorem

Definition 2.3.1 Let hxn i be a sequence of real numbers and let n1 < n2 <
. . . < nk < . . . be a strictly increasing sequence of natural numbers. Then the
sequence hxnk i = hxn1 , xn2 , . . . xnk . . . is called a subsequence of hxn i.

   
1 1 1 1
For example, if xn = , , , . . . , , . . . then the sequence
    1 2 3 n
1 1 1 1 1
= , , , . . . , , . . . is a subsequence of hxn i where n1 = 2; n2 =
2n 2 4 6 2k
4, . . . , nk = 2k.

 
1
Other subsequences of :
n
   
1 1 1 1 1
1. = , , ,..., ...
2k − 1 1 3 5 2k − 1
   
1 1 1 1 1
2. = , , ,..., ...
k! 1 2 6 k!
   
1 1 1 1 1
3. = , , ,..., k ...
2k 2 4 8 2
 
Theorem 2.3.2 If a sequence xn of real numbers converges to a real num-
   
ber x, then any subsequence xnk of xn also converges to x.

Proof : Let  > 0. Since lim xn = x, there exists a K ∈ N for all n ≥ K,

|xn − x| < .

Claim: nk ≥ k.

(By induction) Since n1 ∈ N, it follows that n1 ≥ 1. Thus, it is

true when k = 1. Suppose nk ≥ k, where k ∈ N. Since nk ≥ k, we have
 42

nk + 1 ≥ k + 1. Also, since nk < nk+1 , we have nk + 1 ≤ nk+1 . Combining the

inequalities, we get nk+1 ≥ nk + 1 ≥ k + 1. This proves the claim.

Hence,  all kgeK, we also have nk ≥ k ≥ K, so that |xnk − x| < .

 for
Therefore, xnk converges to x. 

Theorem
  2.3.3 [Divergence Criteria]
Let xn be a sequence of real numbers.
     
1. If xn has two convergent subsequences xnk and xrk whose limits
 
are not equal, then xn is divergent.
 
2. If xn is unbounded then it is also divergent.

Proof : Part (1) follows from the contrapositive of Theorem 2.3.2 while
part (2) follows from the fact that a convergent sequence is always bounded.
 
n
Example 2.3.4 Show that the sequence (−1) is divergent using the di-
vergence criteria.
 
nn + 1
Exercise 2.3.5 Show that the sequence (−1) is divergent using the
n
divergence criteria.
 
n
Example 2.3.6 Show that the sequence (−2) is divergent using the di-
vergence criteria.

Theorem
  2.3.7 [Monotone Subsequence Theorem]  
If xn is a sequence of real numbers, then there is a subsequence of xn
that is monotone.
 43

Proof : We will say that the mth term xm is a “peak” if xm ≥ xn

for all n ≥ m; that is, xm is never exceeded by any term that follows in the
sequence. Note that, in a decreasing sequence, every term is a peak, while in
an increasing sequence, no term is a peak.

Consider the following two cases:

 
Case 1: xn has infintely many peaks. In this case, we list the peaks
by increasing subscripts: xm1 , xm2 , . . . xmk , . . .. Since each term is a peak, we
have
xm1 ≥ xm2 ≥ . . . xmk ≥ . . . .
 
Therefore, the subsequence xmk of peaks is a decreasing subsequence of
 
xn .

 
Case 2: xn has a finite number (possibly zero) of peaks. Let these
peaks be listed by increasing subscripts: xm1 , xm2 , . . . xmr . Let s1 = mr + 1
be the first index beyond the last peak. Since xs1 is not a peak, there exists
s2 > s1 such that xs1 < xs2 . Since xs2 is not a peak, there exists s3 > s2
such that xs2 < 
xs3 . Continuing
 in this manner, we obtain an increasing
subsequence xsk of xn . 

Theorem
  2.3.8 [Bolzano-Weierstrass Theorem]
If xn is a bounded sequence of real numbers, then there is a subsequence of
 
xn that is convergent.

 
Proof : From the Monotone Subsequence Theorem, xn has a mono-
 44
     
tone subsequence xnk . Since xn is bounded, it follows that xnk is
 
also bounded. Thus, from the Monotone Convergence Theorem, xnk must
be convergent subsequence. 
 
Theorem 2.3.9 Let xn be a bounded sequence of real numbers and let
 
x ∈ R have the property thar every convergent subsequence of xn converges
 
to x. Then the sequence xn converges to x.

 
Proof : Suppose xn is bounded; that is, there is an M > 0 such
 
that |xn | ≤ M for all n ∈ N. Suppose that xn does not convere x. Then
   
there exists 0 > 0 and a subseuence xnk of xn such that

|xnk − x| ≥ 0 , for all k ∈ N. (2.1)

     
Since xnk is a subsequence of xn , xnk is also bounded by M . Hence,
 
by Bolzano-Weierstrass Theorem, xnk has a convergent subsequence, say
       
xrk . Since xrk is also a subsequence of xn , by hypothesis, xrk
converges to x. Thus, corresponding to 0 > 0, there exists an N ∈ N such
that for all k ≥ N ,
|xrk − x| < 0 , for all k ≥ N,
 
contradicting (2.1). Therefore, xn converges to x. 
 45

2.4 The Cauchy Criterion

 
Definition 2.4.1 A sequence xn of real numbers is said to be a Cauchy
sequence if for every  > 0 there exists a natural number H such that for all
natural numbers n, m ≥ H, we have |xn − xm | < .

Note that a sequence is not Cauchy iff there exists 0 > 0 such that for
every H ∈ N there is at least one n > H and at least one m > H such that
|xn − xm | ≥ 0 .
 
1
Example 2.4.2 Show that the sequence is a Cauchy sequence.
n
 
n
Example 2.4.3 Show that the sequence 1 + (−1) is not a Cauchy se-
quence.
   
Lemma 2.4.4 If a sequence xn is convergent, then the sequence xn is
a Cauchy sequence.

Proof : Let x = lim xn and let  > 0. Then there exists a natural

number H such that for all n ≥ H, |xn − x| < . Thus, for all n, m ≥ H, we
2
have

 
|xn − xm | = |(xn − x) + (x − xm )| ≤ |xn − x| + |xm − x| < + = .
2 2
 
Hence, xn is Cauchy. 

 
Lemma 2.4.5 A Cauchy sequence xn is always bounded.
 46
 
Proof : Let xn be a Cauchy sequence. Take  = 1. Then there exists
H ∈ N such that for all n ≥ H, |xn − xH | < 1. Thus, by Triangle Inequality,
we have |xn | ≤ |xH | + 1 for all n ≥ H. Set

M = sup{|x1 |, |x2 |, . . . , |xH−1 |, |xH | + 1}.

Hence, |xn | ≤ M for all n ∈ N. 

Theorem 2.4.6
 [Cauchy Convergence Theorem]
A sequence xn of real numbers is convergent if and only if it is a Cauchy
sequence.

Proof : By
 Lemma
 2.4.4, if a sequence is convergent then it is Cauchy.
Conversely, let xn be a Cauchy sequence. Thus, by Lemma 2.4.5 the se-
 
quence xn be a Cauchy sequence is bounded. Hence, by the Bolzano-
   
Weierstrass Theorem, there is a subsequence xnk of xn that converges
to some real number x∗ .

x∗ . 
Claim: lim xn = 
Let  > 0. Since xn is a Cauchy sequence, there is a natural number
H such that for all n, m ≥ H, we have


|xn − xm | < . (2.2)
2
 
Since the subsequence xnk converges to x∗ , there is a natural number K ≥
H belonging to the set {n1 , n2 , . . .} such that


|xK − x∗ | < .
2
 47

Since K ≥ H, it follows from the inequality in (2.2) with m = K that


|xn − xK | < ,
2

for all n ≥ H. Therefore, for all n ≥ H, we have

|xn − x∗ | = |(xn − xK ) + (xK − x∗ )|

≤ |xn − xK | + |xK − x∗ |
 
< +
2 2
= .

Hence, lim xn = x∗ . Therefore, it is convergent. 

Example 2.4.7 Using the Cauchy Convergence Theorem, show that the se-
n+1
quence is convergent.
n

2.5 Limit of Functions

Definition 2.5.1 Let A ⊆ R. A point c ∈ R is called a cluster point of

A if for every δ > 0 there exists at least one point x ∈ A, x 6= c such that
|x − c| < δ.

1
Example 2.5.2 Let A = { : n ∈ N}. Show that 0 is a cluster point of set
n
A.

Theorem 2.5.3 A number c ∈ R is a cluster point of A if and only if there

is a sequence an in A such that lim an = c and an 6= c for all n ∈ N.
 48

Proof : Suppose c is a cluster point of A. Then for each n ∈ N,

1
corresponding to δ = there is at least one point an ∈ A, an 6= c such that
n
1
|an − c| < .
n
Claim: lim an = c
1
Let  > 0. Appying Archemedian Principle to , there is a natural number N

1 1
such that < N ; that is, < . Thus, for all n ≥ N ,
 N
1 1
|an − c| < ≤ < .
n N
This proves the claim.  
Conversely, suppose there is a sequence an in A such that lim an = c and
an 6= c for all n ∈ N. Let δ > 0. Since lim an = c, there exists an N ∈ N such
that |an − c| < δ for all n ≥ N . Thus, there exists at least one point an ∈ A
with an 6= c such that |an − c| < δ. Hence, c is a cluster point of A. 

Remark 2.5.4 1. A finite set has no cluster points.

2. The set N has no cluster points.

3. Every point in R is a cluster point of Q.

Definition 2.5.5 Let A ⊆ R. Let c ∈ R be a cluster point of A and let

f : A −→ R be a function. A real number L is said to be a limit of f at c if
for every  > 0 there is a δ > 0 such that if x ∈ A and 0 < |x − c| < δ, then
|f (x) − L| < .
In this case, we say that f converges to L at c. We often write

L = lim f (x).
x→c

The symbolism
f (x) → L as x → c
 49

is also used sometimes to express the fact that f has a limit L at c.

If the limit of f at c does not exists, we say that f diverges at c.

Example 2.5.6 Let f : R −→ R be a function defined by f (x) = 2x + 1.

Show that f has a limit 7 at 3.

Theorem 2.5.7 If f : A −→ R and c is a cluster point of A, then f can have

only one limit at c.

Proof : Suppose that f has two limits L and L0 at c. Then for any  > 0

there exists a δ1 > 0 such that if x ∈ A and 0 < |x−c| < δ1 , then |f (x)−L| < .
2
Also there exists a δ2 > 0 such that if x ∈ A and 0 < |x − c| < δ2 , then

|f (x) − L| < . Take δ = inf{δ1 , δ2 }. Then if x ∈ A and 0 < |x − c| < δ, then
2
by Triangle Inequality, we have

 
|L − L0 | ≤ |L − f (x)| + |f (x) − L0 | < + = .
2 2

By SOA, |L − L0 | ≤ 0. But |L − L0 | ≥ 0; hence |L − L0 | = 0, so that L = L0 . 

Restatement:

Let A ⊆ R. Let c ∈ R be a cluster point of A and let f : A −→ R be

a function. L = lim f (x) if and only if given any -neighborhood V (L) of L,
x→c
there is a δ-neighborhood Vδ (c) of c such that if x 6= c is any point in Vδ (c) ∩ A,
then f (x) belongs to V (L).

Example 2.5.8 Show the following by definition:

1. lim b = c where b ∈ R
x→c
 50

2. lim x = c
x→c

3. lim x2 = c2
x→c

1 1
4. lim = .
x→c x c
x3 − 4 4
5. lim = .
x→c x2 + 1 5

Theorem 2.5.9 [Sequential Criterion for Limits of Functions]

Let A ⊆ R. Let c ∈ R be a cluster point of A and let f : A −→ R be a function.
Then the following are equivalent:

(i) L = lim f (x)

x→c
 
(ii) For every sequence xn in A that converges to c such that xn 6= c for
 
all n ∈ N, the sequence f (xn ) converges to L.

 
Proof : ((i)→ (ii)): Suppose L = lim f (x). Let xn be a sequence
x→c
in A that converges
  c such that xn 6= c for all n ∈ N. We will prove that
to
the sequence f (xn ) converges to L. Let  > 0. Since L = lim f (x), there
x→c
exists  > 0 such that if x ∈ A and 0 < |x − c| < δ, then |f (x) − L| < .
a δ
Since xn converges to c, there exists a natural number K such that for all
n ≥ K, |xn − c| < δ. But for such xn , we have |f (xn
) − L| <
 . Thus, for all
n ≥ K, we have |f (xn ) − L| < . Thus, the sequence f (xn ) converges to L.

((ii)→ (i)): (proof by contrapositive) Suppose L 6= lim f (x). Then

x→c
there exists an 0 > 0 such that for all δ > 0 there is at least one number
xδ ∈ A with xδ 6= c such that |xδ − c| < δ but |f (xδ ) − L| ≥ 0 . Hence, for
1
each n ∈ N, corresponding to δ = , there is at least one number xn ∈ A with
n
 51

1
xn 6= c such that |xn − c| < but |f (xn ) − L| ≥ 0 . We conclude that there
  n  
is a sequence xn in A − {c} that converges to c but the sequence f (xn )
does not converge to L. 

Theorem 2.5.10 [Divergence Criterion for Limits of Functions]

Let A ⊆ R. Let c ∈ R be a cluster point of A and let f : A −→ R be a
function. Then the
 function
 f does not have a limit at c if and only if there

exists a sequence xn in A−{c} that converges to c but the sequence f (xn )
does not converge in R.

Proof : Follows from the contrapositive of the Sequential Criterion for

Limits of Functions.

1
Example 2.5.11 Show that lim does not exists in R.
x→0 x

2.6 Theorems on Limits of Functions

Theorem 2.6.1 Let A ⊆ R. Let c ∈ R be a cluster point of A and let f, g :

A −→ R be two functions. Let b ∈ R. Then

1. If lim f (x) = L and lim g(x) = M then

x→c x→c

lim(f + g)(x) = L + M
x→c

lim(f − g)(x) = L − M
x→c

lim(f g)(x) = LM
x→c

lim(bf )(x) = bL
x→c
 52

2. If lim f (x) = L and lim g(x) = M 6= 0 then

x→c x→c
 
f L
lim (x) =
x→c g M

Proof : Similar to the proof of Theorem 2.2.13.

Example 2.6.2 Using the theorem on limits, compute the following limits:
r
2x + 1
1. lim (x > 0)
x→2 x+3
(x + 1)2 − 1
2. lim (x > 0)
x→0 x
√ √
1 + 2x − 1 + 3x
3. lim (x > 0)
x→0 x + 2x2
 CHAPTER 3

A Glimpse into Topology in <

3.1 Open and Closed Sets in <

Definition 3.1.1 A neigborhood of a point x ∈ R is any set V that contains

an -neigborhood V (x) := (x − , x + ) of x for some  > 0.

Definition 3.1.2 A subset G of R is open in R if for each x ∈ G there exists

neigborhood V of x such that V ⊆ G. Equivalently, G is open if and only if

for each x ∈ G, there exists  such that (x − , x + ) ⊆ G.

Definition 3.1.3 A subset F of R is closed in R if the complement F c is

open in R. Equivalently, F is closed if and only if for each y ∈ F c there exists

 > 0 such that F ∩ (y − , y + ) = φ.

Example 3.1.4 jakjadkjhskjahskjashka

1. The entire set R = (−∞, +∞) is open since for any x ∈ R, we may take

 = 1 so that x ∈ (x − 1, x + 1) ⊆ R.

2. The set G = {x ∈ R : 0 < x < 1} = (0, 1) is open.

Let x ∈ G. Take  = min{x, 1 − x}. Then  ≤ x and  ≤ 1 − x.

Let u ∈ (x − , x + ). Then x −  < u < x + . This means that

 54

0 = x − x < u < x + (1 − x) = 1; that is, 0 < u < 1; hence u ∈ G. This

implies that (x − , x + ) ⊆ G. Therefore, G is open.

3. Any open interval I = (a, b) is an open set.

4. The set I = [0, 1] is closed.

Let y ∈ I c . Then either y < 0 or y > 1. Suppose y < 0. Take  = −y > 0.

Then

(y − , y + ) = (y − (−y), y + (−y)) = (2y, 0).

Thus,

I ∩ (y − , y + ) = [0, 1] ∩ (2y, 0) = φ.

This shows that I is closed.

Suppose y > 1. Take  = y − 1. Then

(y − , y + ) = (y − (y − 1), y + (y − 1)) = (1, 2y − 1).

Thus,

I ∩ (y − , y + ) = [0, 1] ∩ (1, 2y − 1) = φ.

This shows that I is closed.

5. The set φ is both open and closed in R.

Properties of Open Sets:

 55

Theorem 3.1.5 jakjadkjhskjahskjashka

1. The union of an arbitrary collection of open subsets in R is open.

2. The intersection of any finite collection of open sets is open.

Proof :

1. Let {Gα : α ∈ I} be a family of open subsets of R where I is any

S
index set. Let G = α∈I Gα . We want to show that G is open. Let

x ∈ G. Then x ∈ Gα0 for some α0 ∈ I. Since Gα0 is open, there exists a

neighborhood V of x such that V ⊂ Gα0 . But Gα0 ⊆ G, so that V ⊆ G.

This shows that G is open.

2. Here, it is enough to show that the intersection of two open sets is open

because it now then follws by induction that the intersection of any finite

collection of open sets is open.

Suppose G1 and G2 are open sets and let G = G1 ∩ G2 . Let x ∈ G. Then

x ∈ G1 and x ∈ G2 . Since G1 is open, there exists 1 > 0 such that

(x − 1 , x − 1 ) ⊆ G1 . Similarly, since G1 is open, there exists 2 > 0 such

that (x − 2 , x − 2 ) ⊆ G2 . Take  = min{1 , 2 }. Then  ≤ 1 and  ≤ 2 .

Thus,

x ∈ (x − , x + ) ⊆ G1
 56

and

x ∈ (x − , x + ) ⊆ G2 .

This implies that

x ∈ (x − , x + ) ⊆ G1 ∩ G2 = G.

Hence, G is open.

Remark 3.1.6 The intersection of an infinite collection of open sets need not

be open.
 
−1 1
Example 3.1.7 Let On = ,1 + for n = 1, 2, . . .. Then for each n, On
n n
is open. However, it can be shown that

\
On = [0, 1]

which is closed. Hence, the intersection of an infinite collection of open sets

need not be open.

Exercise 3.1.8 Show that arbitrary intersection of open sets need not be open

by showing that
+∞
\ 
1 1
2 − ,5 + = [2, 5].
n=1
n n

Properties of Closed Sets:

Theorem 3.1.9 jakjadkjhskjahskjashka

 57

1. The intersection of an arbitrary collection of closed subsets in R is closed.

2. The union of any finite collection of closed sets is closed.

Proof :

1. Let {Fα : α ∈ I} be a family of closed subsets of R where I is any index

T
set. Let F = α∈I Fα . Then by De Morgan’s Law,
\ c [
c
F = Gα = Fαc .
α∈I α∈I

Since each Fα is closed, it follows that each Fαc is open. Thus, F c being

a union of open sets, is also open. Consequently, F is closed.

2. Suppose F1 , F2 , . . . , Fn are closed in R. and let F = F1 ∪ F2 ∪ . . . ∪ Fn .

Then by De Morgan’s Law,

n
[ c n
\
c
F = Fi = Fic .
i=1 i=1

Since each Fi is closed, it follows that each Fic is open. Thus, F c being a

finite intersection of open sets, is also open. Consequently, F is closed.

Remark 3.1.10 The union of an infinite collection of closed sets need not be

closed.

1 1
Example 3.1.11 Let Fn = ,1 − for n = 1, 2, . . .. Then for each n, Fn
n n
is closed. However, it can be shown that
[
Fn = (0, 1)
 58

which is open. Hence, the union of an infinite collection of closed sets need

not be closed.

Exercise 3.1.12 Show that arbitrary intersection of closed sets need not be

closed by showing that

+∞
\ 
1 1
2 + ,5 − = (2, 5).
n=1
n n

Proposition 3.1.13 Every nonempty open set in R is the countable union of

disjoint open intervals. That is,

+∞
[
O(6= φ) open in R =⇒ O = (an , bn )
n=1

where (an , bn ) ∩ (am , bm ) = φ for m 6= n.

 CHAPTER 4

CONTINUITY AND DERIVATIVE

4.1 Continuous Functions

Definition 4.1.1 Let A ⊆ <, let f : A −→ < and let c ∈ A. We say that f

is continuous at c if for every  > 0 there exists δ > 0 such that if x ∈ A

satisfying |x − c| < δ, then |f (x) − f (c)| < .

Theorem 4.1.2 A function f : A −→ < is continuous at c if for every

-neighborhood V f (c) of f (c) there exists a δ-neighborhood Vδ c of c such


that if x ∈ A ∩ Vδ (c), then f (x) ∈ V f (c) , that is,
 


f A ∩ Vδ (c) ⊆ V f (c) .

Remark 4.1.3 fdjhsd

1. If c is a cluster point of A, then

f is continuous at c ⇐⇒ lim f (x) = f (c).

x→c

2. If c is not a cluster point of A, then there exists a neighborhood Vδ (c)

of c such that A ∩ Vδ (c) = {c}. Thus, a function f is automatically

continuous at a point c ∈ A that is not a cluster point of A. Such points

are called “isolated points” of A.

 60

Theorem 4.1.4 Sequential Criterion for Continuity

A function f : A −→ < is continuous at c ∈ A if for every sequence hxn i in

A that converges to c, the sequence hf (xn )i converges to f (c).

Proof :

(⇒) : Suppose f is continuous at c. Let hxn i be a sequence in A that converges

to c. We want to show that the sequence hf (xn )i converges to f (c).

Let  > 0. Since xn ∈ A and f is continuous at c, it follows that there exists a

δ > 0 such that if 0 < |xn − c| < δ then |f (x) − f (c)| < . Since hxn i converges

to c, it follows that there exists N = N (δ) ∈ N such that |xn − c| < δ for all

n ≥ N . But for each such xn , we have |f (x) − f (c)| < . Thus, if n ≥ N , then

|f (x) − f (c)| < . Therefore, the sequence hf (xn )i converges to f (c).

(⇐) : Suppose that f is discontinuous at c. We want to show that a

sequence hf (xn )i does not converge to f (c), for some sequence hxn i in A that

converges to c. Since f is discontinuous at c, it follows that there exists 0 > 0

such that for all δ > 0, there exists x ∈ A with 0 < |x − c| < δ such that

|f (x) − f (c)| ≥ 0 .

1
Thus, for each n ∈ N, corresponding to δ = , there exists xn ∈ A with
n
1
0 < |xn − c| < and
n
|f (xn ) − f (c)| ≥ 0 .
 61

This shows that there is a sequence hxn i in A − {c} that converges to c but

the sequence hf (xn )i does not converge to f (c). 

Theorem 4.1.5 Discontinuity Criterion

A function f : A −→ < is discontinuous at c ∈ A if there exists a sequence

hxn i in A that converges to c, but the sequence hf (xn )i does not converge to

f (c).

Definition 4.1.6 Let A ⊆ <, let f : A −→ < and let B ⊆ A. We say that f

is continuous on the set B if f is continuous at every point of B.

Example 4.1.7 Show the following:

1. g(x) = x is continuous on <.

2. h(x) = x2 is continuous on <.

3. ϕ(x) = x2 is continuous on A = {x ∈ < : x > 0}.

(
1 if x is rational
4. f (x) =
0 if x is irrational
is discontinuous at any point of <.

x2 + x − 6
Exercise 4.1.8 1. Let f be defined by f (x) = for x 6= 2.
x−2
Can f be defined at x = 2 in such a way that f is continuous at this

point?
 62

2. Let A ⊆ < and let f : A −→ < be continuous at a point c ∈ A.

Show that for any  > 0, there is a neighborhood Vδ (c) of c such that if

x, y ∈ A ∩ Vδ (c), then |f (x) − f (y)| < .

3. Show that the absolute value function f (x) = |x| is continuous on <.

4. Let K > 0 and let f : < −→ < satisfy the condition

|f (x) − f (y)| ≤ K|x − y| ∀ x, y ∈ <.

Show that f is continuous on <.

5. Suppose that f : < −→ < is continuous on < and that f (r) = 0 for every

rational number r. Prove that f (x) = 0 for all x ∈ <.

6. Define g : < −→ < by

(
2x for x ∈ Q
g(x) =
x + 3 for x ∈
/ Q.

Find all points at which g is continuous.

4.2 Combinations of Continuous Functions

Theorem 4.2.1 Let A ⊆ <, let f, g : A −→ < be functions on A and let

b ∈ A. Suppose that c ∈ A and that f and g are continuous at c.

1. Then f + g, f − g, f g and bf are continuous at c.

 63

f
2. If h : A −→ < is continuous at c and if h(x) 6= 0 for all x ∈ A, then
h
is also continuous at c.

Theorem 4.2.2 Let A ⊆ <, let f, g : A −→ < be continuous on A and let

b ∈ <.

1. Then the functions f + g, f − g, f g and bf are continuous on A.

2. If h : A −→ < is continuous on A and if h(x) 6= 0 for all x ∈ A, then

f
the quotient is continuous on A.
h

Remark 4.2.3 Let A0 ⊆ A, let f : A −→ < be a functions on A and let

c ∈ A0 . Suppose that f is continuous at c. Then the restriction f1 of f to A0

is also continuous at c. Similarly, if f and g are continuous on A, then the

f
restriction of to A0 is also continuous on A0 .
g

Example 4.2.4 Show that f (x) = sin x is continuous on <.

Hint: Use the following properties: For all x, y, z ∈ < we have

1. | sin z| ≤ |z|

2. | cos z| ≤ 1

1  1 
3. sin x − sin y = 2 sin (x − y) cos (x − y) .
2 2

Theorem 4.2.5 Let A ⊆ <, let f : A −→ < be continuous on A. Then the

functions |f | is also continuous on A.

 64

Theorem 4.2.6 Let A ⊆ <, let f : A −→ < be continuous on A and let

√
f (x) ≥ 0 for all x ∈ A. Then the functions f is also continuous on A.

Theorem 4.2.7 (Composition of Continuous Functions)

Let A, B ⊆ <, let f : A −→ < and g : B −→ < be functions such that

f (A) ⊆ B. If f is continuous at a point c ∈ A and g is continuous at

b = f (c) ∈ B, then the composition g ◦ f : A −→ < is also continuous at

c.

Proof : Let W be an -neighborhood of g(b). Since g is continuous at b, there

is a δ-neighborhood V of b = f (c) such that if y ∈ B ∩ V then g(y) ∈ W. Since

f is continuous at c, there is a γ-neighborhood U of c such that if x ∈ A ∩ U

then f (x) ∈ V. Since f (A) ⊆ B, it follows that if x ∈ A ∩ U, then f (x) ∈ B ∩ V

so that (g ◦ f )(x) = g(f (x)) ∈ W . But since W is an arbitrary -neighborhood

of g(b), this implies that g ◦ f is continuous at c. 

1


Example 4.2.8 Show that h(x) = sin x
is continuous at every point c 6= 0.
1
Proof : Since g(x) = sin x is continuous at every c ∈ < and f (x) = is
x
continuous at every point c 6= 0, it follows that

 
1 1

(g ◦ f )(x) = g(f (x)) = g = sin
x x

is continuous at every point c 6= 0. 

 65

Exercise 4.2.9 Determine the point of continuity of the following functions:

x2 + 2x + 1
1. f (x) = (x ∈ <)
x2 + 1
p
1 + | sin x|
2. h(x) = (x 6= 0)
x

Exercise 4.2.10 1. Let f, g be defined on < and let c ∈ <. Suppose that

lim f (x) = b and g is continuous at b. Show that

x→c

lim(g ◦ f )(x) = g(b).

x→c

2. Let f : < −→ < be continuous on <, and let P = {x ∈ < : f (x) > 0}. If

c ∈ P , show that there exists a neighborhood Vδ (c) ⊆ P.

3. If f and g are continuous on R and let S = {x ∈ < : f (x) ≥ g(x)}. If

hsn i is a sequence in S and lim sn = s, show that s ∈ S.

4. Let f, g : < −→ < be continuous at a point c ∈ < and let

h(x) = sup{f (x), g(x)} for x ∈ <.

Show that
   
1 1  
h(x) = f (x) + g(x) + f (x) − g(x)
2 2 

for all x ∈ <. Use this to show that h is continuous at c.

 66

4.3 Uniform Continuity

Definition 4.3.1 Let A ⊆ <, let f : A −→ <. We say that f is uniformly

continuous on A if for every  > 0 there exists δ() > 0 such that if x, u ∈ A

are any numbers satisfying |x − u| < δ(), then |f (x) − f (u)| < .

Example 4.3.2 Show that f (x) = 2x is uniformly continuous on <.

Theorem 4.3.3 (Nonuniform Continuity Criteria)

Let A ⊆ <, let f : A −→ <. Then the following statements are equivalent:

(i) f is not uniformly continuous on A.

(ii) There exists an 0 > 0 such that for every δ > 0 there are points xδ , uδ ∈

A such that |xδ − uδ | < δ and |f (xδ ) − f (uδ )| ≥ 0 .

(iii) There exists an 0 > 0 and two sequences hxn iand hun i in A such that

lim(xn − un ) = 0 and |f (xn ) − f (un )| ≥ 0 for all n ∈ N.

Remark 4.3.4 1. It is clear that if f is uniformly continuous on A then

it is continuous on A.

2. The converse does not hold. As a counterexample, consider the function

1
g(x) = on the set A = {x ∈ < : x > 0}. Then g is continuous on A.
x
 67

Claim: g is not uniformly continuous on A. Take 0 = 1 and two se-

1 1
quences hxn = i and hun = i in A. Then
n n+1
1 1
lim xn − un = lim − lim = 0 − 0 = 0,
n n+1
1 1
but |f (xn ) − f (un )| = f ( ) − f ( ) = 1 = 0 for all n ∈ N. Hence,
n n+1
by NCT, g is not uniformly continuous on A.

Theorem 4.3.5 (Uniform Continuity Criteria)

Let I be a closed bounded interval and let f : I −→ < be continuous on I.

Then f is uniformly continuous on I.

Proof : Suppose that f is not uniformly continuous on I. Then, by

NCT, there exists 0 > 0 and two esquences hxn i and hun i in I such that
1 1
corresponding to δ = , we have |xn − un | < and |f (xn ) − f (un )| ≥ 0 for
n n
all n ∈ N. Since Iis bounded, the sequence hxn i is bounded. By the BWT,

there is a subsequence hxnk i of hxn i that converges to an element z. Since I is

closed, the limit z belongs to I. Also, since Iis bounded, the sequence hun i is

also bounded. By the BWT, there is a convegent subsequence hunk i of hun i.

Claim: hunk i also converges to z.

Let  > 0. Since hxnk i converges to z, there exists N ∈ N such that |xnk − z| <
 2
for all k ≥ N . Also, by applying A.P. to , there exists K ∈ N such that
2 
2 1 
< K; that is, < . Take M = max{N, K}. Then M ≥ N and M ≥ K.
 K 2
 68

1 1 1 
Let n ≥ M . Then ≤ ≤ < . Thus, for all n ≥ M ,
n M K 2

|unk − z| = |unk − xnk + xnk − z| ≤ |unk − xnk | + |xnk − z|

1 
< +
n 2
1 
≤ +
K 2
 
< +
2 2
= .

This proves the claim.

Since f is continuous at the point z, then both the sequences hf xnk i and


hf unk i must converge to f (z). But this is impossible because

|f (xn ) − f (un )| ≥ 0 ,

for all n ∈ N. Therefore, f must be uniformly continuous on I. 

Definition 4.3.6 Let A ⊆ <, let f : A −→ <. If there exists a constant

K > 0 such that

|f (x) − f (u)| ≤ K|x − u|

for all x, u ∈ A, then f is said to be a Lipschitz function on A.

geometric interpretation:

A function f is Lipschitz if and only if the slopes of all line segments joining
 69

two points on the graph of y = f (x) over a closed bounded interval I are

bounded by some number K.

Theorem 4.3.7 If f : A −→ < is a Lipschitz function then f is uniformly

continuous on A.

Example 4.3.8 1. Let f (x) = x2 be defined on A = [o, b] where b > 0.

Show that f is a Lipschitz function.

2. Not all uniformly continuous functions are Lipschitz functions. As a

√
counterexample, let g : I = [0, 2] −→ < be defined by g(x) = x.

Claim: g is not a Lipschitz function. (Exercise...)

√
3. Show: g : J = [1, +∞) −→ < defined by g(x) = x is a Lipschitz

function.

Theorem 4.3.9 If f : A −→ < is uniformly continuous on A and if hxn i is

a Cauchy sequence in A then hf (xn )i is a Cauchy sequence in <.

Proof : Let hxn i be a Cauchy sequence in A and let  > 0be given. Since

f is uniformly continuous on A, there exists a δ > 0 sucht that if x, u ∈ A

satisfy |x − u| < δ, then |f (x) − f (u)| < . Since hxn i is Cauchy, there exists

H(δ) ∈ N such that |xn − xm | < δ for all n, m ≥ H(δ). This implies that for

n, m ≥ H(δ), we have

|f (xn ) − f (xm )| < .

 70

Hence, hf (xn )i is a Cauchy sequence in < .

1
Example 4.3.10 Let f (x) = be defined on A = (0, 1). Show using the
x
previous theorem that f is not uniformly continuous on A.

Theorem 4.3.11 Continuous Extension Theorem

A function f : (a, b) −→ < is uniformly continuous on the interval (a, b) if

and only if it can be defined at the endpoints a and b such that the extended

function is continuous on [a, b].

Proof : (Exercise....)

Theorem 4.3.12 Weierstrass Approximation Theorem

Let I = [a, b] and let f : (a, b) −→ < be a continuous function. If  > 0 is

given, then there exists a polynomial function p such that for all x ∈ I,

|f (x) − p (x)| < .

Definition 4.3.13 Given a function f : [0, 1] −→ <. For each n ∈ N, define

the polynomial
n  
X k n k
Bn (x) = f( ) x (1 − x)n−k .
k=0
n k

The polynomial function Bn is called the nth Bernstein polynomial for f .

Theorem 4.3.14 Bernstein’s Approximation Theorem

Let I = [a, b] and let f : [0, 1] −→ < be a continuous function. If  > 0 is

 71

given, then there exists n ∈ N such that if n ≥ n , then we have

|f (x) − Bn (x)| < 

for all x ∈ [0, 1].

4.4 The Derivative

Definition 4.4.1 Let I be an interval, let f : I −→ < and let c ∈ I. We say

that a real number L is derivative of f at c if for every  > 0 there exists

δ() > 0 such that if x ∈ I satisfying 0 < |x − c| < δ(), then

 
 f (x) − f (c) 

 x−c − L  < .


Example 4.4.2 If f (x) = x2 for x ∈ <, then at any c ∈ <,

f (x) − f (c)
f 0 (x) = lim
x→c x−c
x − c2
2
= lim
x→c x − c

(x + c)(x − c)
= lim
x→c x−c
= lim(x + c)
x→c

= 2c.

Thus, in this case, the function f 0 is defined on all of < and f 0 (x) = 2x

for x ∈ <.

Theorem 4.4.3 If f : I −→ < has a derivative at c ∈ I, then f is continuous

at c.
 72

Proof : For all x ∈ <, x 6= c,

f (x) − f (c)
f (x) − f (c) = · (x − c).
x−c

Since f 0 (x) exists, it follows that

f (x) − f (c)
lim(f (x) − f (c)) = lim · lim(x − c) = f 0 (c) · 0 = 0.
x→c x→c x−c x→c

Thus, limx→c f (x) = f (c), so that f is continuous at c. 

Remark 4.4.4 The continuity of f : I −→ < at a point does not assure the

existence of the derivative at that point.

Example 4.4.5 If f (x) = |x| for x ∈ <, then for x 6= 0,

(
f (x) − f (0) |x| 1, if x > 0
= =
x−0 x −1, if x < 0.

Thus, the limit at 0 does not exist, and therefore the function is not differen-

tiable at O. Hence, continuity at a point c is not a sufficient condition for the

derivative to exist at c.

Theorem 4.4.6 Let I ⊆ < be an interval, let c ∈ I, and let f : I −→ < and

g : I −→ < be functions that are differentiable at c. Then:

(a) If a ∈ <, then the function af is differentiable at c, and

(af )0 (c) = af 0 (c).

 73

(b) The function f + g is differentiable at c, and

(f + g)0 (c) = f 0 (c) + g 0 (c).

(c) (Product Rule) The function f g is differentiable at c, and

(f g)0 (c) = f 0 (c)g(c) + f (c)g 0 (c).

f
(d) (Quotient Rule) If g(c) 6= 0, then the function is differentiable at c
g
and
 0
f f 0 (c)g(c) − f (c)g 0 (c)
(c) = .
g g(c)2

Proof :

(a) By definition of scalar product of functions, we have

(af )(x) − (af )(c)

(af )0 (c) = lim
x→c x−c
a(f (x)) − a(f (c))
= lim
x→c x−c
a(f (x) − f (c))
= lim
x→c x−c
f (x) − f (c)
= a lim
x→c x−c
= af 0 (c).
 74

(b) Similarly,

(f + g)(x) − (f + g)(c)
(f + g)0 (c) = lim
x→c x−c
(f (x) − f (c)) + (g(x) − g(c))
= lim
x→c x−c
f (x) − f (c) g(x) − g(c)
= lim + lim
x→c x−c x→c x−c
= f 0 (c) + g 0 (c).

(c) exercise.... [Abbas, Intishar]

(d) exercise.... [Ampaso, Normia]

Remark 4.4.7 Graphically, the derivative f 0 (c) can be interpreted as the

slope of the line tangent to the curve y = f (x) at the point (c, f (c)).

(See discussion on the board...)