Summary of Topics: Real Analysis (127A)

1 Real numbers
Axiom 1 (Axioms for R). The real numbers R are a Dedekind complete, or-
dered field.
Ordered field means that R is equipped with an order relation < together
with addition and multiplication operations + and ·, with their usual order and
algebraic properties.
Dedekind complete means that every nonempty set A ⊂ R that is bounded
from above has a supremum sup A ∈ R.
Definition 2 (Supremum and infimum). Suppose A ⊂ R. Then sup A ∈ R is
the supremum of A if it is the least upper bound of A, i.e. x ≤ sup A for every
x ∈ A, and if M < sup A, then there exists x ∈ A such that x > M . Similarly,
inf A ∈ R is the infimum of A if it is the greatest lower bound of A, i.e. x ≥ inf A
for every x ∈ A, and if m > inf A, then there exists x ∈ A such that x < m.
The extended real numbers are R = {−∞}∪R∪{∞}, ordered in the obvious
way. We define sup A = ∞ if A isn’t bounded from above, inf A = −∞ if A
isn’t bounded from below, and sup ∅ = −∞, inf ∅ = ∞. Then the supremum
and infimum of every subset of R is defined as an extended real number.
The following theorems are a consequence of the completeness of R.
Theorem 3 (Archimedean property). For every x ∈ R there exists n ∈ N such
that x < n, and for every  > 0 there exists n ∈ N such that 0 < 1/n < .
Theorem 4 (Density of rationals). If x, y ∈ R and x < y, then there exists a
rational number r ∈ Q such that x < r < y.
Theorem 5 (Nested interval property). If I1 ⊃ I2 ⊃ · · · ⊃ In ⊃ · · · is
T∞ a nested
sequence of nonempty, closed, bounded intervals In = [an , bn ], then n=1 In is
nonempty.

2 Sequences
Definition 6 (Sequences). A sequence (xn ) (of real numbers) is an ordered list
of real numbers xn ∈ R, indexed by n ∈ N. Equivalently, a sequence (xn ) is
defined by a function f : N → R where xn = f (n).

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Definition 7 (Convergence of a sequence). A sequence (xn ) converges to a
limit L ∈ R, written limn→∞ xn = L or xn → L as n → ∞, if for every  > 0
there exists N ∈ N such that |xn − L| <  for every n > N .
We sometimes omit the condition “n → ∞,” which is understood from the
definition of the limit of a sequence.
Definition 8 (Divergence to ±∞). A sequence (xn ) diverges to ∞, written
lim xn = ∞ or xn → ∞, if for every M ∈ R there exists N ∈ N such that
xn > M for every n > N . Similarly, (xn ) diverges to −∞, written lim xn = −∞
or xn → −∞, if for every m ∈ R there exists N ∈ N such that xn < m for every
n > N.
Theorem 9 (Squeeze). If an ≤ xn ≤ bn and an → L, bn → L, then xn → L.
Definition 10 (Bounded sequence). A sequence (xn ) is bounded if there exists
M ≥ 0 such that |xn | ≤ M for every n ∈ N.
Theorem 11. A convergent sequence is bounded.
Corollary 12 (Divergence criterion). An unbounded sequence diverges.
Theorem 13 (Algebraic and order properties). Suppose that (xn ) and (yn ) are
convergent sequences with xn → L and yn → M . Then: (i) kxn → kL for any
k ∈ R; (ii) xn + yn → L + M ; (iii) xn yn → LM ; (iv) xn /yn → L/M provided
that M 6= 0; (v) if xn ≤ yn for every n ∈ N, then L ≤ M .
Definition 14 (Monotone sequences). A sequence (xn ) is increasing if xn+1 ≥
xn for every n ∈ N, decreasing if xn+1 ≤ xn for every n ∈ N, and monotone if
it is increasing or decreasing.
Theorem 15 (Monotone convergence). A monotone sequence converges if and
only if it is bounded. An unbounded increasing sequence diverges to ∞, and an
unbounded decreasing sequence diverges to −∞.
Definition 16 (Cauchy sequences). A sequence (xn ) is Cauchy if for every
 > 0 there exists N ∈ N such that |xm − xn | <  for all m, n > N .
Theorem 17 (Cauchy criterion). A sequence converges if and only if it is
Cauchy.
Definition 18 (lim sup and lim inf). If (xn ) is a bounded sequence, then

lim sup xn = lim sup{xk : k ≥ n}, lim inf xn = lim inf{xk : k ≥ n}.
n→∞ n→∞ n→∞ n→∞

The lim sup and lim inf of a bounded sequence are well-defined as real num-
bers. One can also define the lim sup and lim inf of unbounded sequences as
extended real numbers.
Theorem 19 (Convergence criterion for lim sup and lim inf). A sequence (xn )
converges if and only if lim sup xn = lim inf xn ∈ R.

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Definition 20 (Subsequence). A subsequence of (xn )∞ ∞
n=1 is a sequence (xnk )k=1
where n1 < n2 < · · · < nk < · · · is a strictly increasing sequence of indices.
Theorem 21 (Convergence of subsequences). Every subsequence of a conver-
gent sequence converges to the same limit as the sequence.

Corollary 22 (Divergence criterion). If a sequence has a subsequence that

diverges or has two subsequences that converge to different limits, then the
sequence diverges.
Theorem 23 (Bolzano-Weierstrass). Every bounded sequence has a convergent
subsequence.

3 Series
P∞
Definition 24 P(Convergence of a series). A series n=1 an converges to Pna sum
∞
S ∈ R, written n=1 an = S, if the sequence (Sn ) of partial sums Sn = k=1 ak
converges to S. That is, for every  > 0, there exists N ∈ N such that
n
X
ak − S <  for every n > N .
k=1

A series diverges to ±∞ if the sequence of partial sums diverges to ±∞.

P∞
Definition 25 (Absolute
P∞ and conditional convergence).P∞A series n=1 an con-
verges absolutely
P∞ if n=1 |an | converges.
P∞ A series n=1 an converges condi-
tionally if n=1 an converges but n=1 |an | diverges.

Theorem 26. An absolutely convergent series converges.

P∞
Theorem 27. If n=1 an converges, then lim an = 0.
Corollary 28 (Divergence
P∞ criterion). If the sequence (an ) doesn’t converge to
0, then the series n=1 an diverges.
P∞
Theorem 29 (Geometric series). Let a ∈ R. P∞ The geometric series n=0 an
converges absolutely if |a| < 1, in which case n=0 an = 1/(1 − a), diverges to
∞ if a ≥ 1, and diverges if a ≤ −1.
P∞
Theorem 30 (p-series). Let p > 0. The series n=1 1/np converges absolutely
if p > 1 and diverges to ∞ if 0 < p ≤ 1.
P∞
Theorem 31 (Telescoping series). The series n=1 (bn −bn+1 ) converges if and
only if the sequence (bn ) converges, in which case
∞
X
(bn − bn+1 ) = b1 − lim bn .
n→∞
n=1

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 P∞
Theorem 32 (Monotone convergence for series). If an ≥ 0, then n=1 an
converges if and only
Pn if its partial sums are bounded, meaning that there exists
M ≥ 0 such that k=1 ak ≤ M for every n ∈ N. Otherwise, the series diverges
to ∞.
P∞
Definition 33 (Cauchy series). A series n=1 an is Cauchy if for every  > 0
there exists N ∈ N such that
m
X
ak <  for all m > n > N .
k=n+1

Theorem 34 (Cauchy criterion). A series converges if and only if it is Cauchy.

P∞
Theorem 35 (Comparison test). If |an | ≤ bn and P n=1 bn converges, then
P∞ ∞
n=1
P∞ an converges absolutely. If 0 ≤ bn ≤ an and n=1 bn diverges, then
n=1 an diverges.

Comparison with a geometric series leads to the ratio and root tests for the
absolute convergence of series.
P∞
Definition
P∞ 36 (Rearrangements). A series m=1 bm is a rearrangement of the
series n=1 an if there exists a one-to-one, onto map σ : N → N such that
bm = aσ(m) .
Theorem 37. A series converges absolutely if and only if every rearrangement
of the series converges, in which case every rearrangement converges to the same
sum.
Theorem 38 (Alternating series test). If (anP
) is a decreasing sequence of pos-
∞
itive numbers an ≥ 0 such that an → 0, then n=1 (−1)n+1 an converges.

4 Topology
Definition 39 (Open sets). A set A ⊂ R is open if for every x ∈ A there exists
 > 0 such that (x − , x + ) ⊂ A.
Definition 40 (Closed sets). A set A ⊂ R is closed if it satisfies either one of
the following equivalent conditions: (i) Ac = R \ A is open; (ii) The limit of
every convergent sequence in A belongs to A.
Theorem 41 (Properties of open and closed sets). (i) The empty set and the
set of real numbers are both open and closed. (ii) Arbitrary unions and finite
intersections of open sets are open. (iii) Arbitrary intersections and finite unions
of closed sets are closed.
Definition 42 (Limit and isolated points). Let A ⊂ R. A limit point of A is a
real number x ∈ R such that for every  > 0 there exists y ∈ A ∩ (x − , x + )
with y 6= x. A point x ∈ A is an isolated point of A if there exists  > 0 such
that x is the only point of A in (x − , x + ).

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Definition 43 (Closure). Let A ⊂ R. The closure Ā of A is defined by any
of the following equivalent conditions: (i) Ā is the intersection of all closed sets
that contain A; (ii) Ā is the set of limits of all convergent sequences in A; (ii)
Ā = A ∪ L where L is the set of limit points of A.
Definition 44 (Compact sets). A set K ⊂ R is compact if it satisfies either one
of the following equivalent conditions: (i) Every sequence in K has a convergent
subsequence whose limit belongs to K; (ii) Every open cover of K has a finite
subcover.
Here, an open cover of a set A is a collection of open sets whose union
includes A, and a finite subcover is a finite collection of open sets from the open
cover whose union still includes A.
Theorem 45 (Characterization of compact sets). A set K ⊂ R is compact if
and only if it is closed and bounded.
Theorem 46 (Nested compact set property). If K1 ⊃ K2 ⊃ · · · ⊃ Kn · · · is a
nested sequence of nonempty, compact sets, then ∩∞
n=1 Kn is nonempty.

5 Functions
Definition 47 (Functional limit). Suppose that f : A → R and c ∈ R is a limit
point of A ⊂ R. Then limx→c f (x) = L if for every  > 0 there exists δ > 0 such
that |f (x) − L| <  for all x ∈ A with 0 < |x − c| < δ.
We also write f (x) → L as x → c. One can define left, right, and infinite
functional limits in a straightforward way.
Theorem 48 (Sequential characterization of functional limits). Suppose that
f : A → R and c is a limit point of A ⊂ R. Then limx→c f (x) = L if and only
if for every sequence (xn ) in A with xn 6= c and xn → c, one has f (xn ) → L.
Corollary 49 (Divergence criterion). If there exists sequences (xn ), (yn ) in A
with xn 6= c, yn 6= c and xn → c, yn → c such that f (xn ) → L, f (yn ) → M
where L 6= M , then limx→c f (x) doesn’t exist.
Theorem 50 (Algebraic and order properties). Suppose that f, g : A → R and
f (x) → L, g(x) → M as x → c. Then: (i) kf (x) → kL as x → c for any
k ∈ R; (ii) f (x) + g(x) → L + M as x → c; (iii) f (x)g(x) → LM as x → c; (iv)
f (x)/g(x) → L/M as x → c, provided that M 6= 0; (v) if f (x) ≤ g(x) for every
x ∈ A \ {c}, then L ≤ M .
Definition 51 (Continuity). A function f : A → R is continuous at c ∈ A if
for every  > 0 there exists δ > 0 such that |f (x) − f (c)| <  for every x ∈ A
with |x − c| < δ, and f is continuous on A if it is continuous at every c ∈ A.
Theorem 52 (Limit definition of continuity). A function f : A → R is continu-
ous at a limit point c ∈ A if and only if limx→c f (x) = f (c), and f is continuous
at every isolated point of A.

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Theorem 53 (Sequential characterization of continuity). A function f : A → R
is continuous at c ∈ A if and only if for every sequence (xn ) in A with xn → c,
one has f (xn ) → f (c).
Theorem 54 (Algebraic properties). If f, g : A → R are continuous at c ∈ A,
then kf , f + g, f g are continuous at c, and f /g is continuous at c provided that
g(c) 6= 0.
A polynomial function p : R → R is a function of the form

p(x) = an xn + an−1 xn−1 + · · · + a1 x + a0 ,

where the coefficients a0 , a1 , . . . , an ∈ R are constants. A rational function

r : A → R is the ratio of two polynomial functions r(x) = p(x)/q(x); the
domain A ⊂ R of r excludes the points where q(x) = 0.
Corollary 55. A polynomial function is continuous on R, and a rational func-
tion is continuous on its domain.

Theorem 56 (Composition of continuous functions). Suppose that f : A → R,

g : B → R and f (A) ⊂ B. If f is continuous at c ∈ A and g is continuous at
f (c), then g ◦ f : A → R is continuous at c.
Definition 57 (Uniform continuity). A function f : A → R is uniformly con-
tinuous on A if for every  > 0 there exists δ > 0 such that |f (x) − f (y)| <  for
every x, y ∈ A with |x − y| < δ.
Theorem 58 (Criterion for failure of uniform continuity). A function f : A →
R is not uniformly continuous on A if and only if there exist 0 > 0 and sequences
(xn ), (yn ) in A such that |xn −yn | → 0 but |f (xn )−f (yn )| ≥ 0 for every n ∈ N.

Theorem 59 (Continuous image of compact sets). If f : K → R is continuous

on a compact set K, then the image f (K) is compact.
Theorem 60 (Extreme value). If f : K → R is continuous on a compact set
K, then f is bounded and attains its maximum and minimum values.
Theorem 61. If f : K → R is continuous on a compact set K, then f is
uniformly continuous on K.
Theorem 62 (Intermediate value). If f : [a, b] → R is continuous and f (a) <
L < f (b) or f (b) < L < f (a), then there exists a < c < b such that f (c) = L.
Theorem 63 (Continuous preimage of open sets). A function f : R → R is
continuous on R if and only if the preimage f −1 (V ) of every open set V ⊂ R is
open.