RICHARD R. GOLDBERG The University of lowa YSIS SECOND EDITION JOHN WILEY & SONS, Inc.Copyright © 1976, by John Wiley & Sons, Inc. Copyright 1964, Ginn and Company (Xerox Corporation) A\ll rights reserved. Published simultaneously in Canada. No part of this book may be reproduced by any means, nor transmitted, nor translated into a machine language with- out the written permission of the publisher. Library of Congress Cataloging in Publication Data: Goldberg, Richard R. Methods of real analysis. Includes index. 1, Functions of real variables. 2. Mathemati- cal analysis. I. Title. QA331.5.G58 1976 515'.8 75-30615 ISBN 0-471-31065-4 Printed in the United States of America 10987654321PREFACE This book is intended as a one-year course for students who have completed an ordinary sequence of courses in elementary calculus. It presents in rigorous fashion basic material on the fundamental concepts and tools of analysis—functions, limits, continu- ity, derivatives and integrals, sequences, and series. Most of the difficult points usually glossed over in elementary courses are dealt with in detail, as well as many more advanced topics designed to give a good background for (and, hopefully, a taste of) modern analysis and topology. In particular, there are treatments of metric spaces and Lebesgue integration, topics that are often reserved for more advanced courses. Also included are many smaller but interesting topics not usually presented in courses at this level; these topics include Baire category and discontinuous functions, summability of series, the Weierstrass theorem on approximation of continuous functions by poly- nomials, and a proof of the standard existence theorem for differential equations from the point of view of fixed-point theory. The book is written at the same level as texts for traditional “advanced calculus” courses, but does not consider topics in “several variables.” Material on differentials and vector calculus, in our opinion, can be understood best from the point of view of modern differential geometry and belong in a separate course. REMARKS ON THE SECOND EDITION Many changes in, additions to, and some deletions from the first edition have been made in accordance with thoughtful criticism from many colleagues at large and small _ institutions. A major feature of this new edition is the addition of sections called “Notes and Additional Exercises,” which include a variety of material. There are famous theorems related to the material in the body of the text—for example, the Schréder-Bernstein theorem from set theory, the Tietze extension theorem from topology, and Stone’s generalization of the Weierstrass approximation theorem. The proofs are given in outline only, with a great deal left to the student as exercises. In these new sections there are alsovi PREFACE miscellaneous exercises (many of which are quite challenging) and an occasional histori- cal note. An instructor's solutions manual for the problems in the new material can be obtained from the author. I also added an appendix that contains an axiomatic treatment of the real number system. This was a compromise between no treatment at all in the first edition and a lengthy development from basic principles that I think would retard the reader’s progress into the core of the book. All the assumptions about the real numbers and the necessary results that can be derived from these assumptions are carefully presented. There are a number of pictorial illustrations—also a departure from the first edition— and new exercises in many of the chapters, and new proofs. Richard R. GoldbergCONTENTS Introduction: Assumptions and Notations 7 1. Sets and functions 3 1.1, Sets and elements 3 1.2. Operations on sets 4 1.3. Functions 8 1.4, Real-valued functions 14 1.5. Equivalence, countability 16 1.6. Real numbers 20 1,7. Least upper bounds 24 2. Sequences of real numbers 27 21. jon of sequence and subsequence 7 2.2. of a sequence 29 2.3. Convergent sequences 33 2.4. Divergent sequences 35 2.5. Bounded sequences 37 2.6. Monotone sequences 38 2.7. Operations on convergent sequences 4 2.8. Operations on divergent sequences 47 2.9, Limit superior and limit inferior 48 2.10. Cauchy sequences 54 2.11, Summability of sequences 58 vilvill CONTENTS 2.12, Limit superior and limit inferior for sequences of sets Series of real numbers 3.1. Convergence and divergence 3.2. Series with nonnegative terms 3.3. Alternating series 3.4, Conditional convergence and absolute convergence 3.5. Rearrangements of series 3.6. Tests for absolute convergence 3.7. Series whose terms form a nonincreasing sequence 3.8. Summation by parts 3.9. (C,1) summability of series 3.10. The class /? 3.11. Real numbers and decimal expansions 3.12. Notes and additional exercises for Chapters 1, 2, and 3 Limits and metric spaces 4.1. Limit of a function on the real line 4.2. Metric spaces 4,3. Limits in metric spaces Continuous functions on metric spaces 5.1. Functions continuous at a point on the real line 5.2. Reformulation 5.3. Functions continuous on a metric space 5.4, Open sets 5.5. Closed sets 5.6. Discontinuous functions on R! 5.7. The distance from a point to a set Connectedness, completeness, and compactness 6.1. More about open sets 6.2. Connected sets 6.3. Bounded sets and totally bounded sets Complete metric spaces Compact metric spaces 65 68 68 70 73 74 7 81 87 92 94 97 108 108 108 118 121 126 126 129 132 134 138 143 146 148 148 149 153 156 16010. CONTENTS Continuous functions on compact metric spaces Continuity of the inverse function Uniform continuity Notes and additional exercises for Chapters 4, 5, and 6 Cedculus 7.1. Sets of measure zero 7.2. Definition of the Riemann integral 7.3. _ Existence of the Riemann integral 7.4, Properties of the Riemann integral Derivatives Rolle's theorem The law of the mean Fundamental theorems of calculus Improper integrals 7.10. Improper integrals (continued) The elementary functions. Taylor series 8.1. Hyperbolic functions 8.2. The exponential function 8.3. The logarithmic function. Definition of x? 8.4. The trigonometric functions 8.5. Taylor's theorem The binomial theorem L'Hospital’s rule Sequences and series of functions 9.1. Pointwise convergence of sequences of functions 9.2. Uniform convergence of sequences of functions 9.3. Consequences of uniform convergence 9.4. Convergence and uniform convergence of series of functions 9.5. Integration and differentiation of series of functions 9.6. Abel summability A continuous, nowhere-differentiable function Three famous theorems 10.1. The metric space C[a, 5] 163 166 167 71 179 179 180 186 188 193 200 203 205 21 218 224 224 226 228 230 235 242 245 252 252 255 260 264 268 271 277 280 280VW CONTENTS 10.2. 10.3. 10.4. 10.5. The Weierstrass approximation theorem Picard existence theorem for differential equations The Arzela theorem on equicontinuous families Notes and additional exercises for Chapters 9 and 10 The Lebesgue integral Wad, 11.2, 11,3. 11.4, 11.5. 11.6. 17. 11.8, 11.9. Length of open sets and closed sets Inner and outer measure. Measurable sets Properties of measurable sets Measurable functions Definition and existence of the Lebesgue integral for bounded functions Properties of the Lebesgue integral for bounded measurable functions The Lebesgue integral for unbounded functions ‘Some fundamental theorems The metric space £?[a,b]. 11.10. The integral on (— 00, 00) and in the plane Fourier series 12.1. 12.2. 12.3. 12.4. 12.5. 12.6. 12.7, Definition of Fourier series Formulation of convergence problems The (C, 1) summabi The £? theory of Fourier series of Fourier series Convergence of Fourier series Orthonormal expansions in £?[a,5] Notes and additional exercises for Chapters 11 and 12 Appendix: The algebraic and order axioms for the real numbers Special Symbols Index 283 287 292 355 355 358 362 364 369 373 380 388 395 399INTRODUCTION ASSUMPTIONS AND NOTATIONS A. The book does not begin with an extended development of the real numbers. However, the reader who wishes to proceed in strictly logical order should first digest the basic definitions and theorems about sets and functions in Sections 1.1 through 1.3, and then turn to the Appendix for the algebra and order axioms of the reals and the theorems on arithmetic and inequalities that are derived from those axioms. After the Appendix the reader should go to Section 1.7 where the least upper bound axiom is presented. At this point the reader will have seen a careful treatment of all the basic assumptions about the reals. Anyone choosing this approach may skip now to paragraph Cc B. There are some who feel, however, that it is preferable at first to be less formal about the real numbers so that the reader can get to the meat of the book more quickly. From this point of view it is better to delay reading the Appendix and simply proceed directly through the main body of the text. For those who wish to take this approach we mention briefly some facts about the reals. An integer is a “whole number.” Thus 6,0, — 3 are integers. A rational number is a real number that can be expressed as a quotient of integers. Thus 3/2 and —9/276 are rational numbers. Any integer k is thus a rational number since we may write k=k/I. An irrational number is a real number that is not a rational number. For example, a solution to the equation x?=2 must be an irrational number. The reader should have some facility in handling inequalities. He should know that if x-and y are real numbers and x—y. Also, if O00 we define |x| to be x. For x <0 we define |x| to be — x. Finally we define \0|=0. Thus for any real numbers x, |x| is the “numerical value” of x. We call |x| the absolute value of x. By considering various cases according to the sign of x and of y, the reader should have no difficulty in proving the immensely important results Ix+yl< lal +>] ()y and lxy| bl2 INTRODUCTION If a and b are real numbers, then the geometric interpretation of |a — d| is the distance from a to b (or from 6 to a). This interpretation is especially important for the understanding of the essential ideas in many of the proofs. If a, b, c are real numbers, the geometric meaning of the inequality Ja—b]<|a—cl+|c—b] 2) is that the distance from a to b is no greater than the distance from a to ¢ plus the distance from c to b. This should seem quite reasonable. See if you can prove (2). [Let x=a-c,y=c—b and use (1).] C. We assume the truth of laws of exponents such as a**”=a%a” for a>0 and for rational values of x and y. In Chapter 8 we define a* for any real number x and then prove the familiar laws of exponents for arbitrary exponents. The notations a'/? and Va both mean the positive square root of a. (The existence of a positive square root for any positive number is presented in exercise 8 of Section 6.2.) D. Here are some notations. If a and b are real numbers with aa. By (— 00,a) we mean the set of all real x with x 0, y >0}—the ser of all points such that x is nonnegative and y is nonnegative. Similarly, (0, 1]=(x|0< x <1}. DEFINITION. If 6 is an element of the set A, we write bE A. If b is not an element of A, we write bZ A. Thus a€ {a,b,c} but d@ {a,b,c}. As another illustration, suppose we define a base- ball team as the set of its players and define the American League to be the set of its twelve member teams. Then, in the notations we have just introduced, American League= {A’s, Tigers,..., Rangers}, A’s= (Jackson, Bando, ..,Campaneris}, A’s€ American League, Jackson € A's.4 ‘SETS AND FUNCTIONS Note that the elements of the American League are themselves sets, which illustrates the fact that a set can be an element of another set. Note also that although Jackson plays in the American League, he is not an element of the American League as we have defined it. Hence Jackson @ American League. Exercises 1.1 1, Describe the following sets of real numbers geometrically: A={x|x<7}, B= {x|lx|>2}, C={x|]x]=1). Xn Describe the following sets of points in the plane geometrically: A={|x?4y7=1}, B= (xy d[x|xt+y=2}. 3. Let P be the set of prime integers. Which of the following are true? (a) 7eP. (b) 9EP. (©) NEP. (d) 7,547,193 -65,317 € P. 4, Let A={1,2, {3}, (4,5}}. Are the following true or false? (a) 1EA. (b) 364. How many elements does A have? 1.2 OPERATIONS ON SETS In grammar-school arithmetic the “elementary operations” of addition, subtraction, multiplication, and division are used to make new numbers out of old numbers—that is, to combine two numbers to create a third. In set theory there are also elementary operations—union, intersection, complementation—which correspond, more or less, to the arithmetic operations of addition, multiplication, and subtraction. 1.2A. peFINiTio. If A and B are sets, then AU B (read “A union B” or “the union of A and B”)is the set of all elements in either A or B (or both). Symbolically, AUB={x|xEA or x€B}. Thus if A={1,2,3}, B={3,4,5}, q) then AU B=(1,2,3,4,5}. 1.2B. DEFINITION. If A and B are sets, then AM B (read “A intersection B” or “the intersection of A and B”) is the set of all elements in both A and B. Symbolically, ANB={x|x€A and xEB).1,2 OPERATIONS ON SETS 5 Thus if 4, B are as in (1) of Section 1.2A, then 4B 3}. (Note the distinction between, {3} and 3. Since 4 ry B is the ser whose only element is 3, to be consistent we must write Ar B= (3}. This distinction is rarely relevant, and we often ignore it.) See Figure 1 When 4 and B are sets with no elements in common, 4M B has nothing in it at all. We would still like, however, to call AN B a set. We therefore make the following definition. FIGURE 1. 1.2C. DEFINITION. We define the empty set (denoted by @) as the set which has no elements. Thus {1,2} {3.4} =@. Moreover, for any set A we have AUG=A and ANG=G (verify!). 12D. DEFINITION. If 4 and B are sets, then B— A (read “8 minus A”) is the set of all elements of B which are not elements of 4. Symbolically, B-A=(x|xeB.xe 4}. Thus if A, B are as in (1) of Section 1.2A, B— A ={4,5}. See Figure 2. There are relations for sets that correspond to the < and > signs in arithmetic. We now define them. FIGURE 2. 1.2E. DEFINITION. If every element of the set A is an element of the set B, we write ACB (read “A is contained in B” or “A is included in B”) or BD A (read “B contaims A”), If AC B, we say that A is a subset of B. A proper subset of B is a subset A CB such that 4B, (See Figure 3.)6 SETS AND FUNCTIONS ACB FIGURE 3, Thus if A={1,67}, B={1,3,6,7,8}, C={2,3.4,5,...,100}, a) then 4c 8 but BC (even though C has 99 elements and & has only 5). Also @C D and DCD for any set D. 1.2F. DEFINITION. We say that two sets are equaf if they contain precisely the same elements. Thus 4 =B if and only if 4c B and BCA (verify!) Note that for B and C in (1) of 1.2E, none of the relations BC C.C C B,C=B hold. 1.2G. It is often the case that all sets 4,8,C,... in a given discussion are subsets of a “big™ set S. Then S—A is called the complement of 4 (relative to S), the phrase in parentheses sometimes being omitted. For example, the set of rational numbers is the complement of the set of irrational numbers (relative to the reals). When there is no ambiguity as to what S is we write S— 4 =’, Thus 4” [meaning (4’y] is equal to A. Moreover, S= 4 UA’. See Figure 4. We now prove our first theorem. 1.2H. THEOREM. If A,B are subsets of S, then (AUBy=A4'n a) FIGURE 4,1.2. OPERATIONS ON SETS 7 and (An BY =A'UB’. (2) These equations are sometimes called De Morgan’s laws. proor: If x€(AUBY’, then x@AUB. Thus x is an element of neither A nor B so that x4’ and xB’, Thus x€A’7 B’. Hence (AU BY CA’N B’. Conversely, if y€ A'nB’, then yA’ and yeB’, so that yA and y#B. Thus y@AUB, and so y €(AU BY. Hence A’n B’C(AU BY. This establishes (1). Equation (2) may be proved in the same manner or it can be deduced from (1) as follows: In (1) replace A,B by A’,B’ respectively, so that A’, B’ are replaced by A” =A and B” = B. We obtain (A’U B’)' =A B. Now take the complement of both sides. Exercises 1.2 1, Let A be the set of letters in the word “trivial,” A =({a,i,/,r,t,0}. Let B be the set of letters in the word “difficult.” Find A U B,A M B,A — B, B—A. If S is the set of all 26 letters in the alphabet and 4’= S—A,B'= S— B, find A’, B’,A’n B’. Then verify that A'n B'=(AUBY. 2. For the sets A,B,C in Exercise 1 of Section 1.1, describe geometrically 4M B, BN GANC. . Do the same for the sets A,B,C of Exercise 2 of Section 1.1. 4. For any sets A,B,C prove that (AUB)UC=AU(BUC). This is an associative law for union of sets and shows that AU BUC may be written without parentheses. 5. Prove; for any sets 4,B,C, that (ANB)NC=AN(BNC). This is an associative law for intersection of sets. 6. Prove the distributive law AN(BUC)=(ANB)U(ANC). » See Figure 5. FIGURE 5. AN(BUC)=(AN B)U[ANC) 7. Prove (AUB)-(4nB)=(4-B)U(B- A).a SETS AND FUNCTIONS 2 . True or false (that is, prove true for all sets A,B,C, or give an example to show false): (a) (AUB)—C=AU(B-C). (b) (AUB)— B. (c) (AN B)U(BNC)U(ANC)=AN BNC. (d) (AUB)NC=AU(BNC). . True or false: (a) If ACB and BCC, then ACC. (b) If ACC and BCC, then AUBCC. (©) (0,13, ). @) (x|lx1> 4) (y|lyl> 4) =(zll21> 4). 2 1.3. FUNCTIONS 1.3A. In the cruder calculus texts we see the following definition: “If to each x (in a set S) there corresponds one and only one value of y, then we say that y is a function of x.” This “definition,” although it embodies the essential idea of the function concept, does not conform to our purpose of keeping undefined terms to a minimum. (What does “correspond” mean?) In other places we see a function-defined as a graph. Again, this is not suitable for us since “graph” is as yet undefined. However, since a plane graph (intuitively) is a certain kind of set of points, and each point is (given by) a pair of numbers, this will lead us to an acceptable definition of function in Section 1.3C. 1.3B. DEFINITION. If A,B are sets, then the Cartesian product of A and B (denoted AX B) is the set of all ordered pairs* (a,b) where aG A and bEB. Thus the Cartesian product of the set of real numbers with itself gives the set of all ordered pairs of real numbers. We usually call this last set the plane (after we define the distance between pairs). See Figure 6. The lateral surface of a right circular cylinder can be regarded as the Cartesian product of a line segment and a circle. (Why?) We are now in a position to define function. 1.3C. DEFINITION. Let A and B be any two sets. A function f from (or on) A into B is a subset of A x B (and hence is a set of ordered pairs (— 00, 00). We now give three theorems on images and inverse images of sets. \.3E. THEOREM. If f:A—B and if X CB, Y CB, then SX UY )aFX)US (YY), qd) In words, the inverse image of the union of two sets is the union of the inverse images. PROOF: Suppose a€f~'(X U Y). Then f(a) X u Y. Hence either f(a)EX or f(a)E Y so that either a€f~'\(X) or ae f~'(Y). But this says ae€f~'(X)Uf—'(Y). Thus. SOX UY) Cf (X)US7(Y). Conversely, if bE f-'(X)UFT'(Y), then either bE {-\X) or bEF-(Y). Hence either f(b)EX or f(b)EY so that f(b)EX UY. Thus bef-(XU Y), and so f-'(X)UF~"Y)CF7'(X U Y). This proves (1). The next theorem can be proved in exactly the same way. 1.3F. THEOREM. If f:A—B and if XC B,Y CB, then SKA) RaS xX )af(Y)- In words, the inverse image of the intersection of two sets in the intersection of the inverse images. pRooF: The proof is left as an exercise. The last two results concerned inverse images. Here is one about images. 13G. THEOREM. If f:A—>B and X CA,Y CA, then S(XUY)=S(xUS(Y)- In words, the image of the union of two sets is the union of the images. proor: If bEf(XUY), then b=f(a). for some a€XU Y. Either a€X or ae. Thus either b€ f(X) or bE f(Y). Hence bE f(X)US(Y) which shows f(X U Y)Cf(X)U Jf(Y). Conversely, if c€ f(X)Uf(Y) then either cE f(X) or cE f(Y). Then c is the image of some point in X or ¢ is the image of some point in Y. Hence c is the.image of some point in Xu Y, that is cE f(X U Y). So f(X)US(Y)CS(X U Y). 1.3H. Conspicuously absent from this list of results is the relation S(XNY)=aK(X)ALY) — forX cA, YCA. Prove that this relation need not hold. 1.3}, DEFINITION (THE COMPOSITION OF FUNCTIONS). If f:A->B and g:B->C, then we define the function gef by sf(x)=slf()] (¥E A).12 SETS AND FUNCTIONS That is, the image of x under gof is defined to be the image of f(x) under g. The function gef is called the composition of f with g. [Some people write g(f) instead of sh Thus gef:A—C. For example, if S(x)=ltsiny — (-0oY. If AC X,B CX, show that f(A)—f(B)Cf(A — B). identically equal to g” in the sense of1.3. FUNCTIONS 13 Let S(x)=logx — (0 — (0 B,g: B>C,h: C+D, prove that he( gof)= (hog).4 ‘SETS AND FUNCTIONS 13. For which of the following pairs of functions f and g is g an extension of f? x(0R, we call f a real-valued function. If x€A, then f(x) (heretofore called the image of x under f) is also called the value of f at x. We now define the sum, difference, product, and quotient of real-valued functions. 14B, DEFINITION. If f: AR and g:A—>R, we define f+ g as the function whose value at xEA is equal to f(x) + g(x). That is, (ft a(x)=f(x) a(x) (x A). In set notation ft a={R. Similarly, we define f—g and fg by (f-8\(x)=f(x)—8(x) (XE A), (Bx)=f(x) a(x) (XE A). Finally, if ¢(x)#0 for all x A, we can define f/g by df ) f(x) = = eA). ( BJ" aay) &EA) The sum, difference, product, and quotient of two real-valued functions with the same domain are again real-valued functions. What permits us to define the sum of two real-valued functions is the fact that addition of real numbers is defined. In general, if fiA—B,g:A-B, there is no way to define f+ g unless there is a “plus” operation in B. 1.4C. peFiniTion. If f:A—>R and c is a real number (cE R), the function of is defined by (f)(x)=e[F(~)] (x EA). Thus the value of 3f at x is 3 times the value of f at x. 14D. For a,b real numbers let max(a,b) denote the larger and min(a,b) denote the smaller of a and 6. [If a=6, then max(a,b)=min(a,b)=a=b.] Then we can define max(f,g) and min(f,g) for real-valued functions f,g. DEFINITION. If f:A—>R,g:A4—>R, then max(f,g) is the function defined by max(f,g)(x)=max[f(x),8(x)]_ (xe),1.4. REAL-VALUED FUNCTIONS 15, and min(/,g) is the function defined by min(f,g)(x)=min[ f(x),g(x)] (x4), Thus if f(x)=sinx(0< x < 7/2),g(x)=cosx(0< x < 7/2) and h=max(f,g), then h(x)mcosx (0 a Xana =mMin(X4.Xe)=XaXe> Xa-s=Xa-Xp (provided BCA), Xa = lax" Xs=1, Xe =O For example, to establish (1), suppose xEAU B. Then X4y (x)= 1. But either xEA * We are using 1 here to denote the real-valued function whose value at each x€ S is equal to the number | (that is, here 1 is the “function identically 1”). Thus the symbol | has two different meanings—one a number, the other a function. The reader will be able to tell from the context which meaning to assign. + The 0 denotes the function identically 0.16 SETS AND FUNCTIONS or xB (or both), and so either x4(x)=1 or xp(x)=1. Thus max(x4.x9)(x)= 1. Hence T=xX4ua(x)=max(x4Xe(x) (XEAUB) Q) If xZAUB, then x4. g(x) =0. But x A’- B’ by (1) of Section 1.2H and hence x € A’ and x © B’ so that x,(x)=0=x,(x). Thus max(x4.X,)(x)=0. Hence O=Xaua(x)=Max(XyXe)(X) (x ZAUB). (3) Equation (1) now follows from (2) and (3). Exercises 1.4 1. Let f(x)=2x(— 0 B and f is 1-1, then fis called a 1-1 correspondence (between A and B). If there exists a 1-1 correspondence between the sets A and B, then A and B are called equivalent. Thus any two sets containing exactly seven elements are equivalent. The reader should not find it difficult to verify the following. 1. Every set A is equivalent to itself. 2. If A and B are equivalent, then B and A are equivalent. 3. If A and B are equivalent and B and C are equivalent, then A and C are equivalent. We shall see presently that the set of all integers and the set of all rational numbers are equivalent, but that the set of all integers and the set of all real numbers are not equivalent. First let us talk a little bit about “infinite sets.” 15D. The set A is said to be infinite if, for each positive integer n, A contains a subset with precisely n elements.* Let us denote by / the set of all positive integers— 1=(1,2,...}. Then / is clearly an infinite set. The set R of all real numbers is also an infinite set. The reader should convince himself that if a set is not infinite, it contains precisely n elements for some nonnegative integer n. A set that is not infinite is called finite. It will be seen that there are many “sizes” of infinite sets. The smallest size is called countable. 1.5E DEFINITION. The set A is said to be countable (or denumerable) if A is equivalent to the set / of positive integers. An uncountable set is an infinite set which is not countable. Thus 4 is countable if there exists a 1-1 function f from / onto A. The elements of 4 are then the images f(1),f(2),..., of the positive integers— A=(F(1)S(2)--}, [where the f(i) are all distinct from one another]. * If n is a positive integer, then the statement “B has n elements” means “B is equivalent to the set (abate18 ‘SETS AND FUNCTIONS: Hence, saying that 4 is countable means that its elements can be “counted” (arranged with “labels” 1,2,...). Instead of f(1),f(2),.-., we usually write a,,),.... For example, the set of all integers is countable. For by arranging the integers as 0,-1,+1,—2, +2,..., we give a scheme by which they can be counted. [The last sentence is an imprecise but highly intuitive way of saying that the function f defined by Sena 2Z* (n= 13,5.) 2 S(n= > (n=2,4,6,..-)s is a 1-1 correspondence between J and the set of all integers. For f(1),f(2),... is the same as 0, — 1,1, —2,2,....] See Figure 9. This example shows that a set can be equivalent to a proper subset of itself. The same reasoning shows that if A and B are countable, then so is AU B. For A can be expressed as A= {a,ay,...} and similarly B= {b,,by,...}. THUS 4,b),4y,by,45, by...» is a scheme for “counting” the elements of A U B. (Of course, we must remove any b, which occurs among the a,’s so that the same element in A U B is not counted twice.) FIGURE 9. Diagram of a 1-1 correspondence between the set of positive integers and the set of all integers1.5. EQUIVALENCE; COUNTABILITY 19 The following theorem gives a much stronger result. 1,5F, THEOREM. If A;,43,... are countable sets, then* U%.,4, is countable. In words, the countable union of countable sets is countable. pRooF: We may write 4,={al,a!,a},...},4,= (a2,a3,a3,.,.},-..4,= (at, a3,a$,...}, so that af is the kth element of the set 4,. Define the height of aj to be j+k. Then a! is the only element of height 2; likewise a! and a? are the only elements of height 3; and so on. Since for any positive integer m > 2 there are only m—1 elements of height m, we may arrange (count) the elements of U®.,A,, according to their height as 1 @alala@aiat YT 543542, 4}, A) 50005 being careful to remove any af that has already been counted. Pictorially, we are listing the elements of U%.,4, in the following array’ and counting them in the order indicated by the arrows: in A at aleal at WM 3 ee 5 4 ge ae V7 + has The fact that this counting scheme eventually counts every aj proves that U%.,A, is countable. We obtain the following important corollary. 1,5G. COROLLARY. The set of all rational numbers is countable. PROOF: The set of all rational numbers is the union U®.,E, where E, is the set of rationals which can be written with denominator n. That is, E,=(0/n,—1/n,1/n,-2/ n,2/n,...}- Now each E, is clearly equivalent to the set of all integers and is thus countable. (Why?) Hence the set of all rationals is the countable union of countable sets. Apply 1.5F. It seems clear that if we can count the elements of a set we can count the elements of any subset. We make this precise in the next theorem. 15H. THEOREM. If B is an infinite subset of the countable set 4, then B is countable. PROOF: Let A={aj,a,,...}. Then each element of B is an a, Let n, be the smallest subscript for which a, € B, let n, be the next smallest, and so on. Then B= (d,,,d,y.--+}+ The elements of B are thus labeled with 1,2,..., and so B is countable. 1,51. COROLLARY. The set of all rational numbers in [0,1] is countable. PROOF: The proof follows directly from 1.5G and 1.5H. * We have not used the symbol U2. ,A,,'before. It means, of course, the set of all elements in at least one of the 4,.20 ‘SETS AND FUNCTIONS: Exercises 1.5 1. Which of the following define a 1-1 function? (a) f(x) =e*(-0B and g: BC and both f and g are 1-1, is gef also 1-1? (b) If fis not 1-1, is it still possible that gef is 1-12 (c) Give an example in which f is 1-1, g is not 1-1, but gef is 1-1. Let P, be the set of polynomial functions f of degree n, x » F(x) = gx" Fax" + + +a,_\xta,, where n is a fixed nonnegative integer and the coefficients ao,a,,...,4, are all integers. Prove that P, is countable. (Hint: Use induction.) 4. Prove that the set of all polynomial functions with integer coefficients is countable. 5. Prove that the set of all polynomial functions with rational coefficients is countable. (Hint: This can be done by retracing the methods used in the preceding two problems.) However, also try this: Every polynomial g with rational coefficients can be written g=(1/N)f where f is a polynomial with integer coefficients and N is a suitable positive integer. (Verify.) The set of all g that go with a given N is countable (by Exercise 4 of Section 1.5). Finish the proof. 6. We are assuming that every (nonempty) open interval (a,b) contains a rational (Introduction). Using this assumption, prove that every open interval contains infinitely many (and hence countably many) rationals. : . Show that the intervals (0, 1) and [0, 1] are equivalent. (Hint: Consider separately the rationals and irrationals in the intervals.) 8. Prove that any infinite set contains a countable subset. 9, Prove that if A is an infinite set and x A, then A and A — {x} are equivalent. (This shows that any infinite set is equivalent to a proper subset. This property is often taken as the definition of infinite sets.) 10. Show that the set of all ordered pairs of integers is countable. 11. Show that if A and B are countable sets, then the Cartesian product A x B is countable. 12. Prove that the family of all finite subsets of a countable set is itself countable. 13. (a) If f is a 1-1 function from A onto B, show that folef(xy=x (xed), and fof-(y)=y (ye B). (b) If g:C-+A and h=feg, show that g=f~!eh. 0 1.6 REAL NUMBERS This section is out of logical order. We shall not at this time define the terms “decimal expansion,” “binary expansion,” and so on; rather, we rely here on the reader’s experience and intuition. These terms, and the assumptions concerning them, are discussed carefully in Chapter 3. Insofar as the logical development of this book is concerned, this section could be ignored. Insofar as examples and understanding are concerned, however, this sgction should definitely not be ignored. We have not as yet given an example of an infinite set that is not countable. We shall soon see that the set R of all real numbers provides such an example.