CONTINUITY

REAL ANALYSIS II

Compiled By : Meiva Marthaulina (4103312019) Bilingual Mathematics Education 2010

FACULTY OF MATHEMATICS AND NATURAL SCIENCE STATE UNIVERSITY OF MEDAN

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Foreword
Praise to Almighty God for His blessing and His guideness, i can finishing this paper well in appropriate time. Many of the definitions and results in these lecture notes can be more or less easily extended from the real numbers to (or even to other spaces). In special cases it is so

indicated, but not nearly always, in order to maintain the clarity of the text. The attentive reader will notice where the results depend on properties specific to and where not.

This paper is made for making easy to the reader to know and understand about continuity in Lecture Real Analysis II.

So, the writer hopes this paper will be useful for the reader.

Medan, May 16th 2012

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Author

Learning Objectives
Here, there are some objective of learning which an author hopes for the reader after read this paper Understanding the concept of continuity of functions Understanding theorems which relates with uniform continuity and uniform convergence Understanding the concept of continuity which relates to differentiability Knowing the Mean Value Theorem (MVT) Understanding the application which relates with continuity Understanding the concept of Lhospital rule

Medan, May 16th 2012

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Author

1. CONTINUITY
Definition. Let there exists be a function such that | If is continuous at all is isolated, then if | | ( ) ( )| and let . Then is continuous at if for all

, we say it is continuous on . (or just continuous.) is automatically continuous at . If ( ) ( ) is a limit point of E, then

Note. If

is continuous at Suppose i. ii. iii. iv. Then ( ),(

) are two metric spaces

is said to be continuous at

if for every )

such that dY ( ( ) ( ))

for all points Note : i. ii. If

for which dX (

is continuous at every point of , then has to be defined at

is said to be continuous on if ( ) ( )

It is to be noted that ( )

Example. is continuous , take ( )| | )( | is arbitrary real number the function ( ) is continuous Theorem. Let i. ii.
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Here ( ) Then | ( ) | |( |

)|

real numbers

be maetric spaces

CONTINUITY

REAL ANALYSIS II

iii.

, continuous at

( )

and and if

defined by ( )

( ( )) if is is continuous at

is continuous at the point ( ), then

Proof.

is continuous at ( ) for every , a such that whenever ( ( )) ................. (i) ( ( ) ( ( ))) is continuous at , a such that ( ( ) ( )) Combining (i) and (ii), we have ( ( ) ( ( ))) ( ( ) ( )) whenever whenever ( ( ) ) whenever ( ) ................. (ii)

Which shows that the function h is continuous at p. Example. i. ( ) , ii. Let ( ) ( ) is continuous -, then ( ( )) and ( ) and ( ) is continous at
, ,

is continuous ( )

then ( ( ))

Then the function ( ( )) is continuous at

, although

is discontinuous at

Theorem.

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CONTINUITY

REAL ANALYSIS II

Let

be defined on . If

is continuous at )( )

then

a number

such that

is bounded on the open interval (

Proof. Since is continuous at ( )| | ( ) | . , , - then there exist an . a real number and | ( ) | ( ) )| ( )| | ( )| | ( )| | such that

Therefore for a real number | ( ) | ( )| whenever | It shows that Theorem. Suppose is continous on , , whenever ( )

is bounded by -. If ( ) ( )

for some

open interval Proof. Take ( )

- such that

is continous on , | ( ) Take G = * | ( )| ( )| ,

, + ( )| ( )| | ( ) ( ) | ( ) ( )| -

whenever | | ( ) | ( ) | | ( ) ( )

( ) whenever | For we have ( ) ( ) ( ) Example. Define a function ; ( )= by ( ) ( ) ( ) ( ( ) ( )| ( )) ( )

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REAL ANALYSIS II

; The function is continous at | ( ) | ( ) Example. ( ) Let For is continous on , , ( )| ( )| | because | | | | (| such that | | )

Which shows that for

, we can find whenever

be an arbitrary point such that we have | ( ) | ( ) i.e. | ( )| ( )| | , , | | whenever

|

|
|

is continuous for is an arbitrary point lying in , ( ) Example. Consider the function 1 ( ) -1 , is irrational This function is discontinuous everywhere but | ( )| is continuous on . Theorem. A mapping of a metric spaces open in Proof. Suppose ( ). and ( ) is open is continuous on and is open in . i.e. every point of ( ) is an interior point ( ) is open in for every open set into a metric space in . is continuous on if ( ) is , defined on is rational such that is continuous on ,

We are to show that of Let

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REAL ANALYSIS II

such that is continuous at such that

if

( ))

........ ( )

( ( ) ( )) ( ) as soon as

when ( )

........ ( )

From ( ) and ( ), we conclude that ( ) is open in . ( ) is open in for every open set in .

Which shows that Conversely, suppose We are to prove that Fix Let and .

is continuous for this. ( ( )) ( ( )) )

be the set of all ( ) is open such that

such that

is open,

( ) as soon as so that (

But if

( ) then ( )

Which proves that Note.

is continuous. ( )

The above theorem can also be stated as mapping is closed in Theorem. Let from on to be real valued functions on metric spaces defined by ( ) then Proof. Let us suppose that the function ( ( ) ( )) ( ) ( ) | ( )) ] < whenever | | ( )) ( whenever | ( ) ( ) ( ) ( )) is continuous on ( ) ( ) ( ) ( ) for every closed set in .

is continuous if

and

be a mapping

if and only if

are continuous on .

is continuous on , we are to show that ( ( )| ( ( ) ) whenever | ( )) -1/2 < |

are continuous on . If , then ( ) | ( ) ,( [ ( ) ( ( ) whenever | i.e. whenever | ( )

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CONTINUITY

REAL ANALYSIS II

( ) ( ) ( )

( ) ( ) ( )

whenever | whenever | whenever |

| | |

............................ ............................ ............................ ( ) ( ) whenever | |

all the functions

are continuous on . are continuous on . are continuous on , we are to show

is arbitrary point of , therefore Conversely, suppose that the function that the function For
Such that ( ) ( ) ( ) ( )

are continuous on . , = 1, 2, ..... , , = 1, 2, ....... ,

and given

whenever whenever

| |

| |

................................ ................................ ................................ ( ) ( )

whenever then whenever ( ( ) ( )) |

Take

= min (
( )

( )

| ( ( ) ( )) -1/2 < (

,(

( )

( )) )1/2

i.e.

,(

( )

( )) |

( )

( ))

( )

( )) -1/2 <

whenever |

where (
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)1/2 =

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REAL ANALYSIS II

then

( ( ) ( ))

whenever

( ) is continuous at . is an arbitrary point therefore we conclude that is continuous on .

2. Continuous Function on Closed Interval

Theorem (The Intermediate Value Theorem).
Suppose is continuous on , a point , - and ( ) ( ), then given a number that lies between .

( ) and ( ) , Proof. Let ( )

with ( )

( ) and ( ) ( ) ( )

( ).

Suppose ( ) Then ( )

and ( ) and ( )

( )

a point between

such that ( ) ( ) ( ) to obtain the required result

If ( ) Theorem. Suppose ) if ( ) ) if ( ) Proof. ) bisect ,

( ) then take ( )

is continuous on , and ( ) and ( )

then there is a point , then there is a point , such that ( ) such that ( )

- the

must satisfy the given condition on at least one of the sub-interval so -. -.

obtained. Denote this interval by , If

satisfies the condition on both sub-interval then choose the right hand one,

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It is obvious that * +, 2, ... And Where Then If ( ) ( ) ( ) , =,

. Byu repeated bisection we can find nested interval - so that satisfies the given condition on , -, 1,

contain one and only point. Let the point be such that ( ) , let ( ) then there is a subinterval , - such that

which can not happen. Hence ( )

Example. Show that

Solution :

has solution

Let ( ) ( ) is polynomial it is continuous everywhere (for being polynomial continuous everywhere)

Now, ( ) = (-1)3 2(-1)2 3(-1) + 1 =- 1 2 + 3 + 1 = 1 > 0 ( ) = (1)3 2(1)2 3(1) + 1 = 1 2 3 + 1 = -3 < 0 Therefore there is a point i.e. Theorem. Suppose is continous on , - then is bounded , , - such that ( )

is the root of the equation.

(continuity implies boundedness) Proof.

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Suppose that

is not bounded on ,

-. + in the interval , - such that

We can, therefore, find a sequence * ( * ( But ) for )+ diverges ; a subsequence { { ( * ( .

} such that {

} converges to .

)} also converges to )+ also converges to

Which is contradiction. Hence our supposition is wrong. Bolzanos Intermediate Value Theorem. Bolzanos intermediate value theorem is one of the cornerstones of analysis. It is sometimes called only intermediate value theorem, or just Bolzanos Theorem. To prove Bolzanos Theorem we prove this following simpler Lemma. Theorem. Let , be a continuous function. Suppose that ( ) , - such that ( ) and ( ) . Then there

exists a number Proof.

We define two sequences * i. ii. iii. Let If . If . and / /

+ and * . , let , let

+ inductively :

and and

. . , then and . for all n. finally

From the definition of the two sequences it is obvious that if Thus by induction we notice that for all n. furthermore,

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. By induction we see that ( As * As + and * ). and .

+ are monotone and bounded, they converge. Let . Furthermore, as is increasing and

for all n, then

is decreasing, c is the for all n . So

supremum of

and d is the infimum of the | | as ( )

. Thus (

For all n. As

, we see that c=d. by construction, for all n we have and ( )

We use the fact that to get ( ) As ( ) and ( ) (

and the continuity of f to take limits in those inequalities

and .

( )

, we conclude ( )

Notice that the proof tells us how to find the c. the proof is not only useful for us pure mathematicians, but it is a useful idea in applied mathematics. Theorem. ( Bolzanos intermediate value theorem ). Let , be a continuous function. Suppose that there exists a y such that ( ) ( ). then there exists a , - such that ( ) .

( ) or ( )

The theorem says that a continuous function on a closed interval achieves all the values between the values at the endpoints. Proof. If ( ) ( ) ( ), then define ( ) ( ) . Then we see that ( ) , then ( ) . and and

and we can apply Lemma 2.2.4. to g. if ( ) ( ), then define ( )

Similarly if ( ) ( )

( ). Then again ( ) , then ( ) .

and we can apply Lemma 2.2.4. again if ( )

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If a function is continuous, then the restriction to a subset is continuous. So if continuous an d , , then |,

-

is

is also continuous. Hence, we generally apply the

theorem to a function continuous on some large set S, but we restrict attention to an interval.

Proposition. Let f(x) be a polynomial of odd degree. Then f has a real root. Proof. Suppose f is a polynomial of odd degree d. We write ( ) Where . We divide by to obtain a polynomial ( ) Where So | | | | | | | | | | . We look at g(n) for . We wish to show it is positive for some large n. ,

| |

| |

(|

| |

| |)

Theorem. If Proof. Suppose any is not uniformly continuous on , there exist , , -. Then there exists some | but | ( ) such that for ( )| . , is continuous, it is uniformly continuous.

- for which |

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Since the sequences ( of ( . of ,

) and ( ) are bouded, there exist a convergent subsequence ( ) of ( ). Suppose . . The point / and

) and then a convergent subsequence ( / . As | - hence itself in , ) ( | ( ) | -, so )| ( )|

, we obtain is continuous at . for all , then also

must be a limit point

But since | ( | ( ) ( )|

. Contradiction.

3. Uniform Continuity
Let be a mapping of a metric space if for every into ametric space . We say that such that is uniformly

continuous on

there exist

( ( ) ( ))

for which

The uniform continuity is a property of a function on a set i.e. It is a global property but continuity can be defined at a single point i.e. it is a local property. Uniform continuity of a function at a point has no meaning. If

is continuous on , a number

then it is possible to find for each ( ( ) ( )) whenever

and for each point ( ) . Then

of

such that

number

depends upon and on

in this case but if

is uniformly continuous on which will do for all point

then it is possible for each of .

to find one number

It is evident that every uniformly continuous function is continuous.

To emphasize a difference between continuity and uniform continuity on set , we consider the following examples. Example. Let be a half open interval and let be defined for each

in

by the formula

( )

. It is uniformly continuous on . To prove this observe that we have ( ) ( )| | |

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| |
If |

|| |

then | ( )

( )| to guarantee that

Hence if is given we need only to take | ( ) Thus ( )| for every with |

is uniformly continuous on the set .

4. Uniform Converges
Definition.
Let ( ) be a sequence of function

. We say that

converges to

and

in

every Example.

( )

( ).

Consider the sequence of functions defined on , and 0 otherwise. Then Hence ( ) but ( ) , where

- as ( )

( )

for and ( ) = 0 if .

. In other words, ( ) ( ).

Definition. Let ( )| be a sequence of functions uniformly in . converges uniformly in , then if for all and , there exists be a function. Then we say and ,| ( )

Similarly, if the sequence of partial sums series Note. If

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converges uniformly in .

uniformly in , then also

in

in the usual sense

CONTINUITY

REAL ANALYSIS II

Theorem (Cauchys Criterion for Uniform Convergence). Let that then uniformly if for all | ( ) ( )| there exist such

Proof. Suppose | ( ) | ( ) uniformly on , then for all ( )| ( )| for all | ( ) . Hence if ( )| | there exist , ( ) ( )| such that

Conversely, suppose that the Cauchy Criterion holds for ( ). Then ( ( )) is Cauchy for any and hence convergent; define ( ) to be the limit. Now for any > 0, choose | . ( ) ( )| and let to obtain | ( )

such that ( )| Theorem.

Let ( ) be a sequence of functions Proof. If (

. If | ( )|

for all

and

converges. Then ( ) converges uniformly in .

) is convergent, it is also Cauchy, so for fixed for any | ( )| . Then for any , | ( )|

there exists

such that

, is also Cauchy, and

i.e.

( )|

. As above, this means that

hence uniformly convergent. Note. In fact, |

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( )|

| ( )|

CONTINUITY

REAL ANALYSIS II

Example. , but not uniformly. Example. The series | ( ) | converges to | |

(

in (
)

), but not uniformly :

However, it converges uiformly in [ Theorem. If . Proof. Fix for all ( | ( ) For all Note. ( ( )| . By uniform convergence of and all uniformly in and every

] for

by the Weierstrass M-test.

is continuous at

, then

is continuous at

, there exists ,| ( )

such that | ( ) ( )|

( )|

. By continuity of

for all

). Using the triangle inequality. | ( ) ( )| | ( ) ( )| | ( ) ( )|

). In other words,

is continuous at

The above theorem says that under the stated conditions, ( ) Note. Translating the theorem for series, we obtain that if and are continuous, then is continuous. converges uniformly in ( ) ( ).

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5. Differentiability
Definition Let ( ) and ( ). If the limit ( ) ( )

Exist, then it is called the derivetive of Then we say Note. is differentiable at .

at

, denoted

( ) or

( ).

Similarly as for limits, we can define left and right derivatives denoted as ( Theorem. Let Proof. If is differentiable at ( ( ) Theorem. If are differentiable at ( At . Moreover if ( ) ) , then ( Proof. ) ( ) . then and ( ) ( )) , then
( ) ( )

) and

. If

is differentiable at

, then it is continuous at

( )

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The first statement is easy to prove. For the second, notice that ( ) ( ) ( ) ( ) ( )) ( ) ( ) ( ) ( ) ( ) ( ( ) ( ) ( ) ( )) ( ). Then ( ( ) ( )) ( ) ( ( ) ( )) ( ) ( ) ( ) ( ) ( ) ( ( )

( ) ( )

( ) ( )
If ( )
( ) ( ) ( ) ( )

( ) ( )
as well. Notice that

, then by continuity it is nonzero in some neighborhood of ( ( )

( ) ( )

( )

( )

).

Now, just take the limit Theorem (The Chain Rule). Let ( ( ) ( Proof. ) ) (

to obtain the desired result.

be differentible at ) where (( )) (

) and

be differentiable at is differentiable at and

). Then

( ) ( ).

We use slight trick to avoid division by zero : define an auxiliary function ( ) ( ) when and ( ) then is continuous at , since ( )

( )

as

now, for all , we have ( ) (( )) ( ) ( ) ( ) ( )( ( ) ( )) ( ( ))) ( ) ( ( )) ( )

( ( )) ( )

( ( ) ( )

( ))( ( ( )) ( ( ))
)

( )

If we take the limit as

, then ( )

( )

( ) and ( ( )) ( ) ( ) ( ).

, hence

( ( ))

6. Mean Value Theorem

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Definition. Suppose
that ( ) . Then ( ) for all is called a local maximum of ( ). is called a local extremum if there exists such

We can similarly define a local minimum. Generally such

Theorem (Fermats Theorem).

If

is a local extremum of
, then ( ) .

( ) exists, and (

for some

Proof. Supposed ( ) , hence ( ) ( is a maximum. For

( ) ( )

we have ( ) . Similarly for

( ) ( )

( )

and ( ( )

, hence ) and

, we have ( ) . If ( ) exists, then

( ) ( )

) , and thus

Theorem (Rolles Theorem). If ( ( Proof. If is constant, then the claim is trivially true. If is not constant, we know that ( ) for some . But then ( ) ( ) ( ), so at least one of them is not equal to ( ) is continous, it attains its bounds and hence ( ) (as it is not one of ( ), let it be the supremum. Since ( ) ) is continuous, differentiable on ( ( ) . ) , and ( ) ( ), then there exists ) such that

) and it is local maximum, so using Fermats Theorem,

Theorem (Mean Value Theorem). If that ( ) Proof. Take , defined as ( ) ( ) , is continuous, and differentiable on ( ), then there exist ( ), such

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( )

( )

( )

( )

Now,
( ) ( ) ( ) and is differentiable with ( ) such that ( )
( ) ( )

Using Rolles Theorem, there exists ( ) Theorem. If ( ) is differentiable and If

( ) ( )

, or equivalently,

( )

for all If

) then If

is constant.

Proof. If ( ) ( ) ( ) for some If

( ) ( )

), then there would exist If

) such

that

. Contradiction

Theorem (Cauchys Mean Value Theorem). Suppose , ( are continuous, and differentiable on ( ) such that ( ) ( ) Proof. First of all, Rolles theorem guarantees that ( )
( ( ) ) ( ) ( ) ( ) ( ( )

). If

on (

),

then there exists

( ) ( )

( ) ( )

( ). Now, consider the function ( ) ) with ( )). ( ) ( ) (

( ) ( ) ( ) ( )

Then

is continuous, and differentiable on ( ( )

( ).

Also, ( ) ( )

( ), so by the Rolles Theorem. There exists

) such that

. equivalently, ( ) ( ) ( ) ( ) ( ) ( )

7. Applications
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Example. Solve the differential equation

Solution Take ( ) ( ) Example. Show that Proof. We have ( for all Example. Show that Proof. Consider ( ) ) , so ( ) ( ). Then ( ) ( ) , so ( ) ( ) ( ) ( ) ( ) ( ( ) ( ) ( ) for all ), so it is a constant function. Therefore . for all . ( ) ( ). Then
( ) ( ) ( ) ( ) ( ) ( )

( )

( ).

, so

for all . Hence ( )

( ).

is a constant. Also, we get desired result.

( ) for all . Setting

Note. If Hence , then ( ) ( ) ( ) . If , then for all , so ( ) ( -.

is strictly increasing on . Therefore it has an

inverse function which we will call log, the logarithm. Note. We can now define real powers as ( ( )) for any , . Note that this

agrees with the recursive definition of integer powers Example. 23 | P a g e

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Show that for all

, ( )

Proof. Using the Mean Value Theorem (MVT), there exist ( ) ( )( ), i.e. ( ) ( ( . Since ) . ) such that ( , we get )

Example. Prove that Proof. Let . ( )/ ( ( ) ( )). ) to find ( ) ( ( )) exists.

Now apply MVT to the logarithm function on the interval ( such that ( ) ( ) . ( ) / . Then . /

(In fact,

) the increasing sequence (

) is therefore bounded and hence convergent. ( )), converges to

The difference between

and the considered sequence, (

zero, hence the latter is also convergent.

8. Lhospital Rule
Theorem. suppose are continuous on , -, differentiable on (
( ) ( )

), and ( )
( ) , ( )

( )

. Then

If the latter limit exists. 24 | P a g e

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Proof. For any

( ) ( ) ( ) ( )

(
( (

), we can use the Cauchys MVT to find

) . ) ( (

) such that
( (

( ) ( ) ) )

If
) )

, then also =
( ( ) )

, so if the limit

exists, we

get that Theorem. If ( -

are differentiable,
( ) ( )

( )

and ( )
( ) , ( )

as

, then

If the latter limit exists (or is Proof. Suppose ,

( ) ( )

).

is finite, otherwise consider

( ) ( )

. notice that for

( ) ( )

( )

( ) ( ) ( ) ( ) ( ) ( )

( )

( ) ( ) ( ) ( ) This holds for any

( ) ( ( )

( ) ) ( )

, as the limit will take care of ( ) such that

( ) ( )

being less than . Now, we can apply

( ) ( )

the Cauchys MVT to find then result that ( ) ( )

=
( (

( ( ) )

) )

. if we then let

as well. Therefore, if the limit

exists, we get the desired

( ) ( )

( ) ( )

( (

) )

9. Taylors Theorem
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Definition. Suppose ( )
Note. Notice that
( )

, ( )

( )(

has all derivaties up to nth order at point . Then define ) ( )

( )

( )

( )

( )

( ) for

Theorem (Taylors Theorem). Let ( , , suppose that ( ( ) Note. For , this MVT. Generally, depends on and . We denote the remainder term, ( )
( )

exist in ,

- for all

and that

( )

exist in

). Then there exists

) such that ( )
( )

( )

( )

( )

( )

( )

( )

Proof. Let ( ) Then ( ) Now, take any and on , ( ) ( )( ( ) and ( ) , ( ) ( ) ( ).

( ) ( ) ( )

( )

such that

in (

) and apply the Cauchys MVT to

- to find

) such that ( ) ( ) ( ) ( )
( )

( ) ( ) ( )
( ( ) )

But

( )

( )

( )

, so the above equation

reduces to ( ) ( ) ( ( ) ( ))
( )

( )

( (

) ) ( )

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If we now take ( ) ( ) ( ) ( )

( ( ( )

) , we get ) hence ( ( ) ) (

( )

(
( )

)
( (

and ( )
) ) ) ( )

( )

( )
(

( )

( )

( )

Note. For the remaunder | ( )| | (

( )

)
| |

( ) |.

( )

( )

( )

we get the inequality

( )

References
Zhongmin Qian, Real Analysis 2 Lectures, given at University of Oxford, 2006.

Robert G. Bartle & Donald R. Sherbert, Introduction to Real Analysis, Third Edition, Wiley, 2000.

http://www.scribd.com/doc/19211138/Chap-03-Real-Analysis-Limit-and-Continuity

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http://www.scribd.com/doc/19211138/Chap-03-Real-Analysis-Limit-andContinuity

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