Analysis Cheat Sheet

Math 149s: Analysis Cheat Sheet
Matthew Rognlie
October 7, 2009
Definitions
If S is some set of real numbers:

1. sup S is the least upper bound of S.
2. inf S is the greatest lower bound of S.
S may or may not contain its sup or inf; if it does, we say that the sup is its maximum and the inf
is its minimum.
For a sequence {an }
n=1 , we also define:
1. lim sup an = inf k supn {an }
n=k
2. lim inf an = supk inf n {an }
n=k
We can define the limit lim an of a sequence in two equivalent ways:
1. The limit is defined if the lim inf and lim sup of the sequence exist and have the same value,
in which case lim an = lim inf an = lim sup an .
2. lim an = c if for any > 0, we can find some N such that for all n N , |an c| < .
lim an = if for any y R there is N such that for all n N , an > y.
P
Pk
We say that an infinite series
n=1 bn converges if the limit of its partial sums limk
n=1 bn
converges as a sequence.
There are also two equivalent notions of the limit of a function f (x) as x y:
1. limxy f (x) = c if for all sequences xn y, f (xn ) c.
2. limxy f (x) = c if for every > 0, we can find some > 0 such that for all x such that
|x y| < , |f (x) c| < .
A function f is continuous at point y if limxy f (x) = f (y). Using our two definitions of limits,
we can write this as:
1. f is continuous at y if for any sequence xn y, f (xn ) f (y).
2. f is continuous at y if for any > 0, we can find some > 0 such that for all x such that
|x y| < , |f (x) f (y)| < .
1
A function f that is continuous at x is differentiable at x if the limit limh0

and is finite. If so, the limit is labeled f 0 (x).
f (x+h)f (x)
h
exists
A subset A R is:
1. Open if for any point x A, we can find some > 0 such that the set B = {y : |y x| < }
is a subset of A.
2. Closed if for any sequence xn x, where all xn A, x A as well.
3. Bounded if supx,yR |x y| < .
4. Compact if it is closed and bounded.
The complement of an open set is closed, and vice versa.
Facts
Some facts about sequences include:

1. Squeeze Theorem:
(a) If an cn bn for all n, an L and bn L, then cn L as well.
(b) If an bn for all n and an , then bn as well.
2. Cauchy Criterion: an a if and only if for any > 0 we can find some N such that for
all m, n N , |am an | < .
3. Weierstrass Theorem: A monotonic bounded sequence converges.
4. Sequential Compactness: A compact subset of the reals is also sequentially compact,
meaning that any sequence in it contains a convergent subsequence.
5. Cezaro-Stolz Theorem: Let {xn } and {yn } be two sequences of real numbers, where the
xn
yn are positive, strictly increasing, and unbounded. If limn xyn+1
= L then lim xynn exists
n+1 yn
and is equal to L.
6. Cantors Nested Intervals Theorem: If I1 I2 . . . is a decreasing sequence of closed
intervals with lengths converging to zero, then
n=1 In consists of one point.
Two types of series are especially important:
Pk
1xk
1. The geometric series
n=0 xn has sum 1x . Taking k , the series converges iff
1
|x| < 1, in which case the sum if 1x
.
P p
2. The p-series n=0 n converges for p > 1 (assuming p is positive).
You will often apply the P
comparison test, which states
that if an , bn 0, an bn forPall n and
P
P
n=0 bn converges, then

n=0 an converges as well. If
n=0 an diverges, then so does
n=0 bn .
P
P
The series
n=0 an converges absolutely if
n=0 |an | < ; absolute convergence implies normal
convergence. Rearranging the terms of a convergent series is only guaranteed to leave the sum the
same if the series converges absolutely. Some tests for absolute convergence (and convergence more
generally) include:
2

1. Ratio Test. Letting L = limn an+1
an , we can conclude that the series converges if L < 1
and diverges if L > 1; the common case L = 1 is ambiguous.
p
2. Root Test. Letting L = limn n |an |, we can conclude that the series converges if L < 1
and diverges if L > 1; again, the L = 1 case is ambiguous.
3. Integral Test. If |an | is monotone decreasing, and |an | =P
f (n), where f is some monotone
decreasing continuous
function
on
the
interval
[0,
),
then
n=0 |an | converges if and only if
R
the integral 0 f (n) is finite.
P
n
According to the Alternating Series Test, a series
n=0 (1) an where the an are positive and
decreasing will converge.
The Squeeze Theorem for Functions states that if f, g, h are functions defined on some interval I such that g(x) f (x) h(x) for all x I, then if limxa g(x) = limxa h(x) = L, then
limxa f (x) = L.
Useful facts about continuous functions include:
1. Intermediate Value Theorem. If f is continuous on the interval [a, b], for any between
f (a) and f (b) there exists c [a, b] such that f (c) = .
2. Extreme Value Theorem. If f is continuous on the interval [a, b], then f attains an
absolute maximum value f (c) and an absolute minimum f (d) at some numbers c and d in
[a, b].
3. If f is continuous and A is open, then the inverse image f 1 (A) is also open.
Useful facts about differentiable functions include:
1. Mean Value Theorem. If f is continuous on [a, b] and is differentiable on (a, b), then there
(a)
= f 0 (c).
exists some c (a, b) such that f (b)f
ba
2. LHopitals Rule. Let f, g be differentiable functions from R to R. If limxa f (x) = 0 and
limxa g(x) = 0, then
f (x)
f 0 (x)
lim
= lim 0
xa g(x)
xa g (x)
Similarly, if limxa f (x) = and limxa g(x) = , we also have limxa
f (x)
g(x)
= limxa
f 0 (x)
g 0 (x) .
3. Increasing and Decreasing Functions. Let f be a function on some interval [a, b]. If
f 0 (x) > 0 for all x (a, b), f must be strictly increasing on [a, b]. If f 0 (x) 0 for all
x (a, b), then f is nondecreasing on [a, b]. The opposite holds for negative first derivatives.
4. Convexity If f 00 (x) 0 for all x [a, b], then f is convex on that interval and we have for
any [0, 1], a c d b:
f (c + (1 )d) f (c) + (1 )f (d)
We
P can then apply Jensens inequality, which states that for any nonnegative w1 , . . . , wn ,
i wi = 1, and x1 , . . . , xn [a, b]:
f (w1 x1 + . . . + wn xn ) w1 f (x1 ) + . . . + wn f (xn )
The opposite inequalities hold if f 00 (x) 0.
3
5. Extrema If f is differentiable on (a, b), then the maximum and minimum of f on [a, b] either
lie at the endpoints a and b or satisfy f 0 (x) = 0. If f 00 (x) < 0 as well, then x is a maximum;
if f 00 (x) > 0, then x is a minimum.
6. Fundamental Theorem of Calculus.R Let f be a continuous real-valued function on some
x
interval I R and let a I. If F (x) = a f (t) dt for all x I, then F has a continuous first
derivative equal to f .

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Math 149s: Analysis Cheat Sheet

If S is some set of real numbers:

A function f that is continuous at x is differentiable at x if the limit limh0

Some facts about sequences include:

n=0 bn converges, then

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