UNIVERSITY OF MALAWI

CHANCELLOR COLLEGE

Mathematics
MAT311: Introduction to Real Analysis

Module Writer
Patrick Ali

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ii
 Acknowledgments

This ODL module was prepared for the E-Learning Centre at Chancellor
College, University of Malawi, to facilitate the training of students in the
Bachelor of Education Mathematics degree at the College. The module was
produced with the financial support from the Deutsche Gesellschaft für In-
ternationale Zusammenarbeit (GIZ).
The Centre extends its appreciation to the Deutsche Gesellschaft für Interna-
tionale Zusammenarbeit (GIZ) for the generous financial support that made
this work possible. Further appreciation to module writer and reviewers for
ensuring good quality work is produced. It is envisaged that through this
programme, an increased number of mathematics and science student teach-
ers will be trained and thus contribute to the expansion of access to high
quality higher education to the wider population in Malawi

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Table of Contents

1 Introductory concepts 1
1.1 Natural numbers . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Integers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Rational numbers . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Real numbers: algebraic properties . . . . . . . . . . . . . . . 5
1.5 Real numbers: ordering properties . . . . . . . . . . . . . . . . 5
1.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.6.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.7 Supremum and Infimum . . . . . . . . . . . . . . . . . . . . . 8
1.7.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.7.2 Properties of the supremum and infimum . . . . . . . . 12
1.7.3 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.8 Archimedean Property . . . . . . . . . . . . . . . . . . . . . . 13
1.9 The . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.9.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.10 Summary/Let Us Sum Up . . . . . . . . . . . . . . . . . . . . 16
1.11 Suggestions for Further Reading/ Reading Assignment . . . . 16

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 1.12 Unit Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.13 Answers to Unit Activities . . . . . . . . . . . . . . . . . . . . 17

2 Sequences 19
2.1 Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.1.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.2.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.3 Monotone Sequence . . . . . . . . . . . . . . . . . . . . . . . . 28
2.3.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.4 Cauchy Sequence and subsequences . . . . . . . . . . . . . . . 33
2.4.1 Cauchy sequence . . . . . . . . . . . . . . . . . . . . . 33
2.4.2 Subsequence . . . . . . . . . . . . . . . . . . . . . . . . 35
2.4.3 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.5 Summary/Let Us Sum Up . . . . . . . . . . . . . . . . . . . . 39
2.6 Suggestions for Further Reading/ Reading Assignment . . . . 40
2.7 Unit Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
2.8 Answers to Unit Activities . . . . . . . . . . . . . . . . . . . . 41

3 Series 43

4 Series 44
4.1 Convergence of infinite series . . . . . . . . . . . . . . . . . . . 44
4.1.1 The Cauchy Condition . . . . . . . . . . . . . . . . . . 46
4.1.2 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 48
4.2 Convergence tests . . . . . . . . . . . . . . . . . . . . . . . . . 48
4.2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54

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 4.2.2 Rearrangements . . . . . . . . . . . . . . . . . . . . . . 55
4.2.3 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 56
4.3 Summary/Let Us Sum Up . . . . . . . . . . . . . . . . . . . . 56
4.4 Suggestions for Further Reading/ Reading Assignment . . . . 56
4.5 Unit Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
4.6 Answers to Unit Activities . . . . . . . . . . . . . . . . . . . . 57

5 Coninuity 59
5.1 Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . 60
5.1.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 64
5.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
5.2.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 68
5.3 Summary/Let Us Sum Up . . . . . . . . . . . . . . . . . . . . 69
5.4 Suggestions for Further Reading/ Reading Assignment . . . . 69
5.5 Unit Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
5.6 Answers to Unit Activities . . . . . . . . . . . . . . . . . . . . 69

6 Elementary Point-Set Topology 71

6.1 Closed sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
6.1.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 74
6.2 Open sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
6.2.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 75
6.3 Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
6.3.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 77
6.4 Closure and Connected Sets . . . . . . . . . . . . . . . . . . . 77
6.4.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 78
6.5 Summary/Let Us Sum Up . . . . . . . . . . . . . . . . . . . . 78

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 6.6 Suggestions for Further Reading/ Reading Assignment . . . . 78
6.7 Unit Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
6.8 Answers to Unit Activities . . . . . . . . . . . . . . . . . . . . 79

7 Differentiation 80
7.1 Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
7.1.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 82
7.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
7.2.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 87
7.3 The Mean Value Theorem . . . . . . . . . . . . . . . . . . . . 87
7.3.1 Activity . . . . . . . . . . . . . . . . . . . . . . . . . . 91
7.4 Summary/Let Us Sum Up . . . . . . . . . . . . . . . . . . . . 91
7.5 Suggestions for Further Reading/ Reading Assignment . . . . 92
7.6 Unit Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
7.7 Answers to Unit Activities . . . . . . . . . . . . . . . . . . . . 92

Bibliography 96

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Unit 1

Introductory concepts

Introduction

This unit describes the properties of the basic number systems. It briefly
discusses the natural numbers, integers, rational numbers and then considers
the real numbers in more detail. In Sections 1.1, 1.2 and 1.3, we discuss
the properties of natural numbers, integers and rational numbers. Also,
we discuss algebraic properties and ordering properties of real numbers in
Sections 1.4, 1.5 and 1.6. Finally, in Sections 1.7, 1.8 and 1.8 we discuss
the completeness of real numbers, Archimedean property and the density of
rational numbers.

Objectives / Learning outcomes

On successful completion of the Unit students should be able to:

• use mathematical induction in proofs.

• determine whether or not given sets have supremum, infimum, mini-

mum and maximum.

1
 • apply completeness of real numbers, Archimedean property and the the
density of rational numbers in problem solving.

Key Terms

natural numbers, integers, rational numbers, algebraic properties, ordering

properties, absolute value, supremum, infimum, maximum, minimum, com-
pleteness of real numbers, Archimedean property, density of rational numbers

1.1 Natural numbers

The set of , or positive integers, is

N = {1, 2, 3, . . .}.

We add and multiply natural numbers in the usual way.

The following induction principle is an essential property of the natural
numbers which enables to conclude that we can reach every natural number
by counting upwards from 1:

Theorem 1.1.1 (). Suppose that A ⊂ N is a set of natural numbers such

that:

(a) 1 ∈ A;

(b) n ∈ A implies (n + 1) ∈ A.

Then A = N.

This theorem will be proved later.

Example 1.1.1. Let x > −1 be a real number. Prove that (1 + x)n ≥ 1 + nx

for all natural numbers n.

2
Proof. Clearly, the inequality holds for n = 1 since (1 + x)1 = 1 + 1(x).
Suppose (1 + x)k ≥ 1 + kx for some natural number k.
For the case n = k + 1, we have

(1 + x)k+1 = (1 + x)k (1 + x)
≥ (1 + kx)(1 + x) = 1 + (k + 1)x + kx2
≥ 1 + (k + 1)x

It follows that (1 + x)n ≥ 1 + nx for all natural numbers n.

1.1.1 Activity

1. Prove that 1 + r + r2 + . . . + rn = (1 − rn+1 )/(1 − r) for all n ∈ N, when

r 6= 1.

2. Prove that (1 − 212 )(1 − 312 )(1 − 412 ) . . . (1 − n12 ) = n+1

2n
, for all n ∈ N with
n ≥ 2.
1
3. Prove that 2
· 34 . . . 2n−1
2n
≤ √ 1
3n+1
, for all n ∈ N.

4. Define the binomial coefficient nr by

 
n n!
= for r = 0, 1, . . . , n.
r r!(n − r)!

(a) Show that

     
n n n+1
+ = for r = 1, 2, . . . , n.
r r−1 r

(b) Use 4(a) and Mathematical induction to prove the binomial the-
orem:
     
n n n n n−1 n n
(a + b) = a + a b + ··· + b
0 1 n
1
= an + nan−1 b + n(n − 1)an−2 b2 + · · · + nabn−1 + bn
2

3
1.2 Integers

The set of consists of the natural numbers, their negatives and zero:

Z = {. . . , −3, −2 − 1, 0, 1, 2, 3, . . .}

We can add, subtract, and multiply integers in the usual way.

Like the natural numbers N, the integers Z are countably infinite.

Proposition 1.2.1. The set of integers Z is countably infinite.

Proof. The function f : N → Z defined by f (1) = 0, f (2n) = n and

f (2n + 1) = −n for n ≥ 1, is one-to-one and onto.

1.3 Rational numbers

A is a ratio of integers. We denote the set of rational numbers by

p
Q = { : p, q ∈ Z and q 6= 0}.
q
We can add, subtract, multiply, and divide (except by 0) rational numbers
in the usual way.

Theorem 1.3.1. There is no rational number x ∈ Q such that x2 = 2.

Proof. Suppose that x2 = 2 and x = pq where p, q ∈ Z. By canceling

common factors, we can assume that p and q are relatively prime (That is,
the only integers that divide p and q are ±1 ). Since x2 = 2, we have

p2 = 2q 2 ,

which implies that p2 is even. Since the square of an odd number is odd,
p = 2r must be even. Thus
2r2 = q 2 ,
which implies that q = 2s is even. Hence, p and q have a common factor of
2, which is a contradiction.

4
1.3.1 Activity
√ √ √
1. Show that 3, 5 and 7 are not rational numbers.

1.4 Real numbers: algebraic properties

(A1) x + y = y + x for all x, y ∈ R.

(A2) (x + y) + z = x + (y + z) for all x, y, z ∈ R.

(A3) There exists a unique element 0 ∈ R such that x + 0 = 0 + x = x for

all x ∈ R.

(A4) For every x ∈ R, there exists a unique element y ∈ R such that x + y =

0. We denote this by −x.

(M1) x × y = y × x for all x, y ∈ R.

(M2) x × (y × z) = (x × y) × z for all x, y, z ∈ R.

(M3) There exists a unique element 1 ∈ R such that x × 1 = 1 × x = x for

all x ∈ R.

(M4) Given x 6= 0 in R, there exists a unique y such that xy = 1 = yx. We

denote this y by x−1 or by x1 .

(D) For all x, y, z ∈ R, we have x × (y + z) = x × y + x × z.

1.5 Real numbers: ordering properties

Proposition 1.5.1. There is a strict linear order < on R such that for all
x, y, z ∈ R:

(a) either x < y, x = y, or x > y;

(b) if x < y then x + z < y + z;

5
 (c) if x < y and z > 0, then xz < yz.

An I is a set of real numbers with the property that, if x ∈ I and y ∈ I

and x ≤ z ≤ y, then z ∈ I, i.e. if two numbers belong to I, then so does
every number between them.
We use the notation below:

(a, b) = {x : a < x < b}

[a, b] = {x : a ≤ x ≤ b}
[a, b) = {x : a ≤ x < b}
(a, b] = {x : a < x ≤ b}

For the unbounded intervals we use the following notation:

(a, ∞) = {x : x > a}
[a, ∞) = {x : x ≥ a}
(−∞, b) = {x : x < b}
(−∞, b] = {x : x ≤ b}

We call the intervals (a, b), (a, ∞) and (−∞, b) open and the interval [a, b], [a, ∞)
and (−∞, b] closed. (The intervals [a, b) and (a, b] are sometimes called half-
open).
The closed, bounded intervals [a, b] are very important. We shall call such
an interval compact. Compactness will be covered in detail in Chapter 5.

1.6
Definition 1.6.1. The absolute value of x ∈ R is defined by

x if x ≥ 0,
f (x) =
−x if x < 0.

Proposition 1.6.1. For all x, y ∈ R :

(a) |x| ≥ 0 and |x| = 0 if and only if x = 0;

6
 (b) | − x| = |x|;

(c) |x + y| ≤ |x| + |y| (triangle inequality);

(d) |xy| = |x||y|.

Proof. Parts (a) and (b) follow immediately from the definition.
Part (c)

|x + y|2 = (x + y)2 = x2 + 2xy + y 2

= |x|2 + 2xy + |y|2
≤ |x|2 + 2|xy| + |y|2
= |x|2 + 2|x||y| + |y|2
= (|x| + |y|)2

It follows that
|x + y| ≤ |x| + |y|.

Part (d)
p p
|xy| = (xy)2 = x2 y 2
√ p
= x2 · y 2
= |x| · |y|

Proposition 1.6.2. If x, y ∈ R, then ||x| − |y|| ≤ |x − y|.

Proof. By the triangle inequality , |x| = |x − y + y| ≤ |x − y| + |y|. So

|x| − |y| ≤ |x − y|. Similarly, exchanging x and y, we get |y| − |x| ≤ |x − y|,
which proves the result.

1.6.1 Activity

1. Prove: If |x − y| < c, then |x| < |y| + c.

2. Prove: If |x − y| <  for all  > 0, then x = y.

7
 3. Suppose that x1 , x2 , . . . , xn are real numbers. Prove that

|x1 + x2 + · · · + xn | ≤ |x1 | + |x2 | + · · · + |xn |

1.7 Supremum and Infimum

Definition 1.7.1. A set A of real numbers is if there exists a real number
M which is greater than or equal to every element of the set, i.e. if, for some
M, x ≤ M for any x ∈ A.

The number M (if such a number exists) is called an upper bound of

the set A.

Definition 1.7.2. A set A of real numbers is if there exist a real number

m which is less than or equal to every element of the set, i.e. if, for some m,
x ≥ m for any x ∈ A.

The number m (if such a number exists) is called a lower bound of the
set A.
A set which is both bounded above and bounded below is just said to be
bounded .

Example 1.7.3. (i) The set of natural numbers

N = {1, 2, 3, 4, 5, 6, ...}

8
 is bounded from below by any m ≤ 1. It is not bounded from above,
so N is unbounded.

(ii) The set {x : 1 ≤ x < 2} is bounded above. Some upper bounds are
100, 10, 4, and 2. The set is also bounded below. Some lower bounds
are -27, 0 and 1.

(iii) The set {x : x > 0} is unbounded above. If M > 0 is proposed as

an upper bound, one has only to point to M + 1 to obtain an element
of the set larger than the supposed upper bound. However, the set
{x : x > 0} is bounded below. Some lower bounds are -27 and 0.

Proposition 1.7.1. A set A ⊂ R is bounded if and only if there exists a real

number M ≥ 0 such that

|x| ≤ M for every x ∈ A.

Proof. Suppose there exists a real number M ≥ 0 such that |x| ≤ M for every x ∈
A. Then M is an upper bound of A and −M is a lower bound, so A is
bounded. Conversely, if A is bounded from above by M 0 and from below by
m0 , then |x| ≤ M for every x ∈ A where M = max{|m0 , |M 0 |}.

Definition 1.7.4. Suppose that A is a set of real numbers. If B is a real

number and an upper bound of A such that B ≤ M for every upper bound
M of A, then B is called the or least upper bound of A, denoted

B = sup A.

If b is a real number and a lower bound of A such that b ≥ m for every lower

bound m of A, then b is called the or greatest lower bound of A, denoted

b = inf A.

9
 Sometimes you may encounter the notation sup A = +∞. This simply
means that A is unbounded above. Similarly, inf A = −∞ means that A is
unbounded below.

The supremum or infimum of a set may or may not belong to the set. If
sup A does belong to A, then we also denote it by max A and refer to it as of
A; if inf A ∈ A, then we also denote it by min A and refer to it as the of A.

Example 1.7.5. (i) The set {1, 2, 3} has a maximum 3 and this is equal
to its smallest upper bound. The set {1, 2, 3} has minimum 1 and this
is equal to its largest lower bound.

(ii) The set {x : 1 ≤ x < 2} has no maximum. The number 2 cannot be

the largest element of the set because it does not belong to the set. On
the other hand, any x in the set satisfies 1 ≤ x < 2. But then y = x+22

is an element of the set which is larger than x. Hence x cannot be the

largest element of the set. However, {x : 1 ≤ x < 2} has smallest upper
bound 2. The set {x : 1 ≤ x < 2} has a minimum 1 (why?). This is
equal to its largest lower bound.

(iii) The set {x : x > 0} has no maximum, nor does it have an upper
bounds. The set {x : x > 0} has no minimum (why not?). Its lower
bound is 0.

(iv) Let A = { n1 : n ∈ N}. Then sup A = 1 belongs to A, so max A = 1. On

the other hand, inf A = 0 does not belong to A and A has no minimum.

10
 (v) For A = (0, 1), we have sup A = 1, inf A = 0. In this case neither sup A
nor inf A belongs to A.

(vi) The empty set ∅ is bounded above as a subset of R, but it has no

supremum.

Proof. Suppose that ∅ is not bounded above, so no number can bound

∅ from above. Then, for instance, 1 is not an upper bound for ∅ and
it should be smaller than some point of ∅, i.e. 1 < x for some x ∈ ∅.
But ∅ has no elements- a contradiction! Suppose now that c = sup ∅
for some c ∈ R. Then y = c − 1 < c and so there exist an x ∈ ∅ such
that c − 1 < x. Another contradiction.

Example 1.7.6. Define A ⊂ Q by A = {x ∈ Q : x2 < 2}. Then A is

bounded from above by every M ∈ Q+ such that M 2 > 2. Nevertheless, A
√
has no supremum in Q because 2 is irrational. On the other hand, A has
√
a supremum in R, namely sup A = 2.

The completeness of R ensures the existence of suprema and infima. In

fact, the existence of suprema and infima is one way to define the complete-
ness of R.

Axiom 1. Every nonempty set of real numbers that is bounded from above
has a supremum.

Since inf A = − sup(−A) and A is bounded from below if and only if −A

is bonded from above, it follows that every nonempty set of real numbers
that is bounded from below has an infimum.
This axiom is the basis of many existence results in real analysis. For
example, once we show that a set is bounded from above, we can assert the
existence of a supremum without having to know its actual value.

1.7.1 Activity

1. For each subset of R, give its supremum and its maximum, if they exist.
Otherwise, write none.

11
 (a) {π, 3}
(b) (0, 4)
1
(c) {1 − n
: n ∈ N}
(1)n
(d) {n + n
: n ∈ N}
(e) ∪∞ 1 1
n=1 [ n , 2 − n ]

(f) {r ∈ Q, r < 5}

2. Repeat 1 for the infimum and the minimum of each set.

1.7.2 Properties of the supremum and infimum

If A ⊂ R and c ∈ R, then we define cA = {y ∈ R : y = cx for some x ∈ A}.

Theorem 1.7.2. If c ≥ 0, then sup cA = c sup A, inf cA = c inf A. If c < 0,

then sup cA = c inf A, inf cA = c sup A.

Proof. The result is obvious if c = 0. If c > 0, then cx ≤ M if and only if

x ≤ Mc is an upper bound of A, so sup cA = c sup A. If c < 0, then cx ≤ M if
and only if x ≥ Mc , so M is an upper bound of cA if and only if Mc is a lower
bound of A, so sup cA = c inf A. The remaining results follow similarly.

If A, B ⊂ R, then we define A + B = {z ∈ R : z = x + y for some x ∈

A, y ∈ B} and A − B = {z ∈ R : z = x − y for some x ∈ A, y ∈ B}.

Theorem 1.7.3. If A, B are nonempty sets, then sup(A + B) = sup A +

sup B, inf(A + B) = inf A + inf B and sup(A − B) = sup A − inf B, inf(A −
B) = inf A − sup B.

Proof. The set A + B is bounded from above if and only if A and B are
bounded from above, so sup(A+B) exists if and only if both sup A and sup B
exist. In that case, if x ∈ A and y ∈ B, then

x + y ≤ sup A + sup B,

12
so sup A + sup B is an upper bound of A + B, and therefore

sup(A + B) ≤ sup A + sup B.

To get the inequality in the opposite direction, suppose  > 0. Then there
exist x ∈ A and y ∈ B such that
 
x > sup A − , y > sup B − .
2 2
It follows that
x + y > sup A + sup B − 
for every  > 0, which implies that

sup(A + B) = sup A + sup B.

It follows from this result and Theorem 1.7.2 that

sup(A − B) = sup A + sup(−B) = sup A − inf B.

The proof of results for inf(A + B) and inf(A − B) is similar, or we can apply
the results for the supremum to −A and −B.

1.7.3 Activity

1. Let S be a nonempty bounded subset of R. Prove that inf S ≤ sup S.

2. Let S be a nonempty bounded subset of R that is bonded above. Prove

that if sup S belongs to S, then sup S = max S.

3. Let S and T be nonempty bounded subsets of R with S ⊆ T . Prove

that inf T ≤ inf S ≤ sup S ≤ sup T .

1.8 Archimedean Property

One of the most consequences of the completeness axiom is called the . It

states that the natural numbers R are not bounded above in R.

13
Theorem 1.8.1 (Archimedean Property). The set N of natural numbers is
unbounded above in R.

Proof. Suppose that N is bounded above. Then by the completeness axiom

it has a least upper bound, say sup N = m. Since m is a least upper bound,
m − 1 is not an upper bound of N. Thus there exists an n in N such that
n > m − 1. But then n + 1 > m, and since n + 1 ∈ N, this contradicts m
being an upper bound of N.

Theorem 1.8.2. Each of the following is equivalent to the Archimedean

property.

(a) For each z ∈ R, there exists n ∈ N such that n > z.

(b) For each x > 0, and for each y ∈ R there exists n ∈ N such that nx > y.
1
(c) For each x > 0, there exists n ∈ N such that 0 < n
< x.

Example 1.8.1. Prove that the set S = { n1 : n ∈ N} is bounded below with

largest lower bound 0.

Proof. Since the natural numbers are all positive, n1 > 0 for all n ∈ N. So,
the set is bounded below by 0. We have to prove that 0 is the largest lower
bound. Suppose that h > 0 is a lower bound for S. Then, for each n ∈ N,
1
≥ h.
n
Hence, for each n ∈ N,
n ≤ h−1 .
But then h−1 is an upper bound for the set N which we know is unbounded
above. This is a contradiction. So, no h > 0 can be a lower bound for S.
Thus 0 is the largest lower bound for S. Note that 0 6∈ S and hence S has
no minimum.

Theorem 1.8.3. Every set of natural numbers which is not empty has a
minimum.

14
Proof. Let S be a nonempty set of natural numbers. Then, it has a lower
bound 0. It follows that S has the largest lower bound b. Since b is the
largest lower bound, b + 1 is not a lower bound. Therefore, for some n ∈ S,

n < b + 1.

If n is the minimum of S, there is nothing to prove. If not, then, for some

m ∈ S, m < n. We obtain the inequality

b≤m<n<b+1

which implies that

1 ≤ n − m < (b + 1) − b,
a contradiction.

We now prove the principle of mathematical induction.

Theorem 1.8.4 (Principle of mathematical induction). Suppose that A ⊂ N

is a set of natural numbers such that:

(a) 1 ∈ A;

(b) n ∈ A implies (n + 1) ∈ A.

Then A = N.

Proof. Suppose that A 6= N, and consider the set S = {n ∈ N : n 6= A}.

Clearly S is nonempty and bounded below. So, by Theorem 1.8.3, S has a
minmal element, say b = min S. Since 1 ∈/ S, 1 < b, and b − 1 ∈ N but
b−1 ∈ / S. So, b − 1 ∈ A and b = (b − 1) + 1 ∈ A but b = min S ∈ S, a
contradiction.

1.9 The

Between any two real numbers there is a rational number. More precisely,
we say that the set Q is dense in R.

15
Theorem 1.9.1. If x and y are real numbers with x < y, then there exists a
rational number r such that x < r < y.

1
Proof. Let  = y − x. Pick n ∈ N such that n. y−x , which implies n1 < y − x.
Let A = { mn
: m ∈ N} be a subset of Q. We claim: A ∩ (x, y) 6= φ. Assume
otherwise, so that we can take m1 the greatest integer such that mn1 < x.
Then m1n+1 > y. But this implies that y − x < m1n+1 − mn1 = n1 < y − x, a
contradiction. Thus (x, y) ∩ Q 6= φ.

1.9.1 Activity

1. If a and b are real numbers with a < b, prove that there exists an
irrational number w such that a < w < b.

2. Consider a, b ∈ R where a < b.. Use Denseness of rational numbers to

show that there are infinitely many rationals between a and b.

1.10 Summary/Let Us Sum Up

In this unit we have seen that number systems have interesting properties.
In particular, we discussed the completeness of real numbers, Archimedean
property and density of rational numbers.

1.11 Suggestions for Further Reading/ Read-

ing Assignment

Binmore, K. G. (1982). Mathematical Analysis, a straight forward approach

(2nd ed.). Cambridge: University Press

16
1.12 Unit Test

1. For each subset of R, give its supremum and its maximum, if they exist.
Otherwise, write none.

(a) (0, 1)
(b) ∪∞
n=1 [2n, 2n + 1]

2. Consider a, b ∈ R where a < b.. Use Denseness of rational numbers to

show that there are infinitely many irrationals between a and b.

1.13 Answers to Unit Activities

1 2+1
1.1.1 2. The inequality holds for n ≥ 2 since (1 − 22
) = 2·2
. Assume
1
(1 − 22
)(1 − 312 )(1 − 412 ) . . . 1 − ( k12 ) = k+1
2k
, for some natural number
k. We show that the inequality holds for n = k + 1.
1 1 1 1 1 n+1 1
(1 − 2
)(1 − 2 )(1 − 2 ) . . . (1 − 2 )(1 − 2
)=( )(1 − )
2 3 4 n (n + 1) 2n (n + 1)2
n + 1 (n + 1)2 − 1
=( )( )
2n (n + 1)2
n2 + 2n + 1 − 1
=
2n(n + 1)
n+2
=
2(n + 1)
1 1 1
It follows that (1 − 22
)(1 − 32
)(1 − 42
)...1 − ( n12 ) = n+1
2n
for all
natural numbers n.

17
 4(a)
   
n n n! n!
+ = +
r r−1 r!(n − r)! (r − 1)!(n − r + 1)!
n! 1 1
= ( + )
(r − 1)!(n − r)! r (n − r + 1)
n! n+1
=
(r − 1)!(n − r)! r(n − r + 1)
(n + 1)!
=
r!(n − r + 1)!
 
n+1
=
r

1.6.1 2. |x − y| ≥ |x| − |y| <  . So  > 0 if x = y.

1.7.1 1 (a) sup 4, no max (b) no sup, no max (c) sup 5, no max

1.7.3 2. Since sup S is an upper bound for S, we have sup S ≥ x for all
x ∈ S. We also given that sup S ∈ S. Hence sup S is the maximum
of S.

1.9.1 1. Apply the Density of rational numbers to the real numbers √a and
2
√b .
2

18
Unit 2

Sequences

Introduction

In this unit we study sequences. We shall discover that sequences play a

crucial role throughout analysis, so it is important to gain a thorough un-
derstanding of what they are and how they may be used. We discuss the
convergence of sequences in Section 2.1 and devote Section 2.2 to several
theorems that enable us to find the limit of a sequence more easily. In Sec-
tion 2.3 we develop some of the properties of monotone sequences. Finally,
in Section 2.4 we look at Cauchy sequences and subsequences.

Objectives / Learning outcomes

On successful completion of the Unit students should be able to:

• use the definition of the convergence of a sequence to prove that a

sequence has the given limit.

• apply the limit theorems when finding the limit of a sequence.

• demonstrate understanding of the properties of monotone and Cauchy

sequences.

19
Key Terms

convergence, limit of a sequence, bounded, limit theorems, squeeze lemma,

monotone sequence, Cauchy sequence, subsequence

2.1 Convergence
Definition 2.1.1. A of real numbers is a correspondence which associates
to every natural number n ∈ N a number an ∈ R. The number an is called
the n-th term of the sequence. A sequence is always denoted by {an }.

Example 2.1.2.

a) The sequence {an } where an = (−1)n . This is the sequence {1, −1, 1 . . . , (−1)n , . . .}.
1
b) The sequence {an } where an = n2
. This is the sequence {1, 14 , 19 , 16
1 1
, 25 , . . .}.

The limit of a sequence {an } is a real number that the values an are close
to for large values of n. For instance, the values of the sequence in Example
2.1.2 b) are close to 0 for large n.

Definition 2.1.3 (). A sequence {an } converges to a limit a if for every

 > 0 there is an N ∈ N such that |an − a| <  if n > N .

We write an → a as n → ∞ or lim an = a. A suitable value for N in the

n→∞

20
definition is N = 6. For each value of n > 6, |an − l| < .
In this case we say that {an } is convergent. A sequence that does not
converge is divergent.
1
Example 2.1.4. The sequence { n1 } is convergent and lim = 0.
n→∞ n

Proof. We need to find N () such that |an − a| <  ∀ n > N . That is N ()
such that | n1 − 0| <  ∀ n > N .
1
⇒ <  ∀n > N
n
⇒ 1 < n ∀n > N
1
⇒ < n ∀n > N

Choose N = 1 . Then |an − a| < .
Example 2.1.5. {an } = 2n+1

n+1
→ 2.

Proof. We need to find N () such that |an − a| <  ∀ n > N . That is
2n+1
n+1
− 2 <  ∀ n > N.
2n + 1 − 2(n + 1)
⇒ <
n+1
−1
⇒ <
n+1
1
⇒ <
n+1
1
⇒ −1<n

1
Let N = 
− 1 < n. Then |an − a| < .
4n3 + 3n
Example 2.1.6. Prove that lim = 4.
a→n n3 − 6

Proof. We need to find N () such that |an − a| <  ∀ n > N . That is
4n3 + 3n
−4 <
n3 − 6
4n3 + 3n − 4(n3 − 6)
⇒ <
n3 − 6
3n + 24
⇒ <
n3 − 6

21
 3n+24
Consider n > 1 and so we may drop the absolute values. i.e. n3 −6
< .
3n+24
We make estimates. The idea is that n3 −6
is bounded by same constant
times nn3 = n12 for sufficiently large n.
To find such a bound we will find an upper bound for the numerator
and lower bound for the denominator. For example, since 3n + 24 ≤ 27n, it
suffices for us to get n27n
3 −6 < .

To make the denominator smaller and yet a constant multiple of n3 , we

3
note that n3 − 6 ≥ n2 provided n is sufficiently large; in fact, all we need
3
is n2 ≥ 6 or n3 ≥ 12 or n > 2. So it suffices to get n27n 54
3 /2 <  or n2 <  or
q
n > 54 , provided that n > 2.
n q o
∴ choose N = max 2, 54 .

Example 2.1.7. Show that the sequence an = (−1)n does not converge.

Proof. Assume that lim (−1)n = a for some a ∈ R. Let  = 1 and by

n→∞
definition of the limit we have

|(−1)n − a| < 1 for all n > N.

By considering both an even and an odd n > N , we see that

|1 − a| < 1 and | − 1 − a| < 1

Now

2 = |1 − (−1)| = |1 − a + a − (−1)|
≤ |1 − a| + |a − (−1)|
< 1+1=2

This is a contradiction. So the sequence (−1)n does not converge.

1.

Theorem 2.1.1 (). The limit of a convergent sequence is unique.

22
Proof. Suppose that

lim an = a and lim an = b

n→∞ n→∞

We need to show that a = b. Let  > 0. Then there exist N1 and N2 such
that
|an − a| < /2 ∀ n > N1
and
|an − b| < /2 ∀ n > N2
These inequalities both hold if n > N = max(N1 , N2 ), which implies that

|a − b| = |a − an + an − b|
≤ |a − an | + |an − b|
≤ |an − a| + |an − b|
< /2 + /2 = 

∴ |a − b| = 0; that is a = b.

Definition 2.1.8. A sequence {an } is bounded above if there is a real

number b such that
an ≤ b f orall n,
bounded below if there is a real number a such that

an ≥ a ∀ n,

or bounded if there is a real number M such that

|an | ≤ M ∀n

Theorem 2.1.2. Every convergent sequence is bounded.

Proof. Let an → a as n → ∞. We need to find M such that

|an | ≤ M, n = 1, 2, . . .

23
Take  = 1. then ∃ N such that |an − a| < 1 ∀ n > N .
Therefore

|an | = |(an − a) + a| ≤ |an − a| + |a|

< 1 + |a| ∀ n > N

We still need to worry (slightly) about the terms in the sequence that came

before the N-th term. Because there are only a finite number of these, we let

M = max{|a1 |, |a2 |, . . . , |aN −1 |, 1 + |a|}

Then we have |an | ≤ M ∀ n, so {an } is a bounded sequence.

2.1.1 Activity

1. Prove the following:

(a) lim 2n−1

3n+2
= 32
√
(b) lim[ n2 + 1 − n] = 0
(c) lim nn+3
2 −13 = 0

2. Show that the sequence {cos nπ

3
} is divergent.

2.2

Monotonicity : Limits of convergent sequences preserve (non-strict) in-

equalities.

24
Theorem 2.2.1. If {xn } and {yn } are convergent sequences and xn ≤ yn for
all n ∈ N, then
lim xn ≤ lim yn .
n→∞ n→∞

Proof. Suppose that xn → x and yn → y as n → ∞. Then for every  > 0

there exists N1 , N2 ∈ N such that

|x − xn | < /2 ∀ n > N1

|y − yn | < /2 ∀ n > N2

Choosing n > max{N1 , N2 }, we have
 
x = yn + x − yn < yn + = y + yn − y + < y + 
2 2
Since x < y +  for every  > 0, it follows that x ≤ y.
1
Note 1. Limits need not preserve strict inequalities. for example, n
> 0 for
1
all n ∈ N but lim = 0.
n→∞ n

It follows immediately that if {xn } in a convergent sequence with m ≤

xn ≤ M for all n ∈ N, then m ≤ lim xn ≤ M
n→∞

Theorem 2.2.2 (Sandwich). Suppose that {xn } and {yn } are convergent
sequences of real numbers with the same limit L. If {zn } is a sequence such
that
xn ≤ zn ≤ yn for all n ∈ N
then {zn } also converges to L.

Proof. Let  > 0 be given and choose N1 , N2 such that

|xn − L| <  for all n > N1 ,

|yn − L| <  for all n > N2 .

If N = max{N1 , N2 }, then for all n > N

− < xn − L ≤ zn − L ≤ yn − L < 

which implies that |zn − L| < . This proves the result.

25
 It is essential here that {xn } and {yn } have the same limit.

Example 2.2.1. If xn = −1, yn = 1 and zn = (−1)n+1 , then xn ≤ zn ≤ yn

for all n ∈ N, the sequence {xn } converges to −1 and {yn } converges to 1,
but {zn } does not converge.

Corollary 2.2.2. If xn → x as n → ∞, then |xn | → |x| as n → ∞.

Proof. By the reverse triangle inequality,

0 ≤ ||xn | − |x|| ≤ |xn − x|

and the result follows from the previous theorem.

Linearity : Limits respect addition and multiplication. In proving the

following theorem, we need to show that the sequences converge, not just get
an expression for their limits.

Theorem 2.2.3 (Limit Theorem). Let {sn } and {tn } be sequences converging
to s and t respectively. Then

a) sequence {sn } + {tn } converges to s + t.

b) the sequence sn tn converges to st.

sn s
c) tn
converges to t
provided tn 6= 0 ∀ n and t 6= 0.

Proof. a) Let  > 0. Since sn → s there exists N1 such that |sn −s| < /2
∀ n > N1 .
Similarly, there exists N2 such that |tn − t| < /2 ∀ n > N2 .
Let N = max{N1 , N2 }. Then for all n > N , we have

|sn + tn − (s + t)| ≤ |sn − s| + |tn − t|

< /2 + /2 = 

which prove that {sn } + {tn } converges to s + t.

26
b) We need to show that given  > 0 there exists N such that |sn tn −st| < 
∀ n > N.
Now

|sn tn − st| = |sn tn − sn t + sn t − st|

≤ |sn tn − sn t| + |sn t − st|
= |sn ||tn − t| + |t||sn − s|
≤ M |tn − t| + |t||sn − s|

Since tn → t, there exists N1 such that |tn − t| < 2M
∀ n > N1 .

Similarly, there exists N2 such that |sn − s| < 2(|t|+1) ∀ n > N2 .
 
 
We used 2(|t|+1) instead of 2|t| , since t could be 0. . Now if N =
max{N1 , N2 }, then for all n > N we have

|sn tn − st| ≤ |sn | · |tn − t| + |t| · |sn − s|

 
≤ M· + |t| ·
2M 2(|t| + 1)
< /2 + /2 = 

which proves that sn tn converges st.

c) Consider the special case where sn = 1 ∀ n and t 6= 0, thus we need to

prove that given  > 0 ∃ N such that
1 1
− <  n > N.
tn t
Since tn → t as n → ∞, there exists N1 such that |tn − t| < |t|/2 for
all n > N1 .

Therefore,
|t|
|tn | = |t + (tn − t)| ≥ ||t| − |tn − t|| > for any n > N1
2
|t|2
Let  > 0. Since tn → t, ∃ N2 such that |tn − t| < 2
.

Let N = max{N1 , N2 }. Then for all n > N we have

1 1 |t − tn | |t|2 1
− = < · |t| = 
tn t |tn ||t| 2 |t| 2

27
 1
which prove that tn
converges to 1t .

Now we obtain Theorem 2.2.3 part (c) in the general way as follows:
sn 1 1 s
lim = lim · sn = · s = .
n→∞ tn n→∞ tn t t

2.2.1 Activity

1. Use Theorem 2.2.3 to find the following limits. Justify your answer.
2
(a) lim 5n +4n
7n2 −3
4
(b) lim 2n +7
n5 −3
√
2. Let s1 = 1 and for n ≥ 1 let sn+1 = sn + 1.

(a) List the four terms of {sn }.

(b) It turns out that {sn } converges. Assume this fact and prove that
√
the limit is 21 (1 + 5).

2.3 Monotone Sequence

Definition 2.3.1 (). A sequence {xn } of real numbers is increasing if xn+1 ≥
xn for all n ∈ N, decreasing if xn+1 ≤ xn for all n ∈ N, and monotone if it is
either increasing or decreasing. A sequence is strictly increasing if xn+1 > xn ,
strictly decreasing if xn+1 < xn .

Example 2.3.2. (i) {1 − n1 }, {n3 }, {1 + n1 }n are increasing.

(ii) { n12 } is decreasing.

(iii) {1} both increasing and decreasing.

(−1)n
(iv) {(−1)n }, {cos( nπ
3
)}, {(−1)n n}, n
are not monotonic.

28
Theorem 2.3.1. (i) Let {xn } be an increasing sequence which is bounded
above. Then {xn } is convergent and lim xn = sup{xn }.
n→∞

(ii) Let {xn } be a decreasing sequence which is bounded below. Then {xn }
is convergent and lim xn = inf{xn }.
n→∞

Proof. (i) Since {xn } is bounded above, it has a supremum

x = sup{xn }

We show that xn → x as n → ∞.

Let  > 0. From the definition of supremum, there exists an m ∈ N

such that xm > x − .

Since the sequence is increasing, we have xn ≥ xm for all n > N , and

therefore xn ≥ xm > x − .

Since x is an upper bound for {xn }, xn ≤ x for all n ∈ N.

Thus, for any n > N ,

x −  < xn ≤ x
x −  < xn < x + 

∴ |xn − x| < . This proves that xn → x as n → ∞.

(ii) Exercise. Apply part (i) of the theorem 2.3.1 to yn = −xn , n ∈ N.

Remark 2.3.3. If the sequence is not monotone, or if it is not bounded, then

it may not be convergent. To see this consider for example, the sequences
{xn } with xn = (−1)n (bounded, but not monotone) or xn = n (increasing,
but not bounded above).

The following propositions give some examples of monotone sequences.

In the proofs, we use the binomial theorem, which we state without proof.

29
Theorem 2.3.2. If x, y ∈ R and n ∈ N, then
n    
n
X n n−k k n n!
(x + y) = x y , = .
k=0
k k k!(n − k)!

We also recall the sum of a geometric series: if a 6= 1, then

n
X 1 − an+1
ak =
k=0
1−a

Example 2.3.4. The geometric sequence {xn }, 1, x, x2 , x3 , . . . , is strictly

decreasing if 0 < x < 1, with

lim xn = 0
n→∞

and strictly increasing if 1 < x < ∞, with

lim xn = ∞.
n→∞

Proof. If 0 < x < 1, then 0 < xn+1 = x · xn < xn , so the sequence {xn } is
strictly decreasing and bounded from below by zero. Therefore it has a limit
a and
a = lim xn+1 = lim x · xn = x lim xn = ax
n→∞ n→∞ n→∞
Since x 6= 1, it follows that a = 0.

If x > 1, then xn+1 = x · xn > xn , so {xn } is strictly increasing. Let

x = 1 + δ where δ > 0. By the binomial theorem, we have

xn = (1 + δ)n
n  
X n k
= δ
k=0
k
1
= 1 + nδ + n(n − 1)δ 2 + · · · + δ n
2
> 1 + nδ

Given M ≥ 0, choose N N such that N > M/δ. Then for all n > N , we have

xn > 1 + nδ > 1 + N δ > M, as an → ∞ as n → ∞.

30
 1 n


Example 2.3.5. The sequence xn = 1 + n
, n ∈ N is increasing and
bounded, and hence convergent.

Proof. The sequence converges with

 n
1
lim 1 + =e
n→∞ n

where 2 < e < 3. This limit can be taken as the definition of e ≈ 2.71828.

We first show that the sequence increases. We use Bernoulli’s inequality.

It says if a is a real number, with a > −1, n ≥ 0 is an integer, then

(a + 1)n ≥ 1 + na.

Now
1

n+1
xn+1 1+ n+1
= 1

n
xn 1 + n+1
1

n+1
1 + n+1
=
n+1
−1
1 + n1 · 1 + n1
 n+1
n+2 n n+1
= · ·
n+1 n+1 n
 2 n+1
n + 2n n+1
= 2
·
(n + 1) n
 n+1
1 n+1
= 1− 2
·
(n + 1) n
 n+1
1 n+1
≥ 1− 2
·
(n + 1) n
 
1 n+1
≤ 1− · =1
n+1 n

Thus xn+1 ≥ xn .

We also need to show that the sequence is bounded above. By the bino-

31
mial theorem,
 n    2  n
1 1 n(n − 1) 1 1
1+ = 1+n + + ··· +
n n 2 n n
    
1 1 1 2 1
= 1+1+ 1− · + 1− 1− · + ···
n 2! n n 3!
 
n−1 1
+ 1− ·
n n
1 1 1
≤ 1 + 1 + + + ··· +
2! 3! n!
1 1 1
≤ 1 + 1 + + 2 + · · · + n−1 (because n! ≥ 2n−1 for n ≥ 1)
2
2 2
n
1 − 21
  
1
= 1+ =1+2 1− <3
1 − 1/2 2

Example 2.3.6 (Recurrence Sequence). Define a sequence {xn } by x1 = 3

1
√
and xn+1 = 4−x n
, n ∈ N. Then {x n } is convergent, and its limit is 2 − 3.

1 1
Proof. x1 = 3, x2 = 4−x1
= 4−3
= 1 < x1

Suppose that for some n, we have that xn+1 < xn .

1 1
xn+2 = < = xn+1
4 − xn+1 4 − xn
Hence by induction we have that xn+1 < xn for every n ∈ N. Thus the
sequence is decreasing. A lower bound is 0. Then x1 > 0. If xn > 0, then
1 1 1
xn+1 = > = > 0.
4 − xn 4−0 4
Thus by induction we have that the sequence is bounded below by 0 for all
n ∈ N.

Therefore the sequence converges, and say to a limit `. For this number,
we have that
1
` =
4−`
⇒ `2 − 4` +√1 = 0
4 ± 16 − 4
⇒ `=
√2
⇒ `=2± 3

32
 √
Since x1 = 3 and {xn } is decreasing, we have that ` = 2 − 3.

2.3.1 Activity

1. Prove that each sequence is monotone and bounded. Then find the
limit.

(a) s1 = 1 and sn+1 = 15 (sn + 7) for n ≥ 1.

√
(b) s1 = 1 and sn+1 = 2sn + 2 for n ≥ 1.

2.4 Cauchy Sequence and subsequences

2.4.1 Cauchy sequence

Definition 2.4.1 (Cauchy Sequence). A sequence {xn } is called if, for every
 > 0, ∃ N ∈ N such that |xn − xm | <  ∀ m, n > N .

Remark 2.4.2. A Cauchy sequence is a sequence for which the terms are
eventually close to each other.
1
Example 2.4.3. Consider a sequence {xn } where xn = n
. Prove that the
sequence is a Cauchy sequence.

Proof. Let  > 0 be given. We want to show that there exists N ∈ N

such that |xn − xm | <  for all m, n ∈> N. That is we would like to have
|xn − xm | = | n1 − m1 | < . Now | n1 − m1 | < n1 + m1 . If we make | n1 + m1 | < , the
result will follow. This will only happen if both n1 < 2 , that is when n > 2
and m1 < 2 , that is when m > 2 . Therefore, we see that if N is equal to 2
then |xn − xm | <  whenever m, n > N.
Pn 1
Example 2.4.4. Consider a sequence {xn } where xn = k=1 k2 . Prove that
the sequence is a Cauchy sequence.

Proof. Let  > 0 be given. We want to show that there exists N ∈ N such
that |xn − xm | <  for all m, n ∈> N. That is we would like to have for

33
n > m, |xn − xm | = | nk=1 k12 − m
P P 1
Pn 1
k=1 k 2 | = k=m+1 k2 < . Remembering
1
telescoping sums and the fact that k12 < k(k−1) we see that
n
X 1
|xn − xm | = | |
k=m+1
k2
n
X 1
=
k=m+1
k2
n
X 1 1
< ( − )
k=m+1
k−1 k
1 1
= −
m n
1 1
< +
m n
2
Therefore, as we see in the previous example, if N is equal to 
then |xn −
xm | <  whenever m, n > N.

Lemma 2.4.5. Every Cauchy Sequence is bounded.

Proof. Let  = 1. Then ∃ N ∈ N such that

|xn − xm | < 1 ∀ n, m > N

In particular, |xn − xN +1 | < 1, ∀ n > N , so |xn | < |xN +1 | + 1 ∀ n > N . If

M = max{|xN +1 | + 1, |x1 |, |x2 |, . . . , |xN |},

then |xn | ≤ M ∀ n ∈ N.

Lemma 2.4.6. Every convergent sequence is Cauchy.

Proof. Let {xn } be a sequence convergent to x. Given  > 0, ∃ N such that

|xn − x| < /2 ∀ n > N

and also
|xm − x| < /2 ∀ m > N

34
so that

|xn − xm | = |xn − x + x − xm |
≤ |xn − x| + |x − xm |
< /2 + /2 = 

Thus, {xn } is a Cauchy Sequence.

1+(−1)n+1
Example 2.4.7. The sequence xn = 2
, n ∈ N, is bounded, but not
convergent.

1+(−1)n+1 1+|(−1)n+1 |
Proof. |xn | = 2
≤ 2
= 1.

However, this sequence is not Cauchy. Indeed

1 + (−1)n+2 − 1 − (−)n+1
|xn+1 − xn | =
2
n+1
2(−1) 2
= = =1
2 2

2.4.2 Subsequence

Definition 2.4.8. A of a sequence {xn }, x1 , x2 , x3 , . . . , xn , . . . is a sequence

{xnk } of the form
xn1 , xn2 , xn3 , . . . , xnk
where n1 < n2 < n3 < · · · < nk < · · · .

Example 2.4.9. A subsequence of the sequence { n1 }, 1, 41 , 19 , 16

1 1
, 25 , . . ..

Here, nk = k 2 . On the other hand, the sequence

1 1 1 1 1 1 1 1
1, 1, , , , , . . . , . . . , , 1, , , , . . .
2 3 4 5 2 3 4 5
are not subsequences of { n1 } since nk is not a strictly increasing function of
k in either case.

35
Theorem 2.4.1. Every subsequence of a convergent converges to the limit
of the sequence.

Proof. Suppose that {xn } is a convergent sequence with lim xn = x and

n→∞
{xnk } is a subsequence. Let  > 0. There exists N ∈ N such that |xn − x| < 
for all n > N . Since {xnk } is an increasing sequence, there exists K ∈ N
such that nk > N if k > K. Then k > K implies that |xn − x| < , so
lim xnk = x.
k→∞

Corollary 2.4.10. If a sequence has subsequences that converge to different

limits, then the sequence diverges.

Example 2.4.11. The sequence {(−1)n+1 }, 1, −1, 1, −1, 1, . . . has subse-

quences {1} and {−1} that converges to limits, so it diverges.

Note 2. The limit set of a convergent sequence consists of a single point,

namely its limit.

Example 2.4.12. The limit set of the divergent sequence {(−1)n+1 }, 1, −1, 1, −1, 1, . . .
contains two points, and is {−1, 1}.

Theorem 2.4.2. Every sequence has a monotone subsequence.

Proof. Let {xn } be any sequence of real numbers. We construct a sub-

sequence {xnk } which is either increasing or decreasing. We consider two
cases.
Case 2.4.3. Every set {xn : n > N } has a maximum. We find a sequence
{nk } of natural numbers such that

xn1 = max xn
n>1
xn2 = max xn
n>n1
xn3 = max xn
n>n2

and so on.

Obviously n1 < n2 < n3 < · · · and so, at each stage, we are taking the
maximum of a smaller set that at the previous stage. Hence {xnk } is a
decreasing subsequence of {xk }.

36
Case 2.4.4. Suppose that it is not true that all of the sets {xn : n > N } have
a maximum. Then, for some N1 , the set {xn : n > N1 } has no maximum.
So given any xm with m > N1 , we can find an xn following xm such that
xn > xm . Define xn1 = xN1 +1 and let xn2 be the first term following xn2 for
which xn3 > xn2 and so on. We get an increasing subsequence {xnr }.

The is a fundamental compactness result. It allows us to deduce the con-

vergence of a subsequence from the boundedness of a sequence without having
to know anything specific about the limit. In this respect, it is analogous
to the result that a monotone increasing sequence converges if it is bounded
from above, and it also provides another way of expressing the completeness
of R.

Theorem 2.4.5 (Bolzano-Weierstrass). Every bounded sequence has a con-

vergent subsequence.

Proof. Let {xn } be a bounded sequence. So it has a monotone subsequence

{xnk }.

Thus, we have a bounded, or decreasing subsequence {xnk }. Hence by

known results, {xnk } converges.

The importance of the next theorem is the following consequence: To ver-

ify that a sequence converges it suffices to check that it is a Cauchy sequence,
a property that does not involve the limit itself.

Theorem 2.4.6. A sequence is a convergent sequence if and only if it is a

Cauchy sequence.

Proof. The expression “if and only if" indicates that we have two assertions
to verify.

(i) convergent sequences are Cauchy sequences, and

(ii) Cauchy sequences are convergent sequences.

37
We already verified (i). To check (ii), consider a Cauchy sequence {xn }. By
proven results, {xn } is bounded. thus by the Bolzano-Weierstrass theorem,
it has a subsequence {xnk } convergent to a point x ∈ R. We shall show that
{xn } is itself convergent to x.

Since {xn } is Cauchy, for /2 > 0, there exists a N1 ∈ N such that

|xm − nn | < /2 for every n, m > N1

Since {xnk } is convergent to x, there exists a N2 such that

|xnk − x| < /2 for every k > N2 .

Take N = max(N1 , N2 ), an n > N and fix arbitrary k > N . Since nk ≥ K >

N , we have

|xn − x| = |xn − xnk + xnk − x|

≤ |xn − xnk | + |xnk − x|
< /2 + /2 = 

So {xn } is convergent to x.
Example 2.4.13. A sequence {xn } is defined by x1 = a, x2 = b and xn+2 =
1
2
(xn+1 + xn ) (n = 1, 2, 3, . . .). Prove that {xn } converges.

Proof.
1
xn+2 − xn+1 = (xn+1 − xn ) − xn+1
2
1
= (xn − xn+1 )
2
1
|xn+2 − xn+1 | = |xn − xn+1 |
2 
1 1
= |xn−1 − xn |
2 2
1
= |xn − xn−1 |
22
..
.
1
= |x2 − x1 |
2n
1
= |b − a|
2n
38
If n > m,

|xn − xm | = |xn − xn−1 + xn−1 − xn−2 + xn−2 − · · · + xm+1 − xm |

≤ |xn − xn−1 | + |xn−1 − xn−2 | + · · · + |xm+1 − xm |
1 1 1
≤ n−2 |b − a| + n−3 |b − a| + · · · + m−1 |b − a|
2  2 2
1 1 1 1
= m−1 1 + + 2 + · · · + n−m−1 |b − a|
2 2 2 2
n−m
1 1 − 12


1
= m−1 1 |b − a| ≤ m−2 |b − a|
2 1− 2 2
1
Let  > 0 be given. Choose N so large that 2N −2
|b − a| < . Then, for any
n > N and any m > N ,
1
|xm − xn | ≤ |b − a| < 
2N −2
Thus {xn } is a Cauchy sequence. Therefore, by previous results, it converges.

2.4.3 Activity

(a) Let {an } be a sequence such that

|an+1 − an | < 2−n for all n ∈ N.

Prove that {an } is a Cauchy sequence and hence a convergent sequence.

2n
(b) Let {sn } be sequence given by sn = 2n +1
for all n ∈ N. Prove that the
sequence {sn } is a Cauchy sequence.

2.5 Summary/Let Us Sum Up

In this unit we have in depth studied sequences. We now know what they
are and how they are used. They are going to be important in this module
and subsequent courses in analysis.

39
2.6 Suggestions for Further Reading/ Reading
Assignment

Binmore, K. G. (1982). Mathematical Analysis, a straight forward approach

(2nd ed.). Cambridge: University Press
Trench, W.F. (2013). Introduction to Real Analysis. (Free Hyperlinked
Edition 2.04.) Texas: Trinity University, San Antonio.

2.7 Unit Test

1. For each subset of R, give its supremum and its maximum, if they exist.
Otherwise, write none.

(a) (0, 1)
(b) ∪∞
n=1 [2n, 2n + 1]

2. Consider a, b ∈ R where a < b.. Use Denseness of rational numbers to

show that there are infinitely many irrationals between a and b.

3. Given the sequence s1 = 2 and sn+1 = 14 (2sn + 7) for n ≥ 1. Prove that

the sequence is monotone and bounded. Hence find the limit.

4. Let {xn } be a sequence such that |xn+1 − xn | ≤ 3n , n ∈ N. Show that

{xn } is convergent.

40
2.8 Answers to Unit Activities
√
2.1.1 1(b) Let  > 0. We need to find N such that | n2 + 1 − n − 0| <  for
all n > N.
√
| n2 + 1 − n| < 
√ √
( n2 + 1 − n)( n2 + 1 + n)
| √ |<
n2 + 1 + n
1 1 1
√ < √ = <
n2 + 1 + n n2 n
1
n>

1
√
Let N =  . Then | n2 + 1 − n − 0| < .

2.2.1 1(a)
5n2 + 4n
lim
7n2 − 3
5 + n4
lim
7 − n32
lim 5 + 4 lim n1
lim 7 − 3 lim n12
5 + 4(0) 5
= =
7 − 3(0) 7
√ √ √ √
2.3.1 1(b) s2 = 4 = 2, s3 = 2s2 + 2 = 6 = 2.449, s4 = 2s3 + 2 =
√
2 · 2.449 + 2 = 2.626. The sequence is increasing. Suppose
sn+1 > sn for some n ∈ N.
p √
sn+2 = 2sn+1 + 2 > 2sn + 2 = sn+1

Hence by induction we have that sn+1 > sn for every n ∈ N. Hence

the sequence is increasing. An upper bound is 3. Then s1 < 3. If
sn < 3, then
√ p
sn+1 = 2sn + 2 < 2(3) + 2 = 2.828 < 3

. Thus by induction we have that the sequence is bounded above

by 3 for n ∈ N. It is now easy to find the limit.

41
2.4.3 1. If n > m,

|an − am | = |an − an−1 + an−1 − an−2 + an−2 − · · · + am+1 − am |

≤ |an − an−1 | + |an−1 − an−2 | + · · · + |am+1 − am |
≤ 2−(n−1) + 2−(n−2) | + · · · + 2−m
 
1 1 1 1
= m 1 + + 2 + · · · + n−m−1
2 2 2 2
1 n−m


1 1− 2 1
= m 1 ≤ m−1
2 1− 2 2
1
Let  > 0 be given. Choose N so that 2N −1
< . Then, for any
n > N and any m > N ,
1
|am − an | ≤ <
2N −1
Thus {an } is a Cauchy sequence. Therefore, by previous results,
it converges.

42
Unit 3

Series

Introduction

In this unit, we apply convergence properties of sequences to infinite series of

real numbers. In Sections 3.1 we define infinite series and discuss convergence.
In Section 3.2 we develop several useful tests for determining whether a given
series is convergent or divergent.

Objectives / Learning outcomes

On successful completion of the Unit students should be able to:

• demonstrate understanding of the various convergence tests.

• use the convergence properties of infinite series in problem solving.

Key Terms

infinite series, partial sums, Cauchy condition, comparison test, ratio test,
root test, integral test, absolute convergence, conditional convergence, rear-
rangement

43
Unit 4

Series

4.1 Convergence of infinite series

∞
X
Given an infinite series an , it is important to keep a clear distinction
n=1
between

(i) the sequence of terms: (a1 , a2 , a3 , . . .) and

(ii) the sequence of partial sums: (S1 , S2 , S3 , . . . ), where SN = a1 + a2 +

· · · + aN

Let an be a sequence. Then the sequence SN defined by

N
X
SN = an = a1 + a2 + · · · + aN
n=1

is called the . If SN → s as N → ∞ we write

∞
X
s= an
n=1

and say that the series converges.

A series that does not converge is said to diverge. We also say a series diverges
to ±∞ if its sequence of partial sums does.

44
Example 4.1.1. Consider the series
∞
X
an
n=0

If a 6= 1, the partial sums satisfy

∞
X
SN = an = 1 + a + a2 + · · · + aN
n=0

1 − aN +1
=
1−a
1
If |a| < 1, aN +1 → 0 as N → ∞ and hence SN → 1−a as N → ∞.
P∞ n
It follows that the series n=0 a converges if |a| < 1 and we may write
∞
X 1
an = (|a| < 1)
n=0
1−a

If |a| ≥ 1, the series diverges.

Example 4.1.2. The series

∞
X
1 = 1 + 1 + 1 + ···
n=1

diverges to ∞, since its N th partial sum is SN = N .

Example 4.1.3. The series

∞
X
(−1)n+1 = 1 − 1 + 1 − 1 + · · ·
n=1

diverges, since its partial sums

(
1 if n is odd,
SN =
0 if n is even

45
 ∞
X 1
Example 4.1.4. The partial sums of the series are given by
n=1
n(n + 1)

N N  
X 1 X 1 1
N= = −
n=1
n(n + 1) n=1
n n+1
       
1 1 1 1 1 1 1
= 1− + − + − + ··· + −
2 2 3 3 4 N N +1
1
= 1− → 1 as N → ∞.
N +1
∞
X 1
∴ = 1.
n=1
n(n + 1)

4.1.1 The Cauchy Condition

The following for the convergence of series is an immediate consequence of

the Cauchy condition for the sequence of partial sums.
∞
X
Theorem 4.1.1. (Cauchy Condition) The series an converges if and only
n=1
if for every ε > 0 there exists N ∈ N such that
n
X
| ak | = |am+1 + am+2 + · · · + an | < ε for all n > m > N
k=m+1

Proof. The series converges if and only if the sequence SN of partial sums
is Cauchy, meaning that for every ε > 0 there exist N such that
n
X
|Sn − Sm | = | ak | < ε for all n > m > N
k=m+1

which proves the result.

A special case of this theorem is a necessary condition for the convergence

of a series, namely that its terms approach zero. This condition is the first
thing to check when considering whether or not a given series converges.
∞
X
Theorem 4.1.2. If the series an converges, then lim an = 0
n→∞
n=1

46
Proof. If the series converges, then it is Cauchy. Taking m = n − 1 in the
Cauchy condition in the previous theorem, we find that for every ε > 0 there
exists N ∈ N such that |an | < ε for all n > N which proves that an → 0 as
n → ∞.
∞
X
Example 4.1.5. The an converges if |a| < 1 and in that case an → 0 an
n=0
n → ∞. If |a| ≥ 1, then an 6→ 0 as n → ∞, which implies that the series
diverges.

The condition that the terms of a series approach zero is not, however,
sufficient to imply convergence. The following series is a fundamental exam-
ple.
∞
X 1
Theorem 4.1.3. The series diverges to +∞
n=1
n

Proof. Since the partial sum partial sum of this series increase, we only need
to show that they are bounded above.
1
an =
n
Consider S2N of {an }
1 1 1
S2N = 1 + + + ··· + N
2  3 2    
1 1 1 1 1 1 1 1 1
= 1+ + + + + + + + ··· + + ··· + N
2 3 4 5 6 7 8 2N −1 + 1 2
     
1 1 1 1 1 1 1 1 1
≥ 1+ + + + + + + + ··· + N
+ ··· + N
2 4 4 8 8 8 8 2 2
N −1
1 2 4 2
= 1+ + + + ··· + N
2 4 8 2
1
= 1+ N.
2
Thus the partial sums are unbounded above and hence the theorem follows.

47
4.1.2 Activity

1 Find the sum of each series:

P∞ 1 n
(a) n=1 ( 3 )
P∞ 2
(b) n=1 n2 +2n

2. Suppose that {xn } is a decreasing sequence of positive terms such that

P∞
n=1 xn converges. Prove that nxn → 0 as n → ∞. [Hint: Consider
xN +1 , xN +2 , . . . , x2n .]

4.2 Convergence tests

∞
X
Theorem 4.2.1 (). Let bn be a convergent series of positive real num-
n=1
bers.If
|an | ≤ bn (n = 1, 2, 3, . . .)
∞
X
then the series an converges.
n=1

∞
X
Proof. Let ε > 0. Since bn converges, we can find an N such that, for
n=1
any n > N
∞
X
bk < ε
k=n+1
∞
X
Let Sn = an . Then if n > m > N
n=1

|Sn − Sm | = |(a1 + a2 + · · · + an ) − (a1 + a2 + · · · + am )|

= |am+1 + am+2 + · · · + an |
≤ |am+1 | + |am+2 | + · · · + |an |
≤ bm+1 + bm+2 + · · · + bn
X∞
≤ bk < ε
k=n+1

48
Thus Sn is Cauchy and the theorem follows.
n
Example 4.2.1. Since an < an , a ≥ 1
P n
a converges if 0 < a < 1, the
P an
series n
converges if 0 < a < 1, by the comparison test.
1 1
P 1
Example 4.2.2. Since (n2 +n) ε < n2ε , n ≥ 1 and n2ε
converges if ε > 12 ,
1 1
the series (n2 +n)ε converges if ε > 2 by the comparison test.

Example 4.2.3. The series

∞
X 1 1 1 1
2
= 1 + 2 + 2 + 2 + ...
n=1
n 2 3 4

converges by comparison with telescoping series. We have:

∞ ∞
X 1 X 1
2
= 1 + and
n=1
n n=1
(n + 1)2

∞ ∞
X 1 X 1
0≤ 2
<
n=1
(n + 1) n=1
n(n + 1)
We also get the explicit upper bound
∞ ∞
X 1 X 1
2
<1+ =2
n=1
n n=1
n(n + 1)

∞
X 1 π2
In fact, the sum is =
n=1
n2 6

Theorem 4.2.2 (). Let an be a sequence. Then if:

∞
an+1 X
(i) lim | | < 1, then an converges.
n→∞ an
n=1

∞
an+1 X
(ii) lim | | > 1, then an diverges.
n→∞ an
n=1

an+1
(iii) lim | | = 1, then we conclude nothing.
n→∞ an

49
Proof. If l < 1, we may take ε > 0 so small that l + ε < 1. For sufficiently
large value of N ,

an an−1 aN +2
|an | = ··· |aN +1 | < (1 + ε)n−N −1 |aN +1 |
an−1 an−2 aN +1
∞
X
The series an then converges by comparison with the geometric series
n=1
∞
X ∞
X
n
(l + ε) . If l > 1, a similar argument shows that the terms of an do
n=1 n=1
not tend to zero and so the series diverges.
∞
1
X
Theorem 4.2.3 (). Let an be a series which satisfies lim sup |an | n = l.
n→∞
n=1
Then the series

(i) converges if l < 1

(ii) diverges if l > 1

Proof. (i) Take ε > 0 so small that l + ε < 1. For sufficiently large value
of N ,
|an | < (l + ε)n (n > N )
∞
X
This implies that an converges by comparison test.
n=1

(ii) Choose ε > 0 so small that l − ε > 1. Then, for some sub sequence
{ank },
|ank | > (l + ε)nk → ∞ as k → ∞.
∞
X
and so the terms of an do not tend to zero.
n=1

Example 4.2.4. Let a ∈ R, and consider the series

∞
X
nan = a + 2a2 + 3a3 + · · ·
n=1

50
 n+1
(n + 1)a 1
Then lim n
= |a| lim (1 + ) = |a|. By the ratio test, the series
n→∞ na n→∞ n
converges if |a| < 1 and diverges if |a| > 1.

Example 4.2.5.
∞
X 1
n=1
np
Then
1
" #  
(n+1)p 1
lim 1 = lim = 1,
n→∞
np
n→∞ (1 + n1 )p

so the ratio test is inconclusive. In this case, the series diverges if 0 <
p ≤ 1 and converges if p > 1, which shows that either possibly may occur
when the limit in the ratio test is 1.

The root test may succeed where the ratio test fails.

Example 4.2.6. Consider the geometric series with ratio 21 ,

∞
X 1 1 1 1 1
an = + 2 + 3 + 4 + 5 + ··· ,
n=1
2 2 2 2 2
1
an =
2n
an+1 1 1
lim = lim sup |an | n = ≤ 1.
n→∞ an n→∞ 2
Therefore, both the ratio and root test apply.

Now consider the series obtained by switching successive odd and even
terms.
∞
X 1 1 1 1 1 1
bn = + 2 + 3 + 4 + 5 + 6 ··· ,
n=1
2 2 2 2 2 2

 1 if n is odd
2n+1
bn =
 1 if n is even
2n+1

For this series, 

bn+1  2 if n is odd
=
bn  1 if n is even
8

51
and the ratio test does not apply, since the required limit does not exist. On
1 1
the other hand lim sup |bn | n = , so the ratio test still works.
n→∞ 2
Theorem 4.2.4 (). Let f be a continuous function defined on [0, ∞) and
suppose that f is positive and decreasing. That is, if x1 < x2 , then f (x1 ) ≥
P
f (x2 ) > 0. Then the series f (n) converges if and only if
Z n
lim ( f (x) dx)
n→inf ty 1

exists as a real number.

R n+1
Proof. Let an = f (n) and bn = n f (x) d(x). Since f is decreasing, given
any n ∈ N we have f (n + 1) ≤ f (x) ≤ f (n) for all x ∈ [n, n + 1]. Also,
Z n+1
f (n + 1) ≤ f (x) dx ≤ f (n).
n

Thus 0 < an+1 ≤ bn ≤ an for each n. By the comparison test applied twice,
P P P
an converges if and only if bn converges. But the partial sums of bn
Rn P Rn
are the integrals 1 f (x) dx, so bn converges precisely when lim[ 1 f (x) dx]
exists as a real number.
1
P
Example 4.2.7. n
diverges

Proof

Let f (x) = x1 . Then

Z ∞
1
dx = lim ln x|ak
k x a→∞
= lim ln a − ln k
a→∞
= +∞

1
P
Example 4.2.8. n2
converges

Proof

52
 1
Let f (x) = x2
. Then
Z ∞  a
1 1
dx = lim −
k x2 a→∞ x
 k 
1 1
= lim − −
a→∞ a k
1
=
k
1
P
Example 4.2.9. np
, p>1

Proof
1
Let f (x) = xp
.Then
Z ∞ a
x−p+1

1
dx = lim
k xp a→∞ −p + 1
 −p+1 k −p+1 
a k
= lim −
a→∞ −p + 1 −p + 1
−p+1
k
=
p−1

An alternating series is one in which successive terms have opposite signs.

Theorem 4.2.5 (). Let {an } be a sequence satisfying,

(i) a1 ≥ a2 ≥ a3 ≥ .... ≥ an ≥ an+1 ≥ ..... and

(ii) {an } → 0.
∞
X
Then, the alternating series (−1)n+1 an converges.
n=1

Proof. We show that the sequence of partial sums Sn converges by showing

that it is Cauchy sequence. Let ε > 0. We need to find N such that |Sn −
Sm | < ε for every n > m > N. First recall, |Sn − Sm | = |am+1 − am+2 +
am+3 ... ± an | ≤ |am+1 |.
So, by virtue of the fact that {an } → 0, we can choose N so that m > N
implies |am | < ε. But this implies |Sn − Sm | = |am+1 − am+2 + am+3 ... ± an | ≤
|am+1 | < ε whenever n > m > N, as desired.

53
 ∞
X (−1)n−1
Example 4.2.10. converges since { n1 } is decreasing and limn→∞ 1
n
=
n=1
n
0.

4.2.1
P
Definition 4.2.11. (i) A series an converges absolutely, or is abso-
P
lutely convergent, if |an | converges.

(ii) A series which converges but does not converge absolutely is said to be
conditionally convergent.
Theorem 4.2.6. Every absolutely convergent series is convergent.
P P
Proof. Suppose that an is absolutely convergent, so that |an | con-
verges. By the Cauchy condition, given any  > 0, there exists N ∈ N
such that n > m > N implies that ||am | + · · · + |an || < . But then
P
|am + · · · + an | ≤ ||am | + · · · + |an || <  by the triangle inequality, so an
also converges.
Example 4.2.12. (i)
(−1)n−1
an = (n = 1, 2, 3, . . . )
n
∞ ∞
X X (−1)n−1
an = converges
n=1 n=1
n
∞ ∞
X X 1
|an | = diverges
n=1 n=1
n
P∞ (−1)n−1
∴ n=1 is conditionally convergent
n
(ii)
∞ ∞
X X (−1)n−1
an =
n=1 n=1
n2
∞ ∞
X X 1
|an | = converges
n=1 n=1
n2
P∞ (−1)n−1
∴ n=1 is absolutely convergent
n2

54
4.2.2 Rearrangements

A of a series is a series that consists of the same terms in a different order. The
convergence of a rearranged series may initially appear to be unconnected
with absolute convergence, but absolutely convergent series are exactly those
series whose sums remain the same under every rearrangement of their terms.
On the other hand, a conditionally convergent series can be rearranged to
give any sum we please, or to diverge.

Example 4.2.13. We know that the series

1 1 1 1 1 1
1− + − + − + ...
2 3 4 5 6 7
converges conditionally. Define its sum by S. We rearrange the order in
which the terms of the series appear and obtain
1 1 1 1 1 1 1 1 1
1− − + − − + − − + − ···
2 4 3 6 8 5 10 12 7
Let the nth partial sum of the series be tn . Then
1 1 1 1 1 1
t3n = 1 − − + − · · · + n−1 − n−2 − n
 2 4 3  2 4 4 
1 1 1 1 1
= 1 + + · · · + n−1 − + + ··· + −
3 2 2 6 4n − 2
 
1 1 1
+ + ··· + n
4 8 4
   
1 1 1 1 1
= 1 + + · · · + n−1 − 1 + + · · · + n−1 −
3 2 2 3 2
 
1 1 1 1
1 + + + ··· + n
2 2 4 2
 
1 1 1 1 1 1
= 1 − + − + · · · + n−1 + n
2 2 3 4 2 2
1
⇒ S as n → ∞
2
Note: The finite sum for t3n can validly be arranged in any way we like.
Since t3n−1 −t3n → 0 as n → ∞, it follows that the rearranged series converges
to 21 S which is not the same as the sum S for our original series (because
s 6= 0)

55
4.2.3 Activity

1 Determine whether or not the following series converge. Justify each

answer.
P n4
(a) 2n
P n−1
(b) n2
P∞ 1
(c) n=2 log n
P (−1)n n!
(d) 2n

a2n con-
P P
(a) Give an example of divergent series an for which
verges.
a2n di-
P P
(b) Give an example of convergent series an for which
verges.

3. Let {xn } be a sequence of real numbers and let yn = xn − xn+1 for each
n ∈ N.
P∞
(a) Prove that the series n=1 yn converges if and only if the sequence
{xn } converges.
(b) If ∞
P
n=1 yn converges, what is the sum?.

4.3 Summary/Let Us Sum Up

In this unit we have in depth studied sequences. We now know what they
are and how they are used. They are going to be important in this module
and subsequent courses in analysis.

4.4 Suggestions for Further Reading/ Reading

Assignment

Binmore, K. G. (1982). Mathematical Analysis, a straight forward approach

(2nd ed). Cambridge: University Press

56
Trench, W.F. (2013). Introduction to Real Analysis. (Free Hyperlinked
Edition 2.04.) Texas: Trinity University, San Antonio.

4.5 Unit Test

1. For each subset of R, give its supremum and its maximum, if they exist.
Otherwise, write none.

(a) (0, 1)
(b) ∪∞
n=1 [2n, 2n + 1]

2. Consider a, b ∈ R where a < b.. Use Denseness of rational numbers to

show that there are infinitely many irrationals between a and b.

3. Given the sequence s1 = 2 and sn+1 = 14 (2sn + 7) for n ≥ 1. Prove that

the sequence is monotone and bounded. Hence find the limit.

4. Let {xn } be a sequence such that |xn+1 − xn | ≤ 3n , n ∈ N. Show that

{xn } is convergent.

4.6 Answers to Unit Activities

4.1.2 2. Let  > 0. By the Cauchy condition, there exists N such that
n > m > N implies that | nk=m+1 xk | < . In particular, n > N
P

implies xN +1 + · · · + xn < 2 . So n > N implies


(n − N )xn ≤ aN +1 + · · · + xn < .
2
If n > 2N , then n < 2(n − N ), so nxn < 2(n − N )xn < . This
proves lim nxn = 0.

4.2.3 1 (a) Converge; use Ratio Test

1
(b) Diverge; compare with n

2. (a) Take an = n1 .

57
 P∞
3. (a) Since n=1 converges. we have lim yn = 0. That is lim(xn −
xn+1 ) = 0. Thus the sequence {xn }converges. Complete the the
proof by considering the other direction.

58
Unit 5

Coninuity

Introduction

In this unit we give a precise -δ definition of continuity and then show its
relationship to limits and sequences. We also show that algebraic combina-
tions of continuous functions are continuous. We further develop important
properties of continuous functions such as the intermediate value property.
We shall consider functions which are defined on a nonempty subset A of R.

Objectives / Learning outcomes

On successful completion of the Unit students should be able to:

• use sequential and -δ definition of continuity in problem solving.

• apply the intermediate value property in problem solving.

Key Terms

continuous at a, continuous at A, continuous function, intermediate value

theorem

59
5.1 Continuous Functions
Definition 5.1.1. A function f (x) is at x0 if for every sequence xn converging
to x0 implies that f (xn ) converges to f (x0 ).

Theorem 5.1.1. A function is continuous at x0 if and only if for every ε > 0

there exists δ > 0 such that

|x − x0 | < δ implies |f (x) − f (x0 )| < ε

Proof. Suppose f (x) is continuous at x0 , that is, for every sequence {xn }
converging to x0 implies that f (xn ) → f (x0 ). We need to show that given
ε > 0, ∃ δ > 0 such that |x − x0 | < δ → |f (x) − f (x0 )| < ε. Suppose given
any ε > 0, 6 ∃ δ > 0 such that |x − x0 | < δ → |f (x) − f (x0 )| < ε, i.e.,
for δ > 0, |x − x0 | < δ 6→ |f (x) − f (x0 )| < ε. In particular |x − x0 | < n1 →
|f (x) − f (x0 )| ≥ ε so that |xn − x0 | < n1 → |f (xn ) − f (x0 )| ≥ ε.
Thus, xn → x0 but f (xn ) 6→ f (x0 ) since |f (xn ) − f (x0 )| ≥ ε for all n. This
shows that f cannot be continuous at x0 , contrary to our assumption.
Now given that for any ε > 0, ∃ δ > 0 such that |x − x0 | < δ → |f (x) −
f (x0 )| < ε, and xn → x0 . We need to show that f (xn ) → f (x0 ). Since xn →
x0 , for δ > 0 there exists N such that |xn − x0 | < δ for all n > N . It follows
that |f (x) − f (x0 )| < ε for all n > N . This proves that f (xn ) → f (x0 )

Example 5.1.2. Let f (x) = 2x2 + 1 for x ∈ R. Prove that f is continuous

on R by

(a) using the definition

(b) using ε − δ definition.

Proof. (a) Suppose lim xn = x0 . Then we have

n→∞

lim 2x2n + 1
 
lim f (xn ) =
n→∞ n→∞
h i2
= 2 lim xn + 1
n→∞
= [2x20 + 1]
= f (x0 ).

60
 Hence f is continuous at each x0 ∈ R.

(b) Let x0 ∈ R and let ε > 0. We want to show that |f (x) − f (x0 )| < ε
whenever |x − x0 | < δ.

|f (x) − f (x0 )| = |2x2 + 1 − (2x20 + 1)|

= |2x2 − 2x20 |
= 2|x − x0 | · |x + x0 |

We need to get a bound for |x + x0 | that does not depend on x. We

notice that if |x − x0 | < 1, say, then |x| < |x0 | + 1 and hence |x + x0 | ≤
|x| + |x0 | < 2|x0 | + 1. Thus we have

|f (x) − f (x0 )| < 2|x − x0 |(2|x0 | + 1) provided |x − x0 | < 1.

To arrange for 2|x − x0 |(2|x0 | + 1) < ε, it suffices to have

ε
|x − x0 | <
(2|x0 | + 1)

and also |x − x0 | < 1 so we put

 
ε
δ = min 1,
(2|x0 | + 1)

. Therefore, |x − x0 | < δ implies |f (x) − f (x0 )| < ε as desired.

Example 5.1.3. Let f (x) = x2 sin( n1 ) for x 6= 0 and f (0) = 0. Prove that f
is continuous at 0.

Proof. Given ε > 0, find δ > 0 such that |x − x0 | < δ → |f (x) − f (x0 )| < ε.
 
2 1
|f (x) − f (x0 )| = x sin −0
n
 
2 1
= x sin
n
 
2 1
≤ x since sin ≤1
n

61
 √
Since we want this to be less than ε, we set δ = ε. Then |x − 0| < δ implies
x2 < δ 2 = ε, so

|x − 0| < δ implies |f (x) − f (0)| < ε.

Therefore, f is continuous at 0.

Example 5.1.4. Let f (x) = x1 sin( x12 ) for x 6= 0 and f (0) = 0. Show that f
is discontinuous, i.e. not continuous, at 0.

Proof. It suffices for us to find a sequence {xn } converging to 0such  that

f (xn ) does not converge to f (0) = 0. So we will arrange for xn sin x2 = x1n
1 1
n

where xn → 0. Thus we want sin x12 = 1,

1 π 1 1
= 2nπ + , x2n = π or xn = p .
x2n 2 2nπ + 2 2nπ + π2

1
Then lim xn = 0 while lim f (xn ) = lim = +∞
n→∞ n→∞ n→∞ xn

Definition 5.1.5. A function f (x) is on A ⊂ R if it is continuous at x, for

x ∈ A.

Proposition 5.1.2. If a function f is continuous at x0 , then the function

kf, k ∈ R is continuous at x0 .

62
Proof. If f is continuous at x0 then for any sequence xn → x0 implies
f (xn ) → f (x0 ). We know that kxn → kx0 . Thus kf (xn ) → kf (x0 ). This
proves that kf is continuous at x0 .
Proposition 5.1.3. If f, g are continuous at x0 ∈ R. Then

(i) f + g is continuous at x0 ;

(ii) f g is continuous at x0 ;
f
(iii) g
is continuous at x0 if g(x0 ) 6= 0.

Proof.
 (i) Let xn be a sequence
 converging to x0. Then f (xn ) → f (x0 )
or lim f (xn ) = f (x0 ) and g(xn ) → g(x0 ) or lim g(xn ) = g(x0 ) .
n→∞ n→∞
Thus

lim (f + g)(xn ) = lim [f (xn ) + g(xn )]

n→∞ n→∞
= lim f (xn ) + lim g(xn )
n→∞ n→∞
= f (x0 ) + g(x0 )
= (f + g)(x0 )

(ii)

lim f g(xn ) = lim (f (xn )g(xn ))

n→∞ n→∞
= lim f (xn ) lim g(xn )
n→∞ n→∞
= f (x0 )g(x0 )

So f g is continuous at x0

(iii)
 
f f (xn )
lim (xn ) = lim
n→∞ g n→∞ g(xn )

f (x0 )
=
g(x0 )
 
f
= (x0 )
g
f
so, g
is continuous at x0 .

63
Proposition 5.1.4. If f is continuous at x0 and g is continuous at f (x0 ),
then the composite function g ◦ f is continuous at x0

Proof. Let xn → x0 and f (xn ) → f (x0 ) since f (xn ) → f (x0 ) and g is

continuous at f (x0 ), we also have g(f (xn )) → g(f (x0 )); that is, g ◦ f (xn ) →
g ◦ f (x0 ) hence g ◦ f is continuous x0 .

5.1.1 Activity

1. Prove or give a counterexample: Every sequence of real numbers is a

continuous function.

2. Define f : R → R by f (x) = x2 + 3x − 5. Use the -δ definition to

prove that f is continuous at 3.

3. Prove that the function |x| is a continuous function on R.

4. Let the function g(x) = sin( x1 ) for x 6= 0 and let g(0) = 0. Prove that
g is discontinuous at x = 0..

5. Let f (x) = 1 for rational numbers x and f (x) = 0 for irrational num-
bers. Show that f is discontinuous for every x ∈ R.

5.2
Definition 5.2.1. An interval I is a set of real numbers with the property
that, if x ∈ I and y ∈ I and x ≤ z ≤ y, then z ∈ I, i.e, if two numbers
belong to I,then so does every number between them.

Theorem 5.2.1. Let f be continuous on an interval I. Then f (I) is also

an interval.

Proof. The set J = f (I) has the property:

y0 , y1 ∈ J and y0 < y < y1 imply y ∈ J. (5.1)

64
If inf J < sup J, then such a set J must be an interval. In fact, we will show
that
inf J < y < sup J implies y ∈ J (5.2)
so J is an interval with endpoints inf J and sup J; inf J and sup J may or
may not be finite.
To prove (5.2) from (5.1), consider inf J < y < sup J. Then there exists
y0 , y1 in J so that y0 < y < y1 . Thus y ∈ J by (5.1).

Corollary 5.2.2 (). Let f be a continuous function on an interval I contain-

ing a and b. If λ lies between f (a) and f (b), then there exists an x between
a and b such that f (x) = λ

Theorem 5.2.2. If f is continuous on [a, b] and either f (a) < 0 and f (b) > 0
or f (a) > 0 and f (b) < 0 then there exists x ∈ (a, b) such that f (x) = 0.

Example 5.2.3. The function f : R → R defined by

(
5, x ≥ 1
f (x) =
2, x < 1

is not continuous on [a, b].

Observe that 2 = f (0) < 4 < f (2) = 5 but there is no value of c between 0
and 2 such that f (2) = 4.

65
Example 5.2.4. Show that the equation 17x7 − 19x5 − 1 = 0 has a solution
c which satisfies −1 < c < 0. Since any polynomial is continuous on any
interval that is (−1, 0).

f (−1) = −17 − −19 − 1 = 1 > 0

f (0) = 0 − 0 − 1 = −1 < 0

Since −1 < 0 < 1, we have that f (x) = 0 for some x between -1 and 0.

Proposition 5.2.3. Let f : [a, b] → [a, b] be continuous on [a, b]. Then for
some x ∈ [a, b] such that f (x), x is called the of f .

Proof. The image of [a, b] is the subset of [a, b]. Thus f (a) ≥ a and f (b) ≤ b.
Consider g(x) = f (x) − x on [a, b]. By previous results g(x) is continuous on
[a, b].

g(a) = f (a) − a ≥ 0 (positive)

g(b) = f (b − b ≤ 0 (negative)

so by (IVT), for some c ∈ [a, b] it is true that g(c) = 0.

Thus, f (c) − c = 0, Therefore,f (c) = c.

66
Example 5.2.5. Let f : [0, 1] → [0, 1] be continuous on [0, 1] in other words,
f (x) ∈ [0, 1]. Show that f has a fixed point, i.e., a point x0 ∈ [0, 1] such that
f (x0 ) = x0 .

Proof. Consider g(x) = f (x) − x which is also continuous on [0, 1]

g(0) = f (0) − 0 = f (0) ≥ 0
g(1) = f (1) − 1 ≤ 1 − 1 = 0
By the IVT, g(x0 ) = 0 for some x0 ∈ [0, 1]. Then obviously we have f (x0 ) =
x0 .
Example 5.2.6. A function f is continuous on an interval I and for each
rational number r ∈ I it is true that f (r) = r2 . Prove that f (x) = x2 for
any x ∈ I.

67
Proof. Consider g(x) = f (x) − x2 which is also continuous on I. Given any
point ξ ∈ I, let {rn } be a sequence of rational numbers in I such that {rn } →
ξ as n → ∞. Then g(rn ) → g(ξ) as n → ∞. But g(rn ) = 0, n = 1, 2, 3, 4, . . ..
It follows that 0 = g(ξ) = f (ξ) − ξ 2 .
Example 5.2.7. Prove that x = cos x for x which is also continuous on
0, π2

Proof. Consider g(x) = cos x − x which is also continuous on 0, π2

g(0) = cos 0 − 0 = 1 > 0

π π  π π π
g( ) = cos − = 0 − = − < 0.
2 2 2 2 2
π


By the IVT, g(x0 ) = 0 for some x0 ∈ 0, 2 . Therefore, cos x = x.
Definition 5.2.8. (a) A function f tends to l at a from left if given ε >
0, ∃ δ > 0 such that |f (x) − l| < ε whenever a − δ < x < a.

(b) A function f tends to l at a from right if given ε > 0, ∃ δ > 0 such

that |f (x) − l| < ε whenever a < x < a + δ.

(c) A function f tends to l at a if given ε > 0, ∃ δ > 0 such that

|f (x) − l| < ε whenever |x − a| < δ.

5.2.1 Activity

1. Show that 3x = 5x for some x ∈ (0, 1).

2. Show that the equation 5x = x4 has at least one real solution.

3. Show that any polynomial of odd degree has at least one real root.

4. Suppose that f is a continuous function on R and that f (a)f (b) < 0

for some a, b ∈ R. Prove that there exists x between a and b such that
f (x) = 0.

5. Suppose that f is continuous on [0, 2] and that f (o) = f (2). Prove that
there exists x, y ∈ [0, 2] such that |y − x| = 1 and f (x) = f (y). Hint:
Consider g(x) = f (x + 1) − f (x) on [0, 1].

68
5.3 Summary/Let Us Sum Up

In this unit we have discussed the sequential and -δ definitions of continuity
of functions and how it can be applied. We have also established the inter-
mediate value theorem which is one of the important property of continuous
functions.

5.4 Suggestions for Further Reading/ Reading

Assignment

Binmore, K. G. (1982). Mathematical Analysis, a straight forward approach

(2nd ed.). Cambridge: University Press

5.5 Unit Test

1. Define f : R → R by f (x) = x2 + 3x − 5. Use the -δ definition to

prove that f is continuous at 3.

2. Suppose that f : (a, b) → R is continuous and that f (r) = 0 for every

rationa number r ∈ (a, b). Prove that f (x) = 0 for all x ∈ (a, b).

3. Prove that x2x = 1 for some x ∈ (0, 1).

5.6 Answers to Unit Activities

5.1.1 5. Let x ∈ R.Take a sequence {xn } such that xn → x, xn is rational

for even n and xn is irrational for odd n. Then f (xn ) is 1 for even
n and f (xn ) is 0 for odd n, so {f (xn )} cannot converge.
an−1
5.2.1 3. Let f (x) = an xn + an−1 xn−1 + · · · + a1 x + a0 = xn {an + x
+
a1 a0
··· + xn−1
+ xn
}. Suppose an = 1. limn→+∞ f (xn ) = +∞ and

69
limn→−∞ f (xn ) = −∞. Hence we can find a and b such that
a(b) < 0 and f (a) > 0. Therefore, there exists η between a and b
such that f (η) = 0.

70
Unit 6

Elementary Point-Set Topology

Introduction

In this unit, we define some topological properties of the real numbers R and
its subsets. We discuss closed and open sets in Sections 5.1 and 5.2. Finally,
in Sections 5.3 and 5.4 we cover compact and connected sets and the closure
of sets.

Objectives / Learning outcomes

On successful completion of the Unit students should be able to:

• determine with justification whether or not given sets are open, closed,
connected and compact.

• apply the Heine-Borrel Theorem in problem solving.

• find closure of sets.

71
Key Terms

closed set, open set, limit point, -neighbourhood, compact set, connected
set. closure of a set, Heine-Borrel theorem

6.1 Closed sets

Definition 6.1.1. A point a ∈ R is called a for a subset A ⊂ R if there
exists a convergent sequence {an } ⊂ A, with a = lim an .
n→∞

Example 6.1.2. The point 0 is a limit point for the interval (0, 1] = {ε ∈ R : 0 < t ≤ 1}
1
because 0 = lim , but 0 6⊂ (0, 1].
n→∞ n

Definition 6.1.3. A subset A ∈ R is called if it contains all of its limit

points. In other words, A is closed if and only if lim an ∈ A for every
n→∞
convergent sequence {an } ⊂ A.

Example 6.1.4. The real numbers R and the empty set ∅ are closed sets.

Proof. The real numbers R are a closed set because any limit point of R is
a real number.
The empty set ∅ is a closed set because it has no elements. Suppose that ∅ is
not closed. Thus, there exists a convergent sequence {an } ⊂ ∅ with lim an 6∈
n→∞
∅. However, this will imply that an ∈ ∅ for any n ∈ N, hence ∅ have atleast
one element but by definition, it has no elements. A contradiction!.

There are some sets which are not closed.

Example 6.1.5. The interval (0, 1] is not closed.

Proof. This follows from Example 6.1.2.

Any closed interval is a closed set.

72
Example 6.1.6. The interval [0, 1] is closed.

Proof. Take a convergent sequence {an } ⊂ [0, 1]. Then 0 ≤ xn ≤ 1 for every
n ∈ N, and
0 ≤ lim ≤ 1
n→∞

Example 6.1.7. Let A ⊂ Z be a set of integers. Then, A is closed. In

particular Z and N are closed sets. Also, every subset of N is closed.

Proof. Take a convergent sequence {an } ⊂ A and let a be its limit. Then,
for 2ε > 0, there exist N such that |an − a| < 2ε for every n > N. Hence n > N
implies

|an − aN | = |(an − a) + (a − aN )|
≤ |an − a| + |a − aN |
ε ε
< + =ε
2 2
and therefore an = aN for any n > N . That is, {an }n > N is a constant
sequence of points of A, so a = aN ∈ A.

Example 6.1.8. The rational number Q are not a closed set. In fact, the
set of all limit points for Q is the set of real number R.

Proof. Take a real number r ∈ R. Then, whenever n ∈ N, there exist a

rational number qn such that r < qn < r + n1 . Now we have that 0 < qn − r <
1
n
, n ∈ N. Hence, {qn } ⊂ Q is a sequence convergent to r.

Closed sets have an interesting impact on supremums and infimums.

Proposition 6.1.1. Let A ⊂ R be a non-empty closed subset which is

bounded above. Then A has a maximal element. Similarly, every nonempty
closed subset which is bounded below has a minimal element.

73
6.1.1 Activity

1. Determine whether or not each of the following sets is closed.

(a) N
(b) Q
(c) {x : |x − 5| ≤ 12 }
(d) {x : x2 > 0}

2. Prove or give a counterexample: If a set A has a maximum and a

minimum, then A is a closed set.

6.2 Open sets

Definition 6.2.1. A subset B ⊂ R is called if its complement R \ B = {x ∈
R : x 6∈ B} is closed in R.

Example 6.2.2. The sets R and ∅ are both open because R = R \ ∅ and
∅ = R \ R.

Definition 6.2.3. The sets which are both open and closed are called .

Definition 6.2.4. A subset B ⊂ R is open if for every x ∈ B, there exists

δ > 0 such that (x − δ, x + δ) ⊂ B.

Example 6.2.5. Every open interval (a, b), a, b ∈ R and a < b is an open
set.

Proof. Take a point x ∈ (a, b). Then, b − x > 0 and x − a > 0, and so is the
number δ = min{b − x, x − a}. Take the point y ∈ {x − δ, x + δ}. Then

y − x < δ ≤ b − x ⇒ y < b, and

y − x > −δ > −(x − a) ⇒ y > a.

Thus, y ∈ (a, b) and therefore, (x − δ, x + δ) ⊂ (a, b).

74
 From this example, we see that (x − ε, x + ε) is an open set for every
ε > 0. It is usually called the ε-neighbourhood of x. In fact, any open set
B ⊂ R which contains a point x is called a of that point.
The open sets are the key elements to define convergent sequences.

Theorem 6.2.1. A sequence {xn } ⊂ R is convergent to point x ∈ R if and

only if for every neighbourhood B of x, there exists an N ∈ N such that
xn ∈ B for every n > N .

Proof. Suppose that xn is convergent to x, and B is a neighbourhood of

x. Since x ∈ B, there exists δ > 0 such that (x − δ, x + δ) ⊂ B. For this
particular ε = δ > 0, there exists an N ∈ N such that |xn − x| < δ for every
n > N . Note that |xn − x| < δ if and only if xn ∈ (x − δ, x + δ). Hence,
xn ∈ B for every n > N. The converse follows by the same pattern and the
fact that (x − ε, x + ε) is an open set for every ε > 0.

Example 6.2.6. The interval (0, 1] is neither open nor closed.

Proof. We saw already that (0, 1] is not closed.Since (0, 1) is open, we con-
sider the point 1. We observe that 1 < 1 + δ, δ > 0. Consider the middle
point x = 1 + 2δ . Then x ∈ (1, 1 + δ) ⊂ (1 − δ, 1 + δ). But x = 1 + 2δ > 1, so
x 6∈ (0, 1]. Since (1 − δ, 1 + δ) 6⊂ (0, 1], the interval (0, 1] is not open.

6.2.1 Activity

1. Determine whether or not each of the sets in Activity 6.1.1 (1) is open.

6.3 Compactness
Definition 6.3.1. A subset X ⊂ R is called sequentially , sometimes
marely compact, if every sequence in X has a sub-sequence that converges
to a limit that is also in X.

Example 6.3.2. The real number R are not a compact set.

75
Proof. Take, for instance, xn = n n ∈ N. Then {xn } is divergent to
+∞,and clearly any sub-sequence of {xn } will have the same properties. So,
R is not compact.

Example 6.3.3. The interval X = (0, ] is not a compact subset of R.

Proof. Take the sequence xn = n1 , n ∈ N. Then {xn } ⊂ X and is conver-

gent to 0, but 0 6∈ X. But by previous results, any sub-sequence of {xn } will
be also convergent to 0. Hence, X is not compact.

Theorem 6.3.1 (). A subset X ⊂ R is compact if and only if it is closed

and bounded.

Proof. Suppose that X is compact. We first show that it is closed. Take a

sequence {xn } ⊂ X which is convergent in R, say to a point x. We want to
show that x ∈ X. By definition, {xn } has a sub-sequence {xnk } which is
convergent in X. Hence lim {xnk } = x ∈ X. So, X must be closed.
k→∞
We now show that X is bounded. Suppose that X is not bounded. Then
for every n ∈ N there exists a point xn ∈ X such that |xn | > n. Thus,
{xn } ⊂ X is divergent to +∞. Any sub-sequence {xnk } of {xn } has the
same properties because |xnk | > nk , k ∈ N. However, this contradicts the
definition of compactness, so, X must be bounded.
Suppose, that X is closed and bounded, and take a sequence {xn } ⊂ X. Then
{xn } is bounded, and by Bolzano-weierstrass Theorem, it has a convergent
sub-sequence {xnk }. Since X is closed and {xnk } ⊂ X, we get lim xnk ∈ X.
k→∞
That is X is compact.

An immediate consequence of Theo is that, for instance, [0, 1] is com-

pact.The following property of compact subsets of R is important.

Corollary 6.3.4. Every non-empty compact subset of R has a minimal ele-

ment and a maximal one

Proof. By Theorem 6.3.1, every compact subset of R is both closed and

bounded. Hence, the Corollary follows by previous results.

76
6.3.1 Activity

1. Determine whether or not each of the following sets is compact.

(a) [1, 3)
(b) [1, 2) ∪ (3, 4]
(c) N
(d) x ∈ Q : 0 ≤ x ≤ 2

2. Prove using the definition of compactness that if S is a compact subset

of R and T is a closed subset of S, then S ∩ T is compact.

6.4 Closure and Connected Sets

Definition 6.4.1 (Closure). Let A ⊂ R be a set and let L be the set of all
limit points of A. The of A is defined to be Ā = A ∪ L.

Example 6.4.2. (a) Let A = n1 : n ∈ N . Then the closure of A is Ā =



A ∪ {0}.

(b) Q̄ = R

(c) Let A = (a, b). Then Ā = [a, b].

(d) Let A = [a, b]. Then Ā = [a, b] = A.

Definition 6.4.3 (Connected Sets). Two non-empty sets A, B ∈ R are sep-

arated if Ā ∩ B and A ∩ B̄ are both empty. A set E ⊂ R is if it cab be
written as E ∪ B, where A and B are non-empty separated sets. A set that
is not disconnected is called a .

Example 6.4.4. Let A = (1, 2) and B = (2, 5).Then Ā ∩ B = [1, 2] ∩

(2, 5) = ∅ and A ∩ B̄ = (1, 2] ∩ [2, 5] = ∅. This implies that A and B are
separated.Therefore, E = (1, 2) ∪ (2, 5) is disconnected.

77
Example 6.4.5. The set of rational numbers is disconnected. Let A =
√ √
Q ∩ (−∞, 2) and B = Q ∩ ( 5, ∞).
√ √
Ā ∩ B = (−∞, 2] ∩ ( 5, ∞) = ∅
√ √
A ∩ B̄ = (−∞, 2] ∩ ( 5, ∞) = ∅

This implies that A and B are separated. Therefore, Q = A ∪ B is discon-

nected.

6.4.1 Activity

1. Find the closure of each set in Activity 6.1.1 (1).

2. Find an example of a disconnected set whose closure is connected.

6.5 Summary/Let Us Sum Up

In this unit we have seen that real numbers and its subsets have interesting
topological properties. In particular, we discussed open, closed, compact and
connected sets.

6.6 Suggestions for Further Reading/ Reading

Assignment

Abbot, S. (2015). Understanding Analysis, Undergraduate Texts in Mathe-

matics (2nd ed.). New York: Springer-Verlag

6.7 Unit Test

1. Determine whether or not the set {x ∈ R : x 6= 0} is closed, open,
neither or both.

78
 2. Find the closure of each set in 1.

3. Determine whether or not the set Q ∩ [0, 1] is compact.

4. Prove using the Heine-Borel theorem that if S is a compact subset of

R and T is a closed subset of S, then S ∩ T is compact.

6.8 Answers to Unit Activities

6.1.11(d). Take a sequence xn = n1 . The limit of this sequence is 0 which is

not in the set. Therefore, the set is not closed.

6.2.11(d). The set is open because if you take the -neighbourhood of any
point c in the set, it will be contained in the set.

6.3.12(b). Let S be compact and let T be closed. Then S ∩ T is closed

by Heine-Borrel theorem. Because S is bounded, S ∩ T must be
bounded as well. Thus S ∩ T is closed and bounded, and hence
compact.

6.4.1 2. Consider A = Q ∩ (0, 5). Then A is disconnected, for we can write

√ √
A = (0, 2) ∪ ( 2 ∪ 5). But A = [0, 5], which is connected.

79
Unit 7

Differentiation

Introduction

The focus of this unit will be on the theoretical aspects of differentiation that
are often treated more superficially in the introductory course. We give the
definition in Section 6.1 and establish the basic properties of the derivative
in Section 6.2. Finally, we prove the mean value theorem and develop some
of its consequences in Section 6.3.

Objectives / Learning outcomes

On successful completion of the Unit students should be able to:

• use the definition of the derivative in problem solving

• demonstrate understanding of the properties of derivative

• apply Rolle’s theorem and mean value theorem in problem solving.

80
Key Terms

differentiable at a, product rule , quotient rule, chain rule, Rolle’s theorem.

mean value theorem

7.1 Derivatives
Definition 7.1.1. Let f be a function defined on an open interval containing
a point a. We say that f is at a, or that f has a derivative at a, if the limit

f (x) − f (x − a)
lim
x→a x−a
exists and is finite.

We will write
f (x) − f (a)
f 0 (a) = lim
x→a x−a
Whenever this limit exists and is finite. Equivalently, we may write

f (x + h) − f (a)
f 0 (a) = lim .
h→0 h
Example 7.1.2. Let n be a positive integer, and let f (x) = xn for all x ∈ R.
We show that f 0 (x) = nxn−1 for all x ∈ R.

Fix a in R and note that

f (x) − f (a) = xn − an = (x − a)(xn−1 + axn−2 + a2 xn−3 + · · · + an−2 x + an−1 )

So
f (x) − f (a)
= xn−1 + axn−2 + a2 xn−3 + · · · + an−2 x + an−1
x−a
For x 6= a. It follows that

f (x) − f (a)
f 0 (a) = lim
x→a x−a
n−1
= a + aan−2 + a2 an−3 + · · · + an−2 a + an−1
= nan−1

81
7.1.1 Activity
√
1. Let h(x) = x = x1/2 for x ≥ 0. Use the definition of derivative to
prove that h0 (x) = 12 x−1/2 for x > 0.

7.2

We prove that differentiability at a point implies continuity at the point.

Theorem 7.2.1. If f is differentiable at a point a, then f is continuous at

a.
f (x) − f (a)
Proof. Given f 0 (a) = lim , we need to prove that lim f (x) =
x→a x−a x→a
f (a).

We have
f (x) − f (a)
f (x) = (x − a) + f (a), x 6= a
x−a
f (x) − f (a)
Since lim (x − a) = 0 and lim exists and is finite, previous
x→a x→a x−a
result show
f (x) − f (a)
lim (x − a) · =0
x→a x−a
Therefore lim f (x) = f (a), as desired.
x→a

Example 7.2.1. Let f : R → R be defined by

(
1, x ≥ 1
f (x) =
−1 x < 1

Proof. Clearly f is not differentiable at the point 1 because it is not contin-

uous there.

Example 7.2.2. Let f : R → R be defined by

(
x, x ≥ 1
f (x) =
x2 x < 1

82
Proof. Then f is continuous at 1 but not differentiable (The graph has a
‘corner’).
f (1 + h) − f (1) (1 + h) − 1
lim+ = lim+ =1
h→0 h h→0 h
and
f (1 + h) − f (1) (1 + h)2 − 1
lim = lim− =2
h→0− h h→0 h
Thus the converse of Theorem 7.2.1 is false.

Theorem 7.2.2. Let f and g be functions that are differentiable at the point
a. Let c be any real number. Then

(i) (cf )0 (a) = c · f 0 (a)

(ii) (f + g)0 (a) = f 0 (a) + g 0 (a)

(iii) (f g)0 (a) = f (a)g 0 (a) + f 0 (a)g(a) (product rule)

83
 [g(a)f 0 (a) − f (a)g 0 (a)]
(iv) (f /g)0 (a) = (quotient rule)
g 2 (a)

Proof. (i)

(cf )(x) − (cf )(a)

(cf )0 (a) = lim
x→a x−a
f (x) − f (a)
= lim c · = c · f 0 (a)
x→a x−a

(ii)

(f + g)(x) − (f + g)(a)
(f + g)0 (a) = lim
x→a x−a
f (x) − f (a) g(x) − g(a)
= lim + lim
x→a x−a x→a x−a
0 0
= f (a) + g (a)

(iii)

(f g)(x) − (f g)(a)
(f g)0 (a) = lim
x→a x−a
f (x)g(x) − f (x)g(a) + g(a)f (x) − g(a)f (a)
= lim
x→a
 x−a 
g(x) − g(a) f (x) − f (a)
= lim f (x) + g(a)
x→a x−a x−a
g(x) − g(a) f (x) − f (a)
= lim f (x) + lim g(a)
x→a x−a x→a x−a
0 0
= f (a)g (a) + g(a)f (a)

(iv) Since g(a) 6= 0 and g is continuous at a, there exists an open interval I

containing a such that g(x) 6= 0 for x ∈ I. For x ∈ I we can write

f (x) f (a)
(f /g)(x) − (f /g)(a) = −
g(x) g(a)
g(a)f (x) − f (a)g(x)
=
g(x)g(a)
g(a)f (x) − g(a)f (a) + g(a)f (a) − f (a)g(x)
=
g(x)g(a)

84
 So
 
(f /g)(x) − (f /g)(a) f (x) − f (a) g(x) − g(a) 1
= g(a) − f (a)
x−a x−a x−a g(x)g(a)

For x ∈ I, x 6= a. Now
 
0 f (x) − f (a) g(x) − g(a) 1
(f /g) (a) = lim g(a) − f (a)
x→a x−a x−a g(x)g(a)
0 0
g(a)f (a) − f (a)g (a)
=
g 2 (a)

Example 7.2.3. Let m be a positive integer, and let h(x) = x−m for x 6= 0.
Then h(x) = f (x)/g(x) where f (x) = 1 and g(x) = xm for all x. By the
quotient rule,

g(a)f 0 (a) − f (a)g 0 (a)

h0 (a) =
g 2 (a)
am · 0 − 1 · mam−1
=
a2m
−m
= m+1 = −ma−m−1
a
Lemma 7.2.4. If f is defined on an open interval containing a, if g is defined
on an open interval containing f (a), and if f is continuous at a, then g ◦ f
is defined on an open interval containing a.

Proof. There exists positive number δ1 and  so that f is defined on the

interval (a − δ1 , a + δ1 ) and g is defined on (f (a) − , f (a) + ). Also there
exists δ2 > 0 so that |x − a| < δ2 → |f (x) − f (a)| < .

If |x − a| < min{δ1 , δ2 }, then x ∈ dom (f ) and |f (x) − f (a)| < , so f (x)

dom (g), i.e. x ∈ dom (g ◦ f ).

Theorem 7.2.3 (Chain Rule). If f is differentiable at a and g in differen-

tiable at f (a), then the composite function g ◦ f is differentiable at a and
(g ◦ f )0 (a) = g 0 (f (a)) · f 0 (a).

85
Proof. By lemma 7.2.4 , we know that g ◦ f is defined on some open interval
containing a.
g(y) − g(f (a))
Let h(y) = for y ∈ dom (f ) and y 6= f (a), and let
y − f (a)
h(f (a)) = g 0 (f (a)). Since lim h(y) = h(f (a)), the function h is contin-
y→f (a)
uous at f (a).

Note:

g(y) − g(f (a)) = h(y)[y − f (a)] for all y ∈ dom (g),

So

g ◦ f (x) − g ◦ f (a) = h(f (x))[f (x) − f (a)] for x ∈ dom (g ◦ f )

Hence
g ◦ f (x) − g ◦ f (a) f (x) − f (a)
= h(f (x)) (7.1)
x−a x−a
For x ∈ dom (g ◦ f ), x 6= a. Since lim f (x) = f (a) and the function h is
x→a
continuous at f (a), we have that

lim h(f (x)) = h(f (a)) = g 0 (f (a))

x→a

f (x) − f (a)
Of course, lim = f 0 (a), so taking the limit in equation (7.1) as
x→a x−a
x → a we obtain
(g ◦ f )0 (a) = g 0 (f (a)) · f 0 (a)

Example 7.2.5. Let h(x) = sin(x3 + 7x) for x ∈ R. Then

h0 (x) = (3x2 + 7) cos(x3 + 7x) for x ∈ R.

This technique is justified by the chain rule.

h=g◦f where f (x) = x3 + 7xand g(y) = sin y

Then f 0 (x) = 3x2 + 7 and g 0 (y) = cos y. So

h0 (x) = g 0 (f (x)) · f 0 (x) = [cos f (x)] · f 0 (x)

= [cos(x3 + 7x)] · (3x2 + 7)

86
7.2.1 Activity

 → R be defined by
1. Let f : R
2x if x ≥ 1,

f (x) =
x2 + 1 if x < 1.


Prove that f is differentiable at the point 1 and has derivative 2.

2. Let f (x) = x2 sin( x1 ) for x 6= 0 and f (0) = 0.

(a) Use the chain rule and product rule to show that f is differentiable
at each a 6= 0 and find f 0 (a). (You may assume that the derivative
for sin x is cos x for all x ∈ R.)
(b) Use the definition of derivative to show that f is differentiable at
x = 0 and find f 0 (0).
(c) Show that f 0 is not continuous at x = 0.

3. Let f (x) = x2 if x ≥ 0 and f (x) = 0 if x < 0.

(a) Show that f is differentiable at x = 0.

(b) Find f 0 (x) for all real x and sketch the graph of f 0 .
(c) Is f 0 continuous on R? Is f 0 differentiable on R?

4. Let f (x) = x2 if x is rational and f (x) = 0 if x is irrational.

(a) Prove that f is continuous at exactly one point, namely at x = 0.

(b) Prove that f is differentiable at exactly one point, namely at x =
0.

7.3 The Mean Value Theorem

Theorem 7.3.1. If f is defined on an open interval containing x0 , if f
assumes its maximum or minimum at x0 , and if f is differentiable at x0 ,
then f 0 (x0 ) = 0.

87
Proof. Suppose that f is defined on (a, b) where a < x0 < b. Since either
f and −f assumes its maximum at x0 , we may assume that f assumes its
maximum at x0 .

Assume first that f 0 (x0 ) > 0. Since f 0 (x0 ) > 0.

f (x) = f (x0 )
f 0 (x0 ) = lim
x→x0 x − x0
there exists δ > 0 such that a < x0 − δ < x0 + δ < b and
f (x) − f (x0 )
0 < |x − x0 | < δ → >0 (7.2)
x − x0
If we select x so that x0 < x < x0 + δ, then (7.2) shows that f (x) > f (x0 ),
contrary to the assumption that f assumes its maximum at x0 .

Similarly, if f 0 (x0 ) < 0, there exists δ > 0 such that

f (x) − f (x0 )
0 < |x − x0 | < δ → <0 (7.3)
x − x0
If we select x so that x0 < x < x0 , then (7.3) implies f (x) > f (x0 ), against
a contradiction. Thus we must have f 0 (x0 ) = 0.

Our next result is fairly obvious except for one subtle point: one must
know or believe that a continuous function on a closed interval assumes its
maximum and minimum.

Theorem 7.3.2. Let f be a continuous real-valued function on a closed inter-

val [a, b]. Then f is a bounded function. Moreover, f assumes its maximum
and minimum values on [a, b], that is, there exists x0 , y0 ∈ [a, b] such that
f (x0 ) ≤ f (x) ≤ f (y0 ) for all x ∈ [a, b].

Theorem 7.3.3 (). Let f be a continuous function on [a, b] that is differen-

tiable on (a, b) and satisfies f (a) = f (b). There exist [at least one] x in (a, b)
such that f 0 (x) = 0.

88
Proof. Since f is continuous on [a, b], by Theorem 7.3.2, there exist x0 , y0 ∈
[a, b] such that f (x0 ) ≤ f (x) ≤ f (y0 ) for all x ∈ [a, b]. If x0 and y0 are
both end points of [a, b], then f is a constant function [since f (a) = f (b)]
and f 0 (x) = 0 for all x ∈ (a, b). Otherwise, f assumes either a maximum
or a minimum at a point x in (a, b), in which case f 0 (x) = 0 by Theorem
7.3.1. The Mean Value Theorem tells us that a differentiable function on [a, b]

must some where have its derivative equal to the slope of the line connecting
f (b) − f (a)
(a, f (a)) to (b, f (b)), namely .
b−a
Theorem 7.3.4 (). Let f be a continuous function on [a, b] that is differen-
tiable on (a, b). Then there exists [at least one] x in (a, b) such that

f (b) − f (a)
f 0 (x) =
b−a

Proof. Let L be the function whose graph is the straight line connecting
(a, f (a)) to (b, f (b)), i.e, the dotted line in Figure above. Observe that
f (b) − f (a)
L(a) = f (a), L(b) = f (b) and L0 (x) = for all x. Let g(x) =
b−a
f (x) − L(x) for x ∈ [b − a].

Clearly g is continuous on [a, b] and differentiable on (a, b). Also g(a) =

0 = g(b), so g 0 (x) = 0 for some x ∈ (a, b) by Rolle’s Theorem. For this x, we
have
f (b) − f (a)
f 0 (x) = L0 (x) =
b−a

89
Note 3. Rolle’s Theorem is the special case of Mean Value Theorem where
f (a) = f (b).

Corollary 7.3.1. Let f be a differentiable function on (a, b) such that f 0 (x) =

0 for all x ∈ (a, b). Then f is a constant function on (a, b).

Proof. If f is not constant on (a, b), then there exist x1 , x2 such that a <
x1 < x2 < b and f (x1 ) 6= f (x2 ).
f (x2 ) − f (x1 )
By the Mean Value Theorem, for some x ∈ (x1 , x2 ) we have 6=
x2 − x1
0, a contradiction.

Corollary 7.3.2. Let f and g be differentiable functions on (a, b) such that

f 0 = g 0 on (a, b). Then there exists a constant c such that

f (x) = g(x) + c for all x ∈ (a, b)

Proof. First note that f 0 − g 0 = (f − g)0 = 0. By Corollary (7.3.2), f − g

is a constant function on (a, b). Thus f (x) − g(x) = c for all x ∈ (a, b) and
constant c.

Example 7.3.3. Suppose that f is twice differentiable on an open interval

I and that f 00 (x) = 0 for all x ∈ I. Show that f has the form f (x) = ax + b
for suitable constants a and b.

Proof. Applying corollary, f 0 , we find f 0 (x) = a for some constant a. If

g(x) = f (x) − ax, then g 0 (x) = 0 for x ∈ I, so by corollary there is a constant
b such that g(x) = b for x ∈ I.

A function f is said to be strictly increasing on an interval I if x1 < x2

in I implies that f (x1 ) < f (x2 ). [For strictly decreasing we have x1 < x2 in
I implies that f (x1 ) > f (x2 ).]

Theorem 7.3.5. Let f be differentiable on an interval I. Then

(a) if f 0 (x) > 0 for all x ∈ I, then f is strictly increasing on I, and

(b) if f 0 (x) < 0 for all x ∈ I, then f is strictly decreasing on I.

90
Proof. (a) Suppose that f 0 (x) > 0 for all x ∈ I, and let x1 , x2 ∈ I with
x1 < x2 . Since f is continuous on [x1 , x2 ] and differentiable on (x1 , x2 ),
the mean value theorem implies that there exists a point c ∈ (x1 , x2 ) such
that f (x2 )˘f (x1 ) = f 0 (c)(x2 ˘x1 ). Since f 0 (c) > 0 and x2 ˘x1 > 0, we must
have f (x2 ) > f (x1 ). Thus f is strictly increasing on I. The proof of (b) is
similar.

7.3.1 Activity

1. Use the mean value theorem to establish the following inequalities.

(You may assume any relevant derivative formulas from calculus.)

(a) ex > 1 + x for x > 0.

(b) sin x ≤ x for x ≥ 0.
(c) | cos x − cos y| ≤ |x − y| for x, y ∈ R.

2. Suppose that f is twice differentiable on an open interval I and that

f 00 (x) = 0 for all x ∈ I. Show that f has the form f (x) = ax + b for
suitable constants a and b.

3. Suppose that f and g are continuous on [a, b], and differentiable on (a, b)
and that g 0 (x) = 0 for any x ∈ (a, b). Prove that, for some η ∈ (a, b),

f 0 (η) f (b) − f (a)

= .
g 0 (η) g(b) − g(a)

This is the Cauchy mean value theorem. Hint: consider F = f + hg

where h is a constant.

7.4 Summary/Let Us Sum Up

In this unit we looked at how we can use the definition of derivative in solving
problems. We established the properties of the derivative. In addition, we
established the mean value theorem and derived several of its corollaries.

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 7.5 Suggestions for Further Reading/ Reading
Assignment

K. G. Binmore (1982), Mathematical Analysis, a straight forward approach

(2nd Edition), Cambridge, University Press
Trench, W.F. (2013). Introduction to Real Analysis. (Free Hyperlinked
Edition 2.04.) Texas: Trinity University, San Antonio.

7.6 Unit Test

1
1. Let g(x) = x 3 for x ∈ R. Use the definition of derivative to prove that
2
g 0 (x) = 13 x− 3 for x 6= 0.

2. Let f and g be differential functions on an open interval I. Suppose

that a, b in I satisfy a < b and f (a) = f (b) = 0. Show that f 0 (x) +
f (x)g 0 (x) = 0 for x ∈ (a, b). Hint: Consider h(x) = f (x)eg(x) .

7.7 Answers to Unit Activities

1 1 1 1 1 1
7.1.1 1. f (x) − f (a) = x 2 − a 2 and x − a = (x 2 − a 2 )(x 2 + a 2 ). Thus
1 1
f (x) − f (a) x2 − a2
= 1 1 1 1
x−a (x 2 − a 2 )(x 2 + a 2 )
1 1
= (x 2 + a 2 )−1 , for x 6= a.
1 1 1 1
f 0 (a) = limx→a (x 2 + a 2 )−1 = (2a 2 )−1 = 12 a− 2 for a 6= 0.

7.2.1 2(a). f 0 (x) = 2x sin( x1 ) + x2 cos( x1 ) · (− x12 ) = 2x sin( x1 ) − cos( x1 )

f 0 (a) = 2a sin( a1 ) − cos( a1 )
4. We see that f (0) = 0 and limx→0 f (x) = 0. Therefore, f is con-
tinuous at 0.

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7.3.1 1(c). Let f (x) = sin x. We obtain f (x) − f (0) = f 0 (c)(x − 0) for c ∈
(0, x). Thus we have sin x − 0 = x cos c and sin(x) = x cos c ≤ x
since 0 ≤ cos c ≤ 1. It follows that sin x ≤ x.
3. h(a) = f (a)eg(a) and h(b) = f (b)eg(b) . Thus h(a) = h(b) = 0.
By Rolle’s theorem, there exists x ∈ (a, b) such that h0 (x) = 0. So
h0 (x) = f 0 (x)eg(x) +f (x)eg(x) g 0 (x) = 0, that is h0 (x) = eg(x) (f 0 (x)+
f (x)g 0 (x)) = 0. But eg(x) cannot be zero and so the result follows.

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 Assessment

Continuous Assessment and Final Examination shall contribute 40% and

60% respectively to the final grade.

94
 Module Test

1. Use mathematical induction to prove that

1 2 n 1
+ + ··· + =1− , for all n ∈ N.
2! 3! (n + 1)! (n + 1)!
2. For each of the following sets give its supremum and its maximum, if
they exist. Otherwise, write none.

(a) {r ∈ Q : r2 ≤ 5}
(b) ∪∞ 1 1
n=1 [ n , 2 − n ]

3. Use the definition of convergence of sequences to prove that

n
lim 2 = 0.
n→∞ n + 1

1
4. Given the sequence a1 = 2 and an+1 = 3−an
.

(a) Prove that the sequence is decreasing.

(b) Prove that the sequence is bounded below by 0.
(c) Hence, find the limit.

5. Determine whether or not the following series converge. Justify your

answer.
P√ √
(a) [ n + 1 − n]
P n2
(b) 3n
√
6. Use the -δ definition to prove that the function x is continuous on
its domain [0, ∞).

7. Let f and g be continuous on [a, b] such that f (a) ≥ g(a) and f (b) ≤
g(b). Prove that f (x0 ) = g(x0 ) for at least one x0 ∈ [a, b].

8. Determine whether or not the set N is compact.

9. Let f be defined on R and suppose that |f (x) − f (y)| ≤ (x − y)2 for

all , x, y ∈ R. Prove that f is a constant function.

95
References

Abbot, S. (2015). Understanding Analysis, Undergraduate Texts in

Mathematics (2nd ed.). New York: Springer-Verlag
Bartle, R.G., Sherbert, D.R. (2011). Introduction to Real Analysis (4th
ed.). New York: Wiley Binmore, K. G. (1982). Mathematical Analysis,
a straight forward approach (2nd ed.). Cambridge: University Press
Bromwich, T.J. (2008). An Introduction to the Theory of infinite series
(3rd ed.). New York: Merchant Books
Lay, S. R. (2014). Analysis with an introduction to proof (5th ed.).
Edinburgh Gate: Pearson
Kumar, A., Kumaresan, S. (2014). Basic Course in Analysis. Boca
Raton : CRC Press
Ross, K.A., (2013). Elementary Analysis: The theory of calculus. (2nd
ed.). New York: Springer
Snow, J.W. (2015). Introduction to Real Analysis. Washington D.C.:
Create Space Publishing Platform
Trench, W.F. (2013). Introduction to Real Analysis. (Free Hyperlinked
Edition 2.04.) Texas: Trinity University, San Antonio.

96
Index

Absolute and Conditional Heine-Borel Theorem, 76

Convergence, 54
infimum, 9
Alternating Series Test, 53
integers, 4
Archimedean property, 13
Intermediate Value Theorem, 65
Bolzano-Weierstrass theorem, 37 interval, 6
bounded above, 8
bounded below, 8 Limit of a sequence, 20
limit point, 72
Cauchy, 33
Cauchy condition, 46 maximum, 10
Clopen, 74 Mean Value Theorem, 89
closed, 72 minimum, 10
closure, 77 Monotone sequence, 28
compact, 75
natural numbers, 2
Comparison Test, 48
neighbourhood, 75
connected set, 77
continuous, 60, 62 open, 74

Density of the Rational Numbers, partial sum of the series, 44

15 Principle of mathematical
differentiable, 81 induction, 2
disconnected, 77 Properties of Continuous
Functions, 64
fixed point, 66
Properties of Limits, 24
geometric series, 47 Properties of the derivatives, 82

97
Ratio test, 49 subsequence, 35
rational number, 4 supremum, 9
rearrangement, 55
Rolle’s Theorem, 88 The absolute value, 6
Root test, 50 The Integral Test, 52

sequence, 20 Uniqueness, 22

98