MT2025 Analysis I lecture notes


Remaining TODOs: 1


1. The real numbers

1.1. Field axioms

Definition 1.1.1

A field (๐น,+,ร—) is a set ๐น with two binary operations โ€œsumโ€ +:๐น2โ†’๐น and โ€œproductโ€ ร—:๐น2โ†’๐น, such that the 10 field axioms A1-A4, M1-M4, D, Z are satisified.

A1-A4 govern addition:

A1
โˆ€๐‘Ž,๐‘โˆˆ๐น, ๐‘Ž+๐‘=๐‘+๐‘Ž (commutativity)
A2
โˆ€๐‘Ž,๐‘,๐‘โˆˆ๐น, (๐‘Ž+๐‘)+๐‘=๐‘Ž+(๐‘+๐‘) (associativity)
A3
โˆƒ0โˆˆ๐น s.t. ๐‘Ž+0=๐‘Ž โˆ€๐‘Žโˆˆ๐น (additive identity)
A4
โˆ€๐‘Žโˆˆ๐น,โˆƒ โˆ’๐‘Žโˆˆ๐น s.t. ๐‘Ž+(โˆ’๐‘Ž)=0 (additive inverse)

M1-M4 deal with multiplication:

M1

โˆ€๐‘Ž,๐‘โˆˆ๐น, ๐‘Žร—๐‘=๐‘ร—๐‘Ž (commutativity)

M2

โˆ€๐‘Ž,๐‘,๐‘โˆˆ๐น, (๐‘Žร—๐‘)ร—๐‘=๐‘Žร—(๐‘ร—๐‘) (associativity)

M3

โˆƒ1โˆˆ๐น s.t. โˆ€๐‘ฅโˆˆ๐น, ๐‘ฅร—1=๐‘ฅ (multiplicative identity)

M4

โˆ€๐‘ฅโˆˆ๐น\{0},โˆƒ ๐‘ฅโˆ’1โˆˆ๐น s.t. ๐‘ฅร—๐‘ฅโˆ’1=1. (multiplicative inverse)

D

โˆ€๐‘Ž,๐‘,๐‘โˆˆ๐น,๐‘Žร—(๐‘+๐‘)=(๐‘Žร—๐‘)+(๐‘Žร—๐‘) (distributivity)

Z

0โ‰ 1

Remark 1.1.2

Without axiom Z, {0} would be a field, which is undesirable.

Proposition 1.1.3

If ๐‘Ž+๐‘ฅ=๐‘Ž โˆ€๐‘Žโˆˆโ„, then ๐‘ฅ=0, i.e. 0 is the unique additive identity.

Proof. As ๐‘Ž+๐‘ฅ=๐‘Ž, then

(โˆ’๐‘Ž)+๐‘Ž+๐‘ฅ=(โˆ’๐‘Ž)+๐‘Ž=0(by A1 and A4)

By A2,

LHS=((โˆ’๐‘Ž)+๐‘Ž+๐‘ฅ)=0+๐‘ฅ(by A1 and A4)=๐‘ฅ(by A1 and A3).

Hence ๐‘ฅ=0.โ โ–ก

Remark 1.1.4

Associativity means that unbracketed finite sums and products are unambiguous.

This isnโ€™t true for infinite sums and products in general.

Proposition 1.1.5

๐‘Žร—0=0 for all ๐‘Žโˆˆโ„.

Proof.

๐‘Žร—0=๐‘Žร—(0+0)=(๐‘Žร—0)+(๐‘Žร—0)

so ๐‘Žร—0=0 by additive inverse.

โ โ–ก

Proposition 1.1.6

If ๐‘Ž,๐‘โ‰ 0 then ๐‘Žร—๐‘โ‰ 0.

Proof. By contraposition.

Suppose ๐‘Žร—๐‘=0 and ๐‘Žโ‰ 0.

Then

๐‘Žโˆ’1ร—(๐‘Žร—๐‘)=๐‘Žโˆ’1ร—0=0.

By M2, M1, M4, LHS =1ร—๐‘=0, so by M3, ๐‘=0.โ โ–ก

Remark 1.1.7

We write ๐‘Ž๐‘ to mean ๐‘Žร—๐‘.

Remark 1.1.8

We write ๐‘Žโˆ’๐‘ to mean ๐‘Ž+(โˆ’๐‘), and ๐‘Ž/๐‘=๐‘Ž๐‘โˆ’1.

Remark 1.1.9

For ๐‘Žโˆˆ๐‘… and positive integer ๐‘˜, we define ๐‘Ž1=๐‘Ž, and ๐‘Ž๐‘˜+1=๐‘Ž๐‘˜๐‘Ž.

Remark 1.1.10

For ๐‘Žโ‰ 0, we define ๐‘Ž0=1.

Remark 1.1.11

For ๐‘™>0 and ๐‘Žโ‰ 0, we define ๐‘Žโˆ’๐‘™=(๐‘Ž๐‘™)โˆ’1.

1.2. Order axioms

Definition 1.2.1

The order axioms say that there is a subset โ„™โІโ„ such that:

P1
If ๐‘Žโˆˆโ„™,๐‘โˆˆโ„™ then ๐‘Ž+๐‘โˆˆโ„™
P2
If ๐‘Žโˆˆโ„™,๐‘โˆˆโ„™ then ๐‘Ž๐‘โˆˆโ„™
P3
For all ๐‘Žโˆˆโ„, precisely one of ๐‘Žโˆˆโ„™,๐‘Ž=0,โˆ’๐‘Žโˆˆโ„™ holds (trichotomy)

We say โ€œ๐‘Ž is positiveโ€ when ๐‘Žโˆˆโ„™.

As an interval, โ„™=(0,โˆž).

Definition 1.2.2

For ๐‘Ž,๐‘โˆˆโ„, we write ๐‘Žโ‰ค๐‘โ‡”๐‘โˆ’๐‘Žโˆˆโ„™โˆช{0} and ๐‘Ž<๐‘โ‡”๐‘โˆ’๐‘Žโˆˆโ„™.

Proposition 1.2.3

โ‰ค is a total order on โ„.

Proof.

โ‰ค is reflexive: ๐‘Žโˆ’๐‘Ž=0โˆˆโ„™โˆช{0}, so ๐‘Žโ‰ค๐‘Ž for all ๐‘Žโˆˆโ„.

โ‰ค is antisymmetric: suppose ๐‘Žโ‰ค๐‘ and ๐‘โ‰ค๐‘Ž. Then ๐‘โˆ’๐‘Žโˆˆโ„™โˆช{0} and โˆ’(๐‘โˆ’๐‘Ž)=๐‘Žโˆ’๐‘โˆˆโ„™โˆช{0}. These contradict P3 unless ๐‘โˆ’๐‘Ž=0โŸน๐‘Ž=๐‘.

โ‰ค is transitive: suppose ๐‘Žโ‰ค๐‘ and ๐‘โ‰ค๐‘. Then ๐‘โˆ’๐‘Ž,๐‘โˆ’๐‘โˆˆโ„™โˆช{0}. If a pair of ๐‘Ž,๐‘,๐‘ are equal, clearly ๐‘Žโ‰ค๐‘. Otherwise, ๐‘โˆ’๐‘Ž,๐‘โˆ’๐‘โˆˆโ„™ so by P1, ๐‘โˆ’๐‘Ž=(๐‘โˆ’๐‘)+(๐‘โˆ’๐‘Ž)โˆˆโ„™ so ๐‘Žโ‰ค๐‘.

Every pair ๐‘Ž,๐‘โˆˆโ„ is comparable:

  • If ๐‘Ž=๐‘, done
  • If ๐‘Ž<๐‘, done
  • By trichotomy, the only other option is ๐‘Žโˆ’๐‘=โˆ’(๐‘โˆ’๐‘Ž)โˆˆโ„™, so ๐‘<๐‘Ž (so ๐‘โ‰ค๐‘Ž).โ โ–ก

Proposition 1.2.4

Let ๐‘Ž,๐‘,๐‘โˆˆโ„.

  1. If ๐‘Žโ‰ค๐‘ then ๐‘Ž+๐‘โ‰ค๐‘+๐‘
  2. If ๐‘Žโ‰ค๐‘ and ๐‘โ‰ฅ0 then ๐‘Ž๐‘โ‰ค๐‘๐‘

(i). (๐‘+๐‘)โˆ’(๐‘Ž+๐‘)=๐‘โˆ’๐‘Žโˆˆโ„™โˆช{0} by assumption.โ โ–ก

(ii).

๐‘๐‘โˆ’๐‘๐‘Ž=๐‘(๐‘โˆ’๐‘Ž).

If ๐‘=0 or ๐‘=๐‘Ž, then ๐‘(๐‘โˆ’๐‘Ž)โˆˆโ„™โˆช{0}.

If ๐‘>0 and ๐‘>๐‘Ž, then ๐‘(๐‘โˆ’๐‘Ž)โˆˆโ„™ by P2.โ โ–ก

Proposition 1.2.5

โ„‚ is not an ordered field, i.e. there is no โ„™โІโ„‚ satisfying axioms P1-3.

Proof. Suppose for the sake of contradiction that there is such a โ„™.

By P3, one of ๐‘–โˆˆโ„™,๐‘–=0,โˆ’๐‘–โˆˆโ„™.

If ๐‘–=0, then 1=๐‘–4=04=0, contradicting axiom Z.

If ๐‘–โˆˆโ„™, then by P2, โˆ’๐‘–=๐‘–3โˆˆโ„™. This contradicts P3.

If โˆ’๐‘–โˆˆโ„™, we get the same contradiction.

Therefore โ„‚ is not an ordered field.โ โ–ก

Definition 1.2.6

We define the maximum function to be

max:โ„2โ†’โ„;max(๐‘Ž,๐‘)={๐‘if๐‘โ‰ค๐‘Ž๐‘Žif๐‘Ž<๐‘.

This is well-defined by the trichotomy axiom P3.

We define the minimum similarly:

min:โ„2โ†’โ„={๐‘Žif๐‘Žโ‰ค๐‘๐‘if๐‘<๐‘Ž.

We define the modulus function to be

|โ‹…|:โ„โ†’โ„;|๐‘ฅ|={๐‘ฅif๐‘ฅโ‰ฅ0โˆ’๐‘ฅif๐‘ฅ<0.

Lemma 1.2.7

The function ๐‘ฅโ†ฆ๐‘ฅ2 is increasing on [0,โˆž).

Proof. For ๐‘ฅ,๐‘ฆโˆˆ[0,โˆž) s.t. ๐‘ฅโ‰ค๐‘ฆ, ๐‘ฆ2โˆ’๐‘ฅ2=(๐‘ฆโˆ’๐‘ฅ)(๐‘ฆ+๐‘ฅ)โˆˆ[0,โˆž] by P2. This satisfies the definition of ๐‘ฅ2โ‰ค๐‘ฆ2, so ๐‘ฅโ†ฆ๐‘ฅ2 is increasing on this interval.โ โ–ก

Proposition 1.2.8 (triangle inequality)

Given ๐‘Ž,๐‘โˆˆโ„, |๐‘Ž+๐‘|โ‰ค|๐‘Ž|+|๐‘|.

Proof.

(|๐‘Ž+๐‘|)2=(๐‘Ž+๐‘)2=๐‘Ž2+2๐‘Ž๐‘+๐‘2=|๐‘Ž|2+2๐‘Ž๐‘+|๐‘|2โ‰ค|๐‘Ž|2+2|๐‘Ž||๐‘|+|๐‘|2=(|๐‘Ž|+|๐‘|)2.

By Lemma 1.2.7, |๐‘Ž+๐‘|โ‰ค|๐‘Ž|+|๐‘|.

โ โ–ก

Theorem 1.2.9 (Bernoulli's inequality)

Let ๐‘›โˆˆโ„• and ๐‘ฅ>โˆ’1, then (1+๐‘ฅ)๐‘›โ‰ฅ1+๐‘›๐‘ฅ.

Proof. By induction.

When ๐‘›=0, LHS =1= RHS.

Suppose true for ๐‘›. Then

(1+๐‘ฅ)๐‘›+1=(1+๐‘ฅ)(1+๐‘ฅ)๐‘›โ‰ฅ(1+๐‘ฅ)(1+๐‘›๐‘ฅ)by ih=1+(๐‘›+1)๐‘ฅ+๐‘›๐‘ฅ2โ‰ฅ1+(๐‘›+1)๐‘ฅ.

Hence true by induction.

โ โ–ก

1.3. The completeness axiom

Remark 1.3.1

Many fields also satisfy the order axioms (e.g. โ„š,โ„). One way that โ„š is different from โ„ is that the rationals have some โ€œgapsโ€, e.g. โˆ„๐‘žโˆˆโ„š s.t. ๐‘ž2=2.

Definition 1.3.2

Let ๐‘†โІโ„.

๐›ผโ‰”max๐‘† is the maximum of ๐‘† if ๐›ผโˆˆ๐‘† and ๐›ผโ‰ฅ๐‘  โˆ€๐‘ โˆˆ๐‘†. The minimum is similarly defined.

๐‘ข is an upper bound for ๐‘† if ๐‘ขโ‰ฅ๐‘  โˆ€๐‘ โˆˆ๐‘†; a lower bound is defined similarly.

๐‘† is bounded if ๐‘† has a lower and an upper bound.

Definition 1.3.3

The supremum of a set ๐‘†, sup๐‘†, is the least upper bound of ๐‘†.

Proposition 1.3.4

For ๐‘†โІโ„:

  1. If max๐‘† exists, it is unique.
  2. If sup๐‘† (โ€œleast upper boundโ€) exists, it is unique.
  3. If max๐‘† exists, max๐‘†=sup๐‘†.

Proof.

  1. Suppose ๐‘Ž,๐‘ are maxima of ๐‘†. Then ๐‘Žโ‰ฅ๐‘ as ๐‘Ž is a max and ๐‘โˆˆ๐‘†. Also ๐‘โ‰ฅ๐‘Ž by the same argument. Hence ๐‘Ž=๐‘.
  2. A least upper bound is an upper bound which is less than or equal to any upper bound. For ๐‘Ž,๐‘ two least upper bounds, ๐‘Žโ‰ค๐‘ and ๐‘โ‰ค๐‘Ž so ๐‘Ž=๐‘.
  3. max๐‘†โ‰คsup๐‘† because max๐‘†โˆˆ๐‘†. But max๐‘† is an upper bound itself, so sup๐‘†โ‰คmax๐‘†. Therefore max๐‘†=sup๐‘†.

โ โ–ก

Definition 1.3.5

The completeness axiom is:

C
Every nonempty bounded above ๐‘†โІโ„ has a supremum.

Remark 1.3.6

To verify that ๐›ผ is the supremum of a set ๐‘† involved showing that:

Alternatively, the second step can be replaced with showing that

โˆ€๐œ€>0, โˆƒ๐‘ โˆˆ๐‘†s.t.๐›ผโˆ’๐œ€โ‰ค๐‘ โ‰ค๐›ผ.

Proposition 1.3.7 (Approximation Property)

For nonempty ๐‘† that is bounded above, and ๐œ€>0, there is some ๐‘ โˆˆ๐‘† such that

sup๐‘†โˆ’๐œ€<๐‘ โ‰คsup๐‘†.

Proof. If there were no such ๐‘ โˆˆ๐‘†, then sup๐‘†โˆ’๐œ€ would be an upper bound of ๐‘† less than the least upper bound, which is a contradiction.โ โ–ก

Remark 1.3.8

There are many equivalent statements of the completeness axioms.

Definition 1.3.9

The infimum of a set ๐‘† is the greatest lower bound of ๐‘†. We donโ€™t need any additional axioms to show the existance of an infimum equivalent to the supremum, because for ๐‘†โ‰ โˆ… we can define

inf๐‘†โ‰”โˆ’sup{โˆ’๐‘ |๐‘ โˆˆ๐‘†}.

Remark 1.3.10

The reals are essentially unique in satisfying the field, order and completeness axioms.

Theorem 1.3.11

There is a unique ๐›ผ>0 s.t. ๐›ผ2=2.

Proof. Let ๐‘†={๐‘ฅโˆˆโ„|๐‘ฅ2โ‰ค2}.

Note that 1โˆˆ๐‘† and that 2 bounds ๐‘† from above. We set ๐›ผ=sup๐‘†, which exists by the completeness axiom.

By trichotomy, ๐›ผ2=2 or ๐›ผ2>2 or ๐›ผ2<2.

Suppose for the sake of contradiction that ๐›ผ2>2. Pick 0<โ„Ž<๐›ผ2โˆ’22๐›ผ, then (๐›ผโˆ’โ„Ž)2>2. Then no element of ๐‘† lies in (๐›ผโˆ’โ„Ž,๐›ผ). This contradicts the approximation property.

Suppose for the sake of contradiction that ๐›ผ2<2. Pick โ„Ž<1 (so that โ„Ž2<โ„Ž), then

0<โ„Ž<min{1,2โˆ’๐›ผ22๐›ผ+1},

giving (๐›ผ+โ„Ž)2<2. Therefore ๐›ผ+โ„Žโˆˆ๐‘†, but ๐›ผ+โ„Ž>๐›ผ=sup๐‘†, contradiction.

By trichotomy, ๐›ผ2=2.

To show uniqueness, suppose that ๐›ฝ>0 and ๐›ฝ2=2. Then ๐›ผ2=๐›ฝ2=2 and

0=๐›ผ2โˆ’๐›ฝ2=(๐›ผโˆ’๐›ฝ)(๐›ผ+๐›ฝ).

Since ๐›ผ+๐›ฝ>0, it must be that ๐›ผโˆ’๐›ฝ=0 so ๐›ผ=๐›ฝ.โ โ–ก

Remark 1.3.12

We can generalise these arguments to show the uniqueness of ๐‘›th roots for positive reals.

Proposition 1.3.13 (Archimedian Property of โ„•)

โ„• is not bounded within โ„; that is, given any ๐‘ฅโˆˆโ„, there is ๐‘›โˆˆโ„• such that ๐‘ฅ<๐‘›.

Proof. Suppose for the sake of contradiction that such an upper bound exists. As โ„•โ‰ โˆ…, we can choose ๐›ผ=supโ„•. By the approximation property with ๐œ€=1, there exists ๐‘›โˆˆโ„• such that ๐›ผโˆ’1<๐‘›โ‰ค๐›ผ. But ๐‘›+1โˆˆโ„• and ๐‘›+1>๐›ผ=supโ„•. Contradiction.โ โ–ก

2. Countability

Definition 2.1

We say that a set ๐’ฎ๏ธ€ is countably infinite or denumerable if there is a bijection between ๐’ฎ๏ธ€ and โ„•.

A set is countable if it is finite or countably infinite, i.e. it has an injection into โ„•.

Example 2.2

โ„š is countable.

(by Cantor). We put โ„š+ in a grid indexed by numerator and denominator. We can count by the elements of โ„šโˆ— by zigzagging diagonally, omitting repetitions.

Thereโ€™s then a natural bijection to โ„š.โ โ–ก

Corollary 2.2.1

If ๐ด and ๐ต are countable then so is ๐ดร—๐ต.

Proof. We use the same diagonal counting as for โ„š.โ โ–ก

Corollary 2.2.2

If {๐ด๐‘–} is a family of countable sets for ๐‘–โˆˆโ„•, โ‹ƒ๐‘–โˆˆโ„•๐ด๐‘– is also countable.

Remark 2.3

The computable numbers (those that can be calculated in principle to any required accuracy by a finite program) are countable.

You can show this by enumerating all finite programs written in a finite alphabet, which are countable by Cantorโ€™s diagonal counting.

Theorem 2.4

โ„ is uncountable.

Proof. We show that [0,1] is uncountable.

Suppose for the sake of contradiction that we can list the elements of [0,1] by their decimal expansions, such that ๐‘Ÿ0=0.๐‘Ž01๐‘Ž02๐‘Ž03โ€ฆ, ๐‘Ÿ1=0.๐‘Ž11๐‘Ž12๐‘Ž13โ€ฆ etc.

Then we can construct a new number ๐‘ฅโˆˆ[0,1] different from each ๐‘Ÿ๐‘–, by making sure the ๐‘–th digit place of ๐‘ฅ is different from the ๐‘–th digit of ๐‘Ÿ๐‘–โˆ’1, for instance by choosing ๐‘ฅ๐‘–=7 if ๐‘Ž(๐‘–โˆ’1)๐‘–โ‰ 7, and 6 otherwise.

By construction, ๐‘ฅโ‰ ๐‘Ÿ๐‘– for all ๐‘–โˆˆโ„•, so the enumeration was not exhaustive. Contradiction.โ โ–ก

Remark 2.5

Since โ„ is uncountable, we necessarily need infinite processes to describe all the real numbers.

Theorem 2.6 (Cantor's Theorem)

For any set ๐’ฎ๏ธ€, |๐’ฎ๏ธ€|<|๐’ซ๏ธ€(๐’ฎ๏ธ€)|. That is, there is an injection from ๐’ฎ๏ธ€ into ๐’ซ๏ธ€(๐’ฎ๏ธ€), but not a bijection.

Theorem 2.7

|โ„|=|๐’ซ๏ธ€(โ„•)|.

Definition 2.8

The Continuum Hypothesis asks whether there is an infinite cardinal strictly between |โ„•|โ‰•โ„ต0 and |โ„|โ‰•๐” =2โ„ต0.

Remark 2.9

Unfortunately, the Continuum Hypothesis is independent of standard set theory axioms.

3. Sequences & convergence

3.1. Real converges

Definition 3.1.1

A real sequence is a map ๐‘ฅ:โ„•โ†’โ„.

We can list the sequence in order

(๐‘ฅ1,๐‘ฅ2,๐‘ฅ3,โ€ฆ)

Definition 3.1.2

A real sequence ๐‘ฅ(๐‘›) tends to to ๐ฟโˆˆโ„ (also written as ๐‘ฅ๐‘›โ†’๐ฟ or lim๐‘ฅ๐‘›=๐ฟ) when

โˆ€๐œ€>0 โˆƒ๐‘โˆˆโ„• โˆ€๐‘›โ‰ฅ๐‘ |๐‘ฅ๐‘›โˆ’๐ฟ|<๐œ€.

We say that ๐‘ฅ(๐‘›) converges if โˆƒ๐ฟโˆˆโ„ s.t. ๐‘ฅ๐‘›โ†’๐ฟ, or fully

โˆƒ๐ฟโˆˆโ„ โˆ€๐œ€>0 โˆƒ๐‘โˆˆโ„• โˆ€๐‘›โ‰ฅโ„• |๐‘ฅ๐‘›โˆ’๐ฟ|<๐œ€.

We say that ๐‘ฅ๐‘› diverges if it doesnโ€™t converge, that is

โˆ€๐ฟโˆˆโ„ โˆƒ๐œ€>0 โˆ€๐‘โˆˆโ„• โˆƒ๐‘›โ‰ฅโ„• |๐‘ฅ๐‘›โˆ’>|โ‰ฅ๐œ€.

Definition 3.1.3

The ๐‘˜th tail of the sequence (๐‘ฅ๐‘›) is (๐‘ฅ๐‘›+๐‘˜).

Definition 3.1.4

We call (๐ฟโˆ’๐œ€,๐ฟ+๐œ€) a (basic) neighbourhood of ๐ฟ.

Remark 3.1.5

๐‘ฅ๐‘›โ†’๐ฟ is equivalent to every neighbourhood of ๐ฟ containing a tail of ๐‘ฅ๐‘›.

Remark 3.1.6

The space of real sequences is a real vector space, and in fact is an algebra. That is, given real sequences ๐‘ฅ๐‘›,๐‘ฆ๐‘› and ๐›ผโˆˆโ„, the following are naturally defined termwise:

  1. (๐‘ฅ๐‘›+๐‘ฆ๐‘›)
  2. (๐›ผ๐‘ฅ๐‘›)
  3. (๐‘ฅ๐‘›๐‘ฆ๐‘›)

Proposition 3.1.7

If a real sequence converged, its limit is unique.

Proof. Suppose for the sake of contradiction that ๐‘ฅ๐‘›โ†’๐ฟ1 and ๐‘ฅ๐‘›โ†’๐ฟ2, for ๐ฟ1โ‰ ๐ฟ2.

Let ๐œ€โ‰”12|๐ฟ1โˆ’๐ฟ2|>0.

Since ๐‘ฅ๐‘›โ†’๐ฟ1, there is a tail of (๐‘ฅ๐‘›) in (๐ฟ1โˆ’๐œ€,๐ฟ1+๐œ€). Say that this is the ๐‘1th tail.

Similarly, there is an ๐‘2 such that the ๐‘2th tail of (๐‘ฅ๐‘›) is in (๐ฟ2โˆ’๐œ€,๐ฟ2+๐œ€).

W.L.O.G. say that ๐ฟ1<๐ฟ2. Then ๐ฟ1+๐œ€=๐ฟ1+๐ฟ22 and ๐ฟ2โˆ’๐œ€=๐ฟ1+๐ฟ22.

For ๐‘›โ‰ฅmax(๐‘1,๐‘2), we have ๐‘ฅ๐‘›<๐ฟ1+๐ฟ22<๐‘ฅ๐‘›. Contradiction.โ โ–ก

Proposition 3.1.8

Convergent sequences are bounded.

Proof. Set ๐œ€=1. As ๐‘ฅ๐‘›โ†’๐ฟ, there exists ๐‘โˆˆโ„• such that, for all ๐‘›โ‰ฅ๐‘, |๐‘ฅ๐‘›โˆ’๐ฟ|<1.

For ๐‘›โ‰ฅ๐‘, |๐‘ฅ๐‘›|<|๐ฟ|+1 by the triangle inequality.

So for all ๐‘›, we have |๐‘ฅ๐‘›|โ‰คmax{|๐ฟ|+1,|๐‘ฅ1|,|๐‘ฅ2|,โ€ฆ,|๐‘ฅ๐‘โˆ’1|}.

Hence (๐‘ฅ๐‘›) is bounded.โ โ–ก

Proposition 3.1.9

Let ๐‘˜โˆˆโ„• and ๐‘Ž>1, then

๐‘›๐‘˜๐‘Ž๐‘›โ†’๐‘›โ†’โˆž0.

Proof. Suppose ๐‘›>๐‘˜, and write ๐‘Ž=1+๐‘.

By the binomial theorem,

(1+๐‘)๐‘›=๐‘Ž+๐‘›๐‘+(๐‘›2)๐‘2+โ€ฆ+๐‘๐‘›โ‰ฅ(๐‘›๐‘˜+1)๐‘๐‘˜+1=๐‘๐‘˜+1(๐‘˜+1)!๐‘›(๐‘›โˆ’1)(๐‘›โˆ’2)โ€ฆ(๐‘›โˆ’๐‘˜)โ‰ฅ๐‘๐‘˜+1(๐‘˜+1)!(๐‘›โˆ’๐‘˜)๐‘˜+1.

Therefore

0โ‰ค๐‘›๐‘˜๐‘Ž๐‘›โ‰ค๐‘›๐‘˜๐‘๐‘˜+1(๐‘˜+1)!(๐‘›โˆ’๐‘˜)๐‘˜+1=(๐‘˜+1)!๐‘๐‘˜+1(11โˆ’๐‘˜๐‘›)๐‘˜1๐‘›โˆ’๐‘˜<(๐‘˜+1)!๐‘๐‘˜+11๐‘›โˆ’๐‘˜.

Given any ๐œ€>0 we can choose suitably large ๐‘ such that

(๐‘˜+1)!๐‘๐‘˜+11๐‘›โˆ’๐‘˜<๐œ€

for all ๐‘›โ‰ฅ๐‘.โ โ–ก

3.2. Complex sequences

Definition 3.2.1

A complex sequence is a map ๐‘ง:โ„•โ†’โ„‚.

Definition 3.2.2

We say (๐‘ง๐‘›) converges if

โˆƒ๐ฟโˆˆโ„‚ โˆ€๐œ€>0 โˆƒ๐‘โˆˆโ„• โˆ€๐‘›โ‰ฅ๐‘ |๐‘ง๐‘›โˆ’๐ฟ|<๐œ€.

This is equivalent to saying that โˆƒ๐ฟโˆˆโ„‚ s.t. |๐‘ง๐‘›โˆ’๐ฟ|โ†’0.

Remark 3.2.3

As with real sequences, limits of complex sequences are unique, and convergent complex sequences are bounded.

Proposition 3.2.4

A complex sequence ๐‘ง๐‘›=๐‘ฅ๐‘›+๐‘–๐‘ฆ๐‘› converges iff ๐‘ฅ๐‘› and ๐‘ฆ๐‘› both converge.

In particular

๐‘ฅ๐‘›โ†’โ„œ(lim๐‘ง๐‘›); ๐‘ฆ๐‘›โ†’โ„‘(lim๐‘ง๐‘›).

Proof. Suppose that ๐‘ฅ๐‘›โ†’๐ฟ1 and ๐‘ฆ๐‘›โ†’๐ฟ2, and let ๐ฟ=๐ฟ1+๐‘–๐ฟ2.

|๐‘ง๐‘›โˆ’๐ฟ|=|๐‘ฅ๐‘›โˆ’๐ฟ1+๐‘–(๐‘ฆ๐‘›โˆ’๐ฟ2)|โ‰ค|๐‘ฅ๐‘›โˆ’๐ฟ1|+|๐‘ฆ๐‘›โˆ’๐ฟ2|by triangle inequality.

Let ๐œ€>0. As ๐‘ฅ๐‘›โ†’๐ฟ1, โˆƒ๐‘1 s.t. โˆ€๐‘›โ‰ฅ๐‘1, |๐‘ฅ๐‘›โˆ’๐ฟ1|<๐œ€2. Similarly, โˆƒ๐‘2 s.t. โˆ€๐‘›โ‰ฅ๐‘2, |๐‘ฆ๐‘›โˆ’๐ฟ2|<๐œ€2.

So โˆ€๐‘›โ‰ฅmax(๐‘1,๐‘2),

|๐‘ง๐‘›โˆ’๐ฟ|<๐œ€2+๐œ€2=๐œ€.

Remark 3.2.5

0โ‰ค|๐‘ฅ๐‘›โˆ’โ„œ๐ฟ|=|โ„œ(๐‘ง๐‘›โˆ’๐ฟ)|โ‰ค|๐‘ง๐‘›โˆ’๐ฟ|โ†’0
and similarly for ๐‘ฆ๐‘›. So, given any ๐œ€ we have |๐‘ฅ๐‘›โˆ’โ„œ๐ฟ|<๐œ€ in some tail so ๐‘ฅ๐‘›โ†’โ„œ๐ฟ. Likewise ๐‘ฆ๐‘›โ†’โ„‘๐ฟ.

3.3. Infinity

Definition 3.3.1

We say a real sequence (๐‘ฅ๐‘›)โ†’โˆž as ๐‘›โ†’โˆž if

โˆ€๐‘€โˆˆโ„ โˆƒ๐‘โˆˆโ„• โˆ€๐‘›โ‰ฅ๐‘ ๐‘ฅ๐‘›>๐‘€.

We can similarly say that (๐‘ฅ๐‘›)โ†’โˆ’โˆž if

โˆ€๐‘€โˆˆโ„ โˆƒ๐‘โˆˆโ„• โˆ€๐‘›โ‰ฅ๐‘ ๐‘ฅ๐‘›<๐‘€.

Remark 3.3.2

๐‘ฅ๐‘›โ†’โˆž if, given any neighbourhood (๐‘š,โˆž] of โˆž we can find a tail of the sequence that lies within that neighbourhood.

Definition 3.3.3

In โ„‚ there is just a single โˆž, in โ€œall directionsโ€.

We say that ๐‘ง๐‘›โ†’โˆž if

โˆ€๐‘€โˆˆโ„ โˆƒ๐‘โˆˆโ„• โˆ€๐‘›โ‰ฅ๐‘ |๐‘ง๐‘›|>๐‘€.

4. Algebra of limits

Proposition 4.1 (Limits respect weak inequalities)

Suppose that ๐‘Ž๐‘›โ†’๐ฟ and ๐‘๐‘›โ†’๐‘€ with ๐‘Ž๐‘›โ‰ค๐‘๐‘› for all ๐‘›. Then ๐ฟโ‰ค๐‘€.

Proof. Suppose for the sake of contradiction that ๐ฟ>๐‘€ and take ๐œ€=๐ฟโˆ’๐‘€2.

As ๐‘Ž๐‘›โ†’๐ฟ, โˆƒ๐‘1 s.t. โˆ€๐‘›โ‰ฅ๐‘1, ๐‘Ž๐‘›>๐ฟโˆ’๐œ€=๐ฟ+๐‘€2. Similarly, โˆƒ๐‘2 s.t. โˆ€๐‘›โ‰ฅ๐‘2, ๐‘๐‘›<๐‘€+๐œ€=๐ฟ+๐‘€2.

Then โˆ€๐‘›โ‰ฅmax(๐‘1,๐‘2), ๐‘๐‘›<๐ฟ+๐‘€2<๐‘Ž๐‘›, which is a contradiction.โ โ–ก

Remark 4.2

lim doesnโ€™t respect strict inequalities; for example, for ๐‘Ž๐‘›=0,๐‘๐‘›=1๐‘›, we have that ๐‘Ž๐‘›<๐‘๐‘›, but lim๐‘Ž๐‘›=0=lim๐‘๐‘›.

Proposition 4.3 (sandwich lemma)

Suppose that ๐‘Ž๐‘›โ‰ค๐‘๐‘›โ‰ค๐‘๐‘› for all ๐‘› and that lim๐‘Ž๐‘›=lim๐‘๐‘›=๐ฟ.

Then ๐‘๐‘›โ†’๐ฟ.

Proof. Let ๐œ€>0. Then since ๐‘๐‘›โ†’๐ฟ, โˆƒ๐‘1 s.t. โˆ€๐‘›โ‰ฅ๐‘1, ๐‘๐‘›<๐ฟ+๐œ€. Similarly, โˆƒ๐‘2 s.t. โˆ€๐‘›โ‰ฅ๐‘2, ๐‘Ž๐‘›>๐ฟโˆ’๐œ€.

So โˆ€๐‘›โ‰ฅmax(๐‘1,๐‘2), ๐ฟโˆ’๐œ€<๐‘Ž๐‘›โ‰ค๐‘๐‘›โ‰ค๐‘๐‘›<๐ฟ+๐œ€. hence ๐‘๐‘›โˆˆ(๐ฟโˆ’๐œ€,๐ฟ+๐œ€), so ๐‘๐‘›โ†’๐ฟ.โ โ–ก

Theorem 4.4 (algebra of limits)

Given real or complex sequences ๐‘Ž๐‘›โ†’๐ฟ and ๐‘๐‘›โ†’๐‘€:

(sums)
๐‘Ž๐‘›+๐‘๐‘›โ†’๐ฟ+๐‘€
(products)
๐‘Ž๐‘›๐‘๐‘›โ†’๐ฟ๐‘€
(quotients)
if ๐‘๐‘›โ‰ 0โ‰ ๐‘€ then ๐‘Ž๐‘›๐‘๐‘›โ†’๐ฟ๐‘€
(modulus)
|๐‘Ž๐‘›|โ†’|๐ฟ|

Proof.

(sums)

Note that

|(๐‘Ž๐‘›+๐‘๐‘›)โˆ’(๐ฟ+๐‘€)|=|(๐‘Ž๐‘›โˆ’๐ฟ)+(๐‘๐‘›โˆ’๐‘€)|โ‰ค|๐‘Ž๐‘›โˆ’๐ฟ|+|๐‘๐‘›โˆ’๐‘€|by the triangle inequality.

Let ๐œ€>0, then since ๐‘Ž๐‘›โ†’๐ฟ,

โˆƒ๐‘1s.t.โˆ€๐‘›โ‰ฅ๐‘›1, |๐‘Ž๐‘›โˆ’๐ฟ|<๐œ€2.

Similarly,

โˆƒ๐‘2s.t.โˆ€๐‘›โ‰ฅ๐‘2, |๐‘๐‘›โˆ’๐‘€|<๐œ€2,

so

โˆ€๐‘›โ‰ฅmax(๐‘1,๐‘2), |(๐‘Ž๐‘›+๐‘๐‘›)โˆ’(๐ฟ+๐‘€)|<๐œ€.
(products)

Note that

|๐‘Ž๐‘›๐‘๐‘›โˆ’๐ฟ๐‘€|=|(๐‘Ž๐‘›โˆ’๐ฟ)๐‘๐‘›+๐ฟ(๐‘๐‘›โˆ’๐‘€)|โ‰ค|๐‘๐‘›||๐‘Ž๐‘›โˆ’๐ฟ|+|๐ฟ||๐‘๐‘›โˆ’๐‘€|.

Let ๐œ€>0. Since ๐‘๐‘›โ†’๐‘€, (๐‘๐‘›) is bounded, |๐‘๐‘›|<๐พ for some ๐พโˆˆโ„.

Since ๐‘Ž๐‘›โ†’๐ฟ,

โˆƒ๐‘1โˆˆโ„•s.t.โˆ€๐‘›โ‰ฅ๐‘1, |๐‘Ž๐‘›โˆ’๐ฟ|<๐œ€2๐‘˜.

Similarly,

โˆƒ๐‘2โˆˆโ„•s.t.โˆ€๐‘›โ‰ฅ๐‘2, |๐‘๐‘›โˆ’๐‘€|<๐œ€2(|๐ฟ|+1).

Then โˆ€๐‘›โ‰ฅmax(๐‘1,๐‘2),

|๐‘Ž๐‘›๐‘๐‘›โˆ’๐ฟ๐‘€|<๐พ๐œ€2๐พ+|๐ฟ|๐œ€2(|๐ฟ|+1)<๐œ€.
(quotients)

STP that if ๐‘๐‘›โ†’๐‘€, ๐‘๐‘›โ‰ 0โ‰ ๐‘€, then 1๐‘๐‘›โ†’1๐‘€.

Since ๐‘๐‘›โ†’๐‘€โ‰ 0, by taking ๐œ€=|๐‘€|2, there is some ๐‘1โˆˆโ„• s.t.

โˆ€๐‘›โ‰ฅ๐‘1, |๐‘๐‘›|>|๐‘€|2.

So for ๐‘›โ‰ฅ๐‘1, we have

|1๐‘๐‘›โˆ’1๐‘€|=|๐‘๐‘›โˆ’๐‘€||๐‘๐‘›||๐‘€|โ‰ค|๐‘๐‘›โˆ’๐‘€||๐‘€|2|๐‘€|.

Let ๐œ€>0, then as ๐‘๐‘›โ†’๐‘€ there is some ๐‘2โ‰ฅ๐‘1 s.t.

โˆ€๐‘›โ‰ฅ๐‘2, |๐‘๐‘›โˆ’๐‘€|<2๐œ€|๐‘€|2

and

|1๐‘๐‘›โˆ’1๐‘€|<๐œ€.
(modulus)

This follows as ||๐‘Ž๐‘›|โˆ’|๐ฟ||โ‰ค|๐‘Ž๐‘›โˆ’๐ฟ|.

โ โ–ก

5. More on sequences

5.1. Monotone sequences

Definition 5.1.1

TODO monotone

Theorem 5.1.2

An increasing sequence (๐‘Ž๐‘›). If ๐‘Ž๐‘› is bounded above, it converges.

Proof. Since {๐‘Ž๐‘›|๐‘›โˆˆโ„•} is nonempty and bounded above, a supremum ๐ฟ=sup๐‘Ž๐‘› exists.

Let ๐œ€>0. By the approximation property, โˆƒ๐‘ s.t.

๐ฟโˆ’๐œ€<๐‘Ž๐‘โ‰ค๐ฟ,

and further since (๐‘Ž๐‘›) is increasing, for all ๐‘›โ‰ฅ๐‘,

๐ฟโˆ’๐œ€<๐‘Ž๐‘โ‰ค๐‘Ž๐‘›โ‰ค๐ฟ.

Hence ๐‘Ž๐‘›โ†’๐ฟ.โ โ–ก

Theorem 5.1.3 (Nested Intervals Theorem)

Let ๐ผ๐‘›=[๐‘Ž๐‘›,๐‘๐‘›] be a nested sequence of closed, bounded intervals (nested means ๐ผ๐‘›+1โІ๐ผ๐‘›).

Then

  1. โ‹‚๐ผ๐‘›โ‰ โˆ…
  2. if ๐“๏ธ€(๐ผ๐‘›)โ‰”๐‘๐‘›โˆ’๐‘Ž๐‘›โ†’0 then โ‹‚๐ผ๐‘› is a singleton.

Proof. Note that since [๐‘Ž๐‘›+1,๐‘๐‘›+1]โІ[๐‘Ž๐‘›,๐‘๐‘›], then (๐‘Ž๐‘›) is increasing and (๐‘๐‘›) is decreasing.

As ๐‘Ž๐‘›<๐‘1 for all ๐‘›, and ๐‘๐‘›>๐‘Ž1 for all ๐‘›, then both sequences converge. Set ๐›ผ=lim๐‘Ž๐‘›,๐›ฝ=lim๐‘๐‘›.

Note that ๐‘Ž๐‘›โ‰ค๐›ผโ‰ค๐›ฝโ‰ค๐‘๐‘›, hence [๐›ผ,๐›ฝ]โІ๐ผ๐‘› for all ๐‘›, and [๐›ผ,๐›ฝ]โІโ‹‚๐ผ๐‘›.

If ๐‘๐‘›โˆ’๐‘Ž๐‘›โ†’0 then ๐›ผ=๐›ฝ. In this case, if ๐‘ฅโˆˆ๐ผ๐‘› for all ๐‘›, then ๐‘Ž๐‘›โ‰ค๐‘ฅโ‰ค๐‘๐‘› for all ๐‘›, so ๐‘ฅ=๐›ผ=๐›ฝ by sandwiching, and โ‹‚๐ผ๐‘›={๐›ผ}.โ โ–ก

Theorem 5.1.4 (decimal expansion)

Let 0โ‰ค๐‘ฅโ‰ค1. Then there os a unique sequence of integers (๐‘Ž๐‘›) such that

  1. 0โ‰ค๐‘Ž๐‘›โ‰ค9
  2. โˆ€๐‘›, ๐‘ฅโˆ’10โˆ’๐‘›โ‰คโˆ‘1๐‘›๐‘Ž๐‘˜10๐‘˜โ‰ค๐‘ฅ
  3. lim๐‘›โ†’โˆžโˆ‘๐‘˜=1๐‘›๐‘Ž๐‘˜10๐‘˜=๐‘ฅ.

Remark 5.1.5

As 0.2=1.99999โ€ฆ, without further specification, decimal expansions arenโ€™t unique.

Remark 5.1.6

We can extend this to any base โ‰ฅ2.