Analysis Note

Lecture Note
Introduction to Mathematical Analysis

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FIRST SEMESTER 2010
Department of Mathematics
The College of Natural Sciences
Kookmin University
COPYRIGHT 2010 DEPARTMENT OF MATHEMATICS, KOOKMIN UNIVERSITY. ALL RIGHTS RESERVED.
Lecture note for
Introduction to Mathematical Analysis
Department of Mathematics
The College of Natural Sciences
Kookmin University
861-1, Jeongneung-dong, Seongbuk-gu
Seoul, 136-702, Korea
http://math.kookmin.ac.kr
TABLE DES MATIRES 3
Table des matires
1 The Real Number System 4
1.1 Principle of Mathematical Induction . . . . . . . . . . . . . . . . . . . . 4
1.2 The Algebraic Properties of Real Number R . . . . . . . . . . . . . . . . 5
1.3 The Order Properties of Real Number R . . . . . . . . . . . . . . . . . . 6
1.4 The Completeness Property of Real Number R . . . . . . . . . . . . . . . 10
1.5 Exercises for Chapter 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2 Sequences 14
2.1 Convergent Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.2 Limit Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.3 Monotone Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.4 Subsequences and the Cauchy criterion . . . . . . . . . . . . . . . . . . . 27
2.5 Upper and Lower Limits of Bounded and Unbounded Sequences . . . . . 35
3 Limits of Functions 42
3.1 Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
3.2 Some Properties of Limits of Functions . . . . . . . . . . . . . . . . . . . 50
4 Continuous Functions 62
4.1 Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
4.2 Properties of Continuous Functions . . . . . . . . . . . . . . . . . . . . . 68
4.3 Uniformly Continuous Functions . . . . . . . . . . . . . . . . . . . . . . . 73
References 85
4 The Real Number System
The pain purpose of this chapter is presentation of basic background for the study
of mathematical analysis.
1.1 Principle of Mathematical Induction
Mathematical Induction is one of powerful method of proof that is frequently used
to establish the validity of statements that are given in terms of the natural numbers.
Although its utility is restricted to this rather special context, mathematical induction
is an indispensable tool in all branches of mathematics. In this section, we state the
principle and give various examples to illustrate how inductive proofs proceed.
Let us denote N be the set of natural numbers :
N = {1, 2, 3, } ,
with the usual operations of addition and multiplication, and with the meaning of a na-
tural number being less than another one. We will also assume the following fundamental
property of natural number.
Axiom 1.1 (Well-ordering property) Every nonempty subset of N has a least ele-
ment.
A more detailed statement of this property is as follows : If S is a subset of N and if
S = , then there exists m S such that m k for all k S. Based on this property,
the principle of mathematical induction can be expressed in terms of subsets of N.
Theorem 1.2 (Principle of Mathematical Induction) Let S be a subset of N that
satises the following two properties :
1. The number 1 S.
2. For every k N, if k S then k + 1 S.
Then S = N.
Now, let us generalize the principle of mathematical induction. Let us denote P(n)
be a meaningful statement about n N. Then P(n) may be true for some values n and
false for others. With this statement, the principle of mathematical induction can be
stated as follows :
Theorem 1.3 For each n N, let P(n) be a statement about n. Suppose that
1. P(1) is true.
2. For every k N, if P(k) is true then P(k + 1) is true.
Then P(n) is true for all n N.
1.2 - The Algebraic Properties of Real Number R 5
Example 1.4 Use induction to show that
1
2
+ 2
2
+ 3
2
+ +n
2
=
1
6
n(n + 1)(2n + 1)
for every n N.
In fact, it may happen that statement P(n) are false for some n N but then are true
for every n n
0
for some particular n
0
. Then the principle of mathematical induction
can be modied to deal with this situation as follows :
Theorem 1.5 (Principle of Mathematical Induction (second version)) Let
n
0
N and P(n) be a statement for each natural number n n
0
. Suppose that
1. P(n
0
) is true.
2. For every k( N) n
0
, P(k) is true implies P(k + 1) is true.
Then P(n) is true for all n n
0
.
It is worth mentioning that another version of the principle of mathematical induc-
tion so called Principle of Strong Induction is sometimes quite useful. It can be stated
as follows :
Theorem 1.6 (Principle of Strong Induction) Let S be a subset of N that satises
the following two properties :
1. 1 S.
2. For every k N, if {1, 2, , k} S then k + 1 S.
Then S = N.
1.2 The Algebraic Properties of Real Number R
In this section, we shall give the algebraic structure of the real number system. Briey
expressed, the real numbers form a eld in the sense of abstract algebra. We shall now
explain what that means. We begin with a denition of binary operation.
Denition 1.7 (Binary operation) A binary operation (or simply, operation) B
on a set F is a function from F F into F.
In the set R of real numbers, there are two binary operations (denoted by + and
and called addition and multiplication, respectively) satisfying the following familiar
properties :
(A1) a +b = b +a for all a, b R (commutative property of addition)
(A2) (a +b) +c = a + (b +c) for all a, b, c R (associative property of addition)
(A3) There exists an element 0 R such that a +0 = 0 +a = a for all a R (existence
of a zero element)
(A4) For each a R, there exists an element a R such that a + (a) = 0 and
(a) +a = 0 (existence of negative element)
(M1) a b = b a for all a, b R (commutative property of multiplication)
(M2) (a b) c = a (b c) for all a, b, c R (associative property of multiplication)
(M3) There exists an element 1 R such that a 1 = 1 a = a for all a R (existence
of a unit element)
(M4) For each nonzero a R, there exists an element
1
a
R such that a
1
a
= 1 and
1
a
a = 1 (existence of reciprocals)
(D) a (b + c) = (a b) + (a c) and (b + c) a = (b a) + (c a) for all a, b, c R
(distributive property of multiplication over addition).
From now on, we will obtain some corresponding results of them. First, we will show
that 0 and 1 is the only element of R that satises (A3) and (M3), respectively.
Theorem 1.8 Let a, u and z are elements of R
1. If a +z = a then z = 0.
2. For a = 0, if a u = a then u = 1.
Second, we will show that a and
1
a
(when a = 0) are uniquely determined by the
properties given in (A4) and (M4), respectively.
Theorem 1.9 Let a and b are elements of R,
1. If a +b = 0 then b = a.
2. For a = 0, if a b = 1 then b =
1
a
.
Third, now we can obtain the following uniqueness of solution of equations :
Theorem 1.10 Let a and b are elements of R,
1. The equation a +x = b has the unique solution x = (a) +b.
2. For a = 0, the equation a x = b has the unique solution x =
1
a
b.
Last, we would like introduce some properties :
Theorem 1.11 Let a and b are elements of R then
1. a 0 = 0.
2. (a) (b) = ab.
Note that one can explore more algebraic properties of real number. We recommend
some references [2, 3, 4, 5, 7].
1.3 The Order Properties of Real Number R
In this section, we introduce the important order properties of real number R, which
will play a very important role in subsequent sections. The simplest way to introduce
the notion of order is to make use of the notion of strict positivity, which we now explain
1.3 - The Order Properties of Real Number R 7
Axiom 1.12 (Axiom of order) A relation < dened on RR satises the following
axiom of order
1. For a, b R, exactly one of the following holds (property of trichotomy) :
a = b, a < b or b < a.
2. For a, b R, if 0 < a and 0 < b then 0 < a +b and 0 < ab.
3. For a, b, c R, if a < b then a +c < b +c.
If a R, we say that a is a strictly positive real number and write a > 0. If
a is either in R or is 0, we say that a is a positive real number and write a 0. If
a R, we say that a is a strictly negative real number and write a < 0. If a is
either in R or is 0, we say that a is a negative real number and write a 0.
Now, we introduce some well-known properties
Theorem 1.13 Let a, b, c R then
1. If a < b then b < a.
2. If a < b and b < c then a < c.
3. a
2
0 therefore 1 > 0.
4. If a < b and c < 0 then bc < ac.
5. If 0 < a then 0 <
1
a
.
6. If 0 < a < b then 0 <
1
b
<
1
a
.
Based on these properties, one can prove following :
Theorem 1.14 For a, b R, if a < b then
a <
1
2
(a +b) < b.
Corollary 1.15 For 0 < a R,
0 <
1
2
a < a.
The corollary 1.15 implies that for any strictly given positive number a, there is another
strictly smaller and strictly positive number (for example,
1
2
a). Thus there is no smallest
strictly positive real number greater than 0. This observation leads to the next result,
which will be used frequently as a method of proof.
Corollary 1.16 If a R satises 0 a < for every > 0 then a = 0.
It is worth mentioning that in order to prove that a number a 0 is actually equal to
zero, it suces to show that a is smaller than an arbitrary positive number.
From the trichotomy property in axiom 1.12 assures that if a = 0, then one of the
numbers a and a is strictly positive. The absolute value of a = 0 is dened to be the
strictly positive one of the pair {a, a}, and the absolute value of 0 is dened to be 0.
Denition 1.17 If a R, the absolute value of a is denoted by |a| and is dened by
|a| =
a if a 0
a if a < 0.
Based on the denition 1.17, we can observe that |a| 0 for all a R. It means
that |a| = 0 if and only if a = 0. Moreover, | a| = |a| for all a R. Some additional
properties are as follows :
Theorem 1.18 Let a, b R then
1. |ab| = |a||b|.
2. For 0 < c R, |a| c if and only if c a c.
3. |a| a |a|.
Now, we will consider the following important and famous inequality will be used
frequently :
Theorem 1.19 (Triangle inequality) If a, b R then
|a +b| |a| +|b|.
It can be shown that equality occurs in the triangle inequality if and only if ab > 0,
which is equivalent to saying that a and b have the same sign. There are many variations
of the triangle inequality. Herein, we consider two of them.
Corollary 1.20 If a, b R then
1. ||a| |b|| |a b|.
2. |a b| |a| +|b|.
The following corollary is the generalized triangle inequality :
Corollary 1.21 If a
1
, a
2
, , a
n
R then
|a
1
+a
2
+ +a
n
| |a
1
| +|a
2
| + +|a
n
|.
Now, let us mention a simple but important thing. We will later need precise language
to discuss the notion of one real number being close to another. If a is given real number,
then saying that a real number b is close to a should mean that the distance |a b|
between them is small. A context in which this area can be discussed is provided by the
terminology of neighborhoods, which we now dene.
Denition 1.22 Let a R and > 0. The neighborhood of a is the set
N
(a) := {x R : |x a| < } .
1.3 - The Order Properties of Real Number R 9
With this denition and corollary 1.16, we can obtain the following important theo-
rem.
Theorem 1.23 Let a, b R. For arbitrary > 0, if |a b| < then a = b.
The order relation on real number R determines a natural collection of subsets called
intervals. The following notations and terminology for these special sets will be familiar
from earlier courses.
Denition 1.24 Let a, b R satisfy a < b
1. The open interval determined by a and b is the set
(a, b) := {x R : a < x < b} .
2. The closed interval determined by a and b is the set
[a, b] := {x R : a x b} .
3. The half-open (or half-closed) intervals determined by a and b is the set
[a, b) :={x R : a x < b}
(a, b] :={x R : a < x b} .
Notice that the points a and b are called the endpoints of the interval.
There are ve types of unbounded intervals for which the symbols (or +) and
1
are used as notational convenience in place of the endpoints. The innite open
intervals are the sets of the form
(a, ) :={x R : a < x}
(, b) :={x R : x < b} .
Notice that the rst and second sets have no upper and lower bounds, respectively.
Adjoining endpoint gives the innite closed intervals as
[a, ) :={x R : a x}
(, b] :={x R : x b} .
It is often convenient to think of the entire set R as an innite interval. In this case, we
write
(, ) := R.
An obvious property of intervals is that if two points a, b with a < b belong to an
interval I then any point lying between them also belongs to I. In other words, if a and
b belongs to I then the interval [a, b] is contained in I.
Theorem 1.25 (Characterization theorem) If I is a subset of R that contains at
least two points a and b and a < b. If every t satises a < t < b belongs to I then I is
an interval.
1
It must be emphasized that and are not elements of R, but only convenient symbols.
1.4 The Completeness Property of Real Number R
In this section we shall present an important property of the real number system
which is often called the completeness property since it guarantees the existence of
elements in R when certain hypotheses are satised.
We now introduce the notion of an upper bound of a set of real numbers.
Denition 1.26 Let X be a nonempty subset of R.
1. The set X is said to be bounded above if there exists a number a R such that
x a for all x X. Each number a is called an upper bound of X.
2. The set X is said to be bounded below if there exists a number b R such that
b x for all x X. Each number b is called an lower bound of X.
3. The set X is said to be bounded if it is both bounded above and bounded below.
Example 1.27 The set
A =
1
1
n
: n = 1, 2, 3,
is bounded below. The number 0 and any number smaller than 0 is a lower bound of A.
This set is also bounded above. The number 1 and any number larger than 1 is an upper
bound.
If a set has one upper bound then it has innitely many upper bounds, because if
a is an upper bound of X then the numbers a + 1, a + 2, are also upper bounds
of X (similarly, lower bound is also). So, in the set of upper bounds of X and set of
lower bounds of X, we focus on their least and greatest elements, respectively, for special
attention in the following denition.
Denition 1.28 Let X be a nonempty subset of R
1. If X is bounded above then a number a is said to be a supremum or a least
upper bound of X if it satises the following conditions :
(a) a is an upper bound of X
(b) if b is any upper bound of X then a b.
2. If X is bounded above then a number b is said to be a inmum or a greatest
lower bound of X if it satises the following conditions :
(a) b is an lower bound of X
(b) if a is any lower bound of X then a b.
If the supremum or the inmum of a set X exists, we will denote them by supX and
infX. Let us note the for a nonempty subset X of R,
1. a X is the maximum of X if x a for every x X and denote
a = max X.
1.4 - The Completeness Property of Real Number R 11
2. b X is the minimum of X if b x for every x X and denote
b = min X.
If X contains maximum then maxX=supX. Similarly, if X contains minimum then
minX=infX.
Theorem 1.29 Let A be a bounded above, nonempty subset of R and a R is an upper
bound of A. Then the following statements are equivalent :
1. a is the supremum of A
2. for any b R satisfying b < a, there exists x A such that b < x a.
It is impossible to prove on the basis of the eld and order properties of real number
that every nonempty subset of R that is bounded above has a supremum in R. However,
it is a deep and fundamental property of the real number system that this is indeed
this case. We will make frequent and essential use of this property, especially in our
discussion of limiting processes. The following statement concerning the existence of
suprema is our nal assumption about R.
Axiom 1.30 (Completeness property of real number) Every nonempty set of
real numbers which has an upper bound also has a supremum in R.
This property is also called the supremum property of real number. The analogous
property for inma can be deduced from the completeness property as follows :
Theorem 1.31 Every nonempty set of real numbers which has a lower bound has an
inmum in R.
So, based on the completeness property of R, we can say that R is a complete or-
dered (eld). From now on, we will give some important applications in order to derive
fundamental properties of R.
One important consequence of the supremum property is that the set of natural
numbers N is not bounded above in R.
Theorem 1.32 (Archimedean property) If x R, there is a natural number n
x

N such that
x < n
x
.
This property induces following corollary.
Corollary 1.33 Let x, y be real numbers.
1. If x > 0 then there exist n N such that
y < nx.
2. For any x > 0, there exist n N such that
0 <
1
n
< x.
3. For any x > 0, there exist n N uniquely such that
n x < n + 1.
One important property of the supremum property if that it assures the existence of
certain real numbers. We shall make use of it many times in this way. At the moment we
will show that is guarantees the existence of a positive real number x such that x
2
= 2,
that is, a positive square root of 2.
Theorem 1.34 There exists a positive number x R such that x
2
= 2.
From the above theorem, we now know that there exists at least one irrational real
number, namely
2. Actually, there are more irrational numbers than rational numbers

in the sense that the set of rational numbers is countable, while the set of irrational
numbers is uncountable (as shown in the Set Theory). However, we will show that in
spite of this apparent disparity, the set of rational numbers is dense in R in the sense
that given any two real numbers there is a rational number between them (in fact, there
are innitely many such rational numbers).
Theorem 1.35 (The density theorem) If x and y are any real numbers with x < y.
1. Then there exists a rational number r such that x < r < y.
2. Then there exists a irrational number z such that x < z < y.
Another method of completing the rational numbers to obtain R was revised by
Dedekind. It is based on the notion of a cut.
Denition 1.36 An ordered pair (A, B) of non-empty subset of R is said to form a cut
if
A B = , A B = R and a < b
for all a A and b B.
Example 1.37 A typical example of a cut in R is obtained for a xed element R
by dening
A = {x R } and B = {x R > } .
Alternatively, we could take
A = {x R < } and B = {x R } .
Actually, what Dedekind did was, in essence, to dene a real number to be a cut in
the rational number system. This procedure enables one to construct the real number
system R from the set of rational numbers.
Theorem 1.38 (Dedekind cur theorem) If (A, B) is a cut in R then there exists a
unique number R such that a for all a A and b for all b B.
1.5 - Exercises for Chapter 1 13
1.5 Exercises for Chapter 1
1. Prove that n! > 2
n
for all n 4, n N.
2. If a R and a = 0, prove that
1
a
=
1
a
.
a
a
= 1.
3. If a, b, c, d R, prove that
(a) if b = 0 and d = 0 then
a
b
c
d
=
ac
bd
.
(b) if b = 0 and d = 0 then
a
b
+
c
d
=
ad +bc
bd
.
4. If a
1
, a
2
, , a
n
R then
|a
1
+a
2
+ +a
n
| |a
1
| +|a
2
| + +|a
n
|.
5. Prove the Bernoullis inequality : If x > 1 then
(1 +x)
n
1 +nx.
6. Obtain the supremum and inmum of following sets :
S
1
=
1
n
(1)
n
: n N
.
S
2
=
1 +
(1)
n
n
: n N
.
S
3
= {x R : |2x 1| < 11} .
S
4
=
(1)
n
n
2n + 1
: n N
.
7. Prove corollary 1.16 by using the completeness property of real number.
14 Sequences
2 Sequences
This chapter will deal primarily with sequences of real numbers. We shall begin with
a study of the convergence of sequences. Some of the results in this chapter may be
familiar to the students from other courses, e.g. Calculus, but the study here is intended
to be rigorous and to give certain more profound results than are usually discussed in
earlier courses.
2.1 Convergent Sequences
We begin our study with the introduction of a sequence of real numbers.
Denition 2.1 (A sequence of real numbers) A sequence of real numbers (or
a sequence in R) is a function dened on the set N = {1, 2, } of natural numbers
whose range is contained in the set R of real numbers.
In other words, a sequence in R assigns to each natural number n = 1, 2, a
uniquely determined real number. If f : N R is a sequence, we will usually denote
the value of f at n by the symbol f(n) := x
n
. The values x
n
are called the (nth) terms
or the elements of the sequence. We will denote this sequence by the notations {x
n
}
n=1
or simply {x
n
}.
Example 2.2 Let us consider the sequence
x
n
= (1)
n
.
This sequence has innitely many terms that alternate between 1 and 1, whereas the
set of values {x
n
} is equal to the set {1, 1}.
Let us consider the sequence whose nth terms is dened by the formula
x
n
= 1 +
1
2
n
.
The rst four terms of this sequence are
3
2
,
5
4
,
9
8
,
17
16
and the terms corresponding to n = 40, 41, 42 are
1099511627777
1099511627776
,
2199023255553
2199023255552
,
4398046511105
4398046511104
which are close to 1. For example, x
40
=
1099511627777
1099511627776
diers from 1 by only
1
1099511627776

9.1 10
13
. It is clear that x
n
is close to 1 for all large enough positive integers n. For
this reason we can say that the sequence x
n
has limit 1, refer to Fig. 2.1.
Generally, we say that a sequence {x
n
} has limit L if x
n
is close to L for all large
positive integers n. To dene the limit of a sequence, we need to make the concepts close
to and for all large positive integers n precise. In fact, there are a number of dierent
limit concepts in real analysis. In this chapter, we introduce the following denition of
limit by using theorem 1.23 in chapter 1.
2.1 - Convergent Sequences 15
0 5 10 15 20 25 30 35 40
0.9
1
1.1
1.2
1.3
1.4
1.5
1.6
Fig. 2.1 First 10 values of sequence x
n
= 1 +
1
2
n
. x
n
is getting close to 1 when n is
increasing.
Denition 2.3 (Convergent and limit) A sequence {x
n
} in R is said to converge
to L R or L is said to be a limit of {x
n
}, if for every > 0 there exists a natural
number N() such that for all n N(), the terms x
n
satisfy
|x
n
L| < .
If a sequence has a limit, we say that the sequence if convergent ; if it has no limit, we
say that the sequence is divergent.
1. Let us notice that the notation N() is used to emphasize that the choice of N
depends on the value of . However, it is often convenient to write N instead of
N(). For the sake of simplicity, we will use N instead of N().
2. When a sequence {x
n
} has limit L, we will use the notation
lim
n
x
n
= L, lim
n
x
n
= L or limx
n
= L.
3. Sometimes, the symbolism x
n
L is used in order to indicate the intuitive idea
that the values x
n
approach the number L as n .
Example 2.4 A sequence
{x
n
} =
1
n
: n N
is converges to 0. Because, if > 0 is given then

1
> 0. By the archimedean property (see

theorem 1.32 in chapter 1), there exists a natural number N = N() such that
1
N
< .
Then, if n N, we have
1
n

1
N
< . Consequently, if n N then
1
n
0
=
1
n

1
N
< .
Therefore, we can say that the sequence {x
n
} converges to 0.
16 Sequences
Example 2.5 A sequence
{x
n
} =
2 +
1
2
n
: n N
is converges to 2.
Proof. Let > 0 be given. In order to nd N, we rst note that if n N and a > 1
then by applying Bernoullis inequality,
1
(1 +a)
n

1
1 +na
<
1
n
.
Now choose N such that
1
N
< . Then n N implies that
2 +
1
2
n
=
1
2
n

1
1 +n
<
1
n

1
N
< .
Hence, we have shown that the limit of the sequence is 2.
The next theorem allows us to speak of the limit of a sequence. This is a simple but
important property of limit of sequence.
Theorem 2.6 (Uniqueness of limits) The limit of a sequence in R is unique. That
is, if a sequence {x
n
} has limit L
1
and L
2
then L
1
= L
2
.
Proof. Suppose that L
1
and L
2
are both limits of {x
n
}. Then for each > 0 there exists
N
1
such that for all n N
1
,
|x
n
L
1
| <

2
.
Moreover, there exists N
2
such that for all n N
2
,
|x
n
L
2
| <

2
.
We let N be the larger of N
1
and N
2
, i.e., N = max {N
1
, N
2
}, then for n N we apply
the triangle inequality (theorem 1.19 in chapter 1) to obtain
|L
1
L
2
| = |L
1
x
n
+x
n
L
2
|
|L
1
x
n
| +|x
n
L
2
| <

2
+

2
= .
Since > 0 is an arbitrary positive number, we conclude that L
1
= L
2
by theorem 1.23.
Let us notice that, above theorem can be argued by contradiction. A more detained
description, see [4, Theorem 10.3].
Now, we will consider some results that enable us to evaluate the limits of certain se-
quences of real numbers. These results will expand our collection of convergent sequences
rather extensively. We begin by establishing an important property of convergent se-
quences that will be needed in this and later sections.
Denition 2.7 (Bounded sequences) Let {x
n
} be a sequence of real numbers.
2.2 - Limit Theorems 17
1. {x
n
} is said to be bounded above if there exists a real number M > 0 such that
for all n N,
x
n
M.
2. {x
n
} is said to be bounded below if there exists a real number M > 0 such that
for all n N,
x
n
M.
3. {x
n
} is said to be bounded when it is both bounded above and bounded below, i.e.,
if there exists a real number M > 0 such that for all n N,
|x
n
| M.
Note that, the sequence {x
n
} is bounded if and only if the set {x
n
: n N} of its value
is a bounded subset of R.
Theorem 2.8 A convergent sequence of real numbers is bounded.
Proof. Suppose that
lim
n
x
n
= L
and = 1. Then there exists a natural number N such that for all n N,
|x
n
L| < 1.
By applying the triangle inequality (theorem 1.19 in chapter 1), we can obtain for n N
|x
n
| = |x
n
L +L| |x
n
L| +|L| < 1 +|L| .
Now, if we set
M := sup {|x
1
| , |x
2
| , , |x
N1
| , 1 +|L|} ,
then it follows that |x
n
| M for all n N.
Example 2.9 The sequence {x
n
} dened by
x
n
:=
0 if n is odd
1 if n is even
is bounded but has no limit. This example shows that the converse of theorem 2.8 does
not hold.
2.2 Limit Theorems
In this section, we collect some miscellaneous theorems which are often useful in
proving limits. Before starting, we will examine how the limit process interacts with the
algebraic operations of addition, substraction, multiplication and division of sequences.
Let X = {x
n
} and Y = {y
n
} are sequences of real numbers. Then we dene :
18 Sequences
1. Sum of X and Y :
X +Y = {x
n
+y
n
: n N} .
2. Dierence of X and Y :
X Y = {x
n
y
n
: n N} .
3. Product of X and Y :
XY = {x
n
y
n
: n N} .
4. Multiple of X by k R :
kX = {kx
n
: n N} .
5. Quotient of X and Y :
X
Y
=
x
n
y
n
: n N
with y
n
= 0 for all n N.
We now show that sequences obtained by applying these operations to convergent
sequences give rise to new sequences whose limits can be predicted.
Theorem 2.10 Let {x
n
} and {y
n
} be sequences of real numbers that converges to x and
y, respectively. Then
1. For k R, {kx
n
} converges to kx.
2. {x
n
+y
n
} converges to x +y.
3. {x
n
y
n
} converges to xy.
4. If {y
n
} is a sequence of nonzero numbers that converges to nonzero number y then
x
n
y
n
converges to
x
y
.
Proof. Proof of 1. is very easy. So, we will prove remaining properties.
2. By hypothesis, for given > 0 there exists a natural number N
1
such that if
n N
1
then
|x
n
x| <

2
.
Similarly, there exists a natural number N
2
such that if n N
2
then
|y
n
y| <

2
.
Hence, if N = max {N
1
, N
2
}, it follows that if n N then
|(x
n
+y
n
) (x +y)| |x
n
x| +|y
n
y| <

2
+

2
= .
Therefore,
lim
n
(x
n
+y
n
) = x +y.
3. In order to prove this property, we will consider the following estimation :
|x
n
y
n
xy| = |(x
n
y
n
x
n
y) + (x
n
y xy)|
|x
n
(y
n
y)| +|(x
n
x)y|
= |x
n
| |y
n
y| +|y| |x
n
x| .
Since {x
n
} is a convergent sequence, according to theorem 2.8, there exists a real
number M
1
> 0 such that for all n N,
|x
n
| M
1
.
If we set M := max {M
1
, |y|} then we can obtain the following estimation
|x
n
y
n
xy| M|y
n
y| +M|x
n
x| .
From the convergence of {x
n
} and {y
n
}, we can say that if > 0 is given then
there exist natural numbers N
1
and N
2
such that if n N
1
and n N
2
then
|x
n
x| <

2M
and |y
n
y| <

2M
,
respectively. Now, by taking N = max {N
1
, N
2
}, we can infer that if n N then
|x
n
y
n
xy| M|y
n
y| +M|x
n
x| < M

2M
+M

2M
= .
Therefore,
lim
n
x
n
y
n
= xy.
4. By 3., it is enough to show that
lim
n
1
y
n
=
1
y
.
Since {y
n
} converges, there exists a natural number N
1
such that if n N
1
then
|y
n
y| <
|y|
2
.
From corollary 1.20,
|y|
2
|y
n
y| |y
n
| |y|
for n N
1
, whence it follows that
|y|
2
= |y|
|y|
2
< |y| |y y
n
| |y (y y
n
)| = |y
n
|
for n N
1
. Therefore
1
|y
n
|

2
|y|
for n N
1
so we have the following estimation
1
y
n
1
y
y y
n
y
n
y
=
1
|y
n
| |y|
|y y
n
|
2
|y|
2
|y y
n
| .
20 Sequences
Now, if > 0 is given then there exists a natural number N
2
such that if n N
2
then
|y y
n
| <
1
2
|y|
2
.
By taking N = max {N
1
, N
2
} then for n N
1
y
n
1
y
2
|y|
2
|y y
n
| <
2
|y|
2
1
2
|y|
2
= .
Therefore,
lim
n
1
y
n
=
1
y
and by using 3., we can deduce that
lim
n
x
n
y
n
=
x
y
.
Some of the results of theorem 2.10 can be extended, by Mathematical Induction,
to a nite number of convergent sequences. For example, if A = {a
n
}, B = {b
n
}, ,
Z = {z
n
} are convergent sequences of real numbers then their sum
A +B + +Z = {a
n
+b
n
, z
n
}
is a convergent sequence and
lim
n
(a
n
+b
n
+ +z
n
) = lim
n
a
n
+ lim
n
b
n
+ + lim
n
z
n
.
Also their product is a convergent sequence and
lim
n
(a
n
b
n
z
n
) =
lim
n
a
n
lim
n
b
n
lim
n
z
n
.
Moreover, if m N then A
m
is a convergent sequence and
lim
n
(a
n
)
m
=
lim
n
a
n
m
.
Example 2.11 Since
lim
1
n
2
= 0,
we can calculate the following :
lim
n
2n
2
n
3n
2
+ 2
= lim
n
2
1
n
3 +
1
n
2
=
2
3
,
lim
n
n + 3
n
2
+ 5n
= lim
n
1
n
+
3
n
2
1 +
5
n
=
0
1
= 0
Theorem 2.12 If {x
n
} is a convergent sequence of real numbers and if x
n
0 for all
n N then
x = lim
n
x
n
0.
Proof. Suppose that the conclusion is not true, i.e., x < 0, then := x is positive.
Since {x
n
} converges to x, there exists a natural number N such that for all n N,
x < x
n
< x +.
In particular, we have x
N
< x + = x +(x) = 0. This contradicts the hypothesis that
x
n
0 for all n N. Therefore, this contradiction implies that
x = lim
n
x
n
0.
We now consider a useful result that is formally stronger than theorem 2.12.
Theorem 2.13 If {x
n
} and {y
n
} are convergent sequences of real numbers and if x
n

y
n
for all n N then
lim
n
x
n
lim
n
y
n
.
Proof. Let us dene z
n
:= y
n
x
n
then x
n
0 for all n N. It follows from theorems
2.10 and 2.12 that
0 lim
n
z
n
= lim
n
y
n
lim
n
x
n
.
Therefore
lim
n
x
n
lim
n
y
n
.
Corollary 2.14 If {x
n
} is a convergent sequence and if a x
n
b for all n N then
a lim
n
x
n
b.
The next result asserts that if a sequence {z
n
} is squeezed between two sequences
that converges to the same limit, then it must also converge to this limit.
Theorem 2.15 (Squeeze theorem) Let {x
n
} and {y
n
} are convergent sequences of
real numbers such that
lim
n
x
n
= lim
n
y
n
= L.
If {z
n
} be a sequence of real numbers such that x
n
z
n
y
n
for all n N then {z
n
}
convergent and
lim
n
z
n
= L.
Proof. From the convergence of {x
n
} and {y
n
}, for given > 0, there exists a natural
numbers N
1
and n
2
such that if n N
1
and n N
2
then
|x
n
L| < and |y
n
L| < ,
respectively. From the hypothesis, we can say that for all n N,
x
n
L z
n
L y
n
L
it follows that
|z
n
L| max {|x
n
L| , |y
n
L|}.
Hence, by taking N := max {N
1
, N
2
}, we can deduce that
|z
n
L| max {|x
n
L| , |y
n
L|} < .
22 Sequences
Example 2.16 Compute
lim
n
n
10
n
.
Proof. Since n
2
< 10
n
,
0 <
n
10
n
<
n
n
2
=
1
n
.
Therefore
lim
n
n
10
n
= 0 since lim
n
0 = 0 and lim
n
1
n
= 0.
Example 2.17 Compute (see Fig. 2.2)
lim
n
n
1
n
.
Proof. Put x
n
= n
1
n
1 then for every n N
x
n
0.
Since 1 + x
n
= n
1
n
, we can say that n = (1 + x
n
)
n
. By the binomial theorem, if n 2,
we have
n = (1 +x
n
)
n
= 1 + nx
n
+
1
2
n(n 1)(x
n
)
2
+
1
2
n(n 1)(x
n
)
2
,
whence it follows that
(x
n
)
2
2
n 1
.
Since x
n
0 for every n N,
0 x
n

2
n 1
.
Applying squeeze theorem,
lim
n
x
n
= 0 therefore lim
n
n
1
n
= 1.
2.3 Monotone Sequences
Until now, the main method available for showing that a sequence is convergent is
to identify it as a subsequence or an algebraic combination of convergent sequences.
However, when this cannot be done, we have to fall back on denition 2.3 in order to
establish the existence of limit. The use of this method has the noteworthy disadvantage
that we must already know (or at least suspect) the correct value of limit and we then
verify that our suspicion is correct.
There are many cases, however, where there is no obvious candidate for the limit of a
given sequence, even though a preliminary analysis has led to the belief that convergence
does take place. In this section, we give some results which are deeper than those in
the preceding sections and which can be used to establish the convergence of a sequence
when no particular element presents itself as the value of limit.
2.3 - Monotone Sequences 23
0 20 40 60 80 100 120 140 160 180 200
1
1.05
1.1
1.15
1.2
1.25
1.3
1.35
1.4
1.45
n
= n
1
n
1. x
n
is getting close to 1 when n is
increasing.
Denition 2.18 Let {x
n
1. {x
n
} is increasing sequence if it satises the inequalities
x
1
x
2
x
n
x
n+1
.
2. {x
n
} is decreasing sequence if it satises the inequalities
x
1
x
2
x
n
x
n+1
.
3. {x
n
} is strictly increasing sequence if it satises the inequalities
x
1
< x
2
< < x
n
< x
n+1
< .
4. {x
n
} is strictly decreasing sequence if it satises the inequalities
x
1
> x
2
> > x
n
> x
n+1
> .
5. {x
n
} is (strictly) monotone if it is either (strictly) increasing or (strictly) decrea-
sing.
Example 2.19 The following sequences are increasing
{a
n
} = {n : n N} , {b
n
} = {3
n
: n N} , {c
n
} =
1 +
1
n
: n N
.
The following sequences are decreasing
{d
n
} =
1
n
: n N
, {e
n
} = {2n : n N} .
The following sequences are not monotone
{f
n
} = {(1)
n
: n N} , {g
n
} = {cos n : n N} .
24 Sequences
Now, we will introduce an important theorem.
Theorem 2.20 (Monotone convergence theorem) A monotone sequence of real
numbers is convergent if and only if it is bounded. Further :
1. If {x
n
} is bounded increasing sequence then
lim
n
x
n
= sup {x
n
: x N} .
2. If {x
n
} is bounded decreasing sequence then
lim
n
x
n
= inf {x
n
: x N} .
3. Bounded monotone sequence is convergent.
Proof. We will prove 1. only. Proof of 2. is a homework.
Let {x
n
} be a bounded increasing sequence and set S = {x
n
: x N}. Since {x
n
} is
bounded, there exists a real number M such that
x
n
M
for all n N. According to the completeness property of real number (see axiom 1.30),
the supremum
x = sup {x
n
: x N}
exists in R.
In order to show that limx
n
= sup {x
n
: x N} let > 0 be given. Then x is not
an upper bound of set S and hence there exists N N such that
x < x
N
.
The fact that {x
n
} is increasing sequence implies that x
N
x
n
whenever n N, so
that for all n N,
x < x
N
x
n
x < x +.
Therefore we have
|x
n
x| <
for all n N. Therefore, we can conclude that
lim
n
x
n
= sup {x
n
: x N} .
The monotone convergence theorem establishes the existence of the limit of a boun-
ded monotone sequence. It also gives us a way of calculating the limit of the sequence
provided we can evaluate the supremum (in case 1.) or the inmum (in case 2.). So-
metimes it is dicult to evaluate this supremum or inmum, but once we know that it
exists, it is often possible to evaluate the limit by other methods.
2.3 - Monotone Sequences 25
Example 2.21 (Recurrence formula) Let {y
n
} be dened inductively by
y
1
= 3, y
n+1
=
y
n
2
+
3
y
n
for n 1. Show that {y
n
} is convergent and
lim
n
y
n
=
6.
Proof. Since y
1
= 3 > 0, y
n
> 0 for all n N and,
y
n+1
y
n
=
y
n
2
+
3
y
n
y
n
=
6 (y
n
)
2
2y
n
.
It is clear that y
n
is decreasing. So, in order to apply theorem 2.20, we now show, by
induction, that y
n
>
6 for all n N.
The truth of this assertion can be veried for n = 1 since y
1
= 3 >
6. Now suppose
that y
k
>
6 for some k then

6y
k
> 6 and
1
2
>
3
6y
k
implies
1
2
(y
k
6) >
3
6y
k
(y
k
6).
So one can obtain
y
k
2

6
2
>
3
3
y
k
.
Therefore,
y
k+1
=
y
k
2
+
3
y
k
>
6
2
+
3
6
=
6.
We have shown that the sequence y
n
is decreasing and bounded below by

6. It
follows from the theorem 2.20, y
n
is convergent sequence.
Unfortunately, in this case, it is not so easy to evaluate the limy
n
by calcula-
ting inf {y
n
: x N}. However, there is another way to evaluate. Let limy
n
= L then
limy
n+1
= L also. By applying theorem 2.10, we can say
L =
L
2
+
3
L
= L =
6,
6.
Since y
n
> 0 for all n N, L =
6 implies
L = lim
n
y
n
=
6.
We end this section by introducing a sequence that converges to one of the most
important transcendental numbers in mathematics.
Example 2.22 (Eulers number e) Let {x
n
} be a sequence of real numbers such that
for all n N,
x
n
=
1 +
1
n
n
.
26 Sequences
We will show that this sequence is bounded and increasing ; hence it is convergent. The
limit of this sequence is the famous Eulers number e, whose approximate value is
e 2.718281828459045 ,
which is taken as the base of the natural logarithm, refer to Fig. 2.3.
Proof. If we apply the binomial theorem, we have
x
n
=
n
C
0
1
n
+
n
C
1
1
n1
1
n
+ +
n
C
k
1
nk
1
n
k
+ +
n
C
n
1
n
n
= 1 +
n
k=1
n
C
k
1
nk
1
n
k
:= 1 +
n
k=1
y
k
.
Similarly,
x
n+1
= 1 +
n+1
k=1
n+1
C
k
1
n+1k
1
n + 1
k
:= 1 +
n+1
k=1
z
k
.
Then for k = 1, 2, ,
z
k
=
n+1
C
k
1
n+1k
1
n + 1
k
=
(n + 1)n(n 1) (n + 1 k + 1)
k!
1
n + 1
k
=
n + 1
n + 1

n
n + 1

n 1
n + 1

n + 1 k + 1
n + 1
1
k!
= 1
1
1
n + 1
1
2
n + 1
1
k 1
n + 1
1
k!
1
1
1
n
1
2
n
1
k 1
n
1
k!
=
n
n

n 1
n

n 2
n + 1

n + 1 k
n + 1
1
k!
=
n(n 1)(n 2) (n + 1 k)
k!
1
n
k
=
n
C
k
1
nk
1
n + 1
k
= y
k
.
Therefore, x
n
x
n+1
for all n N, so that {x
n
} is an increasing sequence. In order
to show {x
n
} is bounded, we will apply the following inequality (see exercise 1.1.11 of
main textbook)
2
n1
n!
2.4 - Subsequences and the Cauchy criterion 27
for all n N. Then nth term of {x
n
} is
x
n
=
n
C
0
1
n
+
n
C
1
1
n1
1
n
+ +
n
C
k
1
nk
1
n
k
+ +
n
C
n
1
n
n
=1 + n
1
n
+
n(n 1)
2!
1
n
2
+ +
n(n 1) (n k + 1)
k!
1
n
k
+ +
1
n
n
=1 + 1 +
1
2!
1
1
n
+ +
1
n!
1
1
n
1
2
n
1
n 1
n
1 +
1
1!
+
1
2!
+
1
k!
+ +
1
n!
1 +
1
2
0
+
1
2
1
+
1
2
k1
+ +
1
2
n1
=1 +
1
1
2
n
1
1
2
< 1 +
1
1
1
2
= 3.
Hence, we deduce that {x
n
} is bounded sequence, so that {x
n
} converges by the mono-
tone convergence theorem.
0 20 40 60 80 100 120 140 160 180 200
2
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
n
=
1 +
1
n
n
. x
n
is getting close to e when n
is increasing.
2.4 Subsequences and the Cauchy criterion
In this section we will introduce the notion of a subsequence of a sequence of real
numbers. Informally, a subsequence of a sequence is a selection of terms from the given
sequence such that the selected terms form a new sequence. Usually, subsequences are
very useful in establishing the convergence or the divergence of sequence. We will also
prove the important existence theorem known as the Bolzano-Weierstrass theorem, which
will be used to establish a number of signicant results.
Denition 2.23 (Subsequence) Let {x
n
} be a sequence of real numbers and let n
1
<
n
2
< , n
k
< be a strictly increasing sequence of natural numbers. Then {x
n
k
} :=
{x
n
k
}
k=1
is called a subsequence of {x
n
}.
28 Sequences
Example 2.24 Let
{x
n
} =
1
n
: n N
then the selection of even indexed terms produces the subsequence as follows ;
{x
n
k
} :=
1
n
k
: k N
1
2k
: k N
where n
1
= 2, n
2
= 4, , n
k
= 2k, .
Subsequences of convergent sequences also converge to the same limit, as we now
show :
Theorem 2.25 If a sequence {x
n
} of real numbers converges to a real number L if and
only if any subsequence {x
n
k
} of {x
n
} converges to L.
Proof. Let > 0 be given and let N N be such that if n N then
|x
n
L| < .
Since n
1
< n
2
< < n
k
< is an increasing sequence of natural numbers, it can be
proved (by induction) that n
k
k. Hence if k N, we also have n
k
k N so that
|x
n
k
L| < .
Therefore, the subsequence {x
n
k
} converges to L.
Conversely, since {x
n
} is a subsequence of itself
2
and any subsequence of {x
n
}
converges to L, {x
n
} converges to L.
Corollary 2.26 Let {x
n
} be a sequence of real numbers
1. If {x
n
} converges and there exists a subsequence which converges to L then {x
n
}
converges to L.
2. If {x
n
} has two convergent subsequences whose limits are not equal then {x
n
}
diverges.
3. If a subsequence of {x
n
} diverges then {x
n
} diverges.
Now, we will prove the important existence theorem known as the Bolzano-
Weierstrass theorem : a bounded sequence of real numbers has a convergent subsequence.
For that purpose, we will also prove the nested interval theorem.
Denition 2.27 We say that a sequence of intervals {I
n
: n N} is nested if the follo-
wing chain of inclusions holds
I
1
I
2
I
n
I
n+1
.
2
By taking n
k
:= k for k N.
Example 2.28 If for n N,
I
n
:=
0,
1
n
then it is clear that I

n
I
n+1
for each n N so that this sequence of intervals is nested.
In this case, the element 0 belongs to all I
n
and the Archimedean property (theorem 1.32)
can be used to show that 0 is the only such common point. We denote this by writing
n=1
I
n
= {0} .
Generally, a nested sequence of intervals need not have a common point. Let us
consider the following example.
Example 2.29 If for n N,
J
n
:=
0,
1
n
then this sequence of intervals is nested, but there is no common point because for every
given x > 0, there exists m N such that
x >
1
m
so that x / J
m
. We denote this by writing
n=1
J
n
= .
It is an important property of R that every nested sequence of closed, bounded
intervals does have a common point (see example 2.28). Notice that the completeness
of R plays an essential role in establishing this property.
Theorem 2.30 (Nested intervals property) If I
n
= [a
n
, b
n
], n N, is a nested
sequence of closed bounded intervals then there exists a number x R such that x I
n
for all n N.
Theorem 2.31 If I
n
= [a
n
, b
n
], n N, is a nested sequence of closed bounded intervals
such that the lengths b
n
a
n
of I
n
satisfy
lim
n
(b
n
a
n
) = 0
then the number x I
n
for all n N is unique.
Proof. Since I
n
I
n+1
, it is clear that a
n
a
n+1
b
n+1
b
n
. Let us dene
S = {a
n
: n N}
30 Sequences
then, since S = and a
n
b
1
for all n N, S is bounded above so that there exists a
supremum of S. Let us denote this supremum as
x = sup S.
Moreover, {a
n
} is an increasing sequence, by the monotone convergence theorem (theo-
rem 2.20), we can say that
lim
n
a
n
= x.
Let us notice that in fact, it is essential to show that x I
n
for all n N if and only
if a
n
x b
n
(refer to [2]). In order to show the uniqueness of x, let y I
n
then
a
n
y b
n
for all n N. Since
0 y a
n
b
n
a
n
and lim(b
n
a
n
) = 0, by the squeeze theorem (theorem 2.15),
lim
n
(y a
n
) = 0 implies x = lim
n
a
n
= y.
Therefore, we can conclude that x = y is the only point that belongs to I
n
for every
n N.
We will now use the above theorem 2.31 to prove an important Bolzano-Weierstrass
theorem, which states that every bonded sequence has a convergent subsequence.
Theorem 2.32 (Bolzano-Weierstrass theorem) A bounded sequence of real num-
bers has a convergent subsequence.
Proof. Let {x
n
} be a bounded sequence then for all n N, there exists a positive real
number M such that
|x
n
| < M.
1. For all n N, we dene an interval I
0
= [a
0
, b
0
] satisfying
x
n
[M, M] = I
0
.
We now bisect I
0
into two equal subintervals
I
0
= [M, 0] and I
0
= [0, M].
2. One of these intervals must contain x
n
for innitely many positive numbers n N.
We denote this interval by I
1
= [a
1
, b
1
].
3. We repeat this process with the interval I
1
, i.e., we bisect I
1
into two equal subin-
tervals I
1
and I
1
. Notice that if I
1
= I
0
then
I
1
=
M,
M
2
and I
1
=
M
2
, 0
.
4. Similarly with the previous case, one of these intervals I
1
and I
1
must contain x
n
for innitely many positive numbers n N. We denote this interval by I
2
= [a
2
, b
2
].
5. Continuing this process, we can obtain a nested sequence of interval {I
n
} satisfying
I
0
I
1
I
2

and a subsequence {x
n
k
} of {x
n
} such that {x
n
k
} I
k
for k N.
6. Since the length of interval I
n
is
(b
n
a
n
) =
M
2
n1
,
we can obtain
lim
n
(length of interval I
n
) = lim
n
M
2
n1
= lim
n
(b
n
a
n
) = 0.
Therefore, by theorem 2.31, there exists a unique common point x I
n
for all
n N.
7. Moreover, since {x
n
k
} and x both belongs to I
k
, we have
|x
n
k
x| <
M
2
k1
whence it follows that the subsequence {x
n
k
} of {x
n
} converges to x.
We now introduce the important notion of a Cauchy sequence in R. It will turn out
that a sequence in R is convergent if and only if it is a Cauchy sequence. It is important
for us to have a condition implying the convergence of a sequence that does not require us
to know the value of the limit of sequence in advance (and is not restricted to monotone
sequences).
Denition 2.33 (Cauchy sequence) A sequence {x
n
} of real numbers is said to be
a Cauchy sequence if for every > 0 there exists a natural number N such that for
all natural numbers n, m N, the terms x
n
and x
m
satisfy
|x
n
x
m
| < .
Example 2.34 The sequence
{x
n
} =
1
n
: n N
is a Cauchy sequence.
Proof. If > 0 is given, we choose a natural number N such that
1
N
< . Then if
m, n N and n > m (m > n case is similar), we have
|x
n
x
m
| =
1
m

1
n
=
n m
nm
<
n
nm
=
1
m
<
1
N
< .
Therefore, we conclude that {x
n
} is a Cauchy sequence.
Example 2.35 The sequence {x
n
} = {1 + (1)
n
: n N} is not a Cauchy sequence.
32 Sequences
One of our purpose is to show that the Cauchy sequences are precisely the convergent
sequences. First, we will prove that a convergent sequence is a Cauchy sequence.
Lemma 2.36 If {x
n
} is a convergent sequence of real numbers, then {x
n
} is a Cauchy
sequence.
Proof. Assume that {x
n
} converges to x. Then for given > 0 there exists a natural
number N such that if n N then
|x
n
x| <

2
.
Thus, if m, n N then
|x
n
x
m
| = |x
n
x +x x
m
| |x
n
x| +|x
m
x| <

2
+

2
= .
Therefore, {x
n
} is a Cauchy sequence.
Next, we will show the following result.
Lemma 2.37 A Cauchy sequence of real numbers is bounded.
Proof. Let {x
n
} be a Cauchy sequence and let := 1. Then there exists a natural
number N such that if n N then
|x
n
x
N
| < 1.
Hence, by the triangle inequality, we have |x
n
| |x
N
| + 1 for all n N. If we set
M := max {|x
1
|, |x
2
|, , |x
N1
|, |x
N
| + 1} ,
then it follows that |x
n
| M for all n N. Therefore, {x
n
} is abounded sequence.
Now, we present the important Cauchy convergence criterion :
Theorem 2.38 (Cauchy convergence criterion) A sequence of real numbers is
convergent if and only if it is a Cauchy sequence.
Proof. As we seen, in Lemma 2.36, that a convergent sequence of real numbers is a
Cauchy sequence. Conversely, Let {x
n
} be a Cauchy sequence. We will show that it is
convergent to some real number.
1. We observe from Lemma 2.37 that {x
n
} is bounded.
2. Therefore, by the Bolzano-Weierstrass theorem (theorem 2.32), there is a subse-
quence {x
n
k
} of {x
n
} that converges to some real number L.
3. Since {x
n
} is a Cauchy sequence, given > 0 there exists a natural number N
1
such that if n, m N
1
then
|x
n
x
m
| <

2
.
4. Since {x
n
k
} converges to L, there exists a natural number N
2
such that if k N
2
then
|x
n
k
L| <

2
.
5. Let N = max {N
1
, N
2
}. If k N, since n
k
k N,
|x
k
L| |x
k
x
n
k
| +|x
n
k
L| <

2
+

2
= .
We infer that
lim
n
x
n
= L.
Therefore, {x
n
} is convergent.
We will now give an example of application of the Cauchy criterion
Example 2.39 Let {x
n
} be a sequence dened by
x
1
= 1, x
2
= 2, x
n
=
1
2
(x
n1
+x
n2
) for n > 2.
Then {x
n
} is a convergent sequence.
Proof. Since, |x
2
x
1
| = 1 and |x
3
x
2
| =
1
2
, it can be shown by mathematical induction
that for all n N,
1 x
n
2.
Some calculations shows that this sequence is not monotone. However, since the terms
are formed by averaging, by mathematical induction, it is readily seen that for all n N,
|x
n
x
n1
| =
1
2
n2
.
Thus, if m > n, we may employ the triangle inequality in order to obtain
|x
m
x
n
| |x
m
x
m1
| +|x
m1
x
m2
| + +|x
n+1
x
n
|
=
1
2
m2
+
1
2
m3
+ +
1
2
n
+
1
2
n1
=
1
2
n1
1
2
mn1
+
1
2
mn2
+ +
1
2
2
+
1
2
+ 1
<
1
2
n1
2 =
1
2
n2
.
Therefore, given > 0, if N is chosen so large that
1
2
N
<

4
and if m n N then it follows that
|x
m
x
n
| <
1
2
n2

1
2
N2
=
4
2
N
< .
Therefore, the sequence {x
n
} is a Cauchy sequence in R. By the Cauchy criterion (theo-
rem 2.38), we infer that {x
n
} converges.
34 Sequences
Remark 2.40 In order to evaluate the limit L of above sequence {x
n
}, we might rst
pass to the limit in the rule of denition
x
n
=
1
2
(x
n1
+x
n2
)
to conclude that L must satisfy the relation
L =
1
2
(L +L),
which is true, but not informative. Hence, we must try something else.
Since {x
n
} converges to L, so does the subsequence {x
2n+1
} with odd indices. By
mathematical induction, it can be shown that
x
2n+1
= 1 +
1
2
+
1
2
3
+ +
1
2
2n1
= 1 +
2
3
1
1
4
n
.
It follows from this that
L = lim
n
x
n
= lim
n
x
2n+1
= 1 +
2
3
=
5
3
.
The following contractive sequence written in the exercise of main textbook is an
important sequence in analysis. So, we will nish this section with following :
Denition 2.41 (Contractive sequence) We say that a sequence {x
n
} of real num-
bers is contractive if there exists a constant , 0 < < 1 such that
|x
n+2
x
n+1
| |x
n+1
x
n
|
for all n N. The number is called the constant of the contractive sequence.
Theorem 2.42 Every contractive sequence is a Cauchy sequence, and therefore is
convergent.
Proof. This is a homework.
Corollary 2.43 If {x
n
} is a contractive sequence with constant , 0 < < 1, and if
L = lim
n
x
n
,
then
|x
n
L|

n1
1
|x
2
x
1
|.
|x
n
L|

1
|x
n
x
n1
|.
2.5 - Upper and Lower Limits of Bounded and Unbounded Sequences 35
Proof. Since {x
n
} is contractive sequence, if m > n then
|x
m
x
n
|

n1
1
|x
2
x
1
|.
Therefore, if we let m then
|x
n
L|

n1
1
|x
2
x
1
|.
Next, recall that if m > n then by triangle inequality
|x
m
x
n
| = |x
m
x
m1
+x
m1
x
m2
x
n+1
+x
n+1
x
n
|
|x
m
x
m1
| +|x
m1
x
m2
| + +|x
n+1
x
n
|.
Since it is readily established, using mathematical induction, that
|x
n+k
x
n+k1
|
k
|x
n
x
n1
|,
we infer that
|x
m
x
n
| (
mn
+ +
2
+)|x
n
x
n1
|

1
|x
n
x
n1
|.
We now let m in this inequality in order to obtain assertion 2.
2.5 Upper and Lower Limits of Bounded and Unbounded Se-
quences
The generalized limits limsup x
n
and liminf x
n
are dened for arbitrary (not neces-
sary convergent) sequences {x
n
}. In this section, we will dene limit superior and limit
inferior for bounded or unbounded sequences {x
n
}. If {x
n
} is a bonded sequence, the
Bolzano-Weierstrass theorem assures us that {x
n
} has a convergent subsequence. The
limit superior and limit inferior of {x
n
} is the maximum and minimum value obtainable
as the limit of a convergent subsequence of {x
n
}, respectively.
For certain purposes it is convenient to dene what is meant for a sequence {x
n
} of
real numbers to diverges to (or tend to ).
Denition 2.44 (Divergent sequences) Let {x
n
1. We say that {x
n
} diverges to innity (or tends to innity) if for every M R,
there exists a natural number N such that if n N then
x
n
> M
and write
lim
n
x
n
= +.
36 Sequences
2. We say that {x
n
} diverges to minus innity (or tends to minus innity) if
for every M R, there exists a natural number N such that if n N then
x
n
< M
and write
lim
n
x
n
= .
3. We say that {x
n
} is properly divergent in case we have either
lim
n
x
n
= + or lim
n
x
n
= .
We should realize that we are using the symbols +and purely as a convenient
notation in the above expressions. Results that have been proved in earlier sections for
conventional limits limx
n
= L (for L R) may not remain true when limx
n
= .
Theorem 2.45 Let {x
n
} and {y
n
} be two sequences of real numbers such that
lim
n
x
n
= + and lim
n
y
n
> 0
then
lim
n
x
n
y
n
= +.
Proof. Let M be a positive real number. Since, limy
n
> 0, choose a positive number L
such that
0 < L < lim
n
y
n
.
Then there exists a natural number N
1
such that, if n N
1
then
y
n
> L.
Since limx
n
= +, there exists a natural number N
2
such that, if n N
2
then
x
n
>
M
L
.
Let N = max {N
1
, N
2
} then if n N then
x
n
y
n
>
M
L
L = M
Therefore, we infer that limx
n
y
n
= +.
Monotone sequences are particularly simple in regard to their convergence. We have
seen in the monotone convergence theorem that a monotone sequence is convergent if
and only if it is bounded. The next theorem is a reformulation of that result.
Theorem 2.46 A monotone sequence of real numbers is properly divergent if and only
if it is unbounded.
1. If {x
n
} is an unbounded increasing sequence then
lim
n
x
n
= +.
2. If {x
n
} is an unbounded decreasing sequence then
lim
n
x
n
= .
Proof. Suppose that {x
n
} is an unbounded increasing sequence. Then for any M R,
there exists N N such that
x
N
> M.
But since {x
n
} is increasing, for all n N, we have
x
n
> M.
Since M is arbitrary, it follows that limx
n
= +. Remaining part can be proved in a
similar fashion.
The following comparison theorem is frequently used in showing that a sequence is
properly divergent.
Theorem 2.47 Let {x
n
} and {y
n
} be two sequences of real numbers and suppose that
for all n N,
x
n
y
n
.
Then the followings are holds :
If lim
n
x
n
= + then lim
n
y
n
= +.
If lim
n
y
n
= then lim
n
x
n
= .
Proof. Let limx
n
= + and M R is given. Then there exists a natural number N
such that, if n N then
M < x
n
y
n
. .. .
by hypothesis
implies M < y
n
.
Since M is arbitrary, it follows that limy
n
= +. The proof of 2. is similar.
Let us notice that since it is sometimes dicult to establish an inequality such as
x
n
y
n
, the following limit comparison theorem is often more convenient to use.
Theorem 2.48 (Limit comparison theorem) Let {x
n
} and {y
n
} be two sequences
of positive real numbers and suppose that for some positive real number L > 0, we have
lim
n
x
n
y
n
= L.
Then
lim
n
x
n
= + if and only if lim
n
y
n
= +.
38 Sequences
The following theorem is also useful for obtaining the limit of sequences.
Theorem 2.49 Let {x
n
} be a sequence of real numbers such that x > 0 for all n N.
Then
lim
n
x
n
= + if and only if lim
n
1
x
n
= 0.
Proof. Let limx
n
= + and for given > 0, set M =
1
R. Then there exists a

natural number N such that, if n N then
x
n
> M =
1
implies
1
x
n
< .
Therefore

1
x
n
0
< implies lim

n
1
x
n
= 0.
Conversely, let us assume that lim
1
x
n
= 0 and let =
1
M
for a positive number M R.
Then there exists a atural number N N such that, if n N then
1
x
n
0
< =
1
M
.
Since x
n
> 0 for all n N,
0 <
1
x
n
< M.
Therefore, x
n
> M for all n N, we have
lim
n
x
n
= +.
Now, let us consider the limit superior and limit inferior of an arbitrary sequence.
Denition 2.50 Let {x
n
} be a sequence of real numbers
1. Let A
k
= sup {x
k
, x
k+1
, } = sup {x
n
: n k}. Then L is the limit superior of
{x
n
} if
L := lim
k
A
k
= lim
k
sup x
k
.
2. Let B
k
= inf {x
k
, x
k+1
, } = inf {x
n
: n k}. Then L is the limit inferior of
{x
n
} if
L := lim
k
B
k
= lim
k
inf x
k
.
The notations limx
n
and limx
n
are also used for limsup x
n
and liminf x
n
, respectively.
Theorem 2.51 Let {x
n
} be a sequence of real numbers then
limx
n
= inf
n
sup
kn
{x
k
} and limx
n
= sup
n
inf
kn
{x
k
} .
Proof. See the theorem 2.28 and exercise 3 of section 2.5 of main textbook.
Example 2.52 Compute the limit superior and limit inferior of sequence
{x
n
} =
(1)
n
+
1
n
: n N
.
Proof. Let us dene a set A
k
= {x
n
: n k, n N}. If k is an even number then k +1
is an odd number and so on. Then
A
k
=
1 +
1
k
, 1 +
1
k + 1
, 1 +
1
k + 2
, 1 +
1
k + 3

implies
sup A
k
= 1 +
1
k
and inf A
k
= 1.
Similarly, if k is an odd number then
A
k
=
1 +
1
k
, 1 +
1
k + 1
, 1 +
1
k + 2
, 1 +
1
k + 3

implies
sup A
k
= 1 +
1
k + 1
and inf A
k
= 1.
Therefore,
limx
n
= 1 and limx
n
= 1.
Example 2.53 Compute the limit superior and limit inferior of sequence
{x
n
} =
1
n
: n N
.
Proof. Let us dene a set A
k
= {x
n
: n k, n N}. Then
A
k
=
1
k
,
1
k + 1
,
1
k + 2
,
1
k + 3

implies
sup A
k
=
1
k
and inf A
k
= 0.
Therefore,
limx
n
= limx
n
= 0.
Above example says that if a sequence is convergent, its limit superior and limit
inferior are same.
Theorem 2.54 Let {x
n
} be a bonded sequence of real numbers. If
lim
n
x
n
= L if and only if L = limx
n
= limx
n
.
40 Sequences
Proof. Let
L = lim
n
x
n
.
Then for > 0 given, there exists a natural number N such that, if n N then
|x
n
L| <

2
.
Therefore, if n N then
L

2
< A
n
= sup {x
n
, x
n+1
, } L +

2
implies
L

2
< lim
n
A
n
L +

2
.
Since limA
n
= limx
n
,
L < L

2
< limx
n
L +

2
< L + implies

limx
n
L
< .
Therefore, L = limx
n
. Similarly, one can show that L = limx
n
.
Conversely, let us assume that L = limx
n
= limx
n
. Then, since
L = limx
n
= lim
n
sup {x
n
, x
n+1
, } ,
for > 0 given, there exists a natural number N
1
such that, if n N
1
then
|sup {x
n
, x
n+1
, } L| < implies x
n
< L +.
Similarly, since
L = limx
n
= lim
n
inf {x
n
, x
n+1
, } ,
for > 0 given, there exists a natural number N
2
such that, if n N
2
then
|inf {x
n
, x
n+1
, } L| < implies L < x
n
.
Let N = max {N
1
, N
2
}. If n N then
L < x
n
< L + implies |x
n
L| < .
Therefore,
lim
n
x
n
= L.
Corollary 2.55 Let {x
n
} be a sequence of real numbers. If
lim
n
x
n
= if and only if limx
n
= limx
n
= .
Proof. See the theorem 2.30 of main textbook.
1. Prove that
(a) Let {a
n
} and {b
n
} be sequences such that {a
n
} is bounded and limb
n
= 0.
Then
lim
n
a
n
b
n
= 0.
(b) Give an example of sequences {a
n
} and {b
n
} such that limb
n
= 0 but
lim
n
a
n
b
n
= 0.
2. Let {a
n
} and {b
n
} be sequences of real numbers and x R. If for some k > 0 and
every natural number n,
|x
n
x| < k|a
n
| and lim
n
a
n
= 0
then
lim
n
x
n
= x.
3. Establish the convergence or the divergence of the following sequences.
(a) x
n
=
3 2n
1 +n
.
(b) x
n
=
(1)
n
n
2n 1
.
(c) x
n
=
n
2
2
n + 1
.
(d) x
n
=
1 n
2
n
.
(e) x
n
=
n!
2
n
.
(f) x
n
=
n
2
2
n
.
4. Prove that every contractive sequence (see denition 2.41) is a Cauchy sequence.
5. Prove the remaining part 2. of theorem 2.20 (theorem 2.13 of main textbook).
6. Prove that if the subsequences {x
2n
} and {x
2n1
} of {x
n
} converges to a real
number x then {x
n
} converges.
7. Calculate the limit superior and limit inferior of following sequences.
(a) {x
n
} = {1 + (1)
n
: n N}.
(b) {y
n
} =
1
2
, 1,
1
4
,
1
3
,
1
6
,
1
5
,
1
8
,
1
7
,
.
(c) {z
n
} =
n
2
(1 + (1)
n
) : n N
.
(d) {t
n
} =
nsin
n
2
: n N
.
42 Limits of Functions
Mathematical analysis is generally understood to refer to that area of mathematics
in which systematic use is made of various limiting concepts : the limit of a sequence of
real numbers. In this chapter, we will encounter the notion of the limit of function.
3.1 Limits of Functions
The intuitive idea of the function f having a limit L at the point a is that the values
f(x) are close to L when x is close to (but dierent from) a. But it is necessary to have
a technical way of working with the idea of close to and this is accomplished in the
denition given in this section.
In order for the idea of the limit of a function f at a point a to be meaningful, it is
necessary that f be dened at the point close to a. It is need not be dened at the point
a, but it should be dened at enough points close to a to make the study interesting.
These are the reasons for the following denitions :
Denition 3.1 (Neighborhood (revisited)) Let a R and > 0.
1. The neighborhood of a is the set
N
(a) := {x R : |x a| < } = {x R : a < x < a +} .

2. D is called the neighborhood of a if there exists an neighborhood N
(a) such
that
N
(a) D.
3. The deleted neighborhood of a is the set
N
(a) := {x R : 0 < |x a| < } = {x R : a < x < a +} {a} .

Example 3.2 Let us consider the following examples of neighborhood :
1. Let I := {x : 0 < x < 1} and a I. Let = min {a, 1 a} then N
(a) is an
neighborhood of a. Moreover, for arbitrary x N
(a),
0 a < x < a + 1 implies x I.
It means that N
(a) is contained in I. Thus I is neighborhood of a.

2. Let I := {x : 0 x 1} then for any > 0, N
(0) contains points not in I, and

so N
(0) is not contained in I. For example, the number x =
2
is in N
(0) but
not in I.
3. Let a be a real number. For given > 0, if x N
(a) then x = a by theorem 1.23.

Denition 3.3 Let D R. A point x is an accumulation point or cluster point
(or limit point) of D if for every neighborhood N
(x) of x contains at least one point

of D distinct from a, i.e.,
(x , x +) (D {x}) = .
3.1 - Limits of Functions 43
Let us notice that the point x may or may not be a member of D, but even if it is
in D, it is ignored when deciding whether it is an accumulation point of D or not, since
we explicitly require that there be points in N
(x) D distinct from x in order for x to

be an accumulation point of D. For the sake of simplicity, we set the domain D be a
non-empty subset of R.
Example 3.4 Let us consider the following examples of accumulation point :
1. The set S =
1
n
: n N
has only the point 0 as an accumulation point. None of

the points in S is a cluster point of S.
2. The set S = {0}
1
n
: n N
has only the point 0 as an accumulation point.

3. For intervals (0, 1), (0, 1], [0, 1) and [0, 1], every point of the closed interval [0, 1]
is an accumulation point of them.
Theorem 3.5 A number a R is an accumulation point of a subset D R if and only
if there exists a sequence {a
n
} in D such that for all n N
lim
n
a
n
= a and a
n
= a.
Proof. If a is an accumulation point of D then for any n N, the
1
n
neighborhood
N1
n
(a) contains at least one point a
n
in D distinct from a. Then
a
n
A, a
n
= a and |a
n
a| <
1
n
implies lim
n
a
n
= a.
Conversely, if there exists a sequence {a
n
} in D{a} with lim
n
a
n
= a then for any
> 0, there exists N N such that if n N then
a
n
N
(a).
Therefore, for n N, N
(a) contains the points a

n
such that
a
n
D and a
n
= a.
It means that a is an accumulation point of D.
We now state the precise denition of the limit of a function f at a point a. It is
important to note that in this denition, it is immaterial whether f is dened at a or
not. In any case, we exclude a from consideration in the determination of the limit.
Denition 3.6 (Limit of function) Let D R and a be an accumulation point of
D. A function f : D R, a real number L is said to be a limit of f at a if for given
> 0, there exists a () > 0 such that if x D and 0 < |x a| < () then
|f(x) L| < .
If the limit of f at a does not exists, we say that f diverges at a.
1. Let us notice that the notation () is used to emphasize that the choice of
depends on the value of . However, it is often convenient to write instead of
(). For the sake of simplicity, we will use instead of ().
2. If L is a limit of f at a then we also say that f converges to L at a. We often write
lim
xa
f(x) = L.
3. Sometimes, the symbolism
f(x) L as x a
is used in order to indicate the intuitive idea that the f has limit L at a.
The following theorem indicates that the value of L of the limit of function is uniquely
determined. This uniqueness is not part of the denition of limit, but must be deduced.
Theorem 3.7 (Uniqueness of limits) Let f : D R be a function and if a is an
accumulation point of D then f can have only one limit at a.
Proof. Let L
1
and L
2
are both limits of f at a. Then for given > 0, there exists
1
> 0
such that if x D and 0 < |x a| <
1
then
|f(x) L
1
| <

2
.
Also there exists
2
> 0 such that if x D and 0 < |x a| <
2
then
|f(x) L
2
| <

2
.
Now, let = min {
1
,
2
} then if a D and 0 < |x a| < ,
|L
1
L
2
| |L
1
f(x)| +|f(x) L
2
| <

2
+

2
= .
Since > 0 is arbitrary, L
1
= L
2
.
The denition of limit can be described in terms of neighborhoods, refer to Fig. 3.1.
We observe that because
N
(a) = {x : |x a| < } ,
the inequality 0 < |xa| < is equivalent to saying that x = a and x N
(a). Similarly,
the inequality |f(x) L| < is equivalent to saying that f(x) N
(L). In this way we

can obtain the following result. The proof is left to reader.
Theorem 3.8 Let f : D R be a function and a be an accumulation point of D.
Then the following statements are equivalent :
1. lim
xa
f(x) = L.
2. Given any N
(L), there exists a N
(a) such that if x = a is any point in N
(a) D
then f(x) N
(L).
L
N
(L)
N
(a)
a
given
there exists
x
y
Fig. 3.1 The limit of f at a.
Example 3.9 Show that
lim
xa
b = b.
Proof. Let f(x) := b for all x R then if > 0 is given, we let = (in fact, any
strictly positive will serve the purpose, e.g., = 1). Then if 0 < |x a| < then
|f(x) b| = |b b| = 0 < .
Since > 0 is arbitrary, we conclude that
lim
xa
b = b.
lim
xa
x = a.
Proof. Let f(x) := x for all x R then if > 0 is given, we let = . Then if
0 < |x a| < then
|f(x) a| = |x a| < = .
Since > 0 is arbitrary, we deduce that
lim
xa
x = a.
lim
xa
x
2
= a
2
.
Proof. Let f(x) := x
2
for all x R. We want to make the dierence as
|f(x) a
2
| = |x
2
a
2
| <
for a preassigned > 0 by taking x suciently close to a. To do so, we note that
x
2
a
2
= (x +a)(x a). Moreover if |x a| < M then
3
|x| |a| +M so that |x +a| |x| +|a| 2|a| +M.
Therefore, if |x a| < M, we have
|f(x) a
2
| = |x
2
a
2
| = |x +a||x a| (2|a| +M)|x a|. (3.1)
The last term of above inequality will be less than provided we take
|x a| <

2|a| +M
.
Consequently, if we choose
:= min
M,

2|a| +M
,
then if 0 < |x a| < , it follow rst that |x a| < M so that (3.1) is valid, and
therefore,
|f(x) a
2
| = |x
2
a
2
| = |x +a||x a| (2|a| +M)

2|a| +M
< .
Since we have a way of choosing > 0 for an arbitrary choice of > 0, we infer that
lim
xa
f(x) = lim
xa
x
2
= a
2
.
Example 3.12 Show that if a > 0,
lim
xa
1
x
=
1
a
.
Proof. Let f(x) :=
1
x
for all x R. We want to make the dierence as
f(x)
1
a
1
x

1
a
<
for a preassigned > 0 by taking x suciently close to a. To do so, we note that for
x > 0,

1
x

1
a
1
ax
(a x)
=
1
ax
|x a|.
It is useful to get an upper bound for the term
1
ax
that holds in some neighborhood of
a. In particular, if |x a| <
1
2
a then
1
2
a < x <
3
2
a, so that
0 <
1
ax
<
2
a
2
for |x a| <
1
2
a.
Therefore, for these values of x we have
1
x

1
a
=
1
ax
|x a|
2
a
2
|x a|. (3.2)
3
In our main textbook, M = 1 is used.
The last term of above inequality will be less than provided we take |x a| <
1
2
a
2
.
:= min
1
2
a,
1
2
a
2
,
then if 0 < |x a| < , it follow rst that |x a| <
1
2
a so that (3.2) is valid, and
therefore,
f(x)
1
a
=
1
ax
|x a|
2
a
2
1
2
a
2
< .
Since we have a way of choosing > 0 for an arbitrary choice of > 0, we infer that
lim
xa
f(x) = lim
xa
1
x
=
1
a
.
There are times when a function f may not posses a limit at a point a, yet a limit
does exist when the function is restricted to an interval on one side of the accumulation
point a. For example, the following signum function sgn dened by (see Fig. 3.2)
sgn(x) :=
+1 for x > 0
0 for x = 0
1 for x < 0
has no limit at a = 0. However, if we restrict the sgn(x) to the interval (0, ), the
resulting function has a limit of 1 at a = 0. Similarly, if we restrict the sgn(x) to the
interval (, 0), the resulting function has a limit of 1 at a = 0. These are elementary
examples of right-hand and left-hand limits at a = 0.
x
y
0
1
-1
f (x)=sgn(x)
Fig. 3.2 The signum function f(x) = sgn(x).
Denition 3.13 (Right-hand and Left-hand limits) Let f : D R be a func-
tion.
1. If a is an accumulation point of D (a, ), then we say that L R is a right-
hand limit of f at a if given any > 0, there exists a > 0 such that for all
x D with 0 < x a < ,
|f(x) L| < .
In this case, we write
lim
xa+
f(x) = L or f(a+) = L.
2. If a is an accumulation point of D (, a), then we say that L R is a left-
hand limit of f at a if given any > 0, there exists a > 0 such that for all
x D with 0 < a x < ,
|f(x) L| < .
In this case, we write
lim
xa
f(x) = L or f(a) = L.
Let us notice that the limits lim
xa+
f(x) and lim
xa
f(x) are called one-sided limits of f
at a. It is possible that neither one-sided limit may exists. Also, one of them may exist
without the other existing. Similarly, as is the case for f(x) = sgn(x) at x = 0, they
may both exist and be dierent.
The following result relates the notion of the limit of function to one-sided limits.
Theorem 3.14 Let f : D R be a function and a be an accumulation point of
D (a, ) and D (, a). Then
lim
xa
f(x) = L if and only if lim
xa+
f(x) = L = lim
xa
f(x).
Proof. Suppose that
lim
xa
f(x) = L.
For given > 0, there exists > 0 such that if 0 < |x a| < then
|f(x) L| < .
If 0 < x a < then 0 < |x a| < ; so
|f(x) L| < implies lim
xa+
f(x) = L.
Similarly, one can obtain
lim
xa
f(x) = L.
Conversely, suppose that
lim
xa+
f(x) = L = lim
xa
f(x).
For given > 0, there exists
1
> 0 such that if 0 < x a <
1
then
|f(x) L| < .
Moreover, there exists
2
> 0 such that if 0 < a x <
2
then
|f(x) L| < .
Let = min {
1
,
2
} then if 0 < |x a| < either 0 < x a <
1
or 0 < a x <
2
so
that
|f(x) L| < implies lim
xa
f(x) = L.
Example 3.15 For x = 0, let us consider the function
f(x) := |x| +
x
|x|
.
Then
lim
x0+
f(x) = 1 and lim
x0
f(x) = 1.
Example 3.16 Calculate the right-hand and left-hand limit of the function f(x) at
x = 1 (see Fig. 3.3)
f(x) :=
2x + 1 for x > 1
x
2
for x 1
Proof. For given > 0 there exists =

2
> 0 such that if 1 < x < 1+ then |x1| <
so that
|f(x) 3| = |(2x + 1) 3| = 2|x 1| < 2 = .
Therefore, we infer that
lim
x1+
f(x) = 3.
For given > 0 there exists = 2 > 0 such that if 0 < 1 x < then
|x 1| <
so that
|f(x) 3| =
x
2

1
2
=
1
2
|x 1| <
1
2
= .
Therefore, we infer that
lim
x1
f(x) =
1
2
.
0 1
x
y
0.5
3
y = f (x)
Fig. 3.3 Graph of f(x) in example 3.16.
3.2 Some Properties of Limits of Functions
In this section, we shall obtain some results that are useful in calculating limits
of functions. These results are parallel to the limit theorems established in section 2.2
for sequences. In fact, in most cases these results can be proved by using results from
the previous chapter. Alternatively, some results in this section can be proved by using
typical arguments that are very similar to the ones employed in the previous
chapter.
We will start this section with the following important formulation of limit of a
function is in terms of limits of sequences. This characterization permits the theory of
Chapter 2 to be applied to the study of limits of functions.
Theorem 3.17 (Sequential criterion) Let f : D R be a function and a be an
accumulation point of D. Then the following are equivalent.
1. lim
xa
f(x) = L.
2. For every sequence {x
n
} in D that converges to a such that x
n
= a for all n N,
lim
n
f(x
n
) = L.
Proof. Assume that
lim
xa
f(x) = L.
For given > 0 there exists > 0 such that if 0 < |x a| < then
|f(x) L| < .
Since {x
n
} converges to a, for given > 0, there exists N N such that if n N then
|x
n
a| < .
But for each x
n
, x
n
= a, we have 0 < |x
n
a| so that ; if n N then 0 < |x
n
a| < ,
we have
|f(x
n
) a| < .
Therefore, {f(x
n
)} converges to L.
Conversely, in order to apply the contrapositive argument, assume that
lim
xa
f(x) = L.
Then there exists N
0
(L) such that no matter what N
(a) we pick, there exists at least

one number x
with 0 < |x
a| < and x
= a such that
|f(x
) L|
0
.
Hence for every n N, there exists N1
n
(a) contains a number x
n
D such that
0 < |x
n
a| <
1
n
but |f(x
n
) L|
0
for all n N.
3.2 - Some Properties of Limits of Functions 51
So, we conclude that the sequence {x
n
} in D that converges to a such that x
n
= a, but
the sequence {f(x
n
)} does not converges to L. This is contradiction. So, we have
lim
xa
f(x) = L.
Sometimes, it is important to be able to show that a certain number is not the limit
of a function at a point or that the function does not have a limit at a point. The
following result is a consequence of theorem 3.17.
Theorem 3.18 (Divergence criterion) Let f : D R be a function and a be an
accumulation point of D. Then the following are equivalent.
1. lim
xa
f(x) = L.
2. There exists a sequence {x
n
} in D with x
n
= a for all n N such that
lim
n
x
n
= a but lim
n
f(x
n
) = L.
Example 3.19 Let
f(x) := sin
1
x
then lim
x0
f(x) does not exist in R (See Fig. 3.4).
0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4
1
0.8
0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1
xaxis
y
a
x
i
s

1
1
3
1
2
Proof. Now, we recall from Elementary Calculus that for integer n,
sin x =
0 if x = n
1 if x =

2
+ 2n.
For n N, let x
n
:=
1
n
then
lim
n
x
n
= 0 and f(x
n
) = sin n = 0 so that lim
n
f(x
n
) = 0.
On the other hand, for n N, let y
n
:=
2
+ 2n
1
then
lim
n
y
n
= 0 and f(y
n
) = sin
2
+ 2n
= 1 so that lim
n
f(y
n
) = 1.
Therefore,
lim
n
f(x
n
) = lim
n
f(y
n
).
This implies that
lim
x0
f(x) = lim
x0
sin
1
x
does not exist.
Denition 3.20 (Bounded function) Let f : D R be a function and let a be an
accumulation point of D. We say that f is bounded on a neighborhood of a if there
exists a N
(a) and a constant M > 0 such that for all a D N
(a),
|f(x)| M.
Theorem 3.21 Let f : D R be a function and a be an accumulation point of D. If
lim
xa
f(x) = L
then f is bounded on some neighborhood of a.
Proof. Since
lim
xa
f(x) = L,
for = 1, there exists > 0 such that if 0 < |x a| < then
|f(x) L| < 1 implies |f(x)| |L| |f(x) L| < 1.
Therefore, if x D N
(a) and x = a, then |f(x)| < L + 1. Now let

M =
|L| + 1 if a / D
sup {|f(a)|, |L| + 1} if a D.
It follows that if x D N
(a) then
|f(x)| M.
This shows that f is bounded on some neighborhood N
(a) of a.
Theorem 3.22 Let f : D R be a function and a be an accumulation point of D. If
lim
xa
f(x) = L > 0
then there exists a neighborhood N
(a) such that f(x) > 0 for all x D N
(a) and
x = a.
Proof. Since
lim
xa
f(x) = L > 0,
suppose that =
L
2
> 0. Then there exists > 0 such that if 0 < |x a| < and x D
then
|f(x) L| <
L
2
implies
L
2
< f(x) L <
L
2
.
Therefore it follows that if 0 < |x a| < and x D then
f(x) >
L
2
> 0.
The next denition is similar to the denition for sums, dierences, products, and
quotients of sequences given in section 2.2.
Denition 3.23 Let f : D R be a function and g : D R be functions. We
dene
1. Sum f +g :
(f +g)(x) = f(x) +g(x).
2. Dierence f g :
(f g)(x) = f(x) g(x).
3. Product fg :
fg(x) = f(x)g(x).
4. Multiple kf for k R :
(kf)(x) = kf(x).
5. Quotient
f
g
:
f
g
(x) =
f(x)
g(x)
with g(x) = 0 for all x D.
Theorem 3.24 Let f : D R and g : D R be functions and a be an accumulation
point of D. Further, let k R. If
lim
xa
f(x) = L and lim
xa
g(x) = M
then :
1. lim
xa
(f +g)(x) = L +M.
2. lim
xa
kf(x) = kL.
3. lim
xa
(f g)(x) = L M.
4. lim
xa
(fg)(x) = LM.
5. lim
xa
f
g
(x) =
L
M
where M = 0.
Proof. The proof of this theorem is very similar to that of theorem 2.10. Notice that
one can prove this theorem by using Sequential criterion (theorem 3.17).
1. For given > 0, there exists a
1
> 0 such that if x D and 0 < |xa| <
1
then
|f(x) L| <

2
.
Moreover, there exists a
2
2
then
|g(x) M| <

2
.
Let us take = min {
1
,
2
}. If x D and 0 < |x a| < then
|f(x) +g(x) (L +M)| |f(x) L| +|g(x) M| <

2
+

2
= .
Therefore,
lim
xa
(f +g)(x) = L +M.
2. If k = 0 then this property holds so let us assume that k = 0 case. For given > 0,
there exists > 0 such that if x D and 0 < |x a| < then
|f(x) L| <

|k|
.
Analogously, if x D and 0 < |x a| < then
|kf(x) kL| = |k||f(x) L| < |k|

|k|
= .
Therefore,
lim
xa
kf(x) = kL.
3. By combining 1. and 2., we can prove it.
4. In order to prove this property, we will consider the following estimation :
|f(x)g(x) LM| = |f(x)g(x) Lg(x) +Lg(x) LM|
|f(x) L| |g(x)| +|L| |g(x) M| .
Since g has limit M, according to theorem 3.21, g is bounded on some neighbo-
rhood of a so that ; there exists
1
1
then
|g(x)| < |M| + 1.
By hypothesis, for given > 0 there exists
2
> 0 such that if x D and
0 < |x a| <
2
then
|f(x) L| <

2(|M| + 1)
.
And there exists
3
3
then
|g(x) M| <

2|L|
.
Let us take = min {
1
,
2
,
3
|f(x)g(x) LM| |f(x) L| |g(x)| +|L| |g(x) M|
<

2(|M| + 1)
(|M| + 1) +|L|

2|L|
<

2
+

2
= .
Therefore,
lim
xa
(fg)(x) = LM.
5. By 4., it is enough to show that
lim
xa
1
g(x)
=
1
M
.
Let us notice that
1
g(x)

1
M
=
|M g(x)|
|g(x)M|
=
|g(x) M|
|g(x)||M|
.
Since g has limit M, there exists
1
1
then
||g(x)| |M|| |g(x) M| <
|M|
2
implies
|M|
2
< |g(x)|.
Therefore, if x D and 0 < |x a| <
1
then
1
|g(x)|
<
2
|M|
.
Moreover, for given > 0, there exists
2
> 0 such that if x D and 0 < |xa| <
2
then
|g(x) M| <
|M|
2
2
.
Let us take = min {
1
,
2
1
g(x)

1
M
=
|g(x) M|
|g(x)||M|
<
2
|M|
2
|M|
2
2
= .
Therefore, by combining 3., we infer that
lim
xa
f
g
(x) =
L
M
where M = 0.
Remark 3.25 Let us note that in part 6., the additional assumption that
lim
xa
g(x) = M = 0
is made. If this assumption is not satised, then the limit
lim
xa
f(x)
g(x)
may or may not exist. But even if this limit does exist, we cannot use property 6. of
theorem 3.24 to evaluate it.
Remark 3.26 f
k
: D R for k = 1, 2, , n be functions and a be an accumulation
point of D. If
lim
xa
f
k
(x) = L
k
for k = 1, 2, , n
then it follows from theorem 3.24 by an Mathematical induction argument that
lim
xa
(f
1
+f
2
+ +f
n
)(x) = L
1
+L
2
+ +L
n
and
lim
xa
(f
1
f
2
f
n
)(x) = L
1
L
2
L
n
.
In particular, we deduce that if lim
xa
f(x) = L then for n N
lim
xa
{f(x)}
n
= L
n
.
Example 3.27 If a = 0 then
lim
xa
1
x
=
lim
xa
1
lim
xa
x
=
1
a
.
Example 3.28 Let f(x) = x
2
4 and g(x) = 3x 6 for x R then we cannot apply
property 6. of theorem 3.24 to evaluate
lim
x2
f(x)
g(x)
= lim
x2
x
2
4
3x 6
because
lim
x2
(3x 6) = 0.
However, if x = 2, then it follows that
x
2
4
3x 6
=
(x + 2)(x 2)
3(x 2)
=
x + 2
3
.
Therefore, we have
lim
x2
f(x)
g(x)
= lim
x2
x
2
4
3x 6
= lim
x2
x + 2
3
=
4
3
.
Example 3.29 lim
x0
f(x) = lim
x0
1
x
does not exist in R.
Proof. Since lim
x0
x = 0, we cannot apply property 6. of theorem 3.24 to evaluate lim
x0
f(x).
In order to show that lim
x0
f(x) does not exist, we will apply theorem 3.18. For that
purpose, let x
n
=
1
n
then
lim
n
x
n
= 0.
But, the sequence {f(x
n
)} = {n : n N} does not bounded, i.e., lim
n
f(x
n
) does not
exist. Therefore, by theorem 3.18, lim
x0
f(x) does not exist in R.
The next theorem is a direct analogue of theorem 2.13.
Theorem 3.30 f
k
: D R for k = 1, 2, , n be functions and a be an accumulation
point of D. If for x D and x = a,
f(x) g(x) and there exists lim
xa
f(x) and lim
xa
g(x)
then
lim
xa
f(x) lim
xa
g(x).
Proof. We will apply the contrapositive argument for proving theorem. Let us assume
that
lim
xa
f(x) lim
xa
g(x) = lim
xa
{f(x) g(x)}
. .. .
by 3. of theorem 3.24
= k > 0.
For =
k
2
> 0, there exists > 0 such that if x D and 0 < |x a| < then
|f(x) g(x) k| < =
k
2
so that
k
2
< f(x) g(x) k <

2
.
Therefore, if x D and 0 < |x a| < then
f(x) g(x) >
k
2
> 0.
This is contradiction. So, we have
lim
xa
f(x) lim
xa
g(x).
We now state an analogue of the squeeze theorem 2.15. We leave its proof to the
reader.
Theorem 3.31 (Squeeze theorem) Let f, g, h : D R be functions and a be an
accumulation point of D. If for x D and x = a,
f(x) g(x) h(x) and lim
xa
f(x) = L = lim
xa
h(x)
then
lim
xa
g(x) = L.
Theorem 3.32 Let f, g : D R be functions and a be an accumulation point of D.
If for x D and x = a,
g(x) is bounded and lim
xa
f(x) = 0
then
lim
xa
f(x)g(x) = 0.
Example 3.33 Prove that
lim
x0
x sin
1
x
= 0.
Proof. Let
f(x) = x sin
1
x
for x = 0. Since for all x R, 1 sin x 1, we have the following inequality
|x| f(x) = x sin
1
x
|x|
for all x R, x = 0. Since lim
x0
x = 0, it follows from the squeeze theorem 3.31 that
lim
x0
x sin
1
x
= 0.
For a graph, see Fig. 3.5.
0.4 0.3 0.2 0.1 0 0.1 0.2 0.3 0.4
0.25
0.2
0.15
0.1
0.05
0
0.05
0.1
0.15
0.2
0.25
xaxis
y
a
x
i
s

1
1
2
1
3
Let us consider the function
f(x) =
1
x
2
for x = 0, refer to Fig. 3.6. f(x) is not bounded on a neighborhood of 0, so it cannot
have a limit in the sense of denition 3.6. While the symbols (= +) and do not
represent real numbers, it is sometimes useful to be able to say that f(x) approaches
(or tends) to as x 0. This use of will not cause any diculties, provided we
exercise caution and never interpret or as being real numbers.
Denition 3.34 Let f : D R be a function and a be an accumulation point of D.
1. We say that f approaches to innity (or tends to innity) as x a if for
every M R there exists = (M) > 0 such that for all x D with 0 < |xa| <
then
f(x) > M
and write
lim
xa
f(x) = (or +).
2 1.5 1 0.5 0 0.5 1 1.5 2
2
0
2
4
6
8
10
x
0
y
2 1.5 1 0.5 0 0.5 1 1.5 2
5
4
3
2
1
0
1
0
x
y
Fig. 3.6 Graph of f(x) = 1/x
2
(left) and f(x) = log |x| (right) for x = 0.
2. We say that f approaches to minus innity (or tends to minus innity)
as x a if for every M R there exists = (M) > 0 such that for all x D
with 0 < |x a| < then
f(x) < M
and write
lim
xa
f(x) = .
Example 3.35 Prove that (see Fig. 3.6)
lim
x0
1
x
2
= .
Proof. For every M R, there exists =
1
M
such that if 0 < |x 0| < then
x
2
<
1
M
so that
1
x
2
> M.
Example 3.36 Prove that (see Fig. 3.6)
lim
x0
log |x| = .
Proof. For every M R, there exists = e
M
such that if 0 < |x 0| < then
|x| < e
M
so that log |x| < M.
Similarly with the denition 3.13, it will be useful to consider one-sided innite limits
as
lim
xa+
f(x) = , lim
xa
f(x) = , lim
xa+
f(x) = and lim
xa
f(x) = .
Example 3.37 For x = 0,
f(x) =
1
x
does not tend to either or as x 0. In fact
lim
x0+
f(x) = and lim
x0
f(x) = .
It is also desirable to dene the notion of the limit of a function as x . The
denition as x is similar.
Denition 3.38 Let f : D R be a function.
1. We say that L R is a limit of f as x if given any > 0 there exists M
such that for any x > M, then
|f(x) L| <
and write
lim
x
f(x) = L.
2. We say that f approaches to innity (or tends to innity) as x if
given any M R there exists K R such that for any x > K, then
f(x) > M
and write
lim
x
f(x) = .
3. Similarly, we can dene
lim
x
f(x) = L, lim
x
f(x) = , lim
x
f(x) = and lim
x
f(x) = .
lim
x
1
2x + 3
Proof. For given > 0 there exists M =

1
2
> 0 such that if x > M then
1
2x + 3
0
=
1
2x + 3
<
1
2x
<
1
2M
< .
Therefore,
lim
x
1
2x + 3
= 0.
lim
x
x
Proof. For any M > 0, there exists K = M
2
> 0 such that if x > K then
x >
K = M implies lim
x
x = .
1. Show that the following limit does not exist
lim
x0
x
|x|
.
2. Evaluate the following limits, or show that they do not exist.
(a) lim
x0
2|x|
x
.
(b) lim
x2+
x
2
4
|x 2|
.
(c) lim
x0+
sin
1
x
.
(d) lim
x0+
x
1
x
.
(e) lim
x0+
4x[x]
2x +|x|
.
(f) lim
x0
4x[x]
2x +|x|
.
3. A function f : R R satises
f(x +y) = f(x) +f(y)
for all x, y R and there exists lim
x0
f(x). Show that the following holds.
(a) lim
x0
f(x) = 0.
(b) For all a R, there exists lim
xa
f(x).
4. Prove the following by using squeeze theorem 3.31 (or theorem 3.16 of main text-
book).
(a) lim
x0
sin x = 0.
(b) lim
x0
cos x = 1.
(c) lim
x0
sin x
x
= 1.
(d) lim
x0
cos x 1
x
= 0.
62 Continuous Functions
We now begin the study of the most important class of functions that arises in
analysis : the class of continuous functions.
4.1 Continuous Functions
In this section, we will dene what it means to say that a function is continuous at a
point, or on a set. This notion of continuity is one of the central concepts of mathematical
analysis, and it will be used in almost all of the following material. For convenience, we
set the domain D be a non-empty subset of R.
Denition 4.1 (Continuous function) Let f : D R be a function and let a D.
We say that f is continuous at a if, given any number > 0 there exists > 0 such
that if x D satisfying |x a| < then
|f(x) f(a)| < .
If f is continuous on every point of D, then we say that f is continuous on D. If f
fails to be continuous at a, then we say that f is discontinuous at a.
As with the denition of limit, the denition of continuity at a point can be formu-
lated in terms of neighborhoods. This is done in the next result.
Theorem 4.2 A function f : D R is continuous at a point a D if and only if
given any > 0 there exists > 0 such that if x D N
(a) then
f(x) N
(f(a)).
Let us notice that if a is an accumulation point of D, then a comparison of denitions
3.6 and 4.1 show that f is continuous at a if and only if
lim
xa
f(x) = f(a).
Thus, if a is an accumulation point of D, then three conditions must hold for f to be
continuous at a :
1. f must be dened at a (so that f(a) makes sense)
2. the limit of f at a must exist in R (so that lim
xa
f(x) makes sense)
3. these two values must be equal (so that lim
xa
f(x) = f(a)).
Example 4.3 Constant function, f(x) = x and f(x) = x
2
are continuous functions,
refer to examples 4.1, 4.2 and 4.3 of main textbook.
4.1 - Continuous Functions 63
Example 4.4 Let f : R R be a function dened as
f(x) =
x sin
1
x
if x = 0
0 if x = 0
then f is continuous at x = 0.
Proof. For any > 0, there exists = > 0 such that if |x 0| < , x R then
|f(x) f(0)| =
x sin
1
x
|x| < = .
Therefore, combining the result in example 3.33, f is continuous at x = 0.
A slight modication of the proof of theorem 3.17 for limits yields the following
sequential version of continuity at a point.
Theorem 4.5 (Sequential criterion for continuity) A function f : D R is
continuous at the point a D if and only if for every sequence {x
n
} in D that converges
to a, the sequence {f(x
n
)} converges to f(a).
The following discontinuity criterion is a consequence of the last theorem.
Theorem 4.6 (Discontinuity criterion) A function f : D R is discontinuous at
the point a D if and only if for every sequence {x
n
} in D that converges to a, but the
sequence {f(x
n
)} does not converges to f(a).
Example 4.7 Let f : R R be a function dened by
f(x) :=
0 if x is rational
x if x is irrational.
We claim that f is continuous at x = 0 and is discontinuous except x = 0.
Proof. For given > 0, there exists = > 0 such that if |x 0| < then
|f(x) f(0)| = |f(x) 0| = |f(x)| |x| < = .
Therefore,
lim
x0
f(x) = 0,
i.e., f is continuous at x = 0.
Now, assume that x = 0 then since |x| > 0, there exists n
0
N such that
|x| >
1
n
0
.
For each n N, let us dene
x
n
= x
1
n
0
+n
.
First, let us assume that x is irrational number. Since x
n
is irrational number, there
exists a rational number y
n
such that
x
n
< y
n
< x.
Since lim
n
x
n
= x, by squeeze theorem
lim
n
y
n
= x.
Therefore by the sequential criterion for continuity (theorem 4.5),
lim
n
f(y
n
) = 0 = x = f(x). (4.1)
Next, let us assume that x is rational number. Since x
n
is rational number, there
exists an irrational number y
n
such that
x
n
< y
n
< x.
Since lim
n
x
n
= x, by squeeze theorem
lim
n
y
n
= x.
Therefore by the sequential criterion for continuity (theorem 4.5),
lim
n
f(y
n
) = x = 0 = f(x). (4.2)
Since every real number if either rational or irrational, by (4.1) and (4.2), f is disconti-
nuous at x = 0.
Example 4.8 Let f : R R be Dirichlets discontinuous function
4
dened by
f(x) :=
1 if x is rational
0 if x is irrational.
We claim that f is not continuous at any point of R.
Proof. If a be a rational number, let {x
n
} be a sequence of irrational numbers such
that
5
lim
n
x
n
= a.
Since f(x
n
) = 0 for all n N, we have
lim
n
f(x
n
) = 0 = 1 = f(a).
4
This function was introduced in 1829 by P. G. L. Dirichlet.
5
The density theorem 1.35 assures us that such a sequence does exist.
On the other hand, if a be an irrational number, let {x
n
} be a sequence of rational
numbers such that
6
lim
n
x
n
= a.
Since f(x
n
) = 0 for all n N, we have
lim
n
f(x
n
) = 1 = 0 = f(a).
Since every real number if either rational or irrational, we deuce that f is not continuous
at any point in R.
Example 4.9 Let h : (0, 1) R be Thomaes function
7
dened by
h(x) :=
1
n
if x =
m
n
for m, n N and gcd(m, n) = 1
0 if x is irrational.
We claim that h is not continuous at every irrational number in (0, 1), and is disconti-
nuous at every rational number in (0, 1), refer to Fig. 4.1.
0 0.2 0.4 0.6 0.8 1
0
0.1
0.2
0.3
0.4
0.5
0.6
0 0.2 0.4 0.6 0.8 1
0
0.1
0.2
0.3
0.4
0.5
0.6
Fig. 4.1 Graph of h(x). Left : largest n = 10. Right : largest n = 20.
Proof. If c (0, 1) be a rational number, let {x
n
} be a sequence of irrational numbers
in (0, 1) such that
lim
n
x
n
= c.
Since h(x
n
) = 0 for n N,
lim
n
h(x
n
) = 0.
But c is rational, h(c) > 0. Therefore,
lim
n
h(x
n
) = h(c).
6
Similarly with the previous situation, the density theorem 1.35 assures us that such a sequence
does exist.
7
This function was introduced in 1875 by K. J. Thomae.
Hence h is discontinuous at rational number c (0, 1).
On the other hand, if d (0, 1) be an irrational number and > 0 then by the
Archimedean property (theorem 1.32), there exists n
0
N such that
1
n
0
< .
Let us dene a set of rational numbers
Q
n
0
=
m
n
: 1 n n
0
, 0 < m < n, gcd(m, n) = 1
1
2
,
1
3
,
2
3
,
1
4
,
3
4
,
1
5
,
2
5
, ,
1
n
0
, ,
n
0
1
n
0
.
Then there are only a nite number of rationals in Q
n
0
. For d / Q
n
0
, if we set > 0
such that
= min {|d x| : x Q
n
0
}
then the neighborhood (d, d+) contains no rational numbers with denominator less
than n
0
. It means that n > n
0
since, a rational number
m
n
(0, 1) satises
m
n
d
< .
It follows that for |x d| < , x (0, 1), we have
|h(x) h(d)| = |h(x)|
1
n
0
< .
Thus h is continuous at the irrational number d (0, 1).
The next result is similar to theorem 3.24, from which it follows.
Theorem 4.10 Let f, g : D R be functions and k R. Suppose that a D and
that f and g are continuous at a. Then
1. f +g, f g, fg and kf are continuous at a.
2. If g(x) = 0 for all x D then the quotient
f
g
is continuous at a.
The next result is an immediate consequence of theorem 4.10, applied to every point
of D. This is an important result.
Theorem 4.11 Let f, g : D R be continuous on D and k R.
1. f +g, f g, fg and kf are continuous on D.
2. If g(x) = 0 for all x D then the quotient
f
g
is continuous on D.
Example 4.12 A polynomial function
p(x) = a
0
+a
1
x +a
2
x
2
+ +a
n1
x
n1
+a
n
x
n
is continuous on R.
Example 4.13 f(x) = sin x is continuous on R.
Proof. For all x, y, z R, we have
| sin z| |z|, | cos z| 1 and sin x sin y = 2 sin
x y
2
cos
x +y
2
.
Hence for a R, we have
0 | sin x sin a| =
2 sin
x a
2
cos
x +a
2
x a
2
= |x a|.
Since lim
xa
|x a| = 0, by squeeze theorem,
lim
xa
sin x = sin a.
Therefore f(x) = sin x is continuous at x = a. Since a R is arbitrary, it follows that
f is continuous on R.
Example 4.14 g(x) = x
1
is continuous on R {0}.
In the next result, we will show that the composition of continuous functions is also
a continuous function.
Theorem 4.15 Let A, b R and let f : A R and g : B R be functions such
that f(A) B. If f and g are continuous at a A and b = f(a) B, respectively, then
the composition
g f : A R
is continuous at a.
Proof. Since g is continuous at b = f(a) B, for given > 0, there exists
1
> 0 such
that if y B and |y f(a)| <
1
then
|g(y) g(f(a))| < .
Since f is continuous at a A, with this
1
> 0, there exists > 0 such that if x A
and |x a| < then
|f(x) f(a)| <
1
implies |g(f(x)) g(f(a))| < .
It follows that g f is continuous at a.
Example 4.16 Since f(x) = x
1
is continuous at every point on R {0} and g(x) =
sin x is continuous on R,
(g f)(x) = sin
1
x
is continuous at every point on R {0}.
4.2 Properties of Continuous Functions
Functions that are continuous on intervals have a number of important properties
that are not possessed by general continuous functions. In this section, we will establish
some results that are of considerable importance and that will be applied later.
Denition 4.17 A function f : D R is said to be bounded on D if there exists a
constant M > 0 such that
|f(x)| M
for all x D. On the other hand, F is said to be unbounded on D if given M > 0,
there exists a point x D such that
|f(x)| > M.
Example 4.18 f(x) =
x is bounded on [0, 2].

Example 4.19 Let us consider the function f dened on the interval (0, 1) by
f(x) =
1
x
.
For any M > 0, we can take the point x
0
=
1
M + 1
(0, 1) such that
|f(x
0
)| =
1
x
0
= M + 1 > M.
Therefore, f is not bounded on (0, 1).
Example 4.19 shows that continuous functions need net be bounded however, well
show that continuous functions on a certain type of interval are necessarily bounded.
Theorem 4.20 (Boundedness theorem) Let f : [a, b] R be continuous on [a, b].
Then f is bounded on [a, b].
Proof. Suppose that f is unbounded on [a, b]. Then for any n N there exists a number
x
n
[a, b] such that
|f(x
n
)| > n.
Since [a, b] is bounded interval, {x
n
} is a bounded sequence. Therefore, the Bolzano-
Weierstrass theorem 2.32 implies that there is a subsequence {x
n
k
} such that
lim
k
x
x
k
= c.
Since a x
n
k
b, by theorem 3.30, a c b so that c [a, b]. Since f is continuous
at c
lim
k
f(x
x
k
) = f(c).
We then conclude from theorem 2.8 that the convergent sequence {f(x
x
k
)} must be
bounded. But this is contradiction since
lim
k
|f(x
x
k
)| lim
k
|n
k
| = .
Therefore, f is bounded on [a, b].
4.2 - Properties of Continuous Functions 69
Remark 4.21 To show that each hypothesis of the boundedness theorem is need, we can
construct examples that show the conclusion fails if any one of the hypotheses is relaxed.
1. The interval must be bounded. For example, the function f(x) := x for x [0, )
is continuous but unbounded on [0, ).
2. The interval must be closed. For example, the function f(x) :=
1
x
for x (0, 1] is
continuous but unbounded on (0, 1].
3. The function must be continuous. For example, the function
f(x) :=
1
x
for x (0, 1]
1 for x = 0
is discontinuous and unbounded on [0, 1].
Now, we will prove that a continuous function on a closed bounded interval must
attain a maximum and a minimum value. This is very important.
Denition 4.22 (Maximum & Minimum) Let f : D R be a function.
1. We say that f has an absolute maximum on D if there is a point x
such that
f(x
) f(x) for all x D.

In this case, x
is called an absolute maximum point for f on D if it exist.

2. We say that f has an absolute minimum on D if there is a point x
such that
f(x
) f(x) for all x D.

In this case, x
is called an absolute minimum point for f on D if it exist.

Example 4.23 f(x) = x
2
dened on [1, 1] has two points x = 1 giving the absolute
maximum and the single point x = 0 yielding its absolute minimum (see Fig. 4.2).
Example 4.24 g(x) := x
1
has an absolute maximum but no absolute minimum on
[1, ) (see Fig. 4.2).
Theorem 4.25 (Maximum-Minimum theorem) Let f : [a, b] R be a conti-
nuous function on [a, b]. Then f has an absolute maximum and an absolute minimum
on [a, b], i.e., there exists p, q [a, b] such that
f(p) f(x) f(q).
Proof. For convenience, we dene I = [a, b] and
f(I) := {f(x) : x [a, b]}
1 2 3 4 5
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
xaxis
y
a
x
i
s
(a) Graph of f(x)
1 0.5 0 0.5 1
0
0.2
0.4
0.6
0.8
1
xaxis
y
a
x
i
s
(b) Graph of g(x)
By theorem 4.20, f is bounded therefore, there exists s
and s
such that
s
= sup f(I) and s
= inf f(I).
Since s
= sup f(I), if n N, then the number s
1
n
is not an upper bound of the set
f(I). Consequently there exists a number x
n
I such that
s
1
n
< f(x
n
) s
for all n N. (4.3)

Since I is bounded, by theorem 2.8, {x
n
} is bounded. Therefore, the Bolzano-Weierstrass
theorem 2.32, there exists a subsequence {x
n
k
} such that
lim
k
x
x
k
= q.
Since a x
n
k
b, by theorem 3.30, a q b so that q I. Therefore, f is continuous
at q so that
lim
k
f(x
x
k
) = f(q).
Since it follows from (4.3) that
s
1
n
k
< f(x
n
k
) s
for all k N,
we conclude from the squeeze theorem 3.31 that
lim
k
f(x
x
k
) = s
.
Therefore we have
f(q) = lim
k
f(x
x
k
) = s
= sup {f(x) : x [a, b]} .

We conclude that q is an absolute maximum point of f on [a, b]. The proof of the
existence of p is left to the reader.
The next result assures us that a continuous function on an interval takes on (at
least once) any number that lies between two of its values.
4.2 - Properties of Continuous Functions 71
Theorem 4.26 (Bolzanos intermediate value theorem) Let f : [a, b] R be a
continuous function on [a, b] and f(a) < f(b). If r R satises f(a) < r < f(b), then
there exists a point c (a, b) such that
f(c) = r.
Proof. Let A = {x [a, b] : f(x) < r}. Since a A, A = . Moreover, A is bounded
above (by b), there exists a supremum
c := sup A.
Since b is an upper bound of A, c b.
Moreover, since c is an upper bound of A, for n N there exists {x
n
} such that
c
1
n
< x
n
c.
Since, by squeeze theorem, limx
n
= c and x
n
A,
f(x
n
) < r.
By hypothesis, since f is continuous at c,
f(c) = lim
n
f(x
n
) r.
Now, let us assume that f(c) < r. Let
:=
1
2
(r f(c)) > 0
then since f is continuous at c, there exists > 0 such that if |x c| < , x [a, b] then
|f(x) f(c)| < implies f(c) < f(x) < f(c) +.
Notice that (c, c +) (c, b] = since f(c) < r and c = b. So, for (c, c +) (c, b],
f(x) < f(c) + = f(c) +
1
2
(r f(c)) =
1
2
(r +f(c)) <
1
2
(r +r) = r.
It means that x A and x > c. This contradicts to c = sup A. Therefore, f(c) = r.
As obvious property of intervals is that if two points a, b I with a < b then any
point t satises a < t < b also belongs to I, refer to theorem 1.25. In other words, if
a, b I then [a, b] is contained in I.
Theorem 4.27 (Characterization theorem) If I is a subset of R that contains at
least two points and has the property :
if x, y I and x < y then [x, y] I,
then I is an interval.
Proof. See [3, theorem 2.5.1].
The next theorem summarizes the main results of this part. It states that the image of
a closed bounded interval under a continuous function is also al closed bounded interval.
The endpoints of the image interval are the absolute minimum and absolute maximum
values of the function and the statement that all values between the absolute minimum
and absolute maximum values belong to the image is a way of describing Bolzanos
intermediate value theorem.
Theorem 4.28 Let I be a closed bounded interval and let f : I R be continuous on
I. Then the set
f(I) := {f(x) : x I}
is a closed bounded interval.
The next theorem extends above result to general intervals. However, it should be
noticed that although the continuous image of an interval is shown to be an interval, it
is not true that the image interval necessarily has the same form as the domain interval.
Example 4.29 Let
f(x) = sin x
for x R. Then f is continuous on R. It is easy to see that for given open interval
I = (0, 2), the continuous image of an interval f(I) = [1, 1] an open interval.
Theorem 4.30 (Preservation of intervals theorem) Let I be an interval and let
f : I R be continuous on I. Then the set f(I) is an interval.
Proof. Let s, t f(I) with s < t ; then there exists points a, b I (a = b) such that
f(a) = s and f(b) = t.
Further, it follows from intermediate theorem 4.26 that if r [s, t] then there exists
c I such that
r = f(c) f(I).
Therefore [s, t] f(I), by theorem 4.27, f(I) is an interval.
Corollary 4.31 Let f : [a, b] R be continuous on [a, b]. For d R, if
inf {f(x) : x [a, b]} d sup {f(x) : x [a, b]}
then there exists a number c [a, b] such that
f(c) = d.
To end this section, we introduce an important xed point theorem (see Fig. 4.4). A
number of important results can be proved on the basis of existence of xed points of
functions so it is of importance to have some armative criteria.
4.3 - Uniformly Continuous Functions 73
Denition 4.32 (Fixed point) Let f : D R be a continuous function. A point x
is said to be a xed point of f in case
f(x) = x.
Theorem 4.33 (Fixed point theorem) Let f : [0, 1] [0, 1] be a continuous func-
tion then there exists a point c [1, 0] such that
f(c) = c.
Proof. If f(0) = 0 and f(1) = 1 then there exists a xed point. So, let us assume that
f(0) = 0 and f(1) = 1. For x [0, 1], let us dene
g(x) := f(x) x
then
1. g is continuous
2. g(0) = f(0) > 0
3. g(1) = f(1) 1 < 0.
Therefore, by intermediate value theorem 4.26, there exists c [0, 1] such that
g(c) = 0 so that f(c) = c.
0 1
1
c
c
y=x
y=f (x)
Fig. 4.2 Description of xed point theorem
4.3 Uniformly Continuous Functions
In this section, we introduce very important notion of uniform continuity. The dis-
tinction between continuity and uniform continuity is somewhat subtle and was not
fully appreciated until the work of Weierstrass and the mathematicians of his era, but
it proved be very signicant in applications.
Let f : D R be a continuous function. Denition 4.1 states that the following
statements are equivalent :
1. f is continuous at every point a D.
2. Given > 0 and a D, there exists (, a) > 0 such that for all x D and
|x a| < (, a) then
|f(x) f(a)| < .
The point we wish to emphasize here is that depends, in general, on both > 0 and
a A. The fact that depends on a is a reection of the fact that the function f may
change its values rapidly near certain points and slowly near other points (for example,
f(x) := sin(x
1
) for x > 0, refer to Fig. 3.4).
Now it often happens that the function f is such that the number can be chosen
to be independent of the point a D and to depend only on > 0 :
Example 4.34 Let f(x) := 2x for x R. Then for > 0, we can choose (, a) :=

2
such that if |x a| < then
|f(x) f(a)| = 2|x a| < .
Therefore, f is continuous on R. Notice that, in this example, depends only on > 0.
On the other hand, consider the following example :
Example 4.35 (Example 3.11 revisited) Let f(x) := x
2
for all x R. We want to
make the dierence as
|f(x) a
2
| = |x
2
a
2
| <
for a preassigned > 0. To do so, we note that x
2
a
2
= (x + a)(x a). Moreover if
|x a| < 1 then
|x| |a| + 1 so that |x +a| |x| +|a| 2|a| + 1.
Therefore, if |x a| < 1, we have
|f(x) a
2
| = |x
2
a
2
| = |x +a||x a| (2|a| + 1)|x a|. (4.4)
The last term of above inequality will be less than provided we take
|x a| <

2|a| + 1
.
(, a) := min
1,

2|a| + 1
,
then if 0 < |xa| < , it follow rst that |xa| < 1 so that (4.4) is valid, and therefore,
|f(x) a
2
| = |x
2
a
2
| = |x +a||x a| (2|a| + 1)

2|a| + 1
< .
Therefore, f is continuous on R. Notice that, in this example, depends on both > 0
and a A. For example, let us take =
1
4
. If a = 3 and a = 10 then =
1
28
and =
1
84
,
respectively.
Denition 4.36 (Uniformly continuous function) We say that f : D R is
uniformly continuous on D if for each > 0 there exists a () > 0 such that if
|x y| < , x, y D then
|f(x) f(y)| < .
It is clear that if f is uniformly continuous on D, then it is continuous at every
point of D. In general, however, the converse does not hold, e.g., f(x) = x
1
on the set
D := {x R : x > 0}.
It is useful to formulate a condition equivalent to saying that f is not uniformly
continuous on D. We give such criteria in the next result.
Theorem 4.37 (Nonuniform continuity criteria) Let f : D R be a function
then the following statements are equivalent :
1. f is not uniformly continuous on D.
2. There exists an
0
> 0 such that for every delta > 0 there are points x, y D
such that
|x y| < and |f(x) f(y)|
0
.
3. There exists an
0
> 0 and two sequences {x
n
} and {y
n
} in D such that
lim
n
(x
n
y
n
) = 0 and |f(x
n
) f(y
n
)|
0
for all n N.
Example 4.38 Prove that
f(x) =
1
x
is not uniformly continuous on (0, 1).
Proof. Let 0 <
0
1. For every 0 < < 1, let us choose x, y (0, 1) such that
x =

10
and y =

11
.
Then clearly x, y (0, 1),
|x y =
10

11
=

110
<
and
|f(x) f(y)| =
1
x

1
y
10

11
=
1
> 1
0
.
Therefore, by theorem 4.37, f is not uniformly continuous on (0, 1).
We now present an important result that assures that a continuous function on a
closed bounded interval I is uniformly continuous on I.
Theorem 4.39 (Uniform continuity theorem) Let I = [a, b] be a closed interval
and f : I R be a continuous function on I. Then f is uniformly continuous on I.
Proof. Assume that f is not uniformly continuous on I then, by theorem 4.37, there
exists
0
> 0 and two sequences {x
n
} and {y
n
} in I such that
|x
n
y
n
| <
1
n
and |f(x
n
) f(y
n
)|
0
for all n N. Since I is bounded interval and {x
n
} is bounded sequence ; by the Bolzano-
Weierstrass theorem, there exists a subsequence {x
n
k
} of {x
n
} such that
lim
k
x
n
k
= c.
Since I is closed, by theorem 2.14, c I. It is clear that the corresponding subsequence
{y
n
k
} of {y
n
} also satises
lim
k
y
n
k
= c
since
|y
n
k
c| |y
n
k
x
n
k
| +|x
n
k
c|.
Now if f is continuous at c I, then both of the sequences {f(x
n
k
)} and {f(y
n
k
)}
satises
lim
k
f(x
n
k
) = c and lim
k
f(y
n
k
) = c.
But this is impossible since
|f(x
n
) f(y
n
)|
0
for all n N. Therefore, Then f is uniformly continuous on I.
If a uniformly continuous function is given on a set that is not closed bounded
interval, then it is sometimes dicult to establish its uniform continuity. However, there
is a condition that frequently occurs that is sucient to guarantee uniform continuity.
Now, we will consider this condition.
Denition 4.40 (Lipschitz function) Let f : D R be a function. If there exists
a constant K > 0 such that
|f(x) f(y)| K|x y| (4.5)
for all x, y D, then f is said to be a Lipschitz function or to satisfy a Lipschitz
condition on D.
Notice that the condition (4.5) that a function f : D R on an interval I is a
Lipschitz function can be interpreted geometrically as follows : If we write the condition
as

f(x) f(y)
x y
K
for x, y I, x = y, then the quantity inside the above absolute values is the slope of
a line segment joining the points (x, f(x)) and (y, f(y)). Thus a function f satises a
Lipschitz condition if and only if the slopes of all line segments joining two points on
the graph of f over I are bounded by some number K.
Theorem 4.41 If f : D R is a Lipschitz function, then f is uniformly continuous
on D.
Proof. Since f is a Lipschitz function, there exists a constant K > 0 such that
|f(x) f(y)| K|x y|
for all x, y D. Then given > 0, we can take
:=

K
.
If x, y D satisfy |x y| < , then
|f(x) f(y)| K|x y| < K = K

K
= .
Therefore, f is uniformly continuous on D.
Example 4.42 If f(x) := x
2
on I = [0, 2] then f is uniformly continuous on I, refer
to Fig. 4.3.
Proof. For x, y I, there exists K = 4 > 0 such that
|f(x) f(y)| = |x
2
y
2
| = |x +y||x y| (|x| +|y|)|x y| 4|x y|.
Therefore, f is a Lipschitz function. By theorem 4.41, f is uniformly continuous on I.
Remark 4.43 There are some remarks :
1. Let us notice that f(x) := x
2
is uniformly continuous on a closed bounded interval,
refer to example 4.42, but f does not satisfy a Lipschitz condition on the interval
[0, ).
2. Not every uniformly continuous function is a Lipschitz function. For example,
let g(x) :=

x for x [0, 1]. Since g is continuous on [0, 1], it follows from the
uniform continuity theorem (theorem 4.39) that g is uniformly continuous function
on [0, 1]. However, there is no K > 0 such that
|g(x)| K|x|
for all x [0, 1]. Therefore, g is not a Lipschitz function on [0, 1], refer to Fig.
4.3.
3. The uniform continuity theorem (theorem 4.39) and theorem 4.41 can sometimes
be combined to establish the uniform continuity of a function on a set.
We have seen examples of functions that are continuous but not uniformly conti-
nuous on an open intervals, e.g., f(x) = x
1
on (0, 1). On the other hand, by the
uniform continuity theorem, a function that is continuous on a closed bounded interval
is always uniformly continuous. So the question arises : under what conditions is a func-
tion uniformly continuous on a bounded open interval ? The answer reveals the strength
of uniform continuity, for it will be shown that a function on an open interval (a, b)
is uniformly continuous if and only if it can be dened at the endpoints to produce a
function that is continuous on the closed interval. We rst establish a result that is of
interest in itself.
0.5 0 0.5 1 1.5 2 2.5
0
1
2
3
4
5
6
7
xaxis
y
a
x
i
s
(a) Graph of f(x) = x
2
0 0.5 1 1.5
0
0.2
0.4
0.6
0.8
1
1.2
1.4
xaxis
y
a
x
i
s
(b) Graph of g(x) =
x
Fig. 4.3 Example of Lipschitz and non Lipschitz functions
Theorem 4.44 If If f : D R is uniformly continuous on D and if {x
n
} is a Cauchy
sequence in D, then {f(x
n
)} is a Cauchy sequence in R.
Proof. Since f is uniformly continuous on D, for given > 0, there exists > 0 such
that if |x y| < , x, y D then
|f(x) f(y)| < .
Since {x
n
} is a Cauchy sequence in D, there exists N N such that for all n, m N,
|x
m
x
n
| < .
By the choice of , this implies that for n, m N, we have
|f(x
m
) f(x
n
)| < .
Therefore, {f(x
n
)} is a Cauchy sequence in R.
The preceding result gives us an alternative way of seeing that f(x) := x
1
is not
uniformly continuous on (0, 1). Note that the sequence given by x
n
= n
1
in (0, 1) is a
Cauchy sequence but the image sequence given by f(x
n
) = n is not a Cauchy sequence.
Theorem 4.45 (Continuous extension theorem) A function f : (a, b) R is
uniformly continuous on (a, b) if and only if it can be dened at the endpoints a and b
such that the extended function f
is continuous on [a, b].

Proof. If a function f can be dened at the endpoints a and b such that the extended
function f
is continuous on [a, b], by the uniform continuity theorem (theorem 4.39), f

is uniformly continuous.
Conversely, suppose that f is uniformly continuous on (a, b). We shall show how to
extend f to a. If {x
n
} is a sequence in (a, b) with
lim
n
x
n
= a
then it is a Cauchy sequence by lemma 2.36, so that, by preceding theorem, {f(x
n
)} is
also a Cauchy sequence, and so is convergent by Cauchy convergent criterion (theorem
2.38). Thus the limit
lim
n
f(x
n
) = p
exists. If {y
n
} is any other sequence in (a, b) that converges to a then
lim
n
(y
n
x
n
) = a a = 0
so by the uniform continuity of f, we have
lim
n
f(y
n
) = lim
n
{f(y
n
) f(x
n
)} + lim
n
f(x
n
) = 0 +p = p.
Since we get the same value p for every sequence converging to a, we infer that
lim
xa
f(x) = p.
Therefore, if we dene f(a) = p then f is continuous at a. The same argument applies
to b as follows :
lim
xb
f(x) = q.
So, we conclude that f has a continuous extension f
to the closed interval [a, b] such

that
f
(x) =
f(x) if x (a, b)
p if x = a
q if x = b.
We now consider the one-sided continuity.
Denition 4.46 (One-sided continuous function) Let f : D R be a function
and a D.
1. We say that f is right-continuous function at a if for every > 0 there exists
> 0 such that for all x D with a < x < a + then
|f(x) f(a)| < .
2. We say that f is left-continuous function at a if for every > 0 there exists
> 0 such that for all x D with a < x < a then
|f(x) f(a)| < .
Theorem 4.47 Let f : (a, b) R be a function and c (a, b). Then f is right-
continuous function at c if and only if there exists f(c+) and f(c+) = f(c).
Theorem 4.48 Let f : (a, b) R be a function and c (a, b). Then f is left-
continuous function at c if and only if there exists f(c) and f(c) = f(c).
Theorem 4.49 Let f : (a, b) R be a function and c (a, b). Then the following
statements are equivalent :
1. f is continuous at c.
2. There exists f(c+) and f(c). Moreover, f(c+) = f(c) = f(c).
Proof. Suppose that f is continuous at c then clearly there exists f(c+) and f(c)
since
lim
xc
f(x) = f(c)
so that f(c+) = f(c) = f(c).
Conversely, suppose that f(c+) = f(c) = f(c) for c (a, b). Then by the denition
4.46, for given > 0 there exists
1
> 0 such that if c < x < c +
1
then
|f(x) f(c)| < .
Moreover, there exists
2
> 0 such that if c
2
< x < c then
|f(x) f(c)| < .
Now, let = min {
1
,
2
} then if |x c| < then
|f(x) f(c)| < .
Therefore, f is continuous at c.
Denition 4.50 Let f : D R be a function and c D.
1. We say that f is discontinuous at a if f does not dened at a or there exists
lim
xa
f(x) but does not equal to f(a). In this case, the point a is called removable
discontinuous point.
2. We say that f is jump discontinuous at a if there exists f(a+) and f(a) but
f(a+) = f(a).
Example 4.51 Let g : R R be a function dened as (refer to Fig. 4.4)
g(x) :=
x
2
4
x 2
if x = 2
2 if x = 2
Then g is discontinuous at x = 2 because
lim
x2
g(x) = 4 = 2.
Therefore, x = 2 is removable discontinuous point.
Example 4.52 Let f : [0, ) R be a function dened as (refer to Fig. 4.4)
g(x) :=
3 x
2
if x > 1
x if 0 x 1
0 1 2 3 4
1
1.5
2
2.5
3
3.5
4
4.5
5
5.5
6
xaxis
y
a
x
i
s
(a) Graph of g(x) (example 4.51)
0 0.5 1 1.5 2
1.5
1
0.5
0
0.5
1
1.5
2
2.5
xaxis
y
a
x
i
s
(b) Graph of f(x) (example 4.52)
Fig. 4.4 Example of discontinuous and jump discontinuous functions
Since f(1) = 1, f(1+) = 2 and f(1+) = f(1), f is jump discontinuous at x = 1.
Denition 4.53 (Increasing, decreasing and monotone function) Let
f : D R be a function.
1. f is said to be increasing on D if whenever x
1
, x
2
D and x
1
x
2
then f(x
1
)
f(x
2
).
2. f is said to be decreasing on D if whenever x
1
, x
2
D and x
1
x
2
then f(x
1
)
f(x
2
).
3. f is said to be strictly increasing on D if whenever x
1
, x
2
D and x
1
x
2
then
f(x
1
) < f(x
2
).
4. f is said to be strictly decreasing on D if whenever x
1
, x
2
D and x
1
x
2
then
f(x
1
) > f(x
2
).
5. If f is either increasing or decreasing on D, we say that f is monotone on D.
6. If f is either strictly increasing or strictly decreasing on D, we say that f is
strictly monotone on D.
Theorem 4.54 Let I R be an open interval and let f : I R be an increasing
function on I. Then for all c I there exists f(c+), f(c) and
sup {f(x) : x < c, x I} = f(c) f(c) f(c+) = inf {f(x) : c < x, x I} .
Moreover, if c, d I satises c < d then
f(c+) f(d).
Proof. Note that if x I and x < c then f(x) f(c). Hence the set
{f(x) : x < c, x I}
is nonempty and bounded above by f(c). Thus the indicated supremum
sup {f(x) : x < c, x I}
exists ; we denote it by L. If > 0 is given then L is not an upper bound of this set.
Hence there exists x
c
I, x
c
< c such that
L < f(x
c
) L.
Since f is an increasing function, we deduce that if := c x
c
and if 0 < c x < then
x
c
< x < c so that
L < f(x
c
) f(x) L.
Therefore |f(x) L| < when 0 < c x < ; so that
lim
xc
f(x) = f(c) = L implies sup {f(x) : x < c, x I} = f(c) f(c).
Similarly,
f(c) f(c+) = inf {f(x) : c < x, x I} .
Let c, d I and c < d then
f(c+) = inf {f(x) : c < x, x I}
inf {f(x) : c < x < d}
sup {f(x) : c < x < d}
sup {f(x) : x < d, x I} = f(d).
The next result gives criteria for the continuity of an increasing function f at a point
c that is not an endpoint of the interval on which f is dened.
Corollary 4.55 Let I R be an interval and let f : I R be an increasing function
on I. Suppose that c I is not an endpoint of I then the following statements are
equivalent.
1. f is continuous at c.
2. f(c) = f(c) = f(c+).
3. sup {f(x) : x < c, x I} = f(c) = f(c) = f(c+) = inf {f(x) : c < x, x I} .
We now consider the existence of inverses for functions that are continuous on an
interval I R. We recall that a function f : I R has an inverse function if and
only if f is injective (one-one) ; that is, x, y I and x = y imply that f(x) = f(y).
Note that a strictly monotone function is injective and so has an inverse. In the next
theorem, we show that if f : I R is a strictly monotone continuous function then f
has an inverse function f
1
on J := f(I) that is strictly monotone and continuous on
J. In particular, if f is strictly increasing then so is f
1
, and if f is strictly decreasing
then so is f
1
.
Theorem 4.56 (Continuous inverse theorem) Let I R be an interval and f :
I R be strictly increasing (or decreasing) and continuous on I. Then the function
f
1
inverse to f strictly increasing (or decreasing) and continuous on J := f(I).
Proof. Since f is continuous and I is an interval, it follows from the preservation of
intervals theorem (theorem 4.30) that J := f(I) is an interval. Moreover, since f is
strictly increasing on I, it is injective on I. Therefore the function f
1
: J R inverse
to f exists.
In order to show that the inverse function f
1
is strictly increasing, let y
1
, y
2
J
with y
1
< y
2
. Then there exists x
1
, x
2
I such that
y
1
= f(x
1
) and y
2
= f(x
2
).
Let us assume that x
1
x
2
, which implies that
y
1
= f(x
1
) f(x
2
) = y
2
,
contrary to the hypothesis that y
1
< y
2
. Therefore we have
f
1
(y
1
) = x
1
< x
2
= f
1
(y
2
),
i.e., f
1
is strictly increasing.
It remains to show that f
1
is continuous on J. Let us assume that f
1
is discon-
tinuous at a point a J. Then the jump of f
1
at a is nonzero so that by theorem
4.54,
lim
ya
f
1
(y) = f
1
(a) < f
1
(a+) = lim
ya+
f
1
(y).
If we choose any number x = f
1
(a) satisfying
lim
ya
f
1
(y) < x < lim
ya+
f
1
(y),
then for any y J,
x = f
1
(y) (refer to Fig. 4.5).
Hence x = I, which contracts the fact that I is an interval. Therefore, f
1
is continuous
on J.
J
a
x
f (a)
-1
Fig. 4.5 f
1
(y) = x for y J.
In advanced analysis and topology, the notion of a compact set is of enormous im-
portance. This is less true in R because the Heine-Borel theorem gives a very simple
characterization of compact sets in R. Nevertheless, the denition and the techniques
used in connection with compactness are very important, and the real line provides an
appropriate place to see the idea of compactness for the rst time.
Denition 4.57 (Open cover) Let I be an indexed set and I
i
be an open interval for
i I. An open cover of [a, b] is a collection I := {I
i
: i I} of open sets in R whose
union contains [a, b] ; that is,
[a, b]
iI
I
i
.
If J is a subcollection of sets from I such that the union of the sets in J also contains
[a, b] then J is called a subcover of I. If J consists of nitely many sets then we call
J a nite subcover of I.
Example 4.58 Let A := [1, ) then the following collections of sets are all open covers
of A, refer to [3].
1. I
1
:= {(0, )}.
2. I
2
:= {(n 1, n + 1) : n N}.
3. I
3
:= {(0, n) : n N}.
Theorem 4.59 (Heine-Borel theorem) Let I := {I
i
: i I} be a collection of open
intervals I
i
such that
[a, b]
iI
I
i
.
Then there exists a nite subset J :=
j
: j = 1, 2, , n
of I such that
[a, b]
n
j=1
I
j
= I
1
I
2
I
n
.
Proof. See the theorem 4.29 of main textbook.
1. Prove that if f : (a, b) R is continuous at c (a, b) and f(c) > 0 then there
exists > 0 such that if x (a, b) satises |x c| < then
f(x) > 0.
2. Give an example of a function f : [0, 1] R that is discontinuous at every point
of [0, 1] but such that |f| is continuous on [0, 1].
3. Suppose that f : [0, 1] R is continuous on [0, 1] and that f(0) < g(0), f(1) >
g(1). Prove that there exists a point x (0, 1) such that
f(x) = g(x).
4. Show that the equation x = cos x has at least one root in the interval

0,

2
.
(a) By theorem 4.26 (theorem 4.9 of main textbook).
(b) By theorem 4.32 (theorem 4.13 of main textbook).
RFRENCES 85
5. A function f : R R is said to be periodic on R if there exists a number a > 0
such that
f(x +a) = f(x)
for all x R. Prove that a continuous periodic function on R is bounded and
uniformly continuous on R.
6. If a function f is dened on R by
f(x) :=
[x]
x
for x > 0
x[x] for x 0.
Prove that f is continuous at x = 0.
7. Discriminate the Lipschitz function :
(a) f(x) := x
2
, x (2, 1].
(b) g(x) := x sin
1
x
, x (0, 1].
(c)

x, x [a, ) for a > 0.
Rfrences
[1] R. G. Bartle, The Elements of Integration and Lebesgue measure, John Wiley &
Sons, Inc., 1966.
[2] R. G. Bartle and D. R. Sherbert, The Elements of Real Analysis, Second Edition,
John Wiley & Sons, Inc., 1976.
[3] R. G. Bartle and D. R. Sherbert, Introduction to Real Analysis, Third Edition,
John Wiley & Sons, Inc., 2000.
[4] R. Johnsonbaugh and W. E. Pfaenberger, Foundations of Mathematical Analysis,
Dekker, 1981.
[5] J. E. Marsden and M. J. Homan, Elementary Classical Analysis, Second Edition,
Freeman, 1993.
[6] C. W. Patty, Foundations of Topology, PWS Publishing Company, 1993.
[7] W. Rudin, Principles of Mathematical Analysis, Third Edition, McGrawHill,
1976.

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Lecture Note

Introduction to Mathematical Analysis

2. Actually, there are more irrational numbers than rational numbers

is converges to 0. Because, if > 0 is given then

> 0. By the archimedean property (see

6 for some k then

then it is clear that I

R. Then there exists a

< implies lim

(a) := {x R : |x a| < } = {x R : a < x < a +} .

(a) := {x R : 0 < |x a| < } = {x R : a < x < a +} {a} .

(a) is contained in I. Thus I is neighborhood of a.

(0) contains points not in I, and

(0) is not contained in I. For example, the number x =

(a) then x = a by theorem 1.23.

(x) of x contains at least one point

(x) D distinct from x in order for x to

has only the point 0 as an accumulation point. None of

has only the point 0 as an accumulation point.

(a) contains the points a

(L). In this way we

(L), there exists a N

(a) such that if x = a is any point in N

(a) we pick, there exists at least

(a) and a constant M > 0 such that for all a D N

(a) and x = a, then |f(x)| < L + 1. Now let

(a) such that f(x) > 0 for all x D N

Proof. For given > 0 there exists M =

x is bounded on [0, 2].

) f(x) for all x D.

is called an absolute maximum point for f on D if it exist.

) f(x) for all x D.

is called an absolute minimum point for f on D if it exist.

= sup f(I) and s

= sup f(I), if n N, then the number s

for all n N. (4.3)

= sup {f(x) : x [a, b]} .

is continuous on [a, b].

is continuous on [a, b], by the uniform continuity theorem (theorem 4.39), f

to the closed interval [a, b] such

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