Vous êtes sur la page 1sur 80

## Efe A. Ok: Real Analysis with Economic Applications

by any electronic or mechanical means (including photocopying, recording, or information
storage and retrieval) without permission in writing from the publisher, except for reading
and browsing via the World Wide Web. Users are not permitted to mount this file on any
network servers.
permissions@pupress.princeton.edu
ChapterA
PreliminariesofRealAnalysis
Aprincipalobjectiveofthislargelyrudimentarychapteristointroducethe
basic set-theoretical nomenclature that we adopt throughout the text. We
startwithanintuitivediscussionofthenotionofset, andthenintroduce
thebasicoperationsonsets,Cartesianproducts,andbinaryrelations.After
a quick excursion to order theory (in which the only relatively advanced topic
that we cover is the completionof a partial order), functions are introducedas
specialcasesofbinaryrelationsandsequencesasspecialcasesoffunctions.
Ourcoverageofabstractsettheoryconcludeswithabriefdiscussionofthe
AxiomofChoiceandtheproofofSzpilrajnsTheoremonthecompletion
ofapartialorder.
We assume here that the reader is familiar withthe elementary properties
oftherealnumbersandthusprovideonlyaheuristicdiscussionofthebasic
number systems. No construction for the integers is given, in particular.
After a short elaboration on ordered elds and the Completeness Axiom,
wenotewithoutproofthattherationalnumbersformanorderedeldand
therealnumbersformacompleteorderedeld.Therelateddiscussionis
Wenextturntorealsequences.Thesewediscussrelativelythoroughly
becauseoftheimportantroletheyplayinrealanalysis.Inparticular,even
here the monotonic sequences and subsequential limits with some care,
andproveafewusefulresults, suchastheBolzano-WeierstrassTheorem
andDirichletsRearrangementTheorem.Theseresultswillbeusedfreely
intheremainderofthebook.
Thenalsectionofthechapterisnothingmorethanaswiftrefresher
ontheanalysisofrealfunctions.Firstwerecallsomebasicdenitions,and
then,veryquickly,wegoovertheconceptsoflimitsandcontinuityofreal
functionsdenedontherealline. Wethenreviewtheelementarytheory
of differentiation for single-variable functions, mostly through exercises.
The primer we present on Riemann integration is a bit more leisurely.

4 | ChapterA Preliminaries
In particular, we give a complete proof of the Fundamental Theorem of
Calculus,whichisusedintheremainderofthebookfreely.Weinvokeour
calculusreviewalsotooutlineabasicanalysisofexponentialandlogarith-
micrealfunctions.Thesemapsareusedinmanyexamplesthroughoutthe
book.Thechapterconcludeswithabriefdiscussionofthetheoryofconcave
functionsontherealline.
1 ElementsofSetTheory
1.1 Sets
Intuitivelyspeaking, asetisacollectionofobjects.
1
Thedistinguishing
featureofasetisthatwhereasitmaycontainnumerousobjects,itisnev-
ertheless conceived as a single entity. In the words of Georg Cantor, the
greatfounderofabstractsettheory,asetisaManywhichallowsitselftobe
thoughtofasaOne.Itisamazinghowmuchfollowsfromthissimpleidea.
The objects that a setScontainsarecalledtheelements(ormembers)
ofS.Clearly,toknowS,itisnecessaryandsufcienttoknowallelements
ofS.Theprincipalconceptofsettheory,then,istherelationofbeingan
element/memberof. Theuniversallyacceptedsymbolforthisrelationis
amemberofS,orxiscontainedinS,orxbelongstoS,orxisinS,
orSincludesx,etc.).Weoftenwritex,y Stodenotethatbothx S
andy Shold.Foranynaturalnumberm,astatementlikex
1
,. . . ,x
m
S
(orequivalently,x
i
S,i= 1,. . . ,m)isunderstoodanalogously.Ifx Sis
If the setsAandBhaveexactlythesameelements,thatis,x Aiffx B,
thenwesaythatAandBareidentical,andwriteA= B;otherwisewewrite
A ,= B.
2
(So,forinstance,{x,y] = {y,x],{x,x] = {x],and{{x]] ,= {x].)If
everymemberofA isalsoamemberofB,thenwesaythatA isasubset
(orB A).Clearly,A = BholdsiffbothA BandB Ahold.IfA B
1
Thenotionofobjectisleftundened,thatis,itcanbegivenanymeaning.AllIdemand
ofourobjectsisthattheybelogicallydistinguishable.Thatis,ifx andyaretwoobjects,
x = yandx ,= ycannotholdsimultaneously,andthestatementeitherx = yorx ,= y is
atautology.
2
Reminder.iff= ifandonlyif.
1

ElementsofSetTheory | 5
butA ,= B,thenA issaidtobeapropersubsetofB,andwedenotethis
situationbywritingA B(orB A).
ForanysetSthatcontainsnitelymanyelements(inwhichcasewesay
Sisnite),wedenoteby[S[ thetotalnumberofelementsthatScontains,
andrefertothisnumberasthecardinalityofS.WesaythatSisasingleton
if[S[ = 1. If Scontainsinnitelymanyelements(inwhichcasewesayS
isinnite),thenwewrite[S[ = .Obviously,wehave[A[ [B[ whenever
A B,andifA Band[A[ < ,then[A[ < [B[ .
Wesometimesspecifyasetbyenumeratingitselements.Forinstance,
{x,y,z] isthesetthatconsistsoftheobjectsx,y,andz.Thecontentsofthe
sets{x
1
,. . . ,x
m
] and{x
1
,x
2
,. . .] aresimilarlydescribed.Forexample,the
setNofpositiveintegerscanbewrittenas{1,2,. . .].Alternatively,onemay
describeasetSasacollectionofallobjectsxthatsatisfyagivenpropertyP.
IfP(x) standsforthe(logical)statementx satisesthepropertyP,then
wecanwriteS= {x :P(x) isatruestatement],orsimplyS= {x :P(x)]. If
AisasetandBisthesetthatcontainsallelementsx ofAsuchthatP(x)
istrue,wewriteB= {x A :P(x)].Forinstance,whereRisthesetofall
realnumbers,thecollectionofallrealnumbersgreaterthanorequalto3
canbewrittenas{x R:x 3].
The symbol denotes the empty set, that is, the set that contains no
elements (i.e., [[ = 0). Formally speaking, we can dene as the set
{x : x ,= x],forthisdescriptionentailsthatx isafalsestatementfor
anyobjectx.Consequently,wewrite
:= {x :x ,= x],
meaningthatthesymbolontheleft-handsideisdenedbythatontheright-
handside.
3
Clearly,wehave SforanysetS,whichinparticularimplies
that isunique.(Why?)IfS,= ,wesaythatSisnonempty.Forinstance,
{] isanonemptyset.Indeed,{] ,= theformer,afterall,isasetofsets
thatcontainstheemptyset,while containsnothing.(Anemptyboxisnot
thesamethingasnothing!)
WedenetheclassofallsubsetsofagivensetSas
2
S
:= {T :T S],
3
Recallmynotationalconvention:Foranysymbolsand,eitheroneoftheexpressions
:= and =: meansthat isdenedby.

6 | ChapterA Preliminaries
whichiscalledthepowersetofS.(Thechoiceofnotationismotivatedby
thefactthatthepowersetofasetthatcontainsmelementshasexactly2
m
elements.)Forinstance,2

={],2
2

= {,{]],and2
2
2

= {,{],{{]],
{,{]]],andsoon.
Notation.Throughoutthistext,theclassofallnonemptynitesubsetsof
anygivensetSisdenotedbyP(S),thatis,
P(S):= {T :T Sand0<[T[<].
Ofcourse,ifSisnite,thenP(S)=2
S
{].
Given any two sets A and B, by AB we mean the set {x : x A or
x B],whichiscalledtheunionofAandB.TheintersectionofAandB,
denotedasAB,isdenedastheset{x :x Aandx B]. If AB= ,
wesaythatAandBaredisjoint.Obviously,ifA B,thenAB=Band
AB=A.Inparticular, S=Sand S= foranysetS.
Takingunionsandintersectionsarecommutativeoperationsinthesense
that
AB=BA and AB=BA
foranysetsAandB.Theyarealsoassociative,thatis,
A(BC)=(AB)C and A(BC)=(AB)C,
anddistributive,thatis,
A(BC)=(AB)(AC) and A(BC)=(AB)(AC),
foranysetsA,B,andC.
Exercise1 Provethecommutative,associative,anddistributivelawsof
settheorystatedabove.
Exercise2 Givenany two setsAandB, by ABthedifferencebetween
AandBwemeantheset{x :x Aandx / B].
(a) ShowthatS=S,SS= ,andS= foranysetS.
(b) ShowthatAB=BAiffA=BforanysetsAandB.
(c) (DeMorganLaws)Prove:ForanysetsA,B,andC,
A(BC)=(AB)(AC) and A(BC)=(AB)(AC).

1

ElementsofSetTheory | 7
Throughoutthistextweusethetermsclassorfamilyonlytoreferto
anonemptycollectionofsets.SoifAisaclass,weunderstandthatA,=
and that any memberA Aisaset(whichmayitselfbeacollectionofsets).
Theunionofallmembersofthisclass,denotedasA, or {A : A A],
or
AA
A,isdenedastheset{x :x AforsomeA A].Similarly,the
intersectionofallsetsinA,denotedasA, or {A:A A], or
AA
A, is
denedastheset{x :x AforeachA A].
A common way of specifying a class A of sets is by designating a set
I as a set of indices and by dening A := {A
i
: i I]. In this case, A
maybedenotedas
iI
A
i
. If I = {k,k 1,. . . ,K] forsomeintegerskand
K withk < K,thenweoftenwrite
i
K
=k
A
i
(orA
k
A
K
)for
iI
A
i
.
Similarly,ifI = {k,k1,. . .] forsomeintegerk,thenwemaywrite

A
i
i=k
(or A
k
A
k1
) for
iI
A
i
. Furthermore, for brevity, we frequently
denote
i
K
=1
A
i
as
K
A
i
,and

i=1
A
i
as

A
i
,throughoutthetext.Similar
notationalconventionsapplytointersectionsofsetsaswell.
Warning.The symbols and are left undened (in much the same
waythatthesymbol
0
0
isundenedinnumbertheory).
Exercise3 LetAbeasetandBaclassofsets.Provethat
AB= {AB:B B] and AB= {AB:B B],
while
A B= {AB:B B] and A B= {AB:B B].
A word of caution may be in order before we proceed further. While
dulyintuitive,thesettheorywehaveoutlinedsofarprovidesuswithno
demarcationcriterionfor identifying what exactly constitutes a set. This may
suggest that one is completely free indeeming any givencollectionof objects
foundationaldifculties.Thebestknownexampleofsuchdifcultieswas
arenotmembersof themselvesisaset:IsS := {x :x / x] aset?
4
Thereis
4
Whileabitunorthodox,x xmaywellbeastatementthatistrueforsomeobjects.For
instance,thecollectionofallsetsthatIhavementionedinmylife,sayx,isasetthatIhave
justmentioned,sox x.ButthecollectionofallcheesecakesIhaveeateninmylife,say
y,isnotacheesecake,soy/ y.

8 | ChapterA Preliminaries
nothinginourintuitivediscussionabovethatforcesustoconcludethatS
isnotaset;itisacollectionofobjects(setsinthiscase)thatisconsidered
asasingleentity.ButwecannotacceptSasaset,forifwedo,wehaveto
startedaseverefoundationalcrisisformathematicsthateventuallyledtoa
completeaxiomatizationofsettheoryintheearlytwentiethcentury.
5
large collections to be qualied as sets. In particular, it will not cause
anyharmforthemathematicalanalysisthatwillconcernushere,precisely
becauseinallofourdiscussions,wewillx auniversalsetofobjects,say
X,andconsidersetslike{x X : P(x)],whereP(x)isanunambiguous
logicalstatementintermsofx.(Wewillalsohaveoccasiontoworkwithsets
thesameproblemwiththesetS := {x X :x / x]?No,becausenowwe
isfalse,simplybecauseS / X. (For, if S X wasthecase,thenwewould
Sowhenthecontextisclear(thatis,whenauniverseofobjectsisxed),
unambiguously,wemustleaveourintuitiveunderstandingofthenotionof
whichwewouldleavetheexpressionx Sundenedandgivemeaning
to it only through axioms). This is, of course, not at all the place to do
this.Moreover,theintuitivesettheorythatwecoveredhereismorethan
enoughforthemathematicalanalysistocome.Wethusleavethistopicby
5
sayisfalse.Thisstatementcanbedeclaredneithertruenorfalse!Togetasenseofsome

1 ElementsofSetTheory | 9
referring the reader who wishes to get a broader introduction to abstract
settheorytoChapter1ofSchechter(1997)orMarekandMycielski(2001);
bothoftheseexpositionsprovideniceintroductoryoverviewsofaxiomatic
set theory. If you want to dig deeper, then try the rst three chapters of
Enderton(1977).
1.2 Relations
Anorderedpair isanorderedlist(a,b)consistingoftwoobjectsaandb.
orderedpair,weassumethefollowing:Foranytwoorderedpairs(a,b)and
(a
/
,b
/
),wehave(a,b)= (a
/
,b
/
)iffa= a
/
andb= b
/
.
6
The(Cartesian)productoftwononemptysetsAandB,denotedasAB,
isdenedasthesetofallorderedpairs(a,b)whereacomesfromAandb
comesfromB.Thatis,
AB:= {(a,b):a Aandb B].
Asanotationalconvention,weoftenwriteA
2
forA A.Itiseasilyseen
that taking the Cartesian product of two sets is not a commutative oper-
ation. Indeed, for any two distinct objects a and b, we have {a] {b] =
{(a,b)] ,= {(b,a)] = {b] {a].Formallyspeaking,itisnotassociativeeither,
for(a,(b,c))isnotthesamethingas((a,b),c).Yetthereisanaturalcorre-
spondencebetweentheelementsofA(BC)and(AB)C,soone
canreallythinkofthesetwosetsasthesame,therebyrenderingthestatus
ofthesetABCunambiguous.
7
Thispromptsustodeneann-vector
6
Thisdenesthenotionoforderedpairasanewprimitiveforoursettheory,butinfact,
thisisnotreallynecessary. Onecandeneanorderedpairbyusingonlytheconceptof
setas(a,b) := {{a],{a,b]].Withthisdenition,whichisduetoKazimierzKuratowski,
one can prove that, for any two ordered pairs (a,b) and (a
/
,b
/
), we have (a,b) = (a
/
,b
/
)
iff a = a
/
and b = b
/
. The if part of the claim is trivial. To prove the only if part,
observethat(a,b) = (a
/
,b
/
)entailsthateither{a] = {a
/
] or{a] = {a
/
,b
/
].Butthelatter
equalitymayholdonlyifa = a
/
= b
/
,sowehavea = a
/
inallcontingencies.Therefore,
(a,b)= (a
/
,b
/
)entailsthateither{a,b] = {a] or{a,b] = {a,b
/
].Thelattercaseispossible
onlyifb= b
/
,whiletheformerpossibilityarisesonlyifa= b.Butifa= b,thenwehave
{{a]] = (a,b)= (a,b
/
)= {{a],{a,b
/
]],whichholdsonlyif{a] = {a,b
/
],thatis,b= a= b
/
.
Quiz.(Wiener)Showthatwewouldalsohave(a,b) = (a
/
,b
/
)iffa = a
/
andb = b
/
, if
7
Whatisthisnaturalcorrespondence?

10 | ChapterA Preliminaries
(foranynaturalnumbern)asalist(a
1
,. . . ,a
n
),withtheunderstandingthat
(a
1
,. . . ,a
n
)=(a
1
/
,. . . ,a
/
n
) iffa
i
=a
i
/
foreachi =1,. . . ,n.The(Cartesian)
productofnsetsA
1
,. . . ,A
n
,isthendenedas
A
1
. . . A
n
:= {(a
1
,. . . ,a
n
) :a
i
A
i
, i= 1,. . . ,n].
WeoftenwriteX
n
A
i
todenoteA
1
A
n
,andrefertoX
n
A
i
asthen-fold
productofA
1
,. . . ,A
n
. If A
i
= Sfor eachi, we then writeS
n
forA
1
. . .A
n
,
thatis,S
n
:= X
n
S.
Exercise4 ForanysetsA,B,andC,provethat
A(BC) = (AB) (AC) and A(BC)= (AB) (AC).
LetXandYbetwononemptysets.AsubsetRofXYiscalleda(binary)
relationfromX toY. If X = Y,thatis,ifRisarelationfromX toX, we
simplysaythatitisarelationonX.Putdifferently,RisarelationonX iff
R X
2
. If (x,y) R,thenwethinkofRasassociatingtheobjectx with
y,andif{(x,y),(y,x)] R= ,weunderstandthatthereisnoconnection
between x and y as envisaged by R. In concert with this interpretation,
we adopt the convention of writing xRy instead of (x,y) R throughout
thistext.
Denition
ArelationRonanonemptysetX issaidtobereexiveifxRx foreach
x X, andcompleteif eitherxRyoryRxholds for eachx,y X. It is said
tobesymmetricif,foranyx,y X,xRyimpliesyRx,andantisymmetric
if,foranyx,y X,xRy andyRx implyx = y.Finally,wesaythatRis
transitiveifxRyandyRzimplyxRzforanyx,y,z X.
Theinterpretationsofthesepropertiesarestraightforward,sowedonot
elaborateonthemhere.Butnote:Whileeverycompleterelationisreexive,
therearenootherlogicalimplicationsbetweentheseproperties.
Exercise5 LetX beanonemptyset,andRarelationonX.Theinverse
ofRisdenedastherelationR
1
:= {(x,y) X
2
:yRx].
1

ElementsofSetTheory | 11
(a) IfRissymmetric,doesR
1
havetobealsosymmetric?
Antisymmetric?Transitive?
(b) ShowthatRissymmetriciffR= R
1
.
(c) IfR
1
andR
2
aretworelationsonX,thecompositionofR
1
andR
2
is
therelationR
2
R
1
:= {(x,y) X
2
:xR
1
zandzR
2
yforsome
z X].ShowthatRistransitiveiffR R R.
Exercise6 ArelationRonanonemptysetX iscalledcircularifxRzand
zRyimplyyRxforeveryx,y,z X.ProvethatRisreexiveandcircular
iffitisreexive,symmetric,andtransitive.
Exercise7
H
Let R be a reexive relation on a nonempty set X. The
asymmetricpartofRisdenedastherelationP
R
onX asxP
R
yiffxRy
butnotyRx.TherelationI
R
:= RP
R
onX isthencalledthesymmetric
partofR.
(a) ShowthatI
R
isreexiveandsymmetric.
(b) ShowthatP
R
isneitherreexivenorsymmetric.
(c) ShowthatifRistransitive,soareP
R
andI
R
.
Exercise8 Let R be a relation on a nonempty set X. Let R
0
= R, and
for each positive integer m, dene the relation R
m
on X by xR
m
y iff
there exist z
1
,. . . ,z
m
X such that xRz
1
, z
1
Rz
2
,. . . , and z
m
Ry. The
relationtr(R) := R
0
R
1
iscalledthetransitiveclosureofR.Show
that tr(R) is transitive, and if R
/
is a transitive relation with R R
/
,
thentr(R) R
/
.
1.3 EquivalenceRelations
Inmathematicalanalysis,oneoftenneedstoidentifytwodistinctobjects
whentheypossessaparticularpropertyofinterest.Naturally,suchanidenti-
cationschemeshouldsatisfycertainconsistencyconditions.Forinstance,
if x is identied with y, then y must be identied with x. Similarly, if x
and y are deemed identical, and so are y and z, then x and z should be

12 | ChapterA Preliminaries
Denition
ArelationonanonemptysetX iscalledanequivalencerelationifitis
reexive,symmetric,andtransitive.Foranyx X,theequivalenceclass
ofxrelativeto isdenedastheset
[x]

:= {y X :y x].
The class of all equivalence classes relative to,denotedasX/

, is called
thequotientsetofX relativeto,thatis,
X/

:= {[x]

:x X].
LetX denotethesetofallpeopleintheworld. Beingasiblingofis
an equivalence relation on X (provided that we adopt the convention of
sayingthatanypersonisasiblingofhimself). Theequivalenceclassofa
personrelativetothisrelationisthesetofallofhisorhersiblings.Onthe
other hand, you would probably agree that being in love with is not an
equivalence relation on X. Here are some more examples (that t better
withtheserioustoneofthiscourse).
Example1
[1] ForanynonemptysetX,thediagonalrelationD
X
:= {(x,x) :x
X] isthesmallestequivalencerelationthatcanbedenedonX (inthe
sensethatifRisanyotherequivalencerelationonX,wehaveD
X
R).
Clearly,[x] = {x] foreachx X.
8
AttheotherextremeisX
2
which
D
X
is the largest equivalence relation that can be dened on X. We have
[x] = X foreachx X.
X
2
[2] By Exercise 7, the symmetric part of any reexive and transitive
relationonanonemptysetisanequivalencerelation.
[3] Let X := {(a,b) : a,b {1,2,. . .]}, and dene the relation
on X by (a,b) (c,d) iff ad = bc. It is readily veried that is an
equivalencerelationonX,andthat[(a,b)]

= (c,d) X :
c
=
a
for
d b
each(a,b) X.
[4] LetX := {. . . ,1,0,1,. . .],anddenetherelationonXbyx y
iff
1
2
(x y) X.Itiseasilycheckedthat isanequivalencerelation
8
IsayanequallysuitingnameforD
X
istheequalityrelation.Whatdoyouthink?
1

ElementsofSetTheory | 13
onX. Moreover, foranyintegerx,wehavex y iff y = x 2m for
somem X,andhence[x]

equalsthesetofallevenintegersifx is
even,andthatofalloddintegersifxisodd.
One typically uses an equivalence relation to simplify a situation in a
waythatallthingsthatareindistinguishablefromaparticularperspective
are put together in a set and treated as if they were a single entity. For
instance, suppose that for some reason we are interested in the signs of
people.Then,anytwoindividualswhoareofthesamesigncanbethought
ratherworkwiththesetofallCapricorns,allVirgos,andsoon.Buttheset
ofallCapricornsisofcoursenoneotherthantheequivalenceclassofany
givenCapricornpersonrelativetotheequivalencerelationofbeingofthe
samesign.SowhensomeonesaysaCapricornis. . . ,thenoneisreally
referringtoawholeclassofpeople.Theequivalencerelationofbeingof
the same sign divides the world into twelve equivalence classes, and we
can then talk as if there were only twelve individuals in our context of
reference.
positiverationalnumbers,giventhesetofnaturalnumbersN:= {1,2,. . .]
andtheoperationofmultiplication.Well,youmaysay,apositiverational
number is the ratio of two natural numbers. But wait, what is a ratio?
is to say that a positive rational number is an ordered pair (a,b) N
2
,
althoughindailypractice,wewrite
a
b
saythateachorderedpairinN
2
like to think of
1
2
and
2
4
as the same number, for instance.) So we iden-
tifyallthoseorderedpairsthatwewishtoassociatewithasinglerational
numberbyusingtheequivalencerelation introducedinExample1.[3],
andthendenearationalnumbersimplyasanequivalenceclass[(a,b)]

.
plytalkofafractionlike
1
2
,not[(1,2)]

,eventhough, formallyspeaking,
what we really mean is [(1,2)]

. The equality
1
=
4
2
is obvious, pre-
2
ciselybecausetherationalnumbersareconstructedasequivalenceclasses
suchthat(2,4) [(1,2)]

.
This discussion suggests that an equivalence relation can be used to
decomposeagrandsetofinterestintosubsetssuchthatthemembersof

14 | ChapterA Preliminaries
thesamesubsetarethoughtofasidentical,whilethemembersofdistinct
subsets are viewed as distinct. Let us now formalize this intuition. By
a partition of a nonempty set X, we mean a class of pairwise disjoint,
nonempty subsets of X whose union is X. That is, A is a partition of X
iff A 2
X
{], A = X and A B = for every distinct A and B in
A.Thenextresultsaysthatthesetofequivalenceclassesinducedbyany
equivalencerelationonasetisapartitionofthatset.
Proposition1
Foranyequivalencerelation onanonemptysetX,thequotientsetX/

is
apartitionof X.
Proof
TakeanynonemptysetX andanequivalencerelation onX.Since is
reexive, wehavex [x]

foreachx X.ThusanymemberofX/

is
nonempty,and{[x]

: x X] = X.Nowsupposethat[x]

[y]

,=
for some x,y X. We wish to show that [x]

= [y]

[x]

[y]

## ,= impliesx y.(Indeed,ifz [x]

[y]

,thenx zand
z ybysymmetryof, so we get x ybytransitivityof.)Thisimplies
that [x]

[y]

, because if w [x]

## , then w x (by symmetry of ),

andhencew ybytransitivityof.Theconversecontainmentisproved
analogously.
The following exercise shows that the converse of Proposition 1 also
holds.Thusthenotionsofequivalencerelationandpartitionarereallytwo
differentwaysoflookingatthesamething.
Exercise9 Let A be a partition of a nonempty set X, and consider the
relation onX denedbyx yiff{x,y] AforsomeA A.Prove
that isanequivalencerelationonX.
1.4 OrderRelations
Transitivitypropertyisthedeningfeatureofanyorderrelation.Suchrela-
tionsaregivenvariousnamesdependingonthepropertiestheypossessin

1 ElementsofSetTheory | 15
Denition
Arelationona nonempty setXis calledapreorderonXif it is transitive
andreexive.ItissaidtobeapartialorderonX ifitisanantisymmetric
preorder on X. Finally, is called a linear order on X if it is a partial
orderonX thatiscomplete.
Byapreorderedsetwemeanalist(X,) whereX isanonemptyset
and is a preorder on X. If is a partial order on X, then (X,) is
called a poset (short for partially ordered set), and if is a linear order
on X, then (X,) is called either a chain or a loset (short for linearly
orderedset).
It is convenient to talk as if a preordered set (X,) were indeed a set
whenreferringtopropertiesthatapplyonlytoX.Forinstance,byanite
preorderedset,weunderstandapreorderedset(X,) with[X[ <. Or,
whenwesaythatYisasubsetofthepreorderedset(X,),wemeansimply
thatY X.Asimilarconventionappliestoposetsandlosetsaswell.
Notation.Let(X,) beapreorderedset.Unlessotherwiseisstatedexplic-
itly,wedenoteby> theasymmetricpartofandby thesymmetricpart
of(Exercise7).
Themaindistinctionbetweenapreorderandapartialorderisthatthe
formermayhavealargesymmetricpart, whilethesymmetricpartofthe
lattermustequalthediagonalrelation. Asweshallsee, however, inmost
applicationsthisdistinctionisimmaterial.
Example2
[1] ForanynonemptysetX,thediagonalrelationD
X
:= {(x,x) :x
X] isapartialorderonX.Infact,thisrelationistheonlypartialorder
onX thatisalsoanequivalencerelation.(Why?)TherelationX
2
,onthe
otherhand,isacompletepreorder,whichisnotantisymmetricunlessX
isasingleton.
[2] ForanynonemptysetX, the equality relation=andthe subsethood
relationarepartialorderson2
X
.Theequalityrelationisnotlinear,and
isnotlinearunlessX isasingleton.
[3] (R
n
,) is a poset for any positive integer n, where is dened
coordinatewise, that is, (x
1
,. . . ,x
n
) (y
1
,. . . ,y
n
) iff x
i
y
i
for each

16 | ChapterA Preliminaries
i=1,. . . ,n.WhenwetalkofR
n
withoutspecifyingexplicitlyanalterna-
tiveorder,wealwayshaveinmindthispartialorder(whichissometimes
calledthenatural(orcanonical)orderofR
n
).Ofcourse,(R,) isaloset.
[4] Take any positive integer n and preordered sets (X
i
,
i
),
i=1,. . . ,n. The product of the preordered sets (X
i
,
i
), denoted as

n
(X
i
,
i
),isthepreorderedset(X,) withX :=X
n
X
i
and
(x
1
,. . . ,x
n
) (y
1
,. . . ,y
n
) iff x
i

i
y
i
foralli=1,. . . ,n.
Inparticular,(R
n
,) =
n
(R,).
Example3
In individual choice theory, a preference relation on a nonempty alter-
nativesetX isdenedasapreorderonX.Herethereexivityisatrivial
conditiontorequire,andtransitivityisviewedasafundamentalrationality
ence relation > is dened as the asymmetric part of (Exercise 7). This
relationistransitivebutnotreexive. Theindifferencerelationisthen
denedasthesymmetricpartof,andiseasilycheckedtobeanequiva-
lencerelationonX.Foranyx X,theequivalenceclass[x]

iscalledin
thiscontexttheindifferenceclassofx,andissimplyageneralizationofthe
familiarconceptoftheindifferencecurvethatpassesthroughx.Inparticular,
Proposition1saysthatnotwodistinctindifferencesetscanhaveapointin
common.(Thisisthegistofthefactthatdistinctindifferencecurvescannot
cross!)
In social choice theory, one often works with multiple (complete)
preference relations on a given alternative set X. For instance, suppose
thattherearenindividualsinthepopulation,and
i
standsfortheprefer-
encerelationoftheithindividual.TheParetodominancerelationonX is
denedasx yiffx
i
yforeachi=1,. . . ,n.Thisrelationisapreorder
onX ingeneral,andapartialorderonX ifeach
i
isantisymmetric.
Let (X,) be a preordered set. By an extension of we understand a
preorderonXsuchthatand>, whereis the asymmetric part
of .Intuitivelyspeaking,anextensionofapreorderismorecomplete
thantheoriginalrelationinthesensethatitallowsonetocomparemore
elements, but it certainly agrees exactly with the original relation when

1 ElementsofSetTheory | 17
the latter applies. If is a partial order, then it is an extension of iff
.(Why?)
Afundamentalresultofordertheorysaysthateverypartialordercanbe
extendedtoalinearorder,thatis,foreveryposet(X,)there is a loset(X,)
with.Althoughitispossibletoprovethisbymathematicalinduction
methodthatwewillcoverlaterinthecourse.RelegatingitsprooftoSection
1.7,weonlystateheretheresultforfuturereference.
9
SzpilrajnsTheorem
Every partial order on a nonempty set X can be extended to a linear order
onX.
Anaturalquestioniswhetherthesameresultholdsforpreordersaswell.
bymeansofastandardmethod.
Corollary1
Let (X,) be a preordered set. There exists a complete preorder on X that
extends.
Proof
Let denote the symmetric part of , which is an equivalence relation.
Then(X/

)isaposetwhere

isdenedonX/

by
[x]

[y]

ifandonlyif x y.
BySzpilrajnsTheorem,thereexistsalinearorder

onX/

suchthat

.WedeneonX by
x y ifandonlyif [x]

[y]

.
It is easily checked that is a complete preorder on X with
and > , where > and are the asymmetric parts of and ,
respectively.
9
Foranextensiveintroductiontothetheoryoflinearextensionsofposets,seeBonnetand
Pouzet(1982).

18 | ChapterA Preliminaries
Exercise10 Let(X,) beapreorderedset,anddeneL() asthesetof
allcompletepreordersthatextend.Provethat= L().(Wheredo
youuseSzpilrajnsTheoremintheargument?)
Exercise11 Let(X,) beanitepreorderedset.TakingL() asinthe
previousexercise,wedenedim(X,) asthesmallestpositiveintegerk
suchthat= R
1
R
k
forsomeR
i
L(),i= 1,. . . ,k.
(a) Showthatdim(X,)

X
2

.
(b) Whatisdim(X,D
X
)?Whatisdim(X,X
2
)?
(c) Foranypositiveintegern,showthatdim(
n
(X
i
,
i
)) = n,where
(X
i
,
i
) isalosetwith[X
i
[ 2foreachi= 1,. . . ,n.
(d) Proveordisprove:dim(2
X
,) = [X[ .
Denition
Let(X,) beapreorderedset,and ,= Y X.AnelementxofYissaid
tobe-maximalinY ifthereisnoy Y withy > x,and-minimal
inY ifthereisnoy Y withx > y. If x y forally Y,thenx is
calledthe-maximumofY,andify x forally Y,thenx iscalled
the-minimumofY.
Obviously, for any preordered set (X,), every -maximum of a
nonempty subset of X is -maximal in that set. Also note that if (X,)
isaposet,thentherecanbeatmostone-maximumofanyY 2
X
{].
Example4
[1] LetX beanynonemptyset,and ,= Y X.EveryelementofY
isbothD
X
-maximalandD
X
-minimalinY.Unlessitisasingleton, Y
X
X
-minimumelement.Ontheother
hand,everyelementofY isbothX
2
-maximumandX
2
-minimumofY.
[2] GivenanynonemptysetX, considertheposet(2
X
,),andtake
anynonemptyA 2
X
.TheclassAhasa-maximumiffA A,and
ithasa-minimumiffA A.Inparticular,the-maximumof2
X
is
X andthe-minimumof2
X
is.
[3] (ChoiceCorrespondences)Givenapreferencerelationonanalter-
nativesetX (Example3)andanonemptysubsetSofX,wedenethe
setofchoicesfromSforanindividualwhosepreferencerelationis
1

ElementsofSetTheory | 19
asthesetofall-maximalelementsinS.Thatis, denotingthissetas
C

(S),wehave
C

## (S) := {x S:y> xfornoy S].

Evidently,ifSisaniteset,thenC

(S) isnonempty.(Proof?)Moreover,
ifSisniteandiscomplete,thenthereexistsatleastone-maximum
elementinS.Thenitenessrequirementcannotbeomittedinthisstate-
ment,butasweshallseethroughoutthisbook,therearevariousways
inwhichitcanbesubstantiallyweakened.
Exercise12
(a) Whichsubsetsofthesetofpositiveintegershavea-minimum?
Whichoneshavea-maximum?
(b) Ifasetinaposet(X,) hasaunique-maximalelement,does
thatelementhavetobea-maximumoftheset?
(c) Whichsubsetsofaposet(X,) possessanelementthatisboth
-maximumand-minimum?
(d) GiveanexampleofaninnitesetinR
2
thatcontainsaunique
-maximalelementthatisalsotheunique-minimalelementof
theset.
Exercise13
H
LetbeacompleterelationonanonemptysetX,andS
anonemptynitesubsetofX.Dene
c

## (S) := {x S:x y forally S].

(a) Showthatc

(S) ,= ifistransitive.
(b) Wesaythatisacycliciftheredoesnotexistapositiveintegerk
suchthatx
1
,. . . ,x
k
X andx
1
> > x
k
> x
1
.Showthatevery
transitiverelationisacyclic,butnotconversely.
(c) Showthatc

(S) ,= ifisacyclic.
(d) Showthatifc

(T) ,= foreveryniteT 2
X
{],thenmustbe
acyclic.
Exercise14
H
Let (X,) be a poset, and take any Y 2
X
{] that has
a-maximalelement,sayx

.Provethatcanbeextendedtoalinear
orderonX suchthatx

is-maximalinY.
Exercise15 Let(X,) beaposet.ForanyY X,anelementxinX is
saidtobean-upperboundforYifx yforally Y; a -lowerbound

20 | ChapterA Preliminaries
for Y is dened similarly. The -supremum of Y, denoted sup

Y, is
denedasthe-minimumofthesetofall-upperboundsforY,thatis,
sup

Yisan-upperboundforYandhasthepropertythatzsup

Y
forany-upperboundzforY.The-inmumofY,denotedasinf

Y,
isdenedanalogously.
(a) Provethattherecanbeonlyone-supremumandonlyone
-inmumofanysubsetofX.
(b) Showthatx yiffsup

{x,y] = xandinf

{x,y] = y,forany
x,y X.
(c) Showthatifsup

X X (thatis,ifsup

X exists),then
inf

= sup

X.
(d) IfisthediagonalrelationonX,andxandyareanytwodistinct
membersofX,doessup

{x,y] exist?
(e) IfX := {x,y,z,w] and:= {(z,x),(z,y),(w,x),(w,y)],does
sup

{x,y] exist?
Exercise16
H
Let(X,) beaposet.Ifsup

{x,y] andinf

{x,y] exist
forallx,y X, thenwesaythat(X,)isalattice.Ifsup

Y andinf

Y
existforallY 2
X
, then(X,) iscalledacompletelattice.
(a) Showthateverycompletelatticehasanupperandalowerbound.
(b) ShowthatifX isniteand(X,)isalattice,then(X,)isa
completelattice.
(c) Giveanexampleofalatticewhichisnotcomplete.
(d) Provethat(2
X
,)isacompletelattice.
(e) LetX beanonemptysubsetof2
X
suchthatX X andA X for
any(nonempty)classA X.Provethat(X,)isacompletelattice.
1.5 Functions
Intuitively,wethinkofafunctionasarulethattransformstheobjectsina
givensettothoseofanother.Althoughthisisnotaformaldenitionwhat
isarule?wemaynowusethenotionofbinaryrelationtoformalizethe
idea.LetX andY beanytwononemptysets.Byafunctionf thatmapsX
intoY,denotedasf :X Y,wemeanarelationf X Y suchthat
(i) foreveryx X,thereexistsay Y suchthatx f y;
(ii) foreveryy,z Y withx f y andx f z,wehavey= z.
1

ElementsofSetTheory | 21
HereX iscalledthedomainoff andY thecodomainoff.Therangeoff
is,ontheotherhand,denedas
f(X):= {y Y :x f y forsomex X].
ThesetofallfunctionsthatmapX intoY isdenotedbyY
X
.Forinstance,
{0,1]
X
isthesetofallfunctionsonX whosevaluesareeither0or1,and
R
[0,1]
isthesetofallreal-valuedfunctionson[0,1].Thenotationf Y
X
will be used interchangeably with the expressionf : X Y throughout
thiscourse.Similarly,thetermmapisusedinterchangeablywiththeterm
function.
Althoughourdenitionofafunctionmaylookabitstrangeatrst,itis
hardlyanythingotherthanaset-theoreticformulationoftheconceptweuse
indailydiscourse.Afterall,wewantafunction f that mapsXintoYto assign
eachmemberofX toamemberofY,right?Ourdenitionsayssimplythat
one can think of f as a set of ordered pairs, so (x,y) f means x is
mappedtoybyf.Putdifferently,allthatf doesiscompletelyidentied
bytheset{(x,f(x)) X Y : x X],whichiswhatf is.Thefamiliar
thennothingbutanalternativewayofexpressingx f y.Whenf(x)= y, we
refertoyastheimage(orvalue)of xunderf.Condition(i)saysthatevery
elementinthedomainX off hasanimageunderf inthecodomainY. In
turn,condition(ii)statesthatnoelementinthedomainoff canhavemore
thanoneimageunderf.
thattransformsonesetintoanotherandrefertothesetofallorderedpairs
(x,f(x))asthegraphofthefunction.DenotingthissetbyGr(f),then,we
canwrite
Gr(f):= {(x,f(x)) X Y :x X].
Accordingtotheformaldenitionofafunction,f andGr(f)arethesame
thing. Solongaswekeepthisconnectioninmind, thereisnodangerin
thinking of a function as a rule in the intuitive way. In particular, we
say that two functions f and g are equal if they have the same graph, or
equivalently,iftheyhavethesamedomainandcodomain,andf(x)= g(x)
forallx X.Inthiscase,wesimplywritef = g.
If its range equals its codomain, that is, if f(X) = Y, then one says
that f maps X onto Y, and refers to it as a surjection (or as a surjective

22 | ChapterA Preliminaries
function/map). If f mapsdistinctpointsinitsdomaintodistinctpointsin
its codomain, that is, ifx ,= y implies f(x) ,= f(y) for allx,y X, then
we say that f is an injection (or a one-to-one or injective function/map).
Finally, if f is both injective and surjective, then it is called a bijection
(orabijectivefunction/map). Forinstance, ifX := {1,. . . ,10],thenf :=
{(1,2),(2,3),. . . ,(10,1)] is a bijection in X
X
, while g X
X
, dened as
g(x) := 3 for all x X, is neither an injection nor a surjection. When
consideredasamapin({0] X)
X
,f isaninjectionbutnotasurjection.
Warning.Everyinjectivefunctioncanbeviewedasabijection, provided
thatoneviewsthecodomainofthefunctionasitsrange.Indeed,iff :X
Y isaninjection,thenthemapf :X Zisabijection,whereZ := f(X).
Thisisusuallyexpressedassayingthatf :X f(X) isabijection.
Beforeweconsidersomeexamples, letusnotethatacommonwayof
deninga particular functionina givencontext is todescribe the domainand
codomainofthatfunctionandtheimageofagenericpointinthedomain.
Soonewouldsaysomethinglike,letf :X Y bedenedbyf(x) := . . .
orconsiderthefunctionf Y
X
denedbyf(x):=. . . .Forexample,by
thefunctionf :RR

denedbyf(t) := t
2
,wemeanthesurjectionthat
transformseveryrealnumbert tothenonnegativerealnumbert
2
.Since
thedomainofthefunctionisunderstoodfromtheexpressionf : X Y
(or f Y
X
), it is redundant to add the phrase for all x X after the
expression f(x) := . . . , although sometimes we may do so for clarity.
Alternatively, when the codomain of the function is clear, a phrase like
themapx .f(x) onXiscommonlyused.Forinstance,onemayrefer
to the quadratic function mentioned above unambiguously as the map
t.t
2
onR.
Example5
Inthefollowingexamples,X andY standforarbitrarynonemptysets.
[1] A constantfunctionisonethatassignsthesamevaluetoeveryele-
mentofitsdomain,thatis,f Y
X
isconstantiffthereexistsayYsuch
thatf(x) =yforallxX.(Formallyspeaking,thisconstantfunctionis
thesetX{y].)Obviously,f(X) ={y] inthiscase,soaconstantfunction
isnotsurjectiveunlessitscodomainisasingleton,anditisnotinjective
unlessitsdomainisasingleton.

ElementsofSetTheory | 23
[2] A function whose domain and codomain are identical, that is, a
function in X
X
, is called a self-map on X. An important example of
a self-map is the identity function on X. This function is denoted as
id
X
, and it is dened as id
X
(x) := x for all x X. Obviously, id
X
is
a bijection, and formally speaking, it is none other than the diagonal
relationD
X
.
[3] LetS X.ThefunctionthatmapsX into{0,1]suchthatevery
memberofSisassignedto1andalltheotherelementsofXareassigned
tozeroiscalledtheindicatorfunctionof SinX.Thisfunctionisdenoted
as1
S
(assumingthatthedomainX isunderstoodfromthecontext).By
denition,wehave
1, if x S
1
S
(x):= .
0, if x XS
Youcancheckthat,foreveryA,BX,wehave1
AB
1
AB
=1
A
1
B
and1
AB
=1
A
1
B
.
The following examples point to some commonly used methods of
obtainingnewfunctionsfromagivensetoffunctions.
Example6
Inthefollowingexamples, X,Y,Z,andW standforarbitrarynonempty
sets.
[1] LetZ X W,andf Y
X
. By the restrictionoff toZ,denoted
asf[
Z
,wemeanthefunctionf[
Z
Y
Z
denedbyf[
Z
(z):=f(z). By an
extensionoff toW,ontheotherhand, wemeanafunctionf

Y
W
withf

[
X
= f,thatis, f

## (x) = f(x)forallx X. If f isinjective, so

mustf[
Z
,butsurjectivityoff doesnotentailthatoff[
Z
.Ofcourse,iff
isnotinjective,f[
Z
maystillturnouttobeinjective(e.g.,t . t
2
isnot
injectiveonR,butitissoonR

).
[2] Sometimesitispossibletoextendagivenfunctionbycombining
itwithanotherfunction.Forinstance,wecancombineanyf Y
X
and
g W
Z
toobtainthefunctionh:X Z Y W denedby
f(t), if tX
h(t):= ,
g(t), if tZ

24 | ChapterA Preliminaries
providedthatXZ = , or XZ ,= andf[
XZ
= g[
XZ
.Notethatthis
methodofcombiningfunctionsdoesnot workiff(t) ,= g(t)forsome
t X Z.For, inthatcaseh wouldnotbewell-denedasafunction.
(Whatwouldbetheimageoftunderh?)
[3] Afunctionf X
XY
denedbyf(x,y):= xis calledtheprojection
fromX Y ontoX.
10
(TheprojectionfromX Y ontoY issimilarly
dened.)Obviously,f(X Y)= X,thatis,f isnecessarilysurjective.It
isnotinjectiveunlessY isasingleton.
[4] Givenfunctionsf :X Zandg :Z Y,wedenethecompo-
sitionoff andg asthefunctiong f :X Y byg f (x):= g(f(x)).
denitionaccordswiththewaywedenedthecompositionoftworela-
tions(Exercise5). Indeed, wehave(g f)(x) = {(x,y) : x f z andz g y
forsomez Z].
Obviously,id
Z
f = f = f id
X
. EvenwhenX = Y = Z, the operation
oftakingcompositionsisnotcommutative.Forinstance,iftheself-maps
f andg onRaredenedbyf(t) := 2andg(t) := t
2
,respectively,then
(g f)(t)= 4and(f g)(t)= 2foranyrealnumbert.Thecomposition
operationis,however,associative.Thatis,h (g f)= (h g) f forall
f Y
X
,g Z
Y
andh W
Z
.
Exercise17 LetbeanequivalencerelationonanonemptysetX.Show
thatthemapx .[x]

onX (calledthequotientmap)isasurjectionon
X whichisinjectiveiff= D
X
.
Exercise18
H
(A Factorization Theorem) Let X and Y be two nonempty
sets.Prove:Foranyfunctionf :X Y,thereexistsanonemptysetZ,
asurjectiong :X Z,andaninjectionh:Z Y suchthatf = h g.
Exercise19 LetX,Y,andZ benonemptysets,andconsideranyf,g
Y
X
andu,v Z
Y
.Prove:
(a) Iff issurjectiveandu f = v f,thenu= v.
(b) Ifuisinjectiveandu f = u g,thenf = g.
(c) Iff anduareinjective(respectively,surjective),thensoisu f.
10

1 ElementsofSetTheory | 25
Exercise20
H
Showthatthereisnosurjectionoftheformf : X 2
X
foranynonemptysetX.
ForanygivennonemptysetsX andY,the(direct)imageofasetA X
underf Y
X
,denotedf(A),isdenedasthecollectionofallelementsy
inY withy= f(x)forsomex A.Thatis,
f(A):= { f(x):x A].
The range off is thus the image of its entire domain: f(X)= { f(x):x X].
(Note.Iff(A)= B,thenonesaysthatf mapsAontoB.)
TheinverseimageofasetBinY underf,denotedasf
1
(B),isdened
asthesetofallxinX whoseimagesunderf belongtoB,thatis,
f
1
(B):= {x X :f(x) B].
Byconvention,wewritef
1
(y)forf
1
({y]),thatis,
f
1
(y):= {x X :f(x)= y] foranyy Y.
Obviously, f
1
(y) is a singleton for each y Y iff f is an injection. For
instance, if f stands for the map t . t
2
on R, then f
1
(1) = {1,1],
whereasf[
1
(1)= {1].
R

The issue of whether or not one can express the image (or the in-
verse image) of a union/intersection of a collection of sets as the union/
intersectionof the images (inverse images) of eachset inthe collectionarises
quiteofteninmathematicalanalysis. Thefollowingexercisesummarizes
thesituationinthisregard.
Exercise21 LetX andY benonemptysetsandf Y
X
.Provethat,for
any(nonempty)classesA 2
X
andB 2
Y
,wehave
f (A)=

## { f(A):A A] and f (A)

{ f(A):A A],
whereas

f
1
(B)= { f
1
(B):B B] f
1
(B)= { f
1
(B):B B] and .
Ageneralrulethatsurfacesfromthisexerciseisthatinverseimagesare
quitewell-behavedwithrespecttotheoperationsoftakingunionsandinter-
sections, while the same cannot be saidfor direct images inthe case of taking
intersections.Indeed,foranyf Y
X
,wehavef(A B) f(A) f(B)for

26 | ChapterA Preliminaries
allA,B X if,andonlyif,f isinjective.
11
Theifpartofthisassertionis
trivial.Theonlyifpartfollowsfromtheobservationthat,iftheclaimwas
nottrue, then, foranydistinctx,y X withf(x) = f(y),wewouldnd
= f()= f({x] {y])= f({x]) f({y])= { f(x)],whichisabsurd.
Finally,weturntotheproblemof inverting afunction.Foranyfunction
f Y
X
,letusdenetheset
f
1
:= {(y,x) Y X :x f y]
whichisnoneotherthantheinverseoff viewedasarelation(Exercise5).
Thisrelationsimplyreversesthemapf inthesensethatifxismappedtoy
byf,thenf
1
mapsy backtox.Now,f
1
mayormaynotbeafunction.
Ifitis,wesaythatf isinvertibleandf
1
istheinverseoff.Forinstance,
f : R R

denedbyf(t) := t
2
isnotinvertible(since(1,1) f
1
and
(1,1) f
1
,thatis,1doesnothaveauniqueimageunderf
1
),whereas

f[ isinvertibleandf[
1
(t)= tforallt R.
R
R

## The following result gives a simple characterization of invertible

functions.
Proposition2
Let X and Y betwononemptysets. Afunctionf Y
X
isinvertibleif, and
onlyif,itisabijection.
Exercise22 ProveProposition2.
ByusingthecompositionoperationdenedinExample6.[4],wecangive
anotherusefulcharacterizationofinvertiblefunctions.
Proposition3
Let X and Y betwononemptysets. Afunctionf Y
X
isinvertibleif, and
onlyif,thereexistsafunctiong X
Y
suchthatg f =id
X
andf g =id
Y
.
11
Ofcourse,thisdoesnotmeanthatf(AB)= f(A)f(B)canneverholdforafunction
that is not one-to-one. It only means that, for any such function f, we can always nd
nonemptysetsAandBinthedomainoff suchthatf(A B) f(A) f(B)isfalse.

1 ElementsofSetTheory | 27
Proof
1
.Toprovethe
ifpart,supposethereexistsag X
Y
withg f = id
X
andf g =id
Y
,
andnotethat,byProposition2,itisenoughtoshowthat f isabijection.To
verifytheinjectivityoff,pickanyx,y X withf(x) = f(y),andobserve
that
x =id
X
(x) = ( gf)(x)= g( f(x)) = g( f(y)) = ( gf)(y) = id
X
(y) = y.
To see the surjectivity of f, take any y Y and dene x := g(y). Then
wehave
f(x) = f( g(y)) =( f g)(y) =id
Y
(y) = y,
which proves Y f(X). Since the converse containment is trivial, we
aredone.
1.6 Sequences,Vectors,andMatrices
By asequenceina givennonempty setX,weintuitivelymeananorderedarray
of the form(x
1
,x
2
,. . .) where eachtermx
i
of the sequence is a member ofX.
(Throughout this text we denote sucha sequence by(x
m
), but note that some
m
)

1
.) Asinthecaseoforderedpairs,
m=
one couldintroduce the notionof a sequence as a newobject toour set theory,
butagainthereisreallynoneedtodoso.Intuitively,weunderstandfrom
thenotation(x
1
,x
2
,. . .) thattheithterminthearrayisx
i
.Butthenwecan
thinkofthisarrayasafunctionthatmapsthesetNofpositiveintegersinto
Xinthesensethatittellsusthattheithterminthearrayisx
i
bymapping
itox
i
.Withthisdenition,ourintuitiveunderstandingoftheorderedarray
(x
1
,x
2
,. . .) isformallycapturedbythefunction{(i,x
i
) : i = 1,2,. . .] = f.
Thus,wedeneasequenceinanonemptysetXasanyfunctionf :NX,
andrepresent thisfunctionas(x
1
,x
2
,. . .) wherex
i
:= f(i)foreachi N.
Consequently,thesetofallsequencesinX isequaltoX
N
.Asiscommon,
however,wedenotethissetasX

throughoutthetext.
Bya subsequenceofasequence(x
m
)X

,wemeanasequencethatis
m
) thatappearinthesubsequenceinthesame
order they appear in (x
m
). That is, a subsequence of (x
m
) is of the form
(x
m
1
,x
m
2
,. . .),where(m
k
)isasequenceinNsuchthatm
1
< m
2
< .
(Wedenotethissubsequenceas(x
m
k
).)Onceagain, weusethenotionof

28 | ChapterA Preliminaries
functiontoformalizethisdenition.Strictlyspeaking,asubsequenceofa
sequencef X
N
isafunctionoftheformf ,where :NNisstrictly
increasing(thatis,(k) < (l) foranyk,lNwithk< l).Werepresentthis
functionasthearray(x
m
1
,x
m
2
,. . .) withtheunderstandingthatm
k
=(k)
andx
m
k
=f(m
k
) for eachk=1,2,. . . . For instance,(x
m
k
) :=(1,
3
1
,
5
1
,. . .) is
asubsequenceof(x
m
):=(
m
1
) R

.Here(x
m
) isarepresentationforthe
functionf R
N
,whichisdenedbyf(i) :=
1
i
, and(x
m
k
) is a representation
ofthemap f ,where(k) :=2k1foreachkN.
is a member of X. Formally, a double sequence is a function f X
NN
.
As in the case of sequences, we represent this function as (x
kl
), with the
understanding that x
kl
:= f(k,l). The set of all double sequences in X
equalsX
NN
,butitiscustomarytodenotethissetasX

.Wenotethat
sequenceofsequencesinX,thatis,asasequenceinX

.Forinstance,we
canthinkof(x
kl
) as((x
1l
),(x
2l
),. . .) oras((x
k1
),(x
k2
),. . .).
Thebasicideaofviewingastringofobjectsasaparticularfunctionalso
{1,...,n]
,whereX
isanonemptysetandnissomepositiveinteger?Theprecedingdiscussion
shows that this function space is none other than the set {(x
1
,. . . ,x
n
) :
x
i
X,i = 1,. . . ,n].Thuswemaydeneann-vector inX asafunction
f :{1,. . . ,n] X,and represent thisfunctionas(x
1
,. . . ,x
n
)wherex
i
:=
f(i) foreachi=1,. . . ,n.(Checkthat(x
1
,. . . ,x
n
) =(x
1
/
,. . . ,x
n
/
) iffx
i
=x
i
/
foreachi = 1,. . . ,n,soeverythingisinconcertwiththewaywedened
n-vectorsinSection1.2.)Then-foldproductofX isthendenedasX
{1,...,n]
,
butisdenotedasX
n
. (So R
n
=R
{1,...,n]
.Thismakessense,no?)Themain
tosequencesandvectors.
by n matrix) in a nonempty set X, we mean a function f : {1,. . . ,m]
{1,. . . ,n] X. We representthisfunctionas[a
ij
]
mn
,withtheunderstand-
ingthata
ij
:= f(i,j) foreachi = 1,. . . ,mandj = 1,. . . ,n.(Asyouknow,
oneoftenviewsamatrixlike [a
ij
]
mn
asarectangulararraywith m rows
andncolumnsinwhicha
ij
appearsintheithrowandjthcolumn.)
ThesetofallmnmatricesinX isX
{1,...,m]{1,...,n]
,butitismuchbetter
to denote this set as X
mn
. Needless to say, both X
1n
and X
n1
can be
identiedwithX
n
.(Wait,whatdoesthismean?)
1

ElementsofSetTheory | 29
1.7

Wenowturntoaproblemthatwehavesofarconvenientlyavoided:How
do we dene the Cartesian product of innitely many nonempty sets?
Intuitively speaking, the Cartesian product of all members of a class A
ofsetsisthesetofallcollectionseachofwhichcontainsoneandonlyone
elementofeachmemberofA.Thatis,amemberofthisproductisreallya
functiononAthatselectsasingleelementfromeachsetinA.Thequestion
issimpletostate:Doesthereexistsuchafunction?
If [A[ < , then the answer would obviously be yes, because we can
constructsuchafunctionbychoosinganelementfromeachsetinAoneby
one.ButwhenAcontainsinnitelymanysets,thenthismethoddoesnot
Toget a sense ofthis, suppose A := {A
1
,A
2
,. . .],where ,= A
i
N
for each i = 1,2,. . . . Then were okay. We can dene f : A A by
f(A) :=thesmallestelementofAthiswell-denesf asamapthatselects
one element from each member of A simultaneously. Or, if each A
i
is a
boundedintervalinR,thenagainwerene.Thistimewecandenef,say,
asfollows:f(A) :=themidpointofA.Butwhatifallweknewwasthateach
A
i
consistsofrealnumbers?Orworse,whatifwewerenottoldanything
oranalgorithm,theapplicationofwhichyieldssuchafunction.Thenhow
doyouknowthatsuchathingexistsintherstplace?
12
12
1
, and pick anya
1
inA
1
. Nowmove
toA
2
andpickanya
2
A
2
.Continuethisway, anddeneg : A Abyg(A
i
) = a
i
,
i= 1,2,. . ..Arentwedone?No,wearenot!Thefunctionathandisnotwell-denedits
denitiondoesnottellmeexactlywhichmemberofA
27
isassignedtog(A
27
)thisisvery
muchunlikehowIdenedf aboveinthecasewhereeachA
i
wascontainedinN(orwas
aboundedinterval).
dened,itsjustthatitisdenedrecursively.Letmetrytoillustratetheproblembymeansof
fromNintoS.Sure,youmightsay,recursionisagainthenameofthegame.Letf(1) be
anymembera
1
ofS.Thenletf(2) beanymemberofS{a
1
],f(3) anymemberS{a
1
,a
2
],
and so on. Since ST ,= for any nite T S, this well-denes f, recursively, as an
injection from N into S. Wrong! If this were the case, on the basis of the knowledge of
f(1),. . . ,f(26),Iwouldknowthevalueoff at27.Thedenitionoff doesntdothatit
justpointstosomearbitrarymemberofA
27
soitisnotaproperdenitionatall.
(Note.Asobviousasitmightseem,thepropositionforanyinnitesetS,thereisan
injectioninS
N
,cannotbeprovedwithinthestandardrealmofsettheory.)

30 | ChapterA Preliminaries
Infact,itturnsoutthattheproblemofndinganf :AAforany
givenclassAofsetscannotbesettledinonewayoranotherbymeansof
thestandardaxiomsofsettheory.
13
Thestatusofourquestionisthusabit
odd,itisundecidable.
Tomakethingsabitmoreprecise,letusstateformallythepropertythat
weareafter.
TheAxiomofChoice.For any(nonempty)classAofsets,thereexistsafunction
f :AAsuchthatf(A)AforeachAA.
Onecanrewordthisinafewotherways.
Exercise23 ProvethattheAxiomofChoiceisequivalenttothefollowing
statements.
(i) ForanynonemptysetS, thereexistsafunctionf :2
S
{]S
suchthatf(A)A foreach,=AS.
(ii) (ZermelosPostulate) If A isa(nonempty)classofsetssuchthat
AB= foreachdistinctA,BA, thenthereexistsasetS
suchthat[SA[ =1 foreveryAA.
(iii) ForanynonemptysetsX andY,andanyrelationR fromX into
Y, thereisafunctionf :Z Y with,=Z X andf R.
(Thatis:Everyrelationcontainsafunction.)
The rst thing to note about the Axiom of Choice is that it cannot be
disprovedbyusingthestandardaxiomsofsettheory. Providedthatthese
axioms are consistent (that is, no contradiction may be logically deduced
consistentsetofaxioms.ThisraisesthepossibilitythatperhapstheAxiom
ofChoicecanbededucedasatheoremfromthestandardaxioms. The
the Axiomof Choice is not provable fromthe standardaxioms of set theory.
14
13
Zermelo-Fraenkel-Skolem axioms). For the present discussion, nothing will be lost if you
justthinkoftheseastheformalpropertiesneededtoconstructthesettheoryweoutlined
intuitively earlier. It is fair to say that these axioms have an unproblematic standing in
mathematics.
14
Theseresultsareofextremeimportanceforthefoundationsoftheentireeldofmath-
ematics.TherstonewasprovedbyKurtGdelin1939andthesecondonebyPaulCohen
in1963.

1 ElementsofSetTheory | 31
We are thenat a crossroads. We must either reject the validity of the Axiom
ofChoiceandconneourselvestotheconclusionsthatcanbereachedonly
AxiomofChoicetothestandardaxiomstoobtainarichersettheorythatis
abletoyieldcertainresultsthatcouldnothavebeenprovedwithinthecon-
nesofthestandardaxioms.Mostanalystsfollowthesecondroute.How-
ever,itisfairtosaythatthestatusoftheAxiomofChoiceisingeneralviewed
aslessappealingthanthestandardaxioms,sooneoftenmakesitexplicitif
thisaxiomisaprerequisiteforaparticulartheoremtobeproved.Givenour
the(implicit)useoftheAxiomofChoiceinourargumentsonlyrarely.
AsanimmediateapplicationoftheAxiomofChoice,wenowdenethe
Cartesianproductofanarbitrary(nonempty)classAofsetsasthesetof
allf :A Awithf(A) AforeachA A.WedenotethissetbyXA,
andnotethatXA,= becauseoftheAxiomofChoice.IfA= {A
i
:i I],
whereI isanindexset,thenwewriteX
iI
A
i
forXA.Clearly,X
iI
A
i
isthe
setofallmapsf :I {A
i
:i I] withf(i) A
i
foreachi I.Itiseasily
checkedthatthisdenitionisconsistentwiththedenitionoftheCartesian
productofnitelymanysetsgivenearlier.
ThereareafewequivalentversionsoftheAxiomofChoicethatareoften
moreconvenienttouseinapplicationsthantheoriginalstatementofthe
axiom. To state the most widely used version, let us rst agree on some
terminology.Foranyposet(X,),byaposetin(X,),wemeanaposet
like(Y, Y
2
)withY X,butwedenotethisposetmoresuccinctlyas
(Y,). By an upperboundforsuchaposet,wemeananelementxofX with
x yforally Y (Exercise15).
ZornsLemma
Ifeverylosetinagivenposethasanupperbound,thenthatposetmusthave
amaximalelement.
Althoughthis is a less intuitive statement thanthe Axiomof Choice (no?),
itcaninfactbeshowntobeequivalenttotheAxiomofChoice.
15
(Thatis,
wecandeduceZornsLemmafromthestandardaxiomsandtheAxiomof
Choice,andwecanprovetheAxiomofChoicebyusingthestandardaxioms
15
Foraproof,seeEnderton(1977,pp.151153)orKelley(1955,pp.3235).

32 | ChapterA Preliminaries
and Zorns Lemma.) Since we take the Axiom of Choice as true in this
text,therefore,wemustalsoacceptthevalidityofZornsLemma.
We conclude this discussion by means of two quick applications that
illustrate how Zorns Lemma is used in practice. We will see some other
applicationsinlaterchapters.
Letusrstprovethefollowingfact:
TheHausdorffMaximalPrinciple
Thereexistsa-maximallosetineveryposet.
Proof
Let(X,)beaposet,and
L(X,):= Z X :(Z,)is a loset .
(ObservethatL(X,),= byreexivityof.)Wewishtoshowthatthere
isa-maximalelementofL(X,).ThiswillfollowfromZornsLemma,if
wecanshowthateverylosetintheposet(L(X,),)hasanupperbound,
thatis,foranyA L(X,)suchthat(A,)isaloset,thereisamember
ofL(X,)thatcontainsA.Toestablishthatthisisindeedthecase, take
anysuchA,andletY := A.ThenisacompleterelationonY,because,
since linearlyordersA,foranyx,y Y wemusthavex,y Aforsome
A A(why?),andhence,giventhat(A,)isaloset,wehaveeitherx y
oryx.Therefore,(Y,)isaloset,thatis,Y L(X,).Butitisobvious
thatY AforanyA A.
Infact, theHausdorffMaximalPrincipleisequivalenttotheAxiomof
Choice.
Exercise24 ProveZornsLemmaassumingthevalidityoftheHausdorff
MaximalPrinciple.
As another application of Zorns Lemma, we prove Szpilrajns
Theorem.
16
OurproofusestheHausdorffMaximalPrinciple,butyounow
know that this is equivalent to invoking Zorns Lemma or the Axiom of
Choice.
16
In case you are wondering, Szpilrajns Theorem is not equivalent to the Axiom of
Choice.

2 RealNumbers | 33
ProofofSzpilrajnsTheorem
LetbeapartialorderonanonemptysetX.LetT
X
bethesetofallpartial
ordersonX thatextend.Clearly,(T
X
,) isaposet,sobytheHausdorff
Maximal Principle, it has a maximal loset, say, (A,). Dene

:= A.
Since(A,) is a loset,

## is a partial order onXthat extends.(Why?)

is
infactcomplete.Toseethis,supposewecanndsomex,y Xwithneither
x

ynory

x.Thenthetransitiveclosureof

{(x,y)] isamember
ofT
X
thatcontains

asapropersubset(Exercise8).(Whyexactly?)This
X
,).(Why?)
Thus

isalinearorder,andwearedone.
2 RealNumbers
numbers, so our discussion here will be brief and duly heuristic. In par-
ticular, wewillnotevenattempttogivea constructionofthesetRofreal
oncertainpropertiesthatRpossesses.Somebooksonrealanalysisgivea
specializes in this sort of a thing. (Try, for instance, Chapters 4 and 5 of
Enderton(1977).)
2.1 OrderedFields
willfacilitateourdiscussionofrealnumbers.
Denition
LetXbeanynonemptyset.Werefertoafunctionoftheform:XX
x,y X.
are binary operations on the set N of natural numbers. The subtraction
operationis,ontheotherhand,notabinaryoperationonN(e.g.,1(2) /
N),butitisabinaryoperationonthesetofallintegers.

34 | ChapterA Preliminaries
Denition
LetX beanynonemptyset,let and betwobinaryoperationsonX,
and let us agree to write xy for x y for simplicity. The list (X,,) is
calledaeldifthefollowingpropertiesaresatised:
(i) (Commutativity)xy= yxandxy= yxforallx,y X;
(ii) (Associativity)(x y) z = x (y z)and(xy)z = x(yz)forall
x,y,z X;
17
(iii) (Distributivity)x(yz)= xyxzforallx,y,z X;
(iv) (Existence of Identity Elements) There exist elements 0 and 1 in X
suchthat0x = x = x0and1x = x = x1forallx X;
(v) (Existence of Inverse Elements) For eachx Xthere exists anelement
and for each x X{0] there exists an element x
1
in X (the
multiplicativeinverseofx)suchthatxx
1
= 1= x
1
x.
Aeld(X,,)isanalgebraicstructurethatenvisionstwobinaryoper-
ations, and, onthesetX inawaythatmakesasatisfactoryarithmetic
possible.Inparticular,giventhe and operations,wecandenethetwo
other(inverse)operationsand/byxy:= xyandx/y:= xy
1
,the
latterprovidedthaty,= 0.(Strictlyspeaking,thedivisionoperation/isnot
abinaryoperation;forinstance,1/0isnotdenedinX.)
Prettymuchtheentirearithmeticthatwearefamiliarwithinthecontext
of R can be performed within an arbitrary eld. To illustrate this, let us
establish a fewarithmetic laws that you may recall fromhigh school algebra.
Inparticular,letusshowthat
xy= xz iff y= z, (x)= x and (xy)= xy (1)
provedby observingthat, for anyw X, we havew = 0w= (xx)w =
x (x w).Thus, x y = x zimpliesy = x (x y) = z,and
weredone.Asanimmediatecorollaryofthiscancellationlaw,wendthat
17
Throughoutthisexposition,(w)isthesamethingasw,foranyw X.Forinstance,
(xy)correspondstoxy,and(x)correspondstox.Thebracketsareusedattimes
onlyforclarity.

2 RealNumbers | 35
multiplicativeinversesaswell.Quiz.Prove!)Ontheotherhand,thesecond
claimin(1)istruebecause
x = x0= x(x(x))= (xx)(x)= 0(x)= (x).
followsfromthefollowingargument:
(xy)(xy)= (xy)(yx)
= x(y(yx))
= x((yy)x)
= x(0x)
= xx
= 0.
(Quiz. Provethat1x = x inanyeld. Hint. Thereissomethingtobe
provedhere!)
Exercise25 (Rules of Exponentiation) Let (X,,) be a eld. For any
x X, we dene x
0
:= 1, and for any positive integer k, we let
x
k
:= x
k1
x andx
k
:= (x
k
)
1
. Foranyintegersi andj, provethat
x
i
x
j
= x
ij
and (x
i
)
j
= x
ij
for any x X, and x
i
/x
j
= x
ij
and
(y/x)
i
= y
i
/x
i
foranyx X{0].
Although a eld provides a rich environment for doing arithmetic,
it lacks structure for ordering things. We introduce such a structure
next.
Denition
Thelist(X,,,)iscalledanorderedeldif(X,,)isaeld,andif
isapartialorderonX thatiscompatiblewiththeoperations and in
thesensethatx yimpliesxz yzforanyx,y,z X,andxz yz
foranyx,y,z X withz 0.Wenotethattheexpressionsx y and
y x areidentical. Thesamegoesalsofortheexpressionsx > y and

36 | ChapterA Preliminaries
y<x.
18
X

:= {x X :x 0] and X

:= {x X :x >0],
and
X

:= {x X :x 0] and X

:= {x X :x <0].
Anorderedeldisarichalgebraicsystemwithinwhichmanyalgebraic
propertiesofrealnumberscanbeestablished.Thisisofcoursenottheplace
togetintoathoroughalgebraicanalysis,butweshouldconsideratleastone
Example7
(The Triangle Inequality) Let (X,,,) be an ordered eld. The function
[[ :X X denedby
x, if x 0
[x[ :=
x, if x <0
iscalledtheabsolutevaluefunction.
19
Thefollowingiscalledthetriangle
inequality:

xy

[x[

y forallx,y X.
Youhavesurelyseenthisinequalityinthecaseofrealnumbers.Thepoint
isthatitisvalidwithinanyorderedeld,sotheonlypropertiesresponsible
foritaretheorderedeldaxioms.
Wedividetheargumentintoveeasysteps.Allx andy thatappearin
thesestepsarearbitraryelementsofX.
(a) [x[ x.Proof.Ifx 0,then[x[ = xbydenition.If0>x, on the
otherhand,wehave
[x[ = x = 0x xx = 0 x.
(b) x 0impliesx 0,andx 0impliesx 0.Proof.Ifx 0,
then
0= xx 0x = x.
18
Naturally,x >ymeansthatx andyaredistinctmembersofX withx y.Thatis,>
istheasymmetricpartof.
19
We owe the notation [x[ to Karl Weierstrass. Before Weierstrasss famous 1858 lec-
tures,therewasapparentlynounityondenotingtheabsolutevaluefunction.Forinstance,
BernhardBolzanowouldwritex'

2 RealNumbers | 37
Thesecondclaimisprovedanalogously.
(c) x [x[.Proof.Ifx 0,thenx 0 x = [x[ wherethe
secondinequalityfollowsfrom(b).If0> x,then[x[ =
(x) = xby(1).
(d) x yimpliesy x.Proof.Exercise.

y

(e)

xy [x[ .Proof.Applying(a)twice,
[x[

y x

y =

y x yx = xy.
Similarly,byusing(c)twice,
xy [x[

= [x[

y
whereweusedthethirdclaimin(1)togetthenalequality.By(d),
therefore,[x[

y (xy),andwearedone.
Exercise26 Let(X,,,) beanorderedeld.Prove:

xy

= [x[

and

xy

[x[

forallx,y X.
2.2 NaturalNumbers,Integers,andRationals
As you already know, we denote the set of all natural numbers by N, that
is, N := {1,2,3,. . .]. Among the properties that this system satises, a
particularlyinterestingonethatwewishtomentionisthefollowing:
ThePrincipleofMathematicalInduction
If S is a subset of Nsuchthat1 S,andi 1 Swhenever i S,then
S= N.
Thispropertyisactuallyoneofthemainaxiomsthatarecommonlyused
toconstructthenaturalnumbers.
20
Itisfrequentlyemployedwhengiving
20
Roughlyspeaking,thestandardconstructiongoesasfollows.OnepostulatesthatNisa
setwithalinearorder,calledthesuccessorrelation,whichspeciesanimmediatesuccessor
for each member of N. If i N, then the immediate successor of i is denoted as i 1.
Then, N is the set that is characterized by the Principle of Mathematical Induction and
the following three axioms: (i) there is an element 1 in N that is not a successor of any
otherelementinN;(ii)ifi N,theni 1 N;and(iii)ifiandjhavethesamesucces-
sor,theni = j.AlongwiththePrincipleofMathematicalInduction,thesepropertiesare
knownasthePeanoaxioms(inhonorofGiuseppePeano(18581932),whorstformulated
thesepostulatesandlaidoutanaxiomaticfoundationfortheintegers). Thebinaryoper-
ations and aredenedviathesuccessorrelation, andbehavewellbecauseofthese
axioms.

38 | ChapterA Preliminaries
arecursivedenition(asinExercise25),orwhenprovinginnitelymany
propositionsbyrecursion.SupposeP
1
,P
2
,. . . arelogicalstatements.Ifwe
canprovethatP
1
istrue,andthenshowthatthevalidityofP
i1
wouldin
fact follow from the validity of P
i
(i being arbitrarily xed in N), then we
mayinvokethePrincipleofMathematicalInductiontoconcludethateach
propositioninthestringP
1
,P
2
,. . . istrue.Forinstance,supposewewish
toprovethat
1 1 1 1
1 = 2 foreachi N. (2)
2 4 2
i
2
i
Thenwerstcheckiftheclaimholdsfori = 1.Since1
1
2
= 2
1
2
,this
isindeedthecase.Ontheotherhand,ifweassumethattheclaimistrue
foranarbitrarilyxedi N(theinductionhypothesis),thenweseethatthe
claimistruefori1,because
1 1 1 1 1 1 1
1 = 1
2 4 2
i1
2 4 2
i
2
i1
1 1
= 2 (bytheinductionhypothesis)
2
i
2
i1
1
= 2 .
2
i1
Thus, by the Principle of Mathematical Induction, we conclude that (2)
holds. We shall use this principle numerous times throughout the text.
Hereisanotherexample.
Exercise27 Let (X,,,) be an ordered eld. Use the Principle of
Mathematical Induction to prove the following generalization of the
triangleinequality:Foranym N,
[x
1
x
m
[ [x
1
[ [x
m
[ forallx
1
,. . . ,x
m
X.
zero, weobtainthesetofallnonnegativeintegers, whichisdenotedasZ

.

theset{1,2,. . .] ofallnegativeintegers(whose
constructionwouldmimicthatofN),weobtainthesetZofallintegers. In
theprocess,thebinaryoperations and aresuitablyextendedfromNto
Z so that they become binary operations on Z that satisfy all of the eld
axiomsexcepttheexistenceofmultiplicativeinverseelements.

2 RealNumbers | 39
Unfortunately, the nonexistence of multiplicative inverses is a serious
problem.Forinstance,whileanequationlike2x = 1makessenseinZ, it
cannotpossiblybesolvedinZ.Tobeabletosolvesuchlinearequations,we
setQofallrationalnumbers,whichcanbethoughtofasthecollectionofall
fractions
m
n
withm,n Zandn,= 0.Theoperations and areextended
inversesof
m
n
are
m
n
and
m
n
,respectively,providedthatm,n ,= 0).More-
over,thestandardorderonZ(whichisdeducedfromthesuccessorrelation
ward manner.
21
The resulting algebraic system, which we denote simply
particular,thefollowingistrue.
Proposition4
Qisanorderedeld.
SincewedidnotgiveaformalconstructionofQ,wecannotprovethis
facthere.
22
Butitiscertainlygoodtoknowthatallalgebraicpropertiesof
anorderedeldarepossessedbyQ.Forinstance,thankstoProposition4,
Example7,andExercise25,thetriangleinequalityandthestandardrules
ofexponentiationarevalidinQ.
2.3 RealNumbers
AlthoughitisfarsuperiortothatofZ,thestructureofQisneverthelessnot
strongenoughtodealwithmanyworldlymatters.Forinstance,ifwetake
asquarewithsideshavinglengthone,andattempttocomputethelength
21
[Only for the formalists] These denitions are meaningful only insofar as one knows
the operation of division (and we dont, sincethebinaryoperation / is not denedon
Z).AsnotedinSection1.3, theproperapproachistodeneQasthesetofequivalence
classes[(m,n)]

## wheretheequivalencerelation isdenedonZ (Z{0])by(m,n)

(k,l) iff ml = nk. The addition and multiplication operations on Q are then dened as
[(m,n)]

[(k,l)]

= [(ml nk,nl)]

and[(m,n)]

[(k,l)]

= [(mk,nl)]

.Finally,the
linearorder onQisdenedviatheorderingofintegersasfollows:[(m,n)]

[(k,l)]

iffml nk.
22
Ifyoufollowedthepreviousfootnote, youshouldbeabletosupplyaproof, assuming
theusualpropertiesofZ.

40 | ChapterA Preliminaries
r ofitsdiagonal,wewouldbeintroubleifweweretouseonlytherational
numbers.Afterall,weknowfromplanargeometry(fromthePythagorean
Theorem,tobeexact)thatr mustsatisfytheequationr
2
= 2.Thetrouble
2
= 2holds
for some r Q. We may then write r =
m
n
for some integers m,n Z
withn,=0.Moreover,wecanassumethatmandndonothaveacommon
factor.(Right?)Thenm
2
=2n
2
,fromwhichweconcludethatm
2
isaneven
integer.Butthisispossibleonlyifmisanevenintegeritself.(Why?)Hence
wemaywritem = 2kforsomek Z.Thenwehave2n
2
= m
2
= 4k
2
so
thatn
2
=2k
2
,thatis,n
2
isaneveninteger.Butthenniseven,whichmeans
Thisobservationiseasilygeneralized:
Exercise28 Prove: If a is a positive integer such that a ,= b
2
for any
bZ, thenthereisnorationalnumberr suchthatr
2
=a.
23
Hereisanotherwayoflookingattheproblemabove.Therearecertainly
two rational numbers p and q such that p
2
> 2 > q
2
, but now we know
that there is no r Q with r
2
= 2. It is as if there were a hole in the
setofrationalnumbers.Intuitivelyspeaking,then,wewishtocompleteQ
byllingupitsholeswithnewnumbers.And,loandbehold,doingthis
saidtobeanirrationalnumber.)
Thisisnottheplacetogetintotheformaldetailsofhowsuchacom-
pletionwouldbecarriedout,sowewillleavethingsatthisfairytalelevel.
tion and multiplication are extended to R in such a way as to make it a
eld.Similarly,theorderisextendedfromQtoRnicely,soagreatmany
algebraicpropertiesofQareinheritedbyR.

23
This fact provides us with lots of real numbers that are not rational, e.g., 2, 3,

5, 6,. . . ,etc.Therearemanyotherirrationalnumbers. (Indeed, there is a sense inwhich
therearemoreofsuchnumbersthanofrationalnumbers.)However,itisoftendifcultto
provetheirrationalityofanumber.Forinstance,whiletheproblemofincommensurability
ofthecircumferenceandthediameterofacirclewasstudiedsincethetimeofAristotle,
itwasnotuntil1766thatacompleteproofoftheirrationalityof wasgiven.Fortunately,
thisissue,youmightwanttotakealookatChapter6ofAignerandZiegler(1999),wherea
briefandself-containedtreatmentofseveralsuchresults(e.g.,
2
/ Qande/ Q)isgiven.

2 RealNumbers | 41
Proposition5
Risanorderedeld.
Q

,Q

,Q

, andQ

## todenote, respectively, thenonnegative, positive,

nonpositive, and negative subsets of Q, and similarly for R

,R

,R

,
andR

.
There are, of course, many properties that R satises but Q does not.
Tomakethispointclearly,letusrestatetheorder-theoreticpropertiesgiven
inExercise15forthespecialcaseofR.AsetS Rissaidtobebounded
fromaboveifithasan-upperbound,thatis,ifthereisarealnumbera
suchthata sforalls S.Inwhatfollows,weshallrefertoan-upper
bound(orthe-maximum,etc.)ofasetinRsimplyasanupperbound(or
themaximum,etc.)ofthatset.Moreover,wewilldenotethe-supremum
of a set S R by supS. That is, s

= supS iff s

is an upper bound of
S, and a s

## holds for all upper bounds a of S. (The number supS is

oftencalledtheleastupperboundof S.)ThelowerboundsofSandinfS
are dened dually. (The number inf S is called the greatest lower bound
ofS.)
The main difference between Q and R is captured by the following
property:
TheCompletenessAxiom
EverynonemptysubsetSof Rthatisboundedfromabovehasasupremum
inR.Thatis,if ,=S Risboundedfromabove,thenthereexistsareal
number s

suchthats

=supS.
It is indeed this property that distinguishes R from Q. For instance,
S := {q Q : q
2
< 2] is obviously a set in Q that is bounded from
above. Yet supS does not exist in Q, as we will prove shortly. But supS
existsinRbytheCompletenessAxiom(or,asisusuallysaid,bythecom-

## pleteness of the reals), and of course, supS = 2. (This is not entirely

trivial; we will prove it shortly.) In an intuitive sense, therefore, R is
obtainedfromQbyllingtheholesinQtoobtainanorderedeldthat

42 | ChapterA Preliminaries
satisestheCompletenessAxiom.WethussaythatRisacompleteordered
eld.
24
Intherestofthissection,weexploresomeimportantconsequencesof
the completeness of the reals. Let us rst warm up with an elementary
exercise that tells us why we did not need to assume anything about the
greatestlowerboundofasetwhenstatingtheCompletenessAxiom.
Exercise29
H
Prove: If ,= S R and there exists an a R with
as forallsS, theninf SR.
Here is a result that shows how powerful the Completeness Axiom
reallyis.
Proposition6
(a) (TheArchimedeanProperty)Forany(a,b) R

R,thereexists
anmNsuchthatb< ma.
(b) Foranya,bRsuchthata< b,thereexistsaqQsuchthat
a< q< b.
25
Proof
(a) ThisisanimmediateconsequenceofthecompletenessofR.
Indeed,iftheclaimwasnottrue,thentherewouldexistareal
numbera> 0suchthat{ma:mN]isboundedfromabove.But
thens=sup{ma:mN]wouldbearealnumber,andhencea> 0
wouldimplythatsaisnotanupperboundof{ma:mN],that
is,thereexistsanm

Nsuchthats< (m

1)a,whichisnot
possibleinviewofthechoiceofs.
24
Actually, one can say a bit more in this junction. R is not only a complete ordered
eld,itisinfactthecompleteorderedeld.Tosaythisproperly,letusagreetocallan
orderedeld(X,,,) completeifsup

SX foranyS2
X
{]thathasan-upper
boundinX.ItturnsoutthatanysuchorderedeldisequivalenttoRuptorelabeling.That
is, for any completeordered eld (X,,,), thereexistsa bijectionf : X R such
thatf(xy) = f(x) f(y),f(xy) = f(x)f(y),andx yifff(x) f(y).(Thisisthe
IsomorphismTheorem.McShaneandBotts(1959)provethisasTheorem6.1(ofChapter1)
intheirclassictreatmentofrealanalysis(reprintedbyDoverin2005).)
25
Wethussaythattherationalsareorder-denseinthereals.
2

RealNumbers | 43
(b) Takeanya,b Rwithba> 0.BytheArchimedeanProperty,
thereexistsanm Nsuchthatm(ba) > 1,thatis,mb> ma1.
Denen:= min{k Z:k> ma].
26
Thenma< n 1ma< mb
(why?),solettingq:=
m
n
completestheproof.
Exercise30
H
Show that, for any a,b R with a < b, there exists a
c RQ suchthata< c < b.
We will make use of Proposition6.(b)(andhencetheArchimedeanProp-
erty, and hence the Completeness Axiom) on many occasions. Here is a
quick illustration. Let S := {q Q : q < 1]. What is supS? The natural
guessis,ofcourse,thatitis1.Letusprovethisformally.Firstofall,note
thatSisboundedfromabove(by1,inparticular),sobytheCompleteness
Axiom, weknowthatsupSisarealnumber. Thus, if1 ,= supS,thenby
denitionofsupS,wemusthave1> supS.ButthenbyProposition6.(b),
there exists a q Q such that 1 > q > supS. Yet the latter inequality is
impossible,sinceq Sand supSis an upper bound ofS. Hence,1= supS.
Onecansimilarlycomputethesupandinf ofothersets, althoughthe
calculations are bound to be a bit tedious at this primitive stage of the
development.Forinstance,letusshowthat

sup{q Q:q
2
< 2] = 2.
That is, where S := {q Q : q
2
< 2], we wish to show that supS is a
realnumberthesquareofwhichequals2.NoticerstthatSisanonempty
setthatisboundedfromabove, sotheCompletenessAxiomensuresthat
s:= supSisrealnumber.Supposewehaves
2
> 2.Thens
2
2> 0, so by
theArchimedeanPropertythereexistsanm Nsuchthatm(s
2
2) > 2s.
Then

2
s
1
= s
2

2s

m
1
2
> s
2
(s
2
2) = 2,
m m
whichmeansthat

s
m
1

2
> q
2
forallq S.Butthens
m
1
isanupper
that we haves
2
2.Good,letusnowlookatwhathappensifwehaves
2
< 2.
26
By the Archimedean Property, there must exist a k N such that k > ma, so n is
well-dened.

44 | ChapterA Preliminaries
InthatcaseweuseagaintheArchimedeanPropertytondanm Nsuch
thatm(2s
2
) > 4sandm>
2
1
s
.Then

2
s
1
= s
2

2s

1
< s
2

2s

2s
< s
2
(2s
2
) = 2.
m m m
2
m m
But, by Proposition 6.(b), there exists a q Q with s < q < s
m
1
. It
followsthats< q S,whichisimpossible,sincesisanupperboundforS.
Conclusion:s
2
= 2.Putdifferently,theequationx
2
= 2hasasolutioninR,
thankstotheCompletenessAxiom,whileitdoesnothaveasolutioninQ.
Exercise31 Let S be a nonempty subset of R that is bounded from
above. Show that s

## = supS iff both of the following two conditions

hold:
(i) s

s foralls S;
(ii) forany > 0, thereexistsans S suchthats> s

.
Exercise32 LetAandBbe twononempty subsets ofRthat are bounded
fromabove.ShowthatA B impliessupA supB, andthat
sup{ab:(a,b) AB] = supAsupB.
Moreover,ifc aforalla A,thenc supA.
Exercise33 Let S R be a nonempty set that is bounded from
below. Prove that infS = sup(S), where S := {s R :
s S]. Use this result to state and prove the versions of the results
reported in Exercises 31 and 32 for nonempty subsets of R that are
boundedfrombelow.
2.4 IntervalsandR
Foranyrealnumbersaandbwitha< b,theopeninterval(a,b) isdened
as(a,b) := {t R:a< t < b],andthesemiopenintervals(a,b] and[a,b)
aredenedas(a,b] := (a,b) {b] and[a,b) := {a] (a,b),respectively.
27
Finally,theclosedinterval[a,b] isdenedas[a,b] := {t R :a t b].
Anyoneoftheseintervalsissaidtobeboundedandof lengthb a.Any
27
2

RealNumbers | 45
one of them is called nondegenerate if b a > 0. In this book, when
we write (a,b) or (a,b] or [a,b), we always mean that these intervals are
nondegenerate.(Weallowfora=bwhenwewrite[a,b],however.)Wealso
{tR:t>a]and[a,):= {a](a,). The unbounded intervals(,b)
and(,b]aredenedsimilarly.Byanopeninterval,wemeananinterval
of the form (a,b), (a,), (,b), or R; the closed intervals are dened
similarly.
We have sup(,b) = sup(a,b) = sup(a,b] = b and inf(a,) =
inf(a,b) = inf[a,) = a. The Completeness Axiom says that every
nonempty subset S of R that ts in an interval of nite length has both
an infanda sup. Conversely, ifS doesnottin anyinterval oftheform
(,b),thensupSdoesnotexist(i.e.,supS/ R).Wesometimesindicate
that this is the case by writing supS = , but this is only a notational
conventionsinceisnotarealnumber. (Thestatementinf S = is
interpretedsimilarly.)
It will be convenient on occasion to work with a trivial extension of Rthat
calledthesetof extendedrealnumbersandisdenotedbyR.Bydenition,
R:=R{,]. We extendthelinearorderofRtoRbyletting
> and >t> foralltR, (3)
and hence viewRitselfasaloset.Interestingly,Rsatises the Completeness
Axiom.Infact,amajoradvantageofRis thatevery set S inRhas a-inmum
anda-supremum.(JustasinR,wedenotetheseextendedrealnumbersas
infSandsupS,respectively.)For,ifSRandsupS/ R,then(3)implies
that supS = , and similarly for infS.
28
In this sense, the supremum
(inmum) of a set is quite a different notionthanthe maximum(minimum)
ofaset.Recallthat,foranysetSinR,themaximumofS,denotedasmaxS,
is denedtobe the numbers

S,withs

## sfor allsS. (Theminimumof

S,denotedasminS,isdeneddually.)Clearly,sup(0,1)=1butmax(0,1)
doesnotexist.Ofcourse,ifSisnite,thenbothmaxSandminSexist.In
general, wehavesupS = maxS andinf S = minS,providedthatmaxS
andminSexist.
28
Evensupiswell-denedinR.Quiz.sup =? (Hint.inf >sup')

46 | ChapterA Preliminaries
The interval notation introduced above extends readily toR. For instance,
foranyextendedreala > ,thesemiopeninterval[,a)standsfor
the set {t R : t < a]. Other types of intervals in R are dened
similarly. Clearly, min[,a) = inf[,a) = andmax[,a) =
sup[,a) = a.
toRbymeansofthefollowingdenitions:Foranyt R,
t:= t:= , t:= t:= , := ,
, if 0<t
:= , t.:= .t:= ,
, if t< 0
and
, if 0< t
t() := ()t:= .
, if t< 0
Warning.Theexpressions(),, 0,and0 areleft
undened,soRcannotbeconsideredaeld.
Exercise34 Letting [t[ := t for all t [0,], and [t[ := t for all
t [,0), showthat

ab

[a[

foralla,b R withab R.
Alsoshowthat

ab = [a[

b foralla,b R{0].
3 RealSequences
3.1 ConvergentSequences
Byarealsequence,wemeanasequenceinR.Thesetofallrealsequences
isthusR
N

.Wethinkofa
sequence(x
m
) R

asconvergentifthereisarealnumberxsuchthatthe
latertermsofthesequencegetarbitrarilyclosetox.Putprecisely,(x
m
)is
saidtoconvergetox if,foreach > 0,thereexistsarealnumberM (that
may depend on ) such that [x
m
x[ < for all m N with m M.
29
29
BytheArchimedeanProperty,wecanalwayschooseMtobeanaturalnumber,andwrite
forallm= M,M1,. . .insteadofforallm Nwithm Minthisdenition.Since
thefactthateachmmustbeanaturalnumberisclearfromthecontext,oneoftenwrites

3 RealSequences | 47
In this case, we say that (x
m
) is convergent, and x is the limit of (x
m
).
Wedescribethissituationbywritinglim
m
x
m
= x, or lim x
m
= x, or
simply,x
m
x (asm ). Inwords, x
m
x meansthat, nomatter
howsmall > 0 is, allbutnitelymanytermsofthesequence(x
m
)are
containedintheopeninterval(x,x).
30
Asequencethatdoesnotconvergetoarealnumberiscalleddivergent.
If, for every real number y, there exists an M R with x
m
y for each
m M, thenwesaythat(x
m
)diverges(orconverges)to, orthatthe
limitof(x
m
) is,andwriteeitherx
m
orlimx
m
= .Wesaythat
(x
m
) diverges(orconverges)to,orthatthelimitof(x
m
) is,and
writex
m
orlimx
m
= , if x
m
.(SeeFigure1.)
Theideaisthatthetailofaconvergentrealsequenceapproximatesthe
limitofthesequencetoanydesireddegreeofaccuracy.Someinitial(nitely
many) terms of the sequence may be quite apart fromits limit point, buteven-
tuallyalltermsofthesequenceaccumulatearoundthislimit.Forinstance,
therealsequence(
m
1
) and(y
m
) := (1,2,. . . ,100,1,
2
1
,
3
1
,. . .) havethesame
long-run behaviorthey both converge to 0even though their rst few
termsarequitedifferentfromeachother.Theinitialtermsofthesequence
havenosayonthebehaviorofthetailofthesequence.
Toseethismoreclearly,letusshowformallythat
m
1
0.Tothisend,
pick an arbitrary > 0, and ask if there is an M R large enough to
guaranteethat
m
1
0 =
m
1
< forallm M.Inthissimpleexample,
thechoiceisclear.BychoosingMtobeanumberstrictlygreaterthan
1

, we
getthedesiredinequalitystraightaway.Thepointisthatwecanprovethat
y
m
0analogously,exceptthatweneedtochooseourthresholdMlarger
inthiscase,meaningthatweneedtowaitabitlonger(infact,for100more
periods)forthetermsof(y
m
) toenterandneverleavetheinterval(0,).
For another example, note that ((1)
m
) and (m) are divergent real
sequences.Whilethereisnorealnumberasuchthatallbutnitelymany
terms of ((1)
m
) belong to (a
1
2
,a
1
2
), we have limm = by the
30
Whiletheideaofconvergenceofasequencewasaroundforsometime,weowethis
precise formulation to Augustin-Louis Cauchy (17891857).Itwouldnotbeanexaggeration
tosaythatCauchyisresponsiblefortheemergenceofwhatiscalledrealanalysistoday.
(Thesamegoesforcomplexanalysistoo,asamatteroffact.)Justtogiveyouanidea,let
menotethatitwasCauchywhoprovedtheFundamentalTheoremofCalculus(in1822)
asweknowittoday(althoughforuniformlycontinuousfunctions).Cauchypublished789

48 | ChapterA Preliminaries
x+
x
x
x
1
x
2
x
1
x
2
M
(x
m
) converges to x. (x
m
) diverges to 1.
x
2
x
1
(x
m
) is divergent but
it does not diverge to 1.
Figure 1
Archimedean Property. Also note that lima
m
= 0 for any real number
awith[a[<1.
31
Thefollowingexampleisalsoveryuseful.
Lemma1
Foranyrealnumberx R,thereexistsasequence(q
m
)ofrationalnumbers
and(p
m
m
xandp
m
x.
31
Quiz.Provethis!Hint.UsethePrincipleofMathematicalInductiontoobtainrstthe
BernoulliInequality:(1t)
m
1mtforany(t,m)RN.Thisinequalitywillmake
theproofveryeasy.

3 RealSequences | 49
Proof
Takeanyx R,anduseProposition6.(b)tochooseaq
m
(x,x
m
1
) for
eachm N.Forany > 0,bychoosinganyrealnumberM >
1

,wend
that

q
m
x <
m
1
< forallm M.RecallingExercise30, thesecond
assertionisprovedanalogously.
Arealsequencecannothavemorethanonelimit.For,if(x
m
) isacon-
vergentrealsequencesuchthatx
m
x andx
m
ywithx ,= y,thenby
choosing :=
2
1

xy

## ,wecanndanM > 0largeenoughtoguarantee

that[x
m
x[ <

and

x
m
y <

forallm M.Thankstothetriangle
2 2

xy [xx
m
[

x
m
y <
2

= =
1

xy .
2 2
Here is another simple illustrationof howone works withconvergent real
sequencesinpractice. Supposewearegivenasequence(x
m
) R

with
x
m
x R.Wewishtoshowthatifbisrealnumberwithx
m
bfor allm,
thenwehavex b.Theideaisthatifx > bwerethecase,then,sincethe
terms of(x
m
) get eventually very close tox, we wouldhavex
m
> bformlarge
enough.Tosaythisformally,let := x b> 0,andnotethatthereexists
anM Rsuchthat[x
m
x[ < forallm M, so x
M
> x = b,which
canstateamoregeneralfact: Forany a < b ,andconvergent
(x
m
) [a,b]

,wehavelimx
m
[a,b].
32
Thefollowingexercisesmayhelpyourecallsomeothercommontricks
thatcomeupwhenplayingwithconvergentsequences.
Exercise35 Let(x
m
) and(y
m
) be two real sequences such thatx
m
x
andy
m
y forsomerealnumbersx andy. Prove:
(a) [x
m
[ [x[ ;
(b) x
m
y
m
xy;
(c) x
m
y
m
xy;
(d)
x
1
m

x
1
,providedthatx,x
m
,= 0 foreachm.
32
Reminder. For any nonempty subset S of R, (x
m
) S

means that (x
m
) is a real
sequencesuchthatx
m
Sforeachm.(RecallSection1.6.)

50 | ChapterA Preliminaries
Exercise36
H
Let(x
m
),(y
m
) and(z
m
) berealsequencessuchthatx
m

y
m
z
m
foreachm.Showthatiflimx
m
=limz
m
=a,theny
m
a.
3.2 MonotonicSequences
Wesaythatarealsequence(x
m
)isboundedfromabove if{x
1
,x
2
,. . .]is
boundedfromabove,thatis,ifthereexistsarealnumberK withx
m
K
for all m = 1,2,. . . . By the Completeness Axiom, this is equivalent to
sayingthat
sup{x
m
:mN]< .
Dually,(x
m
) is said to bebounded frombelowif{x
1
,x
2
,. . .]is bounded from
below,thatis,ifinf{x
m
:m N]>.Finally,(x
m
) iscalledboundedif
itisboundedfrombothaboveandbelow,thatis,
sup{[x
m
[:mN]< .
Boundednessisapropertyallconvergentrealsequencesshare.For,ifall
butnitely(say,M) manytermsofasequenceareatmostsome > 0away
fromaxednumberx,thenthissequenceisboundedeitherby[x[ or
bythelargestoftherstMterms(inabsolutevalue).Thisisalmostaproof,
butletuswritethingsoutpreciselyanyway.
Proposition7
Everyconvergentrealsequenceisbounded.
Proof
Take any (x
m
) R

with x
m
x for some real number x. Then
theremustexistanaturalnumberM suchthat[x
m
x[ < 1,andhence
[x
m
[<[x[ 1,forallmM.Butthen[x
m
[ max{[x[ 1,[x
1
[,. . . ,[x
M
[]
forallmN.
The converse of Proposition 7 does not hold, of course. (Think of the
sequence((1)
m
),forinstance.)However,thereisoneveryimportantclass
ofboundedsequencesthatalwaysconverge.

3 RealSequences | 51
Denition
A real sequence (x
m
) is said to be increasing if x
m
x
m1
for each
m N, and strictly increasing if x
m
< x
m1
for each m N. It is
saidtobe(strictly)decreasingif(x
m
) is(strictly)increasing.Finally,a
realsequencewhichiseitherincreasingordecreasingisreferredtoas
amonotonicsequence.
33
If(x
m
)isincreasingandconvergestox R,
thenwewritex
m
x,andifitisdecreasingandconvergestox R, we
writex
m
x.
The following fact attests to the importance of monotonic sequences.
WeoweittotheCompletenessAxiom.
Proposition8
Every increasing(decreasing)real sequence that is bounded fromabove(below)
converges.
Proof
Let(x
m
) R

beanincreasingsequencewhichisboundedfromabove,
and let S := {x
1
,x
2
,. . .]. By the Completeness Axiom, x := supS R.
We claim that x
m
x. To show this, pick an arbitrary > 0. Since x
is the least upper bound of S, x cannot be an upper bound of S, so
x
M
>xforsomeM N.Since(x
m
) isincreasing,wemustthenhave
x x
m
x
M
> x , so [x
m
x[ < ,forallm M.Theproofofthe
secondclaimisanalogous.
Proposition8isanextremelyusefulobservation.Foronething,mono-
tonicsequencesarenotterriblyhardtocomeby.Infact,withineveryreal
sequencethereisone!
Proposition9
Everyrealsequencehasamonotonicsubsequence.
33
That is, an increasing (decreasing) real sequence is an increasing (decreasing) real
functiononN.Neverforgetthatarealsequenceisjustaspecialkindofarealfunction.

52 | ChapterA Preliminaries
Proof
(Thurston)Takeany(x
m
)R

anddeneS
m
:= {x
m
,x
m1
,. . .]foreach
m N.IfthereisnomaximumelementinS
1
,thenitiseasytoseethat
(x
m
) hasamonotonicsubsequence.(Letx
m
1
:=x
1
,letx
m
2
betherstterm
inthesequence(x
2
,x
3
,. . .) greaterthanx
1
,letx
m
3
betherstterminthe
sequence(x
m
2
1
,x
m
2
2
,. . .) greater thanx
m
2
,andsoon.)Bythesamelogic,
ifforanym NthereisnomaximumelementinS
m
,thenwearedone.
Assume,then,maxS
m
existsforeachmN.Nowdenethesubsequence
(x
m
k
) recursivelyasfollows:
x
m
1
:=maxS
1
, x
m
2
:=maxS
m
1
1
, x
m
3
:=maxS
m
2
1
, . . . .
Clearly,(x
m
k
) isdecreasing.
Puttingthelasttwoobservationstogether,wegetthefollowingfamous
resultasanimmediatecorollary.
TheBolzano-WeierstrassTheorem.
34
Everyboundedrealsequencehasaconvergentsubsequence.
Exercise37 Show that every unbounded real sequence has a subse-
quencethatdivergestoeither or.
Exercise38
H
LetS beanonemptyboundedsubsetofR. Showthat
thereisanincreasingsequence(x
m
) S

suchthatx
m
supS, and
m
) S

suchthaty
m
inf S.
Exercise39 For any real number x and (x
m
) R

, show that
x
m
x iff every subsequence of (x
m
)has itself a subsequence that
convergestox.
34
Bernhard Bolzano (17811848) was one of the early founders of real analysis. Much
of his work was found too unorthodox by his contemporaries and so was ignored. The
depthofhisdiscoverieswasunderstoodonlyafterhisdeath,afteragoodnumberofthem
were rediscovered and brought to light by Karl Weierstrass (18151897). The Bolzano-
WeierstrassTheoremisperhapsbestviewedasanoutcomeofanintertemporal(infact,
intergenerational)collaboration.

3 RealSequences | 53
Exercise40
H
(The Cauchy Criterion) We say that an (x
m
) R

is a
realCauchysequenceif,forany > 0, thereexistsanM R suchthat
[x
k
x
l
[< forallk,lM.
(a) ShowthateveryrealCauchysequenceisbounded.
(b) ShowthateveryrealCauchysequenceconverges.
A double real sequence (x
kl
) R

is said to converge to x R,
denotedasx
kl
x,if,foreach > 0,thereexistsarealnumberM (that
maydependon)suchthat[x
kl
x[ < forallk,l M.Thefollowing
exercisetellsuswhenonecanconcludethat(x
kl
) convergesbylookingat
thebehaviorof(x
kl
Exercise41
H
(The Moore-Osgood Theorem) Take any (x
kl
) R

suchthatthereexist(y
k
) R

and(z
l
) R

suchthat
(i) forany > 0, thereexistsanLN suchthat

x
kl
y
k
< forall
k1 andlL;and
(ii) forany > 0 andlN, thereexistsaK
l
N suchthat
[x
kl
z
l
[< forallkK
l
.
(a) Provethatthereexistsanx R suchthatx
kl
x and
lim lim x
kl
=x = lim lim x
kl
. (4)
kl lk
(b) Checkif(4) holds for the double sequence(
k
2
kl
l
2
). Whatgoeswrong?
3.3 SubsequentialLimits
Anysubsequenceofaconvergentrealsequenceconvergestothelimitof
themothersequence.(Why?)Whatismore,evenifthemothersequence
is divergent, it may still possess a convergent subsequence (as in the
Bolzano-WeierstrassTheorem).Thissuggeststhatwecangetatleastsome
pointstowhichatleastonesubsequenceofthesequenceconverges.Given
any(x
m
) R

,wesaythatx Risasubsequentiallimitof(x
m
) ifthere
exists a subsequence(x
m
k
) with x
m
k
x (as k ). For instance, 1
and1aretheonlysubsequentiallimitsof((1)
m
),and1,1andare
theonlysubsequentiallimitsofthesequence(x
m
) wherex
m
= 1foreach
oddmnotdivisibleby3,x
m
=1foreachevenm,andx
m
=mforeachodd
mdivisibleby3.

54 | ChapterA Preliminaries
Ifxisasubsequentiallimitof(x
m
),thenweunderstandthat(x
m
) visits
the interval (x ,x ) innitely often, no matter how small > 0 is.
Itisinthissensethatsubsequentiallimitsgiveusasymptoticinformation
regardarethelargestandsmallestsubsequentiallimitsofarealsequence.
These are called thelimit superior(abbreviated as limsup) andlimit inferior
(abbreviatedasliminf)ofarealsequence.
Denition
Foranyx Rand(x
m
) R

,wewritelimsupx
m
= xif
(i) forany > 0,thereexistsanM > 0suchthatx
m
< x forall
m M,
(ii) forany > 0andm N,thereexistsanintegerk> msuchthat
x
k
> x.
We write limsupx
m
= if is a subsequential limit of (x
m
); and
limsupx
m
= ifx
m
. Theexpressionliminfx
m
isdened
dually(orbylettingliminfx
m
:= limsup(x
m
)).
Iflimsupx
m
= x R,weunderstandthatallbutnitelymanytermsof
thesequencearesmallerthanx ,nomatterhowsmall > 0is.(Such
asequenceisthusboundedfromabove,butitneednotbeboundedfrom
below.) If x = limx
m
was the case, we could say in addition to this that
all but nitely many terms of (x
m
) are also larger than x , no matter
how small > 0 is. When x = limsupx
m
, however, all we can say in
thisregardisthatinnitelymanytermsof(x
m
) arelargerthanx , no
matter how small > 0 is. That is, if x = limsupx
m
, then the terms
ofthesequence(x
m
) neednotaccumulatearoundx; itisjustthatallbut
nitelymanyofthemarein(,x),andinnitelymanyofthemarein
(x,x),nomatterhowsmall > 0is.(SeeFigure2.)Theexpression
liminfx
m
= x is similarly interpreted. For instance, lim(1)
m
does not
exist,butlimsup(1)
m
= 1andliminf(1)
m
= 1.
It is easy to see that any real sequence(x
m
) has a monotonic subsequence
(x
m
k
) such that x
m
k
limsupx
m
. (For, limsupx
m
is a subsequential
limitof(x
m
) (why?),sotheclaimobtainsuponapplyingProposition9toa

3 RealSequences | 55
x+
x
x
y
x
x
1
x
2
x
1
x
2
M
limsupx
m
=x limsupx
m
=y and liminfx
m
=x
x
1
x
2
x
limsupx
m
= and liminfx
m
=x
Figure 2
subsequence of(x
m
)that converges to limsupx
m
.)Of course, the analogous
claimis true for liminfx
m
as well. It also follows readily fromthe denitions
that,forany(x
m
)R

,
liminfx
m
limsupx
m
,
and
(x
m
)isconvergent iff liminf x
m
=limsupx
m
.
(Right?)Thus,toprovethatarealsequence(x
m
)converges,itisenoughto
showthatliminfx
m
limsupx
m
ing the direct approach. The following exercises outline some other facts

56 | ChapterA Preliminaries
familiar with these concepts, it is advisable that you work through these
beforeproceedingfurther.
Exercise42 Let (x
m
) be a real sequence and x R. Show that the
followingstatementsareequivalent:
(i) limsupx
m
= x.
(ii) xisthelargestsubsequentiallimitof(x
m
).
(iii) x = inf{sup{x
m
,x
m1
,. . .] :m= 1,2,. . .].
Stateandprovetheanalogousresultfortheliminf of(x
m
).
ACorollaryofExercise42. Thelimsupandliminfofanyrealsequence
existinR.
Exercise43
H
Prove:Foranyboundedrealsequences(x
m
) and(y
m
),
wehave
liminfx
m
liminfy
m
liminf(x
m
y
m
)
limsup(x
m
y
m
)
limsupx
m
limsupy
m
.
Also,giveanexampleforwhichalloftheseinequalitiesholdstrictly.
Exercise44 Prove:Foranyx 0 and(x
m
),(y
m
) R

withx
m
x,
wehavelimsupx
m
y
m
= xlimsupy
m
.
3.4 InniteSeries
Let(x
m
) bearealsequence.Wedene
m m mk1
x
i
:= x
1
x
m
and x
i
:= x
ik1
i=1 i=k i=1
foranym Nandk {1,. . . ,m].
35
Forsimplicity,however,weoftenwrite
m m
x
i
for
i=1
x
i
withinthetext.ForanynonemptynitesubsetSofN,
wewrite
iS
x
i
todenotethesumofalltermsof(x
m
) theindicesofwhich
belongtoS.
36
m 35
There is no ambiguity in the denition of
i=1
x
i
operationonRisassociative.
36
Formallyspeaking,

iS
x
i
:=

[S[
1
x
(i)
,where isany bijectionfrom{1,. . . ,[S[]
i=
ontoS.

RealSequences | 57
Convention.Forany(x
m
) R

, we let
i
x
i
:= 0inthistext.Thisis
nothingmorethananotationalconvention.
By an inniteseries,wemeanarealsequenceoftheform(

m
x
i
)for
some(x
m
) R

.WhenthelimitofthissequenceexistsinR,wedenoteit

as
i=1
x
i
,but,again,wewrite x
i
for
i=1
x
i
withinthetext.Thatis,
m
x
i
= lim x
i
,
m
i=1 i=1
providedthat(
m
x
i
) convergesinR.Similarly,

x
i
= x
ik1
, k=1,2,. . . ,
i=k i=1
provided that the right-hand side is well-dened. We say that an innite
series(

m
x
i
) isconvergentifithasanitelimit(i.e.,

x
i
R).Inthis
case,withastandardabuseofterminology,wesaythattheseries

x
i
is
convergent.If(
m
x
i
) divergestoor,thatis,

x
i
{,],
then we say that the series isdivergent.Withthesameabuseofterminology,
wesaythenthattheseries

x
i
isdivergent.
Warning.Inthepresentterminology,

x
i
maynotbewell-dened.For
instance,theinniteseries(
m
(1)
i
)doesnothavealimit,sothenota-
tion

(1)
i
ismeaningless.Beforedealingwithanobjectlike

x
i
in
practice,youshouldrstmakesurethatitiswell-dened.
Itisusefultonotethattheconvergenceof

x
i
implieslimx
m
= 0,
butnotconversely.For,
m1 m m1 m
lim x
m
= lim x
i
x
i
= lim x
i
lim x
i
=0
m m m m
i=1 i=1 i=1 i=1
where,giventhat(

m
x
i
) isconvergent,thesecondequalityfollowsfrom

1
i
, onthe
otherhand,divergesto,sotheconverseofthisobservationdoesnothold
ingeneral.
37
Hereareafewexamplesthatcomeupfrequentlyinapplications.
1 1 37
Consider the sequence (y
m
) :=
1 1 1 1 1 1 1
16
,. . . , and check that
2
,
4
,
4
,
8
,
8
,
8
,
8
,
16
,

y
i
= .
i

58 | ChapterA Preliminaries
Example8
[1]

i
1

## convergesiff > 1.Thisiseasilyprovedbycalculus: For

anym Nand > 1,
m

m
i
1

1
t
1

dt= 1

1
1
1
m

1
1
< 1

1
1
=

1
.
1
i=1
(Drawapicturetoseewhytherstinequalityistrue.)Thus,

i
1

1
whenever > 1.Conversely,

i
1

1
i
= forany 1.
[2]

2
1
i
= 1. For, by using (2), we have lim
m
2
1
i
=
lim 1
2
1
i
= 1.Thenextexamplegeneralizesthisusefulobservation.
[3]

i
=
1

## forany1< < 1.Toprovethis,observethat

(1
m
)(1) = 1
m1
, m= 1,2,. . .
sothat,forany,= 1,wehave
m
i i 1
m1
lim
m1
= lim = lim
1
1=
1
.
m m
i=1 i=1
But when [[ < 1, we have lim
m1
= 0 (as you were asked to prove
Exercise45
H
Foranyinniteseries(
m
x
i
), prove:

(a) If x
i
converges,thenlim
k i=k
x
i
= 0;

(b) If x
i
converges,
i=

k
[x
i
[ foranyk N.
k
x
i
i=
Exercise46 Prove: If (x
m
) R

## is a decreasing sequence such that

x
i
converges,thenmx
m
0.
Exercise47 Let0' := 1, anddenem' := ((m1)') m foranym N.
Prove that lim

1
m
1

m
= 1

i
1
'
. (Note. The common value of
these expressions equals the real number e = 2.71. . . . Can you show
thateisirrational,bytheway?)

Exercise48
H
Let(x
m
) bearealsequence,ands
j
:=

j
x
i
,j= 1,2,. . . .
(a) Giveanexampletoshowthat(
m
1 m
s
i
) mayconvergeevenif

x
i
isnotconvergent.
m
(b) Showthatif

x
i
isconvergent,thenlim
1

s
i
=

x
i
.
m

RealSequences | 59

## Exercise49 ProveTannerys Theorem:Takeany(x

kl
) R

such that

j=1
x
kj
convergesforeachk and(x
1l
,x
2l
,. . .) convergesforeachl. If
thereexistsarealsequence(K
1
,K
2
,. . .) suchthat[x
kl
[ K
l
foreachl,
and

K
i
converges,then

lim x
kj
= lim x
kj
.
k k
j=1 j=1
3.5 RearrangementofInniteSeries
An issue that arises frequently in practice concerns the rearrangement of
aninniteseries.Thequestionisif,andwhen,onecansumthetermsof
result(asitwouldbethecaseforanyn-vector).Letsconsideranexample
that points to the fact that the problem is not trivial. Fix any 1. It is
easilycheckedthat

2i
1
1
= ,sotheremustexistasmallestnatural
numberm
1
2with
m
1

1
> .
2i1
i=1
Duetothechoiceofm
1
,wehave
m
1
m
1
m
1
1

1 1

1 1 1
.
2i1 3 2i1 2m
1
1 2i1
i=1 i=1 i=1
(Why?) Nowletm
2
bethesmallestnumberin{m
1
1,m
1
2,. . .]such
that
m
1
m
2

1 1

1
>
2i1 3 2i1
i=1 i=m
1
1
whichimplies
m
1
m
2

1 1

1 1
.
2i1 3 2i1 9
i=1 i=m
1
1
Continuingthiswayinductively,weobtainthesequence
(x
m
) := 1,
3
1
,. . . ,
2m
1
1
1
,
1
2
,
2m
1
1
1
,. . . ,
2m
1
2
1
,
4
1
,. . . .
The upshot is that we have

x
m
= . (Check this!) Yet the sequence
(x
m
)isnoneotherthantherearrangementofthesequence
(1
m
)
m1
, so

60 | ChapterA Preliminaries
the series

x
m
is equal to the series

(1
i
)
i1
, except that it is summed

(1)
i1
series, then we must conclude that
i
= . But this is absurd,
for 1iscompletelyarbitraryhere;forinstance,ourconclusionyields
1=

(1)
i1
= 2.
38
i
Thisexampletellsusthatonehastobecarefulinrearrangingagiven
inniteseries.Fortunately,therewouldbenoprobleminthisregardifall
termsoftheserieswerenonnegative(orallwerenonpositive).Thissimple
factisestablishednext.
Proposition10
For any given (x
m
) R

x
i
=

## and bijection : N N, we have

x
(i)
.
Proof
Sinceisbijective,foranygivenm Nthere exist integersK
m
andL
m
such
thatK
m
L
m
mand{1,. . . ,m] {(1),. . . ,(L
m
)] {1,. . . ,K
m
]. So,
m
bynonnegativity,

x
i

L
m
x
(i)

K
m
x
i
.Lettingmyieldsthe
claim.
The following result gives another condition that is sufcient for any
rearrangement of an innite series to converge to the same limit as the
originalseries.ThisresultisofteninvokedwhenProposition10doesnot
applybecausetheseriesathandmayhavetermsthatalternateinsign.
DirichletsRearrangementTheorem
Foranygiven(x
m
) R

andanybijection :NN,wehave

x
i
=

x
(i)
,providedthat

[x
i
[ converges.
38
This is not an idle example. According to a theorem of Bernhard Riemann that was

## published (posthumously) in 1867, for any convergent innite series x

i
such that

x
i

= (suchaseriesiscalledconditionallyconvergent),andany R,thereexists

abijection :NNsuchthat x
(i)
= .(TheproofisanalogoustotheoneIgave

(1)
i1
abovetoshowthattheseries
i
canberearrangedtoconvergetoanynumber.)
Bernhard Riemann(18261865)isatoweringgureinmathematics.Arguedbysometo
subjects,rangingfromcomplexandrealanalysistogeometryandmathematicalphysics.
Laugwitz(1999)foranengagingaccount.

RealSequences | 61
Proof
Note rst that both

x
i
and

x
(i)
converge. (For instance,
m
x
(i)
m m
isconvergent,because x
(i)

x
(i)

[x
i
[ foranym N.)
Denes
m
:=

m
x
i
andt
m
:=

m
x
(i)
foreachm,andlets :=

x
i
and t :=

x
(i)
. We wish to show that s = t. For any > 0, we can

i=M
[x
i
[ <
3
and
i=M

x
(i)
<

## (Exercise 45). Now choose K N large enough to guarantee that

3
{1,. . . ,M] {(1),. . . ,(K)]. Then, for any positive integer k > K, we
have(k) > M,solettingS
k
:= {i {1,. . . ,k] :(i) > M],wehave
[t
k
s
M
[ =

x
(1)
x
(k)
x
1
x
M

x
(i)

[x
i
[ <
3

.
iS
k
i=k1
(RecallExercise27.)Butthen,foranyk>K,
[ts[ [tt
k
[ [t
k
s
M
[ [s
M
s[ <
3

= .
3
Since > 0isarbitraryhere,thisprovesthats= t.
3.6 InniteProducts
Let(x
m
)bearealsequence.Wedene
m
x
i
:= x
1
x
m
foranym= 1,2,. . . ,
i=1
m m
butwrite x
i
for
i=1
x
i
withinthetext.Byaninniteproduct,wemean
m
arealsequenceoftheform( x
i
)forsome(x
m
) R

.Whenthelimit
ofthissequenceexistsinR,wedenoteitby

i=1
x
i
.(Butagain,weoften

write x
i
for
i=1
x
i
tosimplifythenotation.)Thatis,
m
x
i
:= lim x
i
,
m
i=1 i=1
provided that (

m
x
i
) converges in R. We say that (

m
x
i
) (or, abusing
terminology,

x
i
) is convergentiflim
m
x
i
R. If (
m
x
i
)divergesto
or,thatis,

x
i
{,],thenwesaythattheinniteproduct
(or,

x
i
)isdivergent.

62 | ChapterA Preliminaries
Exercise50 Forany(x
m
) R

, provethefollowingstatements.
(a) Ifthereisan0< < 1 suchthat0 [x
m
[ < 1 forallbut
nitelymanym, then

x
i
= 0. (Canwetake= 0inthis
claim?)
(b) If

x
i
convergestoapositivenumber,thenx
m
1.
(c) Ifx
m
0 foreachm, then

(1x
i
) convergesiff

x
i
converges.
4 RealFunctions
This section is a refresher on the theory of real functions on R. Because
you are familiar with the elements of this theory, we go as fast as possi-
ble. Most of the proofs are either left as exercises or given only in brief
sketches.
4.1 BasicDenitions
Byarealfunction(orareal-valuedfunction)onanonemptysetT,wemean
anelementofR
T
. If f R
T
equalstherealnumberaeverywhere,thatis,if
f(t) = aforallt T,thenwewritef = a. If f ,= a,itfollowsthatf(t),= a
forsomet T.Similarly,iff,g R
T
aresuchthatf(t) g(t) forallt T,
wewritef g. If f g butnotg f,wethenwritef > g.If,ontheother
hand,f(t) > g(t) forallt T,thenwewritef g.Theexpressionsf g,
f <g andf _g areunderstoodsimilarly.Notethat isapartialorderon
R
T
whichislineariff[T[ = 1.
binaryoperations and pointwise. Thatis, foranyf,g R
T
,wedene
f g andfg R
T
astherealfunctionsonT with
( f g)(t) := f(t) g(t) and ( fg)(t) := f(t)g(t) forallt T.
Similarly, foranya R,themapaf R
T
isdenedby(af)(t) := af(t).
ThesubtractionoperationisthendenedonR
T
inthestraightforwardway:
f g := f (1)g foreachf,g R
T
.Providedthatg(t),= 0forallt T,
wealsodene
f
g
R
T
by
f
g
(t) :=
f
g
(
(
t
t
)
)
.
Remark1.Letn N.BysettingT := {1,. . . ,n],weseethatthedenitions
n
. Inparticular,
4

RealFunctions | 63
isnoneotherthanthenaturalorderofR
n
.Moreover,forany Rand
realn-vectorsx := (x
1
,. . . ,x
n
) andy:= (y
1
,. . . ,y
n
),wehave
xy= (x
1
y
1
,. . . ,x
n
y
n
) and x = (x
1
,. . . ,x
n
).
Of course, these are the natural additionandscalar multiplicationoperations
inR
n
n
wealwayshavetheseoperationinmind.In
particular,theseoperationsareusedtodenethelinesegmentbetweenx
andyalgebraicallyas{x(1)y:0 1].
Similarremarksapplytorealmatricesandsequences.Indeed,givenany
positiveintegersmandn,bysettingT := {1,. . . ,m] {1,. . . ,n],weobtain
thedenitionsforordering, summingandmultiplyingbyarealnumber
themembersofR
mn
situation for R

## . For instance, for any real number and any matrices

[a
ij
]
mn
and[b
ij
]
mn
,wehave
[a
ij
]
mn
[b
ij
]
mn
= [a
ij
b
ij
]
mn
and [a
ij
]
mn
= [a
ij
]
mn
.
Similarly,forany Randany(x
m
),(y
m
) R

,wehave(x
m
) (y
m
)=
(x
m
y
m
) and(x
m
)= (x
m
),while(x
m
) (0,0,. . .) meansthatx
m
0
foreachm.
When[T[ 2,(R
T
,,) isnotaeld,becausenoteverymapinR
T
has
amultiplicativeinverse.(Whatistheinverseofthemapthatequals0ata
givenpointand1elsewhere, forinstance?) Nevertheless, R
T
hasapretty
richalgebraicstructure. Inparticular, itisapartiallyorderedlinearspace
(seeChapterF).
mapaffectstheorderingofthingsinitsdomain. Ofparticularinterestin
thisregardistheconceptofamonotonicfunctiondenedonasubsetofR
n
,
n N.(Ofcourse,wethinkofR
n
asaposetwithrespecttoitsnaturalorder
(Example2.[3]).)Forany ,= T R
n
,themapf R
T
issaidtobeincreas-
ingif,foranyx,y T,x yimpliesf(x) f(y),andstrictlyincreasing
if, for any x,y T, x > y implies f(x) > f(y). (An obvious example of
anincreasingrealfunctionthatisnotstrictlyincreasingisaconstantfunc-
tiononR.)Wesaythatf R
T
isdecreasingorstrictlydecreasingiff is
increasingorstrictlyincreasing, respectively. Bya monotonic functionin
R
T
,weunderstandamapinR
T
thatiseitherincreasingordecreasing.

64 | ChapterA Preliminaries
Wesaythatf R
T
isboundedifthereisanM Rsuchthat

f(t)

M
for all t T. Note that, given any < a b < , every mono-
tonicfunctioninR
[a,b]
isbounded.Indeed,foranysuchfunction,wehave

f(t)

max{

f(a)

f(b)

]foralla t b.Itisalsoeasilyseenthata
strictlyincreasingfunctionf inR
[a,b]
isinjective.Thusf :[a,b] f([a,b])
is then a bijection, and hence it is invertible (Proposition 2). Moreover,
theinverseoff isitselfastrictlyincreasingfunctiononf([a,b]). Similar
observationsholdforstrictlydecreasingfunctions.
4.2 Limits,Continuity,andDifferentiation
Let T be a nonempty subset of R, and f R
T
. If x is an extended real
numberthatisthelimitofatleastonedecreasingsequenceinT{x],then
wesaythatyRistheright-limitoff atx,andwritef(x) =y,provided
thatf(x
m
) yforeverysequence(x
m
) inT{x]withx
m
x.(Noticethat
f doesnothavetobedenedatx.)Theleft-limitoff atx,denotedasf(x),
isdenedanalogously.Finally,ifx isanextendedrealnumberthatisthe
limitofatleastonesequenceinT{x],wesaythatyisthelimitoff atx,
andwrite
limf(t) =y,
tx
providedthatf(x
m
) yforeverysequence(x
m
) inT{x]withx
m
x.
39
Equivalently, for any such x, we have lim
tx
f(t) = y iff, for each
> 0, we can nd a > 0 (which may depend on x and ) such that

yf(t) < for all t T{x] with [xt[ < . (Why?) In particu-
lar, when T is an open interval and x T, we have lim
tx
f(t) = y iff
f(x) =y=f(x).
Letx T.Ifthereisnosequence(x
m
) inT{x]withx
m
x(soxisan
isolatedpointofT),orifthereissuchasequenceandlim
tx
f(t) =f(x),
we say that f is continuous at x. Intuitively, this means that f maps the
pointsnearbyx topointsthatareclosetof(x).Foranynonemptysubset
S of T, if f is continuous at each x S, then it is said to be continuous
on S. If S = T here, thenwesimplysaythatf iscontinuous. Thesetof
all continuous functions on T is denoted by C(T). (But if T := [a,b] for
39
Warning.Thelimitofafunctionmayfailtoexistateverypointonitsdomain.(Check
thelimitsoftheindicatorfunctionofQinR,forinstance.)

4 RealFunctions | 65
obvious that if f R
T
is continuous, then so is f[
S
for any S 2
T
{].
Putdifferently, continuityofarealfunctionimpliesitscontinuityonany
nonemptysubsetofitsdomain.
A function f R
T
is said to be uniformly continuous on S T if
for each > 0, there exists a > 0 such that f(x) f(y) < for all
x,y Swith

## xy < . If S = T here, thenwesaythatf isuniformly

continuous.Whilecontinuityisalocalphenomenon,uniformcontinuity
isaglobalpropertythatsaysthatwheneveranytwopointsinthedomain
ofthefunctionareclosetoeachother,soshouldthevaluesofthefunction
atthesepoints.
It is obvious that iff R
T
isuniformlycontinuous,thenitiscontinuous.
(Yes?)Theconverseiseasilyseentobefalse.Forinstance,f : (0,1) R
denedbyf(t) :=
1
t
iscontinuous,butnotuniformlycontinuous.Thereis,
however, oneimportantcaseinwhichuniformcontinuityandcontinuity
coincide.
Proposition11
(Heine)LetT beanysubsetof Rthatcontainstheclosedinterval[a,b],and
takeanyf R
T
.Thenf iscontinuouson[a,b]if,andonlyif,itisuniformly
continuouson[a,b].
Proof
To derive a contradiction, assume that f is continuous on [a,b], but not
uniformly so. Thenthere exists an > 0suchthat we canndtwosequences
(x
m
) and(y
m
) in[a,b]with

x
m
y
m

<
m
1
and

f(x
m
) f(y
m
)

, m=1,2,. . . (5)
(Why?) By the Bolzano-Weierstrass Theorem, there exists a convergent
subsequence (x
m
k
) of (x
m
). Let x := limx
m
k
, and note that a x b,
so f is continuous at x. Then, since the rst part of (5) guarantees that
limy
m
k
= x, we have limf(x
m
k
) = f(x) = limf(y
m
k
), which, of course,
entails f(x
M
) f(y
M
thesecondpartof(5).

66 | ChapterA Preliminaries
Backtoourreview.Letxbearealnumberthatisthelimitofatleastone
sequenceinT{x].Ifthelimitsoff,g R
T
atx existandarenite,then
wehave
lim f(t) g(t) = limf(t) limg(t) and
tx tx tx
limf(t)g(t) = limf(t) limg(t). (6)
tx tx tx
(If lim
tx
f(t) = , then these formulas remain valid provided that
lim
tx
g(t) ,= andlim
tx
g(t) ,= 0,respectively.)Moreover,wehave
f(t) lim
tx
f(t)
lim = ,
tx g(t) lim
tx
g(t)
provided that g(t) ,= 0 for all t T and lim
tx
g(t) ,= 0. (Proof. These
T
are
continuousatx T,thenf g andf g arecontinuousatx.(Ofcourse,
providedthatitiswell-denedonT,thesamealsogoesfor
g
f
.)
Inpassing,wenotethat,foranym Z

, a polynomialofdegreemon
T isarealfunctionf R
T
with
f(t) = a
0
a
1
ta
2
t
2
a
m
t
m
forallt T
for some a
0
,. . . ,a
m
R such that a
m
,= 0 if m > 0. The set of all poly-
nomials (of any degree) onTis denoted asP(T),butagain,ifTis an interval
Clearly,P(T) is closedunder additionandmultiplication. Moreover, since
any constant function on T, along with id
T
, is continuous, and C(T) is
thePrincipleofMathematicalInductionshowsthatP(T) C(T).
The following exercises aim to substantiate this brief review. We take
upthetheoryofcontinuousfunctionsinamuchmoregeneralsettingin
ChapterD,where, youwillbehappytoknow, theexpositionwillproceed
underthespeedlimit.
Exercise51 Let S and T be two nonempty subsets of R, and take any
( f,g) R
T
R
S
withf(T) S.Showthatiff iscontinuousatx T
andg iscontinuousatf(x),theng f iscontinuousatx.
4

RealFunctions | 67
Exercise52 For any given < a < b < , let f R
(a,b)
be a
continuousbijection. Showthatf
1
isacontinuousbijectiondened
onf((a,b)).
Exercise53
H
(BabyWeierstrassTheorem)Showthatforanya,b R
with a b, and any f C[a,b], there exist x,y [a,b] such that
f(x)f(t)f(y) forallt [a,b].
Exercise54
H
(BabyIntermediateValueTheorem)LetI beanyinterval
anda,b I.Prove: Iff C[a,b]andf(a) < f(b), then(f(a),f(b))
f((a,b)).
LetI beanondegenerateinterval, andtakeany f R
I
.Foranygiven
x I,wedenethedifference-quotientmapQ
f,x
:I{x] Rby
f(t)f(x)
Q
f,x
(t):= .
tx
Iftheright-limitofthismapatxexistsasarealnumber,thatis,Q
f,x
(x)
R, then f is said to be right-differentiable at x. In this case, the number
Q
f,x
(x) is called the right-derivative of f at x, and is denoted by f

/
(x).
Similarly,ifQ
f,x
(x)R,thenf issaidtobeleft-differentiableatx,and
the left-derivative of f at x, denoted by f

/
(x), is dened as the number
Q
f,x
(x). If xistheleftendpointofIandf

/
(x)exists,orifxistheright
endpointofIandf

/
(x)exists,orifxisnotanendpointofIandf isboth
right- andleft-differentiableatx withf

/
(x) = f

/
(x),thenwesaythatf is
differentiableatx.Intherstcasef

/
(x),inthesecondcasef

/
(x),andin
the third case the common value of f

/
(x) and f

/
(x) is denoted as either
f
/
(x)or
d
f(x).Asyouknow,whenitexists,thenumberf
/
(x)iscalledthe
dt
f(t)f(x)
lim R,
tx tx
inwhichcasef
/
(x)equalspreciselytothisnumber.IfJ isanintervalcon-
tained in I, and f is differentiable at each x J, then we say that f is
differentiableonJ. If J =Ihere,thenwesimplysaythatf isdifferentiable.
Inthiscasethederivative off isdenedasthefunctionf
/
: I Rthat
mapseachx Itothederivativeoff atx.(Iff
/
isdifferentiable,thenf is
saidtobetwicedifferentiable,andthesecondderivativeoff isdenedas
thefunctionf
//
: I Rthatmapseachx I tothederivativeoff
/
atx.)

68 | ChapterA Preliminaries
Similarly,iff isright-differentiableateachx I,thenitissaidtoberight-
differentiable,andinthiscasewedenetheright-derivativeof f asareal
function on I that maps every x I to f

/
(x). Naturally, this function is
denotedasf

/
.Left-differentiabilityoff andthefunctionf

/
areanalogously
dened.
ofrealfunctionsontherealline.
Exercise55 LetI beanopenintervalandtakeanyf R
I
.
(a) Showthatiff R
I
isdifferentiablethenitiscontinuous.
(b) Showthatiff,g R
I
aredifferentiableand R, thenf g
andfg aredifferentiable.
(c) Showthateveryf P(I) isdifferentiable.
(d) (TheChainRule)Letf R
I
bedifferentiableandf(I) anopen
interval.Showthatifg R
f(I)
isdifferentiable,thensoisgf and
( gf)
/
=( g
/
f)f
/
.
Forany < a < b < andf C[a,b],thedenitionabovemain-
tainsthatthederivativesoff ataandatbaref

/
(a) andf

/
(b),respectively.
Thus,f beingdifferentiablemeansthatf[
[a,b)
isright-differentiable,f[
(a,b]
isleft-differentiable,andf

/
(x) =f

/
(x) foreacha< x < b. If f
/
C[a,b],
thenwesaythatf iscontinuouslydifferentiabletheclassofallsuchreal
functionsisdenotedbyC
1
[a,b].If,further,f
/
C
1
[a,b],thenwesaythatf
istwice continuously differentiable,anddenotetheclassofallsuchmapsby
C
2
[a,b].WedenetheclassesC
3
[a,b],C
4
[a,b],etc.,inductively.Inturn,for
anypositiveintegerk, we let C
k
[a,) standfortheclassofallf C[a,)
such that f[
[a,b]
C
k
[a,b] for every b > a. (The classes C
k
(,b] and
C
k
(R) aredenedanalogously.)
Letf bedifferentiableontheboundedopeninterval(a,b). If f assumes
its maximum at some x (a,b), that is, f(x) f(t) for all a < t < b,
thenafairlyobviousargumentshowsthatthederivativeoff mustvanish
at x, that is, f
/
(x) = 0. (Proof. If f
/
(x) > 0 (or < 0), then we could nd
a small enough > 0 (< 0, respectively) such that x (a,b) and
f(x) > f(x), contradicting thatf assumes its maximumatx.)Ofcourse,
applythepreviousobservationtof.) Combiningtheseobservationswith

4 RealFunctions | 69
thebabyWeierstrassTheoremofExercise53yieldsthefollowingsimple
butveryusefulresult.
RollesTheorem
Let<a<b<andf C[a,b].If f isdifferentiableon(a,b) and
f(a) =f(b),thenf
/
(c) =0forsomec (a,b).
Proof
Sincef is continuous, the baby Weierstrass Theorem(Exercise53) implies
thatthereexistax,y bsuchthatf(y)f(t)f(x) forallat b.
Nowassumethatf isdifferentiableon(a,b),andf(a) = f(b). If {x,y]
{a,b], then f must be a constant function, and hence f
/
(t) = 0 for all
at b.Ifthisisnotthecase,theneitherx (a,b) ory (a,b). In the
formercasewehavef
/
(x) =0(becausef assumesitsmaximumatx),and
inthelattercasef
/
(y) =0.
There are many important consequences of this result. The following
exerciserecountssomeofthem.
H
Exercise56 Let<a<b<, andtakeanyf C[a,b] thatis
differentiableon(a,b).
(a) ProvetheMeanValueTheorem:Thereexistsac (a,b) suchthat
f(b) f(a) =f
/
(c)(ba).
(b) Showthatiff
/
=0,thenf isaconstantfunction.
(c) Showthatiff
/
0,thenf isincreasing,andiff
/
> 0,thenitis
strictlyincreasing.
We shall revisit the theory of differentiation in Chapter K in a much
broader context and use it to give a potent introduction to optimization
theory.
4.3 RiemannIntegration
Throughoutthissectionweworkmostlywithtwoarbitrarilyxedrealnum-
bers a and b, with a b. For any m N, we denote by [a
0
,. . . ,a
m
]
theset
{[a
0
,a
1
],[a
1
,a
2
],. . . ,[a
m1
,a
m
]] where a=a
0
< < a
m
=b,

70 | ChapterA Preliminaries
provided that a < b. In this case, we refer to [a
0
,. . . ,a
m
] as a dissection
of [a,b], and we denote the class of all dissections of [a,b] by D[a,b]. By
convention,weletD[a,b] := {{a]] whena= b.
Foranya:= [a
0
,. . . ,a
m
] andb:= [b
0
,. . . ,b
k
] inD[a,b],wewriteab
forthedissection[c
0
,. . . ,c
l
] D[a,b] where{c
0
,. . . ,c
l
] = {a
0
,. . . ,a
m
]
{b
0
,. . . ,b
k
]. Moreover, we say that b is ner than a if {a
0
,. . . ,a
m
]
{b
0
,. . . ,b
k
].Evidently,ab= biffbisnerthana.
Nowletf R
[a,b]
beanyboundedfunction.Foranya:= [a
0
,. . . ,a
m
]
D[a,b],wedene
K
f,a
(i) := sup{ f(t) :a
i1
t a
i
] and
k
f,a
(i) := inf{ f(t) :a
i1
t a
i
]
foreachi = 1,. . . ,m.(ThankstotheCompletenessAxiom, everythingis
well-denedhere.)Bythea-upperRiemannsumoff,wemeanthenumber
m
R
a
( f) := K
f,a
(i) a
i
a
i1
,
i=1
andbythea-lowerRiemannsumoff,wemean
m
r
a
( f) := k
f,a
(i) a
i
a
i1
.
i=1
Clearly,R
a
( f) decreases,andr
a
( f) increases,asabecomesner,whilewe
alwayshaveR
a
( f) r
a
( f).Moreoverandthisisimportant
R( f) := inf{R
a
( f) :a D[a,b]] sup{r
a
( f) :a D[a,b]] =:r( f).
(R( f) and r( f) are called the upper and lower Riemann integrals of f,
respectively.) This is not entirely obvious. Make sure you prove it before
proceedinganyfarther.
40
40
Hint. Otherwise we would have R
a
( f) < r
b
( f) for some a,b D[a,b]. Compare
R
ab
( f) andr
ab
( f).

4 RealFunctions | 71
Denition
Letf R
[a,b]
beaboundedfunction.IfR(f)=r(f),thenf issaidtobe
Riemannintegrable,andthenumber

b
f(t)dt:=R(f)
a
iscalledtheRiemannintegraloff.
41
Inthiscase,wealsodene
a
f(t)dt:= R(f).
b
Finally,ifg R
[a,)
isaboundedfunction,thenwedenetheimproper
Riemannintegralofg as

## g(t)dt:= lim R(g[

[a,b]
),
a
b
providedthatg[
[a,b]
isRiemannintegrableforeachb>a,andthelimit
ontheright-handsideexists(inR).(Foranyboundedg R
(,a]
,the
a
improperRiemannintegral

g(t)dtisanalogouslydened.)
Asyousurelyrecall,thegeometricmotivationbehindthisformulation
relates to the calculation of the area under the graph of f on the interval
[a,b]. (When f 0, the intuition becomes clearer.) Informally put, we
approximate the area that we wish to compute from above (by an upper
Riemann sum) and from below (by a lower one), and by choosing ner
andnerdissections,wecheckifthesetwoapproximationsconvergetothe
samerealnumber.Iftheydo,thenwecallthecommonlimittheRiemann
integral of f. If they dont, then R(f) > r(f), and we say that f is not
Riemannintegrable.
Almostimmediatefromthedenitionsisthefollowingsimplebutvery
usefulresult.
Proposition12
If f R
[a,b]
isboundedandRiemannintegrable,then
b
f(t)dt(ba)sup{[f(t)[:atb].

41

a
b
f(t)dt,

a
b
f(x)dxand

b
a a
fortheRiemannintegraloff.)

72 | ChapterA Preliminaries
Exercise57
H
Let R and let f,g R
[a,b]
be bounded functions.
Showthatiff andg areRiemannintegrable,thensoisf g,andwe
have

b
(f g)(t)dt= f(t)dt g(t)dt.
a a a
Exercise58 Takeanyc [a,b]andlet f R
[a,b]
beaboundedfunction.
Showthatif f isRiemannintegrable,thensoisf[
[a,c]
andf[
[c,b]
,andwe
have

b
f(t)dt= f(t)dt f(t)dt.
a a c
c
(Here

f(t)dt standsfor

c
f[
[a,c]
(t)dt, andsimilarlyfor

b
f(t)dt.)
a a c
Exercise59 ProveProposition12.
Exercise60 Letf R
[a,b]
beaboundedfunction,anddenef

,f

R
[a,b]
by
f

(t):=max{f(t),0] and f

(t):=max{f(t),0].
(a) Verifythatf =f

and

=f

.
(b) VerifythatR
a
(f)r
a
(f)R
a
(f

)r
a
(f

)0forany

.
(c) Showthatif f isRiemannintegrable,thensoaref

andf

.
(d) Showthatif f isRiemannintegrable,thensois

,and
b b
f(t)dt f(t) dt.

a a
(Here,asusual,wewrite f(t)

for f (t).)
Animportantissueinthetheoryofintegrationconcernstheidentica-
tionofRiemannintegrablefunctions.Fortunately,wedonthavetospend
muchtimeonthismatter.Themainintegrabilityresultthatweneedinthe
sequelisquiteelementary.
Proposition13
Anyf C[a,b]isRiemannintegrable.
Proof
Weassumea<b,forotherwisetheclaimisobvious.Takeanyf C[a,b],
andxanarbitrary > 0.ByProposition11,f isuniformlycontinuouson

4 RealFunctions | 73
[a,b].Thus,thereexistsa > 0suchthat

f(t) f(t
/
)

<

forallt,t
/
in
ba
[a,b] with

tt
/

## < .Then, foranydissectiona := [a

0
,. . . ,a
m
] of[a,b]
with

a
i
a
i1
< foreachi= 1,. . . ,m,wehave
m m
R
a
( f)r
a
( f) = (K
f,a
(i)k
f,a
(i))(a
i
a
i1
) <
b

a
(a
i
a
i1
) = .
i=1 i=1
Since R
a
( f) R( f) r( f) r
a
( f), it follows that

R( f) r( f) < .
Since > 0isarbitraryhere,wearedone.
H
b
Exercise61 If f C[a,b] and f 0, then f(t)dt= 0 implies
a
f = 0.
Exercise62 Letf beaboundedrealmapon[a,b] whichiscontinuousat
allbutnitelymanypointsof[a,b].Provethatf isRiemannintegrable.
Weconcludewitha(slightlysimplied)statementoftheFundamental
TheoremofCalculus,whichyoushouldcarrywithyourselfatalltimes.As
you might recall, this result makes precise in what way one can think of
thedifferentiationandintegrationasinverseoperations.Itsimportance
cannotbeoveremphasized.
TheFundamentalTheoremofCalculus
Foranyf C[a,b] andF R
[a,b]
,wehave
x
F(x) = F(a) f(t)dt for all a x b, (7)
a
if,andonlyif,F C
1
[a,b] andF
/
= f .
Proof
Take any f C[a,b] and F R
[a,b]
such that (7) holds. Consider any
a x < b, and let be a xed but arbitrary positive number. Since f is
continuous at x, there exists a > 0 such that

f(t) f(x)

## < for any

a< t< bwith[tx[ < .Thus,foranyx < y< bwithyx < ,wehave

F(y) F(x)

f(x)

f(t) f(x)

dt

yx

yx
x
by Exercise58andProposition12.ItfollowsthatF[
[a,b)
is right-differentiable
andF

/
(x) = f(x) foreacha x < b.Moreover,ananalogousargument

74 | ChapterA Preliminaries
would show that F[
(a,b]
is left-differentiable and F

/
(x) = f(x) for each
a< x b.Conclusion:FisdifferentiableandF
/
=f.
Conversely,takeanyf C[a,b]andF C
1
[a,b]suchthatF
/
= f. We
wish to show that (7) holds. Fix any a x b, and let > 0. It is easy
toseethat, sincef isRiemannintegrable(Proposition 13), thereexistsa
dissectiona := [a
0
,. . . ,a
m
]inD[a,x]suchthatR
a
( f) r
a
( f) < .(Yes?)
BytheMeanValueTheorem(Exercise56),foreachi=1,. . . ,mthereexists
anx
i
(a
i1
,a
i
) withF(a
i
) F(a
i1
) =f(x
i
)(a
i
a
i1
).Itfollowsthat
m m
F(x) F(a) = (F(a
i
) F(a
i1
)) = f(x
i
)(a
i
a
i1
),
i=1 i=1
and hence R
a
( f) F(x)F(a) r
a
( f). Since R
a
( f)r
a
( f) < and
R
a
( f)
a
x
f(t)dtr
a
( f),therefore,
x

f(t)dt(F(x) F(a))

< .
a
Since > 0isarbitraryhere,thetheoremisproved.
Remark2.InthestatementoftheFundamentalTheoremofCalculus,we
mayreplace(7)by

b
F(x) =F(b) f(t)dt forallax b.
x
Theproofgoesthrough(almost)verbatim.
Exercise63 (IntegrationbyPartsFormula)Prove:Iff,g C
1
[a,b], then

b
f(t)g
/
(t)dt=f(b)g(b) f(a)g(a) f
/
(t)g(t)dt.
a a
4.4 Exponential,Logarithmic,andTrigonometricFunctions
Other than the polynomials, we use only four types of special real func-
tionsinthisbook:theexponential,thelogarithmic,andthetwomostbasic
trigonometricfunctions.Therigorousdevelopmentofthesefunctionsfrom
integralcalculus,weintroducethesefunctionshereatafarquickerpace.
Letusbeginwiththelogarithmicfunction:Wedenethemapx .lnx
onR

by
x
lnx :=
1
dt.
t
1
4

RealFunctions | 75
Thismapiseasilycheckedtobestrictlyincreasingandcontinuous,andof
course, ln1 = 0.(Verify!) BytheFundamentalTheoremofCalculus(and
Remark2),thelogarithmicfunctionisdifferentiable,andwehave
dx
d
lnx =
1
foranyx > 0.Twootherimportantpropertiesofthisfunctionare:
x
lnxy= lnxlny and ln
x
y
= lnxlny (8)
for any x,y > 0. To prove the rst assertion, x any y > 0, and dene
f :R

## Rbyf(x) := lnxylnxlny.Observethatf isdifferentiable,

andf
/
(x) = 0forallx > 0bytheChainRule. Sincef(1) = 0,itfollows
thatf(x)= 0forallx >0.(VerifythisbyusingExercise56.)Toprovethe
secondclaimin(8),ontheotherhand,setx =
1
y
intherstequationof(8)
tondln
1
y
= lnyforanyy>0.Usingthisfactandtherstequationof
(8)again,weobtainln
x
y
= lnxln
1
y
= lnxlnyforanyx,y> 0.
Finally,wenotethat
limlnx = and lim lnx = . (9)
x0 x
(See Figure 3.) Let us prove the second assertion here, the proof of the
rstclaimbeinganalogous.Takeany(x
m
) R

.Clearly,

withx
m
there exists a strictly increasing sequence (m
k
) of natural numbers such
thatx
m
k
2
k
forallk = 1,2,. . . .Sincex . lnx isincreasing, wethus
havelnx
m
k
ln2
k
= kln2.(ThenalequalityfollowsfromthePrinciple
ofMathematicalInductionandtherstequationin(8).)Sinceln2 > 0, it
sequence(lnx
m
)hasasubsequencethatdivergesto,whichispossible
onlyiflnx
m
.(Why?)
x
1
1
Figure 3
e

2
1
lnx
cos x
1 sin x

76 | ChapterA Preliminaries
Since the logarithmic function is continuous, (9) and an appeal to the
babyIntermediateValueTheorem(Exercise54)entailthattherangeof
thismapistheentireR.Sinceitisalsostrictlyincreasing,thelogarithmic
functionisinvertible, withitsinversefunctionbeingastrictlyincreasing
mapfromRontoR

.Thelattermap, denotedasx . e
x
,iscalledthe
exponentialfunction.(SeeFigure3.)Bydenition,wehave
lne
x
=x and e
lnx
=x forallx >0.
Ofcourse,therealnumbere
1
isdenotedase.
42
Thefollowingpropertyoftheexponentialfunctionisbasic:
e
xy
=e
x
e
y
forallx,y>0. (10)
Indeed,by(8),
lne
x
e
y
=lne
x
lne
y
=xy=lne
xy
forallx,y>0,so,sincethelogarithmicfunctionisinjective,weget(10).
43
Finally, letusshowthattheexponentialfunctionisdifferentiable, and
computeitsderivative. Sincethederivativeofthelogarithmicfunctionat
1equals1,wehavelim
y1
y
ln

y
1
= 1,whichimpliesthatlim
y1
y
ln

y
1
= 1.
(Why?) Then, since e
x
m
1 for any real sequence (x
m
) with x
m
0,
we have
e
xm
x
m
1
1. (Why?) Since (x
m
) is arbitrary here, we thus have
lim
0
e

1
= 1. It follows that x . e
x
is differentiable at 0, and its
derivativeequals1there.Therefore,by(10),
d
e
x
= lim
e
x
e
x
=e
x
lim
e

1
=e
x
, <x <.
dx
0

Weconcludethattheexponentialmapisdifferentiable,andthederivative
ofthisfunctionisequaltotheexponentialfunctionitself.
Amongthetrigonometricfunctions,weonlyneedtointroducethesine
and thecosinefunctions,andwewilldothisagainbyusingintegralcalculus.
Letusdenersttherealnumber bytheequation

1
:=2
1
dt,
0
1t
2
42
Therefore,eisthe(unique)realnumberwiththeproperty

1
e 1
t
dt = 1,butofcourse,
therearevariousotherwaysofdeningthenumbere(Exercise47).
43
By the way, do you think there is another increasing map f on R with f(1) = e and

RealFunctions | 77
functionf R
(1,1)
by
x
f(x):=
1
dt foranyx 0
0
1t
2
and

0
f(x):=
1
dt foranyx <0.
x
1t
2
Thismapisabijectionfrom(1,1)onto(

2
,

2
).(Why?) Wedenethe
mapx .sinxon(

2
,

2
)astheinverseoff,andthenextenditto[

2
,

]
2

bysettingsin

2
:= 1andsin

2
= 1.(Howdoesthisdenitionrelateto
thegeometrybehindthesinefunction?)Finally,thesine functionis dened
ontheentireRbyrequiringthefollowingperiodicity:sin(x)= sinx
forallx R.Itiseasytoseethatthisfunctionisanoddfunction,thatis,
sin(x)= sinxforanyx R(Figure3).
Nowdenethemapx . cosx on[

2
,

] bycosx := 1(sinx)
2
,
2
and then extend it to R by requiring the same periodicity with the sine
function:cos(x )= cosx foranyx R.Theresultingmapiscalled
thecosinefunction. Thisisanevenfunction,thatis, cos(x) = cosx for
anyx R,andwehavecos0= 1andcos

2
= 0= cos

(Figure3).
Exercise64 Showthatthesineandcosinefunctionsaredifferentiable,
and
d
sinx = cosx and
d
cosx = sinx forallx R.
dx dx
Exercise65 Prove:lim
x0
sin
x
x
= 1.
4.5 ConcaveandConvexFunctions
Letn N,andrecallthatasubsetT ofR
n
issaidtobeconvexiftheline
segmentconnectinganytwoelementsofT liesentirelywithinT,thatis,
x(1)y T forallx,y T and0 1.Givenanysuchnonempty
setT,afunction R
T
iscalledconcaveif
(x(1)y) (x)(1)(y) foranyx,y T and0 1,
andstrictlyconcaveifthisinequalityholdsstrictlyforanydistinctx,y T
and0< < 1.Thedenitionsofconvexandstrictlyconvexfunctionsare
obtainedbyreversingtheseinequalities. Equivalently, iscalled(strictly)
convexifis(strictly)concave.(Thisobservationallowsustoconvertany

78 | ChapterA Preliminaries
property that a concave function may possess into a property for convex
functionsinastraightforwardmanner.)Finally,issaidtobeafneifitis
bothconcaveandconvex.
If and areconcavefunctionsinR
T
, and 0,then isa
concavefunctioninR
T
.Similarly, ifS isanintervalwith(T) S,and
R
T
and R
S
areconcave,thensois.Thefollowingexercises
provide two further examples of functional operations that preserve the
concavityofrealfunctions.
Exercise66 ForanygivennN,letT beanonemptyconvexsubsetof
R
n
andF a(nonempty)classofconcavefunctionsinR
T
.Showthatif
inf{(x) : F] > forallx T,thenthemapx . inf{(x) :
F]isaconcavefunctioninR
T
.
Exercise67 Foranygivenn N, letT beanonemptyconvexsubset
of R
n
and (
m
) a sequence of concave functions in R
T
. Show that if
lim
m
(x)Rforeachx T,thenthemapx .lim
m
(x)isaconcave
functioninR
T
.
We now specialize to concave functions dened on an open interval
I R. The rst thing to note about such a function is that it is continu-
ous. In fact, we can prove a stronger result with the aid of the following
aboundedinterval.
Lemma2
Foranygiven<ab<,if f R
[a,b]
isconcave(orconvex),then
inff([a,b]) > and supf([a,b]) < .
Proof
Letf beaconcaverealmapon[a,b].Obviously,foranyatb,wehave
t =
t
a(1
t
)b forsome0
t
1,whereasf(
t
a(1
t
)b)
min{f(a),f(b)]byconcavity.Itfollowsthatinff([a,b]) > .
Theproofofthesecondclaimistrickier.Letusdenotethemidpoint
a
2
b
oftheinterval[a,b]byM,andxanarbitraryat b.Notethatthereis

4 RealFunctions | 79
a
arealnumberc
t
suchthat[c
t
[
b
andt = M c
t
.(Simplydenec
t
by
2
thelatterequation.)Then,Mc
t
belongsto[a,b],so,byconcavity,
f (M) = f
2
1
(Mc
t
)
1
2
(Mc
t
)

2
1
f (Mc
t
)
1
2
f (Mc
t
)
=
2
1
f (t)
1
2
f (Mc
t
),
sof(t) 2f (M) inff([a,b]) < .Sincetwaschosenarbitrarilyin[a,b],
thisprovesthatsupf([a,b]) < .
Hereisthemainconclusionwewishtoderivefromthisobservation.
Proposition14
Let I beanopenintervaland f R
I
.If f isconcave(orconvex),thenfor
everya,b Rwitha band[a,b] I,thereexistsaK >0suchthat

f(x)f(y)

xy

foralla x,y b.
Proof
SinceIis open, there exists an > 0suchthat[a,b] I. Leta
/
:= a
andb
/
:= b .Assumethatf isconcave,andlet := inf f([a
/
,b
/
])and
:= supf([a
/
,b
/
]).ByLemma2, and arerealnumbers. Moreover, if
= , thenf isconstant,soallbecomestrivial.Wethusassumethat > .
Foranydistinctx,y [a,b],let
yx

yx
z:= y and := .

yx

yx
Then a
/
z b
/
and y = z (1 )xwe dened z the way we did
in order to satisfy these two properties. Hence, by concavity of f, f(y)
(f(z)f(x))f(x),thatis,
f(x)f(y) (f(x)f(z))
()

=

yx

yx

<

yx .

80 | ChapterA Preliminaries
Interchangingtherolesofx andyinthisargumentandlettingK :=

completetheproof.
Corollary2
LetI beanopenintervalandf R
I
.If f isconcave(orconvex),thenitis
continuous.
Exercise68
H
Showthateveryconcavefunctiononanopenintervalis
bothright-differentiableandleft-differentiable.(Ofcourse,suchamap
neednotbedifferentiable.)
anopenintervalI,thenitis(strictly)concaveifff
/
is(strictly)decreasing.
(Thusx .lnxis a concave maponR

, andx .e
x
is a convex maponR.)
Providedthatf istwicedifferentiable,itisconcaveifff
//
0,whilef
//
<0
implies the strict concavity off. (The converse of the latter statement is false;
forinstance,thederivativeofthestrictlyconcavefunctionx .x
2
vanishes
at 0.) These are elementary properties, and they can easily be proved by
using the Mean Value Theorem (Exercise 56). We will not, however, lose
moretimeonthismatterhere.
Thisisallweneedintermsofconcaveandconvexrealfunctionsonthe
realline. Inlaterchapterswewillrevisitthenotionofconcavityinmuch
specializes on the theory of concave and convex functions is Roberts and
Varberg(1973).Thatbookcertainlydeservesanicespotonthebookshelves
ofanyeconomictheorist.
4.6 QuasiconcaveandQuasiconvexFunctions
WithTbeinganonemptyconvexsubsetofR
n
,nN,wesaythatafunction
R
T
isquasiconcaveif
(x(1)y)min{(x),(y)] foranyx,yT and01,
and strictly quasiconcave if this inequality holds strictly for any distinct
x,y T and0< < 1. (iscalled(strictly)quasiconvexifis(strictly)
quasiconcave.) Itiseasytoshowthat isquasiconcaveiff
1
([a,))is

4 RealFunctions | 81
aconvexsetforanyaR.ItisalsoplainthateveryconcavefunctioninR
T
isquasiconcave,butnotconversely.
44
Quasiconcavityplaysanimportantroleinoptimizationtheory,anditis
ofteninvokedtoestablishtheuniquenessofasolutionforamaximization
problem. Indeed, if f R
T
is strictly quasiconcave, and there exists an
x T withf(x) = maxf(T),thenx mustbetheonlyelementofT with
thisproperty.For,ifx ,= y = maxf(T),thenf(x) = f(y), so f(
x
2

2
y
) >
f(x) = maxf(T) bystrictquasiconcavity.Sincex,y T andT isconvex,
thisisimpossible.
Exercise69 Giveanexampleoftwoquasiconcavefunctionsonthereal
linethesumofwhichisnotquasiconcave.
Exercise70 LetI beaninterval, f R
I
,andletg R
f(I)
beastrictly
increasingfunction.Showthatiffisquasiconcave,thensoisgf.Would
gf benecessarilyconcaveiff wasconcave?
44
If,=T R,theneverymonotonicfunctioninR
T
isquasiconcave,butofcourse,not
everymonotonicfunctioninR
T
isconcave.