Notas - Introduccion Al Análisis Real PDF

Math 4381 - Introduction to Real Analysis
Philippe B. Laval
Fall 2015
ii
Contents
1 Review Material: Sets, Functions and Mathematical Induction 1

1.1 Review of Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Examples and Notation . . . . . . . . . . . . . . . . . . . 2
1.1.2 Special Symbols . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.3 Operations on Sets . . . . . . . . . . . . . . . . . . . . . . 3
1.1.4 Some Results About Sets . . . . . . . . . . . . . . . . . . 6
1.1.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2 Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.2.1 What is a Function? . . . . . . . . . . . . . . . . . . . . . 12
1.2.2 Operations on Functions . . . . . . . . . . . . . . . . . . . 13
1.2.3 Injections and Surjections . . . . . . . . . . . . . . . . . . 16
1.2.4 Inverse Functions . . . . . . . . . . . . . . . . . . . . . . . 17
1.2.5 Direct Image and Inverse Image of a Set . . . . . . . . . . 18
1.2.6 Additional Properties of a Function . . . . . . . . . . . . 20
1.2.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.3 Induction and Other Proof Techniques . . . . . . . . . . . . . . . 23
1.3.1 Review of Proof techniques Other than Induction . . . . . 23
1.3.2 Mathematical Induction . . . . . . . . . . . . . . . . . . . 24
1.3.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1.4 The set of Real Numbers: Quick De…nition and Basic Properties 29
1.4.1 Intuitive De…nition of the Real Numbers . . . . . . . . . . 29
1.4.2 Algebraic Properties of R . . . . . . . . . . . . . . . . . . 30
1.4.3 Important Basic Properties of Real Numbers . . . . . . . 31
1.4.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
1.5 Order Axioms and Order Properties of R . . . . . . . . . . . . . 36
1.5.1 Order Axioms for R and De…nitions . . . . . . . . . . . . 36
1.5.2 Properties of the Order . . . . . . . . . . . . . . . . . . . 37
1.5.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
1.6 Metric Properties of R - Absolute Value . . . . . . . . . . . . . . 40
1.6.1 De…nition and Properties . . . . . . . . . . . . . . . . . . 40
1.6.2 Equations and Inequalities Involving Absolute Values . . 42
1.6.3 Notion of a Metric Space . . . . . . . . . . . . . . . . . . 42
1.6.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
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iv CONTENTS
2 Important Properties of R 45
2.1 The Completeness Property of R . . . . . . . . . . . . . . . . . . 45
2.1.1 Bounded Sets . . . . . . . . . . . . . . . . . . . . . . . . . 45
2.1.2 The Axiom of Completeness . . . . . . . . . . . . . . . . . 52
2.1.3 Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.1.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
2.1.5 Worksheet . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
2.2 Some Consequences of the Completeness Axiom . . . . . . . . . . 60
2.2.1 Archimedean Property . . . . . . . . . . . . . . . . . . . . 60
2.2.2 Denseness of Q in R . . . . . . . . . . . . . . . . . . . . . 61
2.2.3 Completeness . . . . . . . . . . . . . . . . . . . . . . . . . 63
2.2.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
2.2.5 Hints for the Exercises . . . . . . . . . . . . . . . . . . . . 65
2.3 Bounded Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 67
2.3.1 Suprema and In…ma of a Function . . . . . . . . . . . . . 67
2.3.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
2.4 Sequences, Sequences of Sets . . . . . . . . . . . . . . . . . . . . 72
2.4.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
2.4.2 Sequences of Sets and Indexed Families of Sets . . . . . . 73
2.4.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
2.5 Cardinality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
2.5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 80
2.5.2 Finite and In…nite Sets . . . . . . . . . . . . . . . . . . . 80
2.5.3 Countable and Uncountable Sets . . . . . . . . . . . . . . 83
2.5.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
2.6 The Extended Real Number System . . . . . . . . . . . . . . . . 87
2.6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 87
2.6.2 Arithmetic in the Extended Real Number System . . . . . 87
2.6.3 Suprema and In…ma . . . . . . . . . . . . . . . . . . . . . 88
2.6.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
3 Topology of the Real Line 89

3.1 Interior Points and Neighborhoods . . . . . . . . . . . . . . . . . 89
3.1.1 Main De…nitions . . . . . . . . . . . . . . . . . . . . . . . 89
3.1.2 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
3.1.3 Techniques to Remember . . . . . . . . . . . . . . . . . . 92
3.1.4 Important Facts to Know and Remember . . . . . . . . . 92
3.1.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
3.2 Open and Closed Sets . . . . . . . . . . . . . . . . . . . . . . . . 96
3.2.1 Main De…nitions . . . . . . . . . . . . . . . . . . . . . . . 96
3.2.2 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.2.3 Closure of a Set . . . . . . . . . . . . . . . . . . . . . . . . 99
3.2.4 Techniques to Remember . . . . . . . . . . . . . . . . . . 100
CONTENTS v
3.2.5 Important Facts to Know and Remember . . . . . . . . . 101

3.2.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
3.3 Limit Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
3.3.1 Main De…nitions . . . . . . . . . . . . . . . . . . . . . . . 106
3.3.2 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
3.3.3 Important Facts to Remember . . . . . . . . . . . . . . . 109
3.3.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
3.4 Compact Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
3.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
3.5 Topology of the Real Line: Review Questions . . . . . . . . . . . 113
4 Sequences and Limit of Sequences 115

4.1 Sequences: Basic De…nitions . . . . . . . . . . . . . . . . . . . . . 115
4.2 Limit of a Sequence: De…nitions . . . . . . . . . . . . . . . . . . 117
4.2.1 The Concepts of Eventually and Frequently . . . . . . . . 117
4.2.2 De…nitions of Limits . . . . . . . . . . . . . . . . . . . . . 118
4.2.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
4.2.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
4.3 Limit of a Sequence: Theorems . . . . . . . . . . . . . . . . . . . 129
4.3.1 Limit Properties . . . . . . . . . . . . . . . . . . . . . . . 129
4.3.2 Limit Laws . . . . . . . . . . . . . . . . . . . . . . . . . . 131
4.3.3 More Theorems on Limits . . . . . . . . . . . . . . . . . . 135
4.3.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
4.4 Monotone Sequences and Cauchy Sequences . . . . . . . . . . . . 150
4.4.1 Monotone Sequences . . . . . . . . . . . . . . . . . . . . . 150
4.4.2 Cauchy Sequences . . . . . . . . . . . . . . . . . . . . . . 153
4.4.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
4.5 Subsequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
4.5.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
5 Limit of a Function 159

5.1 De…nitions and Examples . . . . . . . . . . . . . . . . . . . . . . 159
5.1.1 Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
5.1.2 Limit at a …nite point . . . . . . . . . . . . . . . . . . . . 160
5.1.3 Computing Limits Using the de…nitions: Examples . . . . 164
5.1.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 170
5.2 Limit Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
5.2.1 Operations with Limits . . . . . . . . . . . . . . . . . . . 172
5.2.2 Elementary Theorems . . . . . . . . . . . . . . . . . . . . 174
5.2.3 Relationship Between the Limit of a Function and the
Limit of a Sequence . . . . . . . . . . . . . . . . . . . . . 175
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5.2.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 176

5.3 Monotone Functions . . . . . . . . . . . . . . . . . . . . . . . . . 179
5.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
6 Continuity 181
6.1 Preliminary Notions . . . . . . . . . . . . . . . . . . . . . . . . . 181
6.1.1 De…nitions . . . . . . . . . . . . . . . . . . . . . . . . . . 181
6.1.2 Some Properties of Continuous Functions . . . . . . . . . 185
6.1.3 Discontinuities . . . . . . . . . . . . . . . . . . . . . . . . 190
6.1.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
6.2 Deeper Properties of Continuous Functions . . . . . . . . . . . . 195
6.2.1 Intermediate Value Theorem and Consequences . . . . . . 195
6.2.2 Topological Interpretation of Continuity . . . . . . . . . . 198
6.2.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
6.3 Uniform Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . 200
6.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
7 Di¤erentiation 203
7.1 A Quick Review from Di¤erential Calculus . . . . . . . . . . . . 203
7.1.1 De…nitions . . . . . . . . . . . . . . . . . . . . . . . . . . 203
7.1.2 The Derivative as a Function, Higher Order Derivatives . 205
7.1.3 Rules of Di¤erentiation . . . . . . . . . . . . . . . . . . . 206
7.1.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
7.2 Important Theorems . . . . . . . . . . . . . . . . . . . . . . . . . 210
7.2.1 Local Extrema and Fermat’s Theorem . . . . . . . . . . . 210
7.2.2 Intermediate Value Property of the Derivative . . . . . . . 210
7.2.3 Mean Value Theorems . . . . . . . . . . . . . . . . . . . . 211
7.2.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
8 Riemann Integration 217

8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
8.2 De…nition of the Riemann-Darboux Integral . . . . . . . . . . . . 218
8.2.1 Notion of a Partition . . . . . . . . . . . . . . . . . . . . . 218
8.2.2 Darboux Sums . . . . . . . . . . . . . . . . . . . . . . . . 219
8.2.3 Riemann-Darboux Integral . . . . . . . . . . . . . . . . . 221
8.2.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
8.3 The Riemann Integral . . . . . . . . . . . . . . . . . . . . . . . . 229
8.3.1 Riemann Sums . . . . . . . . . . . . . . . . . . . . . . . . 229
8.3.2 Riemann Integral . . . . . . . . . . . . . . . . . . . . . . . 229
8.3.3 Relationship Between the Riemann-Darboux and the Rie-
mann Integrals . . . . . . . . . . . . . . . . . . . . . . . . 230
8.3.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
8.4 Properties of the Riemann Integral . . . . . . . . . . . . . . . . . 233
8.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
CONTENTS vii
8.5 Relationship Between Integration and Di¤erentiation . . . . . . . 236

8.5.1 The Fundamental Theorem of Calculus . . . . . . . . . . 236
8.5.2 The Mean Value Theorem for Integrals and Other Impor-
tant Theorems . . . . . . . . . . . . . . . . . . . . . . . . 240
8.5.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 241
8.6 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 244
8.6.1 Improper Integrals of the First Kind . . . . . . . . . . . . 244
8.6.2 Improper Integrals of the Second Kind . . . . . . . . . . . 247
8.6.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
9 In…nite Series 251

9.1 Convergence and Divergence . . . . . . . . . . . . . . . . . . . . . 251
9.1.1 General Concepts . . . . . . . . . . . . . . . . . . . . . . . 251
9.1.2 Geometric Series . . . . . . . . . . . . . . . . . . . . . . . 256
9.1.3 More General Convergence Tests . . . . . . . . . . . . . . 258
9.1.4 Testing Series With Positive Terms . . . . . . . . . . . . . 258
9.1.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
9.2 Solution to the Homework Problems . . . . . . . . . . . . . . . . 264
10 Solutions to Problems Which Appear in the Text 267

10.1 Solutions to Problems from Chapter 1 . . . . . . . . . . . . . . . 267
10.1.1 Solutions to Problems from Section 1.1.5 on Page 8 . . . . 267
10.1.2 Solutions to Problems from Section 1.2.7 on Page 21 . . . 276
10.3.2 Solutions to Problems from Section 3.2.6 on Page 101 . . 328
10.3.5 Solutions to Problems from Section 3.5 on Page 113 . . . 338
viii CONTENTS

11 Bibliography 435
List of Figures
1.1 Union of Sets: A [ B . . . . . . . . . . . . . . . . . . . . . . . . . 5

1.2 Intersection of Sets: A \ B . . . . . . . . . . . . . . . . . . . . . 5
1.3 Di¤erence of Sets: A B . . . . . . . . . . . . . . . . . . . . . . 6
6.1 How depends on . . . . . . . . . . . . . . . . . . . . . . . . . 186

6.2 How depends on a . . . . . . . . . . . . . . . . . . . . . . . . . 187
10.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
10.2 Graph of x bxc . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
x [x]
10.3 Graph of f (x) = . . . . . . . . . . . . . . . . . . . . . . . 384
x
10.4 Partition P . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413
ix
x LIST OF FIGURES
Introduction
Look for FIX indicating some work has to be done

This course is often called Advanced Calculus in many universities:This
seems to imply that the material covered in a traditional Calculus course will
be studied, but more deeply. This is partly correct. However, since Calculus
depends heavily on the set of real numbers, it seems logical that to have a deeper
understanding of Calculus, one also needs a deeper understanding of the set of
real numbers. This is why this course is also often called Real Analysis.
The set of real numbers has special properties the sets of natural numbers,
integers and rational numbers do not have. It is these properties which allow
us to better understand limits, derivatives and integrals. Central to these prop-
erties is the least upper bound property of R also known as the completeness
property of R. In simple terms, it says that there are no gaps in the set of
real numbers, unlike in N; Z or Q. If we were to plot the natural numbers, the
integers or the rational numbers along a line, the line would be full of holes. If
we do the same with the real numbers, there are no holes.
It was known to the Greeks as early as 500 BC that the straight line has
more points than the rational numbers. However, it was not until the nineteenth
century, when mathematicians decided to put calculus on a …rm mathematical
footing, that the real numbers were developed. Credit for their development is
given to two mathematicians: Richard Dedekind (1831-1916) and Georg Cantor
(1845-1917). They are both credited for this important work because they
worked independently, they both published their result in 1872, and they used
a totally di¤erent approach.
After reviewing some elementary concepts, we will begin with a study of the
set of real numbers: R. We will then develop the necessary theory to understand
why the set of real numbers is so important. However, we will not built the set
of real numbers from scratch. This is too big a task, and beyond the scope of
this class. We will make some assumptions about the set of real numbers. From
these assumptions, we will develop the rest of the theory about real numbers
needed for this class. This will be a good exercise in seeing how a mathematical
system can be developed from some axioms. It will also be a good exercise in
learning how to write proofs.
xi
xii LIST OF FIGURES
Chapter 1
Review Material: Sets,

Functions and
Mathematical Induction
This chapter contains material students are expected to know. Except for some
parts of a few sections, this material will not be covered thoroughly in class.
However, if you …nd that you do not remember parts of this material, it is your
responsibility to review it. One way to test your knowledge of this material is to
try the homework at the end of each section. If you …nd you struggle doing the
homework in a section it means you need to review the material in that section.
Here is the material that will be discussed in class from this section:
Review of Sets: notation, important results and some homework problems.
Functions: direct and inverse image of a set.
Proof by induction.
Set of real numbers: Brief introduction, absolute value.
1.1 Review of Sets

This section is only intended as a quick review of material the reader needs
to know for these notes. For a more thorough treatment of sets, the reader is
invited to read books on set theory.
De…nition 1.1.1 (Set) A set is a well-de…ned, unordered collection of distinct

objects. Well-de…ned means that given an object and a set, we can tell if the
object is in the set. The objects in a set are called its elements. If x is an
element of a set A, we write x 2 A. This is read "x is an element of A".
1
2CHAPTER 1. REVIEW MATERIAL: SETS, FUNCTIONS AND MATHEMATICAL INDUCTION
A set can be …nite or in…nite. Sets are usually named using a capital letter
such as A, B, ... The words sets, collection, family are all synonymous. The
order in which the elements are listed is not relevant. In other words, two sets
are equal if and only if they contain the same elements, regardless of the order
in which they appear.
1.1.1 Examples and Notation

There are di¤erent ways of representing a set.
1. We can list all the elements of the set, or, we list enough elements until a
pattern is established, then we add ”...”. In both cases, the elements are
surrounded by curly brackets.
Example 1.1.2 A = f1; 2; 4g represents the set consisting of the numbers

1, 2, and 4.
Example 1.1.3 B = f1; 2; 3; :::g represents the set of natural numbers.
Example 1.1.4 P = ff1; 2g ; f2; 3gg. The elements of a set can be sets
themselves.
2. We give a rule or a condition to be satis…ed in order to belong to a set. If

P (x) denotes the condition to be satis…ed, we can de…ne a set by writing
fx : P (x)g. This means the set of x0 s such that P (x) is true. Since this
is real analysis, we will assume that the x0 s come from R. If this is not
the case, we must specify the set they come from. If they come from a set
A, then we write fx 2 A : P (x)g.
Example 1.1.5 A = fx 2 N : x is eveng is the same as f2; 4; 6; :::g
Remark 1.1.6 In the above de…nition, : is read "such that".
Example 1.1.7 C = fx 2 R : 2 < x < 5g

nm o
Example 1.1.8 Q= : m 2 Z, n 2 Z and n 6= 0
n
1.1.2 Special Symbols

There are some special symbols associated with sets. Some of these symbols
include:
2 means ”is a member of”. When we write 2 2 A, we mean that the

element 2 is a member of the set called A.
2
= means ”is not a member of”.
1.1. REVIEW OF SETS 3
means "is included in but not equal to" or ”is a proper subset of”.
It is used between two sets. When we write A B, we mean that A is
contained in B, the two are not equal.
means "is included in and could be equal to" or ”is a subset of”; it is
used between two sets. When we write A B, it is understood that A is
contained in B and could be equal to B:
? denotes the empty set. It is also called the void set or the null set.
If A is a set, we denote jAj the cardinality of A that is the number of

elements of A. If A has n distinct elements, then jAj = n and A is said to
be …nite. If A is not …nite, it is said to be in…nite.
Remark 1.1.9 Let A and B be two sets.
1. To show A B, one must show that if we pick an arbitrary element x in

A then x is also in B.
2. To show A B one must show that A B and that B has at least one
element which is not in A.
3. It should be clear that ? A for every set A.
Some sets which are used often have a special name.
N = f1; 2; 3; :::g represents the set of natural numbers or positive in-

tegers.
Z = f:::; 2; 1; 0; 1; 2; :::g represents the set of integers.

nm o
Q= : m; n 2 Z and n 6= 0 represents the set of rational numbers.
n
R represents the set of real numbers.
If A is any set, then the power set of A, denoted P (A), is the set of all
subsets of A (including ? and A). For example if A = f1; 2; 3g then
P (A) = f?; f1g ; f2g ; f3g ; f1; 2g ; f1; 3g ; f2; 3g ; f1; 2; 3gg
It can be shown that if A has n elements, then P (A) has 2n elements that
is jP (A)j = 2n .
1.1.3 Operations on Sets

There are four operations on sets you should know about. They are [ (union),
\ (intersection), (or n) (di¤erence or relative complement) and (Cartesian
product). These operations are de…ned below. Let us assume we have two sets
A and B.
Union
The union of A and B, denoted A [ B is de…ned by:
A[B = fx : x 2 A or x 2 Bg i.e. it consists of the elements which are either
in A or in B.
Intersection
The intersection of A and B, denoted A \ B is de…ned by:
A \ B = fx : x 2 A and x 2 Bg i.e. it consists of the elements which are in
both A and B.
Relative Complement
The relative complement of B in A, denoted A n B or A B (we will use A n B
as A B also means fa b : a 2 A and b 2 Bg) is de…ned by:
A n B = fx : x 2 A and x 2 = Bg i.e. it consists of the elements of A which
are not also in B.
Sometimes, when all the sets we are working with are subsets of a …xed set
we will call X, then instead of writing X n A or X A, we write AC . This set
is called the complement of A. It is understood that it is the complement of
A in X. For example, in these notes, R is the set where all our elements come
from, unless speci…ed otherwise. So, if we write AC , it will mean R A.
If A and B are two sets, A n B 6= B n A in general.
Cartesian Product
The Cartesian product of A and B, denoted A B is de…ned by:
A B = f(x; y) : x 2 A and y 2 Bg. This is called the Cartesian product of
A and B. It is the set of all ordered pairs whose …rst element comes from A
and second element from B.
Because it is a set of ordered pairs, if A and B are di¤erent sets, A B 6=
B A.
Remark 1.1.10 The Cartesian product of R with itself, R R is denoted R2 .
Figures 1.1, 1.2 and 1.3 illustrate the …rst three operations.
Example 1.1.11 Given A = f0; 1; 2; 3; 4; 5; 6g and B = f5; 6; 7; 8; 9g, then we

have:
A [ B = f0; 1; 2; 3; 4; 5; 6; 7; 8; 9g
A \ B = f5; 6g
A n B = f0; 1; 2; 3; 4g
B n A = f7; 8; 9g
Figure 1.1: Union of Sets: A [ B
Figure 1.2: Intersection of Sets: A \ B

Figure 1.3: Di¤erence of Sets: A B
Example 1.1.12 Given A = fa; bg and B = f1; 2g we have:
A B = f(a; 1) ; (a; 2) ; (b; 1) ; (b; 2)g

B A = f(1; a) ; (1; b) ; (2; a) ; (2; b)g
Remark 1.1.13 From the two examples above, you notice that, in general, A n
B 6= B n A and A B 6= B A.
1.1.4 Some Results About Sets

Let us make a few remarks before we state and prove some important results.
Remark 1.1.14 The standard technique to prove that two sets A and B are
equal (that is A = B) is to prove that A B and B A.
Remark 1.1.15 Often, when proving some result about the elements of a set
A, we start by picking an arbitrary element of that set by using a statement like
"Let x 2 A....". However, this statement makes sense only if A has elements,
in other words A 6= ?. If we do not know that fact, we will have to consider the
special case A = ? as part of the proof.
Theorem 1.1.16 Let A; B; and C be three sets. Then, the following properties
are satis…ed:
1. ? A
2. A \ A = A, A [ A = A
3. A \ ? = ?, A [ ? = A
4. Commutative law. A [ B = B [ A and A \ B = B \ A
5. Associative law. A[(B [ C) = (A [ B)[C and A\(B \ C) = (A \ B)\C
6. Distributive laws. A [ (B \ C) = (A [ B) \ (A [ C) and A \ (B [ C) =
(A \ B) [ (A \ C)
7. If in addition, A B then A [ B = B and A \ B = A
Proof. We only prove a few of the statements. For the other ones, see problems
at the end of the section.
1. For this proof, it is easier to consider what it would take for this statement
to be false. There would have to be an element of ? which is not in A.
But this cannot happen since there are no elements in ?. So the statement
cannot be false, hence it is true.
2. We only prove A\A = A. Though this statement seems pretty obvious, we
need to prove it. This can only be done by using "irrefutable" arguments.
One way to show two sets are equal is to show we have inclusion both
ways. So, we show A \ A A and A A \ A.
A\A A. If A\A = ? then the result holds since the empty set is a
subset of every set. If A \ A 6= ? then we pick an arbitrary x 2 A \ A
and show that x 2 A. If x 2 A \ A =) x 2 A and x 2 A =) x 2 A.
A A \ A. If A = ? then the result holds since the empty set is a
subset of every set. If A 6= ? then we pick an arbitrary x 2 A and
show that x 2 A \ A. If x 2 A =) x 2 A and x 2 A =) x 2 A \ A.
De…nition 1.1.17 (Disjoint Sets) Two nonempty sets A and B are said to
be disjoint if they do not intersect that is if A \ B = ?.
Remark 1.1.18 It should be clear to the reader that if A = ? or B = ? then

A \ B = ?.
Theorem 1.1.19 A\B and AnB are disjoint sets. Furthermore, A = (A \ B)[
(A n B).
Proof. We …rst prove the sets are disjoint. We then prove A = (A \ B) [
(A n B), by showing that A (A \ B) [ (A n B) and (A \ B) [ (A n B) A.
Proof that the sets are disjoint. The result seems obvious if we look at
Figure 1.3. However, this is just a speci…c case. We need to establish this
fact in general. We show the sets are disjoint by showing an element x
cannot be in both sets at the same time. If x 2 A \ B, then it is in both A
and B. Hence, it cannot be in A n B. Similarly, if x 2 A n B, then x 2 =B
hence it cannot be in A \ B.
Proof that A (A \ B) [ (A n B). If A = ?, the result follows since ?

is a subset of any set. If A 6= ?, the we pick x 2 A. Either x 2 B in
which case x 2 A \ B, or x 2= B in which case x 2 A n B. It follows that
x 2 (A \ B) [ (A n B) hence A (A \ B) [ (A n B).
Proof that (A \ B) [ (A n B) A. If (A \ B) [ (A n B) = ?, the result

follows since ? is a subset of any set. If (A \ B) [ (A n B) 6= ? then let
x 2 (A \ B) [ (A n B). Either x 2 A \ B or x 2 A n B. In both cases.
x 2 A hence (A \ B) [ (A n B) A.
Theorem 1.1.20 (De Morgan’s Laws) Let A, B, and C be sets. Then the
following holds:
1. A n (B \ C) = (A n B) [ (A n C)
2. A n (B [ C) = (A n B) \ (A n C)
Proof. We only prove the …rst part. The second one is left as an exercise.
First, we show that A n (B \ C) (A n B) [ (A n C). Let x 2 A n (B \ C).
Then, x 2 A and x 2 = B \ C. So, x 2 A and either x 2 = B or x 2
= C . If x 2=B
then x 2 A n B since x 2 A. Similarly, if x 2 = C then x 2 A n C. Therefore,
either x 2 A n B or x 2 A n C. Hence, x 2 (A n B) [ (A n C).
Next, we show that (A n B) [ (A n C) A n (B \ C). Let x 2 (A n B) [ (A n C).
Either x 2 A n B or x 2 A n C. So, either x 2 A and x 2
= B or x 2 A and x 2
= C.
In both cases, x 2 A and either x 2
= B or x 2= C. So, x 2 A and x 2
= B \ C that
is x 2 A n (B \ C).
Remark 1.1.21 If we assume that both A and B are subsets of a …xed set X
and we wish to express the relative complement with respect to X, then theorem
1.1.20 can be written
c
1. (A \ B) = Ac [ B c
c
2. (A [ B) = Ac \ B c
1.1.5 Exercises
1. Prove Theorem 1.1.16.
2. Prove the second part of Theorem 1.1.20.
3. Let A and B be two non-empty sets.
(a) Prove that A \ B A

(b) Prove that A A[B
4. Let D denote the set of elements which either belong to A or to B but

not to both. Prove that D = (A n B) [ (B n A). This set is often called
the symmetric di¤erence of A and B.
5. Show that the set D de…ned in the previous problem is also given by
D = (A [ B) n (A \ B)
6. Read about Richard Dedekind and his contribution to the construction of
the set of real numbers.
7. Do the same for Georg Cantor.
8. Let
A = f 1; 0; 1; 2g
B = f 2; 3g
C = f 2; 0; 1; 5g
(a) Find the following:

A[B
B[C
A\B
B\C
A\C
A \ (B [ C)
AnB
C nB
A n (B [ C)
(b) Find the following:
A B
C B
(A B) \ (C B)
(A \ C) B
(c) On the basis of your answer in (b), what might you conjecture about
(A \ C) B for arbitrary sets A; B; C?
9. Let
A = fx 2 R : 1 x 5g
B = fx 2 R : 0 x 3g
C = fx 2 R : 2 x 4g
(a) Find each of the following:

A\B
A\Z
B\C
A[B
B[C
(b) Find each of the following:
A B
A C
(A B) [ (A C)
A (B [ C)
(c) Sketch the sets (A B) [ (A C) and A (B [ C)
(d) On the basis of your answer in (c), what might you conjecture about
A (B [ C) for arbitrary sets A; B; C?
10. If A is a subset of X, prove that:
(a) A [ Ac = X
(b) A \ Ac = ?
c
(c) (Ac ) = A
11. Verify that a set with three elements has eight subsets.
12. If A and B are subsets of a set X, prove that A n B = A \ B c
13. If A and B are any sets prove that A n B and A \ B are disjoint and that
A = (A n B) [ (A \ B)
14. Prove that A (B1 [ B2 ) = (A B1 ) [ (A B2 ). Prove the same result

for intersection.
15. Suppose that A; C are subsets of X and B; D are subsets of Y . Prove that
(A B) \ (C D) = (A \ C) (B \ D)
16. What is jP (?)j?
17. Let A and B be sets. Prove that A \ B A [ B.
18. Let A, E and F be three sets.
(a) Prove that if both E A and F A then E \ F A.

(b) Prove hat if A E and A F then A E [ F.
(c) Prove hat if A E and A F then A E \ F.
(d) Prove that if both E A and F A then E [ F A.
(e) Prove that if E F then A \ E A \ F.

(f) Prove that if E F then A [ E A [ F.
19. Let A, B and C be sets. Determine if the statements below are true or
false. If you think they are true, prove them. If you think they are wrong,
either explain why or give a counterexample.
(a) If A B \ C then A B and A C.

(b) If A B [ C then A B or A C.
1.2 Functions
1.2.1 What is a Function?
In this section, we only consider functions of one variable. Loosely speaking, a
function is a special relation which exists between two variables. In introductory
mathematics classes, the de…nition below is the one which is usually given for a
function.
De…nition 1.2.1 (function) Let A and B denote two sets.
1. A function f from A to B (or from A into B) is a rule which assigns a

unique y 2 B to each x 2 A. We write y = f (x). f (x) denotes the value
of the function at x.
2. x is called the independent variable (also called an input value), y is the
dependent variable (also called an output value). Remember, if we say
that y is a function of x, it implies that it depends on x.
3. The domain of f is A, the set of values of x. It is also denoted D (f ) or
Dom f . When the domain of a function is not given, it is understood to
be the largest set of real numbers for which the function is de…ned.
4. The range of f is the set R (f ) = ff (x) : x 2 D (f )g. It is also denoted
Range f .
A function can also be de…ned in terms of pairs. In this manner, we simply

give the pairs of elements which are in relation. More precisely,
De…nition 1.2.2 (function) Let A and B denote two sets. A function from
A to B is a subset of A B that is a set of ordered pairs with the property that
whenever (a; b) 2 f and (a; c) 2 f then b = c.
When we say that (a; b) 2 f , it means that b = f (a). With this form of the
de…nition, the domain of f is simply the set of …rst members of each pair, the
range is the set of second members. A set of ordered pairs is a function if no
two pairs have the same …rst member and di¤erent second member.
At this stage, it is also important for students to understand the di¤erence
between f and f (x). f is a function. As we have seen in the above de…nition,
it is a set of ordered pairs. f (x) is an element of R (f ), the range of f .
A function from A into R is called real-valued.
De…nition 1.2.3 (mapping) If f is a function from A to B, we also say that

f is a mapping from A into B, or that f maps A into B. We often write:
f :A!B
De…nition 1.2.4 (image) If f is a function from A to B and y = f (x) (or if

(x; y) 2 f ), then we say that y is the image of x under f .
1.2. FUNCTIONS 13
The following proposition follows from the de…nition of a function.
Proposition 1.2.5 (vertical line test) A graph is the graph of a function if

it passes the vertical line test, that is if no vertical line can intersect the graph
in more than one point.
Example 1.2.6 Let A = f0; 1; 2; 3; 4; 5g and B = R. Let
f = f(0; 6) ; (1; 54) ; (2; 70) ; (3; 54) ; (4; 6) ; (5; 74)g
It is easy to see that f is a function. Each x 2 A belongs to exactly one pair in

f . The fact that some pairs have the same second component does not contradict
the de…nition of a function. Though it indicates something else we will study
soon.
Example 1.2.7 With A and B as in the previous example,
g = f(0; 6) ; (1; 54) ; (1; 74) ; (2; 70) ; (3; 54) ; (4; 6) ; (5; 74)g
is not a function. The pairs (1; 54) and (1; 74) have the same …rst component
but have di¤ erent second components. This violates the de…nition of a function.
Example 1.2.8 Often, a function is given by a formula which gives the rela-
tionship between input and output values as in this example. Let A = B = R.
We de…ne the function h by
h = (x; y) 2 R2 : y = x2 + 1
In other words, h (x) = x2 + 1.
Example 1.2.9 The identity function, denoted i, is de…ned on any non-empty

set A by:
i = f(x; x) : x 2 Ag
In other words, this function maps every element of A into itself, that is i (x) = x
for any x 2 A.
Remark 1.2.10 A formula is not enough to de…ne a function. Its domain

must also be speci…ed. Two functions are equal if they have the same set of
ordered pairs. When functions are given by a formula, two functions are equal
if they have the same domain and they de…ne the same relation between input
and output values.
1.2.2 Operations on Functions

Addition, Subtraction, Multiplication and Division
Usually, a function is de…ned by de…ning the action this function has on elements
of its domain. Let f and g be two functions, call D (f ) the domain of f and D (g)
the domain of g. We de…ne addition, subtraction, multiplication and division
of functions as follows:
The sum of two functions f and g, denoted f + g, is de…ned by:
(f + g) (x) = f (x) + g (x)
The domain of f + g is the set fx : x 2 D (f ) and x 2 D (g)g.
The di¤erence of two functions f and g, denoted f g, is de…ned by:
(f g) (x) = f (x) g (x)
The domain of f g is the set fx : x 2 D (f ) and x 2 D (g)g.
The product of two functions f and g, denoted f g, is de…ned by:
(f g) (x) = f (x) g (x)
The domain of f g is the set fx : x 2 D (f ) and x 2 D (g)g.
f
The division of two functions f and g, denoted , is de…ned by:
g
f f (x)
(x) =
g g (x)
f
The domain of is the set fx : x 2 D (f ) and x 2 D (g) with g (x) 6= 0g.
g
Example 1.2.11 Given f (x) = x + 1 and g (x) = x 1, …nd f + g, f g, f g,

f
, …nd their domain.
g
We …nd these functions by de…ning how they act on elements. Since both f and
g are polynomials, D (f ) and D (g) are the set of real numbers.
(f + g) (x) = f (x) + g (x) = x + 1 + x 1 = 2x. The domain of f + g is

(f g) (x) = f (x) g (x) = x + 1 (x 1) = 2. The domain of f g is

(f g) (x) = f (x) g (x) = (x + 1) (x 1) = x2 1. The domain of f g is the

set of real numbers.
f f (x) x+1 f
(x) = = . The domain of is the set of real numbers except
g g (x) x 1 g
1.
1.2. FUNCTIONS 15
Composition
Once again, let f be a function from A into B and g be a function from B into
C. The composition of f and g, denoted g f , is the function de…ned by:
(g f ) (x) = g (f (x))
We can also de…ne the composition of two functions in terms of ordered

pairs. let f be a function from A into B and g be a function from B into C.
Then,
g f = f(a; c) 2 A C : 9b 2 B for which (a; b) 2 f and (b; c) 2 gg

= f(a; c) 2 A C : c = g (f (a))g
Remark 1.2.12 The quanti…er 9 means "there exists".
The domain of g f is the set fx 2 D (f ) : f (x) 2 D (g)g that is it is the set

of elements in the domain of f such that f (x) is in the domain of g.
p
Example 1.2.13 Let f (x) = x and g (x) = x2 + 1. Find f g, g f and their
domain.
We …nd f g by …nding how it acts on an element x. By de…nition, we

have:
(f g) (x) = f (g (x))
= f x2 + 1
p
= x2 + 1
Since x2 + 1 is always de…ned, and always positive, the domain of f g is

all real numbers.
We …nd g f by …nding how it acts on an element x. By de…nition, we
have:
(g f ) (x) = g (f (x))
p
=g x
p 2
= x +1
=x+1
The domain of g f is fx 2 R : x 0g.
Remark 1.2.14 You will notice that in general f g 6= g f

p
Example 1.2.15 Find functions f and g such that (f g) (x) = x 1
It is important to notice that when we write (f
p g) (x), the function g is applied
…rst, then the function f . When we write x 1, …rst, we have to evaluate
x 1, then
p we take the square root. This suggests that g (x) = x 1, and
f (x) = x. If we verify, we get
(f g) (x) = f (g (x))
= f (x 1)
p
= x 1
Remark 1.2.16 In general, the notation f n is used to denote composition

of f with itself n times. (f f ) (x) = f (f (x)) = f 2 (x). However, with
trigonometric functions, raising to a power means multiplication. For example
2
sin2 x = (sin x) = (sin x) (sin x). Do not confuse this with f (n) which means
th
n order derivative.
1.2.3 Injections and Surjections

De…nition 1.2.17 (surjection) If f is a mapping of A into B such that R (f ) =
B, then we say that the mapping is onto. We also say that f is surjective, or
that f is a surjection.
To put it simply, a mapping from A into B is a surjection if every element

of B is the image of some element of A.
To prove that a function f from A to B is a surjection, one must prove that
for any y 2 B, there exists an x in A such that y = f (x).
Remark 1.2.18 A function f : A ! R (f ) is always a surjection.
Example 1.2.19 The function
f : R!R
x 7! x2
is not surjective. However, the function
f : R! [0; 1)
x 7! x2
is surjective.
De…nition 1.2.20 (injection) Let f be a function from A into B. f is said

to be injective, or an injection, or one-to-one if one of the three equivalent
conditions below is satis…ed.
1. f (a) = f (b) ) a = b
2. a 6= b ) f (a) 6= f (b)
3. (a; c) 2 f and (b; c) 2 f ) a = b

1.2. FUNCTIONS 17
To put it simply, a mapping from A into B is an injection if di¤erent inputs

produce di¤erent outputs.
Example 1.2.21 The function
f : R ! [ 1; 1]
x 7 ! sin x
is
h not an
i injection, f (0) = f (2 ) for example. However, its restriction to
; is an injection.
2 2
Proposition 1.2.22 (horizontal line test) The graph of a function is the
graph of an injective function if it passes the horizontal line test, that is if
no horizontal line can intersect the graph in more than one point.
De…nition 1.2.23 A function which is both an injection (one-to-one) and a

surjection (onto) is called a bijection.
1.2.4 Inverse Functions

Proposition 1.2.24 Let f be a function from A onto B. If f is an injection,
then the function f 1 : B ! A such that f 1 = f(b; a) 2 B A : (a; b) 2 f g is
also a function which is one-to-one.
Proof. The proof of this fact is left as an exercise.
1
The function f de…ned in terms of f has a name:
De…nition 1.2.25 (inverse) Let f be an injective function from A onto B.

The function f 1 = f(b; a) 2 B A : (a; b) 2 f g is called the inverse of f . It
is denoted f 1 .
1
f and f are related in many di¤erent ways. We list a few of these relations
below.
1 1
1. D (f ) = R f , R (f ) = D f . This can be seen from the de…nition.
1
2. y = f (x) () x = f (y). This can be seen from the de…nition.
1
3. f f (x) = x8x 2 D (f ). See problems at the end of this section.
1
4. f f (y) = y8y 2 R (f ). See problems at the end of this section.
You may recall from previous mathematics classes that to …nd the inverse
of a function given by a formula y = f (x), the following steps can be followed:
1. Make sure the function has an inverse (i.e. it is one-to-one).
2. In the relation y = f (x), switch x and y.

3. Solve for y in the relation you obtained above.

4. The new relation you obtained for y is the inverse function.
Example 1.2.26 Find the inverse of y = f (x) = 5x + 2.
This is a straight line which is not horizontal, so it passes the horizontal line
test. Hence it is one-to-one. If we switch x and y, we obtain
x = 5y + 2
Next, we solve for y.
x = 5y + 2 () x 2 = 5y
x 2
() y=
5
Therefore
1 x 2
f (x) =
5
1.2.5 Direct Image and Inverse Image of a Set

Let f be a function from A into B. Let E and G be two sets such that E A,
and G B.
De…nition 1.2.27 (direct image of a set) The direct image of E, denoted
f (E), is de…ned by:
f (E) = ff (x) : x 2 Eg
De…nition 1.2.28 (inverse image of a set) The inverse image of G, de-
noted f 1 (G) is de…ned by:
1
f (G) = fx 2 A : f (x) 2 Gg
Remark 1.2.29 The above de…nition does not require that f be injective or
have an inverse. f 1 (G) is simply the notation for the inverse image of G.
The reader should never think we are talking about the inverse of f .
Remark 1.2.30 If should be clear to the reader that f (E) B. Also f (A) is
the range of f . Therefore, f (A) = B () f is a surjection.
1
Remark 1.2.31 Similarly, it should be clear to the reader that f (G) A.
Let us consider an example to illustrate this de…nition.
Example 1.2.32 Consider f : N ! N de…ned by f (n) = n2 1.
1. Let E = f2; 3; 4g. Find f (E).
By de…nition, f (E) = ff (x) : x 2 Eg in other words,
f (E) = ff (2) ; f (3) ; f (4)g
= f3; 8; 15g
1.2. FUNCTIONS 19
2. Let G = f3; 4; 5; 6; 7; 8g, …nd f 1 (G).

By de…nition, f 1 (G) = fx 2 N : f (x) 2 Gg. The only whole numbers
mapping into an element of G are 2 and 3 since f (2) = 3 and f (3) = 8.
Hence
f 1 (G) = f2; 3g
Certain important set properties are preserved under the direct image or the
inverse image of a set. We list them in two theorems.
Theorem 1.2.33 Let f be a function from A into B. Let E and F be subsets

of A. The following is true:
1. If E F then f (E) f (F )
2. f (E \ F ) f (E) \ f (F )
3. f (E [ F ) = f (E) [ f (F )
4. f (E n F ) f (E)
Proof. We only prove some of these items. For the remaining ones, see the
problems at the end of this section.
1. Let y 2 f (E). Then, there exists x 2 E such that y = f (x). Because

E F , x is also in F , therefore, y = f (x) is in f (F ).
2. see problems
3. We need to show the inclusion both ways.
First, we show that f (E [ F ) f (E) [ f (F ). If f (E [ F ) = ?,

the result holds as ? is a subset of every set. Otherwise, let y 2
f (E [ F ). Then, there exists x 2 E [ F such that y = f (x). Either
x 2 E, in which case y = f (x) 2 f (E). Or, x 2 F , in which case
y = f (x) 2 f (F ). Thus, y 2 f (E) [ f (F )
Next, we show that f (E) [ f (F ) f (E [ F ). Since E E [ F,
by part 1, f (E) f (E [ F ). Similarly, F E [ F thus f (F )
f (E [ F ). It follows that f (E) [ f (F ) f (E [ F ).
4. Let y 2 f (E n F ). Then, there exists x 2 E nF such that y = f (x). Then,

x 2 E, thus y = f (x) 2 f (E).
Remark 1.2.34 To prove part 4 of the above theorem, we can also use part 1
and the fact that E n F E.
Theorem 1.2.35 Let f be a function with domain in A and range in B. Let

G and H be subsets of B. The following is true:
1 1
1. If G H then f (G) f (H)
1 1 1
2. f (G \ H) = f (G) \ f (H)
1 1 1
3. f (G [ H) = f (G) [ f (H)
1 1 1
4. f (G n H) = f (G) n f (H)
Proof. We only prove some of these items. For the remaining ones, see the
problems at the end of this section.
1. see problems
2. We need to show the inclusion both ways.
First, we show that f 1 (G \ H) f 1 (G)\f 1 (H). Since G\H

G, by part 1, f 1 (G \ H) f 1 (G). Similarly, f 1 (G \ H)
f (H). Thus, f (G \ H) f 1 (G) \ f 1 (H).
1 1
Next, we show that f 1 (G) \ f 1 (H) f 1 (G \ H). If f 1 (G) \

f 1 (H) = ?, the result holds as ? is a subset of every set. Other-
wise, let x 2 f 1 (G) \ f 1 (H). Then, x 2 f 1 (G ) thus f (x) 2 G
and x 2 f 1 (H) thus f (x) 2 H. Therefore, f (x) 2 G \ H hence,
x 2 f 1 (G \ H) by de…nition.
3. see problems
4. see problems
1.2.6 Additional Properties of a Function

General Properties
In this section, we remind the reader of some de…nitions. Theorems about these
properties will be proven later in the chapter.
De…nition 1.2.36 Let f : D ! R be a real-valued function. f is said to be:
1. Increasing, if 8a; b 2 D (a b =) f (a) f (b))
2. Decreasing, if 8a; b 2 D (a b =) f (a) f (b))
3. Strictly increasing, if 8a; b 2 D (a f (b))
5. Monotone, if it is either increasing or decreasing.
6. Strictly monotone, if it is either strictly increasing or strictly decreasing.

1.2. FUNCTIONS 21
7. Bounded above, if its range is bounded above, that is if 9M 2 R : 8x 2

D f (x) M
8. Bounded below, if its range is bounded below, that is if 9m 2 R : 8x 2
D f (x) m
9. Bounded, if it is both bounded above and below.
10. Even, if 8x 2 D x 2 D and f ( x) = f (x)
11. Odd, if 8x 2 D x 2 D and f ( x) = f (x)
x+T 2D
12. Periodic, if 9T 6= 0 2 R : 8x 2 D and f (x + T ) =
x T 2D
f (x). The smallest such T is called the period of the function.
13. Lipschitz, if 9k > 0 2 R : 8a; b 2 D jf (a) f (b)j k ja bj
1.2.7 Exercises
1. Is the subset (x; y) : x 2 R;y 2 R; and x2 + y 2 = 1 a function? Explain.
x2 1
2. De…ne the function f and g by f (x) = for x 2 R and x 6= 1 and
x 1
g (x) = x + 1 for x 2 R. Is f = g? Why?
3. Prove that if f is an injection from A onto B, then g de…ned by g =
f(b; a) : (a; b) 2 f g is a function. Then, prove this function is an injection.
4. Let f : A ! B be an bijection. Show that f 1 f (x) = x for every x
in D (f ). Also, show that f f 1 (y) = y for every y in R (f ).
5. Let f be a function from A into B. Let E and F be subsets of A.
(a) Prove that f (E \ F ) f (E) \ f (F ).

(b) Give an example which shows why the two sets are not equal.
(c) When do you think the two sets are equal, why?
6. Let f be a function with domain in A and range in B. Let G and H be

subsets of B.
1 1
(a) Prove that if G H then f (G) f (H)
1 1 1
(b) Prove that f (G [ H) = f (G) [ f (H)
1 1 1
(c) Prove that f (G H) = f (G) f (H)
7. Give at least one example of a function for each of the 13 de…nition in

de…nition 1.2.36. This means you will give at least 13 examples since
there are 13 concepts de…ned. In each case, you will specify the domain
of the function and you will prove that the function satis…es the property
you claim it satis…es.
8. Let A = f 1; 0; 1; 2g and B = N. Which of the following subsets of A B

are functions from A into B, explain.
(a) f = f( 1; 2) ; (0; 3) ; (2; 5)g

(b) g = f( 1; 2) ; (0; 7) ; (1; 1) ; (1; 3) ; (2; 7)g
(c) h = f( 1; 2) ; (0; 2) ; (1; 2) ; (2; 1)g
(d) k = f(x; y) : y = 2x + 3; x 2 Ag
9. Let f : N ! N be the function de…ned by f (n) = 2n 1. Find f (E) and

f 1 (E) for each of the following subsets E of N.
(a) f1; 2; 3; 4g
(b) f1; 3; 5; 7g
(c) N
10. Let f = (x; y) : x 2 R; y = x3 + 1 .

1
(a) Let A = fx : 1 x 2g. Find f (A) and f (A).
(b) Show that f is an injection and a surjection.
1
(c) Find f .
11. For each of the following real-valued functions, …nd the range of the func-
tions f and determine if the function is one-to-one. If f is one-to-one, …nd
the inverse function f 1 and specify the domain of f 1 .
(a) f (x) = 3x 2, D (f ) = R.
(b) f (x) = sin x, D (f ) = fx 2 R : 0 x g.
1.3. INDUCTION AND OTHER PROOF TECHNIQUES 23
1.3 Induction and Other Proof Techniques

The purpose of this section is to study the proof technique known as mathe-
matical induction. Before we do so, we will quickly review the other proof
techniques used in mathematics.
1.3.1 Review of Proof techniques Other than Induction

Direct Proofs
We derive the result to prove by combining logically the given assumptions (if
any), de…nitions, axioms and known theorems.
Example 1.3.1 Prove that the sum of two odd integers is even.
Recall that an integer n is even if n = 2k and it is odd if n = 2k + 1 for some
integer k. We start with two odd integers we call a and b. This means that there
exist integers k1 and k2 such that a = 2k1 + 1 and b = 2k2 + 1. Now,
a+b = 2k1 + 1 + 2k2 + 1

= 2k1 + 2k2 + 2
= 2 (k1 + k2 + 1)
If k1 and k2 are integers, k1 + k2 + 1 is also an integer. Hence, a + b is even.
Proof by Contrapositive
Suppose that P and Q are two statements. "If P then Q" is equivalent to its
contrapositive "if not Q then not P ". Instead of proving one, the other can be
proven.
Example 1.3.2 Prove that for any integer n, if n2 is even, so is n.

Since a number is odd, the contrapositive of this statement is "if n is odd so is
n2 . We prove that instead.
n odd =) n = 2k + 1 for some integer k

2
=) n2 = (2k + 1)
=) n2 = 4k 2 + 4k + 1
=) n2 = 2 2k 2 + 2k + 1
=) n2 is odd since 2k 2 + 2k is an integer
Proof by Contradiction
Suppose that given certain assumptions we have to prove a certain result. To
do a proof by contradiction, we prove that under the given assumptions, the
negation of the result to prove leads to some contradiction. Hence, the negation
of the result cannot be true and so the result has to be true. We show a classical
example.
p
Example 1.3.3 Show 2 is irrational.
We do a proofpby contradiction. We assume the opposite of what we want to
prove, that is 2 is rational (there are only two possibilities, either a numberpis
p Thus, 2
rational or it is irrational). We will show this leads to a contradiction.
cannot be rational, hence it must be irrational. So, suppose that 2 is rational,
p m
that is 2 = where m and n are integers with no common factors. This
n p
means that m = n 2 or m2 = 2n2 . Thus m2 is even, it follows that m is even
(see above). If m is even, then m = 2k for some integer k so that m2 = 4k 2
but m2 = 2n2 hence 2n2 = 4k 2 or n2 = 2k 2 thus n2 is even,hence n is even. It
follows that both m and n are even which is a contradiction since m and n were
supposed to have no common factors.
Proof by Exhaustion
We divide the result to prove into cases and prove each one separately.
Proof by Construction
We prove an object having certain properties exists by constructing an example
of an object with the required properties.
1.3.2 Mathematical Induction

First Principle of Mathematical Induction
Proofs by induction are often used when one tries to prove a statement made
about natural numbers or integers. Here are examples of statements where
induction would be used.
n (n + 1)
For every natural number n, 1 + 2 + 3 + ::: + n =
2
n
If x > 1, and n is a natural number, then (1 + x) 1 + nx
The principle of mathematical induction, states the following:
Theorem 1.3.4 (Induction) Let P (n) denote a statement about natural num-
bers with the following properties:
1. The statement is true when n = 1 i.e. P (1) is true.
2. P (k + 1) is true whenever P (k) is true for any positive integer k.
Then, P (n) is true for all n 2 N.
Remark 1.3.5 The case n = 1 is called the base case.

Remark 1.3.6 The principle of mathematical induction is also true if instead

of starting at 1, we start at any integer n0 . In other words, if we prove that
P (n0 ) is true and P (k + 1) is true whenever P (k) is true , k n0 , then P (n)
will be true for all n 2 Z such that n n0 .
Remark 1.3.7 When doing a proof by induction, it is important to write ex-

plicitly what the statement P (n) is so we know what we have to prove for a
given n. Before proving P (1), write clearly what P (1) says. Similarly, when
we assume P (k) true and want to deduce P (k + 1), write clearly what both
P (k) and P (k + 1) say so we know what we are assuming and what we need to
prove.
The theorem can easily be proven if we assume an important result about N.

This result is called the well ordering principle, which we will take as an axiom.
Axiom 1.3.8 (Well Ordering Principle) Every nonempty subset of N has a

smallest element. In other words, if A N and A 6= ? then there exists n 2 A
such that n k for all k 2 A.
Example 1.3.9 S = f1; 3; 5; 7; 9g is a subset of N. Its smallest element is 1.
Remark 1.3.10 Can we say the same about subsets of positive real numbers?
We can now prove theorem 1.3.4 using a proof by contradiction.

Proof of the Principle of Mathematical Induction. Suppose the hy-
potheses of theorem 1.3.4 are true but the conclusion is false. That is, for some
k, P (k) is false. let A = fk 2 N : P (k) is falseg. Then A N and A 6= ?. So,
it has a smallest element, call it k0 . In particular, P (k0 1) is true since k0
is the smallest number for which P (k) is false. But by the hypotheses of the
theorem, if P (k0 1) is true, so should P (k0 ). Which means k0 2 = A, which is
a contradiction. So, P (n) must be true for all n 2 N.
We illustrate this principle with some examples which we state as theorems.
n (n + 1)
Theorem 1.3.11 If n is a natural number, then 1 + 2 + 3 + ::: + n =
2
Proof. We do a proof by induction (though a nice direct proof also exists).
n (n + 1)
Let P (n) denote the statement that 1 + 2 + 3 + ::: + n = . We would
2
1 (1 + 1)
like to show that P (n) is true for all n. P (1) states that 1 = which
2
is true. This establishes that P (1) is true. Next, we assume that P (k) holds
for some natural number k. We wish to prove that P (k + 1) also holds. We
begin by writing what P (k) and P (k + 1) represent so that we know what we are
k (k + 1)
assuming and what we have to prove. P (k) says that 1+2+3+:::+k = .
2
(k + 1) (k + 2)
P (k + 1) says that 1 + 2 + 3 + ::: + k + (k + 1) = . Now,
2
1 + 2 + 3 + ::: + k + (k + 1) = (1 + 2 + 3 + ::: + k) + k + 1
k (k + 1)
= + k + 1 by assumption
2
k (k + 1) 2 (k + 1)
= +
2 2
(k + 1) (k + 2)
=
2
So, we see that P (k + 1) holds. Therefore, by induction, P (n) holds for all n.
Remark 1.3.12 Proving that P (1) is true is essential. Consider the statement
n + 1 = n for all n 0. This is obviously false. However, if we do not bother to
check whether P (1) is true and we assume that P (k) is true then we can prove
that P (k + 1) is also true. P (k + 1) says that n + 2 = n + 1.
n+2 = n+1+1
= n + 1 by assumption since n + 1 = n
Thus we would have proven that n + 1 = n.
Theorem 1.3.13 (Bernoulli’s inequality) If x > 1, and n is a natural

n
number, then (1 + x) 1 + nx
Proof. We do a proof by induction. Let P (n) be the statement that x 1,
n
and n is a natural number, then (1 + x) 1 + nx.
P (1) would be the statement 1 + x 1 + x, which is obviously true.

k
Assume P (k) is true, that is (1 + x) 1 + kx: we wish to prove that
k+1
P (k + 1) is also true, that is (1 + x) 1 + (k + 1) x.
k+1 k
(1 + x) = (1 + x) (1 + x)
(1 + kx) (1 + x) by assumption and since x > 1
1 + (k + 1) x + kx2
1 + (k + 1) x
Thus, P (k + 1) holds. It follows by induction that P (n) holds for every

n.
Sometimes, it is not easy to deduce that P (k + 1) is true knowing that P (k)

is true, especially if we do not have a relationship between P (k) and P (k + 1).
In such cases, another form of mathematical induction can be used.
Second Principle of Mathematical Induction

Theorem 1.3.14 (Second Principle of Mathematical Induction) Let P (n)
denote a statement about natural numbers with the following properties:
1. The statement is true when n = 1 i.e. P (1) is true.

2. P (k) is true whenever P (j) is true for all positive integers 1 j < k.
Then, P (n) is true for every natural number.
1
Example 1.3.15 Consider f : N ! R de…ned by f (1) = 0, f (2) = , and
3
n 1
for n > 2 by f (n) = f (n 2). By computing values of f (n) for n =
n+1
3; 4; 5; 6, give a conjecture as to what a direct formula for f might be. Prove
your conjecture by induction.
2 2
f (3) = f (1) = 0 = 0
4 4
3 3 1 3 1
f (4) = f (2) = : = =
5 5 3 15 5
4
f (5) = f (3) = 0
6
5 5 1 1
f (6) = f (4) = : =
7 7 5 7
(
0 if n is odd
It seems that f (n) = 1 We need to prove this.
if n is even
n+1
Proof of the conjecture. We can see from the computations that the con-
jecture is true for n = 1; 2. Suppose that n > 2. Suppose our conjecture
holds for all k < n. We need to prove the conjecture also holds for n. If
n 1
n is odd, then f (n) = f (n 2). Since n is odd, so is n 2. Be-
n+1
cause n 2 < n, the conjecture is true for n 2, so f (n 2) = 0 hence
n 1
f (n) = 0. If n is even, then f (n) = f (n 2). n 2 is also even
n+1
1
and the conjecture holds for it. So, f (n 2) = . Therefore
n 1
n 1
f (n) = f (n 2)
n+1
n 1 1
=
n+1n 1
1
=
n+1
The conjecture is proven.
1.3.3 Exercises
n n (n 1) 2
1. Prove by induction that (1 + x) 1 + nx + x when x 0.
2
n n (n 1) 2
2. Prove by induction that (1 x) 1 nx + x when 0 x < 1.
2
3. Prove by induction that if a1 ; a2 ; :::an are all non-negative, then (1 + a1 ) (1 + a2 ) ::: (1 + an )
1 + a1 + a2 + ::: + an .
1 1 1 n
4. Prove by induction that + + ::: + = .
1 2 2 3 n (n + 1) n+1
5. Use mathematical induction to show that the identities below are valid
for any n 2 N.
(a) 1 + 3 + 5 + ::: + (2n 1) = n2 .

n (n + 1) (2n + 1)
(b) 12 + 22 + 32 + ::: + n2 = .
6
2
1
(c) 13 + 23 + 33 + ::: + n3 = n (n + 1) .
2
(d) 2 + 22 + 23 + ::: + 2n = 2 (2n 1).
(e) xn+1 y n+1 = (x y) xn + xn 1 y + xn 2 y 2 + ::: + xy n 1
+ yn .
6. Use mathematical induction to establish the identities below for the given
values of n. If no value is speci…ed, you also need to …nd the smallest
value of n that will work.
(a) 2n > n for all n 2 N.

(b) 2n > n2 for all n 2 N such that n 5.
(c) n! > 2n for all n 2 N such that n 4.
(d) n! > 2n 1 .
7. In the questions below, f is a function with domain N. In each case, use

the given information to …nd a formula for f (n) then use mathematical
induction to prove your formula is correct.
1 1
(a) f (1) = , and for n > 1, f (n) = (n 1) f (n 1) .
2 n+1
(b) f (1) = 1, f (2) = 4, and for n > 2, f (n) = 2f (n 1) f (n 2) + 2.
8. Let f : N ! R be de…ned recursively by:

f (1) = 1
f (2) = 2
1
f (n + 2) = [f (n + 1) + f (n)]
2
Use mathematical induction to prove that 1 f (n) 2 for every n 2 N.
1.4. THE SET OF REAL NUMBERS: QUICK DEFINITION AND BASIC PROPERTIES29
1.4 The set of Real Numbers: Quick De…nition

and Basic Properties
Though it is possible to construct the set of real numbers from scratch (as did
Cantor and Dedekind) and derive its properties from the fundamental axioms of
set theory, this process is too big a task and beyond the scope of an introductory
course in real analysis. Instead, we will make certain assumptions and derive all
the important properties of R from these assumptions. Most of the properties
we will derive are already known to you. The goal here is to see how they can
be proven using only our assumptions and what has already been proven.
More precisely, we assume we are given the following:
1. The set of real numbers R.
2. Two binary operations (addition, denoted + and multiplication, denoted

:)
3. An order relation < : See section 1.5
4. We will also assume a set of properties (see section 1.4.2). From these as-
sumptions, we will prove most of the important results about real numbers,
needed for this class. Finally, we will assume the axiom of completeness
(see section 2.1). When we want to talk about the real numbers together
with the two binary operations, we will use the notation (R; +; :). Before
we do this though, let us give an intuitive presentation of the real numbers.
1.4.1 Intuitive De…nition of the Real Numbers

The concept of number is fundamental to our way of life. The concept of natural
numbers, or the numbers we use to count is grasped as an early age. This set,
is denoted N. Thus,
N = f1; 2; 3; :::g
Very soon one realizes that the natural numbers are not enough. If we think
of numbers as used in counting to represent things one owns, then how does
one represent what one owes? The answer is by putting a negative sign. If we
combine the natural numbers, their negative and zero, we get the set of integers.
This set is denoted by Z. Thus
Z = f0; 1; 2; 3; :::g
As one learns about multiplication and division, one realizes that Z is not
enough. For example, if we try to divide 2 by 3, the answer is not an integer.
Thus, we are quickly forced to introduce new numbers, the rational numbers.
The set of rational numbers is denoted by Q. Its de…nition is
nm o
Q= : m 2 Z, n 2 Z and n 6= 0
n
Then, we ask the question: do we have all the numbers we’ll ever need with the
rational numbers? The answer is no, and it has been known for a long time.
Around 500 BC, Pythagora knew that not every quantity could be expressed
as a rational number. Consider for example a right triangle in which the length
of the sides around the right angle is 1. Then, the length x of the hypotenuse
satis…es 12 + 12 = x2 . In other words x2 = 2. What is the number x such that
x2 = 2? We know thispnumber exists because we can p construct such a triangle.
We call this number 2: Pythagora proved that 2 is not a rational number.
It is not the only one. is not rational, neither is e. If p is a prime number,
p
one can show that p is not rational. When a number is not rational, we say
that it is irrational. There are more irrational numbers than rational ones. If
we represent the rational numbers as dots on a line, there will be more empty
spaces than dots. There are several categories of numbers which are irrational.
We will not discuss those here. p
Before we look at the properties of the real numbers, we prove that 2 is
irrational using Pythagora’ proof. We begin with a lemma which proof is left
as an exercise.
Lemma 1.4.1 Let n be an integer. If n2 is even then n must also be even.

Proof. See exercises.
We are now ready for Pythagora’ proof. We state the result as a theorem
and give its proof.
Theorem 1.4.2 There does not exist a rational number r such that r2 = 2.
Proof. We do a proof by contradiction. Suppose there exists integers a and
a a
b 6= 0 such that r = , r2 = 2 and assume is already in lowest terms that is
b b
a2
a and b do not have any common factors. Then, 2 = 2 or a2 = 2b2 . Thus a2
b
is even. It follows that a is even from lemma 1.4.1. Thus there exists a number
k such that a = 2k. It follows that 2b2 = 4k 2 or b2 = 2k 2 . Hence, b2 is even,
a
thus b is even. Which contradicts the fact that was in lowest terms.
b
Let us now look at the essential properties which de…ne the set of real num-
bers.
1.4.2 Algebraic Properties of R

(R; +; :) is a …eld that is the following properties are satis…ed:
Closure R is closed under both operations, that is if a 2 R and b 2 R then a+b 2 R

and ab 2 R.
(A1) 8a; b 2 R, a + b = b + a. (+ is commutative)
(A2) 8a; b; c 2 R, (a + b) + c = a + (b + c). (+ is associative)

(A3) There exists an element denoted 0 in R with the property: 8a 2 R, a+0 =

0 + a = a. 0 is called the additive identity element.
(A4) For each element a in R, there exists an element denoted a, called the
additive inverse of a with the property: a + ( a) = ( a) + a = 0.
(M1) 8a; b 2 R, a:b = b:a. (: is commutative)
(M2) 8a; b; c 2 R, (a:b) :c = a: (b:c). (: is associative)
(M3) There exists an element denoted 1 6= 0 in R with the property: 8a 6= 0 2 R,
a:1 = 1:a = a. 1 is called the multiplicative identity element.
(M4) For each element a 6= 0 in R, there exists an element denoted 1=a, called
the multiplicative inverse of a with the property: a: (1=a) = (1=a) :a = 1.
(D) 8a; b; c 2 R, a: (b + c) = (a:b) + (a:c) and (b + c) :a = (b:a) + (c:a). (mul-
tiplication is distributive over addition)
Remark 1.4.3 1. Properties (A2) (A4) mean that (R; +) is a group.
2. Adding property (A1) means that (R; +) is a commutative group also
called an abelian group.
1.4.3 Important Basic Properties of Real Numbers

The properties which follow do not depend on the fact that we are dealing with
real numbers. They depend on the fact that R is a …eld. Thus, they do not really
belong to a real analysis class. Students should have studied (or will study) in
a modern algebra class these properties and how to prove them. They are given
here because they are essential to the everyday manipulations we perform when
we work with real numbers. However, we will not spend time on them. We take
many of these properties for granted. Yet, without them, many of the things we
do with real numbers would not be possible. First, we establish uniqueness of
the identity element as well as uniqueness of the inverse under both operations.
This fact is a direct consequence of the properties of each operation; it has
nothing to do with the fact that we are working with real numbers.
Theorem 1.4.4 The additive and multiplicative identity are unique.
Proof. We only prove uniqueness of the additive identity. For this, we will
prove that if x is an element of R such that x + a = a for every a 2 R, then
x = 0.
x=x+0
= x + (a + ( a))
= (x + a) + ( a)
= a + ( a)
=0
Theorem 1.4.5 The additive and multiplicative inverses are unique.

Proof. We only prove uniqueness of the additive inverse. For this, we will
prove that if a and b are elements of R such that a + b = 0 then b = a.
b=0+b
= (( a) + a) + b
= ( a) + (a + b)
= ( a) + 0
= a
Remark 1.4.6 Properties (A4) and (M4) guarantee the possibility of solving
the equations a + x = 0 and a:x = 1. Theorem 1.4.5 guarantees the uniqueness
of the solution. We now generalize this result.
Many problems in mathematics involve solving one or more equations. The

next two theorems play an important role in …nding the solutions of equations.
Theorem 1.4.7 1. Let a and b be arbitrary elements of R. then the equation

a + x = b has the unique solution x = ( a) + b
2. Let a 6= 0 and b be arbitrary elements of R. then the equation a:x = b has

the unique solution x = b: (1=a)
Proof. In both cases, we have to show that there is a solution. This can be
done easily by verifying that the given solution is indeed a solution. Then, we
have to show that it is unique. The details of the proof are left as an exercise.
Theorem 1.4.8 (Cancellation Laws) Suppose that a, b and x are real num-
bers. Then the following is true:
1. a + x = b + x =) a = b
2. If in addition x 6= 0 then a:x = b:x =) a = b

Proof. We prove each part separately.
(a) Choose y such that x + y = 0. Then,
a+x = b + x =) (a + x) + y = (b + x) + y
=) a + (x + y) = b + (x + y)
=) a+0=b+0
=) a=b
(b) Since x 6= 0, choose y such that xy = 1. Then
a:x = b:x =) (a:x) :y = (b:x) :y

=) a: (x:y) = b: (x:y)
=) a:1 = b:1
=) a = b
We now look at various miscellaneous properties of the set of real numbers.

The order in which we list them is important in the sense that the proof of some
of these properties depend on other properties.
Theorem 1.4.9 If a and b are any elements of R then
1. a:0 = 0
2. a = ( 1) :a
3. (a + b) = ( a) + ( b)
4. ( a) = a
5. ( 1) : ( 1) = 1
Proof.
1. Since 0+0 = 0, we have (0 + 0) :a = 0:a. Using the distributive law we can
write it as 0:a+0:a = 0:a. This in turn can be written as 0:a+0:a = 0:a+0.
Finally, using the cancellation law for addition, we obtain 0:a = 0.
2. Theorem 1.4.5 establishes the fact that every non-zero real number a has a
unique additive inverse a. If we can show that ( 1) :a has the properties
of the additive inverse of a, the result will follow.
a + ( 1) :a = 1:a + ( 1) :a
= (1 + ( 1)) :a
= 0:a
=0
3. Left as an exercise
4. a + ( a) = 0 implies that a is the additive inverse of a. But the additive
inverse of a is, by (A4) ( a). Since the additive inverse of a element
is unique, it follows that ( a) = a.
5. The details are left as an exercise. Combine parts 2 and 4 .
Theorem 1.4.10 1. If a 2 R and a 6= 0, then 1=a 6= 0 and 1= (1=a) = a
2. Suppose that a 2 R, b 2 R . Then, a:b = 0 () a = 0 or b = 0.
3. Suppose that a 2 R, b 2 R . Then ( a) : ( b) = a:b
4. If a 2 R and a 6= 0, then 1= ( a) = (1=a)

Proof.
1. Since a 6= 0, 1=a exists by (M4). If we had 1=a = 0, we would have
1 = a: (1=a)
= a:0
=0
which is a contradiction. Thus, 1=a 6= 0.

Since a: (1=a) = 1, a is the multiplicative inverse of (1=a). But, by (M4),
the multiplicative inverse of 1=a is 1= (1=a). Since the multiplicative in-
verse of an element is unique, 1= (1=a) = a.
2. Left as an exercise.
3. Left as an exercise.
4. Since a 6= 0, a 6= 0, so 1= ( a) exists . Furthermore,
1 = a: (1=a)
= ( a) ( (1=a)) by part 3 of this theorem
Thus, -(1=a) is the multiplicative inverse of a. But by (M4), the mul-

tiplicative inverse of a should be 1= ( a). By uniqueness of the multi-
plicative inverse, it follows that 1= ( a) = (1=a).
From this point on, we will drop the use of the dot to denote multiplication.
We will write:
ab instead of a:b
a2 for aa, a3 for a2 a = aaa, ... an+1 for (an ) a for n 2 N.
b a for b + ( a) or ( a) + b
1 n
a for 1=a and a for 1= (an )
a
or a=b for a (1=b)
b
1.4.4 Exercises
As you do these problems, keep in mind that you already know all these results.
The goal is to prove them using all the assumptions we have made as well as
what you have already proven. When I ask you to prove a result stated in the
notes, you can only use all the assumptions we have made as well as the results
proven up to the result I am asking you to prove. If the question is a stand
alone question, then you can use all the results stated in the notes as well as all
the problems up to the question you are working on.
1. Finish proving theorem 1.4.4.

6. Prove that a + a = 0 =) a = 0 for any arbitrary real number a.

7. Prove that if n is an integer and n is even, then n2 is also even.
8. Prove lemma 1.4.1.
9. Prove that if n2 is an odd integer, then n must also be odd.

p
10. Prove that 6 is not a rational number.
11. Prove that if x is irrational and r is rational, then x + r is irrational. Also,
show that if r is a non-zero rational then xr is irrational.
12. Show by example that if x and y are irrational, then x + y and xy may be
rational.
1.5 Order Axioms and Order Properties of R

In this section, we introduce the order properties of R. These properties are very
important and will be used heavily throughout the remainder of this course.
Like in the previous section, we do not develop these properties from scratch.
We assume a few of them, then we derive most of the properties from our
assumptions. The properties we assume will be called axioms.
1.5.1 Order Axioms for R and De…nitions

On R there is a relation, denoted <, which satis…es the following axioms:
Axiom 1.5.1 (O1) For all a and b in R, exactly one of the following holds:
1. a < b
2. a = b
3. b < a
Axiom 1.5.2 (O2) For all a, b and c in R, if a < b and b < c then a < c.
Axiom 1.5.3 (O3) For all a, b and c in R, if a < b then a + c < b + c.
Axiom 1.5.4 (O4) For all a, b and c in R, if a < b and 0 < c then ac < bc.
Remark 1.5.5 The …rst axiom, axiom 1.5.1, is known as the law of tri-
chotomy.
Remark 1.5.6 The second axiom, axiom 1.5.2, is simply the statement of the
property called transitivity.
Remark 1.5.7 If we represent the set of real numbers as a line stretching to

in…nity in both directions (the real line), then by convention if a < b, then a is
positioned on the line to the left of b.
De…nition 1.5.8 We can now de…ne some well known terms. Let a and b be
in R.
1. If a < b, we say that a is less than b.

2. If a a and say b greater than a .
3. If a 0, we say that a is positive. If a < 0, we say that a is negative.
6. If a 0, we say that a is non-negative. If a 0, we say that a is
non-positive.
1.5. ORDER AXIOMS AND ORDER PROPERTIES OF R 37
Remark 1.5.9 If we have a < b and b < c, it is convenient to combine the two
relations and write a < b < c. The same applies for the other inequalities.
Remark 1.5.10 A …eld together with an order that is a relation satisfying ax-
ioms 1.5.1 - 1.5.4 is called an ordered …eld. So, (R; +; :; <) is an ordered
…eld.
Remark 1.5.11 The opposite of the statement a b is a b.
1.5.2 Properties of the Order

We now establish the properties the relations we just de…ned satisfy. Most of
these properties are already known to the reader. We will prove a few of them.
The remaining proofs will be assigned as exercises.
Theorem 1.5.12 For every xin R, the following is true:
1. If x < 0 then x > 0.

2. If x > 0 then x < 0.
Proof. We only prove the …rst part. The second part is left as an exercise. If
x < 0 then by O3 x + ( x) < 0 + ( x). It follows that 0 < x which is the
same as x > 0.
Theorem 1.5.13 Let a 6= 0 2 R.
1. a2 > 0
2. 1 > 0
1. Since a 6= 0, either a > 0 or a < 0. If a > 0, then a2 = aa > 0:a = 0,

hence a2 > 0. If a < 0, then a > 0. Hence, ( a) ( a) > 0: ( a) = 0.
But ( a) ( a) = aa = a2 . So, a2 > 0.
2. Follows from part 1 and the fact that 1 = 12
Theorem 1.5.14 Let a, b, c be elements of R.
1. a b and c < 0 ) ac < bc
3. a > 0 ) 1=a > 0
4. a < 0 ) 1=a < 0
Proof. left as an exercise.
Theorem 1.5.15 If a and b are any real numbers, then a > b =) a >
1
(a + b) > b
2
Proof. left as an exercise.
Remark 1.5.16 Theorem 1.5.15 implies (by setting b = 0) that given any
strictly positive number a, there exists another smaller strictly positive num-
1
ber ( a). Thus there is no smallest strictly positive number.
2
Theorem 1.5.17 Let a and b be arbitrary real numbers. If a > 0 and b > 0
then ab > 0
Proof. If a > 0 and b > 0 then by O4 ab > 0:b = 0. Therefore, ab > 0.
Theorem 1.5.18 If ab > 0 then we either have a > 0 and b > 0 or we have
a < 0 and b < 0.
Proof. If ab > 0, then ab 6= 0, hence neither a = 0 nor b = 0. By the law
1 1
of trichotomy, either a > 0 or a < 0. If a > 0, then b = b a = (ba) =
a a
1
(ab) > 0 (why?) Hence, b > 0. The proof is similar if we assume that a < 0.
a
Corollary 1.5.19 If ab < 0 then we either have a > 0 and b < 0 or we have
a < 0 and b > 0.
Proof. Left as an exercise.
1.5.3 Exercises
5. Finish proving corollary 1.5.19.
6. Prove that If a b and b a then a = b where a and b are arbitrary real
numbers.
7. Prove the following where a; b; c and d denote arbitrary elements of R.
(a) a < 0 and b > 0 =) ab < 0

(b) a < 0 and b < 0 =) ab > 0
(c) 0 < a < 1 =) a2 < a
(d) 1 < a =) a2 > a
1.5. ORDER AXIOMS AND ORDER PROPERTIES OF R 39
(e) a < a + 1
(f) 0 < a < b =) a2 < b2
(g) a b and c d =) a + c b+d
8. If a; b 2 R and a2 + b2 = 0, show that a = b = 0.

1.6 Metric Properties of R - Absolute Value

1.6.1 De…nition and Properties
The trichotomy property assures that if a 6= 0 then either a > 0 or a < 0. Thus,
we de…ne:
De…nition 1.6.1 (Absolute value) The absolute value of a real number a,

denoted jaj is de…ned by:
a if a 0
jaj =
a if a < 0
The domain of this function is R, its range is the set of non-negative real
numbers, and it maps the elements a and a into the same element.
Geometrically, the absolute value of a number x can be interpreted as how
far from 0 x is. Similarly, jx aj can be interpreted as the distance between x
and a and therefore, one can think of the absolute value as a tool to measure
distances between numbers. In particular, for a …xed number a, the set de…ned
by fx 2 R such that jx aj < g denotes the set of numbers within a distance
of a. The inequality jx aj < is equivalent to < x a < or a <x<
a + that is x 2 (a ; a + ). This will be used a lot throughout this class.
Remark 1.6.2 With a = 0 above, we see that < x < is equivalent to

jxj < . The same is true if we replace < by .
Students should review how to solve equations and inequalities involving

absolute values as they too will be used a lot in this class.
Theorem 1.6.3 The following properties hold:
1. jaj = 0 , a = 0
2. j aj = jaj for all a in R
3. jabj = jaj jbj for all a; b in R

1 1
4. = for all a 6= 0 in R
a jaj
a jaj
5. = for all a; b 6= 0 in R
b jbj
6. If c 0, then jaj c, c a c
7. jaj a jaj
p
8. a2 = jaj
Proof. See problems

1.6. METRIC PROPERTIES OF R - ABSOLUTE VALUE 41
The next result is often used in Mathematics.
Theorem 1.6.4 (Triangle inequality) If a and b are any real numbers, then
jjaj jbjj ja + bj jaj + jbj
Proof. First, we prove the right side. Since jaj a jaj and jbj b jbj
it follows that (jaj + jbj) a + b jaj + jbj. Thus, ja + bj jaj + jbj by remark
1.6.2 or part 6 of theorem 1.6.3. Next, we prove the left side.
jaj = ja + b bj
ja + bj + j bj
= ja + bj + jbj
Thus,
jaj jbj ja + bj
Similarly,
jbj = ja + b aj
ja + bj + j aj
= ja + bj + jaj
Thus
jbj jaj ja + bj
jaj jbj ja + bj
Combining the two inequalities, we get
ja + bj jaj jbj ja + bj
It follows by part 6 of theorem 1.6.3 that jjaj jbjj ja + bj
An application of the above theorem, often used when dealing with absolute
values and inequalities is given by the corollary below.
Corollary 1.6.5 If a; b and c are any given real numbers then ja cj ja bj+
jb cj
Proof. If we let a c = (a b) + (b c) and use the triangle inequality, we
have
ja cj = j(a b) + (b c)j
ja bj + jb cj
Corollary 1.6.6 If a1 ; a2 ; :::an are any n real numbers, then
ja1 + a2 + ::: + an j ja1 j + ja2 j + ::: + jan j
We …nish with a theorem which appears simple in statement but whose proof
can sometimes give a hard time to beginners. The theorem simply states that
the only non-negative real number less that every positive number is 0.
Theorem 1.6.7 Let x be a real number. If jxj < for each > 0 then x = 0.
Remark 1.6.8 This result is often used to show two numbers are equal. If a and
b are two real numbers, to show a = b, it is enough to show that ja bj < for
each > 0. By the theorem, it will follow that a b = 0 or a = b. Geometrically,
we are simply saying that if the distance between a and b is less than any positive
real number then a = b.
1.6.2 Equations and Inequalities Involving Absolute Val-

ues
The purpose of this class is not to learn how to solve equations and inequalities
involving absolute values. However, they will be used a lot throughout this
class. Students should make sure they review them. We remind students of the
basic principles used when solving equations and inequalities involving absolute
values. For what follows, let a and b denote any expression.
The equation jaj = b is equivalent to the two equations a = b and a = b.

However, solutions must be checked, some may not be valid.
The equation jaj = jbj is equivalent to the two equations a = b and a = b.
However, solutions must be checked, some may not be valid.
The inequality jaj b is equivalent to a > b or a < b
The inequality jaj b is equivalent to a b or a b
1.6.3 Notion of a Metric Space

As we noted earlier, the absolute value can be used to measure distances between
numbers. jx yj denotes the distance between x and y on the real line. For the
rest of these notes, we will use the absolute value every time we need to measure
distances between two real numbers. However, if the set in which our elements
come from was not R, the absolute value may not be appropriate to measure
1.6. METRIC PROPERTIES OF R - ABSOLUTE VALUE 43
distances. For example, you already know that in R2 ,q the distance between two
2 2
points of coordinates (x1 ; y1 ) and (x2 ; y2 ) is given by (x2 x1 ) + (y2 y1 ) .
In more general settings, we replace the absolute value by a function we call a
distance function or a metric. We give a formal de…nition for a metric.
De…nition 1.6.9 (metric) Let X be a set. A metric or a distance on X is a

function d : X X ! R which satis…es the properties below. In the properties
below, we let x; y and z be elements of X.
1. d (x; y) 0 (non-negativity)
2. d (x; y) = 0 () x = y
3. d (x; y) = d (y; x) (symmetry)
4. d (x; z) d (x; y) + d (y; z) (triangle inequality)
De…nition 1.6.10 (metric space) A space X together with a metric d is called

a metric space. We say that (X; d) is a metric space.
Example 1.6.11 It is easy to see that the absolute value function is a metric
for R, hence we say that (R; j:j) is a metric space.
1.6.4 Exercises
1. Prove theorem 1.6.3.
2. Prove the second corollary of theorem 1.6.4.
3. Show that ja + bj = jaj + jbj , ab 0.

4. Given real numbers a and b, prove that jaj jbj ja bj.
5. Given real numbers a and b, prove that jjaj jbjj ja bj. This is some-
times called the reverse triangle inequality.

7. Solve j2x 3j = x.
8. Solve j2x 3j = 3x.
9. Solve j2x + 5j > 11.
10. Solve j2x + 5j < 11.

Chapter 2
Important Properties of R
The purpose of this chapter is to explain to the reader why the set of real
numbers is so special. By the end of this chapter, the reader should understand
the di¤erence between R and Q. We will see that R is complete while Q is
not. We will also see that Q is countable while R is not. We will explain the
consequences these di¤erences have.
2.1 The Completeness Property of R

In this section, we start studying what makes the set of real numbers so special,
why the set of real numbers is fundamentally di¤erent from the set of rational
numbers.
The completeness property is also known as the least upper bound property.
We will use both terms in this section.
In this section we will use interval notation though we haven’t de…ned in-
tervals yet. A precise de…nition of intervals will come at the end of the section,
after the least upper bound property. Until then, the reader can use the in-
tuitive de…nition of an interval given in previous mathematics classes such as
calculus.
2.1.1 Bounded Sets

Maximum and Minimum of a Set
De…nition 2.1.1 (Extrema) Let S be a subset of R
1. An element x0 of S is said to be a maximum of S if x0 x for every

other x in S. In this case, we say that x0 is the largest element of S
and we write x0 = max S.
2. An element x1 of S is said to be a minimum of S if x1 x for every
other x in S. In this case, we say that x1 is the smallest element of S
and we write x1 = min S.
45
46 CHAPTER 2. IMPORTANT PROPERTIES OF R
3. An extremum is either a maximum or a minimum.
Remark 2.1.2 An extremum for a set S is always an element of S.
Remark 2.1.3 To prove an element M is a maximum for a set S, we have to

prove two things:
1. M 2 S.
2. No other element of S is larger than M .
Remark 2.1.4 It is similar for a minimum.
Example 2.1.5 The smallest element (or minimum) of [0; 1] is 0: It is both in

[0; 1] and satis…es 0 x for any x 2 [0; 1]. Its largest element (or maximum) is
1 for similar reasons. More generally, if a and b are two real numbers such that
a b then min [a; b] = a and max [a; b] = b.
Example 2.1.6 The minimum of [0; 1) is 0. It does not have a maximum. To

be a maximum, a number would have to be in [0; 1). Thus, we would have
+1 +1
< 1. But then < < 1, so is also an element of [0; 1) which is
2 2
larger than . This contradicts the fact that = max ([0; 1)).
Example 2.1.7 Following the examples above, it is easy to see that if a and
b are two real numbers such that a b then [a; b) does not have a maximum
and min [a; b) = a, (a; b] does not have a minimum and max (a; b] = b, (a; b) has
neither a minimum nor a maximum.
Example 2.1.8 The largest element of S = [0; 1] [ f3g is 3. It satis…es both

conditions. 3 2 S and 8x 2 S, x 3.
Example 2.1.9 Consider the set S = q 2 Q : q > 0 and q 2 < 2 . This set
has no maximum. To show this, we show that if p 2 S, one can …nd q 2 S such
that p < q. Let p 2 S. In particular, p > 0 and p2 < 2. De…ne
2 p2
q = p+
p+2
2p + 2
=
p+2
First, it should be clear that q 2 Q and q > 0 (since p2 < 2) . Also, it is clear
2.1. THE COMPLETENESS PROPERTY OF R 47
that q > p. We only need to establish that q 2 < 2 so that q 2 S.
4p2 + 8p + 4
q2 2 = 2 2
(p + 2)
4p2 + 8p + 4 2p2 8p 8
= 2
(p + 2)
2p2 4
= 2
(p + 2)
2 p2 2
= 2
(p + 2)
< 0
Since p2 < 2. Thus q 2 < 2. Therefore, given any p 2 S, we have found q 2 S

such that p < q. Thus S has no largest element.
Upper and Lower Bounds, Bounded Sets

De…nition 2.1.10 (Bounded) Let S be a subset of R.
1. S is said to be bounded above if there exists a number M in R such that

x M for every x in S. M is called an upper bound for S.
2. S is said to be bounded below if there exists a number m in R such that

x m for every x in S. m is called a lower bound for S.
3. S is said to be bounded if it is bounded above and below.
4. S is said to be unbounded if it lacks either an upper bound or a lower

bound.
Remark 2.1.11 Not every subset of R has an upper bound. For example,
(4; 1) does not have an upper bound, it is unbounded. However, if a set S
has an upper bound M , then every number larger than M is also an upper
bound. That is, if S has an upper bound, then it has in…nitely many. A similar
result holds for lower bounds. Consider (0; 1). 1 is an upper bound. In fact, any
number M 1 is an upper bound.
Example 2.1.12 3 and every number larger than 3 is an upper bound of [0; 3).
On the other hand, 2:99 is not an upper bound.
Example 2.1.13 3 is also an upper bound of [0; 3]. So, an upper bound of a
set can be in the set (more on this later) but does not have to be in the set.
Since a set usually has an in…nite number of upper bounds, a possible ques-
tion is: given a set S, what is the set of upper bounds of S. We explore this
question in the next two examples.
Example 2.1.14 What is the set of upper bounds of [0; 1]?

A number M is an upper bound of [0; 1] if and only if M 1 therefore, the set
of upper bounds of [0; 1] is [1; 1).
Example 2.1.15 What is the set of upper bounds of [0; 1)?

We see that if M 1, then M is an upper bound of [0; 1). Could [0; 1) have
upper bounds smaller than 1? The answer is no. Obviously, to be an upper
bound of [0; 1), a number would have to be greater than 0. So, we only need to
see what happens between 0 and 1. But if < 1 is an upper bound of [0; 1) then
+1
< < 1 which contradicts the fact that is an upper bound. So, [0; 1)
2
cannot have an upper bound less than 1. It follows that the set of upper bounds
of [0; 1) is [1; 1).
Remark 2.1.16 The reader should remember the argument we used above. It
is a result which was established in theorem 1.5.15.
Remark 2.1.17 [0; 1] and [0; 1) have the same set of upper bounds.
Remark 2.1.18 More generally, if a and b are two real numbers such that
a b, then [a; b], (a; b), (a; b] and [a; b) have the same set of upper bounds which
is [b; 1) and the same set of lower bounds which is ( 1; a].
Remark 2.1.19 An upper bound M of a set S may or may not be in S.
Example 2.1.20 The set of lower bounds of f2g [ [3; 4] is ( 1; 2].
Example 2.1.21 The empty set, ?, presents an interesting case. Every real
number is both an upper bound and a lower bound of ?. To see this, it is better
to look at why a number may fail to be an upper bound. M will fail to be an
upper bound of a set S if there exists an element of S larger than M . If x is
any real number, no member of ? can be larger than x. Thus x is an upper
bound of ?. Since this argument can be carried out for arbitrary x, it follows
that any real number x is an upper bound of ?. A similar argument can be used
for lower bounds.
Example 2.1.22 The set N is clearly bounded below by 1. Intuitively, we know

that it is not bounded above. Proving it is more di¢ cult. We can see that it is
not bounded above by an integer. If n were an upper bound of N, then n + 1 is
also an integer larger than n. This contradicts the fact that n is an upper bound
for N. However, there could exist a real number which is an upper bound for N.
While this is not true, we cannot prove it at this stage.
1 2 3 1
Example 2.1.23 Consider the set S = 0; ; ; ; ::: = 1 :n2N .
2 3 4 n
This set is bounded below by any real number m 0. It is bounded above by any
real number M 1.
Lemma 2.1.24 Suppose that S is a non-empty subset of R, is a lower bound

of S and is an upper bound of S. Then, we must have .
Proof. Since S 6= ?, we can choose x 2 S. Because is a lower bound of S,
we have x. Because is an upper bound of S, we have x . Using the
transitivity property of , we obtain .
Supremum and In…mum of a Set

De…nition 2.1.25 (Supremum and in…mum) Let S be a subset of R
1. If S is bounded above, then an upper bound of S is said to be a supremum
denoted sup S or a least upper bound denoted lub S if it is less than any
other upper bound of S. If this number exists, we will denote it by sup S.
2. If S is bounded below, then a lower bound of S is said to be an in…mum
denoted inf S or a greatest lower bound denoted glb S if it is greater
than any other lower bound of S. If this number exists, we will denote it
by inf S.
Remark 2.1.26 It should be noted that sup S and inf S are not necessarily
elements of S:
Remark 2.1.27 Obviously, if S 6= ? is not bounded above then S does not have
a supremum. Similarly, if S is not bounded below, it does not have an in…mum.
What about the converse?
Another way of de…ning the supremum is as follows. A number u 2 R is a
supremum of a subset S of R if it satis…es the two conditions
1. s u 8s 2 S
2. If v is any number such that s v 8s 2 S then u v
The …rst condition says that u is an upper bound. The second says that u
is less than any other upper bound that is u is the least upper bound.
Remark 2.1.28 We see that to prove a real number is an upper bound of a
set S, we must prove:
1. is an upper bound of S.
2. Any other upper bound of S is larger than . This condition can be proven
directly, that is we assume that is another upper bound of S and show
we must have . It can also be done by contradiction. We assume
that is another upper bound such that < and derive a contradiction.
Example 2.1.29 Consider the set S = (0; 2). A number M 2 is an upper
bound. So, the set of upper bounds is [2; 1). The smallest element of this set
is 2. Therefore, the least upper bound of S is 2 which is not in S. We would
write sup (0; 2) = 2. You will also note that S does not have a largest element
or a maximum.
Example 2.1.30 Consider the set [0; 2]. A number M 2 is an upper bound.
So, the set of upper bounds is [2; 1). The smallest element of this set is 2.
Therefore, the least upper bound is 2 which is in S. We would write sup [0; 2] =
2. You will also note that S has a maximum, 2. In this example, the maximum
and the supremum are equal. This is in fact true for every set which has a
maximum as we will see later.
Example 2.1.31 More generally, if a and b are two real numbers such that
a b, then sup (a; b) = sup [a; b] = b and inf (a; b) = inf [a; b] = a. Also,
the following quantities do not exist: sup (a; 1), sup [a; 1), inf ( 1; b) and
inf ( 1; b].
Example 2.1.32 N has a greatest lower bound, it is 1. So, inf N = 1. Since N

is not bounded above, it does not have any upper bound thus it does not have a
least upper bound.
Another way of characterizing the supremum of a set is given below. It

is a way we will use throughout this text. Make sure you understand it and
remember it.
Theorem 2.1.33 Let S be a non-empty subset of R. An upper bound M0 of S

satis…es M0 = sup S, if and only if for each y < M0 , there exists an x in S for
which
y < x M0
Proof. We need to prove both directions.
1. Let us assume that M0 = sup S. We need to prove that for each y <
M0 , there exists an x in S for which y < x M0 . We do a proof by
contradiction. Let y < M0 be given and assume that there is no element x
of S such that y < x. Then, for every x in S, x y. Thus, y is an upper
bound of S which is smaller than M0 which contradicts the fact that M0
is the supremum.
2. Let M0 be an upper bound of S with the property that for each y < M0 ,
there exists an x in S for which y < x M0 . We need to show that
M0 = sup S. Since M0 is already an upper bound, it is enough to show it
is the smallest. If were an upper bound strictly smaller than M0 , then by
assumption, there would exists an x in S for which < x M0 . But then
would not be an upper bound of S, which contradicts our assumption.
Thus, there cannot be an upper bound of S smaller than M0 . It follows
that M0 = sup S.
Remark 2.1.34 This theorem says that one can get as close as one wants to
the supremum of a set and still be in the set. This is obvious if the supremum
is in the set. The theorem says it is also true if the supremum is outside of the
set. Another way of understanding this is that the theorem implies that there is
nothing between a set and its supremum because nothing can …t there. In other
words, if the supremum of a set is not in the set, then it is the closest it can be
to the set. Nothing else can …t in between.
Remark 2.1.35 If we represent the set of real numbers by the real line and
consider that the subset S in the theorem is a portion of the real line, then the
theorem says that no element of S can be to the right of M0 however, there is
at least one element of S to the right of every element to the left of M0 .
1 2 3 1
Example 2.1.36 Consider the set S = 0; ; ; ; ::: = 1 :n2N .
2 3 4 n
Clearly inf A = 0 (see the next proposition). Intuitively, we think that sup A = 1
because 1 is an upper bound. If is any real number less than 1 ( < 1) then
1
one can …nd a natural number n0 such that < 1 1. It would be a
n0
1 1
natural number satisfying n0 > . Thus 1 2 S. By theorem 2.1.33
1 n0
this means that 1 = sup S.
Example 2.1.37 Consider the set S = q 2 Q : q > 0 and q 2 < 2 . Prove that
if sup S exists then it cannot be a rational number. We do a proof by contra-
2
diction. Let = sup S and assume that 2 Q.. Then, we p know that 6= 2.
2 2 2
It follows that either < 2 or >
p 2. If > 2, then 2 < . By theorem
2.1.33, there exists s 2 S such that 2 < s . But then,we would have s2 > 2
so that s 2 = S which is a contradiction. So this case cannot occur. The only
possibility left is that 2 < 2. Since S has no largest element, there exists q 2 S
such that < q thus is not an upper bound of S hence cannot be its supre-
mum. Since all the possible cases cannot happen, our assumption that p 2Q
cannot be true. We will see later that S has indeed a supremum, it is 2.
Proposition 2.1.38 Let S be a subset of R.
1. If S has a smallest element, then min S = inf S.
2. If S has a largest element, then max S = sup S.
Proof. We prove part 1 and leave part 2 as an exercise.
Let m = min S. By de…nition, m s for any s 2 S. Thus m is also a lower
bound of S. If is another lower bound of S, then m since m 2 S. Thus
m is the greatest lower bound of S or m = inf S.
Proposition 2.1.39 If the supremum exists, it is unique. A similar result holds
for the in…mum.
In the last example we did, we saw that the set S, which is a subset of Q,
could not have a supremum in Q. This brings the questions "when do we know
if a set has a supremum, and in which set is the supremum?". There is a similar
question for in…mum. We answer these questions in the next subsection. We
will see that the answer is at the heart of the di¤erence between R and Q.
2.1.2 The Axiom of Completeness

We are now ready to state the axiom of completeness. This axiom is also known
as the supremum or least upper bound property. There are several forms of this
axiom; they are obviously equivalent. We state two versions of this axiom, one
for supremum, one for in…mum.
Axiom 2.1.40 (Supremum Property) Every non-empty subset of R that is

bounded above has a supremum in R.
The second version is stated as a theorem because it can be proven using

the …rst one.
Theorem 2.1.41 (In…mum property) Every non-empty subset of R that is

bounded below has an in…mum in R.
Proof. We do a direct proof. We will prove the in…mum exists by …nding it.
Let S be a non-empty subset of R which is bounded below. De…ne L to be the
set of lower bounds of S. Since S is bounded below, L 6= ?. Furthermore, L is
bounded above by elements of S. By the supremum property, L has a supremum
in R. Call it that is = sup L. We will show that = inf S. To prove that
= inf S, we …rst prove that is a lower bound of S. We then prove that no
lower bound greater than can exist, making the greatest lower bound of S.
First, we prove that is a lower bound of S. For this, we need to show

that every element of S is larger than . Let s 2 S. Then s is an upper
bound of L. Since = sup L, that is is the least upper bound of L, it
follows that s. We have proven that if s is an arbitrary element of S,
then we had s . It follows that is a lower bound of S.
Next, we show that is the greatest of the lower bounds of S. This is

straightforward. If is another lower bound of S, then is an element of
L and therefore since is the least upper bound of L hence an upper
bound of L. Therefore is the greatest lower bound (or the in…mum) of
S.
Remark 2.1.42 In the …rst part of the proof, where we proved that is a lower
bound of S, it would have been wrong to say is a lower bound because = sup L
and L is the set of lower bounds of L. It is wrong because the supremum or the
in…mum of a set do not necessarily below to the set. Thus is not necessarily
a lower bound of S. It turns out that it is. But we know this after the proof we
gave.
Remark 2.1.43 The axiom and the theorem say that R is complete. We’ll give
a full de…nition of completeness in the next section.
Remark 2.1.44 Recall that one di¤ erence between supremum and largest ele-
ment of a set is that the latter is in the set while the former need not be. If we
replace the word supremum by maximum or largest element in axiom 2.1.40, the
result no longer holds. Consider (0; 5). This is clearly a non empty subset of R
which is bounded above. It does indeed have a supremum, but no maximum.
De…nition 2.1.45 If S is a non-empty subset of R, we set:
1. sup S = 1 if S is not bounded above.

2. inf S = 1 if S is not bounded below.
Remark 2.1.46 The case of ? is, once again, an interesting one. We have
already established that every real number was both an upper bound and a lower
bound of ?. Thus, from the de…nition above, it follows that
sup ? = 1
inf ? = 1
We illustrate with an example how to work with suprema and in…ma.
Example 2.1.47 Let S be a non-empty bounded subset of R. If a > 0, show

that sup (aS) = a sup S where aS = fas : s 2 Sg.
Let = sup S. We need to show that sup (aS) = a . For this, we show that a
is an upper bound of S and that it is the smallest of the upper bounds of S.
1. a is an upper bound of S. We need to show that a as for any s 2 S.

Let s 2 S. Since = sup S, it follows that is an upper bound of S.
Thus, we have
s
Since a > 0, it follows that
a as
thus a is an upper bound of aS.
2. a is the least upper bound. We show that if is any other upper bound
of aS then a . Clearly if = 1 the result is true. Suppose that is
…nite. Then,
as
for any s 2 S. Thus
s
a
for any s 2 S. This makes an upper bound of S. Since = sup S, it
a
follows that
a
and therefore
a
2.1.3 Intervals
We can now de…ne precisely what an interval is.
De…nition 2.1.48 (interval) A subset S of R is an interval if whenever x; y

are in S with x < y then every real number t satisfying x < t < y is also in S.
The next theorem records the familiar possible forms of an interval.
Theorem 2.1.49 An interval has one of the following nine forms:
1. (a; b) = fx 2 R : a < x < bg, a bounded, open interval.
2. [a; b) = fx 2 R : a x < bg, a bounded, half-open interval.
3. (a; b] = fx 2 R : a < x bg, a bounded, half-open interval.
4. [a; b] = fx 2 R : a < x < bg, a bounded, closed interval.
5. ( 1; b) = fx 2 R : x < bg, an unbounded, open interval.
6. ( 1; b] = fx 2 R : x bg, an unbounded, closed interval.
7. (a; 1) = fx 2 R : a < xg, an unbounded, open interval.
8. [a; 1) = fx 2 R : a xg, an unbounded, closed interval.
9. ( 1; 1) = R, an unbounded, both open and closed interval.
Remark 2.1.50 If a < b, when we write [a; b] we mean an interval of real

numbers. If we want an interval on rational numbers, we either use set notation
that is fx 2 Q : a x bg. We can also use [a; b] \ Q. Similarly for integers
or natural numbers, we use [a; b] \ Z or [a; b] \ N.
2.1.4 Exercises
1. In lemma 2.1.24, prove that if we add the condition that S has more than
one element, then < .
2. Show that if S is bounded above and below, then there exists a number
N > 0 for which N x N if x 2 S.
1
3. Show that (a + b + ja bj) = max fa; bg
2
4. Suppose that A is a non-empty bounded set of real numbers that has no
largest member and that a 2 A. Explain why the sets A and A n fag have
exactly the same upper bounds.
5. Give an example of a set A that has a largest member a such that the sets
A and A n fag have exactly the same upper bounds.
6. Give an example of a set A that has a largest member a such that the sets
A and A n fag do not have exactly the same upper bounds.
7. Answer each part below.
(a) Given that S is a non empty subset of a given interval [a; b], explain
why, for every member x of the set S, we have
jxj jaj + jb aj :
(b) Given that a set S of numbers is bounded and that
T = fjxj : x 2 Sg ;
prove that the set T must also be bounded.
8. Is it possible for a set of numbers to have a supremum even though it has

no largest member?
9. Show that if a subset S has a maximum, then the maximum is also the
supremum. Similarly, show that if S has a minimum, then the minimum
is also the in…mum.
10. Show that if the supremum of a subset S exists, then it is unique. Prove
the same result for the in…mum.
11. Let S denote the set in brackets in each case below. Find sup S and inf S.
(a) x 2 R : x2 3x < 4 .
(b) fx 2 R : 3x + 5 < 4x 7g.
12. Given that A is a set of real numbers and that sup A 2 A, prove that
sup A = max A.
13. Given that A is a set of real numbers and that inf A 2 A, prove that
inf A = min A.
14. Given that is an upper bound of a set A and that 2 A, prove that
= sup A.
15. Explain why the empty set does not have a supremum.
16. Explain why the set [1; 1) does not have a supremum.
17. Given that = sup A and that x < , what conclusions can you draw
about the number x?
18. Given that = inf A and that x > , what conclusions can you draw
about the number x?
19. State and prove the in…mum version of theorem 2.1.33.
20. If A and B are sets of real numbers, then the sets A + B and A B are
de…ned by
A + B = fa + b : a 2 A and b 2 Bg
A B = fa b : a 2 A and b 2 Bg
A = f a : a 2 Ag
and
A:B = fab : a 2 A and b 2 Bg
(a) Find A + B and A B in each case below.

i. A = [0; 1] and B = [ 1; 0].
ii. A = [0; 1] and B = f1; 2; 3g.
iii. A = (0; 1) and B = f1; 2; 3g.
(b) Prove that if two sets A and B are bounded, then so are A + B and
A B.
(c) Prove that sup ( B) = inf (B) and inf ( B) = sup (B).
(d) Prove that if A and B are non-empty and bounded above then
sup (A + B) = sup A + sup B and sup (A B) = sup A inf B.
(e) Show by example that in general sup (A:B) 6= (sup A) (sup B).
21. Given that two sets A and B are bounded above and below. Answer the
following questions:
(a) Explain why their union A [ B is bounded above and below.

(b) Prove that sup (A [ B) = max fsup A; sup Bg.
(c) Prove that inf (A [ B) = min finf A; inf Bg.
(d) Prove that sup (A \ B) min fsup A; sup Bg.
largest member and that a 2 A. Prove that sup A = sup (A n fag).
23. Given that A and B are sets of numbers, that A is non-empty, that B is
bounded above, and that A B, explain why sup A and sup B exist and
why sup A sup B.
24. Given that A and B are non-empty subsets of R with A B and B

bounded, show that inf B inf A sup A sup B.
25. Given that A is a non-empty bounded set of numbers, explain why inf A
sup A.
26. Let S be a subset of R and let a 2 R. De…ne a + S = fa + s : s 2 Sg.

Assume that S is non-empty and bounded. Show that sup (a + S) =
a + sup S and inf (a + S) = a + inf S.
27. Show that every non-empty …nite subset of R contains both a maximum
and a minimum element (hint: use induction).
28. Does (a; b) \ Z have a largest element, a smallest element? If yes, what
are they and why?
29. Let S be a non-empty bounded subset of R. Let = sup S and = inf S.

Let > 0 be given.
(a) Explain why and exist.

(b) Prove that there exists s0 2 S such that < s0 .
(c) Prove that there exists s1 2 S such that s1 < + .
2.1.5 Worksheet
The purpose of this worksheet is to guide you through some of the problems at
the end of the notes on the completeness property of R. It also contains some
questions which were not part of the homework assigned.
1. Decide whether each statement below is true or false. Explain and justify
your answers. If a statement is false, list the conditions (if any) under
which it might be true. For each statement, we assume that S 6= ?,
S R and s 2 S.
(a) min S s max S

(b) inf S s sup S
(c) inf S < s < sup S
(d) min S < max S
(e) inf S < sup S

largest member and that a 2 A. Explain why the sets A and A n fag have
exactly the same upper bounds.
You must prove two things:
(a) If M is an upper bound of A then it is also an upper bound of Anfag.

This is easy, just use the de…nition.
(b) If M is also an upper bound of A n fag then it is also an upper bound
of A. This is more di¢ cult, you will still have to use the de…nition,
but also the fact that A has no largest element.
3. Show that if a subset S has a maximum, then the maximum is also the
supremum. Similarly, show that if S has a minimum, then the minimum
is also the in…mum.
I will give you a hint for the supremum part. To show max S is also
sup S you have to show two things. First, max S is an upper bound, then
max S is the smallest upper bound. Both are easy and only involve using
de…nitions.
4. Show that if the supremum of a subset S exists, then it is unique. Prove

the same result for the in…mum.
To show uniqueness, assume there are at least two and show they are the
same.
5. Let S be a non-empty bounded subset of R. If a > 0, show that sup (aS) =

a sup S where aS = fas : s 2 Sg.
Let c = sup S, show ac = sup (aS). This is done by showing:
(a) ac is an upper bound of aS.

(b) If is another upper bound of aS then ac .

Both are done using de…nitions and the fact that c = sup S.
6. Prove that if two sets A and B are bounded, then so is A + B where

A + B = fa + b : a 2 A and b 2 Bg
This is done by simply using de…nitions.
7. Prove that if A and B are non-empty subsets of R and bounded above then
sup (A + B) = sup A + sup B where A + B = fa + b : a 2 A and b 2 Bg
Let = sup A and = sup B, we want to prove that + = sup (A + B).
We do it in several steps.
(a) Prove that + is an upper bound of A + B.

(b) If is another upper bound, prove that + . This must be
done in two steps.
i. Pick an arbitrary element b0 2 B and prove that b0 .
ii. Since b0 was arbitrary. conclude that + .
8. Given that A and B are two non-empty subsets of R, bounded above and
below. Answer the following questions:
(a) Explain why their union A [ B is bounded above and below.

(b) Prove that sup (A [ B) = max fsup A; sup Bg.
9. Given that A and B are two subsets of R, that A is non-empty, that B is

bounded above, and that A B, explain why sup A and sup B exist and
why sup A sup B.
This is done by using the de…nitions and theorems studied in this section.
Make sure you …rst write clearly what you have to prove.
10. Let S be a non-empty bounded subset of R. Let = sup S and = inf S.
Let > 0 be given.
(a) Explain why and exist.

(b) Prove that there exists s0 2 S such that < s0 . (hint: use
theorem 2.1.33).
2.2 Some Consequences of the Completeness Ax-

iom
In this section, we use the fact that R is complete to establish some important
results. First, we will prove that Z is unbounded and establish the Archimedean
principle. Second, we will prove that the rational numbers are dense in R.
Finally, we will prove that Q is not complete.
2.2.1 Archimedean Property

We …rst establish that Z is unbounded. While this result seems obvious, it turns
out that it is not as easy to prove. It depends upon the completeness property
of R. We establish this result by proving several lemmas and then use these
lemmas to establish the main result.
Lemma 2.2.1 Every non-empty subset S of the integers which is bounded above
has a largest element.
Proof. Since S is a non-empty subset of Z (hence of R) which is bounded above,
by the supremum property (completeness axiom), sup S exists. Let w = sup S.
It is enough to that w 2 S. In a problem from the previous section, it was
established that if a set contains its supremum, then the supremum is also the
largest element. We do a proof by contradiction. Suppose that w 2 = S. Since
w 1 < w, by theorem 2.1.33, there exists m 2 S such that
w 1<m w
Since we assumed w 2
= S, we can even write
w 1<m<w
We repeat the same argument using the fact that m < w to …nd n 2 S such that
m < n < w. So, we have
w 1<m<n<w
The inequality n < w is equivalent to w < n. If we add up the two inequalities
w 1 < m and w < n, we obtain 1 < m n which is equivalent to n m < 1.
But since m < n, we have n m > 0 and therefore 0 < n m < 1. Since both
m and n are in S, they are integers. Therefore, n m is also an integer. Since
there are no other integers between 0 and 1, the inequality
0<n m<1
is not possible. It means that our assumption w 2

= S cannot happen. Hence,
w 2 S.
Remark 2.2.2 This lemma looks very similar to the least upper bound property.
But its conclusion is quite di¤ erent. The result of this lemma is obviously not
true for subsets of R. An example is (0; 5) which is not empty, bounded above but
2.2. SOME CONSEQUENCES OF THE COMPLETENESS AXIOM 61
has no largest element. For this example, we would like to say that the largest
element is the number "just before 5". The problem is that such a number does
not exist. However, in the case of a subset of Z, such a number exists. Every
integer has a successor and a predecessor.
Lemma 2.2.3 Every non-empty subset S of the integers which is bounded below
has a smallest element.
Proof. Similar to the previous lemma and left as an exercise.
Theorem 2.2.4 Z is unbounded both above and below.

Proof. If Z were bounded above, by lemma 2.2.1 it would have a largest element,
which we know it does not. A similar arguments is used to show that Z is not
bounded below.
We are now ready to state the Archimedean principle.
Theorem 2.2.5 (Archimedean Property) For each strictly positive real num-
1
ber x, there exists a positive integer n such that < x.
n
1
Proof. Let x be as in the theorem. Then, cannot be an upper bound of Z
x
since Z is not bounded above. Therefore, we can …nd n 2 Z and n > 0 such that
1
<n
x
1
It follows that < x.
n
1
This theorem tells us that by choosing n large enough, we can make as
n
1
close to 0 as we want. In other words, inf : n 2 Z+ = 0 where Z+ denotes
n
the set of positive integers. We will prove this in the exercises.
The Archimedean property is sometimes stated di¤erently. We give an equiv-
alent statement which proof is left as an exercise.
Theorem 2.2.6 (Archimedean Property 2) If x and y are real numbers,

x > 0, then there exists a positive integer n such that nx > y.
2.2.2 Denseness of Q in R
We have already mentioned the fact that if we represented the rational numbers
on the real line, there would be many holes. These holes would correspond
to the irrational numbers. If we think of the rational numbers as dots on the
real line and the irrational numbers as holes, one might ask how the holes are
distributed with respect to the dots. The next concept gives us a partial answer.
De…nition 2.2.7 (Dense) A subset S of R is said to be dense in R if between

any two real numbers there exists an element of S.
Another way to think of this is that S is dense in R if for any real numbers
a and b such that a < b, we have S \ (a; b) 6= ?.
Theorem 2.2.8 Q is dense in R. That is, between any two real numbers, there
exists a rational number.
Proof. Let a and b be two arbitrary real numbers such that a < b. Then,
b a > 0. By the Archimedean principle, we can choose n 2 Z such that
1
0< a
n
= fx 2 Z : x > nag since n > 0
This set is bounded below by na. It is also non-empty since Z is not bounded
above. Hence, by lemma 2.2.3, S has a smallest element. Call it m. We will
show m is the integer we are looking for. We have
m
>a (2.2)
n
but
m 1
a (2.3)
n
m
since m is the smallest integer for which > a. If we write
n
m m 1 1
= + (2.4)
n n n
then, combining equations 2.2 and 2.4 gives
m m 1 1
a< = +
n n n
If we use equation 2.3, we obtain
m 1
a< a+
n n
Finally, using equation 2.1 gives
m
a< <b
n
which is what we wanted to prove.
2.2.3 Completeness
De…nition 2.2.9 A set S is said to be complete if every non-empty bounded
subset of S has both a supremum and an in…mum in S.
Example 2.2.10 R is complete, by the completeness axiom.
Example 2.2.11 [0; 1] is complete. If T [0; 1] and T 6= ? then by the com-

pleteness axiom, inf T and sup T exist since T R. Furthermore, 0 is a lower
bound of T and 1 is an upper bound of T hence 0 inf T sup T 1 hence
both inf T and sup T belong to [0; 1]. Since T was arbitrary, the result follows.
Example 2.2.12 (0; 1) is not complete since sup ((0; 1)) = 1 2

= (0; 1).
Corollary 2.2.13 Q is not complete.

Proof. De…ne
n p o
S = x2Q:0<x< 2
p
= 0; 2 \ Q
Clearly, S is a subset of Q. We will show that p Q is not complete by showing

that S does not
p have a supremum in Q. Because 2 is anpupper bound of S, we
have sup S 2. We want to show that
p in fact, sup S = 2. We do a proof by
contradiction. Suppose that sup S < 2.pSince Q is dense in R, we can …nd a
rational number q such that sup S < q p
< 2. Thus q 2 S. Therefore, we p should
have q sup S and not sup S < q < 2. So, we must have sup S = 2. We
see that S, a subset of Q has a supremum which is not in Q.
2.2.4 Exercises
1. Prove lemma 2.2.3
1
2. Prove that inf : n 2 Z+ = 0 where Z+ denotes the set of positive
n
integers.
3. Find the supremum and in…mum of the sets below.
1 1 1 1
(a) A = 1; ; ; ; ::: = :n2N .
2 4 8 2n 1
2+n
(b) E = :n2N .
n
4. Prove theorem 2.2.6 using the results of this section.

5. Prove that between any two real numbers there exists an irrational num-
ber. This proves that the set of irrational numbers, R n Q is dense in
R.
6. Prove that every interval which contains more than one element must
contain an in…nite number of rational as well as irrational numbers (hint:
do it by contradiction).
7. Given x 2 R, prove there is a unique (9!) n 2 Z such that n 1 x < n.
8. The goal of this problem is to give a "real analysis" proof of the division
algorithm which states that if a and b are positive integers, b 6= 0, then
there exists integers r and q where 0 r < b such that a = bq + r. We do
the proof in several steps. Let a and b be positive integers and de…ne
S = fn 2 Z : nb ag
(a) Prove that S 6= ?.

(b) Prove that S is bounded above.
(c) Explain why S has a largest member that we will call q.
(d) Prove that if we de…ne r = a bq then 0 r < b. (Note that this is
the same as a = bq + r):
9. Are the integers complete? Justify your answer.
10. Let a 2 R. Is [a; 1) complete?

2.2.5 Hints for the Exercises

For all the problems, remember to …rst clearly state what you have to prove or
do.
1. Prove lemma 2.2.3.

Hint: Proof is similar to that of lemma 2.2.1
1
2. Prove that inf : n 2 Z+ = 0 where Z+ denotes the set of positive
n
integers.
Hint: Use the de…nition of the in…mum and the Archimedean property.
3. Find the supremum and in…mum of the sets below.
1 1 1 1
(a) A = 1; ; ; ; ::: = :n2N .
2 4 8 2n 1
Hint: Use the de…nition of supremum and in…mum.
2+n
(b) E = :n2N .
n
Hint: Use the de…nition of supremum and in…mum. For in…mum,
also use the Archimedean property.
4. Prove theorem 2.2.6 using the results of this section.

Hint: Consider di¤erent cases on y and use 2.2.5.
5. Prove that between any two real numbers there exists an irrational num-
ber. This proves that the set of irrational numbers, R n Q is dense in R.
Hint: Use the de…nition of denseness, but p instead ofpapplying it to two
arbitrary real numbers a and b, apply it to 2a and 2b.
6. Prove that every interval which contains more than one element must
contain an in…nite number of rational as well as irrational numbers (hint:
do it by contradiction).
Hint already given.
7. Given x 2 R, prove there is a unique (9!) n 2 Z such that n 1 x < n.

Hint: You need to prove existence and uniqueness. For existence, de…ne
S = fk 2 Z : k > xg. Explain why S is bounded below and not empty.
What does this imply? For uniqueness, assume that there are two such
numbers, say m and n. Using a proof similar to that of lemma 2.2.1, prove
that m = n by showing that 1 < m n < 1.
8. The goal of this problem is to give a "real analysis" proof of the division
algorithm which states that if a and b are positive integers, b 6= 0, then
there exists integers r and q where 0 r < b such that a = bq + r. We do
the proof in several steps. Let a and b be positive integers and de…ne
S = fn 2 Z : nb ag
No hints since you are already guided through the proof.
(a) Prove that S 6= ?.

(b) Prove that S is bounded above.
(c) Explain why S has a largest member that we will call q.
(d) Prove that if we de…ne r = a bq then 0 r < b. (Note that this is
the same as a = bq + r):
9. Are the integers complete? Justify your answer.

Hint: Use the de…nition and the results of this section.
10. Let a 2 R. Is [a; 1) complete?

Hint: Use the de…nition of completeness.
2.3. BOUNDED FUNCTIONS 67
2.3 Bounded Functions

2.3.1 Suprema and In…ma of a Function
In the previous sections, we have studied the notions of maximum, minimum,
being bounded, supremum and in…mum in the context of sets. These notions
can also be applied to functions. In this case, they are applied to the range of
a function. More speci…cally, we have the following de…nitions.
De…nition 2.3.1 (Bounded Functions) Let f : D ! R.
1. f is said to be bounded above if its range is bounded above.

2. f is said to be bounded below if its range is bounded below.
3. f is said to be bounded if its range is both bounded above and below.
4. If the range of f has a maximum (largest) element, then that element is
called the maximum of f and is denoted max f .
5. If the range of f has a minimum (smallest) element, then that element is
called the minimum of f and is denoted min f .
Remark 2.3.2 The range of f is the set ff (x) : x 2 Dg. The above de…nitions
have the following implications:
1. f bounded above =) 9M 2 R : f (x) M , 8x 2 D: We have similar

results for bounded below and bounded (see problems).
2. c = max f () c f (x), 8x 2 D and f (x) = c for some x 2 D. It is
similar for min f (see problems).
De…nition 2.3.3 (Supremum and In…mum) Let f : D ! R and assume

that D 6= ?.
1. The supremum of f , denoted sup f , is de…ned by
sup f = sup ff (x) : x 2 Dg
In other words, it is the supremum of the range of f .

2. The in…mum of f , denoted inf f , is de…ned by
inf f = inf ff (x) : x 2 Dg
In other words, it is the in…mum of the range of f .
Remark 2.3.4 If f : D ! R is bounded on a non-empty set D then the

following inequality should be clear for every x 2 D
inf f f (x) sup f

Example 2.3.5 Consider f : (0; 2) ! R de…ned by f (x) = x2 . The range

of f is (0; 4) (why?). Therefore, f is bounded on (0; 2). However, f does not
have a maximum or a minimum on (0; 2). However, sup f = 4, inf f = 0. If we
replace (0; 2) by [0; 2], then f is bounded on [0; 2] and it also has a maximum
(hence a supremum) equal to 4 and a minimum (hence an in…mum) equal to 0.
1
Example 2.3.6 Consider g : (0; 1) ! R de…ned by g (x) = . The range of
x
g is (1; 1). Therefore, g is not bounded above on (0; 1) but it is bounded below.
g does not have a maximum or a minimum on (0; 1). However, inf f = 1. If
we replace (0; 1) by (0; 1], then the range of g is [1; 1). So, we see that g is
bounded below and has a minimum which is also the in…mum equal to 1. But g
is not bounded above.
Example 2.3.7 Consider h : R ! R de…ned by h (x) = sin (x). The range of

h is [ 1; 1]. So, h is bounded, has a minimum, 1 and a maximum, 1. Also
sup f = 1 and inf f = 1.
Remark 2.3.8 You may have noticed in this section, or in books about math-
ematics that we often say that a function has a certain property on a set. For
example we say that ln x is continuous on (0; 1). We may also say that x2 is
increasing on [0; 1). What we mean when we say f has a certain property on
a set D is that f has that property for every x in D.
Example 2.3.9 Prove that if f and g are bounded above on a non-empty set S
then sup (f + g) sup f + sup g.
The fact that both f and g are bounded above on a nonempty set S implies that
sup f and sup g exist by the completeness axiom. If x is an arbitrary element in
S then f (x) sup f and g (x) sup g. By de…nition, (f + g) (x) = f (x)+g (x)
therefore, (f + g) (x) sup f + sup g. This means that sup f + sup g is an upper
bound for f + g. Hence f + g is bounded above. It follows that sup (f + g) exists
by the completeness axiom. Since sup f + sup g is an upper bound of f + g and
sup (f + g) is the smallest upper bound of f + g, we must have sup (f + g)
sup f + sup g.
2.3.2 Exercises
Unless speci…ed otherwise, the functions below are from S into R where S R.
1. Following remark 2.3.2, rewrite the de…nition of f being bounded below,

f being bounded and min f .
f: (0; 1) ! R
2. Consider 1 .
x 7!
x
(a) Prove that f is not bounded above.

(b) Prove that the restriction of f to [ ; 1) is bounded for every number

> 0.
3. Let f be an increasing function on a closed interval [a; b]. Make a conjec-

ture regarding whether f has a maximum and a minimum on [a; b] then
prove your conjecture.
4. Prove that if f and g are bounded above on a non-empty set S then
sup (f + g) sup f + sup g
5. Prove that if f and g are bounded below on a non-empty set S then
inf (f + g) inf f + inf g
6. Give an example of two bounded function on [0; 1] such that sup (f + g) 0
sup (cf ) =
c inf f if c < 0
jsup f j sup jf j

do.
1. Following remark 2.3.2, rewrite the de…nition of f being bounded below,

f being bounded and min f .
Hint: none.
f: (0; 1) ! R
2. Consider 1 .
x 7!
x
(a) Prove that f is not bounded above.
1
Hint: for an arbitrary r 2 R, look at f :
1+r
(b) Prove that the restriction of f to [ ; 1) is bounded for every number
> 0.
Hint: what is f ([ ; 1))?
3. Let f be an increasing function on a closed interval [a; b]. Make a conjec-

ture regarding whether f has a maximum and a minimum on [a; b] then
prove your conjecture.
Hint: what is f ([a; b])?
4. Prove that if f and g are bounded above on a non-empty set S then
sup (f + g) sup f + sup g
Hint: recall that the function f +g is de…ned by (f + g) (x) = f (x)+g (x).

Use the de…nition of supremum and the fact that for any function f ,
f (x) sup f for every x in the domain of f .
5. Prove that if f and g are bounded below on a non-empty set S then
inf (f + g) inf f + inf g
Hint: similar to the previous problem.
6. Give an example of two bounded function on [0; 1] such that sup (f + g) <
sup f + sup g.
Hint: think of functions where the supremum does not happen at the same
value of x.
7. Prove that if f (x) g (x) on S then sup f sup g.

Hint: use the de…nition of supremum and the fact that for any function
f , f (x) sup f for every x in the domain of f .
c sup f if c > 0
sup (cf ) =
c inf f if c < 0
Hint: use the de…nition of supremum and in…mum and the fact that for
any function f , inf f f (x) sup f for every x in the domain of f .
jsup f j sup jf j
Hint: use the de…nition of supremum. Also remember that for any function
f , -jf (x)j f (x) jf (x)j for every x in the domain of f and …nally to
prove an inequality of the form jAj C you need to prove that C
A C.
2.4 Sequences, Sequences of Sets

2.4.1 Sequences
De…nition 2.4.1 (sequence) Let S R.
1. A sequence in S is a function f : K ! S where K = fn 2 N : n n0 for some n0 2 Ng.

2. For each n 2 K, we let xn = f (n). xn is called the nth term of the
sequence f .
1
For convenience, we usually denote a sequence by fxn gn=n0 rather than f .
1
Some texts also use (xn )n=n0 . The starting point, n0 is usually 1 in which
case, we simply write fxn g to denote a sequence. In theory, the starting point
does not have to be 1. However, it is understood that whatever the starting
point is, the elements xn should be de…ned for any n n0 . For example, if the
2n
general term of a sequence is xn = , then, we must have n0 5. We can
n 4
think of a sequence as a list of numbers. In this case, a sequence will look like:
fxn g = fx1 ; x2 ; x3 ; :::g.
A sequence can be given di¤erent ways.
1 2 3
1. List the elements. For example, ; ; ; ::: . From the elements listed,
2 3 4
the pattern should be clear.
n
n 2
2. Give a formula to generate the terms. For example, xn = ( 1) . If
n!
the starting point is not speci…ed, we use the smallest value of n which
will work.
3. A sequence can be given recursively. The starting value of the sequence
is given. Then, a formula to generate the nth term from one or more
previous terms. For example, we could de…ne a sequence by giving:
x1 = 2
1
xn+1 = (xn + 6)
2
Another example is the Fibonacci sequence de…ned by:
x1 = 1, x2 = 1
xn = xn 1 + xn 2 for n 3
Like a function, a sequence can be plotted. However, since the domain is a

subset of Z, the plot will consist of dots instead of a continuous curve.
Since a sequence is de…ned as a function. everything we de…ned for functions
(bounds, supremum, in…mum, ...) also applies to sequences. We restate those
de…nitions for convenience.
2.4. SEQUENCES, SEQUENCES OF SETS 73
De…nition 2.4.2 (Bounded Sequence) As sequence (xn ) is said to be bounded

above if its range is bounded above. It is bounded below if its range is
bounded below. It is bounded if its range is bounded. If the domain of (xn )
is fn 2 Z : n k for some integer kg then the above de…nition simply state that
the set fxn : n kg must be bounded above, below or both.
De…nition 2.4.3 (One-to-one Sequences) A sequence (xn ) is said to be one-

to-one if whenever n 6= m then xn 6= xm .
De…nition 2.4.4 (Monotone Sequences) Let (xn ) be a sequence.
1. (xn ) is said to be increasing if xn xn+1 for every n in the domain of the

sequence. If we have xn < xn+1 , we say the sequence is strictly increasing.
2. (xn ) is said to be decreasing if xn xn+1 for every n in the domain of
the sequence.
3. A sequence that is either increasing or decreasing is said to be monotone.
If it is either strictly increasing or strictly decreasing, we say it is strictly
monotone.
2.4.2 Sequences of Sets and Indexed Families of Sets

Sequences of sets are similar to sequences of real numbers with the exception
that the terms of the sequence are sets. The notation used is also similar. We
also generalize the de…nition to indexed families of sets where the index set is
not a subset of Z but any set. More precisely, we have:
De…nition 2.4.5 Let X R, X 6= ? and let K = fn 2 N : n n0 for some n0 2 Ng.

A sequence of subsets of X is a function f : K ! P (X), the power set of X.
For each n 2 K, we let An = f (n) be a subset of X that is an element of P (x).
1 1
Example 2.4.6 Consider fNn gn=1 where Nn = f1; 2; 3; :::; ng. fNn gn=1 is a
sequence of subsets of N.
1 1
Example 2.4.7 For each n 2 N, de…ne In = x2R:0<x< = 0; .
n n
1
fIn gn=1 is a sequence of subsets of R.
The index we use for the subsets does not have to be an integer. It can be
an element of any set. In this case, instead of calling it a sequence of sets, we
call it an indexed family of sets. We give a precise de…nition.
De…nition 2.4.8 Let A and X be non-empty sets. An indexed family of

subsets of X with index set A is a function f : A ! P (X) (the power set of X).
Like for sequences, if f : A ! P (X), then for each 2 A, we let E = f ( ).
We use a notation similar to sequences that is we denote the indexed family
fE g 2A .
Remark 2.4.9 A sequence of sets is just an indexed family of sets with N as

index set.
Example 2.4.10 For each x 2 (0; 1), de…ne Ex = fr 2 Q : 0 r < xg. Then,
fEx gx2(0;1) is an indexed family of subsets of Q. The index set is (0; 1).
The remainder of this section deals with sequences of sets, though the results
and de…nitions given can be extended to indexed families of subsets.
De…nition 2.4.11 (Union and Intersection of a Sequence of Subsets) Let

fAn g be a sequence of subsets of a set X.
1. We de…ne
n
[
Ai = A1 [ A2 [ ::: [ An
i=1
= fx 2 X : x 2 Ai for some natural number 1 i ng
Similarly, we de…ne the union of the entire sequence by

1
[
Ai = fx 2 X : x 2 Ai for some natural number ig
i=1
2. Similarly, we de…ne
n
\
Ai = A1 \ A2 \ ::: \ An
i=1
= fx 2 X : x 2 Ai for every natural number 1 i ng
and
1
\
Ai = fx 2 X : x 2 Ai for every natural number ig
i=1
1
[
1
Example 2.4.12 Consider fNn gn=1 where Nn = f1; 2; 3; :::; ng. Then, Ni =
i=1
1
\
N and Ni = f1g.
i=1
1
Example 2.4.13 For each n 2 N, de…ne In = x2R:0<x< . First,
n
we prove that
1
\
Ii = ?
i=1
1
\
If this were not the case, that is if we had x 2 Ii this would mean that no
i=1
1 1
matter what n is , x < or > x which contradicts the Archimedean principle
n n
(theorem 2.2.5). We next show that
1
[
Ii = I1
i=1
This because In I1 for any n 1.

Results about …nite intersection and union of sets remain true in this set-
ting. In other words, we have the equivalent of theorems 1.1.16 (distributive
properties), 1.1.20 (De Morgan’s laws), 1.2.33 (direct image of a set) and 1.2.35
(inverse image of a set). We list the theorem here but leave their proof as
exercises.
Theorem 2.4.14 (Distributive Laws) Let En and E be subsets of a set X.
Then,
1
! 1
[ [
1. E \ Ei = (E \ Ei )
i=1 i=1
1
! 1
\ \
2. E [ Ei = (E [ Ei )
i=1 i=1
Proof. See problems.

Theorem 2.4.15 (De Morgan’s Laws) Let fEn g be a sequence of subsets of
X. Then,
1
!c 1
[ \
1. Ei = Eic
i=1 i=1
1
!c 1
\ [
2. Ei = Eic
i=1 i=1

Theorem 2.4.16 Let f : X ! Y
1. If fEn g is a sequence of subsets of X, then
1
! 1
[ [
f Ei = f (Ei )
i=1 i=1
1
! 1
\ \
f Ei f (Ei )
i=1 i=1
2. If fGn g is a sequence of subsets of Y , then

1
! 1
[ [
f 1 Gi = f 1
(Gi )
i=1 i=1
1
! 1
\ \
1 1
f Gi = f (Gi )
i=1 i=1
De…nition 2.4.17 (Contracting and Expanding Sequences of Sets) Suppose

that (An ) is a sequence of sets.
1. We say that (An ) is expanding if we have An An+1 for every n in the

domain of the sequence.
2. We say that (An ) is contracting if we have An+1 An for every n in

the domain of the sequence.
1 1
Example 2.4.18 Consider the sequence of sets (Jn ) where Jn = ; .
n n
1 1
Jn is a contracting sequence as Jn+1 = n+1 ; n+1 Jn .
Example 2.4.19 Consider the sequence of sets (Kn ) where Kn = ( n; n). Kn

is an expanding sequence as Kn Kn+1 = ( (n + 1) ; n + 1).
2.4.3 Exercises
1
1. Let In = ; 1 . Evaluate
n
1
[
In
n=1
1 2
2. Let In = 1 + ;5 . Evaluate
n n
1
[
In
n=1
1 1
3. Let In = 1 ;2 + . Evaluate
n n
1
\
In
n=1

6. Prove theorem 2.4.16. In particular, for part 2 of the theorem, explain
why we do not have equality. Give a necessary condition to have equality
and justify your answer.
7. Let fAn g be an expanding sequence of subsets of R. Prove that fR n An g
is a contracting sequence.
8. Let fAn g be a sequence of sets.
(a) Prove that if we de…ne

1
[
Bn = Ai
i=n
for each n, the sequence fBn g is a contracting sequence of sets.

(b) Prove that if we de…ne
1
\
Bn = Ai
i=n
for each n, the sequence fBn g is an expanding sequence of sets.

(c) Prove that if we de…ne
n
\
Bn = Ai
i=1

(d) Prove that if we de…ne
n
[
Bn = Ai
i=1


do.
1
1. Let In = ; 1 . Evaluate
n
1
[
In
n=1
Hint: Evaluate In for a few values of n to see what is happening. You

should then be able to conjecture what the answer is. You then have to
prove the conjecture which will involve proving two sets are equal. You
will have to use the Archimedean principle.
1 2
2. Let In = 1 + ;5 . Evaluate
n n
1
[
In
n=1

1 1
3. Let In = 1 ;2 + . Evaluate
n n
1
\
In
n=1


Hint: nothing hard, just use de…nitions and standard techniques to show
two sets are equal.

two sets are equal.
6. Prove theorem 2.4.16. In particular, for part 2 of the theorem, explain

why we do not have equality. Give a necessary condition to have equality

two sets are equal.
7. Let fAn g be an expanding sequence of subsets of R. Prove that fR n An g
is a contracting sequence.
Hint: no di¢ culty, just use de…nitions. Make sure to …rst clearly write
what you have to prove.
8. Let fAn g be a sequence of sets.
(a) Prove that if we de…ne

1
[
Bn = Ai
i=n

Hint: Make sure you understand how this set Bn is de…ned by making
your own examples. You prove the result by just using de…nitions.
Again, …rst state clearly what you have to prove.
(b) Prove that if we de…ne
1
\
Bn = Ai
i=n

(c) Prove that if we de…ne
n
\
Bn = Ai
i=1

(d) Prove that if we de…ne
n
[
Bn = Ai
i=1

Chapter 3
Topology of the Real Line
In this chapter, we study the features of R which allow the notions of limits and
continuity to be de…ned precisely. This is what is meant by topology. Though it
is done here for the real line, similar notions also apply to more general spaces,
called topological spaces. This branch of mathematics, in its modern form, dates
back to the mid 1800s and the work of Bolzano (1781-1848), Cantor (1845-1918)
and Weierstrass (1815, 1897).
3.1 Interior Points and Neighborhoods

Throughout this chapter, it will be useful to think of intervals (a; b) or [a; b].
Though the various notions studied (open, closed to name a few) apply to more
general sets, understanding them in terms of intervals will be helpful.
3.1.1 Main De…nitions

The notion of interior point tries to capture the idea of how "deep" within a set
a point is. Intuitively, the interior of a set is the part of the set which is not
on "the edge of the set". Of course these concepts need to be made much more
precise mathematically.
De…nition 3.1.1 (Interior Point) Let S R and x 2 R.
1. x is said to be an interior point of S if there exists > 0 such that

(x ; x + ) S.
2. If the above is true, S is said to be a neighborhood of x.
3. Given a set S R, the interior of S, denoted Int (S) or S , is the set

of interior points of S.
Remark 3.1.2 We will remark the following:
89
90 CHAPTER 3. TOPOLOGY OF THE REAL LINE
1. Intuitively speaking, a neighborhood of a point is a set containing the point,

in which you can move the point a little without leaving the set.
2. A neighborhood of a point x 2 R is any set which contains an interval of
the form (x ; x + ) for some > 0. This de…nition is a little bit more
general that the de…nition some texts use.
3. (x ; x + ) is a neighborhood of x 8 > 0. In fact, certain texts use this
as a de…nition of a neighborhood. They say that a neighborhood of a point
x is a set of the form (x ; x + ) for some > 0. This means that for
them, a neighborhood of a point x has x at its center. Our de…nition is a
little bit more general.
4. It should be clear from the de…nition that an interior point of a set belongs
to the set. We will state it as a result in the proposition below.
Example 3.1.3 Are 1, 1:9, 2, 2:1 interior points of (0; 2)?
Example 3.1.4 Same question for [0; 2].
Example 3.1.5 Conjecture what Int ((0; 2)) and Int ([0; 2]) might be.
Proposition 3.1.6 The following results follow immediately from the de…ni-
tion.
1. If U is a neighborhood of x and U V , then V is also a neighborhood of

x.
2. Int (S) S.
Proof. We prove each part separately. Though these proofs are easy and
could have been left to the reader, we will do them to illustrate how one
works with these new concepts.
Part 1: If U is a neighborhood of x then there exists > 0 such that

(x ; x + ) U . Since U V , we also have (x ;x + ) V .
Thus, V is also a neighborhood of x.
Part 2: If x 2 Int (S) then there exists > 0 such that (x ;x + ) S
and since x 2 (x ; x + ), it follows that x 2 S.
Example 3.1.7 Every point of (a; b) with a < b is an interior point of (a; b).
Also, any point outside of (a; b) is not an interior point. Therefore, Int ((a; b)) =
min fjx aj ; jx bjg
(a; b). This is easy to see. If x 2 (a; b), we let = . Then,
2
(x ; x + ) (a; b).
Example 3.1.8 a and b are not interior points of [a; b] with a b. Every other
point of that interval is an interior point. Therefore, Int ([a; b]) = (a; b).
3.1. INTERIOR POINTS AND NEIGHBORHOODS 91
Example 3.1.9 Since every interval of positive length contains both a ratio-
nal and an irrational, it follows that Q as well as R n Q have no interior
points. If x were an interior point of Q then there would exist > 0 such
that (x ;x + ) Q. But we know this can’t happen since there is at least
one irrational number between x and x + . The same argument works for
R n Q. Therefore, Int (Q) = ? and Int (R n Q) = ?.
Example 3.1.10 Int (R) = R. To see this, we need to prove that every real
number is an interior point of R that is we need to show that for every x 2 R,
there is > 0 such that (x ; x + ) R. Let x 2 R. Then, (x 1; x + 1) R
thus x is an interior point of R.
3.1.2 Properties
Theorem 3.1.11 Let x 2 R, let Ui denote a family of neighborhoods of x.
n
\
1. Ui is a neighborhood of x.
i=1
1
\
2. Ui is not always a neighborhood of x.
i=1
1
[
3. Ui is a neighborhood of x.
i=1
1. We need to prove that there exists > 0 such that (x ;x + )

n
\
Ui . Since each Ui is a neighborhood of x, for each i there ex-
i=1
ists i such that (x i; x + i) Ui . Let = min f 1 ; 2 ; :::; n g.
Then, (x ;x + ) Ui for each i = 1; 2:::; n. It follows that
\n n
\
(x ;x + ) Ui thus proving that Ui is a neighborhood of
i=1 i=1
x.
1 1
2. It is enough to …nd a counterexample. Let Ui = ; . Clearly,
i i
1
\
for each i, Ui is a neighborhood of 0. Yet, Ui = f0g which is
i=1
1
\
not a neighborhood of 0. It remains to prove that Ui = f0g(see
i=1
problems).
3. See problems.
3.1.3 Techniques to Remember

To prove x is an interior point of S, one has to …nd a such that
(x ; x + ) S.
Note the above also proves S is a neighborhood of x.
To prove x is not an interior point of S, one needs to show that no works
in other words 8 > 0, (x ; x + ) contains points not in S.
3.1.4 Important Facts to Know and Remember

Some of the facts listed below were discussed in the notes, others are addressed
in the exercises.
1. De…nitions and theorems in this section.

2. Let S = fag. What is Int (S)?
3. Let S be a …nite set. What is Int (S)?
4. Let S be an non-empty bounded set. Is sup S 2 Int (S)?
5. Let a; b and c be three real numbers such that a < b < c. Let S =
(a; b) [ fcg. What is Int (S)? Same question for S = [a; b] [ fcg.
6. What is the interior of known sets such as ?, N, Z, Q, R, (a; b), [a; b]?
7. A B =) Int (A) Int (B).
8. If A and B are two sets, Int (A \ B) = Int (A) \ Int (B), but in general
Int (A [ B) 6= Int (A) [ Int (B). The most we can say is that Int (A) [
Int (B) Int (A [ B).
9. S is open () Int (S) = S.
3.1.5 Exercises
1. Using the de…nition of a neighborhood, complete the sentence: "A set S
fails to be a neighborhood of x if ...".
1
\ 1 1
2. Prove Ui = f0g where Ui = ; .
i=1
i i
3. Prove part 3 of theorem 3.1.11.

4. Suppose that x is an interior point of U and U V . Prove that x is also
an interior point of V .
5. Let x 2 R and S R. Prove that the two conditions below are equivalent:
(a) S is a neighborhood of x.
(b) There exists two numbers a and b such that x 2 (a; b) S.
6. Let x 2 R and y 2 R. Assume further that x 6= y. Prove that one can …nd
a neighborhood S of x and a neighborhood T of y such that S \ T = ?.
7. Given that S R and x is an upper bound of S, explain why S cannot
be a neighborhood of x.
8. Given that S R, S 6= ?, and S is bounded above, explain why neither
S nor R n S can be a neighborhood of sup S.
9. Suppose that A and B are subsets of R and that x is an interior point of
A [ B. Is it true that x must be an interior point of A or B? Explain and
justify your answer.
10. Suppose that A and B are subsets of R and that x is an interior point
of both A and B. Is it true that x must be an interior point of A \ B?
Explain and justify your answer.
11. Let A and B be subsets of R.
(a) Prove that if A B then Int (A) Int (B).

(b) Prove that Int (A \ B) = Int (A) \ Int (B).
(c) Is Int (A [ B) = Int (A) [ Int (B)? If not, can we prove one of the
inclusions? Which one? If you answered yes, then prove the inclusion
you think can be proven.
12. Let a 2 R. What is Int (fag)?

14. What are Int (?), Int (N), Int (Z)?
(a; b) [ fcg. What is Int (S)?
16. Let S be an non-empty bounded subset of R. Is sup S 2 Int (S)? Explain

17. Let S R. Prove that Int (Int (S)) = Int (S).

do.
1. Using the de…nition of a neighborhood, complete the sentence: "A set S

fails to be a neighborhood of x if ...".
Hint: This is just the negation of the de…nition of a neighborhood.
1
\ 1 1
2. Prove Ui = f0g where Ui = ; .
i=1
i i
Hint: First, show 0 is an element of this set. Then, show no other real
number can be in the set.
3. Prove part 3 of theorem 3.1.11.
Hint: straightforward, just use de…nitions.
4. Suppose that x is an interior point of U and U V . Prove that x is also
an interior point of V .
5. Let x 2 R and S R. Prove that the two conditions below are equivalent:
Hint: Remember to prove both directions.
(a) S is a neighborhood of x.
(b) There exists two numbers a and b such that x 2 (a; b) S.
6. Let x 2 R and y 2 R. Assume further that x 6= y. Prove that one can …nd
a neighborhood S of x and a neighborhood T of y such that S \ T = ?.
Hint: Make your own examples to see what is going on here.
7. Given that S R and x is an upper bound of S, explain why S cannot
be a neighborhood of x.
Hint: See what would happen if S were a neighborhood of x.
8. Given that S R, S 6= ?, and S is bounded above, explain why neither
S nor R n S can be a neighborhood of sup S.
Hint: similar to the previous problem.
9. Suppose that A and B are subsets of R and that x is an interior point of
A [ B. Is it true that x must be an interior point of A or B? Explain and
justify your answer.
Hint: Make your own examples. What if A and B are intervals and x is
an endpoint?
10. Suppose that A and B are subsets of R and that x is an interior point
of both A and B. Is it true that x must be an interior point of A \ B?
Explain and justify your answer.
Hint: First, look at some examples to understand the problem better.
After you’ve tried some examples, if you think it is true, try to prove the
result.
(a) Prove that if A B then Int (A) Int (B).

(b) Prove that Int (A \ B) = Int (A) \ Int (B).
Hint: straightforward, just use de…nitions and don’t forget to prove
the double inclusion.
(c) Is Int (A [ B) = Int (A) [ Int (B)? If not, can we prove one of the
inclusions? Which one? If you answered yes, then prove the inclusion
you think can be proven.
Hint: See problem 9.
12. Let a 2 R. What is Int (fag)?

Hint: use the de…nition of interior. Don’t forget to justify whatever answer
you …nd.

you …nd.
14. What are Int (?), Int (N), Int (Z)?
you …nd.
(a; b) [ fcg. What is Int (S)?
you …nd.
16. Let S be an non-empty bounded subset of R. Is sup S 2 Int (S)? Explain
Hint: see problem 8.
17. Let S R. Prove that Int (Int (S)) = Int (S).
Hint: one direction is tricky. Write clearly what you have to prove …rst.
3.2 Open and Closed Sets

Here, we are trying to capture the notion which explains the di¤erence between
(a; b) and [a; b] and generalize the notion of closed and open intervals to any
sets.
The notions of open and closed sets are related. One is de…ned precisely, the
other one is de…ned in terms of the …rst one. In these notes, we de…ne precisely
what being open means. We then de…ne closed in terms of being open. Some
texts do the reverse. They de…ne being closed precisely, then being open in
terms of being closed.
De…nition 3.2.1 (Open and Closed Sets) Let S R.
1. S is said to be open if every point of S is an interior point of S.
2. S is said to be closed if and only if R n S is open.
Example 3.2.2 In the previous section, we saw that Int ((a; b)) = (a; b). Thus
(a; b) is open according to our de…nition. It is why we call it an open interval.
Proposition 3.2.3 The following should be obvious from the de…nition:
1. S is open if for any x 2 S, there exists > 0 such that (x ;x + ) S.
2. S is open if for any x 2 S, there exists a < b such that x 2 (a; b) S.
3. S is open if for any x 2 S, there exists a neighborhood of x included in S.
4. Int (S) is open.
Proof. We only prove part 4 and leave the rest as exercises.
Part 4: We want to show that every point of Int (S) is an interior point of
Int (S) that is if x 2 Int (S) then there exists > 0 such that (x ;x + )
Int (S). Since x 2 Int (S), there exists > 0 such that (x ; x + ) S.
To show (x ;x + ) Int (S) we need to show that every point of
(x ; x + ) is an interior point of S. Let y 2 (x ; x + ). Let =
min (jy x + j ; jx + yj)
then (y ; y + ) (x ; x + ) S. So,
2
y is an interior point of S. Since y was arbitrary, (x ; x + ) Int (S).
Remark 3.2.4 It may appear that a set is either open or closed. Nothing could
be further from the truth. In fact, the majority of subsets of R are neither open
nor closed.
3.2. OPEN AND CLOSED SETS 97
Remark 3.2.5 It should be clear to the reader that S is open if and only if
R n S is closed. Clearly, if R n S is closed, then by de…nition R n (R n S) is open.
But R n (R n S) = S. Conversely, if S is open, then R n S must be closed because
if it were not then R n (R n S) = S would not be open by de…nition. This would
be a contradiction.
Having de…ned open and closed sets, it is natural to ask what open and
closed sets look like. It is also natural to ask what kind of sets are open, closed.
We will try to answer these questions in this section. We begin with some
examples.
Example 3.2.6 R is open. We noticed above that Int (R) = R.
Example 3.2.7 ? is open. For a set not to be open, at least one of its points
must fail to be an interior point. Therefore, the set must not be empty.
Example 3.2.8 R is closed. This is true since R n R = ? is open.
Example 3.2.9 ? is closed since R n ? = R is open.
Example 3.2.10 Let a and b be any two real numbers such that a < b. Then,
(a; b) is open. This says that every open interval is open. We know this from a
previous example in which we noticed that every point of (a; b) was an interior
point of (a; b). In the same way, intervals of the form ( 1; a) or (a; 1) are
also open.
Example 3.2.11 Let a and b be any two real numbers such that a < b. Con-
sider [a; b). This set is not open because a is not an interior point. Its comple-
ment is R n [a; b) = ( 1; a) [ [b; 1). This set is not open either as b is not an
interior point.. Thus [a; b) is not closed either. In conclusion [a; b) is neither
open nor closed. The same is true for (a; b].
Example 3.2.12 [a; b] is closed. Its complement is Rn[a; b] = ( 1; a)[(a; 1).

This set is open. It can be proven directly. It is also a consequence of theorem
3.2.15.
Example 3.2.13 Q is neither open nor closed. Earlier, we saw that none of
the points in Q were interior points thus Q is not open. We also saw that its
complement R n Q shared the same property, so it is not open. Hence, Q is not
closed.
Example 3.2.14 R n Q is neither open nor closed for the same reason.
In the examples, we noted that R and ? were both closed and open. You
may wonder how many sets share this property. It can be proven that these are
the only sets with this property.
3.2.2 Properties
Theorem 3.2.15 (Unions and intersections of open and closed sets) Let
fUi g denote an in…nite family of open sets and fHi g denote an in…nite family
of closed sets.
1
[
1. Ui is open.
i=1
n
\
2. Ui is open.
i=1
n
[
3. Hi is closed.
i=1
1
\
4. Hi is closed.
i=1
Proof. We prove some of the parts to illustrate how to work with these concepts.
The other parts are left as exercises.
1
[ 1
[
1. We need to prove that if x 2 Ui then x is an interior point of Ui
i=1 i=1
1
[ [1
that is there exists > 0 such that (x ;x + ) Ui . If x 2 Ui
i=1 i=1
then x 2 Ui for some i. Since Ui is open, x is an interior point of Ui so
there exists i > 0 such that (x i; x + i) Ui . Then, (x i; x + i)
[1
Ui .
i=1
2. See problems. As you do the proof, make sure you understand why the
1
\
proof you do would not work for Ui
i=1
n
[ n
[
3. To prove Hi is closed, we prove R n Hi is open. By De Morgan’s
i=1 i=1
[n n
\
laws, R n Hi = (R n Hi ). Since Hi is closed for every i, R n Hi is
i=1 i=1
n
\
open. Thus, (R n Hi ) is open by part 2 of this theorem.
i=1
4. See problems.
You will recall that the completeness axiom stated that every non-empty
subset of R which was bounded above had a supremum in R. If we add the
restriction that the set also be closed, we get a much stronger result as the
theorem below shows.
Theorem 3.2.16 (Existence of a largest member) Every non-empty closed

set bounded above must have a largest member. Similarly, every non-empty
closed set bounded below must have a smallest member.
Proof. We prove the largest member part. Let H be a non-empty closed set
bounded above. To prove that H has a largest member, we prove that sup H 2 H.
From the hypothesis, we know that sup H exists (why?). Let = sup H. We
do a proof by contradiction. Suppose 2 = H. Then, 2 R n H which is open
since H is closed. Thus, we can choose > 0 such that ( ; + ) R n H.
Since no element of H can be greater than and ( ; + )2 = H it follows
that is an upper bound of H. This is a contradiction since < and
= sup H.
3.2.3 Closure of a Set

De…nition 3.2.17 (Closure) Let S R and x 2 R.
1. x is said to be close to S if 8 > 0, (x ; x + ) \ S 6= ?.

2. The closure of S, denoted S is de…ned by
S = fx 2 R : x is close to Sg
Remark 3.2.18 Obviously, condition 1 of the de…nition is satis…ed for every

point of a set. Thus implying that every point of a set is close to the set and
therefore
S S
for every set S.
Example 3.2.19 The closure of (a; b) is [a; b] in other words (a; b) = [a; b].
From the remark above, (a; b) (a; b). Also, 8 > 0, (a ; a + ) \ (a; b) 6= ?.
Thus, a 2 (a; b). Similarly, one can show that b 2 (a; b). This shows that
[a; b] (a; b). Can (a; b) contain anything else? We prove that if x > b or x < a
then x 2
= (a; b) thus proving that (a; b) = [a; b]. We prove it in the case x > b.
jx bj
The case x < a is similar. Let = . Then (x ; x + ) \ (a; b) = ?.
2
Hence, x is not close to (a; b), so x is not in the closure of (a; b).
Example 3.2.20 Q = R. Let x 2 R. For any > 0, (x ; x + ) must

contain some rational number thus (x ; x + ) \ Q 6= ?.
Example 3.2.21 R n Q = R. The same argument as above works here.
Example 3.2.22 ? = ?.
Theorem 3.2.23 (Important facts about closure) Let A, B and S be sets

of real numbers.
1. S S
2. A B =) A B
3. S is always closed.
1. If x 2 S then clearly for any > 0, (x ; x + ) \ S contains at least fxg

and is therefore not empty. So, x 2 S.
2. We must prove that assuming A B, if x 2 A then x 2 B that is x is
close to B in other words, 8 > 0, (x ; x + ) \ B 6= ?. Let x 2 A.
Then, (x ; x + ) \ B contains (x ; x + ) \ A since A B. But
since x 2 A, (x ; x + ) \ A 6= ?. Therefore, (x ; x + ) \ B 6= ?.
3. We prove that S is closed by proving that R n S is open. Before we proceed
with the proof, it is important to understand what these sets represent. S
is the set of elements close to S, thus R n S is the set of elements not
close to S. We show R n S is open by showing that every element of
R n S is an interior point of R n S. In other words, if x 2 R n S, then
9 > 0 : (x ;x + ) R n S. If x 2 R n S then x is not close to S,
therefore we can pick > 0 such that (x ; x + ) \ S = ?. We wish to
show that (x ;x + ) R n S. If y 2 (x ; x + ) then y cannot be
close to S (why?) thus y 2 R n S. Since y was an arbitrary element of
(x ; x + ), it follows that (x ; x + ) R n S.
Theorem 3.2.24 Let S R. The following are equivalent:
1. S is closed.
2. S = S
3.2.4 Techniques to Remember

To prove that a set is open, one can use one of the following:
– Use the de…nition, that is prove that every point in the set is an
interior point.
– Prove that its complement is closed.
– Prove that it can be written as the intersection of a …nite family of
open sets or as the union of a family of open sets.
To prove that a set is not open, one can use one of the following:
– Find one of its point which is not an interior point.

– Prove that its complement is not closed.
To prove that a set is closed, one can use one of the following:
– Prove that its complement is open.

– Prove that it can be written as the union of a …nite family of closed
sets or as the intersection of a family of closed sets.
– Prove that it is equal to its closure.
To prove that a set is not closed, one can use one of the following:
– Prove that its complement is not open.

– Prove that it is not equal to its closure.
3.2.5 Important Facts to Know and Remember

1. De…nitions and theorems in this section.
2. Being closed is not the opposite of being open. In other words, a set is
not either open or closed. It can be neither.
3. Only R and ? are both open and closed.
4. Any set containing a …nite number of elements is closed.
5. A [ B = A [ B
6. A \ B A\B
7. Let S be a non-empty bounded set. Is sup S 2 S?
8. Given a set S, Int (S) is open, S is closed and Int (S) S S.
3.2.6 Exercises
1. Prove the statements in proposition 3.2.3.
2. Prove that S is open () Int (S) = S.
3. Prove that ( 1; a] and [a; 1) are closed subsets of R.
5. Prove the second half of theorem 3.2.16.

7. Let U be an open set and H be a closed set.
(a) Prove that U n H is open.

(b) Prove that H n U is closed.
8. Give an example of an in…nite family of open sets whose intersection fails

to be open.
9. Give an example of an in…nite family of closed sets whose union fails to
be closed.
10. Give an example of two sets A and B such that neither set is open but
their union is.
11. Let x 2 R.
(a) Prove that fxg is closed.

(b) Using part a, prove that every …nite set must be closed.
12. Let A and B be non-empty open subsets of R such that A \ B 6= ?. Can

A \ B be …nite? Explain.
13. Let S = [0; 1) [ (1; 2).
(a) Let U = Int (S). What is U ?

(b) What is U ?
(c) Give an example of a set S of real numbers such that if U = Int (S),
then U 6= S?
1
14. Let S = : n 2 Z+ . Evaluate S.
n
(a) If A B and A is open, prove that A Int (B).

(b) If A B and B is closed, prove that A B.
(a) Prove that A [ B = A [ B.

(b) Prove that A \ B A \ B.
(c) Give an example which shows why we do not have equality in part
b.
17. Prove that if S R then R n S = Int (R n S).

18. Make a conjecture regarding whether sup S 2 S and prove your conjecture.

do.
1. Prove the statements in proposition 3.2.3.

Hint: Simply use the de…nitions.
2. Prove that S is open () Int (S) = S.

Hint: Don’t forget to prove both directions. Each direction is straight-
forward, use de…nitions and results from this section and the previous
one.
3. Prove that ( 1; a] and [a; 1) are closed subsets of R.

Hint: Prove their complement is open.

Hint: Straightforward, use de…nitions.
5. Prove the second half of theorem 3.2.16.

Hint: The proof of the second half is similar to that of the …rst half which
is in your notes.

Hint: Don’t forget to prove both directions. In one direction, you have to
prove S = S. Since we already know that S S. it is enough to prove
that S S. For this, try a proof by contradiction. The other direction is
easy and quick.
7. Let U be an open set and H be a closed set.
(a) Prove that U n H is open.

Hint: Look at examples and draw pictures to really understand what
is happening. Then, try to write U n H as an intersection of two open
sets.
(b) Prove that H n U is closed.
Hint: Look at examples and draw pictures to really understand what
is happening. Then, try to write H n U as an intersection of two open
sets.
8. Give an example of an in…nite family of open sets whose intersection fails

to be open.
Hint: The homework on sequences of sets has such examples.
9. Give an example of an in…nite family of closed sets whose union fails to

be closed.
Hint: The homework on sequences of sets has such examples.
10. Give an example of two sets A and B such that neither set is open but
their union is.
Hint: Think of intervals.
11. Let x 2 R.
(a) Prove that fxg is closed.

Hint: What is its complement?
(b) Using part a, prove that every …nite set must be closed.
Hint: Use part a!
12. Let A and B be non-empty open subsets of R such that A \ B 6= ?. Can

A \ B be …nite? Explain.
Hint: Use the previous question.
13. Let S = [0; 1) [ (1; 2).
(a) Let U = Int (S). What is U ?

Hint: Make sure you justify your answer using de…nitions and results
from this section and the previous one.
(b) What is U ?
Hint: Make sure you justify your answer using de…nitions and results
from this section and the previous one.
(c) Give an example of a set S of real numbers such that if U = Int (S),
then U 6= S?
Hint: Not the integers and not the reals!
1
14. Let S = : n 2 Z+ . Evaluate S.
n
Hint: Remember that S S. So you only need to think about the points
you might be adding to S by taking the closure.
(a) If A B and A is open, prove that A Int (B).

Hint: Combination of two results, one about the interior of two sets,
the other one about open sets and their interior.
(b) If A B and B is closed, prove that A B.
Hint: Combination of two results, one about the closure of two sets,
the other one about closed sets and their closure.
(a) Prove that A [ B = A [ B.

Hint: You can either do a direct proof or use results about closure of
a set and results about the union of sets.
(b) Prove that A \ B A \ B.

Hint: You can either do a direct proof or use results about closure of
a set and results about the intersection of sets.
(c) Give an example which shows why we do not have equality in part
b.
Hint: Think of two open intervals.
17. Prove that if S R then R n S = Int (R n S).

Hint: Don’t forget to prove inclusion both ways. For each inclusion, …rst
write precisely what you need to show, then use the de…nitions of this
section to prove it.
18. Make a conjecture regarding whether sup S 2 S and prove your conjecture.
Hint: To prove your conjecture, you will use a "famous" theorem studied
in class that we have used many times. It is the theorem which tells us
when an upper bound of a set is the supremum of a set.
3.3 Limit Points

Intuitively speaking, a limit point of a set S in a space X is a point of X which
can be approximated by points of S other than x as well as one pleases.
The notion of limit point is an extension of the notion of being "close" to
a set in the sense that it tries to distinguish between being close to a set but
isolated and being close to a set and surrounded by many points of the set. For
example, c is close to the set S = (a; b) [ fcg but if a < b < c then there are
a+b
no other points of S near c. On the other hand, is close to (a; b) and
2
surrounded by in…nitely many points of (a; b). We will see that to be a limit
point of a set, a point must be surrounded by an in…nite number of points of
the set.
We now give a precise mathematical de…nition. In what follows, R is the
reference space, that is all the sets are subsets of R.
De…nition 3.3.1 (Limit point) Let S R, and let x 2 R.
1. x is a limit point or an accumulation point or a cluster point of S

if 8 > 0, (x ; x + ) \ S n fxg =
6 ?.
2. The set of limit points of a set S is denoted L (S)
Remark 3.3.2 Let us remark the following:
1. In the above de…nition, we can replace (x ; x + ) by a neighborhood of

x. Therefore, x is a limit point of S if any neighborhood of x contains
points of S other than x.
2. Being a limit point of a set S is a stronger condition than being close to a

set S. It requires any neighborhood of the limit point x to contain points
of S other than x.
3. The above two remarks should make it clear that L (S) S. We can also
prove it rigorously. If x 2 L (S) then 9 > 0 : (x ; x + ) \ S n fxg =
6 ?.
Let y 2 (x ; x + ) \ S n fxg. Then, y 2 (x ; x + ) and y 2 S n fxg.
So, y 2 S thus (x ; x + ) \ S 6= ?. Hence x 2 S.
4. However, S is not always a subset of L (S).
Let us …rst look at easy examples to understand what a limit point is and
what the set of limit points of a given set might look like.
Example 3.3.3 Let S = (a; b) and x 2 (a; b). Then x is a limit point of (a; b).
Let > 0 and consider (x ; x + ). This interval will contain points of (a; b)
other than x, in…nitely many points in fact.
3.3. LIMIT POINTS 107
Example 3.3.4 a and b are limit points of (a; b). Given > 0, the interval
(a ; a + ) contains in…nitely many points of (a; b) n fag thus showing a is a
limit point of (a; b). The same is true for b.
Example 3.3.5 Let S = [a; b] and x 2 [a; b]. Then x is a limit point of [a; b].
This is true for the same reasons as above.
At this point you may think that there is no di¤erence between a limit point
and a point close to a set. Consider the next example.
Example 3.3.6 Let S = (0; 1) [ f2g. 2 is close to S. For any > 0, f2g
(2 ; 2 + ) \ S so that (2 ; 2 + ) \ S 6= ?. But 2 is not a limit point of S.
(2 :1; 2 + :1) \ S n f2g = ?.
Remark 3.3.7 You can think of a limit point as a point close to a set but also
surrounded by many (in…nitely many) points of the set.
We look at more examples.
Example 3.3.8 L ((a; b)) = [a; b]. From the …rst two examples of this section,
we know that L ((a; b)) [a; b]. What is left to show is that if x 2 = [a; b] then x
is not a limit point of (a; b). Let x 2 R such that x 2
= (a; b). Assume x > b (the
case a < a is similar and left for the reader to check). Let < jx bj. Then
(x ; x + ) \ (a; b) n fxg = ?.
Example 3.3.9 L (Z) = ?. Let x 2 R. For x to be a limit point, we must

have that for any > 0 the interval (x ; x + ) would have to contain points
of Z other than x. Since for every real number x there exists an integer n such
that n 1 x < n, if < min (jx n + 1j ; jx nj), the interval (x ;x + )
contains no integer therefore (x ; x + ) \ Z n fxg = ?. So, no real number
can be a limit point of Z.
Example 3.3.10 L (Q) = R. For any real number and for any > 0, the
interval (x ; x + ) contains in…nitely many points of Q other than x. Thus,
(x ; x + ) \ Q n fxg =
6 ?. So every real number is a limit point of Q.
Example 3.3.11 If S = (0; 1) [ f2g then S = [0; 1] [ f2g but L (S) = [0; 1].
Using arguments similar to the arguments used in the previous examples, one
can prove that every element in [a; b] is a limit point of S and every element
outside of [a; b] is not. You will notice that 2 2 S but 2 2
= L (S). Also, 0 and 1
are in L (S) but not in S. So, in the most general case, one cannot say anything
regarding whether S L (S) or L (S) S.
1
Example 3.3.12 If S = : n 2 Z+ then L (S) = f0g (see problems).
n
3.3.2 Properties
Theorem 3.3.13 Let x 2 R and S R.
1. If x has a neighborhood which only contains …nitely many members of S
then x cannot be a limit point of S.
2. If x is a limit point of S then any neighborhood of x contains in…nitely
many members of S.
Part 2: This part follow immediately from part 1.
Part 1: Let U be a neighborhood of x which contains only a …nite number of
points of S that is U \ S is …nite. Then, U \ S n fxg is also …nite.
Suppose U \ S n fxg = fy1 ; y2 ; :::; yn g. We show there exists > 0
such that (x ; x + ) \ U does not contain any member of S n fxg.
Since both (x ; x + ) and U are neighborhood of x, so is their inter-
section. This will prove there is a neighborhood of x containing no el-
ement of S n fxg hence proving x is not a limit point of S. Let =
min fjx y1 j ; jx y2 j ; :::; jx yn jg. Since x is not equal to yi , > 0.
Then (x ; x + ) \ U contains no points of S other than x thus proving
our claim.
Corollary 3.3.14 No …nite set can have a limit point.

Proof. Follows immediately from the theorem.
The next theorem is very important. It helps understand the relationship
between the set of limit points of a set and the closure of a set.
Theorem 3.3.15 Let S R
S = S [ L (S)
Proof. We show inclusion both ways.
1. S [ L (S) S
We already know that S S. We now show that L (S) S. This will
imply the result. Suppose that x 2 L (S). Then 8 > 0, (x ;x + ) \
S n fxg 6= ?. It follows that (x ; x + ) \ S 6= ?, since S n fxg S.
Therefore, x is in the closure of S.
2. S S [ L (S)
Let x 2 S. We need to prove that x 2 S [ L (S). Either x 2 S or x 2 = S.
If x 2 S then x 2 S [ L (S). If x 2 = S then x is close to S. Therefore,
8 > 0, (x ; x + ) \ S 6= ?. Since x 2 = S, S = S n fxg, therefore
(x ; x + ) \ S n fxg 6= ?. It follows that x 2 L (S) and therefore
x 2 S [ L (S). So we see that in all cases, if we assume that x 2 S then
we must have x 2 S [ L (S).
3.3.3 Important Facts to Remember

De…nitions properties and theorems in this section.
L (A) [ L (B) = L (A [ B) (see problems)

S = S [ L (S)
L (S) S
L (S) is closed (see problems).

If U is open then L (U ) = U (see problems).
3.3.4 Exercises
1
1. Prove that if S = : n 2 Z+ then L (S) = f0g
n
2. In each situation below, give an example of a set which satis…es the given
condition.
(a) An in…nite set with no limit point.

(b) A bounded set with no limit point.
(c) An unbounded set with no limit point.
(d) An unbounded set with exactly one limit point.
(e) An unbounded set with exactly two limit points.
3. Prove that if A and B are subsets of R and A B then L (A) L (B).

4. Prove that if A and B are subsets of R then L (A) [ L (B) = L (A [ B).
5. Is it true that if A and B are subsets of R then L (A)\L (B) = L (A \ B)?

Give an answer in the following cases:
(a) A and B are closed.

(b) A and B are open.
(c) A and B are intervals.
(d) General case.
6. Given that S R, S 6= ? and S bounded above but max S does not exist,
prove that sup S must be a limit point of S. State and prove a similar
result for inf S.
7. Let S R. Prove that L (S) must be closed.
8. Prove that if U is open then L (U ) = U .

do.
1
1. Prove that if S = : n 2 Z+ then L (S) = f0g
n
Hint: Show that 0 is a limit point and that no number other than 0 can
be a limit point. Consider the three cases: x = 0, x > 0 or x < 0.
2. In each situation below, give an example of a set which satis…es the given
condition.
(a) An in…nite set with no limit point.

Hint: Think of know sets we often use.
(b) A bounded set with no limit point.
Hint: Review the notes to see what kind of sets do not have limit
points.
(c) An unbounded set with no limit point.
Hint: Think of know sets we often use.
(d) An unbounded set with exactly one limit point.
Hint: Remembering that L (A [ B) = L (A) [ L (B) it is enough to
…nd an unbounded set with no limit point and a set with exactly one
limit point (why?)
(e) An unbounded set with exactly two limit points.
Hint: Similar to previous problem.
3. Prove that if A and B are subsets of R and A B then L (A) L (B).

Hint: straightforward, use the de…nition.
4. Prove that if A and B are subsets of R then L (A) [ L (B) = L (A [ B).
Hint: straightforward, use the de…nitions and results of this section.
5. Is it true that if A and B are subsets of R then L (A)\L (B) = L (A \ B)?
Give an answer in the following cases:
Hint: think of intervals.
(a) A and B are closed.

(b) A and B are open.
(c) A and B are intervals.
(d) General case.
6. Given that S R, S 6= ? and S bounded above but max S does not exist,
prove that sup S must be a limit point of S. State and prove a similar
result for inf S.
Hint: Use the de…nitions of this section as well as a famous theorem studied
in class which gives conditions for an upper bound to be a supremum.
7. Let S R. Prove that L (S) must be closed.

Hint: You can either prove that L (S) = L (S) or that R n L (S) is open.
Either way, you will use the de…nitions and theorems from this section.
8. Prove that if U is open then L (U ) = U .
Hint: we already know that L (U ) U since we learned in class that
U = U [ L (U ). We need to show that U L (U ).
3.5. TOPOLOGY OF THE REAL LINE: REVIEW QUESTIONS 113
3.5 Topology of the Real Line: Review Ques-

tions
To help you understand the di¤erence and the importance between the various
notions studied in this chapter, you should know the answers to the questions
below:
1. Let x be a real number and S R. Answer True or False. If the result is

true, explain why. If it is false, give a counter example.
(a) If x is an interior point of S then x 2 S.

(b) If x is an interior point of S then x could be in S.
(c) If x 2 S then x must be an interior point of S.
(d) If x 2 S then x 2 S.
(e) If x 2 S then x could be in S.
(f) If x 2 S then x 2 S.
(g) If x 2 L (S) then x 2 S.
(h) If x 2 L (S) then x could be in S.
(i) If x 2 S then x 2 L (S).
(j) If x 2 L (S) then x 2 S.
(k) If x 2 S then x 2 L (S).
2. Find the following sets:
(a) The set of interior points of Z

(b) Z
(c) L (Z).
3. Same question for Q.
4. Same question for R.

1
5. Same question for S = : n 2 Z+
n
1
6. Same question for S = 1+ : n 2 Z+
n
7. Same question for S = (0; 1) [ f2g
8. What can be said about intersections and unions of closed sets? of open
sets?
9. What can be said about:

(a) the interior of the intersection of two sets?

(b) the interior of the union of two sets?
(c) the closure of the intersection of two sets?
(d) the closure of the union of two sets?
(e) the set of limit points of the intersection of two sets?
(f) the set of limit points of the union of two sets?
10. Fill out the table below where a, b, c are real numbers such that a < b < c.
You should be able to justify each answer.
Set S Complete? Open? Closed? Int (S) S L (S)
N
Z
Q
RnQ
R
?
(a; b)
[a; b]
(a; b) [ fcg
[a; b] [ fcg
fag
…nite set S
1
: n 2 Z+
n
1
c + : n 2 Z+
n
11. What do open sets look like? What do closed sets look like?
Chapter 4
Sequences and Limit of

Sequences
4.1 Sequences: Basic De…nitions

De…nition 4.1.1 (sequence) A sequence is a function whose domain is a sub-
set of the form
fn 2 Z : n n0 for some n0 2 Zg
The elements or the terms of the sequence, usually denoted xn will be of

the form: xn = f (n). If the terms of a sequence are denoted xn , then the
sequence is denoted (xn ) or fxn g. We can think of a sequence as an ordered
list of numbers. In this case, a sequence will look like: fxn g = fx1 ; x2 ; x3 ; :::g.
The starting point, n0 is usually 1 but it does not have to be. However, it
is understood that whatever the starting point is, the elements xn should be
de…ned for any n n0 . For example, if the general term of a sequence is
2n
xn = , then, we must have n0 5.
n 4
A sequence can be given di¤erent ways.
1 2 3
1. List the elements. For example, ; ; ; ::: . From the elements listed,
2 3 4
the pattern should be clear.
n
n 2
2. Give a formula to generate the terms. For example, xn = ( 1) . If
n!
the starting point is not speci…ed, we use the smallest value of n which
will work.
3. A sequence can be given recursively. The starting value of the sequence

is given. Then, a formula to generate the nth term from one or more
115
116 CHAPTER 4. SEQUENCES AND LIMIT OF SEQUENCES
previous terms. For example, we could de…ne a sequence by giving:
x1 = 2
1
xn+1 = (xn + 6)
2
Another example is the Fibonacci sequence de…ned by:
x1 = 1, x2 = 1
xn = xn 1 + xn 2 for n 3
Like a function, a sequence can be plotted. However, since the domain is a

subset of Z, the plot will consist of dots instead of a continuous curve.
Since a sequence is de…ned as a function. everything we de…ned for functions
(bounds, supremum, in…mum, ...) also applies to sequences. We restate those
de…nitions for convenience.
De…nition 4.1.2 (Bounded Sequence) As sequence (xn ) is said to be bounded

above if its range is bounded above. It is bounded below if its range is bounded be-
low. It is bounded if its range is bounded. If the domain of (xn ) is fn 2 Z : n k for some integer kg
then the above de…nition simply state that the set fxn : n kg must be bounded
above, below or both.
De…nition 4.1.3 (One-to-one Sequences) A sequence (xn ) is said to be one-

to-one if whenever n 6= m then xn 6= xm .
De…nition 4.1.4 (Monotone Sequences) Let (xn ) be a sequence.
1. (xn ) is said to be increasing if xn xn+1 for every n in the domain of the

sequence. If we have xn < xn+1 , we say the sequence is strictly increasing.
2. (xn ) is said to be decreasing if xn xn+1 for every n in the domain of
the sequence.
3. A sequence that is either increasing or decreasing is said to be monotone.
If it is either strictly increasing or strictly decreasing, we say it is strictly
monotone.
De…nition 4.1.5 (constant) (xn ) is constant if xn+1 = xn 8n. (xn ) is even-

tually constant if xn+1 = xn 8n > N for some positive integer N .
De…nition 4.1.6 (Periodic) (xn ) is periodic if 9p 2 Z+ such that 8n, xn+p =

xn .
Sometimes, when studying at a sequence, it is useful to look only at some

of its terms, not all of them. For example, we could take every other term. We
could also take some of the terms at random. More speci…cally, given a sequence
fan g = fa1 ; a2 ; a3 ; :::g, we can de…ne a new sequence fbk g = fank g, made from
4.2. LIMIT OF A SEQUENCE: DEFINITIONS 117
some of the terms of fan g as follows: Let n1 denote the index of the …rst element
of fan g we select and de…ne b1 = an1 .. Let n2 denote the index of the second
element of fan g we select and de…ne b2 = an2 . In general, let nk denotes the
index of the k th element of fan g we select and de…ne bk = ank . In doing so,
note that nk k (as long as n 1 which we can achieve by renumbering).
De…nition 4.1.7 (subsequence) The sequence fbk g as de…ned above is called

a subsequence of fan g. Simply speaking, a subsequence is a sequence which
only contains some of the terms of the original sequence. However, it still
contains an in…nite amount of terms, in other words, it does not stop.
Another way of de…ning a subsequence is given below.
De…nition 4.1.8 (subsequence) A subsequence of a sequence (xn ) is a se-

quence of the form x'(n) where ' : N ! N is a strictly increasing function.
For example, (x2n ) is a subsequence of (xn ), in this case, ' (n) = 2n. (x2n+1 )
is another subsequence, in this case ' (n) = 2n + 1.
Example 4.1.9 Given a sequence (xn )
1. (x2n ) is a subsequence of (xn ), in this case, ' (n) = 2n.

2. (x2n+1 ) is another subsequence, in this case ' (n) = 2n + 1.
4.2 Limit of a Sequence: De…nitions

4.2.1 The Concepts of Eventually and Frequently
De…nition 4.2.1 (Eventually and frequently) Let (xn ) be a sequence and
S R.
1. (xn ) is eventually in S if there exists N > 0 such that n N =) xn 2 S.

2. (xn ) is frequently in S if xn 2 S for in…nitely many values of n.
Examples:
n
(xn ) where xn = ( 1) is frequently in the set f1g and well as frequently
in the set f 1g.
1 if 1 n 20
(xn ) where xn = is eventually in the set f0g.
0 if n > 20
(xn ) where xn = ln n is eventually is the set [2; 1).
The following are simple observations regarding these two notions:
If a sequence is in a set, then it is eventually in the set.

If a sequence is eventually in a set, then it is frequently in the set.

(xn ) is eventually in S if and only if it is not frequently in R n S.
(xn ) is frequently in S if and only if it is not eventually in R n S.
The following is an important theorem regarding subsequences.
Theorem 4.2.2 Let (xn ) be a sequence and S R. The following are equiva-
lent:
1. (xn ) is frequently in S.
2. (xn ) has a subsequence in S.
Proof. We prove both directions.
1. (1 =) 2). Since (xn ) is frequently in S, (xn ) 2 S for in…nitely many n.
Let ni be the ith index of (xn ) for which (xn ) 2 S. Then the sequence (yn )
where yi = xni is both a subsequence of (xn ) and is in S.
2. (2 =) 1). Since a subsequence of (xn ) contains an in…nite number of
terms of (xn ), the result follows.
4.2.2 De…nitions of Limits

In the following, we assume that (xn ) is a sequence of real numbers and L is an
extended real number. In this section, We wish to investigate the behavior of
xn as n gets arbitrarily large, in other words as n ! 1. This is called …nding
the limit of xn as n approaches 1, it is denoted lim xn . We want to know if
n!1
the values of xn keep on changing as n ! 1, or if they seem to get closer to
some number. Several things can happen. As n ! 1, xn could get arbitrarily
large (or small), in other words, xn ! 1. Another possibility is that the
values of xn will get closer and closer to some number we will call L. But, it is
also possible that the values of xn will keep on changing forever. If we allow L
to be an extended real number, then the …rst two cases can be summarized in
lim xn = L. We now give a more precise de…nition of limits as well as partial
n!1
limits.
De…nition 4.2.3 (Limit) lim xn = L if for every neighborhood U of L, (xn )
n!1
is eventually in U . In this case, we write one of the following:
lim xn = L
n!1
lim xn = L
xn ! L as n ! 1
xn ! L
If L is a real number, we say that (xn ) converges to L or that L is a …nite

limit for (xn ). Otherwise, we say that (xn ) diverges. Note that (xn ) may
diverge for two reasons. The …rst one is if L = 1, in this case, we say that
(xn ) has an in…nite limit. The second is if (xn ) has no limit at all.
De…nition 4.2.4 (Partial limit) L is a partial limit of (xn ) if for every

neighborhood U of L, (xn ) is frequently in U .
We now give equivalent conditions for a sequence to have a limit and a

partial limit. In each case, we consider whether the limit (partial limit) is …nite
or in…nite.
Theorem 4.2.5 (Finite Limit) Let (xn ) be a sequence, and L 2 R. The

following are equivalent:
1. L is a limit of (xn ) in other words lim xn = L.

n!1
2. 8 > 0, (xn ) is eventually in (L ; L + ).
3. 8 > 0,9N > 0 such that n N =) xn 2 (L ; L + ).
4. 8 > 0,9N > 0 such that n N =) jxn Lj < .
Proof. We prove (1 =) 2 =) 3 =) 4 =) 1).
1. (1 =) 2). Let > 0 be given. Then (L ; L + ) is a neighborhood of

L. Thus, if lim xn = L it follows by de…nition that (xn ) is eventually in
n!1
(L ; L + ).
2. (2 =) 3). This is the de…nition of eventually.
3. (3 =) 4). xn 2 (L ; L + ) =) L < xn < L + =) < xn L<

=) jxn Lj < .
4. (4 =) 1). We need to show that (xn ) is eventually in U where U is any

neighborhood of L. If U is any neighborhood of L, then by de…nition, U
contains (L ; L + ) for some > 0. We can …nd N > 0 such that
n N =) jxn Lj <
=) < xn L<
=) L < xn < L +
=) xn 2 (L ;L + )
=) xn 2 U
Thus xn is eventually in U . Since U was arbitrary, the result follows.

Remark 4.2.6 Part 4 of theorem 4.2.5 is known as the de…nition of the

limit.
Theorem 4.2.7 (Finite Partial Limit) Let (xn ) be a sequence, and L 2 R.

The following are equivalent:
1. L is a partial limit of (xn ).
2. 8 > 0, (xn ) is frequently in (L ; L + ).
3. 8 > 0, xn 2 (L ; L + ) for in…nitely many n.
4. 8 > 0,jxn Lj < for in…nitely many n.
Proof. See problems
Theorem 4.2.8 (In…nite Limit) Let (xn ) be a sequence, and L = 1 (the

case L = 1 is similar and left to the reader). The following are equivalent:
1. 1 is a limit of (xn ) in other words lim xn = 1

n!1
2. 8M > 0, (xn ) is eventually in (M; 1).
3. 8M > 0, 9N > 0 such that n N =) xn 2 (M; 1).
4. 8M > 0, 9N > 0 such that n N =) xn > M .
5. (xn ) is unbounded above.
Proof. See problems
Theorem 4.2.9 (In…nite Partial Limit) Let (xn ) be a sequence, and L =

1 (the case L = 1 is similar and left to the reader). The following are
equivalent:
1. 1 is a partial limit of (xn ).
2. 8M > 0, (xn ) is frequently in (M; 1).
3. 8M > 0, xn 2 (M; 1) for in…nitely many n.
4. 8M > 0, xn > M for in…nitely many n.
5. (xn ) is unbounded above.
Proof. See problems

4.2.3 Examples
Before we look at examples and elementary theorems, let us make some remarks.
jxn Lj simply represents the distance between xn and L. If we think of

as a very small quantity, then the above de…nition says that we can make
the distance between xn and L as small as we want, simply by taking n
large enough . In fact, no matter how small is, we can make the distance
smaller. In essence, this is saying that if n is large enough, xn and L
become identical. Think of this as a game between two persons. The
other person gives you a value for , that it the other person tells you how
close he or she wants xn to be from L. You must be able to …nd N such
that if n N , xn will be within the prescribed distance. Not only xn , but
also all the terms after xn will be within the prescribed distance.
Graphically, if we draw the horizontal lines y = L + and y = L , then

saying n N ) jxn Lj < means that all the values of xn will fall
within the region between the two lines whenever n N .
It should be clear to the reader that to prove the limit is L, is arbitrary.

Given any , the reader must prove the number N in the de…nition can
be found. Usually, N will depend on . We now look at some examples to
see how this is done.
First, we will look at examples in which a sequence has a …nite limit.
Example 4.2.10 Let (xn ) be such that xn = c, for some constant c. Show that
xn ! c.
We need to show that for any > 0, (xn ) is eventually in (c ; c + ). Since
xn = c for any n, (xn ) is always in fcg (c ; c + ) for any > 0. Hence,
(xn ) is eventually in (c ; c + ).
Example 4.2.11 This example is similar to the previous one, the di¤ erence is
that (xn ) is eventually constant, that is there exists N > 0 such that xn = c
whenever n N . Again, show that xn ! c.
The proof is similar. Here, we have that (xn ) is eventually in fcg (c ; c + ).
1
Example 4.2.12 Show that the sequence whose general term is xn = con-
n
verges to 0.
1
Given > 0, we need to …nd N such that n N ) 0 < . To do this,
n
1
we usually start with what we want, i.e. 0 < , and we try to …nd the
n
condition n has to satisfy for it to happen.
1 1
0 < , <
n n
1
, <
n
1
,n>
1 1
So, we see that if N = , then n N) 0 < .
n
1
Example 4.2.13 Show that the sequence whose general term is xn = 2 con-
n
verges to 0.
1
Given > 0, we need to …nd N such that n N ) 2 0 < . To do this,
n
1
we usually start with what we want, i.e. 0 < , and we try to …nd the
n2
condition n has to satisfy for it to happen.
1 1
0 < , <
n2 n2
1
, <
n2
1
, n2 >
1 1
, n > p or n p . So, we see that if N = p ,
1
then n N) 0 < .
n
Example 4.2.14 Same example as above, using a slightly di¤ erent approach.
1 1 1
When we had 2 < . We could have noticed that if n > 1 we have 2 < .
n n n
1 1
So, if we make < then what we need, 2 < will also happen. We can
n n
1 1 1
make < simply by taking n > , it will follow that 2 0 < . This time,
n n
1
we …nd that N = works.
Remark 4.2.15 It seems that if we do the same problem di¤ erent ways, we
…nd a di¤ erent solution. We really don’t. When we …nd N , the only thing we
guarantee is that if n N , then jxn Lj < . It might also be true if n is
slightly less than N . In other words, we are not …nding the smallest N that will
work. If we use approximations like in example 4.2.14 , we may not get the best
estimate for N .
Remark 4.2.16 The idea is the following. Forget mathematics for a second
(just a second). Imagine you are driving on a dirt road and you come to a
bridge. You are not sure if the bridge can withstand the weight of your car. If
ahead of you is a vehicle you know to be heavier than yours which just cleared
the bridge, then you know your vehicle can clear the bridge as well.
Remark 4.2.17 The above example illustrates a general technique to …nd N

given . In general, the general term of the sequence is too complicated for us to
be able to solve for n: If we call xn the general term of the sequence, we do the
following: Start with jxn Lj and simplify it as much as possible. We get an
expression involving n, call it E1 (n). If we still cannot solve for n in E1 (n) < ,
we try to …nd an upper bounds of jxn Lj, call it E2 (n) for which we can solve
E2 (n) < . The result will follow. Since jxn Lj = E1 (n) < E2 (n), if we can
have E2 (n) < , we will also have jxn Lj < . Obviously, E2 (n) has to be
small enough so we can make it as small as we want. We illustrate this with
the next example.
Example 4.2.18 Show that the sequence fxn g whose general term is xn =
2n 1 2
converges to .
3n + 2 3
Again, as before, we look at what we need, and see if we can derive the condition
n must satisfy.
2n 1 2 6n 3 6n 4
< ()
3n + 2 3 3 (3n + 2)
7
() <
3 (3n + 2)
Though here we could solve for n, we can also use an upper bound instead. We
notice that
7 7
=
3 (3n + 2) 9n + 6
7
<
9n
7 2n 1 2
Thus, if we make < , it will follow that < . The former
9n 3n + 2 3
7 7 2n 1 2
happens when n > . So, given > 0, n > =) < this
9 9 3n + 2 3
2n 1 2
proves that lim = .
3n + 2 3
p p
Example 4.2.19 Prove that lim n + 1 n = 0.
Again, as before, we look at what we need, and see if we can derive the condition
n must satisfy.
p p p p
p p n+1 n n+1+ n
n+1 n 0 < () p p <
n+1+ n
We work on the left side of the inequality and …nd an upper bound.
p p p p
n+1 n n+1+ n 1
p p = p p
n+1+ n n+1+ n
1
 or n > 2 (since n > 0). Now, we see
2 4
1 p p
that given > 0, if n > 2 then n+1 n 0 < thus proving that
p p 4
lim n + 1 n = 0.
Next, we will look at examples of a sequence having an in…nite limit.
Example 4.2.20 Let (xn ) be such that xn = n. Prove that xn ! 1. We need

to show that for any M > 0, there exists N > 0 such that n N =) xn > M .
We want xn > M . This will happen when n > M (since xn = n). So, we see
that if N is any integer greater than M , we will have n > M =) xn > M .
Hence, the result.
Example 4.2.21 Let (xn ) be such that xn = n2 . Prove that xn ! 1. We need

to show that for any M > 0, there exists N > 0 such that n N =) xn > M .
2 2
We want xp n > M . This will happen when n > M (since xn =pn ), that is
when n > M . So, we see that if N is any integer greater than M , we will
have n > M =) xn > M . Hence, the result.
Finally, we will look at examples of a sequence having partial limits but no

limit.
n
Example 4.2.22 Let (xn ) be such that xn = ( 1) . Prove that (xn ) does not
have a limit (…nite or in…nite) but has two partial limits: 1 and 1.
First, we prove that 1 is not a limit of (xn ). We can …nd M > 0 such
that (xn ) is not eventually in (M; 1). Any number M > 1 will do.
Next, we prove that 1 is not a limit of (xn ).We can …nd M < 0 such
that (xn ) is not eventually in ( 1; M ). Any number M < 1 will do.
Next, we prove that no real number can be a limit of (xn ). We note that
xn only has two values, 1 and 1. For a real number x to be a limit of
(xn ), both 1 and 1 would have to be eventually in (x ; x + ), for any
1
> 0. Clearly, if = , this cannot happen, no matter what x is. So, no
2
real number can be a limit of (xn ).
Next, we prove that 1 is a partial limit. We need to prove that (xn ) is
frequently in (1 ; 1 + ), for any > 0. By theorem 4.2.2, it is enough
to show (xn ) has a subsequence in (1 ; 1 + ), for any > 0. The
subsequence (x2n ) is in f1g (1 ; 1 + ), for any > 0. The result
follows.
Finally, we prove that 1 is a partial limit. This is similar. We simply
note that the subsequence (x2n 1 ) is in f 1g.
n
Example 4.2.23 Let (xn ) be such that xn = ( 1) n2 . Prove that (xn ) has no
limit and that 1 are partial limits.
1. First, we see why neither 1 nor 1 can be limits of (xn ). (xn ) cannot
be eventually in (M; 1) for any number M > 0 because if xn 2 (M; 1),
xn+1 2 = (M; 1). For the same reason, (xn ) cannot be eventually in
( 1; M ) for any number M < 0.
2. Then, we see why a real number x cannot be a limit for (xn ). Let x 2 R.
n
For x to be a limit of this sequence, ( 1) n2 has to be eventually in
(x ; x + ) for any > 0. We consider several cases.
x = 0. jxn j increases without bounds, so xn will eventually get out of

any interval of the form ( ; ).
jxj
x 6= 0. Let = . If xn is in (x ; x + ) then xn+1 cannot be
2
there (why?)
3. Finally, we see why 1 and 1 are partial limits of (xn ). The subsequence
(x2n ) is eventually (M; 1) for any number M > 0 thus (xn ) is frequently
in (M; 1) for any number M > 0. This means that 1 is a partial limit
of (xn ). Similarly, the subsequence (x2n+1 ) is eventually in ( 1; M ) for
any number M < 0. This means that 1 is a partial limit of (xn ).
4.2.4 Exercises
1
1. Let xn = 3 + . Prove that xn ! 3.
n
2
n
1
3. Let xn = for n 2 N. If x 2 R : x 6= 0, prove that x is not a partial limit
n
of (xn ).
8 n
< ( 1) n3 if n is a multiple of 3
4. Let xn = 0 if n is one more than a multiple of 3 . Prove
:
4 if n is two more than a multiple of 3
that the partial limits of (xn ) are 1; 1; 0; 4.
3 + 2n
5. Let xn = . Prove that xn ! 2.
5+n
8
> 1
< if n = 2k
2n
6. Let xn = 1 for any integer k. Prove that xn !
>
: 2 if n = 2k + 1
n +1
0.
n2 + 3n + 1 1
7. Let xn = 2
. Prove that xn ! .
2n + n + 4 2
8. Explain and justify the following observations made in the notes:
(a) If a sequence is in a set, then it is eventually in the set.

(b) If a sequence is eventually in a set, then it is frequently in the set.
(c) (xn ) is eventually in S if and only if it is not frequently in R n S.
(d) (xn ) is frequently in S if and only if it is not eventually in R n S.
9. Consider a sequence (xn ) such that lim xn = L. Is L a partial limit of

(xn )? Prove your answer.



1
n
Hint: Follow the examples in the notes, start with what you need and
work your way backwards to see what n must satisfy in order to get what
you need.
2
n
you need.
1
3. Let xn = for n 2 N. If x 2 R : x 6= 0, prove that x is not a partial limit
n
of (xn ).
Hint: If x 6= 0 then either x > 0 or x < 0. Treat each case separately.
8 n
< ( 1) n3 if n is a multiple of 3
4. Let xn = 0 if n is one more than a multiple of 3 . Prove
:
4 if n is two more than a multiple of 3
that the partial limits of (xn ) are 1; 1; 0; 4.
Hint: Treat each subsequence separately.
3 + 2n
5. Let xn = . Prove that xn ! 2.
5+n
you need.
8
> 1
< if n = 2k
2 n
6. Let xn = 1 for any integer k. Prove that xn !
>
: 2 if n = 2k + 1
n +1
0.
Hint: Treat each subsequence separately, then combine the results. Also,
1 1
for n , rewrite it as n and use Bernoulli’s inequality.
2 (1 + 1)
n2 + 3n + 1 1
7. Let xn = 2
. Prove that xn ! .
2n + n + 4 2
you need.
8. Explain and justify the following observations made in the notes:

Hint: Just use the de…nitions.
(a) If a sequence is in a set, then it is eventually in the set.

(b) If a sequence is eventually in a set, then it is frequently in the set.
(c) (xn ) is eventually in S if and only if it is not frequently in R n S.

(d) (xn ) is frequently in S if and only if it is not eventually in R n S.
9. Consider a sequence (xn ) such that lim xn = L. Is L a partial limit of

(xn )? Prove your answer.


4.3. LIMIT OF A SEQUENCE: THEOREMS 129
4.3 Limit of a Sequence: Theorems

These theorems fall in two categories. The …rst category deals with ways to
combine sequences. Like numbers, sequences can be added, multiplied, divided,
... Theorems from this category deal with the ways sequences can be combined
and how the limit of the result can be obtained. If a sequence can be written
as the combination of several "simpler" sequences, the idea is that it should be
easier to …nd the limit of the "simpler" sequences. These theorems allow us to
write a limit in terms of easier limits. however, we still have limits to evaluate.
The second category of theorems deal with speci…c sequences and techniques
applied to them. Usually, computing the limit of a sequence involves using
theorems from both categories.
4.3.1 Limit Properties

We begin with a few technical theorems. They do not play an important role in
computing limits, but they play a role in proving certain results about limits.
Theorem 4.3.1 Let x be a number such that 8 > 0, jxj < , then x = 0.
Proof. See problems at the end of the section.
Theorem 4.3.2 If a sequence converges, then its limit is unique.

Proof. We assume that an ! L1 and an ! L2 and show that L1 = L2 . Given
> 0 choose N1 such that n N1 =) jan L1 j < . Similarly, choose N2
2
such that n N2 =) jan L2 j < . Let N = max (N1 ; N2 ). If n N , then
2
jL1 L2 j = jL1 an + an L2 j
jan L1 j + jan L2 j
< + =
2 2
By theorem 4.3.1 , it follows that L1 L2 = 0, that is L1 = L2 .
Theorem 4.3.3 If a sequence converges, then it is bounded, that is there exists

a number M > 0 such that jan j M for all n.
Proof. Choose N such that n N =) jan Lj < 1. By the triangle inequality,
we have
jan j jLj jan Lj

<1
Thus, if n N , jan j < 1 + jLj. Let M1 = max (ja1 j ; ja2 j ; :::; jaN 1 j). Let
M = max (M1 ; 1 + jLj). Then, clearly, jan j < M
Theorem 4.3.4 If a sequence converges, then 8 > 09N : m; n N =)

jan am j <
Proof. Given > 0, we can choose N such that n; m N =) jan Lj <

2
and jam Lj < . Now,
2
jan am j = jan L+L am j
= j(an L) (am L)j
j(an L)j + jam Lj by the triangle inequality
< + =
2 2
The above theorem simply says that if a sequence converges, then the dif-
ference between any two terms gets smaller and smaller. It should also be clear
to the reader that if an ! L, then so does an+k where k is any natural number.
The above theorem can be used to prove that a sequence does not converge
by proving that the di¤erence between two of its terms does not get smaller and
smaller.
Example 4.3.5 Find lim cos n

We suspect the sequence diverges, as its values will oscillate between -1 and
1. We can actually prove it using theorem 4.3.4. We notice that for any n,
jcos 2n cos ((2n + 1) )j = 2. For the sequence to converge, this di¤ erence
should approach 0. Hence, the sequence diverges.
Theorem 4.3.6 Suppose that (an ) converges. Then, any subsequence (ank )
also converges and has the same limit.
Proof. Suppose that an ! L. Let bk = ank be a subsequence. We need to prove
that given > 0, there exists N such that k N =) jbk Lj < . Let > 0
be given. Choose N such that nk N =) jank Lj < . Now, if k N , then
nk N therefore
jbk Lj = jank Lj
<
This theorem is often used to show that a given sequence diverges. To do so,
it is enough to …nd two subsequences which do not converge to the same limit.
Alternatively, once can …nd a subsequence which diverges.
Example 4.3.7 Study the convergence of cos n

The subsequence cos 2n converges to 1, while the subsequence cos (2n + 1)
converges to 1. Thus, cos 2n must diverge.
In the next two sections, we look at theorems which give us more tools to
compute limits.
4.3.2 Limit Laws

The theorems below are useful when …nding the limit of a sequence. Finding the
limit using the de…nition is a long process which we will try to avoid whenever
possible. Since all limits are taken as n ! 1, in the theorems below, we will
write lim an for lim an .
n!1
Theorem 4.3.8 Let (an ) and (bn ) be two sequences such that an ! a and
bn ! b with a and b real numbers. Then, the following results hold:
1. lim (an bn ) = (lim an ) (lim bn ) = a b.
2. lim (an bn ) = (lim an ) (lim bn ) = ab.
an lim an a
3. if lim bn = b 6= 0 then lim = = .
bn lim bn b
4. lim jan j = jlim an j = jaj.
5. if an 0 then lim an 0.
6. if an bn then lim an lim bn .

p p p
7. if lim an = a 0 then lim an = lim an = a.
Proof. We prove some of these items. The remaining ones will be assigned as
problems at the end of the section.
1. We prove lim (an + bn ) = (lim an ) + (lim bn ). The proof of lim (an bn ) =

(lim an ) (lim bn ) is left as an exercise. We need to prove that 8 > 0,
9N : n N =) jan + bn (a + b)j < . Let > 0 be given, choose N1
such that n N1 =) jan aj < . Choose N2 such that n N2 =)
2
jbn bj < . Let N = max (N1 ; N2 ). If n N , then
2
jan + bn (a + b)j = j(an a) + (bn b)j

jan aj + jbn bj by the triangle inequality
< + =
2 2
2. We need to prove that 8 > 0, 9N : n N =) jan bn abj < . Since

an converges, it is bounded, let M be the bound i.e. jan j < M . Choose
N1 such that n N1 =) jan aj < . Choose N2 such that
2 (jbj + 1)
n N2 =) jbn bj < . Let N = max (N1 ; N2 ). If n N then

2 (M + 1)
jan bn abj = jan bn an b + an b abj

= jan (bn b) + b (an a)j
jan j jbn bj + jbj jan aj
<M + jbj
2 (M + 1) 2 (jbj + 1)
< + =
2 2
3. See problems
4. We need to prove that jan j ! jaj that is 8 > 0, 9N : n N =)
jjan j jajj < . Let > 0 be given, choose N such that n N =)
jan aj < (since an ! a) . If n N , then we have:
jjan j jajj < jan aj by the triangle inequality

<
5. We prove it by contradiction. Assume that an ! a < 0. Choose N such

1
that n N ) jan aj < a. Then,
2
1
an a< a
2
1
) an < a
2
) an < 0
which is a contradiction.
6. We apply the results found in parts 1 and 5 to the sequence an bn .
7. See problems
Remark 4.3.9 Parts 1, 2 and 3 of the above theorem hold even when a and b
are extended real numbers as long as the right hand side in each part is de…ned.
You will recall the following rules when working with extended real numbers:
1. 1 + 1 = 1 1 = ( 1) ( 1) = 1
2. 1 1 = ( 1) 1 = 1 ( 1) = 1
3. If x is any real number, then
(a) 1 + x = x + 1 = 1
(b) 1+x=x 1= 1
x x
(c) = =0
1 1
x 1 if x > 0
(d) =
0 1 if x < 0
1 if x > 0
(e) 1 x=x 1=
1 if x < 0
1 if x>0
(f ) ( 1) x=x ( 1) =
1 if x<0
4. However, the following are still indeterminate forms. Their behavior is

unpredictable. Finding what they are equal to requires more advanced tech-
niques such as l’Hôpital’s rule.
(a) 1 + 1 and 1 1
(b) 0 1 and 1 0
1 0
(c) and
1 0
(d) 00 , 10 , 01 , and 11
Remark 4.3.10 When using theorems from this category, it is important to

remember previous results since these theorems allow us to write a limit in terms
of other limits, we hopefully know. The more limits we know, the better o¤ we
are.
Example 4.3.11 If c 6= 0, …nd lim nc . We know from an example in the previ-

ous section that lim n1 = 0. Therefore
c 1
lim = c lim
n n
= c 0
= 0
Example 4.3.12 Find lim n12 . In the previous section, we computed this limit
using the de…nition. We can also do it as follows.
1 1 1
lim = lim
n2 n n
1 1
= lim lim
n n
= 0 0
= 0
Remark 4.3.13 From the above example, we can see that if p is a natural
number, lim n1p = 0.
n2 + 3n
Example 4.3.14 Find lim .
2n2 + 1
This problem involves using a standard technique you should remember. We
show all the steps, then we will draw a general conclusion. We begin by factoring
the term of highest degree from both the numerator and denominator.
n2 + 3n n2 1 + n3
lim = lim
2n2 + 1 n2 2 + n12
1 + n3
= lim
2 + n12
Now,
3 1
lim 1 + = lim (1) + 3 lim
n n
= 1
and
1 1
lim 2 + = lim (2) + lim
n2 n2
= 2
Since both the limit of the numerator and denominator exist and the limit of the
denominator is not 0, we can write
n2 + 3n lim 1 + n3
lim =
2n2 + 1 lim 2 + n12
1
=
2
Remark 4.3.15 The same technique can be applied to every fraction for which
the numerator and denominator are polynomials in n. We see that the limit
of such a fraction will be the same as the limit of the quotient of the terms of
highest degree. Let us look at some examples:
3n2 + 2n 10 3n2 2 2
Example 4.3.16 lim = lim = lim n = lim n = 1
2n + 5 2n 3 3
5n3 2n + 1 5n3 5 5 1
Example 4.3.17 lim 4 2
= lim 4
= lim = lim = 0
2n + 5n 2 2n 2n 2 n
2n3 n2 + 2n + 1 2n3
Example 4.3.18 lim = lim = lim 2 = 2
n3 + 10n2 5 n3
4.3.3 More Theorems on Limits

In example 4.2.14 , we used an approximation to simplify the problem a little
bit. In this particular example, the approximation was not really necessary, it
was more to illustrate a point. Sometimes, if the problem is more complicated,
it may be necessary to use such an approximation in order to be able to …nd the
condition n has to satisfy. In other words, when we try to satisfy jxn Lj < ,
we usually simplify jxn Lj to some expression involving n. Let E1 (n) denote
this expression. This gives us the inequality E1 (n) < which we have to solve
for n. If it is too hard, we then try to …nd a second expression we will call E2 (n)
such that E1 (n) < E2 (n) < . E2 (n) should be such that solving the inequality
E2 (n) < is feasible and easier. In order to achieve this, several tricks are used.
We recall some useful results, as well as some theorems below.
2n2 + 1
Example 4.3.19 Find lim using the de…nition
n2 + 1
Of course, we can …nd this limit by using the theorems on limits. Here, we do
it using the de…nition, as asked. We think the limit is 2. We want to show that
2n2 + 1
for every > 0, there exists N such that n N =) 2 < . First,
n2 + 1
we simplify the absolute value.
2n2 + 1 1
2 =
n2 + 1 n2
+1
1
= 2
n +1
1
< 2
n
1
< if n > 1
n
1 1
So, we see that if < , which happens when n > , then we will have
n
2n2 + 1 1
2 < . So, N = will work.
n2 + 1
1
Example 4.3.20 Find lim
n2
+ 2n 4
We think the limit is 0. We need to prove that for every > 0, there exists N
1
such that n N =) 2 < . We begin by noticing that
n + 2n 4
n2 + 2n 4 = n2 + 2 (n 2)
2
> n if n > 2
Therefore, if n > 2,
1 1
=
n2 + 2n 4 n2 + 2n 4
1
< 2
n
1
<
n
1 1 1
If n > max 2; , then < . So, N = max 2; will work.
n2 + 2n 4
Remark 4.3.21 The two examples above could have been done using the tech-
niques discussed in the previous subsection, that is without using the de…nition.
We …rst recall an inequality we proved in the section on proof by induction.
Theorem 4.3.22 (Bernoulli’s inequality) If x 1, and n is a natural

n
number, then (1 + x) 1 + nx.
We will use this inequality in one of the proofs below.
Theorem 4.3.23 (squeeze theorem) If an ! L, cn ! L and an bn cn ,

then bn ! L
Proof. We need to prove that 8 > 09N : n N =) jbn Lj < . Let > 0
be given. Choose N1 such that n N1 =) jan Lj < or < an L < .
Similarly, choose N2 such that n N2 =) < cn L < . Let N =
max (N1 ; N2 ). If n N then
an bn cn () an L bn L cn L
() < an L bn L cn L<
() < bn L<
() jbn Lj <
Theorem 4.3.24 If 0 < a < 1 then an ! 0

1 1
Proof. Let x = 1. Then, x > 0 and a = . For n 1,
a 1+x
1
an = n
(1 + x)
1
by Bernoulli’s inequality
1 + nx
1
<
nx
To show that an ! 0, we need to show that jan j < , for any whenever n N,
that is
1
an < () <
nx
1
() n >
x
1
So, given > 0, N; = will work.
x
We look at a few more examples, to see how all these results come into play.
4n
Example 4.3.25 Prove that lim =0
n!
The trick we use is worth remembering. We will use the squeeze theorem. We
note that
4n 4 4 4 ::: 4
0 =
n! 1 2 3 ::: n
43 4 4 4 ::: 4
since 1
3! n 4 5 ::: n 1
3
But lim 43! 4
n = 0 hence the result follows by the squeeze theorem.
3n
4n+2
3n 3n
=
4n+2 42 4n
n
1 3
=
16 4
Hence, by the theorem above

n
3n 1 3
lim = lim
4n+2 16 4
3
= 0 since 0 < <1
4
We now extend Bernoulli’s inequality.
n n (n 1) n
Theorem 4.3.27 (binomial theorem) (a + b) = an +nan 1
b+ a 2 2
b +
2
n (n 1) (n 2)
an 3 3
b + ::: + nabn 1
+ bn .
3!
n n (n 1) 2 n (n 1) (n 2)
Corollary 4.3.28 (1 + x) = 1 + nx + x + x3 + ::: +
2 3!
nxn 1
+ xn .
n
In particular, when x 0, then (1 + x) is greater than any part of the right
n
hand side. For example, we obtain Bernoulli’s inequality: (1 + x) 1 + nx.
n n (n 1) 2 n n (n 1) (n 2) 3
We could also write (1 + x) x or (1 + x) x .
2 3! n
And so on. This is useful to get approximations on quantities like 3 . We
rewrite it as
n
3n = (1 + 2)
n
Example 4.3.29 Find lim n
4
We suspect the limit will be 0 since the denominator grows much faster than
n
the numerator. So, we need to …nd a fraction slightly larger than n which we
4
know converges to 0. Then, we will be able to invoke the squeeze theorem. Using
n 9n (n 1)
the corollary of the binomial theorem, we note that 4n = (1 + 3)
2
n 2n 2
thus 0 = ! 0. Hence, by the squeeze theorem,
4n 9n (n 1) 9n 9
n
lim n = 0.
4
n2
Example 4.3.30 Find lim n
4
This is similar to the problem above. However, the numerator is a higher power
of n, so we need to write 4n in terms of a higher power of n.
n
4n (1 + 3)
33 n (n 1) (n 2)
3!
9n (n 1) (n 2)
2
Thus,
n2 2n2
0
4n 9n (n 1) (n 2)
2n
9 (n 1) (n 2)
2n n
And lim = 0 (why?) hence by the squeeze theorem, lim = 0.
9 (n 1) (n 2) 4n
4n
2n
4n
We suspect this sequence diverges to in…nity. We need to prove that grows
2n
without bounds, that is for every M > 0, there exists N such that n N =)
4n
> M . First, we notice that
2n
n
4n (1 + 3)
=
2n 2n
n (n 1) 32
> 2 by using the binomial theorem
2n
9 (n 1)
>
4
We can see that
9 (n 1) 4M
> M () n 1 >
4 9
4M + 9
() n >
9
4M + 9
so, N = will work.
9
n n (n 1) 32
Remark 4.3.32 We used the binomial theorem to deduce that (1 + 3) .
2
Often, when using this theorem, students do not know which term to keep, the
term in x, or x2 , or x3 ,... The answer is that it depends on what we are trying
4n
to achieve. Here, we wanted to show that > M for any M , in other words,
2n
4n
can be made as big as we want simply by taking n large enough. Since we
2n
4n
could not solve for n, we replaced by a smaller term. That smaller term
2n
should have similar properties, in other words, the smaller term should also get
arbitrarily large. If we take the smaller term too small, it will not work. For
4n 1 1
example, it is true that > . However, cannot be made as large as
2n 2n 2n
n n (n 1) 32
we want, so this does not help us. If instead of using (1 + 3)
n
2
(terms of second degree), we had used (1 + 3) 1 + 3n, then we would have
obtained
1 + 3n
> M () 2nM < 1 + 3n
2n
() 2nM 3n < 1
() n (2M 3) < 1
1
() n<
2M 3
So, this does not work. This tells us that 1+3n

2n > M only for a few values of n.
This is why we used terms of higher degree.
p p
Example 4.3.33 Find lim n+2 n
p p p p
p p n+2 n n+2+ n
lim n+2 n = lim p p
n+2+ n
2
= lim p p
n+2+ n
2
= p p
lim n + 2 + n
=0
Remark 4.3.34 In many proofs or problems, di¤ erent versions of the triangle
inequality are often used. As a reminder, here are the di¤ erent versions of the
triangle inequality students should remember.
jjaj jbjj ja bj jaj + jbj
and
jjaj jbjj ja + bj jaj + jbj
Finally, we give a theorem which generalizes some of the examples we did

above.
Theorem 4.3.35 All limits are taken as n ! 1.

1
1. If p > 0 then lim = 0.
np
p
2. If p > 0 then lim n p = 1.
p
3. lim n n = 1.
n
4. If p > 1 and 2 R then lim = 0.
pn
5. If jpj < 1 then lim pn = 0
pn
6. 8p 2 R, lim = 0.
n!
1. We can use the de…nition. Let > 0 be given. We show there exists
1
N > 0 : n N =) p 0 < . We begin with what we want to achieve.
n
1 1
0 < () <
np np
1
() np >
1
() n> p
p
1
So, we see that if N is the smallest integer larger than p
p , the result will
follow.
2. See problems
p
3. Let xn = n np 1. Proving the result amounts to proving that lim xn = 0.
From xn = n n 1, we can write
p
n
n = xn + 1
n
n = (xn + 1)
Using the binomial theorem, we see that if n 2

n (n 1) 2
n xn
2
Thus
2
x2n
n 1
It follows that for all n 2 we have
r
2
0 xn
n 1
q
2
Since lim n 1 = 0, it follows using the squeeze theorem that lim xn = 0.
4. Here again, we will use the binomial theorem. Since p > 1, we can write
p = 1 + q with q > 0. Therefore, if k is a positive integer such that k > ,
we have
n
pn = (1 + q)
n (n 1) ::: (n k + 1)
> qk
k!
Now, if n > 2k, then k < 12 n. It follows that n k + 1 > 21 n + 1 > 12 n. It
follows that
n (n 1) ::: (n k + 1) nk
> k
k! 2 k!
and therefore
n 2k k! 1
0 n k
p q nk
Since
2k k! 1 2k k! 1
lim = lim k
n!1 q k nk q k n!1 n
= 0
n
It follows from the squeeze theorem that lim =0
pn
1
5. See problems (hint: write p = and use part 4 of the theorem with
q
= 0).
6. See problems.
4.3.4 Exercises
5n
1. Prove that ! 0.
n!
n!
2. Prove that ! 0.
nn
4. Consider (xn ) a sequence of real numbers such that lim xn = x where

n!1
x > 0, prove there exists an integer N > 0 such that n N =) xn > 0.
5. Consider (xn ) a sequence of real numbers such that xn 0 for any n. If

x is a partial limit of (xn ), prove that x 0. Prove the same result if
x = lim xn . Use this to show that if xn yn then lim xn lim yn .
6. Consider (xn ) a sequence of real numbers and let x 2 R. Prove the two
conditions below are equivalent.
(a) xn ! x as n ! 1.
(b) jxn xj ! 0 as n ! 1.
7. Consider (xn ) a sequence of real numbers and let x 2 R. If lim xn = x,

prove that lim jxn j = jxj.
8. Show by examples that if jxn j ! jxj then xn does not necessarily converge.
If it does converge, it does not necessarily converge to x.
9. Consider (xn ) a sequence of real numbers and let x 2 R. Suppose that

lim xn = x. De…ne yn = xn+p for some integer p. Prove that lim yn = x.
10. Given that an bn for every n and that lim an = 1, prove that lim bn =
1.
11. Suppose that (an ) and (bn ) are sequences of real numbers such that
jan bn j < 1 for every n. Prove that if 1 is a partial limit of (an )
then 1 is also a partial limit of (bn ).
12. Two sequences are said to be eventually close if 8 > 0, 9N > 0 : n

N =) jan bn j < .
(a) Prove that if two sequences (an ) and (bn ) are eventually close and if
a number x is the limit of the sequence (an ) then x is also the limit
of the sequence (bn ).
(b) Prove that if two sequences (an ) and (bn ) are eventually close and if
a number x is a partial limit of the sequence (an ) then x is also a
partial limit of the sequence (bn ).
13. Determine if the sequences below have limits (…nite or in…nite). In each
case, if a limit (…nite or in…nite) exists, prove it using the de…nition of the
limit of a sequence.
n 1
(a)
n+1
3n2 + 1
(b)
n2 + 1
5n3 + n 4
(c)
2n3 + 3
n3
(d)
n+1
4n2 + 1
(e)
n3 + n
1 2 n
(f) + 2 + ::: + 2
n2 n n
2n 1 1
(g) ( 1) 1
2n
1 1 1 1
(h) 1 1 1 ::: 1
2 3 4 n
5n
(i)
2n
p
14. Prove that if a > 1 then a2 > a > a>1
n n2 n3 n4
15. Prove that n
! 0, n ! 0, n ! 0, n ! 0
2 2 2 2
16. Prove theorem 4.3.1
17. Finish proving theorem 4.3.8
18. Let (xn ) and (yn ) be two sequences. Assume further that lim xn = x and
y is a partial limit of (yn ). Prove that x + y is a partial limit for (xn + yn ).
19. State and prove similar results for subtraction, multiplication and division.
20. Give an example of two divergent sequences (xn ) and (yn ) such that
(xn + yn ) is convergent.
21. Give an example of two sequences (xn ) and (yn ) such that xn ! 0, yn !
1 and:
(a) xn yn ! 0
(b) xn yn ! c where 0 < c < 1
(c) xn yn ! 1
(d) (xn yn ) is bounded but has no limit.
22. Let (xn ) be a sequence of real numbers such that xn ! 0. Prove that
x1 + x2 + ::: + xn
7! 0
n
23. Let (xn ) be a sequence of real numbers such that xn ! x for some real
number x. Prove that
x1 + x2 + ::: + xn
7! x
n
24. Prove that jxn j ! 0 () xn ! 0.

25. Show by examples that if (xn ) and (yn ) are divergent sequences then
(xn + yn ) is not necessarily divergent. Do the same for (xn yn )
26. Show that if (xn ) ! 0 and (yn ) is bounded then (xn yn ) ! 0.

27. Prove that if (xn ) is a sequence in a set S R, then every …nite partial
limit of (xn ) must belong to S.
28. Prove that if S R and x 2 S then there exists a sequence (xn ) in S such
that xn ! x.
29. Let S R. Prove that the following conditions are equivalent:
(a) S is unbounded above.

(b) There exists a sequence (xn ) in S such that xn ! 1.

5n
1. Prove that ! 0.
n!
Hint: see similar example in the notes.
n!
2. Prove that n ! 0.
n
Hint: see similar example in the notes.

Hint: some parts are proven in the notes, but there are several parts left
to prove.
p
part 2: let xn = n p 1 and show that lim xn = 0.
part 5: use the suggested hint in the notes.
part 6: Fix k 2 N such that k > jpj. Then, for n > k we have
n
pn jpj kn
0 = = . Expand this and split it in two halves. In
n! n! n!
the …rst half, keep the terms where the denominator is less than k
and in the second half the remaining terms. Then, use the squeeze
theorem.
4. Consider (xn ) a sequence of real numbers such that lim xn = x where

n!1
x > 0, prove there exists an integer N > 0 such that n N =) xn > 0.
jxj
Hint: since xn ! x, one can …nd N > 0 such n N =) jxn xj < =
2
x
.
2
5. Consider (xn ) a sequence of real numbers such that xn 0 for any n. If
x is a partial limit of (xn ), prove that x 0. Prove the same result if
x = lim xn . Use this to show that if xn yn then lim xn lim yn .
Hint: for the partial limit question, use the de…nition of partial limit. For
the limit question, do a proof by contradiction. For the last question,
apply the limit question to the sequence yn xn .
6. Consider (xn ) a sequence of real numbers and let x 2 R. Prove the two
conditions below are equivalent.
Hint: Don’t forget to do both directions. Just use the de…nition.
(a) xn ! x as n ! 1.
(b) jxn xj ! 0 as n ! 1.
7. Consider (xn ) a sequence of real numbers and let x 2 R. If lim xn = x,

prove that lim jxn j = jxj.
Hint: use this version of the triangle inequality: jjxn j jxjj jxn xj
8. Show by examples that if jxn j ! jxj then xn does not necessarily converge.
If it does converge, it does not necessarily converge to x.
Hint: think of sequences we’ve used in the early examples.
9. Consider (xn ) a sequence of real numbers and let x 2 R. Suppose that
lim xn = x. De…ne yn = xn+p for some integer p. Prove that lim yn = x.
Hint: use the de…nition.
10. Given that an bn for every n and that lim an = 1, prove that lim bn =
1.
11. Suppose that (an ) and (bn ) are sequences of real numbers such that
jan bn j < 1 for every n. Prove that if 1 is a partial limit of (an )
then 1 is also a partial limit of (bn ).
12. Two sequences are said to be eventually close if 8 > 0, 9N > 0 : n
N =) jan bn j < .
(a) Prove that if two sequences (an ) and (bn ) are eventually close and if
a number x is the limit of the sequence (an ) then x is also the limit
of the sequence (bn ).
Hint: use the de…nition and using properties of absolute value, rewrite
jbn xj as a sum of absolute values also involving an :
(b) Prove that if two sequences (an ) and (bn ) are eventually close and if
a number x is a partial limit of the sequence (an ) then x is also a
partial limit of the sequence (bn ).
Hint: same hint as part a.
13. Determine if the sequences below have limits (…nite or in…nite). In each
case, if a limit (…nite or in…nite) exists, prove it using the de…nition of the
limit of a sequence.
n 1
(a)
n+1
Hint: straight application of the de…nition.
Answer: 1.
3n2 + 1
(b) 2
n +1
Hint: straight application of the de…nition, then simplify the expres-
sion you get using techniques explained in the previous section.
Answer: 3.
5n3 + n 4
(c)
2n3 + 3
5
Answer: .
2
n3
(d)
n+1
Answer: 1.
4n2 + 1
(e)
n3 + n
Answer: 0.
1 2 n
(f) + 2 + ::: + 2
n2 n n
Hint: …rst combine all the fractions to simplify them, then it is a
straight application of the de…nition.
1
Answer:
2
2n 1 1
(g) ( 1) 1
2n
Hint: use Bernoulli’s inequality.
Answer: 1.
1 1 1 1
(h) 1 1 1 ::: 1
2 3 4 n
Hint: Evaluate this product for several values of n, then make a
conjecture of what a simpler formula for this product should be.
Prove your conjecture. Then, use the simpler formula to …nd the
limit using the de…nition of a limit.
Answer: 0.
5n
(i)
2n
Hint: use techniques of this section shown in the examples.
Answer: 1.
p
14. Prove that if a > 1 then a2 > a > a>1
Hint: just do it!
n n2 n3 n4
15. Prove that n ! 0, n ! 0, n ! 0, n ! 0
2 2 2 2
Hint: use the binomial theorem, see examples in this section.

Hint: we’ve already proven this. See chapter on real numbers.
17. Finish proving theorem 4.3.8

Hint: look at the proofs in the notes, use similar techniques.
18. Let (xn ) and (yn ) be two sequences. Assume further that lim xn = x and
y is a partial limit of (yn ). Prove that x + y is a partial limit for (xn + yn ).
Hint: just use the various de…nitions involved.
19. State and prove similar results for subtraction, multiplication and division.
Hint: just use the various de…nitions involved.
20. Give an example of two divergent sequences (xn ) and (yn ) such that
(xn + yn ) is convergent.
Hint: none.
21. Give an example of two sequences (xn ) and (yn ) such that xn ! 0, yn !
1 and:
(a) xn yn ! 0
Hint: none.
(b) xn yn ! c where 0 < c < 1
Hint: none.
(c) xn yn ! 1
Hint: none.
(d) (xn yn ) is bounded but has no limit.
Hint: none.
22. Let (xn ) be a sequence of real numbers such that xn ! 0. Prove that
x1 + x2 + ::: + xn
7! 0
n
Hint: since xn ! 0, one can …nd N1 such that n N1 =) jxn j < .

2
Write x1 + x2 + ::: + xn as (x1 + x2 + ::: + xN1 ) + (xN1 +1 + ::: + xn ).
23. Let (xn ) be a sequence of real numbers such that xn ! x for some real
number x. Prove that
x1 + x2 + ::: + xn
7! x
n
Hint: Apply the result of the previous problem to (yn ) where yn = xn x.

24. Prove that jxn j ! 0 () xn ! 0.
Hint: don’t forget to do both directions. For one direction, use jxn j
xn jxn j, for the other, use the properties of limits.
25. Show by examples that if (xn ) and (yn ) are divergent sequences then
(xn + yn ) is not necessarily divergent. Do the same for (xn yn )
Hint: none.
26. Show that if (xn ) ! 0 and (yn ) is bounded then (xn yn ) ! 0.
Hint: use the de…nitions and the following: since yn is bounded, there
exists M > 0 such that jyn j < M . Choose N so large that n N =)
jxn j < . Then, if n N , we have ...
M +1
27. Prove that if (xn ) is a sequence in a set S R, then every …nite partial
limit of (xn ) must belong to S.
Hint: this is not di¢ cult. Just write down the various de…nitions involved
and what you have to prove and you’ll almost be done.
28. Prove that if S R and x 2 S then there exists a sequence (xn ) in S such
that xn ! x.
1
Hint: build the sequence by using the de…nition of S letting = .
n
29. Let S R. Prove that the following conditions are equivalent:
Hint: don’t forget to do both directions. One direction is just the de…ni-
tion. For the other direction, prove that no real number can be an upper
bound of S using the fact that xn ! 1.
(a) S is unbounded above.

(b) There exists a sequence (xn ) in S such that xn ! 1.
4.4 Monotone Sequences and Cauchy Sequences

4.4.1 Monotone Sequences
The techniques we have studied so far require we know the limit of a sequence
in order to prove the sequence converges. However, it is not always possible
to …nd the limit of a sequence by using the de…nition, or the limit rules. This
happens when the formula de…ning the sequence is too complex to work with.
It also happens with sequences de…ned recursively. Furthermore, it is often the
case that it is more important to know if a sequence converges than what it
converges to. In this section, we look at two ways to prove a sequence converges
without knowing its limit.
We begin by looking at sequences which are monotone and bounded. These
terms were de…ned at the beginning of this chapter.
You will recall that in order to show that a sequence is increasing, several
methods can be used.
1. Direct approach, simply show that an+1 an for every n.
2. Equivalently, show that an+1 an 0 for every n.

an+1
3. Equivalently, show that 1 for every n if both an and an+1 are
an
positive.
4. If an = f (n), one can show a sequence (an ) is increasing by showing that

f is increasing that is by showing that f 0 (x) 0.
5. By induction.
We now state and prove an important theorem about the convergence of

increasing sequences.
Theorem 4.4.1 An increasing sequence (an ) which is bounded above converges.

Furthermore, lim an = sup fan g.
n!1
Proof. We need to show that given > 0, there exists N such that n N =)
jan Aj < where A is the limit. Let > 0 be given. Since (an ) is bounded
above, by theorem 2.1.40, fan g has a supremum. Let A = sup fan g. Let > 0
be given. then, A < A. By theorem 2.1.33, there exists an element of fan g,
call it aN , such that A < aN A. Since (an ) is increasing, we have an aN
for every n N . Therefore, if n N ,
A < an A () < an A 0
() 0 A an <
=) jan Aj <
4.4. MONOTONE SEQUENCES AND CAUCHY SEQUENCES 151
Corollary 4.4.2 A decreasing sequence (an ) which is bounded below converges.

Furthermore, lim an = inf fan g.
n!1
Proof. The proof is similar to the proof of the theorem.
Theorem 4.4.3 A monotone sequence converges if and only if it is bounded.

Proof. The proof follows from results proven in the previous section and the
previous theorem and its corollary. Suppose we have a monotone sequence (xn ).
If we assume that (xn ) converges, then it follows that it is bounded by theorem
4.3.3 that it is bounded. Conversely, if we assume that (xn ) is bounded then
it is both bounded above and below. Since (xn ) is monotone, then it is either
increasing or decreasing. If it is increasing, it will converge by the previous
theorem since it is also bounded above. If it is decreasing, then it will converge
by the corollary since it is bounded below.
Pn 1
Example 4.4.4 Prove that the sequence whose general term is an =
k=0 k!
converges.
We try to establish this result by showing that this sequence is non-decreasing
and bounded above.
1 1 1
(an ) is increasing: an = 1 + 1 + + + ::: + . Therefore,
2 3! n!
1
an+1 an = >0
(n + 1)!
(an ) is bounded above. For this, we use the fact that n! 2n 1

for every
n 1. The proof of this fact is left as an exercise. Therefore,
1 1 1 1 1 1
1+1+ + + ::: + < 1 + 1 + + 2 + ::: + n 1
2 3! n! 2 2 2
0 1 2 n 1
1 1 1 1
<1+ + + + ::: +
2 2 2 2
n
1
1
2
<1+
1
1
2
1
<1+
1
1
2
<3
Since (an ) is bounded above and increasing, it must converge. We will call
the limit e0 .
Example 4.4.5 Find lim an where (an ) is de…ned by:

n!1
a1 = 2
1
an+1 = (an + 6)
2
If we knew the limit existed, …nding it would be easy. We must …rst establish that
it exists. We do this by showing that this sequence is increasing and bounded
above. This part is left as an exercise. Once this fact has been established, then
we know the sequence must converge. Let L be its limit, we must …nd L. Before
proceeding, we will recall the following fact: lim an+1 = lim an . Therefore, if for
1
every n we have an+1 = (an + 6), then we must also have:
2
1
lim an+1 = lim (an + 6)
2
1
L= (lim an + 6)
2
1
L = (L + 6)
2
2L = L + 6
L=6
n
1
Example 4.4.6 Let an = 1+ . Show lim an exists. This limit is in fact
n
the number e, but we won’t show that. Again, to show that (an ) converges, we
show that it is increasing and bounded above.
(an ) bounded above. To establish this, we use the following fact: If k is

an integer such that 1 < k n, then
n (n 1) (n 2) ::: (n k + 1) 1 2 k 1
= 1 1 ::: 1
nk n n n
The proof of this is left as an exercise. Using the binomial theorem, we
have:
2 k n
1 n (n 1) 1 n (n 1) (n 2) ::: (n k + 1) 1 n! 1
an = 1 + n + + ::: + + ::: +
n 2! n k! n n! n
1 1 1 1 2 k 1 1 1 2
=1+1+ 1 + ::: + 1 1 ::: 1 + ::: + 1 1
2! n k! n n n n! n n
1 1
< 1 + 1 + + ::: +
2! n!
< e0
where e0 is the limit found in the exercise above. Thus, (an ) is bounded by
e0 .
1 1 2 k 1
(an ) increasing. The kth term in the expansion of an is 1 1 ::: 1 .
k! n n n
1 1 2 k 1
The kth term in the expansion of an+1 is 1 1 ::: 1 .
k! n+1 n+1 n+1
j j j j
Since < , it follows that 1 >1 . Hence, an+1 > an .
n+1 n n+1 n
So, (an ) is increasing.
Since (an ) is increasing and bounded above, it follows that (an ) converges.
We de…ne this limit to be the number e.
4.4.2 Cauchy Sequences

De…nition 4.4.7 (Cauchy Sequence) A sequence (xn ) is said to be a Cauchy
sequence if for each > 0 there exists a positive integer N such that m; n
N =) jxm xn j < .
We begin with some remarks.
Remark 4.4.8 These series are named after the French mathematician Au-
gustin Louis Cauchy (1789-1857).
Remark 4.4.9 It is important to note that the inequality jxm xn j < must
be valid for all integers m; n that satisfy m; n N . In particular, a sequence
(xn ) satisfying jxn+1 xn j < for all n N may not be a Cauchy sequence.
Remark 4.4.10 A Cauchy sequence is a sequence for which the terms are even-
tually close to each other.
Remark 4.4.11 In theorem 4.3.4, we proved that if a sequence converged then
it had to be a Cauchy sequence. In fact, as the next theorem will show, there is
a stronger result for sequences of real numbers.
We now look at some examples.
1
Example 4.4.12 Consider (xn ) where xn = . Prove that this is a Cauchy
n
sequence.
Let > 0 be given. We want to show that there exists an integer N > 0 such
that m; n < N =) jxm xn j < . That it we would like to have
1 1
jxn xm j < () <
n m
Since
1 1 1 1
< +
n m n m
1 1 1
If we make + < , the result will follow. This will happen if both <
n m n 2
2 1 2
that is when n > and < that is when n > . So, we see that if N is an
m 2
2
integer larger than then m; n > N =) jxm xn j < .
Xn
1
Example 4.4.13 Consider (xn ) where xn =
k2
k=1
Let > 0 be given. We want to show that there exists an integer N > 0 such
that m; n < N =) jxm xn j < (without loss of generality, let us assume that
n > m). That it we would like to have
n
X m
X
1 1
jxn xm j < () <
k2 k2
k=1 k=1
n
X 1
() <
k2
k=m+1
1 1
Remembering telescoping sums and the fact that < , we see that
k2 k (k 1)
n
X 1
jxn xm j =
k2
k=m+1
Xn
1
=
k2
k=m+1
Xn
1 1
<
k 1 k
k=m+1
1 1
=
m n
1 1
< +
m n
So, as we saw in the previous example, if N is an integer larger than , then
2
m; n < N =) jxm xn j < .
We now look at important properties of Cauchy sequences.
Theorem 4.4.14 Every Cauchy sequence is bounded.
Theorem 4.4.15 A sequence of real numbers converges if and only if it is a
Cauchy sequence.
Proof. We have already proven one direction. Let (xn ) be a sequence of real
numbers.
If (xn ) converges, then we know it is a Cauchy sequence by theorem 4.3.4.
Assume (xn ) is a Cauchy sequence. We must prove that it converges. By
theorem 4.4.14, we know that fxn g is bounded. Therefore, by the com-
pleteness axiom, for each n, the number
an = inf fxn ; xn+1 ; xn+2 ; :::g
exists. Furthermore, the sequence (an ) is increasing and bounded (why?).

Therefore, by theorem 4.4.3, (an ) converges. Let a = lim an . We prove
that lim xn = a. Let > 0 be given. Since (xn ) is a Cauchy sequence, we
can …nd N > 0 such that m; n N =) jxn xm j < : It follows that
h 2 i
both (xn ) and (an ) are contained in the interval xN ; xN + (why).
2 2
Thus, the limit a is also in this interval. Therefore, for all n N , we
have:
jxn aj jxn xN j + jxN aj
<
This proves that lim xn = a, thus (xn ) converges.
Remark 4.4.16 The key to this theorem is that we are dealing with a sequence
of real numbers. The fact that a Cauchy sequence of real number converges
is linked to the fact that R is complete. In fact, this is sometimes used as
a de…nition of completeness. Some texts say that a set is complete if every
Cauchy sequence converges in that set. It is possible to …nd a Cauchy sequence
of rational numbers which does not converge in Q.
We …nish this section with an important theorem.
De…nition 4.4.17 A nested sequence of intervals is a sequence fIn g of
intervals with the property that In+1 In for all n.
Theorem 4.4.18 (Nested Intervals) If f[an ; bn ]g is a nested sequence of closed
intervals then there exists a point z that belongs to all the intervals. Further-
more, if lim an = lim bn then the point z is unique.
Proof. We provide a sketch of the proof and leave the details as homework.
First, prove that fan g and fbn g are monotone and bounded. Thus, they must
converge. Let a = lim an and b = lim bn . Then, explain why a b. Conclude
from this.
4.4.3 Exercises
1. Prove that n! 2n 1
for every n 1
2. Prove that if k is an integer such that 1 < k n, then
n (n 1) (n 2) ::: (n k + 1) 1 2 k 1
= 1 1 ::: 1
nk n n n
3. Prove that the sequence given by
a1 = 2
1
an+1 = (an + 6)
2
is increasing and bounded above by 6. (hint: use induction for both).
4. Show that the sequence de…ned by
a1 = 1
1
an+1 = 3
an
is increasing and satis…es an < 3 for all n. Then, …nd its limit.
5. Let a and b be two positive numbers such that a > b. Let a1 be their
a+b
arithmetic mean, that is a1 = . Let b1 be their geometric mean, that
2
p an + bn p
is b1 = ab. De…ne an+1 = and bn+1 = an bn .
2
(a) Use mathematical induction to show that an > an+1 > bn+1 > bn .
(b) Deduce that both (an ) and (bn ) converge.
(c) Show that lim an = lim bn . Gauss called the common value of these
limits the arithmetic-geometric mean.

7. Answer the why? parts in the proof of theorem 4.4.15.
Chapter 5
Limit of a Function
5.1 De…nitions and Examples

5.1.1 Overview
Unlike for sequences, there are many possibilities for the limit of a function. In
this section, we will investigate the following limits: lim f (x) and lim f (x).
x! 1 x!a
Given a function y = f (x), we are studying how f behaves near a point a or
near in…nity. The questions we are trying to answer are:
1. As x is getting closer and closer to a, how is y = f (x) behaving? Is it

getting closer to a number as well? Is it getting arbitrary large (in absolute
value)? Is it not following any pattern?
2. Same question if x is approaching 1 or 1.
In more general terms, we are asking the question: if x is following a certain

pattern, is f (x) also following a pattern and if yes, which pattern?
In order to be able to evaluate lim f (x), f must be de…ned in a deleted neigh-
x!a
borhood of a that is f must be de…ned in an interval of the form (a h; a + h)
for some positive number h, except maybe at x = a.
When we say lim f (x) = L, we mean that f (x) can be made as close
x!a
as we want from L simply by taking x close enough to a. Or, in terms of
neighborhoods, we have the following general de…nition for a limit.
De…nition 5.1.1 We say that lim f (x) = L or that f (x) ! L as x ! a if

x!a
for every neighborhood V of L, one can …nd a deleted neighborhood U of a such
that x 2 U =) f (x) 2 V .
This de…nition can be adapted to limits at a …nite point or at in…nity as

well as when the limit is …nite or in…nite. There are three possibilities for x, we
can have x ! a, x ! 1 and x ! 1. For each case, we can have f (x) ! L,
159
160 CHAPTER 5. LIMIT OF A FUNCTION
f (x) ! 1 and f (x) ! 1. Hence, we have a total of nine de…nitions. They

can all be derived from the above de…nition simply by remembering that a
neighborhood of a …nite point a is an interval of the form (a ; a + ) and a
neighborhood of in…nity is an interval of the form (w; 1) for some w 2 R.
5.1.2 Limit at a …nite point

De…nition 5.1.2 We say that lim f (x) = L or that f (x) ! L as x ! a if
x!a
8 > 0, 9 > 0 : 0 < jx aj < =) jf (x) Lj < .
jx aj represents how far x is from a. The above statement says that f (x)
can be made arbitrarily close to L simply by taking x close enough to a.
Example 5.1.3 Prove that lim (x + 5) = 7.

x!2
Given > 0, we must prove that there exists > 0 such that 0 < jx 2j < =)
jx + 5 7j < . Let > 0 be given.
jx + 5 7j < () jx 2j <
Thus we see that = will work. Indeed, given > 0, 0 < jx 2j < =)
jx + 5 7j < .
Remark 5.1.4 Of course, this was a very easy example to illustrate how this
kind of problem is addressed. In general, it will take more work to …nd given
> 0. Many of the techniques used for sequences will also be used here. Some
will be illustrated below when we look at more challenging examples.
Remark 5.1.5 Saying that 0 < jx aj < is the same as saying that x 2
(a ; a + ) and x 6= a. Similarly, saying that jf (x) Lj < is the same as
saying that f (x) 2 (L ; L + ).
Remark 5.1.6 In order to understand how to adapt this de…nition to cases

involving 1 such as in the case when L = 1 or also when x ! 1, it is
important to understand the notion of neighborhood of 1. A neighborhood of
1 is an interval of the form (w; 1). Similarly, an neighborhood of 1 is an
interval of the form ( 1; w).
De…nition 5.1.7 We say that lim f (x) = 1 or that f (x) ! 1 as x ! a if

x!a
8M > 0, 9 > 0 : 0 < jx aj < =) f (x) > M .
1
Example 5.1.8 Prove that lim 2 = 1.
x!1
(x 1)
Given M > 0, we must prove that there exists > 0 such that 0 < jx 1j <
5.1. DEFINITIONS AND EXAMPLES 161
1
=) 2 > M.
(x 1)
1 2 1
2 > M () (x 1) <
(x 1) M
1 1
() p <x 1 0,=p will work.
M
De…nition 5.1.9 We say that lim f (x) = 1 or that f (x) ! 1 as x ! a
x!a
if 8M < 0, 9 > 0 : 0 < jx aj < =) f (x) < M .
Remark 5.1.10 If we …nd a which works, then every 0 < will also work.
Therefore, it is always possible to impose certain conditions on such as saying
that we are looking for less than a certain number h, thus restricting our search
to an interval of the form (a h; a + h). In this interval, if we call 0 the value
we found, then = min h; 0 .
Remark 5.1.11 In the last two de…nition, the vertical line x = a is a vertical
asymptote for the graph of y = f (x).
Remark 5.1.12 In the de…nition of a limit, it is implied that a is a limit point
of D (f ) that is for every > 0 the interval (a ; a + ) contains points of
D (f ) other than a. If this is not the case, then for small enough, there may
not exist any x satisfying 0 < jx aj < . In this case, the concept of a limit
has no meaning.
Remark 5.1.13 In the de…nition of a limit, a does not have to be in the domain
of f . It only needs to be a limit point of D (f ).
Remark 5.1.14 In the de…nition of a limit, depends obviously on . It may
also depend on the point a as illustrated by example 5.1.38.
Remark 5.1.15 When we say that the limit of a function exists, we mean that
it exists and is …nite. When the limit is in…nite, it does not exist in the sense
that it is not a number. However, we know what the function is doing, it is
approaching 1.
Remark 5.1.16 There are several situations under which a limit will fail to
exist.
1
1. The function may oscillate boundedly like in f (x) = sin as x ! 0.
x
2. The function may oscillate unboundedly like x sin x as x ! 1.
1
3. The function may grow without bounds like as x ! 0.
x2
4. There may be a "break" in the graph.
Limit at in…nity
In order to be able to evaluate lim f (x), f must be de…ned for large x. In
x!1
other words, we must have D (f ) \ (w; 1) 6= ? for every w 2 R. In the case we
want to evaluate lim f (x), then we must have D (f ) \ ( 1; w) 6= ? for every
x! 1
w 2 R. We then have the following de…nitions (some of the de…nitions will be
accompanied with easy examples to illustrate the concept being de…ned):
De…nition 5.1.17 We say that lim f (x) = L or that f (x) ! L as x ! 1 if
x!1
8 > 0, 9w > 0 : x 2 (w; 1) \ D (f ) =) jf (x) Lj <
jf (x) Lj represents the distance between f (x) and L. The above state-
ment simply says that f (x) can be made as close as one wants to L, simply by
taking x large enough. Graphically, this simply says that the line y = L is a
horizontal asymptote for the graph of y = f (x).
To prove that a number f (x) approaches L as x ! 1, given > 0, one has
to prove that w > 0 can be found so that x 2 (w; 1) \ D (f ) =) jf (x) Lj <
. The approach is very similar to the one used for sequences. Many of the
techniques used when …nding the limit of a sequence will also be used here.
1
Example 5.1.18 Prove that lim = 0.
x7!1 x
Let > 0 be given. We want to …nd w > 0 so that x 2 (w; 1) \ D (f ) =)
1
0 < . As usual, we begin with the inequality we are trying to prove.
x
1 1
0 < () <
x jxj
Since we are considering the limit as x ! 1, we can restrict ourselves to
1
positive values of x. Thus, the above inequality can be replaced with <
x
1 1
which is equivalent to x > . Thus we see that given > 0, w = will work.
1 1
Thus, given > 0, we have x 2 ; 1 \ D (f ) =) 0 < .
x
De…nition 5.1.19 We say that lim f (x) = 1 or that f (x) ! 1 as x ! 1
x!1
if 8M > 0, 9w > 0 : x 2 (w; 1) \ D (f ) =) f (x) > M .
The above de…nition says that f (x) can be made arbitrarily large, simply
by taking x large enough.
Example 5.1.20 Prove that lim x2 = 1.
x!1
Given M > 0, we must prove that there exists w > 0 such that x 2 (w; 1) \
D x2 =) x2 > M . Since we are considering the limit as x ! 1, we can
restrict ourselves to x > 0. In this case
p
x2 > M () x > M
p
Thus, we see that given M > 0, w = M will work in other words x 2
p
M ; 1 =) x2 > M .
The remaining de…nitions are given below.
De…nition 5.1.21 We say that lim f (x) = 1 or that f (x) ! 1 as x !

x!1
1 if 8M < 0, 9w > 0 : x 2 (w; 1) \ D (f ) =) f (x) < M .
De…nition 5.1.22 We say that lim f (x) = L or that f (x) ! L as x ! 1

x! 1
if 8 > 0, 9w < 0 : x 2 ( 1; w) \ D (f ) =) jf (x) Lj < .
De…nition 5.1.23 We say that lim f (x) = 1 or that f (x) ! 1 as x !

x! 1
1 if 8M > 0, 9w < 0 : x 2 ( 1; w) \ D (f ) =) f (x) > M .
De…nition 5.1.24 We say that lim f (x) = 1 or that f (x) ! 1 as

x! 1
x! 1 if 8M < 0, 9w < 0 : x 2 ( 1; w) \ D (f ) =) f (x) < M .
Remark 5.1.25 In the above de…nitions, x 2 (w; 1) can be replaced by x > w

and x 2 ( 1; w) can be replaced by x < w:
One-sided Limits
When we say x ! a, we realize that x can approach a from two sides. If x
approaches a from the right, that is if x approaches a and is greater than a, we
write x ! a+ . Similarly, if x approaches a from the left, that is if x approaches
a and is less than a, then we write x ! a .
We can rewrite the above de…nition for one sided limits with little modi…ca-
tions. We do it for a few of them.
De…nition 5.1.26 We say that lim+ f (x) = L or that f (x) ! L as x ! a+

x!a
if 8 > 0, 9 > 0 : 0 < x a< =) jf (x) Lj <
De…nition 5.1.27 We say that lim f (x) = L or that f (x) ! L as x ! a

x!a
if 8 > 0, 9 > 0 : 0 < a x< =) jf (x) Lj <
1
Example 5.1.28 Prove that lim = 1.
x
x!0+
Given M > 0, we need to prove that there exists > 0 such that 0 < x 0 <
1
=) > M .
x
1 1
> M () x <
x M
1
Thus, given M > 0, we see that = will work in other words, we will have
M
1 1
0<x 0< =) > M .
M x
Theorem 5.1.29 The following two conditions are equivalent
1. lim f (x) = L
x!a
2. lim+ f (x) = L and lim f (x) = L

x!a x!a
Remark 5.1.30 One way to prove that lim f (x) does not exits is to prove that
x!a
the two one-sided limits are not the same or that at least one of them does not
exist.
Remark 5.1.31 One sided limits are often used when the de…nition or behavior
of f changes around the point a at which the limit is being computed. This
can happen with piecewise functions when we compute their limit at one of the
breaking points.
We now look at several examples illustrating various techniques used when

computing limits.
5.1.3 Computing Limits Using the de…nitions: Examples

Example 5.1.32 Show that lim (4x 5) = 7
x!3
We need to show that given > 0, one can …nd such that 0 < jx 3j < =)
j(4x 5) 7j < . The strategy is to start with j(4x 5) 7j < and change
the absolute value to get an inequality with jx 3j.
j(4x 5) 7j < () j4x 12j <

() 4 jx 3j <
() jx 3j <
4
So, given > 0, = will work.

4
Example 5.1.33 Show that lim x2 + 2 = 6
x!2
We need to show that given > 0, one can …nd such that 0 < jx 2j < =)
x2 + 2 6 < .
x2 + 2 6 < () x2 4 <
() jx 2j jx + 2j <
Since x2 + 2 is de…ned for all real numbers, we can assume it is at least de…ned
in (0; 4) (i.e. in (2 h; 2 + h) with h = 2). In this interval, jx + 2j < 6,
therefore,jx 2j jx + 2j < 6 jx 2j. So if we make 6 jx 2j < , the result will
follow. This happens when jx 2j < . So, given > 0, = min ;2 will
6 6
work.
Remark 5.1.34 In the previous example, the choice of the interval (0; 4) is
not magic. We could have chosen another interval. We want to use an interval
centered at the point where we are computing the limit. Some readers may think
we cheated by only looking at values of x in some intervals. Remember what
we are trying to achieve. Given an > 0, we are …nding > 0 with certain
properties. As long as we …nd a , we have achieved what we had to achieve.
By picking an interval, we simply acknowledge the fact that it is too di¢ cult to
look for just any , so we restrict our search to a smaller interval.
p
Example 5.1.35 Show that lim x = 2.
x!4
We
p need to show that given > 0, one can …nd such that 0 < jx 4j < =)
j x 2j < . As before, we start with what we want, and manipulate it until
we get jx 4j involved.
p p
p ( x 2) ( x + 2)
x 2 < () p <
x+2
x 4
() p <
x+2
jx 4j
() p <
x+2
Since we are computing the limit as x ! 4, we are looking at values of x in

an interval of the form (4 h; 4 + h). If we restrict
p ourselves
p to h = 2, then
we are looking at values of x in (2; 6). There, x + 2 > 2 + 2 > 2. Hence,
jx 4j jx 4j jx 4j
p < . So, if we make < that is jx 4j < 2 , the result
x+2 2 2
will follow. So, given > 0, = min (2 ; 2) will work.
Our next example illustrates how to work with piecewise functions.

8
< x if x<0
Example 5.1.36 Let f (x) = x2 if 0 < x 2
:
8 x if x>2
1. Prove that lim f (x) = 0.

x!0
Since the de…nition of f changes at 0, we will need to consider one-sided
limits. We can prove that lim f (x) = 0 by proving that lim+ f (x) = 0
x!0 x!0
and lim f (x) = 0.
x!0
lim f (x) = 0.
x!0
Let > 0 be given. We want to prove there exists > 0 such that
0 < 0 x < () jf (x) 0j < . If x ! 0 then x < 0. In this
case, f (x) = x. Thus, we have:
jf (x) 0j < () jx 0j <

() jxj <
() <x<
() < x < 0 (since x < 0)
Thus given > 0, = will work.

lim f (x) = 0.
x!0+
0 < x 0 < () jf (x) 0j < . If x ! 0+ then x > 0. In this
case, f (x) = x2 . Thus, we have:
jf (x) 0j < () x2 0 <

2
() x 0)
p
Thus, given > 0, we see that = will work.
2. Prove that lim f (x) doe not exist.

x!2
As for the previous question, we need to consider one-sided limits. We
will prove that lim f (x) doe not exist by proving the one-sided limits are
x!2
di¤ erent. more speci…cally, we prove that lim+ f (x) = 4 and lim f (x) =
x!2 x!2
6.
lim f (x) = 4.
x!2
0 < 2 x < () jf (x) 4j < . If x ! 2 then x < 2. In this
case, f (x) = x2 . Thus, we have:
jf (x) 4j < () x2 4 <

() jx 2j jx + 2j <
Here, we use a technique similar to one used in an example above.

Since we are computing the limit of f (x) as x ! 2 , f has to be
de…ned in an interval of the form (2 h; 2) for some h. We can
restrict ourselves to (0; 2) (this is the case when h = 2). Indeed, f
is de…ned in this interval. Also, in this interval, jx + 2j < 4 and
therefore
jf (x) 4j < () jx 2j <
4
Thus, we see that given > 0, = min ; 2 will work.
4
lim f (x) = 6.
x!2+
0 < x 2 < () jf (x) 6j < . If x ! 2+ then x > 2. In this
case, f (x) = 8 x. Thus, we have:
jf (x) 6j < () j8 x 6j <

() j x + 2j <
() jx 2j <
We see that in this case given > 0, = will work.
p
x 2
x!4 x 4
First, we note that if x 6= 4, we have:
p p p
x 2 x 2 x+2
= p
x 4 x 4 x+2
p p
( x 2) ( x + 2)
= p
(x 4) ( x + 2)
p 2
( x) 4
= p
(x 4) ( x + 2)
x 4
= p
(x 4) ( x + 2)
1
=p
x+2
p
x 2 1 1
So that when x ! 4, it seems reasonable to think that = p ! .
x 4 x+2 4
We prove it. Given > 0, we need to …nd > 0 such that 0 < jx 4j < =)
p
x 2 1
< .
x 4 4
p
x 2 1 1 1
< () p <
x 4 4 x+2 4
p
4 x 2
() p <
4 ( x + 2)
p
2 x
() p <
4 ( x + 2)
p
2 x
() p <
4 ( x + 2)
p p
(2 x) (2 + x)
() p 2 <
4 ( x + 2)
(4 x)
() p 2 <
4 ( x + 2)
j4 xj
() p 2 <
4 ( x + 2)
Since
j4 xj jx 4j
p 2 = p 2
4 ( x + 2) 4 ( x + 2)
jx 4j
<
4x
Since x ! 4, we can restrict ourselves to the interval (3; 5) that is an interval

of the form (4 h; 4 + h) with h = 1. In this interval 12 < 4x < 20. Thus, in
this interval
jx 4j jx 4j
<
4x 12
jx 4j
So, we make < the result will follow. This will happen if and only if
12
jx p4j < 12 . Thus, given > 0, = min (1; 12 ) will work. It follows that
x 2 1
lim =
x!4 x 4 4
The next example illustrates the fact that depends not only on but also
on the point at which the limit is being found.
1 1
Example 5.1.38 Prove that lim = for any a 2 (0; 1).
xx!aa
Let > 0 be given. We want to …nd > 0 such that 0 < jx aj < =)
1 1
< . We begin with
x a
1 1 a x
< () <
x a ax
jx aj
() <
ax
When we are looking at values of x satisfying jx aj < the intent is that
be small in other words that be x is close to a. We may then assume that
a a jx aj 2 jx aj
jx aj < in which case x > . Therefore < . So, if we make
2 2 ax a2
2 jx aj a2
< we will have what we want. This will happen when jx aj < .
a2 2
2
a a 1 1
Thus, we see that if = min ; then 0 < jx aj < =) < .
2 2 x a
In particular, we see that depends on both and a. Of course, one might
argue that we could have done better and found a which did not depend on
a. We will prove by contradiction that must depend on a. Suppose that it
did not, that is for a given > 0, the choice of does not depend on a. In
particular, this would work for = 1. So, for = 1, one can …nd > 0 such
1 1
that 0 < jx aj < =) < 1. If it works for this ;it must also work
x a
1
for any smaller . We may then assume that 0 < < . Since the choice of
2
is supposed to be independent of a, it should work for a = . If x = , we have
2
0 < jx aj = = <
2 2
1 1
Therefore, we should have < 1. But
x a
1 1 1 2
=
x a
1
=
> 1
which is a contradiction.
Example 5.1.39 Let f : R ! R de…ned by

1 if x 2 Q
f (x) =
0 if x 2
=Q
Prove that lim f (x) does not exist for any a 2 R.

x!a
Fix a 2 R. We show that if L 2 R then L cannot be the limit of f (x) as x ! a
by showing that there exists > 0 for which no will work that is no matter
which we pick, there exists an x satisfying 0 < jx aj < yet jf (x) Lj .
Let = max fjL 1j ; jLjg. Either = jL 1j or = jLj.
case 1: = jL 1j. Since Q is dense in R, one can …nd x 2 Q such that for
any > 0 we have
0 < jx aj <
For such x, jf (x) Lj = j1 Lj = .
case 2: = jLj. Since between any two real numbers there exists an irrational
number, for any > 0 one can …nd an irrational number x such that
0 < jx aj <
For such x, jf (x) Lj = jLj = .

Conclusion: We have proven that no matter which we pick, one can …nd x
satisfying 0 < jx aj < yet jf (x) Lj . This shows L cannot be a
limit of f at a. Since L was arbitrary, lim f (x) does not exist.
x!a
5.1.4 Exercises
p p
1. Use the de…nition of the limit of a function to show that lim x= 2.
x!2
1 1
2. Use the de…nition of the limit of a function to show that lim = .
x!2 x 2
1
3. Discuss the one-sided limits of f (x) = e x at x = 0.
4. Write a careful proof of the results stated below.
(a) lim x3 3x = 2
x! 1
1 1
(b) lim =
x!3 x 3
3
x 8 12
(c) lim 2 =
x!2 x + x 6 5
x if if x is rational
5. Let f (x) = Prove the following:
x2 if if x is irrational
(a) lim f (x) = 1

x!1
(b) lim f (x) does not exist.
x!2


p p
1. Use the de…nition of the limit of a function to show that lim x= 2.
x!2
Hint: As the problem says, use the de…nition. You will also need to
multiply by the conjugate.
1 1
2. Use the de…nition of the limit of a function to show that lim = .
xx!2 2
Hint: As in some of the examples, you will need to restrict your search to
some interval around 2, the number x is approaching.
1
3. Discuss the one-sided limits of f (x) = e x at x = 0.
1
Hint: Study carefully the behavior of as x ! 0.
x
4. Write a careful proof of the results stated below.
(a) lim x3 3x = 2
x! 1
Hint: As in some of the examples, you will need to restrict your
search to some interval around 1, the number x is approaching.
1 1
(b) lim =
x!3 x 3
Hint: Similar hint as above.
x3 8 12
(c) lim 2 =
x!2 x + x 6 5
Hint: Similar hint as above.
x if if x is rational
5. Let f (x) = Prove the following:
x2 if if x is irrational
(a) lim f (x) = 1

x!1
Hint: Using the de…nition of limits, write what you have to prove,
and use techniques similar to the previous problems and the fact that
both rationals and irrationals are dense in R.
(b) lim f (x) does not exist.
x!2
Hint: Do a proof by contradiction.

Hint: Just use the de…nitions of the various concepts involved.
5.2 Limit Theorems

5.2.1 Operations with Limits
The same theorem we proved for sequences also hold for functions. We list the
theorem, and leave its proof as an exercise.
Theorem 5.2.1 Assuming that lim f (x) and lim g (x) exist, the following re-
x!a x!a
sults are true:
1. lim (f (x) g (x)) = lim f (x) lim g (x)

x!a x!a x!a
2. lim (f (x) g (x)) = lim f (x) lim g (x)

x!a x!a x!a
f (x) lim f (x)

3. lim = x!a as long as lim g (x) 6= 0
x!a g (x) lim g (x) x!a
x!a
4. lim jf (x)j = lim f (x)

x!a x!a
5. If f (x) 0, then lim f (x) 0

x!a
6. If f (x) g (x) then lim f (x) lim g (x)

x!a x!a
p q
7. If f (x) 0, then lim f (x) = lim f (x)
x!a x!a
Remark 5.2.2 The above results also hold when the limits are taken as x !
1.
Remark 5.2.3 All the techniques learned in Calculus can be used here. These
techniques include factoring, multiplying by the conjugate.
We look at a few examples to refresh the reader’s memory of some standard

techniques.
x2
6x + 8
x!4x 4
Here, we note that both the numerator and denominator are approaching 0 as
x ! 4. Since both the numerator and denominator are polynomials, we know
we can factor x 4.
x2 6x + 8 (x 4) (x 2)
lim = lim
x!4 x 4 x!4 x 4
= lim (x 2)
x!4
= 2
5.2. LIMIT THEOREMS 173
p
x 1
x!1 x 1
Here, we note that both the numerator and denominator are approaching 0 as
x ! 1. The fraction also contains a radical. A standard technique is to try to
multiply by the conjugate.
p p p
x 1 ( x 1) ( x + 1)
lim = lim p
x!1 x 1 x!1 (x 1) ( x + 1)
x 1
= lim p
x!1 (x 1) ( x + 1)
1
= lim p
x!1 x+1
1
2
x2 + 5x + 1
x!1 2x2 10
When taking the limit as x ! 1 of a rational function, a standard technique
is to factor the term of highest degree from both the numerator and denominator.
5 1
2 x2 1 + + 2
x + 5x + 1 x x
lim = lim
x!1 2x2 10 x!1 10
x2 2
x2
5 1 10
As x ! 1, 1 + + 2 ! 1 and 2 ! 2, so
x x x2
5 1
x2 1 + +
x x2 x2
lim = lim
x!1 10 x!1 2x2
x2 2
x2
1
=
2
Remark 5.2.7 The above example is a special case of a more general result we
give below.
Theorem 5.2.8 The limit as x ! 1 of a rational function is the limit of the

quotient of the terms of highest degree.
3x2 + 1
x!1 4x3 + 2x + 1
3x2 + 1 3x2 3
From the above theorem, we see that lim = lim = lim =
x!1 4x3 + 2x + 1 x!1 4x3 x!1 4x
0.
5.2.2 Elementary Theorems

Theorems similar to those studied for sequences hold. We will leave the proof
of most of these as an exercise.
Theorem 5.2.10 If the limit of a function exists, then it is unique.

Proof. See exercises at the end of this section.
The next theorem relates the notion of limit of a function with the notion
of limit of a sequence.
Theorem 5.2.11 Suppose that lim f (x) = L and that fxn g is a sequence of
x!a
points such that lim xn = a, xn 6= a8n. Put yn = f (xn ). Then, lim yn = L
n!1 n!1
Proof. Let > 0 be given. Since lim f (x) = L, we can …nd such that
x!a
0 < jx aj < =) jf (x) Lj < . Since lim xn = a, we can …nd N such
n!1
that n N =) jxn aj < . But in this case, it follows that jf (xn ) Lj < .
The converse of this theorem is also true.
Theorem 5.2.12 If f is de…ned in a deleted neighborhood of a such that f (xn ) !

L for every sequence fxn g such that xn ! a, then lim f (x) = L.
x!a
Proof. See problems at the end of this section.
Like for sequences, if a function has a limit at a point, then it is bounded.

However, we need to be a little bit more careful here. If lim f (x) = L, then
x!a
we are only given information about the behavior of f close to a. Therefore, we
can only draw conclusions about what happens to f as long as x is close to a.
Theorem 5.2.13 If lim f (x) = L, then there exists a deleted neighborhood of

x!a
a in which f is bounded.
Proof. We can …nd such that 0 < jx aj < =) jf (x) Lj < 1. By the
triangle inequality, we have for such x0 s
jf (x)j jLj jjf (x)j jLjj

jf (x) Lj
<1
It follows that
jf (x)j < 1 + jLj
Therefore, f is bounded by 1 + jLj in (a ; a + ).
Theorem 5.2.14 Suppose that f (x) g (x) h (x) in a deleted neighborhood

of a and lim f (x) = lim h (x) = L then lim g (x) = L.
x!a x!a x!a
Proof. We do a direct proof here. In section 5.2.3 , we’ll see another proof.
Suppose the above inequality holds in (a 1 ; a + 1 ) for some 1 > 0. Let > 0
be given. Choose 2 such that 0 < jx aj < 2 =) L < f (x) < +L. Choose
3 such that 0 < jx aj < 3 =) L < h (x) < + L. Let = min ( 1 ; 2 ; 3 ).
Then, if 0 < jx aj < , we have
L < f (x) g (x) h (x) < + L
() L < g (x) < + L
() jg (x) Lj <
Therefore, lim g (x) = L.
x!a
1
Example 5.2.15 Show that lim x2 sin = 0.
x!0 x
5.2.3 Relationship Between the Limit of a Function and

the Limit of a Sequence
Theorems 5.2.11 and 5.2.12 can be summarized in the theorem below.
Theorem 5.2.16 Let f be a function of one real variable de…ned in a deleted
neighborhood of a real number a. The following conditions are equivalent.
1. lim f (x) = L
x!a
2. For every sequence fxn g such that xn 6= a and xn ! a we have lim f (xn ) =
n!1
L:
Proof. We prove both directions.
(1 =) 2). We assume that lim f (x) = L. Let fxn g be a sequence such
x!a
that xn 6= a and xn ! a. Then, the conclusion follows from theorem
5.2.11.
(2 =) 1). This is theorem 5.2.12.
This theorem provides the link between the limit of a function and the limit
of a sequence. Using this theorem, we can prove the theorems about the limit
of a function by using their counterpart for sequences. We illustrate this with
another version of the proof of the squeeze theorem.
Theorem 5.2.17 Suppose that f (x) g (x) h (x) in a deleted neighborhood
of a and lim f (x) = lim h (x) = L then lim g (x) = L.
x!a x!a x!a
Proof. To show that lim g (x) = L, we need to show that if xn is any sequence
x!a
which converges to a, then g (xn ) is a sequence which converges to L. Let xn
be a sequence such that xn ! a, xn 6= a. Then, f (xn ) ! L and h (xn ) ! L.
Since f (xn ) g (xn ) h (xn ) we can apply the squeeze theorem for sequences
to conclude that g (xn ) ! L.
5.2.4 Exercises
4. Evaluate the following limits:
x2 4
(a) lim
x! 2 x + 2
x3 27
(b) lim
x!3 x 3
xn 1
(c) lim where n is a positive integer.
x!1 x 1
n
x 1
(d) lim m
x!1 x 1
p
x 2 2
(e) lim
x!6 x 6
sin x
5. Assuming you know that lim = 1, compute the limits below:
x!0 x
sin 2x
(a) lim
x!0 x
sin 3x
(b) lim
x!0 sin 5x
x
(c) lim
x!0 tan x
sin x
(d) lim p
x!0 x
p p
(a + bx) (c + dx) ac
6. Evaluate lim
x!0 x
8. Prove that if lim f (x) > 0 then there exists > 0 such that f (x) > 0 for
x!a
every x 2 (a ; a + ).
9. We say that a function f : I ! R where I R is Lipschitz providing there
exists a constant K > 0 such that
jf (x) f (y)j K jx yj
for x, y 2 I.
(a) Give an example of a Lipschitz function. You must show that the
function in your example satis…es the required condition.
(b) Prove rigorously that if f is Lipschitz, then lim f (x) = f (a).
x!a

Hint: Write the expression of a typical rational function, then factor the
term of highest degree from both the numerator and denominator.

Hint: The proof is similar to the same result for sequences.

Hint: Rewrite the result to prove using theorems 5.2.11 and 5.2.12, then
use similar results for sequences.
4. Evaluate the following limits:
x2 4
(a) lim
x! 2 x + 2
Hint: Use simple algebra to factor some terms.
Answer: 4
x3 27
(b) lim
x!3 x 3
Hint: Use simple algebra to factor some terms.
Answer: 27
xn 1
(c) lim where n is a positive integer.
x!1 x 1
Hint: Use simple algebra to factor some terms, remembering that
xn 1 = (x 1) 1 + x + x2 + ::: + xn 1
Answer: n
xn 1
(d) lim m
x!1 x 1
Hint: Use simple algebra to factor some terms, remembering that
xn 1 = (x 1) 1 + x + x2 + ::: + xn 1
n
Answer:
m
p
x 2 2
(e) lim
x!6 x 6
Hint: Use the conjugate.
1
Answer:
4
sin x
5. Assuming you know that lim = 1, compute the limits below:
x!0 x
sin 2x
(a) lim
x!0 x
Hint: Use the fact that x ! 0 () 2x ! 0.
Answer: 2
sin 3x
(b) lim
x!0sin 5x
Hint: Remembering the previous problem, rewrite this problem so it
sin x
looks like so you can use the given result.
x
3
Answer:
5
x
(c) lim
x!0 tan x
Hint: Use the de…nition of tan x.
Answer: 1
sin x
(d) lim p
x!0 x
Hint: In order to use the given result, you need to rewrite this so
that there is an x in the denominator.
Answer: 0
p p
(a + bx) (c + dx) ac
6. Evaluate lim
x!0 x
Hint: Use the conjugate.
ad + bc
Answer: p
2 ac
Hint: Using the de…nition of limits, try a proof by contradiction.
8. Prove that if lim f (x) > 0 then there exists > 0 such that f (x) > 0 for
x!a
every x 2 (a ; a + ).
Hint: Using the de…nition of limits, pick an appropriate to have the
desired result.
9. We say that a function f : I ! R where I R is Lipschitz providing there
exists a constant K > 0 such that
jf (x) f (y)j K jx yj
for x, y 2 I.
(a) Give an example of a Lipschitz function. You must show that the
function in your example satis…es the required condition.
Hint: Try to understand the meaning of this condition. To help you
f (x) f (y)
do that, think of the geometric meaning of the quantity .
x y
(b) Prove rigorously that if f is Lipschitz, then lim f (x) = f (a).
x!a
Hint: Simply use the de…nition of limit.
5.3. MONOTONE FUNCTIONS 179
5.3 Monotone Functions

De…nition 5.3.1 (monotone increasing functions) A function f is said to
be monotone increasing if whenever x1 > x2 , then either f (x1 ) f (x2 ) or
f (x1 ) > f (x2 ).
We have the same terminology as for sequences. Like for sequences, functions
which are non-decreasing (or non-increasing) have an important property.
Theorem 5.3.2 Let f be a monotone function on the interval [a; b]. Then, the
following limits exist:
1. lim f (x)
x!b
2. lim+ f (x)
x!a
3. lim f (x) for any interior point x0

x!x+
o
4. lim f (x) for any interior point x0

x!xo
Proof. Left as an exercise.
Corollary 5.3.3 If f is non-decreasing on [a; b] then:
1. f (a) lim f (x)

x!a+
2. lim f (x) f (b)

x!b
3. lim f (x) f (x0 ) lim f (x) for any interior point x0 .

x!xo x!x+
o
5.3.1 Exercises
2. Prove corollary 5.3.3.

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Math 4381 - Introduction to Real Analysis

1 Review Material: Sets, Functions and Mathematical Induction 1

3 Topology of the Real Line 89

3.2.5 Important Facts to Know and Remember . . . . . . . . . 101

4 Sequences and Limit of Sequences 115

5 Limit of a Function 159

5.2.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 176

8 Riemann Integration 217

8.5 Relationship Between Integration and Di¤erentiation . . . . . . . 236

9 In…nite Series 251

10 Solutions to Problems Which Appear in the Text 267

10.5.1 Solutions to Problems from Section 5.1.4 on Page 170 . . 366

1.1 Union of Sets: A [ B . . . . . . . . . . . . . . . . . . . . . . . . . 5

6.1 How depends on . . . . . . . . . . . . . . . . . . . . . . . . . 186

Look for FIX indicating some work has to be done

Review Material: Sets,

Review of Sets: notation, important results and some homework problems.

Functions: direct and inverse image of a set.

Set of real numbers: Brief introduction, absolute value.

1.1 Review of Sets

De…nition 1.1.1 (Set) A set is a well-de…ned, unordered collection of distinct

1.1.1 Examples and Notation

Example 1.1.2 A = f1; 2; 4g represents the set consisting of the numbers

Example 1.1.3 B = f1; 2; 3; :::g represents the set of natural numbers.

2. We give a rule or a condition to be satis…ed in order to belong to a set. If

Example 1.1.5 A = fx 2 N : x is eveng is the same as f2; 4; 6; :::g

Remark 1.1.6 In the above de…nition, : is read "such that".

Example 1.1.7 C = fx 2 R : 2 < x < 5g

1.1.2 Special Symbols

2 means ”is a member of”. When we write 2 2 A, we mean that the

If A is a set, we denote jAj the cardinality of A that is the number of

Remark 1.1.9 Let A and B be two sets.

1. To show A B, one must show that if we pick an arbitrary element x in

3. It should be clear that ? A for every set A.

Some sets which are used often have a special name.

N = f1; 2; 3; :::g represents the set of natural numbers or positive in-

Z = f:::; 2; 1; 0; 1; 2; :::g represents the set of integers.

1.1.3 Operations on Sets

Remark 1.1.10 The Cartesian product of R with itself, R R is denoted R2 .

Example 1.1.11 Given A = f0; 1; 2; 3; 4; 5; 6g and B = f5; 6; 7; 8; 9g, then we

Figure 1.1: Union of Sets: A [ B

Figure 1.2: Intersection of Sets: A \ B

Figure 1.3: Di¤erence of Sets: A B

Example 1.1.12 Given A = fa; bg and B = f1; 2g we have:

A B = f(a; 1) ; (a; 2) ; (b; 1) ; (b; 2)g

1.1.4 Some Results About Sets

Remark 1.1.18 It should be clear to the reader that if A = ? or B = ? then

Proof that A (A \ B) [ (A n B). If A = ?, the result follows since ?

Proof that (A \ B) [ (A n B) A. If (A \ B) [ (A n B) = ?, the result

2. Prove the second part of Theorem 1.1.20.

3. Let A and B be two non-empty sets.

(a) Prove that A \ B A

4. Let D denote the set of elements which either belong to A or to B but

(a) Find the following:

(a) Find each of the following: