Real Analysis
Self-Study Notes (Understanding Analysis)
- 1.2 Preliminaries
- Prove that if \(p^2\) is even, then \(p\) is even.
- Prove that \(\sqrt{2}\) is irrational.
- Prove that \(\sqrt{3}\) is irrational.
- Two real numbers \(a\) and \(b\) are equal if and only if for every real number \(\epsilon > 0\) it follows that \(|a - b| < \epsilon\).
- Definition and Properties
- Let \(x \in \mathbf{R}\), prove that \(|x| \geq 0\).
- Let \(x \in \mathbf{R}\), prove that \(-|x| \leq x \leq |x|\).
- For two real numbers \(x\) and \(y\), prove that \(\max(x,y) = \frac{1}{2}(x+y+|x - y|)\).
- \(|ab| = |a|\cdot|b|\) holds for all real numbers \(a\) and \(b\).
- \(|a+b| \leq |a|+|b|\) holds for all real numbers \(a\) and \(b\).
- \(|a - c| \leq |a - b|+|b - c|\) holds for all real numbers \(a\), \(b\) and \(c\).
Exercises
- 1.3 Axiom of Completeness (Upper and Lower Bounds)
- Bounds Definitions
- [Lemma 1.3.8] If \(s\) is an upper bound for \(A\), then \(s = \sup A\) if and only if for every choice of \(\epsilon > 0\), there exists an element \(a \in A\) satisfying \(s - \epsilon < a\).
- Compute the suprema and infima of the following sets ...
- Prove that if \(a\) is an upper bound for \(A\), and if \(a\) is also an element of \(A\), then it must be that \(a=\sup A\)
- Assume that \(A\) and \(B\) are nonempty, bounded above, and satisfy \(B \subseteq A\). Show \(\sup B \leq \sup A\).
- The set defined as \(c+A = \{c + a : a \in A\}\) where \(c\) is a constant has a least upper bound equal to \(c + sup A\).
- [1.3.5] The set defined as \(cA = \{ca : a \in A\}\) where \(c \geq 0\) has \(\sup cA = c\sup A\).
- [1.3.6] The set defined as \(A + B = \{a + b: a \in A \text{ and } b \in B\}\) has \(\sup (A+B) = \sup A + \sup B\).
- [1.3.6] The set defined as \(A + B = \{a + b: a \in A \text{ and } b \in B\}\) has \(\sup (A+B) = \sup A + \sup B\) (Alternative Proof).
- [1.3.4] Let \(A\) and \(B\) be nonempty and bounded above. Find a formula for \(\sup (A \cup B)\) and prove that it is correct.
- [1.3.11] If \(A\) and \(B\) are nonempty and bounded sets of real numbers such that \(A \subseteq B\) then \(\inf B \leq \inf A \leq \sup A \leq \sup B\).
- Let \(A = \{x \in \mathbf{R}: x < 0\}\). Then \(\sup(A) = 0\).
- If \(\sup A < \sup B\), then show that there exists an element \(b \in B\) that is an upper bound for \(A\).
- Determine if the following statements are true or false.
- Let \(A\) and \(B\) be nonempty subsets of \(\mathbb{R}\) with \(A\) bounded above and \(B\) bounded below. Define \(A - B = \{a - b: a \in A, b \in B\}\). Prove that \(\sup(A - B) = \sup A - \inf B\).
- Prove that for any nonempty set \(S\) of real numbers that is bounded below, \(\inf S = -\sup(-S)\) where \(-S = \{-s: s \in S\}\).
- Let \(A\) be a nonempty subset of \(\mathbb{R}\) that is bounded above. Define \(S = \{ x \) is an upper bound for \(A\}\). Prove that \(\inf S = \sup A\).
Exercises
- 1.4 Consequences of Completeness
- 1.5 Cardinality
- 2.2 The Limit of a Sequence
- Sequences Definitions
- [Uniqueness of Limits (2.2.7)] The limit of a sequence, when it exists must be unique.
- \(\lim\big(\frac{1}{\sqrt{n}}\big)= 0\). (Show the Limit Template)
- Prove that \(\lim\big(\frac{n+1}{n}\big)= 1\).
- Prove that \(\lim\big(\frac{1}{3n^3}\big)= 0\).
- Prove that \(\lim\big(n\big)\) diverges.
- Let \(x_n \geq 0\) for all \(n \in \mathbf{N}\). Show that if \((x_n) \longrightarrow x\), Then \((\sqrt{x_n}) \longrightarrow \sqrt{x}\).
- Let \(\{a_n\}\) be a sequence. Prove that if \(\lim\limits_{n \rightarrow \infty} a_n = L\) and \(\lim\limits_{n \rightarrow \infty} a_{n+1} = M\), then \(L = M\).
- If \(\{a_n\}\) is a convergent sequence with \(\lim\limits_{n \rightarrow \infty} a_n = L\). Prove that \(\{ |a_n|\}\) converges as well. Does \(\{ |a_n|\}\) converges to \(L\)?
- Verify using the definition of convergence that the following sequences converge to the proposed limit.
- Consider the sequence \(\{a_n\}\) defined by \(a_n = \frac{(-1)^nn}{n+1}\). Determine whether this sequence converges or diverges. If it converges, find its limit.
- Let \(\{a_n\}\) be a sequence. Prove that if \(\lim\limits_{n \rightarrow \infty} |a_n| = 0\), then \(\lim\limits_{n \rightarrow \infty} a_n = 0\).
Exercises
- 2.3 The Algebraic and Order Limit Theorems
- [Bounded Sequences (2.3.1)] A sequence \(x_n\) is bounded if there exists a number \(M > 0\) such that every term in the sequence \(|x_n| \leq M\) for all \(n \in \mathbf{N}\).
- [Convergent Sequences (2.3.2)] Every convergent sequence is bounded.
- [The Algebraic Limit Theorem (2.3.3)] (i) \(\lim (ca_n) = ca\) for all \(c \in \mathbf{R}\).
- [The Algebraic Limit Theorem (2.3.3)] (ii) \(\lim (a_n + b_n) = a + b\).
- [The Algebraic Limit Theorem (2.3.3)] (iii) \(\lim (a_nb_n) = ab\).
- [The Order Limit Theorem ((2.3.4)]
- [Squeeze Theorem] Show that if \(x_n \leq y_n \leq z_n\) for all \(n \in \mathbf{N}\), and if \(\lim x_n = \lim z_n = l\), then \(\lim y_n = l\) as well.
- Show that if \((|x_n|) \rightarrow 0\) for all \(n \in \mathbf{N}\), then \(x_n \rightarrow 0\).
- Argue that the sequence \(1,0,1,0,0,1,0,0,0,1,0,0,0,0,1,...\) does not converge to zero. For what values of \(\epsilon > 0\) does there exist a response \(N\)? For which values of \(\epsilon > 0\) is there no suitable response.
- Informally speaking, the sequence \(\sqrt{n}\) "converges to infinity". (a) Create a rigorous definition for the statement \(\lim\limits_{n \rightarrow \infty} x_n = \infty\) ...
- Create a rigorous definition for the statement \(\lim\limits_{n \rightarrow \infty} x_n = -\infty\). Give an example of a sequence that satisfies this definition.
- Construct a sequence \(\{a_n\}\) such that \(a_n > 0\) for all \(n \in \mathbb{N}\), \(\lim\limits_{n \rightarrow \infty} a_n = 0\), but \(\lim\limits_{n \rightarrow \infty} \frac{1}{a_n} = \infty\).
- Prove or disprove: If \(\lim\limits_{n \rightarrow \infty} a_n = 0\) and \(\{b_n\}\) is a bounded sequence, then \(\lim\limits_{n \rightarrow \infty} a_nb_n = 0\).
Exercises
- 2.4 The Monotone Convergence Theorem
- Subsequences
- Subsequences Definitions
- [Convergence of Subsequence (2.5.2)] Subsequences of a convergent sequence converge to the same limit as the original sequence.
- [Bolzano-Weierstrass Theorem (2.5.5)] Every bounded sequence contains a convergent subsequence.
- (2.6.3) Cauchy Sequences are Bounded
- Every convergent sequence is a Cauchy sequence
- [Cauchy Criterion (2.6.4)] A sequence converges if and only if it is a Cauchy sequence.
- If two subsequences of \(a_n\) converge to different limits, or if any subsequences of \(a_n\) diverges then \(a_n\) diverges.
- Prove that \((a_n) = (-1)^n\) diverges.
- A sequence \(a_n\) converges to \(a\) if and only if every subsequence of \(a_n\) also converges to \(a\).
- Prove that \(b > b^2 > b^3 > b^4 > ... > 0\) converges to 0 if \(0 < b < 1\). (Example of 2.5.2).
Exercises
- Series
- Series Definitions
- (2.4.6) Cauchy Condensation Test
- (2.7.1) The Algebraic Limit Theorem for Series
- (2.7.2) Cauchy Criterion for Series
- (2.7.3) If the series \(\sum_{n=1}^{\infty} a_n\) converges then \((a_n) \rightarrow 0\).
- (2.7.4) Comparison Test for Series
- (2.7.5) The Geometric Series
- (2.7.6) [The Absolute Convergence Test] If the series \(\sum_{n=1}^{\infty}|a_n|\) converges, then \(\sum_{n=1}^{\infty} a_n\) converges as well.
- (2.7.7) The Alternating Series Test
- Topology of R
- Cantor Sets
- Open Sets
- Limit Points
- Closed Sets
- Prove that a set \(F \subseteq \mathbf{R}\) is closed if and only if it contains its limit points.
- Prove that a closed interval \([c,d] = \{c \leq x \leq d\}\) is a closed set.
- Closure
- (3.2.13) A set \(O\) is open if and only if \(O^c\) is closed. Likewise, a set \(F\) is closed if and only if \(F^c\) is open.
- Compact Sets
- (Theorem 3.3.4) [Characterization of Compactness in R] A set \(K \in \mathbf{R}\) is compact if and only if it is closed and bounded.
- (Theorem 3.3.5) [Nested Compact Set Property] If \( K_1 \supseteq K_2 \supseteq K_3 \supseteq K_4 \supseteq ...\) is a nested sequence of nonempty compact sets, then the intersection \(\bigcap_{n=1}^{\infty} K_n\) is not empty.
- Open Cover
- Perfect Sets