REAL ANALYSIS

Contents

1 Topology of R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1 Finite, countable and uncountable sets . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.3 Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.4 Connectedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

2 Sequences and Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

2.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.1.1 Monotone Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.1.2 Subsequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.1.3 Cauchy Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.1.4 limit supremum and limit infimum . . . . . . . . . . . . . . . . . . . . . . . . 28
2.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.2.1 Tests for convergence of a series . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.2.2 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.2.3 Summation by Parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36

Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39

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Preface

This is a draft of analysis notes, which is prepared during the lectures of our NET coaching classes and
the aim is to supplement the students with their preparation for CSIR-NET exam in Mathematics.
Most of the material presented here is not the original work.
We are not responsible for any typos in these notes.
You are free to modify these notes and correct the mistakes, if any, and distribute among your friends.
If you have any suggestions or constructive critisism, which will improve the quality of these notes,
please write to : director.mathnet@gmail.com. Your suggestions are welcome.
 4

From Now onwards we use the following notations throughout this notes.
N : The set of natural numbers
Z, Z+ : The set of all integers, positive integers
Q, Q+ : The set of all rational numbers, positive rational numbers
Qc : The set of all irrational numbers
R, R+ : The set of all real numbers, positive real numbers.
C : The set of all complex numbers
#A : Cardinal Number of the set A
A B : Set A is equivalent to set B
A \ B : Difference of sets A and B
A B : Cartesian product of sets A and B
sup A : Supremum of the set A
inf A : Infimum of the set A
A : Closure of the set A
Ao : Interior of the set A
A0 : The set of all limit points of A
P(A) : Power Set of A
0 , 1 : Cardinality of N, R
(X, d) : Metric space X, with metric d
Nr (p) : Neighborhood around the point p
Br (p) : Ball of radius r > 0 around the point p
|x| : Absolute value of the real number x
xn : A sequence of real numbers
xn x : Sequence xn converges to x
lim xn = x : Limit of the sequence xn is x
n

xnk : Subsequence of the sequence xn

P
an : Infinite series
Chapter 1

Topology of R

1.1 Finite, countable and uncountable sets

Cardinal number : Let A be a set. Then the number of elements in A is called as cardinal
number of the set A. We use #(A) to denote the cardinal number of A.

Example: The cardinal number of the set {1, 2, 3, 13} is 13.

Same cardinal number : Two sets A and B are said to have same cardinal number if there exists
a bijection f : A B. In this case we write A B. ( read A is equivalent to B)

Remark: The relation is an equivalence relation. (prove using the properties of bijective
maps)

Finite, Infinite, Countable and Uncountable Sets : For any positive integer n N, let Jn =
{1, 2, 3, n}. Let A be any set.

1. A is a finite set if A Jn for some n N.

2. A is an infinite set if A is not finite

3. A is a countable set if A N.

4. A is an uncountable set if A is neither finite, nor countable.

Remark:

1. A set A is infinite if B A such that A B

e.g. N is infinite set, since 2N N and n 2n is a bijection from N to 2N.

5
 6

2. The cardinality of N is denoted by 0 (read aleph not)

Examples:

1. Finite sets

(a) The set of all movies you have watched in 2007

(b) The set of all bones in your body

(c) The set of all animals on planet earth

(d) The set of all atoms in the universe (?)

(e) Set of roots of a nth degree polynomial over C

2. Infinite sets

(a) Set of all natural numbers

(b) Set of all even numbers

(c) Set of all prime numbers

(d) Set of all points on a line or circle or plane or space

Remark:

1. The sets in example 2.(a), 2.(b), and 2.(c) are countable sets

2. The sets in example 2.(d) are uncountable sets.

Theorem 1.1.1 Every infinite subset of a countable set is countable.

Remark:

1. Finite union of finite sets is finite

2. Finite union of countable sets is countable

3. Countable union of countable sets is countable

Lemma 1.1.2 N N is countable

Power set: Let A be a set. Then the set of all subsets of A is called the power set of A and is
denoted by P(A).
7

Theorem 1.1.3 (Cantors theorem) Let A be a non-empty set, there is no surjection f : A

P(A).

Theorem 1.1.4 (Schroder - Bernstein) Let A and B be two non-empty sets. Suppose there exists
injections f : A B and g : B A. Then there exists a bijection h : A B.

Lemma 1.1.5 #([0, 1]) = #(P(N))

(Hint: Use the binary representation of [0,1])

Theorem 1.1.6 The set R is uncountable.

Remark:

1. If A B then #(A) #(B)

2. [0, 1] is uncountable and has the cardinality 1 = 20

3. #(R) = 1 and is called cardinality of the continuum.

4. Any two closed intervals in R have the same cardinality. i.e. [a, b] [c, d] (find the explicit
bijection between them)

5. Any two intervals (closed, open, half-open, half-closed) in R have the same cardinality.

6. R R R i.e. #(R2 ) = #(R) ( Hint : Find two bijections and use the Schroder - Bernstein
theorem.)

7. Let S 1 represents unit circle in plane. i.e. S 1 = {(x, y) | x2 + y 2 = 1}. Then [0, 1] S 1

8. Every open set in R is disjoint union of open intervals in R. Let S = collection of all open sets in R .
Then #(S) = #(R).

9. Let S = {f : R R | f is continuous}. i.e. the set of all real valued continuous functions on
R. Then #(S) = #(R)

Worked Examples: Let n N and #(A) = n . Prove that #(P(A)) = 2n

Solution:
By definition, power set of a set A contains set of all subsets of A.
Null Set is a subset of A there are n0 number of empty sets in P(A).

Similarly there are n1 number of singleton sets in P(A).

 8

n


Similarly there are 2
number of sets in P(A) having two elements.
n


Similarly there are 3
number of sets in P(A) having three elements.
..
.
n


Similarly there are number of sets in P(A) having n elements.
n

Therefore #(P(A)) = n0 + n1 + n2 + + nn = 2n

Since by binomial theorem, we have n0 + n1 + n2 + + nn = 2n

Exercise :

1. Prove the set of rational numbers Q is countable

2. What is the cardinality of N N N and prove your claim.

3. Show that R R R R = RN R

Archimedean Property: If x, y R and x > 0, then there is a positive integer n such that
nx > y.

Definition: Upper bound, lower bound, bounded set, supremum, infimum.

1. Let E R. A real number u R is said to be an upper bound of E, if a u for all a E.

2. Let E R. A real number l R is said to be a lower bound of E, if l a for all a E.

3. A set E R is said to be bounded above if E has an upper bound.

4. A set E R is said to be bounded below if E has a lower bound.

5. A set E R is said to be bounded set if it is bounded above and below.

6. Suppose E R is bounded above and let S = Set of all upper bounds of E. Then x S
is called a supremum or least upper bound if x y, y S. We use supE to denote the
supremum of E.

7. Suppose E R is bounded below and let T = Set of all lower bounds of E. Then x T is
called a infimum or greatest lower bound if x y, y T . We use inf E to denote the infimum
of E
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8. Equivalent definition of Supremum : Let E R bounded above. An upper bound m R

is sup E if and only if given any  > 0, x E such that m  < x m

9. Equivalent definition of Infimum : Let E R bounded below. A lower bound l R is

inf E if and only if given any  > 0, x E such that l x < l + 

Examples:

1. N is bounded below, but not above. 0 R is a lower bound.

2. (, b) is bounded above, but not below. b R is an upper bound.

3. E = [a, b] R is a bounded set in R. For any  > 0, a  is a lower bound and b +  is an

upperbound. sup E = b and inf E = a

4. If E = [0, 1] [2, 3]. Then m = 3.1 is not a supremum of E. (Verify using the definition )

Exercise: Show that the two definitions of supremum are equivalent. i.e we can derive one from
another.

Lemma 1.1.7 Every non-empty bounded subset of R has a least upper bound.

Theorem 1.1.8 Let B R is bounded above and m = sup B. Then there exists a sequence {bn } in
B such that lim bn = m
n

1.2 Metric Spaces

Metric Space : Let X be a set and the function d : X X R+ {0} is called a distance
function or metric if d satisfies following properties.

(i) d(x, y) = 0 if and only if x = y

(ii) d(x, y) = d(y, x)

(iii) d(x, z) d(x, y) + d(y, z) for any y X.

Then the set X along with the distance function d is called a metric space and is usually denoted by
(X, d)

Examples:
 10

1. (R, d), d is given by d(x, y) = |x y|. This metric d is called standard metric on R.
n
nX o 21
n 2
2. (R , d), d is given by d(x, y) = |xi yi | , and x = (x1 , x2 , x3 , . . . , xn ) ,
i=1
y = (y1 , y2 , y3 , . . . , yn ). This distance d is called Euclidean distance.

Remark: Let (X, d) be a metric space and Y X. Then (Y, d) will also becomes a metric space,
with the same metric d.

Definition:

1. A segment (a, b) in R is the set of all x R such that a < x < b

2. An interval [a, b] in R is the set of all x R such that a x b

3. k-cell : If ai < bi for i = 1, 2, 3, . . . , k, then k-cell is the set of all points x = (x1 , x2 , x3 , . . . , xk )
in Rk whose co-ordinates satisfy the inequalities ai xi bi ,
for i = 1, 2, 3, . . . , k. i.e. 1cell is an interval, 2cell is a rectangle, etc...

4. open ball : If x Rk and r > 0, the open ball B with centre x and radius r > 0 is defined to
be the set of all y Rk such that |x y| < r

5. convex set : A set E Rk is said to be convex if x + (1 )y E, whenever x, y E and

0<<1

Definition: Let (X, d) be a metric space.

(a) Neighborhood : Let p X. Then the neighborhood around p is given by

Nr (p) = {x | d(x, p) < r} for some r > 0. The number r is called the radius of Nr (p).

Examples:

(i) In R, the neighborhood of a point p is an interval.

(ii) In R2 , then the neighborhood of a point p is an open disc.

(iii) Consider X = R and Y = [0, 1] along with the standard metric. Then (r, r) is a neigh-
borhood of 0 in X and [0, r) is a neighborhood of 0 in Y .

(iv) Discrete Metric Space

(
1 if x 6= y
Let X be a set and define the function d by d(x, y) =
0 if x = y
Here d is called discrete metric and (X, d) is called discrete metric space.
Then for any p X, Nr (p) = {p} if r < 1 and Nr (p) = X if r > 1.
11

(b) Limit point : Let E X. A point p X is called a limit point of E, if every deleted
neighborhood of p contains an element of E.

Examples:

(i) Let (R, | |) be a metric space and E R given by E = { n1 | n N} then 0 is a limit point
of E

(ii) Consider the metric space (X, d) = ((0, 1), | |) and E = (0, 12 ). Then we cannot say 0 is a
limit point of E, because 0 6 X

(iii) Consider (R, | |) and let E = { n1 | n N}. Then 1 R is not a limit point and any { n1 }
is not a limit point (Verify using Archimedean property).

(c) Isolated point : Let E X. A point p E is called an isolated point, if there exists a
neighborhood of p, which contains no element of E other than p. i.e. r > 0 such that
Nr (p) E = {p}.

Examples:

(i) Consider (R, | |) and let E = { n1 | n N}. Then every point { n1 } n N is an isolated
point of E.

(ii) Let X = R and E = {1, 2, 3}. Then every point of E is an isolated point.

(d) Closed Set : A set E X is said to be a closed set if every limit point of E is a point of E.
In other words, A set E is said to be a closed set if it contains all its limit points.

Examples:

(i) The set of all complex numbers z, such that |z| 1

(ii) Let X = (0, 1) and E = (0, 21 ]. Then E is closed in X.

(iii) Let X = R with the usual metric, and E = [1, 1]. Then E is closed in X

(iv) A non-empty finite subset of R is closed in R

(v) The set of all integers are closed in R

(e) Interior Point : Let E X. A point p E is said to be interior point of E, if there exists a
neighborhood Nr (p) of p in X such that Nr (p) E.
 12

Examples:

1
(i) Let X = R and E = (0, 1). Then p = 2
is an interior point of E.

(ii) Let X = R and E = (0, 1]. Then p = 1 is not an interior point of E.

(f) Open Set : A set E X is said to be an open set in X if every point of E is an interior point
of E.

Examples:

(i) If X = [0, 1] then E = ( 21 , 1] is an open set in X.

(ii) In R, any open interval is an open set.

(iii) If X = R2 with the standard metric, then open ball is an open set.

(iv) If E = (1, 1), then E is not an open set in R2 .

(v) The set of all complex numbers z, such that |z| < 1

(vi) The segment (a, b) is open set in R but not open in R2

Note that open and closed sets depends on the space X and subset E.

(g) Complement : Let E X. Then the complement of E (denoted by E c ) is the set of all
points p X such that p 6 E

Examples:

(i) If X = R and E = Q, then E c is the set of all irrational numbers.

(ii) If X = R and E = (0, 1] then E c = (, 0] (1, )

(h) Perfect Set : A set E X is said to be perfect if E is closed and every point of E is a limit
point of E.

Examples:

(i) E = { n1 : n N} {0} and X = R. Then E is closed in X, but not perfect in X

(ii) Let E = [a, b] = { x R | a < x < b}. Then E is perfect

(i) Bounded Set : A set E X is said to be bounded set if there exists a p X and Nr (p) in
X such that E Nr (p).
13

Examples:

(a) A non-empty finite set in R is bounded in R

(b) E = { n1 : n N} is bounded in R

(c) (1, 10] is a bounded set in R

(d) [1, ) is not a bounded set in R

(j) Dense Set : A set E X is said to be dense in X, if every point of X is a limit point of E or
a point of E (or both)
Equivalently E X is called dense in X if E = X (We will define E later)

Examples:

(i) The set of all rational numbers, Q is dense in R

(ii) The set of all irrational numbers,Qc is dense in R

(iii) The set of all integers, Z is not a dense subset of R

Remark: In a discrete metric space (X, d), (d is discrete metric )

1. Every singleton set is both open and closed (Verify)

2. Any arbitrary set E X is the arbitrary union of singleton sets in X. Therefore E is open. i.e.
Every set in a discrete metric space is open

3. Every set in a discrete metric space is closed, being the complement of an open set.

Theorem 1.2.1 Every neighborhood is an open set

Theorem 1.2.2 Let (X, d) be a metric space, E X and p X be a limit point of E. Then every
neighborhood of p contains infinitely many points of E.

Corollary 1.2.3 Let (X, d) be a metric space, E X and x X be a limit point of E. Then there
exists a sequence (xn ) in E such that xn x.

Corollary 1.2.4 Let E R be bounded above and let y = sup E. Then either y E or y is a limit
point of E

Corollary 1.2.5 Every finite set has no limit points

 14

Theorem 1.2.6 Let E o denote the set of all interior points of E. Then E is open if and only if
E = Eo

Theorem 1.2.7 A set E is open if and only if its complement is closed.

Corollary 1.2.8 A set F is closed if and only if its complement is open.

Theorem 1.2.9
[
(a) For any collection {G } of open sets, G is open

\
(b) For any collection {F } of closed sets, F is closed

n
\
(c) For any finite collection G1 , G2 , G3 , . . . Gn of open sets, Gi is open
i=1
n
[
(d) For any finite collection F1 , F2 , F3 , . . . Fn of closed sets, Fi is closed
i=1

Remark:

1. Arbitrary intersection of open sets need not be open. For example, let Gn = ( 1
n n
, 1 ). Then
\
Gn = {0}, which is a closed set.
nN

2. Arbitrary union of closed sets need not be open. For example, let Fn = [ n1 , 2], n N. Then
[
Fn = (0, 2], which is not a closed set.
nN

Definition: Let X be a metric space, if E X and if E 0 denotes the set of all limit points of E in
X, then the closure of E is the set E = E E 0 .

Theorem 1.2.10 If X is a metric space and E X, then

(a) E is closed

(b) E = E if and only if E is closed

(c) E F for every closed set F X such that E F

From (a) and (c), E is the smallest subset of X that contains E.

Remark: Let (X, d) be a metric space and Y X, then (Y, d) is a subspace of(X, d). A subset
E Y X, open in Y need not be open in X.
For example, let E = (0, 1), Y = R and X = R2 , with the usual metric. Then E is open in Y , but
not in X.
15

Theorem 1.2.11 Suppose Y X. A subset E of Y is open relative to Y if and only if E = Y G,

for some open subset G of X.

Open Cover : By an open cover of a set E in a metric space X, we mean a collection {G } of

[
open subsets in X such that E G

Examples:

1. Let E = (0, 1) R. Then Gn = ( n1 , 1) n=2 is an open cover for E



2. Let E = R. Then (n, n) nN is an open cover for E.

1.3 Compactness

Compact set : A subset K of a metric space X is said to be compact if every open cover of K
has a finite subcover.

Examples:

1. The set E = [a, b] R is compact in R

2. The set E = (0, 1) R is not compact in R. Since Gn = ( n1 , 1) n=2 is an open cover for E and


this open cover has no finite subcover.


3. The set R is not compact in R. Since (n, n) nN is an open cover for R and this cover has
no finite subcover.

Theorem 1.3.1 Suppose K Y X. Then K is compact relative to X if and only if K is compact

relative to Y .

Theorem 1.3.2 Compact subsets of metric spaces are closed.

Theorem 1.3.3 Closed subsets of compact sets are compact.

Corollary 1.3.4 If F is closed and K is compact, then F K is compact.

Theorem 1.3.5 (Finite intersection Property : ) If {K} is a collection of compact subsets of

a metric space X such that the intersection of every finite subcollection of {K} is non-empty, then
T
K is non-empty.
 16

Corollary 1.3.6 If {Kn } is a sequence of non-empty compact sets such that Kn+1 Kn , for

\
(n = 1, 2, 3, 4, . . . . . .) then Kn is non-empty.
n=1

Theorem 1.3.7 If E is an infinite subset of a compact set K, then E has a limit point in K.

Theorem 1.3.8 If {In } is a sequence of intervals in R1 , such that In+1 In , for n = 1, 2, 3, 4, . . . . . . ,

\
then In is non-empty.
n=1

Theorem 1.3.9 Let k be a positive integer. If {In } is a sequence of k cells, such that In+1 In ,

\
for n = 1, 2, 3, 4, . . . . . . , then In is non-empty.
n=1

Theorem 1.3.10 Every k cell is compact

Remark: 1-cell is compact in R. i.e intervals in R are compact

2-cell is compact in R2 . i.e rectangles in R2 are compact.

Theorem 1.3.11 If a set E in Rk has one of the following properties, then it has the other two.

(a) E is closed and bounded.

(b) E is compact

(c) Every infinite subset of E has a limit point in E.

Remark:

1. The implication (a) (b) is known as Heine-Borel theorem.

Theorem 1.3.12 (Weierstrass theorem) Every bounded infinite subset of Rk has a limit point in
Rk

Remark:

1. A non-empty perfect set P in Rk is uncountable.

2. Every interval [a, b] (a < b) is uncountable. In particular, the set of all real numbers is uncount-
able.

3. Cantor set is a perfect set. We now construct the Cantor set.

Let E0 = [0, 1]. Remove the segment ( 13 , 23 ) and let E1 = [0, 13 ] [ 23 , 1]. Remove the middle thirds
of these intervals and let E2 = [0, 19 ] [ 29 , 39 ] [ 96 , 79 ] [ 98 , 1]. Continuing this way we obtain a
sequence of compact sets En such that
17

(a) E1 E2 E3 E4 E5 ;

(b) En is the union of 2n intervals, each of length 3n

\
The set F = En is called Cantor set. F is compact and non-empty ( by finite intersection
n=1
property). ( Home Work :- Show that every point of F is a limit point of F ). Then F is closed
and every point of F is a limit point of F . Therefore F is a perfect set and hence uncountable.

4. In Rk a set is closed and bounded if and only if it is compact. But in arbitrary metric space
(X, d), closed and bounded subsets need not be compact.
Consider (R, d), where d is the discrete metric. Then every set is closed and bounded. But any
infinite set is not compact. e.g. If E = N, then E N2 (0) is bounded in (R, d), but not compact
in (R, d).

5. Consider E = { n1 : n N} is not closed in (R, d), where d is the usual metric. So E is not
compact in (R, d)

6. (0, 1) is not compact in R since it is not closed in R

{ n1 : n N} R. Then E o in R = (1, 0).

S
7. Consider E = {[1, 0]}
If the space X = [1, 2), then E o in X = [1, 0).
If X = {(2, 0]} { n1 : n N}, then E o in X = {(1, 0]} { n1 : n N}
S S

Distance from a point to a set : Let p X and E X. Then the distance from p to E is
given by, d(p, E) = inf {d(p, x) : x E}.
If d(p, E) = 0, then p E or p is a limit point of E (use the  definition of infimum)

1.4 Connectedness

Connected Sets : A set E X is called connected set if E can not be written as the union of
two non-empty disjoint open sets in E

Examples:

1. Let E = (a, b) R. Then E is a connected set in R.

2. Consider the discrete metric space (R, d). Take any set A R. Then R = A Ac . Therefore
(R, d) is not connected.
 18

3. Consider the set of all integers Z in R with the usual metric. Then every singleton set is open
in Z and hence Z is not connected.

Now consider (R, d), where d is the usual metric.

Theorem 1.4.1 A set E of R is connected if and only if it has the following property: If x E ,
y E, and x < z < y, then z E.(i.e Every connected set in R is an interval)

Remark:

(i) Now consider the set of all integers, Z. Then every singleton set is open in Z ( convince yourself).
S
Then Z is not connected, because Z = {odd integers} {even integers} and, the sets {odd
integers} and {even integers} are open in Z ( why ?)

(ii) Let (X, d) be a metric space. Define the relation on X as : ab if a and b lie in a connected
set. Then is an equivalence relation(verify) and partitions X into connected components.
Class of a is given by
cl(a) = {b X : a b or a connected set containing both a and b}

(iii) Let E = [0, 1] [2, 3]. Then E is not connected, since E is the union of two non-empty disjoint
S
open sets [0, 1] and [2, 3] ( Note that [0, 1] and [2, 3] are open in E) and E = cl(0) cl(2).

(iv) Let E Rk . Does E is connected imply E o connected ?

ANS: If k = 1, then the above statement is true. But if k > 1, it need not be. For k = 2,
consider two disjoint open balls in R2 connected by a line, then E is connected but E o is a
disconnected.
Home work : Let E Rk be a connected set. Is E is connected ?

Complete Metric Space : Let (X, d) be a metric space. Then it is called complete metric space
if every Cauchy sequence in X converges to a point of X.

Examples:

1. (R, | |) is a complete metric space.

2. Let X = (0, 1) R with the usual metric d = | | in R. Then { n1 } is a Cauchy sequence in X,

converging to 0 and 0 6 X. Therefore (X, d) is not a complete metric space.
19

Exercise :

Let (X, d) is a compact metric space. Prove that (X, d) is complete.(Hint: Every infinite subset of a
compact metric space has a limit point in the set)

Nowhere dense set : A subset E of a metric space X is called nowhere dense if (E)o =

Examples:

1. Any finite set in R is nowhere dense.

2. The set of all natural numbers in R is nowhere dense.

3. The set of all integers in R is nowhere dense.

First Category : A subset E of a metric space (X, d) is said to be of first category, if E is a

[
countable union of nowhere dense sets. i.e. if E = Ei .
i=1

Examples:

1. Every nowhere dense set is of first category.

2. The set of all rationals, Q, is of first category

[
3. If Ei , i N is a collection of first category sets, then E = Ei is of first category.
i=1

Second Category : A subset E of a metric space (X, d) is said to be of second category, if it is

not of first category.

Examples:

1. R is of second category.

2. Qc = R \ Q is of second category.

Theorem 1.4.2 (Baire Category Theorem) Every complete metric space is of second category.

Remark: Converse of the above theorem is not true. Since Qc is of second category, but Qc is not
a complete metric space.
20
Chapter 2

Sequences and Series

2.1 Sequences

Sequence : Let S be a non-empty set. A function f : N S is said to be a sequence in S. If

S = R, then we call it as real sequence.

NOTATION : A real sequence is denoted by {xn }nN or {an }nN where xn or an denotes the nth
term of the sequence. In most of the times, sequences are specified by nth term.

Examples:

1. xn = n , x1 = 1, x2 = 2, x3 = 3, x4 = 4, x5 = 5, . . .

1
2. xn = n
, x1 = 1, x2 = 12 , x3 = 13 , x4 = 14 , x5 = 15 , . . .

3. Let c R. Then xn = c n N defines a constant sequence. i.e. x1 = c, x2 = c, x3 = c, x4 = c,

x5 = c . . .

4. xn = (1)n , x1 = 1, x2 = 1, x3 = 1, x4 = 1, x5 = 1, . . .

5. xn = cos n
2
, x1 = 0, x2 = 1, x3 = 0, x4 = 1, x5 = 0, . . .

p
q p
6. x1 = 5, xn+1 = 5 xn , for n = 1, 2, 3, 4, 5, . . . i.e. x1 = 5, x2 = 5 5, x3 = 5 5 5,
r q
p
x4 = 5 5 5 5, . . .

n
7. {xn = n(1) }, then {xn }nN = {1, 2, 13 , 4, 51 , 6, . . . , }

convergence : Let {xn }nN be a real sequence. Then {xn }nN is said to be a convergent sequence
if there exists a real number a such that the following is true.

21
 22

Given  > 0, N () N such that |xn a| < , n N (), where |x| represents the absolute value
of x.
(The condition states that a  < xn < a +  n N ()).
When {xn } converges to a, we write xn a. Here the real number a is called limit of the sequence
{xn }

Remark: Note that, in the above definition, we should be provided with

1. A real number a

2. A positive real number .

Example: In the above examples, the sequences, (2), (3) and (6) are convergent sequences.
(Find out to what real number they converge to )

Bounded set : A subset S of real numbers is said to be a bounded set if M R such that
|x| < M, x S.

Examples:

1. The set { n1 }nN = {1, 12 , 31 , 14 , . . . } is a bounded set.

2. The set {n}nN = {1, 2, 3, 4, 5, . . .} is an unbounded set.

Properties of convergent sequences Let {xn } be a convergent sequence.

1. If xn a, then every neighborhood of a contains all but finite number of points of the sequence
{xn }

2. The limit of a sequence is unique. i.e. Let a, b R such that xn a and xn b then a = b.

3. {xn } is bounded in R

Theorem 2.1.1 (Operations on Convergent Sequences) Let {xn } and {yn } be sequences such
that xn a and yn b. Then

1. lim {xn + yn } = a + b
n

2. lim {xn yn } = ab
n

3. For any c R, lim {cxn } = ca

n
23

4. For any c R, lim {c + xn } = c + a

n
 
1 1
5. lim = , provided xn 6= 0 n N
n xn a
1 n
Example: Let xn = and yn = . Then xn 0 and yn 1. Therefore, from the above
n n+1
1 n 1 n
theorem, we have, + 1, 0, etc...
n n+1 n n+1

Some Special Sequences

1. lim pn = 0 if |p| < 1. lim pn = if p > 1. lim pn = 1 if p = 1.

n n n
n
lim p does not exists if p 1.
n

1
2. Let p > 0. Then lim = 0.
n np
1
3. Let p > 0. Then lim p n = 1.
n

1
4. lim n n = 1.
n

n
5. Let p > 0, R, then lim = 0. (This shows that power functions grows faster than
n (1 + p)n

polynomial functions)
n2 n
lim = 0 or lim = 0 and so on !
n (1 + )n n (1 + e)n
 n
1
6. lim 1 + = e.
n n
1 1 1 1 1
7. lim 1+ + + + +. . .+ log n = , where = 0.5772156, is known as Eulers constant.
n 2 3 4 5 n

Lemma 2.1.2 If {xn } is a convergent sequence of real numbers and xn a, then |xn | |a|.

Note that the converse of the above lemma is not true. e.g. Take xn = (1)n . Then |xn | 1 but
{xn } does not converge.

Lemma 2.1.3 Let {xn } is a convergent sequence of real numbers and there exists m N such that
xn > 0, for all n m. Then lim xn 0

Corollary 2.1.4 Let {xn } and {yn } be two convergent sequences and there exists m N such that
xn > yn , for all n m. Then lim xn lim yn

Theorem 2.1.5 (Sandwich theorem) Let {xn } , {yn } , {zn } be three sequences of real numbers
and there exists m N such that xn < yn < zn , for all n m. If lim xn = lim zn = a, then {yn }
converges and lim yn = a
 24

xn+1
Theorem 2.1.6 Let {xn } be a sequence of positive real numbers such that lim = a.
xn
(i) If 0 a < 1 then lim xn = 0

(ii) If a > 1 then lim xn =

Theorem 2.1.7 Let {xn } be a sequence of positive real numbers such that lim n xn = a.

(i) If 0 a < 1 then lim xn = 0

(ii) If a > 1 then lim xn =

xn+1
Remark: Note that if lim = 1 or lim n xn = 1 , no conclusion can be made about the conver-
xn
gence of the sequence.(Convince yourself )

Exercise :

1. Prove that the sequence {n sin(2en!)} converges. Find the limit.

2. Find lim ( n2 + n n).
n

p
3. Let x1 = 2 and xn+1 = 2 + xn . Prove that xn converges and find the limit.

2.1.1 Monotone Sequences

Definitions

1. A real sequence {xn } is said to be a monotone increasing sequence if xn+1 xn for all n N

2. A real sequence {xn } is said to be a monotone decreasing sequence if xn+1 xn for all n N

3. A real sequence {xn } is said to be a monotone sequence if it is either monotone increasing

sequence or a monotone decreasing sequence.

4. A real sequence {xn } is said to be strictly monotone increasing sequence if xn+1 > xn for all
nN

5. A real sequence {xn } is said to be strictly monotone decreasing sequence if xn+1 < xn for all
nN

6. If for some natural number n0 , xn+1 xn for all n n0 , then the sequence {xn } is called
ultimately monotone increasing sequence.
25

7. If for some natural number n0 , xn+1 xn for all n n0 , then the sequence {xn } is called
ultimately monotone decreasing sequence.

Examples:

1. Let xn = n. Then the sequence {xn } is a monotone increasing sequence. It is strictly monotone
increasing sequence.

1
2. Let xn = . Then {xn } is monotone decreasing sequence and also strictly monotone decreasing
n
sequence.

3. Let xn = an , a > 0. Then {xn } is strictly monotone increasing sequence if a > 1 and strictly
monotone decreasing sequence if 0 < a < 1

4. xn = (1)n is neither a monotone increasing sequence, nor a monotone decreasing sequence.

Remark: Sometime we simply use increasing and decreasing to denote monotone increasing
and monotone decreasing respectively.

Theorem 2.1.8 A monotone sequence of real numbers is convergent if and only if it is bounded.
Further :

(i) If {xn } is a bounded increasing sequence, then lim xn = sup {xn : n N}

n

(ii) If {yn } is a bounded decreasing sequence, then lim yn = inf {yn : n N}

n

Examples:

1
1. xn = . Then {xn } is a bounded monotone decreasing sequence and inf{xn : n N} = 0
n
(Verify). Therefore lim xn = 0, by above theorem
 
1 a
2. Let a > 0 be a real number and {xn } be a sequence given by x1 > 0 and xn+1 = xn +
2 xn

for n N. Then xn is an ultimately decreasing sequence and lim xn = a. (Verify)

3. Let x1 = 12 and xn+1 = 12 xn + 3 for n N. Then xn is monotone decreasing sequence and

bounded below and lim xn = 6. (Verify)
 26

2.1.2 Subsequences

Subsequences : Let {xn } be a sequence and n1 < n2 < n3 < n4 < n5 < . . . be an infinite
subset of natural numbers. Then the sequence {xnk } is called a subsequence of the sequence {xn }.
i.e. xn1 , xn2 , xn3 , xn4 , xn5 , . . . is a subsequence of x1 , x2 , x3 , x4 , x5 , . . ..

Examples:
   
1 1
1. is a subsequence of .
2n n
   
1 1
2. is a subsequence of .
2n 1 n

3. If {xn } = (1)n then x2n = {1, 1, 1, 1, 1, . . .} and x2n1 = {1, 1, 1, 1, 1, . . .} are two
subsequences
   
1 1
4. 1 + 2 is a subsequence of 1 +
n n

Lemma 2.1.9 If a sequence {xn } converges to a limit a, then every subsequence of {xn } converges
to the same limit a.

Lemma 2.1.10 If the subsequences {x2n } and {x2n1 } of a sequence {xn } converges to the same limit
a, then {xn } converges and lim xn = a
n

Remark:

1. Note that if two subsequences of a sequence converge to the same limit a , then the sequence
{xn } need not be convergent. e.g. {xn = cos n
4
} then {x8n7 } and {x8n1 } converges to the
same limit 1 (verify), but the sequence {xn } does not converges.
2

2. Let k N and k subsequences {xkn } , {xkn1 } , {xkn2 }, . . ., {xknk+1 } converges to the same
limit a, then the sequence {xn } converges and lim xn = a
n

Subsequential Limit : Let {xn } be a sequence. A real number a is said to be subsequential limit
of the sequence {xn } if there exists a subsequence {xnk } of {xn } that converges to a.

Theorem 2.1.11 (Bolzano - Weirstrass theorem:) Every bounded sequence of real numbers has
a convergent subsequence.

Examples:
27

1. The sequence xn = (1)n is a bounded sequence, since |xn | 1, for all n N. The subsequences
{x2n } and {x2n1 } of the sequence {xn } are convergent.

2. The sequence xn = sin n

2
is a bounded sequence and |xn | 1, for all n N. The subse-
quence x4n3 is convergent subsequence that converges to 1. ( Similarly find other convergent
subsequences)

n
3. The sequence {xn } = n(1) is an unbounded sequence, where {xn }nN = {1, 2, 13 , 4, 15 , 6, . . . , }.
But the subsequence {x2n1 } is a convergent subsequence. It shows that an unbounded sequence
may have a convergent subsequence.

2.1.3 Cauchy Sequences

Cauchy sequences : A sequence {xn } is called a Cauchy sequence if given any  > 0, there exists
N () N such that |xm xn | <  m, n > N ()

Examples:
 
1
1. The sequence is a Cauchy sequence. (verify)
n
 
1 n
2. The sequence 1+ is a Cauchy sequence (verify)
n

Lemma 2.1.12 Every Cauchy sequence of real numbers is convergent

Lemma 2.1.13 Every convergent sequence of real numbers is a Cauchy sequence

x1 + x2 + . . . + xn
Lemma 2.1.14 If lim xn = a then lim =a
n n n

Corollary 2.1.15 If lim xn = a, where xn > 0 n N and a 6= 0,

n

then lim x1 x2 x3 . . . xn = a
n
n

Examples:

1 + 21 + 13 + . . . + 1
n 1
1. lim = 0, since lim =0
n n n n

1 n+1
2. Similarly check for xn = n n , xn = , ...
n
xn+1
Lemma 2.1.16 If xn > 0, for all n N and lim = a. Then lim n xn = a
n xn n
 28

Remark: The converse of the above theorem is not true. e.g. consider the sequence {2, 5, 2, 5, 2, 5, 2, 5, . . .},
xn+1
then lim n xn = 1 (verify), but lim does not exists.
n n xn

1
Example: Show that lim (n!)n = 1e
n

n! xn+1 1
Solution:- Let xn = n . Then xn > 0, n N and lim = > 0. It follows from the lemma
n xn e
1 (n!)
1
n 1
that lim n xn = . i.e. lim n = e
e

2.1.4 limit supremum and limit infimum

lim sup and lim inf : Let {xn } be a sequence in R and E = { x R{, } : there exists a
subsequence xnk of xn such that xnk x} (i.e. E is the set of all subsequential limits of the sequence
xn ). Put s = sup E and s = inf E. The numbers s , s are called upper and lower limits of xn ;
and we use the notation lim sup xn = s and lim inf xn = s
n n

Theorem 2.1.17 Let xn be a sequence of real numbers. Let E and s have the same meaning as in
above definition. Then s has the following two properties.

(i) s E

(ii) If a > s , there is a positive integer N such that n N implies xn < a.

Moreover, s is the only number with the properties (i) and (ii)

Remark: An analogous result is true for s .

Examples:

1. Consider the sequence, xn = (1)n , i.e. {1, 1, 1, 1, 1, 1, 1, . . .}. Then E = {1, 1};
lim sup xn = 1, lim inf xn = 1.
n n

2. Consider the sequence {xn } containing all rationals. Then E = R {, }.

lim sup xn = and lim inf xn =
n n

3. Consider the sequence {xn } of all rationals in [0, 1]. Then E = [0, 1].
lim sup xn = 0 and lim inf xn = 1
n n

Remark: Suppose xn is a convergent sequence and xn a. E = {a}

lim sup xn = lim inf xn = a
n n
29

Home work: What do you mean by s = and s =

Theorem 2.1.18 Let xn and yn be two sequences such that xn < yn for n > N, for some fixed N N.
Then lim inf xn lim inf yn and lim sup xn lim sup yn
n n n n

2.2 Series

Definition: Let {an } be a sequence of reals. Consider the sequence defined by

s 1 = a1
s2 = s1 + a2 = a1 + a2
s3 = s2 + a3 = a1 + a2 + a3
..
.
sn = sn1 + an = a1 + a2 + . . . + an
..
.
is represented by the symbol a1 + a2 + a3 + . . . + . . ., which is said to be an infinite series or a series
generated by the sequence {an }

X
an . Here an is called the nth term of the series. The
P
The series is denoted by an or simply by
n=1 P
elements sk of the sequence {sn } are called partial sums of the series an . If sn converges to s, we

X X
say that the series an converges and write an = s. If the sequence {sn } diverges, we say that
n=1 n=1

X
series an diverges.
n=1

Examples: In all the following examples, calculate sn and prove/disprove the sequence sn , and hence

X
the series an converges.
n=1

X 1 1 1 1 1 1
1. Harmonic Series : = 1 + + + + + + ......
n=1
n 2 3 4 5 6

X
X
n 2 3
2. Geometric Series : a = 1 + a + a + a + . . . . . .. If |a| < 1, then the series an is
n=0 n=0

X 1 X
convergent and an = . If |a| 1, then the series an diverges.
n=0
1 a n=1

X
3. (1)n = 1 1 + 1 1 + 1 1 + 1 1 + . . . . . ..
n=1
 30

X 1 1 1 1 1 1
4. = + + + + + ......
n=1
n(n + 1) 12 23 34 45 56

X
5. n2 = 1 + 4 + 9 + 16 + 25 + . . . . . .
n=1

X
Theorem 2.2.1 (Cauchy Criterion) an converges if and only if for every  > 0, there exists a
n=1
n
 X 
positive integer N0 N such that  ak  , if n m N0
 
k=m+1

From Cauchy Criterion for convergence of the sequence {sn }, we get, given  > 0, there exists a
n
X m
X
positive integer N0 N such that |sn sm | , if n m N0 . Where sn = ak and sm = ak .
k=1 k=1
n
X
Therefore, if n m N0 the condition |sn sm |  | ak | . In particular, if we take
k=m+1
n = m + 1, then we get |an | , n N0 . Thus we have

X
Theorem 2.2.2 If an converges, then lim an = 0.
n
n=1

X
X
X
Example: From the above theorem, we have n, n2 , n3 etc. does not converge.
n=1 n=1 n=1

Remark:

X
1. Above theorem says that, for a series an to converge, it is necessary that
n=1
lim an = 0. But the converse is not true. i.e. the condition lim an = 0 is not sufficient to
n n

X
ensure the convergence of the series an . e.g. Harmonic series.
n=1

2. Consider an 0, n N. Then
s1 = a1
s2 = a1 + a2 = s1 + a2 s1
s3 = a1 + a2 + a3 = s2 + a3 s2
..
.
s1 s2 s3 s4 . . . sn . Therefore the sequence {sn } is convergent, if it is bounded.

2.2.1 Tests for convergence of a series

1. Comparison Test
A. Inequality form.
31

Theorem 2.2.3 (i) If |an | cn for n N0 , where N0 is some fixed positive integer, and if
X X
cn converges, then an converges.
n=1 n=1

X
(ii) If an dn 0 for n N0 , where N0 is some positive fixed integer, and if dn diverges,
n=1

X
then an diverges.
n=1

Examples:
X 1 1 1 X 1
(i) converges. Since < 2 and converges.
(n + 3)(n + 5) (n + 3)(n + 5) n n2
X n n 1 X1
(ii) diverges, since < for n 11 and diverges
100 100 n n

B. Limit form

P P
Theorem 2.2.4 Let an and bn be two series of positive real numbers and
an P P
lim = p, where p is a non zero real number. Then the two series an and bn converge
n bn

or diverge together.

Examples:

n+5 1 an 1 P
(i) Let an = and b n = . Then lim = . Since bn is convergent, we have
3(n + 7)3 n2 bn 3
P
an is convergent.
n+7 1 an 1 P P
(ii) Let an = 2
and bn = . Then lim = . Since bn is divergent, we have an
5(n + 3) n bn 5
is divergent.

n+1 n 1 an 1 P
(iii) Let an = and bn = 3 . Then lim = (Verify). Since bn is convergent,
n n 2 bn 2
P
we have an is convergent.

2. Cauchy condensation test :

X
Lemma 2.2.5 Suppose a1 a2 a3 0. Then the series an converges if and only if
n=1

X
the series 2k a2k = a1 + 2a2 + 4a4 + 8a8 + converges.
k=1

Worked Examples:

X 1
(i) converges if p > 1 and diverges if 0 < p 1.
n=1
np
 32

1
Solution: Here an = and p > 0, therefore the sequence an is a decreasing sequence of
np
n n n 1 1  1 n X  1 n
real numbers. 2 a2 = 2 np = n(p1) = p1 . Therefore is a geometric
2 2 2 X 1 2p1
series if p > 1 and diverges if p 1. Therefore is convergent when p > 1 and
np
divergent when 0 < p 1

X 1
(ii) If p > 1, converges; if p 1, the series diverges.
n=2
n(log n)p
1
Solution: Here an = . Since {log n} is an increasing sequence and for p > 0,
n(log n)p
{log(n + 1)}p > {log n}p (n + 1)(log(n + 1))p > n(log n)p . Therefore an is a monotone
decreasing sequence, and we can use Cauchy condensation test.
X X 1
2n a2n = and this converges when p > 1 and diverges when p 1. There-
(n log 2)p

X 1
fore p
is convergent when p > 1 and diverges when 0 < p 1
n=2
n(log n)

3. Cauchy Root Test :

X p
n
Theorem 2.2.6 Given an , put = lim sup |an |. Then,
n
n=1

X
(i) if < 1, an converges;
n=1
X
(ii) if > 1, an diverges;
n=1

(iii) if = 1, the test gives no information.

4. Ratio Test

X
Theorem 2.2.7 The series an
n=1
a 
 n+1 
(i) converges if lim sup  <1
n an
a 
 n+1 
(ii) diverges if   1 for all n n0 , where n0 is some fixed integer.
an

Examples:

1 1 1 1 1 1 1 1
(a) Consider the series + + 2 + 2 + 3 + 3 + 4 + 4 +
2 3 2 3 2 3 2 3

1 1 1 1 1 1
Here a2n1 = n
and a2n = n and lim inf |an | n = , lim sup |an | n = ;
2 3 n 3 n 2
33
a  a 
 n+1   n+1 
lim inf   = 0 , lim sup   = +
n an n an
From root test, we can conclude that the series converges. But Ratio test does not apply.
1 1 1 1 1 1 1 1
(b) Consider +1+ + + + + + + +
2 8 4 32 16 128 64 512

1 1 a  1
 n+1 
a 
 n+1 
Here lim |an | n = ; lim inf   = , lim sup  =2
n 2 n an 8 n an

From root test, we can conclude that the series converges. But ratio test does not ap-
ply.

Theorem 2.2.8 For any sequence {an } of positive numbers,

an+1
lim inf lim inf n an
n an n

an+1
lim sup n
an lim sup
n n an

From the above theorem, we can conclude that, whenever the ratio test shows converges, the
root test does too.

Examples: Test the convergence of the following series.

X
(a) n3 en
n=1

n3 n3
Solution : Here an = n3 en = and lim = 0, which is the necessary condition for
en n en

the convergence of the series.

 n3  1 3
1  n nn 3 1 1
Consider |an | =  n  =
n , since lim n n = 1 lim sup |an | n = < 1. By root test ,
e e n e
the series converges.

X 1
(b)
n=2
(log n)log n
1
Solution : Here an = log n
. We know that y = xx is an increasing function,
(log n)
when x > e . Therefore when 1e < x1 < x2 , we have xx1 1 < xx2 2 . log n > 1e for n 2.
1

1 1
(log n)log n < (log(n + 1))log(n+1) log(n+1)
< . This implies
(log(n + 1)) (log n)log n
that an is decreasing sequence of real numbers and hence we can use Cauchy condensation
2n 2n 1 2
test. Now let bn = 2n a2n = n = |b n | n = .
(log 2n )log 2 (n log 2)n log 2 (nlog 2 )(log 2)log 2
1 1 P
But lim |bn | n = 0 lim sup |bn | n = 0 < 1. From root test we have bn converges.
n
 34

P X 1
Therefore, by Cauchy condensation test, an converges. i.e. converges.
n=2
(log n)log n

5. Raabes test

X  a 
n
Theorem 2.2.9 Let an be a series of positive real numbers and let lim sup n 1 = R
n=1
n an+1
 a 
n
X
and lim inf n 1 = r. Then an is convergent if r > 1 and divergent if R < 1.
n an+1 n=1

Example:

X 1 3 5 (2n 3) 1
Consider the series
n=2
2 4 6 (2n 2) 2n 1
2
an+1 (2n 1) an+1
Then = and lim = 1. Therefore Ratio test gives no information.
an 2n(2n + 1) an
Lets apply Raabes test.
 a
n
 6n2 n 3
Let un = n 1 = 2
. Then lim sup un = lim inf un = lim un = > 1.
an+1 (2n 1) n n n 2
Therefore by Raabes test, the given series converges.

6. Kummers test

X X 1
Theorem 2.2.10 Let an and be two series of positive real numbers and
bn
an
let un = bn bn+1 .
an+1
P
(i) If lim un = k > 0 then an convergent
X 1 P
(ii) If lim un = k < 0 and is divergent then an is divergent.
bn

NOTE:

(i) If we take bn = n in Kummers test, we get Raabes test.

(ii) If k = 0, then Kummers test does not apply.

7. Logarithmic test

X an  
Theorem 2.2.11 Let an be a series of positive real numbers and let lim n log = l.
n=1
n an+1

X X
Then an is convergent if l > 1 and an is divergent if l < 1
n=1 n=1

8. Gauss test
35

P an a 1
Theorem 2.2.12 Let an be a series of positive real numbers and let = 1 + + O( p )
an+1 n n
P
where p > 1. Then an is convergent if a > 1 and divergent if a 1.

Exercise : Test the convergence of the following series.

X 1 X 1 X
(i) p
(ii) (iii) (log n)p
n=2
n(log log n) n=2
n(log log log n)p n=2

X
n p
X 1 X 1
(iv) p n (v) (vi)
n=1 n=2
n nq
p
n=1
pn qn

X n n
X an X (n!)n
(vii) ( ) (viii) ; a > 0 (ix) ( n!
n=2
2n + 1 n=1
nn n=2
(n)

X 1 X 1
(x) 1 (xi)
n=1
n log(1 + n ) n=2
(log log n)log log n

P
Absolute Convergence and Conditional convergence : The series an is said to converge
P P P
absolutely if the series |an | converges. On the other hand if an converges, but |an | does not,
then such series are called conditionally convergent

P P
Theorem 2.2.13 If an converges absolutely, then an converges.

Remark:

1. For series of positive terms, absolute convergence is the same as convergence.

X (1)n X1 X (1)n
2. The series converges but does not converge. So the series converges
n n n
conditionally.

2.2.2 Power Series

cn z n is called a power
P
Power series : Given a sequence {cn } of complex numbers, the series
series. The numbers cn is called the coefficients of series; z is a complex number.

In general the series will converge or diverge, depending on the choice of z.

p 1
cn z n , put = lim sup n |cn |, R = . (If = 0, R =
P
Theorem 2.2.14 Given the power series
n
n
P
+; If = +, R = 0). Then cn z converges if |z| < R and diverges if |z| > R

cn z n
P
NOTE: R is called the radius of convergence of

Examples:
 36

1
X 1
1. Consider the power series nn z n . Here an = nn and |an | n = n and = lim sup |an | n = +
n
1
R = = 0. i.e. the series converges only for z = 0.

X zn 1 1
2. Consider the power series . Here an = and = lim sup |an | n = 0 (Verify)
n! n! n
1
R = = +. i.e. the series converges for all values of z. In fact for any z, the series

converges to ez

1 1
z n . Here an = 1 and |an | n = 1 and = lim sup |an | n = 1
P
3. Consider the power series
n
1
R = = 1. i.e the power series converges for all z with |z| < 1 and diverges for all z such

that |z| 1.

X zn   n1
1 1 1 1 1
4. The power series . Here an = and |an | n = = 1 and = lim sup |an | n = 1
n n n nn n
1
R= = 1. i.e the power series converges for all z with |z| < 1 and diverges for all z such

that |z| 1.
X zn
5. The power series has R = 1 (Verify). It converges for all z with |z| < 1, and diverges for
n2
all z such that |z| 1.

X
6. Consider the power series 3n z 2n = 0 z + 31 z 2 + 0 z 3 + 32 z 4 + Then the co-
n=1
efficients an of z n are given by, a1 = 0, a2 = 31 , a3 = 0, a4 = 32 , a5 = 0, a6 = 33 ,
1 1 1 1 1 2 1 1 3
|a1 | 1 = 0, |a2 | 2 = 3 2 , |a3 | 3 = 0, |a4 | 4 = 3 4 , |a5 | 5 = 0, |a6 | 2 = 3 6 , Therefore
n 1
o 1 1 1 1 1 1
|an | n = {0, 3 2 , 0, 3 2 , 0, 3 2 , 0, 3 2 , } and = lim sup |an | n = 3 2 .
n
1 1
R = = 3 2 = 3. Therefore the given series converges absolutely for all z such that

|z| < 3.

an z n has the radius of convergence c. Then the radius of conver-

P
7. Given that the power series
1
an z kn will be c k . (Verify)
P
gence of the series

2.2.3 Summation by Parts

n
X
Theorem 2.2.15 Given two sequences {an }, {bn }, put An = ak , if n 0; Put A1 = 0. Then if
k=1
q q1
X X
0 p q, we have an bn = (Aq bq Ap1 bp ) + An (bn bn1 )
n=p n=p

Theorem 2.2.16 Suppose

P
(a) the partial sums An of an forms a bounded sequence;
37

(b) b0 b1 b2 b3 ;

(c) lim bn = 0
n

P
Then an bn converges.

Corollary 2.2.17 Suppose

(a) |c1 | |c2 | |c3 | |c4 | ;

(b) c2m1 0, c2m 0 (m = 1, 2, 3, . . .)

(c) lim cn = 0
n

P
Then cn converges.

NOTE: Series for which (ii) holds are called alternating series.

cn z n is 1, and suppose c0 c1 c2 ;
P
Theorem 2.2.18 Suppose the radius of convergence of
cn z n converges at every point on the circle |z| = 1, except possibly at z = 1.
P
lim cn = 0. Then

X zn
Example: Consider . Then the series converges for all the points on the circle |z| = 1 (unit
n
n=0
circle, centered at zero), except z = 1.
38
Bibliography

[1] Walter Rudin, Principles of Mathematical Analysis, 2nd ed, Tata-McGrew Hills,

[2] Bartle and Sherbert, Introduction to Real Analysis, 3rd ed, Wiley Publications, Singapore,
2010.

[3] S. K. Mapa, Introduction to Real Analysis, 6th ed, Sarat Book Distributors, Kolkata.

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