Escolar Documentos
Profissional Documentos
Cultura Documentos
D. R. Wilkins
Copyright
c 1988–2003
1
If X and Y are sets, and if every element of X is also an element of Y
then we say that X is a subset of Y , and we write X ⊂ Y . We use the
notation {y ∈ Y : P (y)} to denote the subset of a given set Y consisting
of all elements y of Y with some given property P (y). Thus for example
{n ∈ Z : n > 0} denotes the set of all integers n satisfying n > 0 (i.e., the
set N of all natural numbers).
Proposition 1.1 There do not exist non-zero integers p and q with the prop-
erty that p2 = 2q 2 .
Proof Let us suppose that there exist non-zero integers p and q with the
property that p2 = 2q 2 . We show that this leads to a contradiction. Without
loss of generality we may assume that p and q are not both even (since if
both p and q were even then we could replace p and q by p/2k and q/2k
respectively, where k is the largest natural number with the property that
2k divides both p and q). Now p2 = 2q 2 , hence p2 is even. It follows from
this that p is even (since the square of an odd integer is odd). Therefore
p = 2r for some integer r. But then 2q 2 = 4r2 , so that q 2 = 2r2 . Therefore
q 2 is even, and hence q is even. We have thus shown that both p and q are
even. But this contradicts our assumption that p and q are not both even.
This contradiction shows that there cannot exist
√ integers p and q with the
property that p2 = 2q 2 , and thus proves that 2 is an irrational number.
This result shows that the rational numbers are not sufficient for the pur-
pose of representing lengths arising in familiar Euclidean geometry. Indeed
consider the right-angled√isosceles triangle whose short sides are q units long.
Then the hypotenuse is 2q units long, by Pythagoras’ Theorem. Proposi-
tion 1.1 shows that it is not possible to find a unit of length for which the
2
two short sides of this right-angled isosceles triangle are q units long and the
hypotenuse is p units long, where both p and q are integers. We must there-
fore enlarge the system of rational numbers
√ √ to obtain a number system which
contains irrational numbers such as 2, 3, π and e, and which is capable
of representing the lengths of line segments and similar quantities arising in
geometry and physics. The rational and irrational numbers belonging to this
number system are known as real numbers.
5. for each real number x there exists some (necessarily unique) real num-
ber −x with the property that x + (−x) = 0 = (−x) + x,
6. if x and y are real numbers then their product xy is also a real number,
8. (the Associative Law for multiplication) (xy)z = x(yz) for all real num-
bers x, y and z,
3
10. for each real number x satisfying x 6= 0 there exists some (necessarily
unique) real number x−1 with the property that xx−1 = 1 = x−1 x,
11. (the Distributive Law ) x(y + z) = (xy) + (xz) for all real numbers x y
and z,
12. (the Trichotomy Law ) if x and y are real numbers then one and only
one of the three statements x < y, x = y and y < x is true,
13. if x, y and z are real numbers and if x < y and y < z then x < z,
15. if x and y are real numbers which satisfy 0 < x and 0 < y then 0 < xy,
Example The real number 2 is the least upper bound of the sets {x ∈ R :
x ≤ 2} and {x ∈ R : x < 2}. Note that the first of these sets contains its
least upper bound, whereas the second set does not.
The axioms (1)–(15) listed above describing the algebraic and ordering
properties of the real number system are not in themselves sufficient to fully
characterize the real number system. (Indeed any property of real numbers
that could be derived solely from these axioms would be equally valid for
rational numbers.) We require in addition the following axiom:—
4
the Least Upper Bound Axiom: if D is any non-empty subset
of R which is bounded above then there exists a least upper
bound sup D for the set D.
Remark We have simply listed above a complete set of axioms for the real
number system. We have not however proved the existence of a system of
real numbers satisfying these axioms. There are in fact several constructions
of the real number system: one of the most popular of these is the represen-
tation of real numbers as Dedekind sections of the set of rational numbers.
For an account of the this construction, and for a proof that these axioms
are sufficient to characterize the real number system, see chapters 27–29 of
Calculus, by M. Spivak.
1.4 Intervals
Given real numbers a and b satisfying a ≤ b, we define
[a, b] = {x ∈ R : a ≤ x ≤ b}.
5
2 Infinite Sequences of Real Numbers
2.1 Convergence
An infinite sequence of real numbers is a sequence of the form a1 , a2 , a3 , . . .,
where each an is a real number. (More formally, one can view an infinite
sequence of real numbers as a function from N to R which sends each natural
number n to some real number an .)
6
for all n ≥ N , contradicting the fact that un − un+1 = ±2 for all n. Thus the
sequence cannot converge.
an lim an
n→+∞
lim = .
n→+∞ bn lim bn
n→+∞
7
particular, there exists a natural number N1 with the property that |an −l| <
1
2
ε whenever n ≥ N1 . (To see this, let ε1 = 12 ε.) Similarly there exists some
natural number N2 such that |bn − m| < 12 ε whenever n ≥ N2 . Let N be the
maximum of N1 and N2 . If n ≥ N then
Thus an + bn → l + m as n → +∞.
Let c be some real number. We show that cbn → cm as n → +∞. The
case when c = 0 is trivial. Suppose that c 6= 0. Let ε > 0 be given. Then
there exists some natural number N such that |bn − m| < ε/|c| whenever
n ≥ N . But then |cbn − cm| = |c||bn − m| < ε whenever n ≥ N . Thus
cbn → cm as n → +∞.
If we combine this result, for c = −1, with the previous result, we see
that −bn → −m as n → +∞, and therefore an − bn → l − m as n → +∞.
Next we show that if u1 , u2 , u3 , . . . and v1 , v2 , v3 , . . . are infinite sequences,
and if un → 0 and vn → 0 as n → +∞, then un vn → 0 as n → +∞. Let
ε > 0 be √ given. Then there exist natural √ numbers N1 and N2 such that
|un | < ε whenever n ≥ N1 and |vn | < ε whenever n ≥ N2 . Let N be
the maximum of N1 and N2 . If n ≥ N then |un vn | < ε. We deduce that
un vn → 0 as n → +∞.
We can apply this result with un = an − l and vn = bn − m for all natural
numbers n. Using the results we have already obtained, we see that
Thus an bn → lm as n → +∞.
Next we show that if w1 , w2 , w3 , . . . is an infinite sequence of non-zero
real numbers, and if wn → 1 as n → +∞ then 1/wn → 1 as n → +∞. Let
ε > 0 be given. Let ε0 be the minimum of 12 ε and 12 . Then there exists some
natural number N such that |wn − 1| < ε0 whenever n ≥ N . Thus if n ≥ N
then |wn − 1| < 12 ε and 12 < wn < 32 . But then
1 1 − wn |wn − 1|
wn − 1 = wn = |wn | < 2|wn − 1| < ε.
8
We see therefore that m/bn → 1, and thus 1/bn → 1/m, as n → +∞. The
result we have already obtained for products of sequences then enables us to
deduce that an /bn → l/m as n → +∞.
6n2 − 4n
Example We shall show that if sn → 2 as n → +∞, where sn =
3n2 + 7
2 2
for all natural numbers n. Now neither 6n − 4n nor 3n + 7 converges to any
(finite) limit as n → +∞; and therefore we cannot directly apply the result in
Proposition 2.2 concerning the convergence of the quotient of two convergent
sequences. However on dividing both the numerator and the denominator of
the fraction defining sn by n2 , we see that
4
2
6n − 4n 6−
sn = = n.
2
3n + 7 7
3+ 2
n
4 7
Moreover 6 − → 6 and 3 + 2 → 3 as n → +∞, and therefore, on applying
n n
Proposition 2.2, we see that
4 4
6− lim 6 −
6n2 − 4n n n→+∞ n 6
lim = lim = = = 2.
7
2
n→+∞ 3n + 7 n→+∞ 7 3
3+ 2 lim 3 + 2
n n→+∞ n
9
bound for the set {an : n ∈ N} (since l is the least upper bound), and there-
fore there must exist some natural number N such that aN > l − ε. But then
l − ε < an ≤ l whenever n ≥ N , since the sequence is non-decreasing and
bounded above by l. Thus |an − l| < ε whenever n ≥ N . Therefore an → l
as n → +∞, as required.
If the sequence a1 , a2 , a3 , . . . is non-increasing and bounded below then
the sequence −a1 , −a2 , −a3 , . . . is non-decreasing and bounded above, and
is therefore convergent. It follows that the sequence a1 , a2 , a3 , . . . is also
convergent.
a2n − 2
an+1 = an −
2an
for all natural numbers n. Now
2 2
a2n + 2 a2n − 2 a2n − 2
an+1 = and a2n+1 = a2n − (a2n − 2) + =2+ .
2an 2an 2an
It therefore follows by induction on n that an > 0 and a2n > 2 for all natural
numbers n. But then an+1 < an for all n, and thus the sequence a1 , a2 , a3 , . . .
is decreasing and bounded below. It follows from Theorem 2.3 that this
sequence converges to some real number α. Also an > 1 for all n (since an > 0
and a2n > 2), and therefore α ≥ 1. But then, on applying Proposition 2.2,
we see that
a2n − 2 α2 − 2
α = lim an+1 = lim an − =α− .
n→+∞ n→+∞ 2an 2α
√
Thus α2 = 2, and so α = 2.
10
Proof Let a1 , a2 , a3 , . . . be a bounded sequence of real numbers, and let
S = {n ∈ N : an ≥ ak for all k ≥ n}
(i.e., S is the set of all natural numbers n with the property that an is greater
than or equal to all the succeeding members of the sequence).
First let us suppose that the set S is infinite. Arrange the elements of S in
increasing order so that S = {n1 , n2 , n3 , n4 , . . .}, where n1 < n2 < n3 < n4 <
· · ·. It follows from the manner in which the set S was defined that an1 ≥
an2 ≥ an3 ≥ an4 ≥ · · · . Thus an1 , an2 , an3 , . . . is a non-increasing subsequence
of the original sequence a1 , a2 , a3 , . . .. This subsequence is bounded below
(since the original sequence is bounded). It follows from Theorem 2.3 that
an1 , an2 , an3 , . . . is a convergent subsequence of the original sequence.
Now suppose that the set S is finite. Choose a natural number n1 which
is greater than every natural number belonging to S. Then n1 does not
belong to S. Therefore there must exist some natural number n2 satisfying
n2 > n1 such that an2 > an1 . Moreover n2 does not belong to S (since n2 is
greater than n1 and n1 is greater than every natural number belonging to S).
Therefore there must exist some natural number n3 satisfying n3 > n2 such
that an3 > an2 . We can continue in this way to construct (by induction on j)
a strictly increasing subsequence an1 , an2 , an3 , . . . of our original sequence.
This increasing subsequence is bounded above (since the original sequence is
bounded) and thus is convergent, by Theorem 2.3. This completes the proof
of the Bolzano-Weierstrass Theorem.
11
If l is the limit of f (x) as x tends to s, for some s, then we denote this
fact either by writing ‘f (x) → l as x → s’ or by writing ‘lim f (x) = l’.
x→s
Note that lim f (x) = l if and only if lim f (s + h) = l: this follows directly
x→s h→0
from the definition given above.
Proof Suppose that lim f (x) = l and lim f (x) = m. We must show that
x→s x→s
l = m. Let ε > 0 be given. Then there exist δ1 > 0 and δ2 > 0 such that
|f (x) − l| < ε whenever x ∈ D satisfies 0 < |x − s| < δ1 and |f (x) − m| < ε
whenever x ∈ D satisfies 0 < |x − s| < δ2 . Choose x ∈ D satisfying 0 <
|x − s| < δ, where δ is the minimum of δ1 and δ2 . (This is possible since s is
a limit point of D.) Then |f (x) − l| < ε and |f (x) − m| < ε, and hence
by the Triangle Inequality. Since |l − m| < 2ε for all ε > 0, we conclude that
l = m, as required.
12
If in addition g(x) 6= 0 for all x ∈ D and lim g(x) 6= 0, then lim f (x)/g(x)
x→s x→s
exists, and
f (x) lim f (x)
lim = x→s .
x→s g(x) lim g(x)
x→s
13
Next we show that if h: D → R is a function that is non-zero through-
out D, and if lim h(x) → 1 then lim (1/h(x)) = 1. Let ε > 0 be given. Let
x→s x→s
ε0 be the minimum of 12 ε and 12 . Then there exists some δ > 0 such that
|h(x) − 1| < ε0 whenever 0 < |x − s| < δ. Thus if 0 < |x − s| < δ then
|h(x) − 1| < 12 ε and 12 < h(x) < 32 . But then
1 h(x) − 1 |h(x) − 1|
h(x) − 1 = h(x) = |h(x)| < 2|h(x) − 1| < ε.
We deduce that lim 1/h(x) = 1. If we apply this result with h(x) = g(x)/m,
x→s
where m 6= 0, we deduce that lim m/g(x) = 1, and thus lim 1/g(x) = 1/m.
x→s x→s
The result we have already obtained for products of functions then enables
us to deduce that lim (f (x)/g(x)) → l/m.
x→s
14
Example Let f : R → R be the function defined by
1
(
f (x) = 3x sin if x 6= 0;
x
0 if x = 0.
We claim that the function f is continuous at 0. To prove this, we must
apply the definition of continuity directly. Suppose we are given any real
number ε satisfying ε > 0. If δ = 31 ε then |f (x)| ≤ 3|x| < ε for all real
numbers x satisfying |x| < δ, as required.
The following lemma describes the relationship between limits and con-
tinuity.
15
Proof This result follows directly from Proposition 3.2, using the fact that
a function f : D → R is continuous at a limit point s of D belonging to D if
and only if lim f (x) = f (s) (Lemma 3.3).
x→s
Remark Proposition 3.4 can also be proved directly from the formal defi-
nition of continuity by a straightforward adaptation of the proof of Proposi-
tion 3.2. Indeed suppose that f : D → R and g: D → R are continuous at s,
where s ∈ D. We show that f + g is continuous at s. Let ε > 0 be given.
Then there exist δ1 > 0 and δ2 > 0 such that |f (x) − f (s)| < 12 ε for all
x ∈ D satisfying |x − s| < δ1 , and |g(x) − g(s)| < 21 ε for all x ∈ D satisfying
|x − s| < δ2 . Let δ be the minimum of δ1 and δ2 . If |x − s| < δ then
|f (x) + g(x) − (f (s) + g(s))| ≤ |f (x) − f (s)| + |g(x) − g(s)| < 12 ε + 12 ε = ε,
showing that f + g is continuous at s. The proof of Proposition 3.2 can
be adapted in a similar fashion to show that f − g, f · g and f /g are also
continuous at s.
Proposition 3.5 Let f : D → R and g: E → R be functions defined on D
and E respectively, where D and E are subsets of R satisfying f (D) ⊂ E.
Let s be an element of D. Suppose that the function f is continuous at s and
that the function g is continuous at f (s). Then the composition g ◦ f of f
and g is continuous at s.
Proof Let ε > 0 be given. Then there exists some η > 0 such that |g(u) −
g(f (s))| < ε for all u ∈ E satisfying |u − f (s)| < η. But then there exists
some δ > 0 such that |f (x) − f (s)| < η for all x ∈ D satisfying |x − s| < δ.
Thus if |x − s| < δ then |g(f (x)) − g(f (s))| < ε. Hence g ◦ f is continuous
at s.
Lemma 3.6 Let f : D → R be a function defined on some subset D of R,
and let a1 , a2 , a3 , . . . be a sequence of real numbers belonging to D. Suppose
that an → s as n → +∞, where s ∈ D, and that f is continuous at s. Then
f (an ) → f (s) as n → +∞.
Proof Let ε > 0 be given. Then there exists some δ > 0 such that |f (x) −
f (s)| < ε for all x ∈ D satisfying |x − s| < δ. But then there exists some
positive integer N such that |an − s| < δ for all n satisfying n ≥ N . Thus
|f (an ) − f (s)| < ε for all n ≥ N . Hence f (an ) → f (s) as n → +∞.
Proposition 3.7 Let f : D → R and g: E → R be functions defined on D and
E respectively, where D and E are subsets of R satisfying f (D) ⊂ E. Let s
be a limit point of D, and let l be an element of E. Suppose that lim f (x) = l
x→s
and that the function g is continuous at l. Then lim g(f (x)) = g(l).
x→s
16
Proof Let ε > 0 be given. Then there exists some η > 0 such that |g(u) −
g(l)| < ε for all u ∈ E satisfying |u − l| < η. But then there exists δ > 0
such that |f (x) − l| < η for all x ∈ D satisfying 0 < |x − s| < δ. Thus if
0 < |x − s| < δ then |g(f (x)) − g(l)| < ε. Hence lim g(f (x)) = g(l).
x→s
Proof We first prove the result in the special case in which c = 0 and
f (a) ≤ 0 ≤ f (b). We must show that there exists some s ∈ [a, b] for which
f (s) = 0. Let S be the subset of [a, b] defined by S = {x ∈ [a, b] : f (x) ≤ 0}.
The set S is non-empty and bounded above (since a ∈ S and b is an upper
bound for the set S). Therefore there exists a least upper bound sup S for
the set S. Let s = sup S. Then a ≤ s ≤ b, since a ∈ S and S ⊂ [a, b]. We
show that f (s) = 0.
Now if it were the case that f (s) 6= 0. An application of the definition
of continuity (with 0 < ε ≤ |f (s)|) shows that there exists some δ > 0 such
that f (x) has the same sign as f (s) for all x ∈ [a, b] satisfying |x − s| < δ.
(Thus if f (s) > 0 then f (x) > 0 whenever |x − s| < δ, or if f (s) < 0 then
f (x) < 0 whenever |x − s| < δ.)
In particular, suppose that it were the case that f (s) < 0. Then s < b
(since f (b) ≥ 0 by hypothesis), and hence f (x) < 0, and thus x ∈ S, for some
x ∈ [a, b] satisfying s < x < s + δ. But this would contradict the definition
of s.
Next suppose that it were the case that f (s) > 0. Then s > a (since
f (a) ≤ 0 by hypothesis), and hence f (x) > 0, and thus x 6∈ S, for all
x ∈ [a, b] satisfying x > s − δ. But then f (x) > 0 for all x ≥ s − δ, and
thus s − δ would be an upper bound of the set S, which also contradicts
the definition of s. The only remaining possibility is that f (s) = 0, which is
what we are seeking to prove.
The result in the general case follows from that in the case c = 0 by
applying the result in this special case to the function x 7→ f (x) − c when
f (a) ≤ c ≤ f (b), and to the function x 7→ c−f (x) when f (a) ≥ c ≥ f (b).
Corollary 3.9 Given any positive real number b and natural number n, there
exists some positive real number a satisfying an = b.
17
Proof Let f (x) = xn −b, and let c = max(b, 1). Then f (0) < 0 and f (c) ≥ 0.
It follows from the Intermediate Value Theorem (Theorem 3.8) that f (a) = 0
for some real number a satisfying 0 < a ≤ c. But then an = b, as required.
Corollary 3.10 Let P be a polynomial of odd degree with real coefficients.
Then P has at least one real root.
Proof Let us write P (x) = a0 + a1 x + a2 x2 + · · · + an xn , where n is odd
and an 6= 0. Without loss of generality we may suppose that an > 0 (after
replacing the polynomial P by −P if necessary). We claim that P (K) >
0 and P (−K) < 0 for some sufficiently large real number K. (Indeed if
K is chosen large enough to ensure that K > 1 and |an |K ≥ 2n|aj | for
j = 0, 1, . . . , n − 1 then |P (x) − an xn | ≤ 12 |an xn | whenever |x| ≥ K. But
then P (x) and an xn have the same sign whenever |x| ≥ K. In particular,
P (K) > 0 and P (−K) < 0.) It follows immediately from the Intermediate
Value Theorem (Theorem 3.8) that there exists some x0 ∈ [−K, K] for which
P (x0 ) = 0. Thus the polynomial P has at least one real root.
A function f is said to be strictly increasing on an interval I if f (x1 ) <
f (x2 ) for all x1 , x2 ∈ I satisfying x1 < x2 .
The next theorem is useful in verifying the continuity of functions involv-
ing square roots, nth roots, inverse trigonometric and logarithm functions.
Theorem 3.11 A continuous strictly increasing function f : [a, b] → R on an
interval [a, b] has a well-defined continuous inverse f −1 : [c, d] → [a, b] defined
over the interval [c, d], where c = f (a) and d = f (b).
Proof It follows from the Intermediate Value Theorem that, for each ele-
ment y of the interval [c, d], there exists an element x of the interval [a, b]
for which f (x) = y. There cannot exist two distinct elements u and v of
the interval [a, b] satisfying f (u) = f (v), for if u < v then f (u) < f (v), and
if u > v then f (u) > f (v). Therefore, for each element y of the interval
[c, d], the corresponding element x of the interval [a, b] satisfying f (x) = y is
uniquely determined; we denote this element x by f −1 (y). We obtain in this
fashion a function f −1 : [c, d] → [a, b]. This function is the inverse function to
of f : [a, b] → [c, d].
Let v satisfy c < v < d, and let u = f −1 (v) (so that f (u) = v). We
show that f −1 is continuous at v. Let ε > 0 be given. Now a < u < b,
and hence there exist real numbers u− and u+ in the interval [a, b] satisfying
u − ε < u− < u < u+ < u + ε. Let v− = f (u− ) and v+ = f (u+ ), and
let δ be the minimum of v+ − v and v − v− . Then δ > 0, and if y ∈ [c, d]
satisfies |y − v| < δ then v− < y < v+ . But then u− < f −1 (y) < u+ , and
thus |f −1 (y) − f −1 (v)| < ε. We deduce that f −1 is continuous at v whenever
c < v < d. A similar proof shows that f −1 is continuous at both c and d.
18
3.4 Continuous Functions on Closed Bounded Inter-
vals
Theorem 3.12 Let f : [a, b] → R be a continuous real-valued function defined
on the interval [a, b]. Then there exists a constant M with the property that
|f (x)| ≤ M for all x ∈ [a, b].
We give two proofs of this theorem. The first uses the Bolzano-Weierstrass
Theorem which states that every bounded sequence of real numbers possesses
a convergent subsequence. The second makes use of the Least Upper Bound
Axiom.
1st Proof Suppose that the function were not bounded on the interval [a, b].
Then there would exist a sequence x1 , x2 , x3 , . . . of real numbers in the interval
[a, b] such that |f (xn )| > n for all n. The bounded sequence x1 , x2 , x3 , . . .
would possess a convergent subsequence xn1 , xn2 , xn3 , . . ., by the Bolzano-
Weierstrass Theorem (Theorem 2.4). Moreover the limit l of this subsequence
would belong to [a, b]. But then f (xnk ) → f (l) as k → +∞, by Lemma 3.6.
It follows that there exists some natural number N with the property that
|f (xnk ) − f (l)| < 1 whenever k ≥ N , so that |f (xnk )| ≤ |f (l)| + 1 whenever
k ≥ N . But this is a contradiction, since |f (xnk )| > nk for all k and nk
increases without limit as k → +∞. Thus the function f is indeed bounded
on the closed interval [a, b].
19
Proof Let C = sup{f (x) : a ≤ x ≤ b}. If there did not exist any v ∈ [a, b] for
which f (v) = C then the function x 7→ 1/(C − f (x)) would be a continuous
function on the interval [a, b] which was not bounded above on this interval,
thus contradicting Theorem 3.12. Thus there must exist some v ∈ [a, b] with
the property that f (v) = C. A similar proof shows that there must exist some
u ∈ [a, b] with the property that g(u) = c, where c = inf{f (x) : a ≤ x ≤ b}.
But then f (u) ≤ f (x) ≤ f (v) for all x ∈ [a, b], as required.
Example Using the formal definition of the limit, one can show that
x2
lim = 1.
x→+∞ 1 + x2
√
Indeed suppose that ε > 0 is given. Choose L such that L > 1/ ε. If x > L
then
x2 1 1
2
=1− 2
>1− 2 >1−ε
1+x 1+x L
2
x
and thus − 1 < ε, as required.
1 + x2
20
Let f : D → R be a real-valued function defined over a subset D of R,
and let s be a limit point of D where s 6∈ D. We write lim f (x) = +∞ if,
x→s
given any real number K (no matter how large), there exists some δ > 0
such that f (x) > K for all x ∈ D satisfying 0 < |x − s| < δ. Similarly we
write lim f (x) = −∞ if and only if, given any real number K, there exists
x→s
some δ > 0 such that f (x) < K for all x ∈ D satisfying 0 < |x − s| < δ.
Example One can use the formal definition given above to verify that
lim 1/x2 = +∞. Indeed let the real number K be given. If K > 0 choose δ
x→0 √
large enough to ensure that δ > 1/ K. Otherwise let δ be any positive real
number. If |x| < δ then 1/x2 > K, as required.
21