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,Contents
Author’s note v
1 The Real Numbers √ 1
1.1 Discussion: The Irrationality of 2 . . . . . . . . . . . . . . . . . 1
1.2 Some Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 The Axiom of Completeness . . . . . . . . . . . . . . . . . . . . . 6
1.4 Consequences of Completeness . . . . . . . . . . . . . . . . . . . 8
1.5 Cantor’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2 Sequences and Series 19
2.1 Discussion: Rearrangements of Infinite Series . . . . . . . . . . . 19
2.2 The Limit of a Sequence . . . . . . . . . . . . . . . . . . . . . . . 19
2.3 The Algebraic and Order Limit Theorems . . . . . . . . . . . . . 21
2.4 The Monotone Convergence Theorem and a First Look at
Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.5 Subsequences and the Bolzano–Weierstrass Theorem . . . . . . . 29
2.6 The Cauchy Criterion . . . . . . . . . . . . . . . . . . . . . . . . 31
2.7 Properties of Infinite Series . . . . . . . . . . . . . . . . . . . . . 33
2.8 Double Summations and Products of Infinite Series . . . . . . . . 39
3 Basic Topology of R 45
3.1 Discussion: The Cantor Set . . . . . . . . . . . . . . . . . . . . . 45
3.2 Open and Closed Sets . . . . . . . . . . . . . . . . . . . . . . . . 45
3.3 Compact Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.4 Perfect Sets and Connected Sets . . . . . . . . . . . . . . . . . . 51
3.5 Baire’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
4 Functional Limits and Continuity 57
4.1 Discussion: Examples of Dirichlet and Thomae . . . . . . . . . . 57
4.2 Functional Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
4.3 Combinations of Continuous Functions . . . . . . . . . . . . . . . 61
4.4 Continuous Functions on Compact Sets . . . . . . . . . . . . . . 66
4.5 The Intermediate Value Theorem . . . . . . . . . . . . . . . . . . 70
4.6 Sets of Discontinuity . . . . . . . . . . . . . . . . . . . . . . . . . 72
vii
,viii Contents
5 The Derivative 75
5.1 Discussion: Are Derivatives Continuous? . . . . . . . . . . . . . . 75
5.2 Derivatives and the Intermediate Value Property . . . . . . . . . 75
5.3 The Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . 79
5.4 A Continuous Nowhere-Differentiable Function . . . . . . . . . . 84
6 Sequences and Series of Functions 89
6.1 Discussion: Branching Processes . . . . . . . . . . . . . . . . . . 89
6.2 Uniform Convergence of a Sequence of Functions . . . . . . . . . 89
6.3 Uniform Convergence and Differentiation . . . . . . . . . . . . . 97
6.4 Series of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 99
6.5 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
6.6 Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
7 The Riemann Integral 111
7.1 Discussion: How Should Integration be Defined? . . . . . . . . . 111
7.2 The Definition of the Riemann Integral . . . . . . . . . . . . . . . 111
7.3 Integrating Functions with Discontinuities . . . . . . . . . . . . . 114
7.4 Properties of the Integral . . . . . . . . . . . . . . . . . . . . . . 117
7.5 The Fundamental Theorem of Calculus . . . . . . . . . . . . . . . 120
7.6 Lebesgue’s Criterion for Riemann Integrability . . . . . . . . . . 123
8 Additional Topics 129
8.1 The Generalized Riemann Integral . . . . . . . . . . . . . . . . . 129
8.2 Metric Spaces and the Baire Category Theorem . . . . . . . . . . 133
8.3 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
8.4 A Construction of R From Q . . . . . . . . . . . . . . . . . . . . 149
, Chapter 1
The Real Numbers
√
1.1 Discussion: The Irrationality of 2
1.2 Some Preliminaries
Exercise 1.2.1. (a) Assume, for contradiction, that there exist integers p and
q satisfying
µ ¶2
p
(1) = 3.
q
Let us also assume that p and q have no common factor. Now, equation (1)
implies
(2) p2 = 3q 2 .
From this, we can see that p2 is a multiple of 3 and hence p must also be
a multiple of 3. This allows us to write p = 3r, where r is an integer. After
substituting 3r for p in equation (2), we get (3r)2 = 3q 2 , which can be simplified
to 3r2 = q 2 . This implies q 2 is a multiple of 3 and hence q is also a multiple of
3. Thus we have shown p and q have a common factor, namely 3, when they
were originally assumed to have no common
√ factor.
A similar argument will work for 6 as well because we get p2 = 6q 2 which
implies p is a multiple of 2 and 3. After making √ the necessary substitutions, we
can conclude q is a multiple of 6, and therefore 6 must be irrational.
(b) In this case, the fact that p2 is a multiple of 4 does not imply p is also a
multiple of 4. Thus, our proof breaks down at this point.
Exercise 1.2.2. (a) False, as seen in Example 1.2.2.
(b) True. This will follow from upcoming results about compactness in
Chapter 3.
(c) False. Consider sets A = {1, 2, 3}, B = {3, 6, 7} and C = {5}. Note that
A ∩ (B ∪ C) = {3} is not equal to (A ∩ B) ∪ C = {3, 5}.
1