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3T
MATHEMATICAL
ANALYSIS
A STRAIGHTFORWARD APPROACH
K.G.BINMORE
dr^
JpL,
.
MCM tcvn
^y
II
MELBOURNE
CONTENTS
The
Pitt Building,
First published
1977
IX
Preface
Printed in Great Britain at the University Press, Cambridge
1.1
I.
Arithmetic
Inequalities
set of real
numbers
Roots
10
Quadratic equations
13-
Irrational
14
Modulus
10
Continuum Property
12
2.1
12
2.2
13
2.6
2.7
2.9
Intervals
2.11
18
Natural numbers
20
3.1
Introduction
3.2
Archimedean property
20
20
3.7
Principle of induction
22
Convergent sequences
26
4.1
The
4.2
Sequences
Title.
76-28006
QA300.B536
515
ISBN 521 21480 7 hard covers
ISBN 521 29167 4 paperback
Mathemalical analysis.
Mathematical analysis.
Set notation
The
Binmore,KG 1940-
1.
Includes index.
Real numbers
numbers
15
15
:>
16
26
4.4
Definition of convergence
27
27
4.7
30
4.15
Monotone sequences
4.21
Some
33
37
4.26
38
Subsequences
41
5.1
Subsequences
41
5.8
Bolzano-Weierstrass theorem
46
VI
Contents
5.12
5.16
Cauchy sequences
lim inf
Contents
47
49
vii
12
Monotone functions
108
12.1
Definitions
12.3
Limits of
Series
53
12.6
monotone functions
Differentiable monotone functions
6.1
Definitions
53
12.9
Inverse functions
6.4
54
12.11
Roots
6.7
56
12.13
Convex functions
108
108
110
110
112
114
13
Integration
119
13.1
Area
119
13.2
The
64
13.3
Some
121
13.9
13.16
Riemann integral
More properties of the
6.12
6.20
6.23
Functions
57
60
61
7.11
Inverse functions
64
66
68
68
7.13
Bounded functions
70
Limits of functions
74
7.1
Notation
7.6
7.9
Combining functions
13.31
124
127
129
132
134
14
137
137
140
14.6
Logarithm
Exponential
Powers
15
Power series
143
15.1
Interval of convergence
143
15.4
Taylor
15.7
145
147
16
Trigonometric functions
150
16.1
Introduction
150
13.19
13.27
14.1
8.1
74
74
120
integral
14.4
Improper
integral
integrals
8.2
8.3
/(x)^/as:c-*
8.6
Continuity at a point
8.8
8.11
Properties of limits
78
79
8.16
81
8.18
Divergence
82
Continuity
84
9.1
84
16.2
9.7
Continuity on an interval
Continuity property
86
16.4
Periodicity
151
153
10
Differentiation
91
17
156
10.1
Derivatives
91
17.1
Stirling's
10.2
Higher derivatives
92
17.3
10.4
More notation
93
17.5
Properties of the
10.5
95
10.12
Composite functions
98
18
Appendix
75
77
141
series
formula
gamma
function
156
157
158
161
100
11.1
Local
11.3
Stationary points
101
11.5
Mean
11.9
Taylor's theorem
102
105
value theorem
100
body of the
text.
Solutions to exercises
172
251
Notation
253
Index
255
PREFACE
This
book is intended
calculus
as an easy
would do better
to turn to
An
effort has
with 'bread and butter' analysis on the real line, the temptation to discuss generalisations in more abstract spaces having been reluctantly suppressed. However,
the need to prepare the
way
mind.
It is vital to adopt a systematic approach when studying mathematical analysis. In particular, one should always be aware at any stage of what may be
assumed and what has to be proved. Otherwise confusion is inevitable. For this
reason, the early chapters go rather slowly and contain a considerable amount of
material with which
many
readers
may
already be familiar.
To neglect
these
The
is
more
to be learned
To
all
the exer-
mark
are well
worth
attempting.
The
final
of exercises
little
book and
illustrate
some
re-
This book arises from a course of lectures in analysis which is given at the
London School of Economics. The students who attend this course are mostly
not
IX
specialist
is little
Preface
classes.
have found
it
in
some
REAL NUMBERS
1.1
Set notation
thirty lectures.
so
would
like to
whom
learned
we
say that
x belongs
to
S and
is
an
write
xes.
'Buffy' Fennelly for her patience and accuracy in preparing the typescript. Finally, I
set S,
elements.
listing its
We
use the
notation
July 1976
K.G.B.
A = &1, >,,*}
whose elements
numbers
\, 1
\Jl, e
and
it.
Similarly
B =
{Romeo,
Juliet}
is,
Romeo and
Juliet.
sets
in the set.
For
C =
{x
> 0}
D =
real
If
is
> 0')
x denotes
a variable
is
numbers, then
{x
This
that
of all
x such
{y y loves Romeo}
all
numbers. Similarly
x2 +
0}
0.
real
numbers x such
say that
5 is
that
x2 =
a subset of
T and
write
set
Real numbers
Real numbers
SCT
to assume
and to some
if
ofP are
is
QCP.
is
an
these.
The
sets
A C Cand
B,
C and D
(presumably)
Arithmetic
1.3
not one of
BCD.
The
first
assumption
is
numbers
satisfy
all
is
The
1 .2
set
of
real
numbers
It will
may
which extends
indefinitely in
real
numbers
as being
we may measure
makes no
sense at
We
have
In particular,
all.
it is
the
understood
n/2
-2
The
of
set
all
real
numbers
will
The
table
below
1,2,3,4,5,.
.
.-2,-1,0, 1,2,3,
real
numbers
are rational.
to
first
in so far as it goes.
It is
as
between
real
numbers and
numbers a and
>b
(a is greater than b)
(ii)
=b
(a equals b)
(iii)
<b
(a
<b
is
than b).
less
as
-K0; -3<-2.
is
the statements
are
(iv)
a~>b
(a
is
(v)
<b
(a
is
less
up
this
about what our assumptions are. We shall then know what has to be
proved and what may be taken for granted. Our most vital assumptions are concerned with the properties of the real number system. The rest of this chapter
and the following two chapters are consequently devoted to a description of the
stage,
clearly be
be treated
following inequalities.
There
all
real
Not
inequalities
(i)
Observe that a
it
..
Rational numbers
(or fractions)
must
exclusive possibilities:
Elements
Natural numbers
Integers
it
manipulation.
We
real
but
distin-
U.
Notation
Inequalities
1 .4
.
their
Subset
be denoted by
a great deal
that
To
clear
We
confusion,
>0\ 3>2;
we note
>
1;
2<3; -1 <0;
all
true statements.
-3 3.
inequalities.
From
these
Real numbers
Real numbers
>b
may be deduced.
and b >c, then a >c.
Since
> 0,
x+y
(x
+y)~ 1
>
(example
+ y)'
We
.6).
to obtain
y-x>0
x<y.
i.e.
we could prove
(Alternatively,
is
If
<b +
Example
/Voo/
It
If a
> 0, prove
_1
that a
-1
> 0.
= O.a =
(since then
This
that a
1).
>
but that a
-1
< 0.
But
a
_I
<
is
that, for
that
any
>y
which
e>0, a <b +
e.
is
a contradiction.)
Thena
<fc.
when
= b a. Thus
a<a.
a contradiction.
is
this inequality
through by a (since a
> 0).
which
<
was
Therefore
is
the
is
to'
symbol
G and also
It
should be
Greek letter*/'.)
Exercise
1.8
false.
Hence
0.
-1
Hence
<0.
= a"'.a<0.a =
Proof Assume
Hence a < b +
e.
carefully distinguished
we can multiply
rule III
(i))
a<b.
By
follows (as in
a<b + (a-b)
and so
7.5
Assume that* 2
as follows.
it
Example Suppose
1.7
>y
x > y. From x
(ii)
false.
Hence
(1)
>0.
If*
is
any
real
>Q.
If
0<a<
andb
> 1,
prove that
(i)0<a 2
Example
1.6
If
Proof We have
to
show two
things.
(2)
<a<l
(ii)
>b>
I.
IfZ>>0and>0and
B'
Multiply
prove that
x <xy.
Similarly
xy<y 2
But
We now
(3) If a
now* 2 <y 2
(ii)
to
<
~b
>
+A
+B
ft
added).
follows from rule
assume that
<y
2
y -x >0
x2
<y
(rule II),
I.
and c
< bA
(y~x)(y + x)>0.
Deduce
that
A
B'
> d, prove
If, also,
< y. Adding x 2
obtain
(4)
Show
that a
+c>b+d(i.e. inequalities
that ac
though
a>Z>andc>d.
i.e.
can be
we
ali
(i)a-c>b-d
(1)
may
fail
to hold even
Real numbers
Real numbers
there
<>1
no ambiguity about
is
means
'y/y or
-y/y.
The genera] quadratic equation has the form
ac>bd.
(iii)
(5)
(6)
ax
What happens
where a
Roots
It
Let n be
a natural
For example, x
y =x".
y>0 there
y =
is
will
+ bx + c =
real
>
one
b
number system
is
= 0.
We
obtain
4a 2 x 2 + Aabx + 4ac =
a<x<b.
1.9
if
{lax
+b) 2 -b 2 +4ac =
(2ax
+ b) 2 =
-4ac.
real solution if
4ac =
and two
solutions if A
real
if
4ac < 0,
4ac > 0.
- 4ac)
If
- 4ac > 0,
2ax+b =
such that
y/(b
-4ac)
2
y/(b -4ac)
-b
x =
x".
2a
(Later on
we
shall see
how
this
property
the theory of
2
The roots of the equation ax
continuous functions.)
If
x = y Un
is
which
denoted by
satisfies the
equation
y =x
n
is
called the
vention,
2,
we
= y xn
Note
are,
If r
If
is
= (y m y ,n
we can
Y =
u
v
-b +
is
also write
defined for
real
all
then
r is
therefore define
ax 2
+bx +
y -ax 2 + bx +
values of x,
= a(x-a)(x-p).
formula,
this
all
we can
c.
a positive rational
r
and hence y~
is
defined.
'
y = ax 2 + bx +c
y by
rational
numbers
r.
it
follows that,
(The definition of y
if
when x
y>
is
0, then
a<0
an irrational
1.11
1.10
is
solution by y/y.
The negative
solution
is
therefore
A nice
Example
described above
Quadratic equations
If j>
= axJ - bx + e
7^
number must
2a
fl>0
We
y/(b
~
a negative rational,
y>
whose square is y. The positive one is y/y and the negative one fcy/y.
The notation y/y means 'y/y or y/y'.
If r = m/n is a positive rational number and y > 0, we define
r
and
bers
-b-y/(b -4ac)
a =
2a
it is
are therefore
It is
When n =
+ bx + c =
application of the
a2
. .
,a andZ>i,Z 2
,fe are
any
real
numbers, then
the positive
(a,6,
+a 2 b?
Bnh? <
(i
a\
...
a n ){b
+b\
b n ).
/?ea/
<
(a
(a?
x+b
(a 2
a n )x
= Ax 2 + 2Bx +
Since
Ax 2 + 2Bx + C =
x+b
+
2)
2ia.br
...
a n h n )x
(b\
is
1.13
for all values of x,
it
1.12
Irrational
sum
this.
numbers
.2
process of marking
mark
what we had
one side of a
+ b 2n)
B 2 <AC
which
2 (or
-4AC<0
(2B) 2
+ (a n x+b n ) 2
...
C.
y = Ax + 2Bx +
i.e.
numbers
Real numbers
to prove.
the integers.
Exercise
(1)
Suppose that n
a-"
=y
has
solutions
no solutions
y > 0.
if
iUtlLM
and two
2'3
(ii)27"
> 0, z >
4'3
and r and
(iii)32
s are
But our assumption about the existence of nth roots renders this view untenable. This
(3) If y
-1
if
(OS
tt
is
satisfies
x2 =
2.
a positive real
it
num-
would
form
in the
6/s
.
x =
ing:
where
()
r+s
= ff
(ii)
>
rs
= (yj
(yzj
(iii)
= fz\
(5)
and so
m2
// are defined
g,+g 2 + ...+a
Deduce from
the
andb
Minkowski's inequality,
,b 2
a2
<
,b n
beany
that
real
>,al
k
=i
Hn < A.
numbers. Prove
then
1/2
*:#
t=i
is
even. (If
= 4k 2 + 4& +
Thus n
This
is
is a
= 2k 2
which
is
We may
therefore write
even.
We
contradiction and
it
follows that
x cannot be
and n
are divisible
rational,
i.e.
by
2.
\/2 must be
Of course, \/2
is
i.e.
1/2
(^ + b k y
n\ai
Cauchy-Schwarz inequality
--
4k 2 = 2n 2
by
III.
+ -+... +
H-' =
is
n
_
In 2
m = 2k + But
m = 2k. Hence
1). It
follows that
many
others. But
irrational
irrational
number is
in this
it
way.
It is
form
all
Real numbers
10
Real numbers
+ a x x + a2 x 2 +
+ a n x" =
\a+b\ 2
11
+ bf =
{a
of this book.
\a\
<
\a\
\a\
Modulus
It
Suppose that x
a real
is
is
+ b\ <
\a
|o|+
=
1.14
+ b2
lab
+ 2\ab\+
2ab
\b\
\b\
2\a\-\b\
(\a\+\b\)
(theorem 1.15)
\b\
(theorem 1.16)
2
.
.6) that
\b\.
defined by
1.18
Ay
>
\c-d\
1*1
-x
Proof Take a
a + b =c and so
< 0).
(x
|c|
Thus
|3
It is
3,
=6
141
and
= 0. Obviously
|0|
x =
|
>
|*|
for
all
s/x
(i)
.
(ii)7
1.15
\ab\
or x
<* =
(1)
|x|.
In
real
(2)
Prove that
(3)
s/((abf)
y/(a b
2
)
sj(a ).yj(b )
\a\.\b\.
1
is
may
is
>
=
|*
y\. Show
d(x,y)>0
(ii)
d(x,y)=d(y,x)
.12(6)) with
We
is
.6.]
that, for
numbers x undy
real
is
defined by
sy/2
(5)
For any
real
numbers a and b
irrational unless^
Suppose
2
0.
a=0,b and
|6|.
+ bx+c =
are
\a\+
\\c\-\d\\.
(i)
>
(triangle inequality )
+ b\ <
+3=4.'
ax
\a
Theorem
|a|
1.1 7
+ \c-d\.
\d\
Prove that
\c-d\
numbers a and b
\a\.\b\
d(x,y)
\b\
= |-1+3|<|-1|+|3| =
[Recall that
|a|+
Then
Exercise
1.20
>
<
b\
numbers:,
<x<|x|.
Proof Either x
1.16
real
= d and b = c d in
Example
1.19
values of*.
\a
numbers c and d,
|c|-|d|.
(x>0)
real
all
where
rational
r
and s
numbers and
that
a=
+ s\/2 is
root,
Proof We have
t (6)
Prove that
are irrational
numbers.
(3
= r s\/2
is
also a
13
Continuum property
A similar lesson is
method of exhaustion.
CONTINUUM PROPERTY
and
larger regular
Ai,A 2 ,A 3
Achilles
2.1
and the
When
feet.
advanced a
bit,
say
where the
Achilles
is
is
to
little
bit
more, say
The
area
circle to
be
of the circle
is
**
A<
The discussion of
numbers x ,x
paradox
is
feet,
where x
+ x u x + x x2
y
is
.'.
number
Zeno's argument
number of smaller
line
By taking
for a large
number
enough value of n,
approximation to
-n
as
he chose.
number system.
It
would, after
new assumption
all,
had no
making
be most
area.
We
shall call
to resolve this
2.2
unsatisfactory
as close an
.'.
.
m*
>
x,
A
The simplest way
Note that this method again depends strongly on the existence of a smallest
real number larger than all of the real numbers Ai,A 2 ,A-$,...
>
A 2 ,A 3
value of A n
tortoise after
given a
larger than
-*
circle
feet. Achilles
tortoise
race a tortoise. Since Achilles runs faster than the tortoise, the tortoise
start
method
the
terminology.
which
is
if
i.e. if,
number H
some //,
for
x<H
Formulated
in this
This solution, of course, depends very strongly on the existence of the real
12
real
number
larger than
all
of the numbers
for
any x
e S.
The number H (if such a number exists) is called an upper bound of the set
A set S of real numbers is bounded below if there exists a real number h
S.
which
is
less
15
Continuum property
Continuum property
14
for
i.e. if,
B<H.
x>h
Similarly, if S
any
is
a lower
that, given
bound b such
for
\H
some h.
xGS.
number
The number h
(if
A set
which
is
such
exists)
is
called a
is
just said to
b>h.
set S.
be
bounded.
Proposition
2.3
exists a real
number K such
any
if
and only
if
there
Examples
2.5
<K
|jc|
for
bounded
that
xG S. (This
is
easily
.20(1).)
bound
smallest upper
bound of the
of the
(i) The set {1 2, 3} is bounded above. Some upper bounds are 100, 10,
The
4 and 3.
set is also bounded below. Some lower bounds are 27,
and
(ii) The set {x
< x < 2} is bounded above. Some upper bounds are 100,
10, 4 and 2. The set is also bounded below. Some lower bounds are 27,
and
set
set {1,2, 3} is 3.
{x
< x < 2}
is
The
2.
largest
The
lower
largest
lower
is 1
The
(iii)
Examples
2.4
The
(i)
{x
> 0} has
no upper bounds
at all.
The
largest
lower bound
{x:x>0}is0.
set
1.
(iii)
The
{x
set
H+
If
H>
Some
lower bounds
and
Property,
is
proposed as an upper
non-empty
If a
it
:x> 0}
is
B =
bounded below.
will
bound
is
B such
non-empty
that, given
We
write
sup
is
some-
or
sup x.
which
set
is
and write b
inf
a largest lower
bound
b.
We
call
or
inf x.
Sometimes you may encounter the notation sup S = + . This simply means
that 5 is unbounded above. Similarly, inf 5 = means that S is unbounded
below.
2.7
set S.
xGS
Continuum Property
Every non-empty set of real numbers which is bounded above has a
smallest upper bound. Every non-empty set of real numbers which is
bounded below has a largest lower bound.
if
0.
Thus,
is
i6=S
supremum of the
Similarly, a set
We now
set
2.6
set
which
is
S and write
S. If
= min
S.
M, we
call
m, we
call
m the minimum
of
Continuum property
16
It is fairly
and
its
obvious that,
bound
smallest upper
A common
error
is
M.
Tlius,
is
maximum
always the
S has
if a set
of the
However, some
set.
sets
bound of a set S is
are bounded above
These are the bounded intervals (classified by whether or not they have a
maximum and whether or not they have a minimum). We also need to consider
the unbounded intervals. For these we use the notation below.
which
maximum.
(See example
2.8(a).)
Examples
2.8
The set {l
upper bound. The set
(i)
maximum
3} has minimum
2, 3} has a
{l
2,
3 and
this
is
equal to
its
and
this
is
equal to
its largest
The
largest
{x
set
hand, any x
set
because
it
set.
On
the other
is
The
set
{x
The
set
The
{x
set
is
However, {x
larger than x.
:
:x>d)
(-,b)
= {x:x<b}
(-,b]
= {x:x<b}
(,)
W//W////7W
/y////////////7\
this
of the empty
(why?). This
is
equal to
its
2.10
largest
In
> 0} has
(1)
it
Its largest
lower bound
is
0.
(2) If %
is
a real
[a,b]
the intervals
real
16
[1,2)
number and 5
5).
does
down
= {x:a<x<b}
= {x:a<x<b}
wmm
(a,.'
[a,b)
= {x:a<x<b}
(a,b]
= {x:a<x<b}.
is
bounded above. For those sets which are bounded above, write down
three different upper bounds including the smallest upper bound.
Decide which of the sets have a maximum and, where this exists, write
its
value.
(iv)(3,)
b)
of all
(i)(0,l)
(a,
We
Exercise
every
set
call
and the
largest
Intervals
and
set
{x:|-x|<S} = a-S, +
2.9
numbers) fall
(a,6),(a,)and( ,b)open and the intervals [a, b], [a, ) and ( ,fe]
closed. (The intervals [a, b) and (6, a] are sometimes called half-open.)
Of particular importance are the closed, bounded intervals [a, b] We shall
then
{x
{x
V7/////////'y/7//7/7////y,
lower bound.
(iii)
x >a}
[a,)
call
element of the
{x
x+2
y =
element of the
(a, )
smallest
lower bound.
(ii)
17
Continuum property
(ii)(-,2]
(iii)
{-1,0,
mum'
2, 5}
< <
(6)
Show
that, given
minimum.
;'
another
Continuum property
2.11
We
(3)
some others
list
as exercises.
Suppose that 5
2.12
Proof Let
non-empty
set
Then
B is
the smallest
number such
that, for
sup x.
.*es
is
% sup x.
B = sup S.
is
( x)
inf
is
sup %x
any
d(S,S)
inf
|$-*|
iS
x<ES,
x<B.
and the
Let 2"- {#*
(i)S
(5)
(ii)
number such
that, for
any
and
y&T,
(6)
y<C.
Since
> 0,
it
follows that
any
for
that
bound
for S.
S.
But
5<C.
We
2.13
C< |5 and
also that fi
< C. Hence \B = C.
Exercise
(1)
Suppose that S
sup
is
S is bounded
that
sup (x
*S
that
S C
S. Prove that
< sup 5.
+ ) =
sup x
iS
%.
is
any
real
number. Prove
S, prove
is
for
which d(, S)
S and Tare
bers in
Thus
num-
implies that \
j-
G /.
^/can
# is
= (0,l)
= (2,3).
that d(|, 5) = 0.
(iii)
If/
Now
(iv)S
the smallest
number
but G" S.
If 5 is bounded above and % = sup S, prove that d(|, 5) = 0.
Deduce that the same is true if 5 is bounded below and = inf S.
for
"I"
real
(ii)5
1,2}
{0,
If
(i)
between the
sets
(iii)S=[l,2]
is
19
Continuum property
18
all
necessarily intervals.
rational
numbers
in /
The
set S, for
and the
set
example, could
T of all
irrational
num-
/.)
21
Natural numbers
for
all
Hence the
bound
foJ.
set
is
bounded below by
We
0.
is
Suppose that
NATURAL NUMBERS
n'
/;
ft"
S.
Introduction
3.1
we explore some
In this chapter
implications of the
It
Thus
bound
for S.
for
each n
M,
is
is
Then,
fol
Note that
Continuum
a lower
is
>h.
>
bound
for S.
Theorem Every
3.5
be explicitly stated.
set
is
mini-
mum.
Archimedean property
3.2
Proof For this proof we need to assume that the distance between
numbers is at least 1
non-empty
set of natural numbers. Given that all natural numbers
be
a
Let S
are positive,
is a lower bound for S. By the Continuum Property, it follows
that S has a largest lower bound b. Since b is the largest lower bound, b + 1 is
not a lower bound. Therefore, for some SS,
distinct natural
Theorem The
3.3
set
is
M of natural
numbers
is
unbounded above.
is
n
If n
wj
is
the
e S,m<
N,
>B-\
n+
But then n
is
is
minimum of S, there
n.
M. This is
unbounded above.
set
Example Prove
5 =
is
{-'
fsj
which
is
a contradiction.
is
3.6
some
< n m <
Does S have
maxi-
1.
Exercise
nl :e
is
largest
>0
smallest
upper bound
mum?
lower bound
(2) Let
0.
are
all
positive,
X>
S = {X :n&U}
o
is
unbounded above.
BX~
20
If
nothing to prove.
an
(1)
:neN}
is
<m< n < b +
s =
3.4
We
Hence
>B.
<b +
that, if
0<x <
1,
then the
Natural numbers
22
set
T =
is
{x
:nGN}
bound
0.
last part,
(6) Let a
a < %
<
<
ment S n
< r<
Show
bounded and
= 2 =1
= Sn + (n +
l)
\n(n
1)
l)(n
+n+
(n
1)
1)
2)
satisfying
as required.
The
result
now
Example The
3.10
real
follows by induction.
number
An =
(at
n
+a 2 +
an)
will
The
below
principle of induction
how it may
Theorem
3.8
Suppose
is
an idealisation of
this
simple notion.
We show
is
the arithmetic
positive, their
number n. Suppose
of induction)
each n
The
P(n)
is
P(n)
Then P(n)
Gn <A n
1) is
.
P{n)
is
We want
false}.
m
the minimum of S. Thus m
P(l)
is
true,
(fc
S.
,a 2
1/n
.
if
is
a natural
number
S=
defined by
true.
is
is
(a,a 2 ...fl n )
Gn
also that
true, then
is
geometric mean
Gn =
(i)P(l)is true
(ii) if
is
= & +
number
...
1).
have
+2 + 3 +
1).
that
Sn +
is
\n{n
\n(n
Principle of induction
3.7
it
.+ =
show
m>an.]
Proof Let S
(4)
+2 + 3 +
nN
3.9
n
23
Natural numbers
Hence
=fc 1
1
(ii)
to prove that
it
follows
Therefore
S and
so
P(m
number. But
is
is
a natural
1)
is
true.
m $ S which
is
is
(ii) If P(n) is
The
We
diction.
This
2+i
true,
is
1/2
,a n
2
)
Now,
-at 2yJ(a
a2 )
a2
<Ki+^)-
simply P(2).
_ 2m. We
P(n 1) is true.
by backwards induction.
a contra-
numbers at, a 2
true, then
(i)
positive
We now show
that
P(2
n
)
implies P(2"
').
Let
m = 2". Then
have to assume P(m) and try and deduce P(2m). Since P(m)
is
24
Natural numbers
Natural numbers
...a m ) l "n
(a 1 a 2
<-(a +a
1
Deduce
25
any
that, for
real
numbers a and
a m*\ a m+2
and
<
a 2m)
~~
(a
m + 1 + "m + 2 +
+ 2m)-
(3)
A polynomial P(x) is an
=
P(x)
true.
is
If
(a,
+ am
1/m
}" 2
P{)
..a 2m )
V2m
<
(a,
<z 2
4-
We
is
is
We now show
true
) is
that, if P(n)
is
true for
is
.+ ab"' 2 + b"' 1 ).
0.
all
A: is
= (x - %)Q(x) where
2-
2,
are
= P(% n ) = 0, prove
that
constant.
= 1.2.3...n
and 0!
1,
we
define
n+1
and
said to be of degree n.
is
a polynomial of degree
is
= k(x-^)(x-$ 2 )...(x-U
where
/'(2/m).
true.
polynomial
Hence P(2")
(ii)
P(n)
P(x)
+a 2m )
2ffi
which
a"' b
+ aix+a
= 0, the
degree n
Thus
true.
an
distinct real
a2
+ a^iX"' +
a
+...+a 2m
+ m+1
m
(ai
b,
Hence
{(flia2
anx
(r=0,l,2,...,ii).
|^J
r\(n-r)\
Then
Prove that
{(hai ...an .t
Gn -
^ai+a 2 +
<
yvnn
+ a_, + G_i
...
+l
(r=l,2,...,n).
r
--]
MM / (H-lMn-l+Cn-1
Using
this result
ft
theorem
Gn _,
ThusP(n
{a
</!.,.
in the
+ bf =
a"
y.
form
+ na"'
^^
a"- b
+ b"
l)is true.
a"- b
r
.
V
3.11
(5)
Exercise
by induction that
(1) Prove
&2 =
2
l
+ n 2 = in(n + l)(2n+I)
(6)
nGM
then P(n 1)
true,
is
unbounded above
Suppose that <
A3
3
l
+ n3
l)
(2)
*
fe=o
fe
1+x+x
if
l-x n+1
1-as
true.
nGM,
jc
-y
SM
= 1,
+ ...+*"
is
nN.
AT""
that
is
(exercise 3. 6(2)).
I=
fe
is
(ii) if P(n) is
n
(i)
P(2")
1/n
-/'" < YX
|
1 '"
\x-y\.
[X, Y].
27
Convergent sequences
CONVERGENT SEQUENCES
It
infinity'
it, it is
Two
as n
-(-!)"
_ _,)1 =^a-(-r).
(
xn
as n gets larger
gets closer
and closer to
\.
We
closer
and
closer to
n tends
to
it
means
to say that
xn
-> I
-* .
When
fly
back and
for-
ward between the bulldozers at a constant speed of two miles per hour, vainly
seeking to avoid his fate. How far from his starting point will the unfortunate
insect
+ (-|f-*}
This idea
bulldozers and the bee
)+(-)*+...
("
zero and so
The
li
3 ll
How is
4.1
!{1
4.2
Sequences
A sequence may
More
precisely,
to each natural
be crushed?
be regarded as
a list
of numbers Xi,X2,x 3 ,x 4 ,
the sequence.
The notation
fef"
fe#
fr^S
4.3
This riddle
is
when
flight
will
it is
quite obvious
xr
(iii)<l>
(v)
1
oo<- >=
i,...
1,1,1,1,...
(iv)(2
The sequence
The
first
2Y n
l+ x
few terms
(n
by *i
= 2,3,4,
n
>
i,|,
M..
2,4,8,16,
2 and
...).
n. r
are 2, i. 12.
I>
2
3
4.4
Definition of convergence
in general.
26
X "~
n th landing. Then
xv 2 - 2_2
3
9
and,
= -i,+ i,-i, +
same speed, this will happen halfway between their starting points.
The answer is therefore one half mile.
Let us, however, take up the role of the riddler's victim and examine the
flight of the bee. Letx denote the distance the bee is from his starting point
his
Examples
(i)<(-ir>
embark on some
travel at the
when he makes
2(i)"
is
satisfied.
to the limit I if
and only
if
the
Given any e
\x n
write
-l\<e.
xn
<e.
'"
But
We
29
Convergent sequences
Convergent sequences
28
lim
* or
as n
'"
/.
-<6
It
x 2 ,x 3
may
approximating
-*
as
i.e.
But
problem.
We
1/e.
n>N,
-* <*>.
n>N
= e
-<e
i.e.
l+ p.
i.e.
We
<e.
n>N,
n>6
<e.
For the value of e indicated in the diagram,
definition
isN=
\x n
6.
>6,
It is
-l\<e.
l\
N depends on e,
i.e.
for each e
>
we
use a
N are entered in
> 0, we can
Some
different N.
N in the
0-4
2-5
0-1
10
0000 001
is
4.5
Example
1
+ -*
as n -* .
Proof Let e
>
be given.
Some
authors
n>N,
be a natural number. This makes the defimore elegant but renders examples like that above
marginally more complicated. If we wanted A' to be a natural number in the
example above, we could not simply write A' = 1/e. Instead we should have to
choose
to be some natural number larger than 1/e.)
(Note:
We must
find a value
of ./V such
that, for
any
000 000
Convergent sequences
30
Let Af be whichever of
Exercise
4.6
Prove that
(1)
31
Convergent sequences
>N, both
and Af2 is the larger, i.e. A' = max {A^, A^}- Then,
and (2) are true simultaneously. Thus, for any
inequalities (1)
if
n>N,
r-fc4i
n-"~ \n 2 +
1
\(x+yn) -(/
+ )! =
<
(2)
-*
as n * .
Given any e
Xx n
(triangle inequality)
e.
4.9
Example Prove
-> X/ as
what value
of A' is appropriate to any given value of e > 0. But this is by no means always
the case. It is therefore natural to look around for some shortcuts which will
enable us to determine whether a sequence converges (and what its limit is) withfairly easy to decide
it is
m\
\y n
(I
.?-
any n
In the
l\
\x n
+ (y n -m)\
that, for
4.7
-l)
<\e + \e =
n
(3)
\(x n
that
- 3ra
2
5 3 + 4 -2
2n
Proof We write
2n 3 -2n
2-3/T2
5n + 4n 2 -2
+ 4-'-2 -3
2-0
2
= as n -* .
+ 0-0
5
out our having to indulge in the painful process of appealing to the definition.
In this
4. 8
n *
results
and
let
X and
/j
be any
Xx n + ny n -*Xl +
(i)
x n y n -* Im
(ii)
-*
(iii)
as
yn
as
real
of
The supporting argument is as follows. It is obvious from the definition of convergence that 2 -* 2 as n * . From exercise 4.6(2), n' 2 -*
as n * . Hence,
this sort.
* / as n -* and y n -*m
as
[xm as n -*
The
at this stage.
Readers
who
Let e
and
>
Similarly,
be given. Then |e
(ii)
and
any n
4.8(iii).
(i)
as n
* ,
can find an
-m\<\e.
it
-*
as
Uy n <x n <z n (n =
<^: n > is
Proof For
we can
\x
1\
<eis
this
true if
as
and
then
proof it
and only
i
->-
.),
<>> n >
l-e
n>N
>N U
* .
(1)
A^
1, 2,
once
that, if x n -*
follows that
thatz n -Z as-*.
->l
> 0. Since x n -*
Theorem
4.10
(iii)
-l\<\e.
we
\y n
exercise 4.6(3)
from proposition
the theory of the exponential and logarithm functions has been developed.
-+
5 as ->">=.
rn
aSH
2as-".
Similarly,
-*
4.8(i),
2-3w"2 ^-2-3.0 =
numbers. Then
The proofs of (ii) and (iii) can be found in the appendix. These proofs are
somewhat technical and we prefer not to hold up the discussion by presenting
them
by proposition
7
I.V-/I
(2)
if/
is
e<x</+e.
/
and
<z n>
32
Convergent sequences
Let e
>
be given.
We
have to find an
-l\<e.
\x n
Since y
-* I as
n
we know
-> ,
But
-I\<e.
Similarly, since z -*
as
>N, both
and
inequalities (3)
A^
is
the larger,
>N2
i.e.
TV
= max {JVj.A'j}.
for
e<z n </ +
Then,
Hence
<x <z
(n
.).
xm *
Hence x n
-*
have found
a value
of A' (namely JV
x 1,n
Hence
as
Then x n
-l\<y n
n
->
<
* , by
0<x
\x n
< yn
y n ->
1\
equivalent to
is
as n - 0
and
+ _y + /
y n < x n < + yn
/
as
->.
a n _, and a
xr =
as
= .*.
Then G
= x 1/n and>4 n =
(n
+ *)/
1
< _A _iy
X =y =
that
|.v|
< 1. Prove
>
Then
1/n
-l <-(x-l)
as n
Hence
1
4.8(iii).
that
- .
Monotone sequences
A sequence
+ nh + 2 n(n *
<
Cc>
(!+/?)"
Thus
* .
+1
4.15
..
TVoo/ Write
.
- \ as
-> .
theorem 4.10.
Example Suppose
x"
and hence x
by proposition
4.72
that
-*
and that
+ .
as
(=l,2,...).
xn
> 0. Prove
-* .
-* I as
as
1.
Assume
\x n
( J)"
->
4. 1 2,
(Alternatively, take
4.11
In the
as
i/"_!
i.e.
I
fl:2
-l\<e.
\x n
-* .
/>oo/
1
\xl\<e.
that,
as
Example Let x
>N,
(x-l)/n +
> 0, we
for any n>N,
.).
any
Given any e
1,2,..
the sequence
i.e.
By example
1, 2,
(=
-*
e.
<
if
4.74
But_y
Example
4.13
l-e<y n <l + e
/
\x\
n>N,
and
-Q\ =
as
x"
(4)
-* , there exists an
-l\<e.
\z n
1/rt ->
(3)
n>N u
\)' n
33
Convergent sequences
\)h
.+h"
nh
x n+l >x
(n
is
increasing
l,2, ...).
if
then
34
Convergent sequences
is
decreasing if
Xn+l <X
*S
Convergent sequences
is an upper bound for the sequence. Hence x
n>/V,
any
Thus, for
Also
(rt=l,2
).
< B (n =
1 ,
2,
.).
B-e<x n <B.
B-e<x n <B + e
\x n
i.e.
-B\<e.
have found an Af such that, for any n
e>0, we
Hence x n -* B as n -*
Given any
>N,
\x n
B\<e.
<*>.
(.v., >
sequence Oc>
decreasing
if
xn +
strictly increasing if x n +
is
< x n (n =
sequence which
(v
increases
is
2,
decreases
> x n (n =
2,
.).
It is
strictly
.).
is
called
monotone.
Example
4.16
The
The
The
The
(i)
(ii)
(iii)
(iv)
sequence (2">
sequences (n~
sequence
(1)
is
strictly increasing.
and ( n)
is
are
both
strictly decreasing.
sequence {( l)
n
> is
not monotone.
It is
decreasing.
Examples
4.18
(i)
4.17
theorem 4.17
Theorem
(i)
If <.x)
is
increasing and
it
converges to
it
-l
its
If <*>
is
it
converges to
its
(ii)
We must show
Let e
>
that
xn
-*
be given. Since
B as n -* .
B e is not an
largest
x>x N >B e.
<x<
If
as
-*
<*>.
and
is
Thus
4.19
((]
lower bound
>B-e.
sequence
xN
as
largest
lower bound.
B.
follows that
it
for
any
n>N,
We
first
+-')">.
show
Then
a2
a n -\
= +
1
0"
and a n
36
y"- i
i
x
^
<
-in +
(^-ixi + (/2
"
[j
(4)
+i
Hence
1
<ll+4l
n-1
1-2,3,...)
n(n-\)(\ U
SI-
b "l?
-2i-h+
'
(5)
1
x"\<\N a +* liV|
x
M;
<I + 1
<
2!
3!
+ aT 1 )"}
ial
n\
1/n
>
the binom-
-^Hl<n.
..
+ -^r,
_1
(because 2"
Therefore h n
as
-* .)
<!)
+2(1- an < 3.
is
4.21
Some
4.22
Theorem
.)
A sequence
Proof Suppose
Then
that
xn
-*
as n -
and x n
= \l-x n +x n -m\<\l-x n +
\
->
-m\<e +
\x n
be
2e
(triangle inequality)
Prove that
provided that n
n3
Sn
2n3
<
-in*--.
||/
4.23
[x+x \
+ xn
lim
Draw
of*.
we need
Let e
1)
y/n ->
as
i.e.
.7 it
follows that, if
x n <b(n = \,2,..
Kx n <b(n=
only prove
), then
1,2,.
.),
< b.
then
-x >-b (n =
(i).
-* .
i.e. l
= m.
(ii) If
from example
|/
Proof
a graph
(i)
exists.
is
(3)
example
theorem that
|f |
(2)
[Hint:
(1
Exercise
(1)
B>3.
given.
4.20
for
the sequence
Hence prove
4.19.]
as n -* .
Vn decreases
)
r!
+-+-^+
tz? =
that ((I
'(6)
+ +...+l
= 1+:
Hence
nl
a n
Hence show that n x +
H H)h1
"
(n>N).
- -l\
> N).
Deduce that x /n -* as n -* .
Let a be any positive rational number and let \x\ < 1 Show that there
a+1
|l < 1. Deduce that
exists a natural number N such that (1 + 1/A0
'l\
(n
(N-l)l \N
n\
n-N+l
x"-
^<
,+
37
Convergent sequences
Convergent sequences
l-e<x n <l+e.
that, for
any
n>N,
1, 2,
.).
Hence
38
Convergent sequences
> a (n = 1 2,
Hence, given any e
But x n
.)
and
39
Convergent sequences
so, for
> 0, a < +
/
any n
x n >H.
From example
e.
1 .7 it
I.
to and x n
as n -* if,
for
any
4.24
and l/n
>
(n
l> a.
1
2,
.),
2,
.).
xn
it is
<-H
-*
But this
0>0.
4.25
Tiieorem
Any
Proof Let x n
(n
1, 2,
.).
< e.
1\
that, for
any
-* I as
-*
<*>.
We
II
bounded.
is
have to find a
^ such that
|jc|
<K
It is
\x
convergent sequence
In particular, this
true
is
exists an
when
1, i.e.
there exists an
such
n> JVj,
N
Ix-/I<l.
From theorem
|jc
.18
it
The
>A
now
result
K =
A
*,,->
divergent sequence
ooas->is
|/|
1}.
Example Let a be
4.28
Proof Let H
A divergent sequence
is
which does not converge. Any untherefore divergent (theorem 4.25). However bounded
a sequence
is
>H
n>H ila
n
i.e.
-* .
l(~
so
so
1 )"
1
< e.
is
l)
>
find an
1)"
as
the contradiction
and
>
be given.
We
and
that, for
any
= H Ua
A common
error
is
example,
then
xn
it is
if
xn
-* as
real
as
n-*
if,
combining con-
+ or .
and y n
For
* as
* ,
is
To press
2
the point home, we consider the example x n = n (n = 1, 2,
.) andy = n
(n = 1,2,...). Then x n -* as n * and y n -* as n -> , but x n - .y n "* as
->. Or, again, takex = (n + 1) (n = 1, 2,
.) andy n = n (n = 1, 2,
.).
the appearance of the totally meaningless expression
.
H>
as
wrong by
We
if -* +
that
But there are both even and odd values of n greater than
/|< e and | 1 /| < e. These inequalities must be true for any e >
/|
we obtain
number. Prove
diverges.
> 0, we can
a positive rational
n>N,
We
4.27
-*.
Divergent sequences
bounded sequence
<A" n >
said to oscillate.
follows if we take
n
4.26
x* asn
--
!,
(n>iV,).
:i< r.
b I-|/|<I*-/|<i
M<|l| +
i.e.
This time
jr n
y n -*
as
-* .
40
Convergent sequences
4.29
Exercise
(1)
Suppose that x n
(i) \x
(ii) \x n *
1\
(2)
->
|/|
as
as
SUBSEQUENCES
-*
-*>.
Suppose that x n -* /
that, for any n >N,
as
-+ . If /
> 0, prove
N such
xn >\l.
(3) Prove that
(i)
2"
-*
+ as n -*
(ii)
V"
""*
~~ as
"
"*
Subsequences
5.1
(iii)<(-l)"n> oscillates.
(4)
Let
jc
>0 ( =
2,
.).
Prove that x -
as
* if and only if
is a
<
nr
>
is
a strictly increasing
l/x n -*-as/! ^.
(5) Suppose that {x n ) increases and is unbounded above. Prove that
x n -* + as n * . If <x n > decreases and is unbounded below, prove
x n -> as * .
Let 5 be a non-empty set of real numbers and suppose that d{%, S) =
(see exercise 2.13(4)). Show that, for each n N, we can find an
x n GS such that | x n < l/. Deduce that n -> as -> .
If S is bounded above, show that a sequence of points of S can be
found which converges to its supremum. If S is unbounded above, show
that a sequence of points of S can be found which diverges to + .
that
(6)
is
called a
The
subsequence of < x n ).
first
\X r+i ) = ^2,^3,^4,
i-
'*3r
'
'*3r+S'
(X^r)
X2, Xn,
-Xg,
Xi6,
Roughly speaking,
obtain a subsequence
Al>
The
insistence that
<
It
means,
is
X \, X S, X \> X <)>
The
fact that
nr
This
is
easily
5.2
of (x n
>r
).
(r
is
1,2,
..
consequence that
.).
proved by induction.
Theorem Suppose
Then
xn
that, for
(n r )
-*
that
xn
<x r > is
subsequence
as r * .
Proof Let e
any n >N,
>
be given. Since
jc
as n -*
<*>,
41
'
42
*,-/!<.
any e
(namely
R = N) such
= Kx n + OX?)
Obviously
x n >0(n =
1,2,
\xF -l\<e.
Hence x
We know
Thus
5. J
terms tends to
converged,
-* .
We
be based on theorem
In
>
1 ,
x lln
then
bounded below by
"/*
By theorem
1.
But,
if
<( 1)"
Since
>
in
-*
(n
> 0, then x vn *
We
1
>
1 ,
2,
.)
What
we know
that
We
is
it
follows that
it
<*""> con-
we omit
subsequences of (x
11 ")
must
also tend to
its first
x n -* I
/.
>
\Ja.
By theorem
term).
<jc> decreases
and
From theorem
4.1 7
is
it
bounded below by
Va (provided
follows that
as
-*
What
5.2
is
we
also have
x n+1
-*
as
-* .
But
follows that
limit.
Thus
(because
>
\Jd).
xn +i = i(* n +
or
^n
)- > K'
+ '" )asn^ 00
,
But
>
and hence
i.e.
as n -*<
you thoughtlessly
looking at
2,3,...).
the value of /?
all
(n
Aln -*
Note:
1,2,...).
<
>
(n
1,2,...)
Now ^
and so
follows that
it
is
where
real solution.
as n -* .
> 0,
and
0.
>a.
as
_
= X (n+l-n)/n(n+l) _
= x 1/n(n+1) >l
decreases.
jc n+1
But further
i.e.
x n+l >s/a
Hence
,1/2"
+l
1,2,...).
Moreover
,n
5.2,
.).
x>l.
>
l/(n+l)
I/n;
limit.
that, if x
method. As
a different
'b
diverges.
5.2.
all its
Example
5.4
that the
in
in
+a =
x n2 -2x Ml x n
* .
as /
>0.
jc,
inductively
* +1
Example Let a
by
5.5
Lei
43
Subsequences
Subsequences
its
tried to evaluate
subsequences,
=+
1.
For example,
= kQ + al"
2
= a.
yJaoxl =
therefore shown that
Thus
x n -*
\Ja.
\Ja as n -*
But we
know
that
>
\/a.
Hence
\/a.
We have
44
Subsequences
5.6
let
>
by
x n +i = ttxn+ax-
Now
45
Subsequences
(n
1,2,...).
2 and*!
2x,
(x n
|x 4
-2x n y/a + a)
-V2|2V2
2V2
'
2x n
2jc n _,
2x n (2* n _,)
{x
with Xj
5.
P5<*i-vr.
(n=
1,2,
.).
it
xn
(2)
> y/a
Given that
-> 1
|<2
_6
p< 0-016.
xs
or
by
starting
'
(3)
If
>
and
xx
lies
'
1,
(*i-vfc)*
that
"
Prove that a
(2"-l)/(2-l)
show
where
c^-vr
2%Ja
most 0016.
asH-* 00
_1
l + 2+2 +...+2"
2
<
<
x n*l = x n
Hence
l* n +i-\/l
at
from y/2 by
\/2
<
/i
2x n (2x n 1 ) 2 ---(2x y
that Xj
obtain |x4
l/n
we assume
differs
Exercise
7
(1)
If
1)
2V2
(A better
M - Va)
V2(V2 -
= 2\/2
(V2-1)
\J2< 2 we
Hence x 4 = gg = 414
(2-V2
2V2
>
its
and
2,
.).
Show that (x n )
con-
limit.
(
xn >
defined inductively by
is
2y/a
i~ Va
2Va
= 2Va
We know
thaty
that, if
<
theny"
1 ,
->
as
that
xn
show
that
By theorem
5.2
it
follows
Two
y-i
2\/
xx
>
<,x 2n
>
and (x 2n -i
> is
increasing and
concerning <*>?
(4)
<1.
we have shown that x n -* V<z as
-* provided that \]a <x y < 3 \Ja. Of course we already know from example
5.5 that this was true under the weaker hypothesis that x > 0. However, the
already assumed that
'
Prove that both sequences converge to the limit / which is the posi2
tive root of the equation x + x = A:. What conclusion may be drawn
'
We have
l+xn
-*0asn-*.
Hence our argument shows
*n+1
\Ja and so
sequences
=
=
<
and
VCXn-lJ'n-l)
2,3,...)
x =
l
and
46
Subsequences
J.
(n
We
2,3,...)-
/,
2, 3,
where
.)
be any
<(l+yn-
real
< <
/
(Actually
'"
limits
+ xn' 1 )")
5.10
Examples
5.11
(i)
sequence
even terms.
1.
(ii)
i-$
V~7i
A more
bounded.
is
... of
sophisticated example
Bolzano-Weierstrass theorem
5.9
Every
set
{x n n
:
> N}
has a
maximum.
In this case
we can
3.
5.12*
section.
= maxx n
the
Sj
rn
>
whose
first
of
few terms
is
a rational
number between
and
Hence the
shall
However,
lim inf
n>n,
it
this
it is
here.
Suppose that <jc> is a bounded sequence and let L denote the set of all real
numbers which are the limit of some subsequence of < x n >. We know from the
Bolzano-Weierstrass theorem that L is not empty (i.e. L # 0). Of course, if
xn
It
We
n>l
= max
uu...
x n = maxjc n
x 3
the sequence
find a sequence
*,,
bounded.
ill!
4>
2>
cases.
is
5, 4> 6> S.
monotone subsequence.
Proof Let (xn > be any sequence of real numbers. We must construct a
subsequence {x ) which is either increasing or decreasing. We distinguish two
r
(i)
is
sequence
are
Two
(n r
first
n 2 \l/n-i
1
We
so on.
x 2 be the
let
be the
'
and then
Now let x nj
And
'.
= xNi+1
x ni
>x n
>x n
xn
ff/4.)
(5) Let
define
which x n
y n -i)
47
Subsequences
and
we are taking
Hence < x n > is a
Suppose that it is not true that all of the sets {x n n > N} have a maximum. Then, for some jV, the set {x n :n>N t } has no maximum. It follows
that, given any x
can find an x n following x such that
m with
lt
(ii)
(x) converges,
5.13^
Proposition Let
<
x n > be
of
limit
a single
xn
>x m
m>N w
{*:>AM).
+1
,xm would be
m
maximum
for
That
is
certainly has a
supremum and infimum. Proposition 5.13 asserts that these actually belong to
the set L. The proof is relegated to the appendix. Readers who prefer to omit
48
Subsequences
it
it is
a special
If
is
(-1 )"(! +
sup
(2)
Let
<
rn
|,4 ..
verges.
We
call /
x n > and
write
t
lim sup
xn
(3)
/ is
and
>
and we write
(4)
lim inf x.
inf
>
.
_1
Show
(-
first
as the
numbers
1)"(1
-).
hhk, $t*h 5* I*
the limit of a
is
>
n*oo
Similarly,
49
Subsequences
(Occasionally
you
) is
will see
> is
unbounded above.
=+
This simply
t (5)
= - means that
unbounded below.)
lim sup x n
Hence show
5.14 *
Examples
its
The sequence
(i)
<
1/n
sequences converge to
lim sup
0.
>
lim inf
*
5.2,
all its
sub-
(6)
and
single point
lim
By theorem
that a
(ii)
(i.e.Z,
= {+
lim sup
1,
1}).
Let
<
x > be
Show
(-1)" e
1;
is
bounded. The
set
consists
of two points
sup x k
lim inf
that
<
Mn
decreases and
lim sup*,,
We
Thus
let
by M.
M<
lim
{sup x k }.
= 0.
, \, |, f,
converges to
Thus
lim inf
lim inf rn
x n = lim
{ inf
x k } .)
=
5.16
Cauchy sequences
Exercise
*(!) Calculate
{(-!)"(!+
-)}
We also
have, of course,
lim sup rn
5.15*
if all
M,U,
verges to 0.
/
and only
its limit
(-1)" = -1.
if
We have
I.
and-1
xn =
,Mn =
0.
lim inf
(ii)
+ "')}
prove that \x
large if
we do not know
the value of /.
>
converges but
is
no point
we
in
50
Subsequences
Theorem 4.17
gives us
sequence which
an
Example
5.20
is
is
Xn
\xm
is a
Cauchy sequence
any n>N,
if,
given any e
can find an
\<e.
Proposition
and
Hence,
is
Proposition
is
-x
x n+\\
if
Cauchy sequence.
are easy.
is
X "-l
"-'
\x n
ri
i=i+=i+.-- + 5^:
'4 + ? + - + 5^'
Let e
<
> 0. Then
xn >
and any
> 0.
\e
-/Ke.
is
Hence there
exists an
0)
also exists an
n>N,
is
satisfied
r so large that
with
m =n
r.
Given any
Thus x n
-> / as
xn
^e
> 0, we
x +
|
\x
+ ie=
be
1
,N-2
Then,
Lft
any n
for
N so large that
l<.
(triangle inequality)
> is
Choose
given.
rt",-,Kil-,l.
-
> N,
e.
have found an
>
n r >Nandr>R. Then
<
<
Let e
and choose
satisfied
m2
\Xm-Xn \<y.
is
|A
X"
'
5.79
(1)
^,2
2
important.
Since
~ x n+l)-
=
\XmX\
mi
bounded.
h( x n
>m,
The proofs
and
=
l
closer' together.
*tl
5.18
a l*
\x
'closer
= a, x 2 = b
1,2,3,...).
= iOn+l +X n) ~ x n-H =
X n *2~ x n+\
("
by x,
Thus
\X+2~ x n*l
> 0, we
defined
Proof We have
idea of a
m >iVand
is
Cauchy sequence.
such that, for any
A sequence <x n )
x n + 2 = |(Xn+l + *n)
convergence of the sequence without necessarily knowing the value of its limit.
But, of course, theorem 4.17 deals only with monotone sequences. In order to
deal with sequences
51
Subsequences
> N, \x
limit.)
< e.
-> .
Exercise
5.21
(1 )
<a<
~
a
x n+i x n < " (" ~
Suppose that
I
and
1
1
2-
that
<
xn >
is
a sequence
Rmw that
<
x" )
is
which
a
satisfies
Cauch y sequence
52
Subsequences
Give an example of a sequence < y
such that y n
>
* + oo as n _ oe
but
(2)
***!
<x n < b
(
(it
=
1
2,
.).
-*!<
-*n
SERIES
1,2,...).
-**3
2,3,...).
Deduce
(3)
x n+i + hx n = x n + \x n _ =
i
Deduce
that
clusion
may
...
= x2 +
\x {
of
hf
is
called the
[a, b].
S of real
numbers,
5j
= {x:xGSandx=t$.
We
say that |
point') of
is
if
element of S).
N)
defined by
It is
an
fl l
fl 2
We
+ "N
series
an
is
sum
write
this
series converges.
of accumulation or
'limit
at zero distance
<s
n=
let
an
4.29(6).]
(6) Given a set
* s as N - , the series
If s N
n=l
(5) Let /be an interval which has the property that every sequence of
points of /contains a subsequence which converges to
a point of/.
Prove that /is compact. [Hint: First prove that
/is bounded
ing otherwise
real
n+i -l\
l\xn -l\, where / = |(jc 2 + *i> What conbe drawn about the convergence of the sequence
<*>?
Tackle exercise 5.21(2) by a similar method.
(4) Let [a, b] be a compact interval (see 2.9). Prove that every sequence
of points of [a, b] contains a subsequence which converges
to a Doint
|
Definitions
6.1
number of elements
has at least
Example Consider
6.2
the series
one
n=o
If x J=
sums
the partial
Sfl
xn =
satisfy
+ x + x2 +
+ xN
n=
.\'+
-x
-x
If
|x|<
l,.r
N+1 -*0
as
53
54
Series
-*
It
N -*
as
>
|jc|
<
and we
may
write
s 2N
(W<1).
l-x
Example The
partial
sums of the
n(n+
iN-l
series
1)
Thus the
partial
sums
are
n(n
n =1
-l|i-n
n=
1)
\n
GO
N+
-->
asAf-* 00
rational
>
Then
converges.
they are
are increasing,
we need
only
1.
1)
T(JV-l)a
1
.
.+
N
(2 -lfj
whose terms
are
all
<
;<*
increasing. Thus, if
we
only need to
that
show
\4
4"
4"
4a !
is
its
is
is
bounded above.
series diverges to
2<fi-i)u
If the
+ ...+ 2(N-l)Of
9JV-I
2
a
2
6.5
Theorem The
N-l
series
=
n=
diverges to
the series
\n(n
that
n=
number such
N N+
Theorem Let a be a
4- 1
4WBWH+
6.4
by
6.6
Hence
I
n=
are given
CO
to
I+^ + t+.-. + ^v
4
6.3
we only need
series increase,
!>" =
If \x
55
Series
+ -l + ^or2
al
.+
- 1\JV
l-(l/2a
)^l-(l/2 a
show
that
56
Series
Hence
<s^>
a_1
<
But
>
Elementary properties of
6.7
this follows
is
do not tend
and
respectively.
+ pb n )
2 = (ka n
i
number
numbers, the
real
if
fl
Y,
n=N
tends to zero.
is
The proof is
of a convergent
series
+ p@ asiV-x*
6.12
Series
we have
studied so far,
we have
Theorem Suppose
an
'tail'
easy.
by proposition 4.8.
that the series
2 = a n converges. Then
i
as * oo.
->
n -*0as7v'--.
In the series
6.9
= /v
S"=1 a converges.
a n converges and
la
n +n >
=
n=
,.
-+\a
the series
CO
series
This result
IMA) =
TV,
series
Proof We have
n=
6.11
series
natural
Theorem Suppose
6.8
57
Series
series
be
x.
Then
fruitful
answers as
we
low.
sn
a--sas?j->.
6.13
n=l
Also
x.v _
-* s as w -*
Theorem Suppose that <a> is a decreasing sequence of positive numas n -* . Then the series
oo
But then
flw
(fli
+a 2 +
%) -
= s N s N - -*s s =
l
6.70
Examples The
(fli
a2
OasTV-*- 00
+ %-j)
converges.
Proof We show that the sequence <s> of partial sums of the series is a
Cauchy sequence. From theorem 5.19, it then follows that the series converges.
The proof depends on the fact that, for each n>m,we have the inequality
0<a m + A m + 2 +a m +
series
X(-D"
n=
<(,>
its
terms do
.<2<fl m
aj, +
is
decreases.
as n
Let e > be given. Since a n -*
n>N,an <e. But for any n>m>N,
-*
we can
find an
N such
that, for
Note
series
tend to zero
it
provides an example.
theorem 6.9
is
false. Just
series
la
.a n )-(a,a 2
m + a m+2 +a m+3
i
< m + i<e
fl
OS
+a 3 -.
(because
.a\
m >N).
I1
n=i n
Thus
<s> is a
the
theorem follows.
.a m )l
any
58
Series
6.14
Example We saw
it
in
series
=1
l/ diverges. But
converges.
59
Series
Of course, theorem
no
6.13 yields
that, if
is
n=
clue as to
is.
(It is, in
a+2x" -+0zsn-*.
From
ft-oo/
Hence
some H,
hypotheses are rather
its
restrictive.
\nV\<H/n 2
tive real
Theorem (comparison
numbers.
\a n
Let
2 = a n
i
bk
ly
how
6.17
fln
lim
Z"=
a n be
+ ai + ..+a n )-(ai + a 2 +
\(ai
<
<s>.
Then,
if
If
>
|a
m + il +
< I
+ m )l
If
fl
|fl
m +2 +
|
4- \a\
/<
(triangle inequality)
*fe<e.
1,
we may
otN,
=N,N+
test is
1,
\a\
.
.).
<
The
series
2"=
i (/
a series
n
.
If
b n (n
lim sup
1
2,
.)
which
satisfies
l.Then, for
N -n\<Q + ey-
N-
a sufficiently
\a
N ^\.
"n-2
>
a similar
2=
a n do
series diverges.
i,n
\a n
I.
can be replaced by
that the hypothesis of the
If /
>
not
<
is
\a
S"=1 a n
e)
<
jV + 2
<
we may
take e
>
I**.
satisfied
1)" diverges.
by a k
so small that
<
fe=i
2"=1 (-
6.18
follows.
If /
This condition
S = a be
\a\
take
\^Hb (n
brief-
I.
"n-l
\a n
a*
large value
comparison
are
<e.
! %l
is
.).
(s)
to zero (prop-
n>m>N,
Thus
converges.
1,2,
1,2,...)
ft=n +
l/
It
If
\<b
test)
2=1 b n be
(m
S~ =1
6.15
< 1,
converges.
fact, logg2.)
\x\
Example Prove
6.16
= (
1)''
and &
ft
l/k
2
,
but we
know
\a n
<(l+ ef
(n
>N)
(exercise 5.15(4))
that
test. If /
> 1, e
is
60
chosen so that
'
e>
Note that
> Q ~ e)"
"fe'
if
The
(a nk \
first
6.5).
fe
k "*
"* as
then the
/),
We
of these
however the
+
is
conditionally convergent.
results
(ii)
On
the other
hand the
=l
Example Prove
is
1)!
/ n\
as
test. Alternatively,
n=l n
It
series converges
by the
test all
ratio test.
is
of a
series
which
is
theorem 6.13
A
converges.
series
2~=1 a
series
be conditionally convergent.
Let an
\a n
in
'
(n
=1,2,...). Then
may be
It
like 'finite
expected
freely manipulated. If
one
tries to
..
n =,
^1
111
+(-1 +
+0 + + 0+
1.
l)
+ (...
..
l)
+ (-l +
obtain results by
series,
in general.
Example Consider
to expect to
6.24
vergent series
series is convergent.
Examples
(i)
6.23
6.22
I k
n -*
which can
6.21
which converges.
if* = 0,
vergent
6.20
fl
values of x.
(n
(-1)"
n=\
all
n=
T converges for
series
all.
I*n=I
n
6.19
(-1)n-l
series diverge. If /
series
to zero.
(instead of converging to
yield
61
Series
Series
1)
62
Series
The error
is
63
Series
find. The series 11 +
do not tend to zero.)
not hard to
+ 11
...
is
/
where
Example We know
6.25
6^7
sum by
its
We
s.
a and
either
_1_i4.1_1_i4.1_1_i4.l_
4^3
8^5 T5 15^7
2
/ <
-*
4^5
2^3
as
bn
sum of this
tn .
Then
be
series
In -
An
_1_
-2
4m
_ = !
-1
2m
1
+-+
(4) Let
</>
1/11
- + -+
2 \2
+
2m
first
-- +
+.
diverges.
\, 3, ,
_/
-1
In
Hint: consider
series
2/1-1
= -
+ &]
..
sequence whose
%*i+*+a +
-2
as n - .
An
4m
\4
- - + -+.
-|I + i+...
is
..
2m
ft
_?
2m
Cm'
(iii)
n = i(2n)!
M +
\s as n
t 3n
sum
3n *
for
t 3n
-*
as
way we
n=
(6)
3n
m(m
If the
~2
If <a>
(v)
_.
n=l
\j
-{V(+0-V}
M
_ ir -.
v
sum of the
1)(m
-1,
and <b n )
are
sum of the
rearranged series
...
2)
is
(2)
Mf
\n
n=l
Exercise
4"
l
6.26
(iv)
like.
Is.
Hint:r 3n
= 1+
_
J
+ '"
4n
4m
2m
65
Functions
If
/ is
defined on a set S,
we
AS) = {f(x):xeS}
FUNCTIONS
and say that f(S) is the image of the set S under the function /.
The set f(A) is called the range off. Note that f(A) need not be the whole
offi.
7.2
Notation
7.1
A function f from
a set
to a set fl (write /:
A-*B)
defines a rule
which assigns to each x A a unique element y G.B. The element y is called the
image of the element x and we writer = f(x).
When A and B are sets of real numbers we can draw the graph of the function
as in the
to itself.
y x2
jR there exists a
For each
Observe that,
in
= x2
unique
place.
vertical line
drawn through
point of
place.
/(-*)
is
[0, ).
The image,
for
example,
7.3
tion
Example Consider
from
to
itself. In
the equation
/ is
a function
from
to
B and S C A we
,
say that
/ is
ated with
2
y =
at
all,
is
The largest set on which / is defined is, of course, the set A We call A the
domain of/. For example, a sequence is a function whose domain is the set M
S.
of natural numbers.
/f
4w&$
)
7.4
[0, ) to
64
R? Again
the answer
is
= x.
Does
it is
from
66
vertical line
drawn through
is
67
Functions
Functions
a point of [0, ) meets the graph (see
lines
in
two
.9).
But
all
this function a
A polynomial
polynomial of degree n.
of degree
is
called a
constant.
Suppose that
all
the values
P and Q
of x
from exercise
3.1
are
tion
y =
P(x)
<m
7.
U. Such
to
2
y =x 3x + 2x
3
is
7.5
function
is
to itself defined
by the equation
is
sketched below.
from
[0,~)to[0,).
= v'-ix 1 + 2.Y
10.)
7.8
Example
tion
Since
y must be
in [0, )
we omit from
lies
below the
xz
+4
-4
*-axis.
y =
Let
defines a function
S be
the set
with 2 and
-2
(x*2)
from S
to
R.
Its
graph
is
sketched below.
in
> 0,
!
.v
7.6
a ,a u a 2 ,
y =
hand
a n are
from R
side generates a
real
all
+ a x + a2 x 2 +
defines a function
right
a n x"
to itself.
+4
68
Functions
7.9
Combining functions
f A
-*
We
tion
to
which
which
any
is
then
we
If S C
IR
/+ g to
and
/ and g are
be that func-
we
which has
unique
property
this
is
said to
f(x)+g(x)
real
B has
image of
satisfies
and
(xes).
number, we define
X/ to
to IR
for
all
f(x)lg(x)
latter definition to
/:
l
:
-*
A)
if
a function).
and f/g by
(xGS).
6= /(a)
make
sense,
of course,
it is
essential
thatg(x)
=/')
=h
x&S.
somewhat
less trivial
and
an inverse function f~
For the
(xes)
f(x).g(x)
(f/g){x)
(xes).
x/(x)
(.fg)(x)
/ A ->B
be a
meets the graph of / in one and only one point (which makes / a
function) and each horizontal line through B meets the graph of / in one and
line
satisfies
(x/)(x)
Again,
to
(f+g)M =
Similarly, if
69
Functions
way of combining functions is to employ the oper5 and T be subsets of R and suppose that#: S-*T
/*(*) = /(*(*))
R by
(*es).
7.
Sometimes fa g
is
Example Let
/2
x-l
x+
/(*)
/: (1
(*
>
-* (0,
be defined by
1).
7.10
Example Let/:
f<*)-$ + \
and
let g:
R -* R
be defined by
(*
SR)
be defined by
(0,1)
*(*)
Then fog:
3
-
R -+ R
fogQc)
is
x 6 -1
f(g(x)) =
\g(x)}
X6 +
(I.-)
r
It
7.11
(0, 1).
that, given
any
Inverse functions
Not
(1, ) and
all
it
is
y =
This
is
easily
Thus
it
/ is a
correspondence between
satisfying
<y <
there
is
x-l
(1)
y(x+
1)
= x-\
We
obtain
Functions
70
xiy-1) =
-\-y
1+2
x =
(2)
1-y-
Thus,
if
71
Functions
satisfies
is
a unique x
>
which
satisfies (1)
namely, that given by (2). We have established the existence of an inverse function /"' (0, 1) -* (1 ). It is given by the formula
:
i+y
f\y) = l-y
Cve(o,i)).
It
may
mum
(!.)<
is
or
does exist,
/attains a maximum of B at
the point on the set S.
the set S.
instructive to observe
how
the graph of x
=f
(y)
is
related to that
of
5 if and only
y=m-
Let
upper bound
is
the
H if and only
same
f{S)
7.14
be defined on S.
m<
This
if,
l/(x)l
Bounded functions
7.13
From
if,
We
for
say that
any x
/ is bounded above on 5 by
the
some K,
for
<
Example
h.
This function
(0,
1 ]
is
is
/ is bounded on
bounded on
a set
S,
be defined by
(*>o).
bounded above by H.
If / is bounded above on 5, then it follows from the continuum property
that it has a smallest upper bound (or supremum) on S. Suppose that
sup /(*)
{f(x)-.xes}
xBS
is
any x G
say that
Let /: (0, ) -*
is
B =
it
it
If a
K.
m-\
E S,
proposition 2.3
we simply
sup f(S).
ymfflk
It is,
at the point
x =
72
Functions
7.15
Example
R*U
Let /:
be defined by f(x)
sets (0, 1)
and
x=
on
= x.
This function
Explain
is
y = x2
fO, 1]
73
Functions
maximum
of
why /has no
[0, ) exists
at the point
g' (y)
,
inverse function.
If,
and
= \/y
instead,
that
(y>o).
A function g: A
-*
B is
correspondence between
and B. Prove
that
(0*
_1
*(*)
=*
(xGA)
(ii)gog- 1 (y)=y
(6)
(y&B).
To what do these formulae reduce when g is as in question 4?
Let / and g be bounded above on S. Let c be a constant. Prove
(i)
sup {/(x)
c)
=c+
iGS
'//7///////////A
^fy(ii)
(0,1)
sup {/(x)
xSS
sup f(x).
xGS
+ g(x)} <
sup f(x)
sup g(x).
xes
7.16
(1)
Draw
y =
diagram
[5
if
x> I
if
Explain
why
<
this
of
all (x,
y) such
that
1.
is
a graph of a function
What
is
from
R to
itself.
What
is
the
function?
(2)
Draw
\x\
\y\
1.
(i)
(ii)
(3)
does define
why
to
from [
itself;
1 ,
1]
1]
to
itself;
to [0, 1].
/(*)
1
-x
+x
(0<*<1)
and
g(x)
4x(l
-x)
be defined by
(0<x<l).
fa g
and
go f and
Show
r
(4)
1
that /"' exists but that g' does not exist. Find a formula for
1
.
The formula y
= x 2 may
U * R
(ii).
that
1
75
Limits offunctions
Given any e
LIMITS OF FUNCTIONS
> 0, we
8.3
Suppose
f(x) -* I as
f{x)
as
* b
on an
such that
* I as
*->
left
>
|/(;t)-/|<e
provided that a
8.1
can find a 5
We
% G (a, b). We
point
interval (a, b)
/ as
x tends
to %
and write
f(pc)
-*lasx-+%
or, alternatively,
or, alternatively,
lim
x -* b-
f(x)
=1
if
if
Given any e
> 0, we
can find
i1
>
Given any e
-
-8<x <b.
> 0, we
\f(x)
1\
is
the distance
by f(x). The
/.
We
as
>
such that
< \x -IKS.
-
can think of it
fix) -*
can find
\fix)-l\'<e
provided that
The number
satisfied.
such that
\m -/|<e
provided that b
is
is satisfied.
If a
-*
<
\a\
(3
and
is
it is
(3,
or,
what
is
the
same
- <a<
8<x<%or%<x<%
+ 8.
say that x satisfies one of the two inequalities
Thus, in the definitions above, the condition |/(x)
/|
is
%\
(3
8.2
thing,
is
f(x) *
as
-> a
as
We
say that/(X)
point
if
-*
a+
f{x)
74
/(x)->/ as *-*+.
it is
8.4
lim
remark
+,
or, alternatively,
last
is satisfied.
fix) -> / as
-> % if
and only
(a,
b) except possibly at a
if fix) -* I as
-*
and
76
Limits offunctions
8.5
to itself defined
by
proof
-x
(x<\)
that f(x) -* 2 as
Then
f(x)
lim
(ii)
f(x)
it is
though f(x)
2.
is
Having said
ton f(x)
Proof
find a 5
>
(i)
f(x)
as
is
-*
Given any e
>
= 0).
as
* % given in
8.3, consideration of
%.
it is
this,
we can now
If /is defined
1
Since
as* tends
to % even
/=/(?)
And, even
as
on an interval
continuous on the
f(x) -*f(a) as x
->
(a, b).
*->.
5 <x <
completes the
/(*)-/(?)
|/(x)-0|<e
1
this
+.
such that
provided that
and
below).
it
this true
Note that
^e suffices to make
what happens when x actually equals % was carefully excluded. When taking
limits we are only interested in the behaviour of/(x) asx tends to \ not in what
Thus
lim
(i)
Continuity at a point
8.6
(x>\).
,2x
77
Limits of functions
left at the
a +, then
(a,
at the point %
ff.
x-*bwe say
we
an interval [a, b)
on
that /is
and
a.
The problem
is
now
>. 0, find a
>
such that
1
provided that
6 < x <
f(b)---/-\-z-
-e<x<\ +e
f(x)
-*
-*
as
as
->
x *
/(a)--
=
1
+. Given any e
find a 5
continuous
at
/continuouson
/ continuous on
j-.
>
the left at
the right
b.
atfl.
such that
l/W-2|<e
provided that < x < + 6. Since we are only concerned with values of x
satisfying x > 1 we can replace f(x) by 2x. The condition \f(x) - 2|< e then
becomes \2x - 2| < e which is equivalent to e < 2(x 1) < e. Thus
l/(x) - 2|< e is the same as 1 - ^e < x < 1 + |e.
The problem now reduced to the following. Given any e > 0, find a 5 >
1
8.
/(*)
real
numbers a and
0,
the function
/:
defined by
= ax +
is
continuous at every
is
such that
1
-|e<*<l +\e
provided that
1< x < + 6.
1
given.
real
number
|,
= N*-f)l =
easier.)
|a|.|x-$|<|a|.8
e.
Let e
>
be
78
> 0, we have found a 5 > such that |/(x) /()| < e provided
1| < 5 Hence f(x) -> /() asx -g and so /is continuous at the point
that \x
Note that we showed that /(.x) /() < e 'provided that x g < 5'
instead of 'provided that 0<|.x g|<5as appears in the definition of f(x) -*
automatically true that /(jc) /(g) < e
because, when x = g,
as x
g- This
only when we are considering a limit =/(g)
because then f(x) /(g) = 0.
Given any e
g.
it is
is
that
it is
It is
79
Limits of functions
Limits ofJunctions
Example We show how theorem 8.9 can be used to prove that the
function /: R -* R defined by f(x) = ax + (3 is continuous at every point g (see
8.10
example 8.7).
* <*>. By
Let (jc n ) be any sequence of real numbers such that x n * g as n
proposition 4.8, ax n + * | + P as n - . From theorem 8.9 it follows that
ax + * ag + p as x -* g and this concludes the proof.
g.
y=/te>=X+/
8.8
8.9
f(x)
that
xn
as
* g if
= | (n
Proof
we can
\x n
2,
(i)
.)
(a,
(a, b).
and
+ 1 as ->
>
<
is
Then
if,
Suppose
>
find a 5
and x n
and only
Since 5
>
- %\< 5. But x n = g (n =
1 ,
we can
2,
.)
n>N,
and so
that
l/W-'Ke.
Given any e > 0, we have found an N such
|/(x)
- /|< e.
Thus f(x) -* / as
Now suppose
x n & % ( = 2,
(ii)
>
We now suppose
that
that, for
any
Properties of limits
8.11
n>N,
-* .
8.12
and jc -* g as -* oo it is true
not true that/(x) * / as x
>
it is
that
- g
f(x n ) * I as n -* .
and seek a contra-
at g
X and p
that
are
any
real
*m
numbers. Then
pg(x)
^\l + pmasx^H
(i)
\f(x)
(iii)
f(x)lg(x) -* l/m as
diction.
If it is
>
+ / as x * g
we can
then, for
find an
some
satisfying
> 0,
<
|.x
it
must be true
g| < 6 such
An
\f(x)-l\>e.
In particular, if S
then
we can
find an
xn
satisfying
is
Hence,
(a,
as
6) such that x n
Z>
if and only
+ 6 as - ,
it is
from
A polynomial is continuous
at every point.
rational func-
if
P(x)
continuous
is
tion
)-H>e.
m = 0).
as a theorem.
Theorem
8.13
(provided
such that
\f(x n
->
we quote
1/ra,
that
a nx
a n - 1 x"-
..
+ a,x + a
Pis continuous at
To show
g.
is
continuous wherever
it is
defined
we
80
Limits offunctions
Limits of functions
8.14
f(x)>0
except possibly at |
provided that
and that
81
- <x < +
/;
/i
and x
# .
What happens
if (i)
< 0,
- 0?
(ii) I
g(x)<f(x)<h(x)
when x =
except possibly
%.
-* I as
Then/(x)
-* .
left
8.16
for convergence
15
Exercise
(1 )
and
ix
+ -
,73
4)
lim (-=
x-*i [x 2
'*-*o
Let/:
R- R
as
- . It is
is
tempting
R -> R
defined by
3x
5x*
+9
0*1)'
1)
g(x)
1.
be defined by
3-x
(*>1)
(x
2x
(x<l).
lim
(ii)
J
1)
&7 7
Show
that /(at) -* 2 as
->
the
/&(*))-/
(i)/is continuous at
exists but
(ii)
is
all
x except x =
.fl=I
x S 7, except
a
graph.
possibly
77 (i.e. /
<^0).
* |.
= /(t?)).
interval / containing ,
x=
it is
77
for
any
by
as
as *-$.
limit
lim f{x)
X -* 1
(3)
(i)
(2)
g:
-*
7?
find a
A>
(0
|/fe(x))-/Ke
Prove that f(x)
2 asx
is
noj defined.
= x Vn
continuous
(6)
But (x)
\g(x)
-*
7?
as
- 7?|< A
x
-*
and
(2)
A > 0. Hence we
can find a 6
>
such that
at
each
(3 )
\g(x)-v\<A
(x>0)
>
<
f(x)
provided that
nition of f(x) -*
as
-*
as
+.]
-> . If
> 0, show
that, for
some h
> 0,
provided that
0<|.x-|<5.
We would now
which implies
(2),
which
in
does not
turn, implies (1). This would complete the proof. But notice that (3)
4)
82
We
we assume
when y = r\ (see
If
may
(i)
or
(ii)
of
120
Exercise
(1) Prove the following
that/is continuous at
the
77,
then
= /(rj) and so
\f(y)
by condition
(3)
l\<e even
this case,
x'
(ii) x
we
(i)
7,
-*
asx->0
-*
as
that/(g(jc)) -
we assume hypothesis
(ii),
we can be
then
sure that(je)
by condition
(2)
>0. But
-*
/ as
+ .
* I as y * + a nd g(x) * + as x * + .
x
* + .
^17 pro-
then con-
goes through.
If instead
83
Limits of functions
Limits offunctions
Explain
why
Prove
in this case.
1
-+ 1 as y *
+. Prove that fix' ) -+l asx-> + .
(3) Suppose that f(y)
on (a, b) except possibly for | G (a, b). Let
(4) Suppose that /is defined
.)
(x n ) be a sequence of points of (a, b) such that x n i= % (n = 1 2,
and x n -* % as n -* . Let (y) be a sequence with the same properties.
,
Divergence
8.18
We
write
definitions.
The reader
will
have
and /(*)
-*
as n
* but /(y n
-*
m as M -* , show that
little diffi-
We
say that/(x)->--l-
as*->
if,
given any /f
> 0, we can
find a 5
>0
such that
(5) Let/:
U^U
be defined by
(x rational)
<x < g + 6.
We say that f(x) * / as x -*
(1
provided that |
if,
given
any
> 0, we can
find
an
(x irrational).
X such
Show
that
that
|/(x)-/|<e
lim f(x)
provided that
<
X.
-*
If /is
iim {*/(*)}
I-0
f{x)+->*sx^'i +
8.19
Example Prove
Proof Let
H>
that
f(x)-'l as
-*
be given.
x-*-
+ asx->0+.
We
have to find a 5
>
such that
~>H
x
1
provided that
<x < 8
= H'
satisfies the
requirement.
0.
If
85
Continuity
Note
that, in
question.
CONTINUITY
In general, a function
/ is continuous on an
is not an endpoint;
hand endpoint of/, //
(i)
it is
(ii)
it is
and belongs to /;
(iii) it is continuous on the
and belongs to
left at
left
this exists
//"this exists
/.
Continuity on an interval
9.1
A
x
in
function
/ is
continuous at a point %
To
say that
/ is
if
/ does
interval /,
lifting
i.e.
as
(i) All
that
we can draw
its
graph
is
is
on any
(ii)
Let /: (0, )-
of the denominator
(theorem 8.13).
which
mathematical definition
Examples
9.2
not have a
A precise
means
on the type of
(iii)
U -+R
Let /:
R be
it
is
defined
by f(x) =
continuous
at
1/jc.
Then / is continuous on
the
> 0.
be defined by
interval in question.
A function / is continuous
is
continuous
at
if
(x 2
(jc<1)
\ 3/2
(*>1).
it
left at
on [1,2].
Where an endpoint of an
plicated definition
is
required.
case
is
interval [a,b].
A
only
function
if it is
right at a
/ is
and on the
(a,
[a, b] if
and
left at b.
9.3
/
-^mmt&i
/continuous on
84
ia.b)
/continuous on
\a,b)
if
Proposition Let
and only
if,
given any
/ be
xG
defined on an interval
/
and any
> 0, we
\f(x)-f(y)\<e
provided that
y /and
satisfies \x
y\ <8.
/.
Then / is continuous on
can find a 5
>
such that
86
Continuity
9.4
n be
real
/.
Then
We split the content of the continuity property into three lesser theorems and
prove these separately. Given that /is continuous on 1 = [a, b] , it follows from
(i)X/+W?
PDA
(iii)
(provided g(x)
fig
87
Continuity
for
any x
9.5
/ -*
9.6
if
on the
interval
as n -* ,
/.
If
6/ and (x n
show
) is
that, if y x
Since y i
then
i.e.
= /(lim x n )
these sets.
It
< tn )
f(t n
9.10
to a theorem which
It is,
then X
EJ (see
2.9).
is
one or other of
at zero distance
from the
T.
Then
of points of
)>\
Continuity property
worth mentioning.
T = {x:f(x)>\}
sequence
the image of /
an interval we need to
is
< X <y z
(n
may seem
so obvious as to be hardly
1,2,...)
= X.
A similar argument
that of the
j>,
Then
We now come
/.
9.7
endpoints.
4.29(6)). Since/is
lim /(*)
interval
=f(I)={ f(x) x / }
andy 2
S = {x:f(x)<\};
These four propositions are
its
e /).
9.9
Proposition Let
it
applies if a point of
T is
at zero distance
it
Hence X EJ.
If
lies
from S.
/be continuous on an
= /().
foundation stone in
9.8
[a, b]
/be continuous on
compact
compact
interval [a, b]
interval.
\c.d
9.9.
9.11
bounded on
\a.b\
is
theorem
Then /is
[a, 6].
[a, b].
Then we can
find a
88
Continuity
sequence (x n
Continuity
|/(xB)I-*-
+ 0O as-+
(1)
exercise 5.21(4)).
is
>
b]
[a,
be the
<2
[a, b]
pact,
supremum of /on
d as
(x n
<
it
-*/() as/--*
com-
[a, &],
<*>.
Hence
Example Let/:
9.16
some
-*
[a, b]
= t
defined by
[a,
[a, ft],
m)
Thus
some
[a, b].
for
0.
X n ) of points of
[a, b],
and
Then/
bounded on
[a,
b]
9.13
89
compact
some
is
point theorem.)
/(*)
(x>l)
(*<1)
fib)
is
no value of between
and 2 such
that /()
4.
Note
that, for
5 but there
is
Proof The image of [a, b] is a subset of [a,b]. Thus f(a) > a and
The function g [a, b] * U defined by g(x) = f(x) x is continuous
b] by proposition 9.4. But g(a)>0 and g(b) <0. By corollary 9.10, for
< b.
on [a,
some
[a, b]
it is
true that()
= 0.
Thus/() =
%.
satisfying
2<X<5,
{x:f(x)<\} =
{x:f{x)>\} =
{2};
{5}.
Example The function/: (0, ) * R defined by /(x) = 1/x is continuous on the open interval (0, 1) but is not bounded on (0, 1). The function
9.14
9.15
Example Show
17x 7 -19a- 5
9.17
(1)
-1 =
< | < 0.
Exercise
(i)
/(*)
2x4-3
2x-5
(ii)
fix)
= \x-l\
(a)
Continuity
90
(*<1)
(1
f(x)
(iii)
(iv)
{
fix)
iO
+4
= *2
2
/(*)
(v)
(x>l)
\2
(0<x<l)
(1
(vi)
-4
/(*)
(otherwise)
10
D IFFERENTIATION
10.1
Derivatives
(0<*<1)
x(x-\)
(otherwise)
/ it
is
true that
= r\
f(r)
(4)
Show
that
all
= x1
Prove that/(x)
(3)
Suppose that / is
continuous
minimum
as
x -
on
value
/ be continuous on
x /,
for
+ oo and/(jc) -*
value or a
(5) Let
Then /is
there exists a y
at
/.
/ such that
/'(I)
Equivalently,
(6) Let / be a closed interval
and
<a<
let
fm
inequality
\ax)-f(y)\<a\x-y\
x / and y /. (Such
From an
a function
Let x,
/ and
define
on
map-
(n
its limit
1
/
2,
and denoted
differentiable at %
is
we
therefore have
m-rm
Hm,
means
we may
- Hm
write
ffi
.).
satisfies
+ h)-f
(1)
/.
x n+l - /(*)
called a contraction
is
[Hint: Bolzano-
Weierstrass theorem.]
for each
i
a %
is
by/'() or >/).
x-%z
if the limit
lim
and only
/(*)-/()
,.
*-**
as
interval
is
drawn
to the curve
y = fix) where x =
The
slope
is
/=/(/). [Hint:
exercise 5.21(1).]
/(A)
r-/(> + /(.v
{)
91
92
we require
x -* . The
that the
qr
_
PR
is
(ii)
Let/:
(0,
<*>)
-*
0.)
be defined by f(x)
1/x (x
is
fXx)=D -=-
l
for
all
values of x
f^lM .
lim
when h
quite meaningless
m-m
x-%
> 0.
Proof We have
+ h)-f(x)
f(x
X |
***
93
Differentiation
Differen tiatiun
\_
h x
+h
-h
+ ft)
h \x(x
(Note:
It
tiable at
if
ij
and only
m+
there exists an
if
-f -
1')
if'
o(h)
itself
more
(h -* o).
We
shall
this level
from / to
on
/.
whose value
at
fm
open
= I
each point x
we
interval /,
/ is f'(x). We
Df to be
say that/is
difficult to
it is
-* 0.
More notation
10.4
readily to generalisation.)
Higher derivatives
differentiable
-a as
x2
(2)
x(x + h)
Here o(h) denotes a quantity which tends to zero when divided by h. This form
of the definition lends
such that
many
applications, however,
it is
when
a precision adequate
unnecessary to maintain
and
the function
it
would be pedantic
to
/'(*)
f(x
+ 8x)-f(x)
lim
&x - o
lim
Sx
8x
(3)
- o S*
/'(*)-/'(*)
x-%
If>>
said to
be the 'small
From formula
(3)
it is
much
used (and
commonly
abused) notation
Examples
10.3
(i)
Let/:
/'(*)
for
all
R->R
= Dx 2 =
be defined by f(x)
= x 2 Then
.
2x
values of x.
Proof We have
f(x
+ h) -f(x)
h
(x
+ hf -x 2
h
2xh+ h 2
is
2x
2x
as
Further confusion
-* 0.
h -*
ential
- see
df of a
+ h)-f(x)
possible
is
when
important.
The
differ-
by
8.4.
It is
as well
df(x;h)
f(x
is
uses the
it
Formula
/'(*)//.
(4)
94
Differentiation
f{x
o in)
ih
+ 0)
(5)
a fixed value
Newton
and abandon
all
metaphysical notion
For
95
is
k
is
dfix-h)
= f\x)h
(6)
A"
(Note:
A common
derivative
is
is
error
is
sometimes referred to
10.5
10.6
=/'(.v)/i
point
. If /is
interval /
Proof We have
fix)
-m)
The reader may justifiably feel that little or nothing has been added to our
understanding by the introduction of the idea of a differential, the idea being
more useful when functions of several variables are being considered. Our only
reason for discussing differentials is to explain the meaning of the equation
dy
This
is
simply equation (6) with the variable h replaced by dx.and the variable
variables.
= -fdx
dx
x -* | and
-1
the
U * U
proof is complete.
be defined by
> 1)
(x
[1
(*-W(S)-0as*^.
x-%
(*<1).
The reason
Example Let/:
10.8
dy
/(*)-/()
Example Let /:
10. 7
We
f'ix)dx.
as
R -> R
be defined by
(7)
a valid one.
/(*)
in *'.
ix>\)
2
ix<\).
at 1
but not
We have
Iim
h->0+
dy
dx
r
lim
h-o-
/0+^)-/(l)
;
lim
h--0+
,.
(1+/Q 2 -1
lim
h->o-
h
is
false.
.
2.
because
it is
96
Differentiation
10.9
taining
Theorem Suppose that /and g are defined on an open interval /conthe point %. Let X and \x be any real numbers. Then, if /and g are
differentiable at ,
(ii)
+ liDg
>{X/+WT} =
D{fg) = fDg + gDf
(iii)
D j4= gJ^Zgte
(i)
97
Differentiation
Now assume
D(x h
and the
(provided *(g)
its
truth
when =
fe
Thus Z>.x "fee*"1 . Using theorem
k.
= D(x h .x) = x
.l
+x.kx
k -
= (A+l)x
0.9 (ii),
fc
by induction.
result follows
10.11
at the point f.
(1)
Exercise
/Voo/
1
0)
(X/(?
m+h)-m
+H
+x'
g(M+m-g
(2)
If
(3)
Let/:
RHR
am*
{/(i
+ a) -/ct)r(i
h)
jf
(Note that(i;
+m)ga + h) -/)*)}
= nx n
~1
.
(x>l)
x 2 +1
(x<
1).
at the
point
that
2.
not differen-
is
left
hand
limits
separately.]
m+h)-m)
*ci + /o
+ A) ->-()
as
+/)
g (S+*)-g(l)
h
-*
g is continuous
(4)
A polynomial P of degree n
/>'(g)
= 0. Prove
P{x)
for
all
and
that
(pc-tfQ(x)
x, where Q(x)
is
a polynomial of degree
2. (See exercise
3.11(3).)
at?.)
.v
be defined by
2x
Let g:
and
+xy
(1
a negative integer
is
/(*)
()
-2x
+ A) + ?(! + h) - \f - WG)}
ftm _
flt+*)
(
R-*R be n
m g(.i+h)-m
pw
{*)/'(*) -/)*'(S)}
as A
-0.
(*-)"
(
fed)}
has the property
g.
Show
that the
defined by
f + ^rfm + ^=rVa) +
+
i
5
'Taylor polynomial'
L m m+h)-m _
/g+ft)gg)-g(s+ft)/(S)
(5) Let/:
fCn-iy
-/-(|)
1)!
P*\|) = /
w(g) (* = 0,
2,
).
(Note that
<fc)
70.70
Example
If is a natural
Dx" = nx"-\
Proof This
(x
+ h)-x
is
obvious
-*
when n =
as
* 0.
i.e.
1
since
Dnfg = t ("W/EP-'f
;=o
\/
98
Differentiation
10.12
Composite functions
is
dz
dx
dy'dx
usually
remembered
in the
form
+ * 97)".97x 96
Proof Set/0)
+x 97} 100
theorem 10.13,
= 100fe(x))".97x 96
(fg)'(x)
100
= l0O
Example D{\ + a-"}
D{\
Theorem Suppose
10.13
10.14
dy
dz
99
Differentiation
that
g is
x and that/is
+x 97}".97x 96
100{1
y = g(x). Then
f'(y)g'(x).
to consider
10.15
(1)
f(g(x+h))-f(g(x))
Exercise
If*
D{x vn \ =
-x lln x-K
n
Write k
and so k
-*
as
-* 0.
differentiable atx,
it is
continuous there
[Hint: exercise 3.1 1(6). Recall that the continuity of the nth root func-
f(g(x
(2)
'
+ k)-f(y) g(x+h)-g(x)
f(y
__
round
get
this difficulty
we
rx
provided
thatx>0.
F(k)
(**0)
that, for
r,
exist.
+ k)~f(y)
show
r ~'
D{x r ) =
(i)
(fjy
is
'
(4)
D{ 1 + x V2
s
(ii)
Dy/(X + V(*
+ V*)).
Suppose that
(*
f'(y)
= 0).
Since /is differentiable sty, F(k) -+f'(y) as fc ->- 0. Because F(0) =f'(y), it
F is continuous at the point 0. From theorem 8.1 7(i) we deduce
follows that
(5)
that
F(k)^f'(y)ash^0
= g(x + h) g(x).
For k^Ov/e have shown
where k
DT (y)
l
Df(x)
that
f(g(x+h))-f(s(x))
g(x
F(k)
[Hint: f'
+ h)-g(x)
f(x)
= x\
#""':
U-*U.
= x3
0?
But
this
equation
is
also true
when k =
since then
both
t(6)
function/:
R^-R
is
defined by
follows that
f((x
+ h))-f(g(x))
f'(y)g'(x) a
and
this
is
sh^Q
(x rational)
(x irrational).
Show that/o/(x) = x
theorem 10.13?
for
all
values of x.
Mean
101
value theorems
Proof By definition
11
/(*)-/()
/'(S)asx^?.
*-?
Suppose
interval
Let/be defined on
that
/has
x-%
Local
11.1
a local
maximum
{a, b).
We
say
provided that
at if
values of x in
all
> 0.
From
Exercise 8.15(6),
it
some open
h)
>0
(1)
xG 1 and xl=%.
m<m
for
that /'()
/=(-/?,? +
it
some open
interval /
which contains
%.
x2
it
from
minimum.
maximum
at %.
/'()>
%.
f/(?)
is
/has
local
min
a local
'b
al {.
the point
J
/has
al ?.
*i
a local
maximum value of/ on the whole interval (a, b), then obviously
maximum at . But the converse need not be true (see the diagrams
similar
(if)
the
1 1 .3
Stationary points
A point |
above).
at
which /'()
11.2
= 0.
If /has a local
/'a)
maximum
or
differentiable
minimum
on
(a, ft)
at |, then
and that
G (a,
b).
will
is
Not all
minimum. The reader
maximum
or local
o.
f\i) = o
100
heal min
as
102
Mean
value theorems
But worse behaviour than this is possible. The diagram below illustrates a case
where /'(?) = but /has no local maximum, no local minimum, and no point of
inflexion at
Mean
value theorems
/'()
= Kb)
103
-m
b-a
PQ is
chord
f(b)-Ka)
b-a
Thus, for some
to
f'Q) =
[a,
/at
parallel to
F(x)
where h
(a, b).
is
/()
h
Since
= -
by
+ hx
Then F is continuous on
the constant
+ ha =
[a, b]
f(b)
/(
so that F(a)
[a, b]
and differentiable on
F(b). Then
+ hb
mb-a-m
% G (a, b).
for
some
But then
F'{%)
Proof Since /is continuous on the compact interval [a, b],it follows
from the continuity property (theorem 9.12) that/attains a maximum
at
f(x)
a constant.
We choose
and so
Xa)=f(b)
tangent
PQ.
b] and
0.
/'(?)
is
= f'm + h -
some point
the interval
Suppose
follows that
[a,
minimum
attains a
m at some point g
in
and
% 2 are
both endpoints of
m = M and hence /
at ,.
Theorem Suppose
11.7
(a, b).
b].
Suppose that | t
maximum
and
is
is
[a, b]
constant on
not an endpoint of
[a,
b]
[a, b]
Then
= f(b) it then
then /'({) =
for all
Because f(a)
But
0. Similarly if | 2 is
U-6
(a, b),
on [a,b] and
differentiable
f'CO
m-m
y-a
it
to prove.)
[a, b]
11.8
(1)
It
may
value theorem
on
[a, b]
seem
Mean
xG
not an end-
1 1 .5
for each
Proof Let y G (a, b] Then /satisfies the conditions of the mean value
theorem on [a,y] Hence, for some G (a,y),
a local
point of [a,b].
[Note the importance of the continuity property in this proof.]
and differentiable on
lff'(x)
Exercise
/:
U ~*
defined by
Mean
104
f(x)
= x(x
of/on
(2)
Mean
value theorems
l)(x
Taylor's theorem
1 1 .9
s'y =
This
is
g(a)
?)/')
at the point %
y=f(x)
is
=/ + (* -)/')
Deduce that
0.
[Hint:
consider F = f+ hg
a constant.)
is
In addition to the
y = fix)
the
where h
M) + U-
Then
g{b)-g{a)-
g'm
(3)
105
value theorems
as
to
is
'close' to , it is reasonable to
But
how
expect that
may
large
the
is
now
Suppose
exercise 8.15(4).]
that /is
{y-y/V+y
lira
=x l
that /: U
[Hint: put_y
(4)
Suppose
p(x)
)}
is
/'(*)
= x2
for
all
/(?)
+ yr(*
are the
|ar
4- c,
where c
is
Then the
%.
first
same
- tr'cu +
(x
"
T)i
r"
- ?) /"od +
2
""
/<
1>(l)
a constant.
,->'
(5)
Let /:
U * U be n
polynomial of degree n
<n)
(?)
>
i>
0.
for
We
which
CF-o. !,...)
,
some
|,
again,
how
large
may
But
'close' to .
equation
~y
'
i
value theorem).
dy
Prove that/(x)
mean
1.
for
any x satisfying
<x<
which /(|)
/'(.v)
y = fix)
y =
>-
=
g(x)f+y
dx
at
be
1/
approximation?
*(6) Letg-: U~*-R satisfy ^(0) =^(1) = and suppose that/: R->R is
differentiable at every point and y = f(x) is a solution of the differential
will
11
P(x)
mi) = pai)
where |
P be
exercise 9.17(2).]
Then appeal
[Hint:
Use
(0, 1) contains a
Rolle's
point
One may
to
some extent by
1, the
1 1
.6
(the
as the
mean
Kth order
value theorem.
11.10
Theorem (Taylor's theorem) Suppose that /is n times differentiable on
open
interval
/ which contains the point %. Given any x G I,
an
manner of
fix)
m) + ^ (X - !)/*<D + i (x - oY'm +
+
(-l)!
&-&
-1
f *-%) + E
i
Mean
106
Mean
value theorems
but/ (n)(g)
satisfies
107
value theorems
# 0. In
has a local
has
n\
for
some
value of 7? between
(i)
andx.
if
(ii)
Proof liy
lies
between x and
g,
put
(iii)/
(iv)/
^(y)
fix) -f(y)
'
"CO-
t?
between
and
.*
g,
(v)/(x)
m)
^(x-m
in
\n)
(2)
n\
The function
F'O) =
(
that
/<>(y)
- 0!
The function
77
G'cn)
= nq)+
irtr
(n-l)!
theorem that
*TS)
Rolle's
((x-|) n
rw
72.77
(1)
Exercise
IfnENandxE
theorem
(1
(2)
in
+ *)" =
R,
the form
+nx+
n(n-\)
K
x2
(3)
if
given
fm
"
l)
()
some
(n)
'
<n)
at the point g.
You
are
= x 93
(vi)g(x)
= x 94
(vu)A(x)
= -x 96
109
Monotone functions
Theorem
12.4
Let /be increasing and bounded above on (a, b) with smallest upper
bound L. Then f{x) -* L as x -* b
largest lower bound
(ii) Let /be increasing and bounded below on (a, b) with
-> / as x -*a +.
/. Then f{x)
(i)
MONOTONE FUNCTIONS
>
be given.
We
have to find a 5
>
< x < b.
l/<X>-/.Ke
i.e.
Definitions
12.1
if,
for each
a set S.
We
it is
S if and
true that
L-e<f(x)<L + e.
The inequality f(x) < L + 6 is automatically satisfied because L an upper
bound for/on (a, b). Since L - e is not an upper bound for/on (a, b), there
exists a y G (a, b) such that /( y) >L-e. But /increases on (a, b).
is
always holds,
we
is
is
called
monotone.
satisfying
y<x<b,
L-e<f(y)<f(x).
The choice
= b y then
completes
the proof.
12.2
increasing on
The function/:
decreasing on (0,
by f(x) =x 3 is strictly
->R defined by f(x) = l/x is strictly
K -*U
(0, )
defined
).
12.5
<x<%<y<b.
/(+>
12.3
Limits of
monotone functions
We introduce
/($-) =
the notation
lim f{x);
x->$-
which
108
Do not
is
/(l +)
/(?+) -
2.
lim /(*)
x-*i+
) and /( +) with/(),
= f(\)but
In example 8.5, /(l ) =
confuse /(
f.
(a, %)
by /().
any
that, for
fix)
</(*-) </(*).
A similar argument
111
Monotone functions
Monotone functions
110
its
domain / and
its
strictly increasing
is
on J. (Proof?)
/-?/
monotone functions
12.6
Differentiable
12. 7
Theorem Suppose
on
fa, b]
and differentiable on
(a, b).
(i) If f'{x)
>
x G (a,
for each
(ii) If f'(x)
for each
xG
<
for each
xE(a,b), then/is
for each
(a, b),
on
[a,
b] If fix)
.
>
[a, b]
<
on [a,b].
some
if
If /'(*)
If fix)
is
>
on
when / is an
interval
and / is continuous on
/,
then J
= /(/) is also
_1
fm = f(d)-m
d-c
increases
In the case
J -* / is continuous on /. This is a
an interval (theorem 9 .9) Observe that /
1
(If/"
had a discontinuity at % G/, then
corollary
12.5.
of
simple consequence
G(c,rf)>
for each
we could
>
find a
'
(a, b),
then /'()
[a, b].
>
for each x
strictly increasing
on
[a, b].
'
discontinuous at
if
r (-)<x </-'(+)
1
12.8
We
It
have f\x)
follows that
R-*-|R defined
=\-2x.
/(X) undefined
<
when x
>\
dx
this
usually
remembered
in the
form
(dy\
\dx)
dy
although
is
Theorem Let / and / be intervals and let 7 and J be the correspond/:/->/ is continuous
ing open intervals with the same endpoints. Suppose that
on I and that /=/(/).
If /is differentiable on 1 and
12.10
12.9
Inverse functions
>/(*)
A strictly
1 :1
correspondence between
then
>0
ixEI")
v
f' :J^I exists and
is
"'
continuous on /. Also /
is
differentiable
on J" and
Monotone functions
112
Df~\y) =
>
=y
Df(x)
in
We
Since/"
and so k
continuous on J, k
is
&
unless h
We may
as h
* 0.
If
is
1/n
= sr-
n{y Un f-'
_ i y i/ y -i
y y
n
'
function
an arbitrary integer, the rule for differentiating a composite
Also,/"
is
D(y m
strictly increasing
'
n
)
Un -m my m-l
^^m/n^-1
=0.
+ fQ-r
(.y
(y)
Note that
all
12.12
i
|
f{x
+ k)-f{_xff\x)
Roots
inverse functions,
we now
dis-
Let n be a natural
on
[0, )
by
x".
nx"-
>0
f(X)
(x
on
\iln
1
l)
[0,
T (5)
Let /:
* R defined by
_ x l/n
).
be defined by f(x)=
R -* U
function
true that,
(x>0).
and, as in theorem 12.10,
Prove that /
at a.
1
:
R-*R
+ x + x 3 Show
.
that
/ has an
when
/ increases on
X
if
[0, )
minimum
G N.
inverse function/"
y=-\.
Since /(0)
and
interval [a, b]
at b
on the compact
Let n
decreases
/'(*)
maximum
attains a
fix)
Exercise
as/z->0.
tions.
12.11
we
made
>
(ye J")
= fix).
provided that y
113
Monotone functions
lies
on /.
abandoned?
has an inverse
t(6)
Let/: [0,
1] -*-(0, )
be continuous on
[0,
l].LetM:
be defined by
M{x) =
sup
^y <x
f(y)
(0<x<l).
<*>(x)
lim
Mix)
is
continuous
if
[0, 1].
[0, 1] ->(0,)
1 14
1 2. 1
Convex functions
Let
/be
12.14
defined on an interval
a>
Monotone functions
and
(3
>
/.
with a
(1)
/. It is
The geometric
of
interpretation
convex function
lies
is
that
/.
Then the
is
h _>o-
G/andy
interval
(3
f(ax+py)<af(x)+0f(y)
whenever x
on the open
x/.
<
/(x
>>-o+
ft,
/(x +
+ ft,) -/(*)
x = x,, x 2 = x +
<
ft
ft
)-/(x)
ft
Put
ft,
and
F(ft)
/(O.Y+0V)
increases in
/(x
some
+ ft)-/(x)
The existence of
lim FQi)
h-*a+
/convex
/ concave
existence of
following way.
/(*i)-/(*i)
12.15
/(* 3 )-/(* 2)
(2)
(Tlie chords
lie
points
x lt x 2 andx 3
on an
f(X2)-f(x 1 )
Xo-X,
interval / if
and only
Xj<x 2 <x 3
if
for
all
U^U
defined by /(x)
\x
is
convex on
equal when x = 0.
J-
1x1
(3)
x*x.
Theorem Suppose
continuous on /.
12.16
that /is
interval
/.
Then /is
-v 3
(2) slope
P,P,<
slope
lim
.v,
P,P3
(3) slope
P,P,
<
slope P,P S
{/(* +
ft)
-/(*)}
h->o-
hm
f(x
+ )-/00
ft
'
"h-*0-
lim
ft)
=0.
ft|
= 0.
h->-0-
Similarly,
=x,x 2 = ax + (Sy
and x 3
=y
(see exercise
by making the
2.21(2)).
lim {/(x
h-*0 +
+ ft)-/(x)} -
,.
lim
h-0 +
f(x + h)-f(x )
:
lim
h-*0+
116
Monotone functions
12.17
117
Monotone functions
defined by
x+
(|x|<I)
/(*)
derivatives are
The function
(|x|>l)
non-negative on (0,
4>
Let /:
a function
12.18
first
that
Df increases on /.
- /()>
X-iX-,
Since
Let x,
(2)
(ii)
/(*a)~/(*i)
/(*a)-/(*i )
x 2 -x x
differentiable
<x 2 <x 3
By
the
x->
x,
X,Xi
We
twice differentiable on
/,
graph.
the interval /
and
< /(*3)-/(*i)
<
By
x x x 2 and x 3 be points of /
,
fix 3 )-f(x 2 )
x 3 -x 2
X 3 -Xi
on
G /, prove
/,
that
(xe/).
let
Prove that
f(x)-m)>f'(%\x-%)
and therefore
inequality
cave
/(x 4 )-/(x 3)
on
What
result is
obtained
if /is
con-
on/?
Let 0:
U -* R
be a
strictly increasing,
0. If x,
> % and
Xa
x 3 -> x 4
We
= x
12.19
$.
Let
/be
(a
1,2,...)
as n
is
differentiable,
called the
Newton-Raphson
process.)
constant.
diffe"I"
(6)
'x+y
f"(x)>0
/
for each
m+f(y
x e I.
Proof The theorem follows from theorems 12.7 and 12.18.
0(*n)
prove that x
all
concave on (0, ).
results.
for
is
Ignore the middle term in this inequality and let x -> x , + and
2
obtain /'(x,) </'(* 4 ) and it follows that Df increases on /.
If /is
(t?)
for
of x
/which
where x,
s/x
(*>0).
R -* R be defined
ranges of values
X 2 ~X,
4>(x)
Exercise
(1 )
/.
).
by
(0, )
E%%% <//////&
1 )
12.21
on
on
defined
<p"(x)
is
continuous on
all
x E I and y E I. Prove
, ,
x2
in the
interval /,
/(
+*)>.
118
Monotone functions
is
case
when a and
are rational.]
INTEGRATION
13
Area
13.1
Does
it
make
pute
its
interval [a, b]
value?
makes sense at all to talk about the area under the graph, then presumhave been
ably this area must be at least as big as the areas S] and S 2 which
If it
shaded
in the
diagrams below.
sums of
Let S denote the set of all numbers S which can be obtained as the
under
the
'area'
Then
the
above.
diagrams
the areas of little rectangles as in the
reasonable
to
seems
It
element
of
S.
as
every
graph of /must be at least as big
identify the 'area' under the graph of /with the smallest
number
larger than
every element of S,
119
120
Integration
13.2
The
integral
P= [vo, y\,
"
We
pro-
f(x)dx
[a, b].
defining a partition
m, =
<
{y Q ,y u
bounded on
.
This
is
a finite set
,y n } of
[a,
all partitions
of
[a, b]
under the graph off. But notice that any area below the x-axis has
as the 'area
b.
Note
also that, if b
b],to define
f(x)
f(x)dx
> a, we define
= -f*f(x)dx.
ft*)
and so on
Some
3 .3
= E^feOft-^-i).
k =
(1)
J>> dx
y,
^"t
interval [a, b]
-<y n -i<y n =
[a, 6], it is
P=
inf.
yS
P of the
numbers with
real
sup5(P)
= yo<yi<yi<
S(P)
dx
,y n ] of
define
f
Ja
We begin by
It
f>
121
Integration
to be
worked out
directly
idea of integration
lies in its
connexion with
For example,
it
we can
4.
the area of
do
this,
definition.
13.4
[a,
b] with
maximum
M and
minimum m. Then
m (b-a)<{
f(x)
dx<M(b-a).
is
We
quote two
simple corollaries.
>'i
>'2
j'j
y*
fa, ft]
13.5
[a,
b]
Corollary If c
"b
Then
S(f)
a constant, then
cdx = c(ba).
WfcO'fc-J'fc-i)
13.6
t
<^
is
ZOfe-^-i) = -W{Oi-^o) +
fe
[a, b]
+ 0' n -/-:)}
JlfiOdt <k|x-||
= H(y n -y
...
= H(b-a).
[a, b]
and
(x*&.
satisfy |/(r)l
,
<k
for
any
122
Integration
123
Integration
of sup and
is
fit)dt< j
[a,
Then
s(p*)<j
a
+ c}dt = \
a
{f(t)
f(t)dt
+ c(b-a).
A
of this section
final result
is
similar
f(t)dt-S(P2)
[a,
b] and let
mdt-\
f(t)dt.
"
J"c
proof.
13.8
and so
13. 7
one
fit)
fit) dt
jl
and therefore
a<c< b. Then
b
b
ja
f(t) dt
+j
f(f) dt
a
ja f(t)dt>f
fit) dt.
Proof We use the notation of 13.2. Suppose, in the first place, that
and
Pi
Pi are any partitions of [a, c] and [c, b] respectively. Then the set P of
points in at least one of the sets P, and P2
is
"
p,
It is
ii
= S(P ) + S(f>2).
t
f(t)dt.
and
partition of [a, b]
let
(3)
Q be
it
It is easily
seen that
< 5(0.
/>,
+j
a partition of [a, b]
S{P)
f(t)dt
[a, c]
and
lie in
[c,b].
let
P2
Moreover,
[a, b]
be the partition of
HI
II
11
[c, b]
lie
in
which
],,
Q which
~b
S(P)<j
f(t)dt
P x of
[a, c]
and any
partition/^ of [c,b],
We
have
SiP)<S(Q)
siPi)
+ s(p2) <[/) dt
=SiPd+Sm
<j fit)dt + j*
a
S(Pd<j*f(t)dt-S(P2 ).
(2)
fit)dt.
The right hand side of this inequality is therefore an upper bound for the
Hence
all numbers S(P) where P is a partition of [a, b]
set
of
bound
[a, c]
Therefore
sup5(P,)<
all
P2
of
f(t)dt-S(P2)
sup S(P)
.e
ja
fit) dt
Combining
t
of
[a, c]
Recalling the
< fa f(t) dt + jc
(3)
<
and
f(t) dt
ja
fit) dt
(4),
we
fit) dt.
(4)
124
Integration
13.9
Differentiation
and integration
on
(a,
F\x) =
/on
[a,
and
b]
F(x
fix)
= x3
[a,
F(x)
F defined
by F(x)
= Jx" +
+c
Thus
hf(x)
(5)
fix).
on
[a, b]
+ c is a
[a,
b]
Then
F-G
is
follows that
Suppose
continuous on
[a,
FG
b],
Then F is
able
constant on
[a,
F is defined
{a<x< b).
f{t) dt
on
(a,
b) and
F\x) = f(x)
i.e.
for each
0.
that \f{t)\<K
is
and that
there-
G (a, b),
[a, b]
by
F(x) m f*
(a,
From theorem
is
75.72
b]
differentiable
is
F'(x)=f(x).
This argument
on
is
G(x)
xG
its
is
for each
+ h)-F(x) =
F(x+h)-F(x)
Example lff(x)
primitive for/
[a, b]
continuous on
6].
[a,
75.77
is
and
13. 1
is
'nearly' be
b) and satisfies
for each
125
Integration
b] Hence the
.
By theorem
F is continuous
xG
on
(a, b).
[a, b]
it is
bounded on
[a, b]
Suppose
(a<t<b).
1
.8,
for any
x and
% in
[a,
b]
result.
[a,
F(x)-F =
}*/(') dt
%)
J*
f4t
we
we
(a<x<b).
shall
show
that
\F(x)-F()\<k\x-$\.
is
a primitive
of/ on
[a, 6]
But
x G (a,
b),
we
seek to explain
this
The number F(x) may be interpreted geometrically as the 'area under the
graph of /between a and x'. The shaded region in the diagram below should
therefore have area F(x + h)F(x).
/(.v
h)-F{x)
The
x x +h
ft
(a, b).
126
Integration
Let
some
127
Integration
e>0 be given. If G (a, b), then /is continuous at the point % and so, for
> 0,
for
some constant
Hence
c.
provided that
1/(0 /(I)
| < 5.
\t
/(f) dt
<
1/(0-/(91
{F(b)
13.6,
we conclude
compact
value of t in the
F(x)-F
[F(fl)
c}
%\
< 5,
it
= G(b)-G{a).
follows that
that
Example Since
13.15
-/(I)
x-%
-SI
I*
D -
(1
; )
2 2
r )
'
.elx-il
it
2(1
<
:dt
provided that
+ c}-
what
this is
is
meant by
i;
the assertion
o.+ff
2(1
f)
F(x)-FQ)
/($)as*-*{.
*-i
We
each |
Riemann
13.16
F is
differentiable
on
(a,
b) and F'(|)
= /() for
The
(a, 6).
/.
75.
75
dt
c l+t
100
1
+x 100
'
i5.i4
on
[a, b]
If
|*
is
integral
/w*
(6)
was defined as the supremum of all areas like that shaded in the left hand diagram below. It would be equally sensible to define the integral as the infinum of
all areas like that shaded in the right hand diagram below.
Example
integral
is
continuous on
[a,
b] has a primitive
/MA
Proof Let
F(x) = f
= G(b)-G(a) =
Fbe
defined on
/(r) dt
(a
<
[G(t)] a
[a, b]
a:
<
by
If /is continuous
6).
reason
is
simple.
on
The
[a, b]
these
two
Then
-j"
= F(b) = F(b)-F(a).
Ja /(/)A
By theorem
other primitive
G(x)
13.12,
Fis
a primitive
of/ on
G satisfies
=
F(x)
+c
(a<x<b)
[a, 6]
(7)
-f(x)dx.
is a
primitive for
is
a primitive
for/ on
[a, b] if
and only
if
/.
do
the
two
yield the
definitions
same
result,
do not necessarily
we
yield
Riemann
128
Integration
common number
13.18
Riemann
(1)
Example We know
13.17
Exercise
Show
a
i.
(2)
13.16,
we
J>" dx
that
X *dx = [W]h =
JJ
To
129
Integration
B-f
that the
1
same
<a <
provided that
is
Jo
(3)
If
(x-l?
x-l
is
a positive rational
- -ir{l
Hffl
"
13.19
More
1}
integral
of
[0, 1]
The shaded
= -1-1 = -2.
number, prove
that
+ 3 Q + ...+"} =
a+
In 13.3
is
the right
number
must be wrong.
ax
Pn =
Explain why.
is
b.
we mentioned some
Theorem 13.8
fit \
Jo
tx
\n]
13.20
2
2
2
2
^{0 +l +... + (-l) }<^ x dx< L{ l 2 +
- .-(n-l)n(2n-l)<
f '
ju
x 2 dx
<- .-( +
no
3
+...+*}
l)(2#i
\" {x/(o
+ ng(t)} dt =
Proof Let
F and G be
\a
f{t) dt
primitives
+ n j*
of/ and g
H = XF + jdG
is
dt.
respectively on [a, b]
a primitive of
X/+ fig on
[a,
By
b]
"
f
1)
[a, b]
{X/(0 + pgffi dt
* yields
+ M G(r)] b
[XF(t)
HF(t)]Z + n[G(t)] a
= \f*f(t)dt + vj
a
13.21
[a, b]
Theorem
g(t)dt.
(integration
130
f(t)G(,)dt
\"
Ja
[F(r)G(r)]2-
Proof Let
F(t)g(t)dt.
DH(t)
Ja
[a,
D(FG) =
and thus
b] Thus Hib)
.
+ Fg on
[a,
b\
+ F(t)g(t)}dl =
[a, b)
By theorem
Then
Hence
that /is continuous
Theorem Suppose
13.24
{f(t)G(t)
(a
{git)- fit)} dt
Ja
of /G
H be a primitive of g /on
fG+Fg
fG is a primitive
131
Integration
Integration
[F(f)G'(/)]*
on
[a,
b].
Then
fit)dt<[*
1/(01 dr.
As
is
from
clear
its
Proof Since
by
parts
is
and
is
of a function'.
usually
dt
remembered
dt
du
It is
|/(/)|
[* |/(0I dt
i.e.
form
result.
< J"*
fit) dt
(Note that
|/|
du.
<
Theorem (Cauchy-Schwarz
tinuous on [a, b] Then
13.25
it
follows that
is
in the
just the
1/(01 dt
2 2
{/ }" and
is
therefore continuous.)
g are
con-
</>
Proof This
"
0<J
is
much
the
same
as that of
{xfit)+git)fdt
fl
Proof Let
= x2 f
JO
{fit)} dt
= Ax 2 + 2Bx +
From theorem
d
F(0())
du
It
F'(<p(u))<p'(u)
f(<p(u))<p'(u)
du
is
what had
Ax 2 +2Bx + C =
Exercise
to be proved.
13.23
Theorem Suppose that /and g
any te [a, b],f(t)< g(t). Then
are continuous
on
[a, b]
Suppose that g
is
continuous on
[a, b]
and thatg(0
Prove that
\\it)dt =
f(t)dt<fg(t)dt.
Ja
{git)} dt
[F(0(W ))]
(1)
J(a
I*"
JO
as required.
13.26
and this
B2 <AC
ja
fit)g(t) dt
JQ
C.
/(0(W ))0'(W ).
+ 2x\"
if
and only
if git)
for each
[a, b]
>0(<f <S).
132
Integration
(2) Suppose that /is twice differentiable
ous on
[a, b]
on
fa, b]
and that/"
is
continu-
Prove that
f(x)dx
[1
).
Suppose
P~
that
\"
lim
y-*a* Jy
J-i-a
= {bf\b)-f{b)}-{af(a)-f{a)}.
xf"(x)dx
ja
133
Integration
exists.
f(x)dx
Note
f(x)dx
f(x)dx
+ and -
limits to recede to
>
[Hint
The
the improper
integral
g are
continuous on
[a, b]
lim
>
>
some
[a,
with theorem
*(5) Suppose that
b]
and
its
(a<t<b).
1 1
b]
What has
is
[a,
We do not
define
by
f(x) dx.
[a,
b] with f'(t)
On
>
dx
f(fl)
g(t) dt
ja
+ f{b) J*
Improper
-a. -? r
1
x->>
1-
0<y< 1,
x
l-+co a sy->0 +
=
y
does not
exist.
inte1
(ii)f
^=
lim
form
dt
Hm (2-2V>') =
lim[2x" 2 ]i=
f*-
2.
J?
hm
g(t) dt
s1 =
x->~Ji
Jy X 2
lim
Prove that
term given
x
rx dx
dx
continuous on
13.27
JX
do
this to
DO
o>r
derivative
for
Examples
.6?
g is continuous on
/ f(t)g(t) dt
(6)
i.e.
respectively independently.
~r g(t)dt
13.28
{a,
P~ f{x)dx
la mg<?)dt
for
1/2
(a<r<
>
(x
(x
)
F'(t) dt is relevant.]
integral
that, if/is
,/
'
dx
V*
^777
integrals
We
on
[0, ).
definitions.
Note
j;
/w^
iimjo
/w^
if /is
|**xdx =
continuous on
(a, b]
then
U -^
2
^0asAT^ + .
we
they are not
little
134
Integration
arrows
in the
135
Integration
who
a +1
is
zm-j**
-a =
fusion with the differing definitions of the powerful Lebesque theory of integra-
f(n
1)
fix)**)-
/<*>-JT
**
fix) dx
'
</(
4-
1)
-f(n +
1)
J""
tion.
13.29
/.
is
a function
Suppose
which
on /and
satis-
fies
\m\<m
If the
This
series
on / a
(xei).
is,
test
of monotone functions.
Since /
"*~
),
then the
series
>
reason
is
if /is positive,
integral
C~ ftx)dx
A) and
Jl
this
test.
+X'2^32-
13.33
in
theorem 13.32.
.-22
[1
follows that,
it
dx
1
on
n=l
r + x2
we simply have
bounded below.
is
dx
f-oo
Ji
ing
Example To prove
/()> o
and
13.30
improper integral of <p over the interval /exists, then so does that of/.
dx
From theorem
13.32,
we conclude
that
r
13.31
We
13.32
positive
and decreasing on
[1
).
is
decreasing and
f(k)-C
13.34
f(x)dx
/(*
Thus
zero.
for
any
it
k~ 1, 2,
improper integral /
dx
-i
converges.
.
-* .
,..,
(ll)
V^7)
V(l -x)
(1
*i
3/2
(1
^^*
+x
Jo
dx
x 2 dx
f-"
3 2
)
-x}
and
(vi) recall
0< y <\,
dx
(vi)
(v)
o
il-x)
+ !)< J/ f(x)dx<f(k)
exist.
W Jor
Hence
Exercise
...
bounded below by
as
Then
(1)
An -
In particular, the
"dx
example 13.33.]
+ X + x1
+ x+x s
J^o X
dx
136
Integration
r(i'2)+y
J(l/2)-y
\,
X)
-dx =
2x
0.
x(l
*i
Discuss the existence of the improper integral
(3)
Let
a be
a rational
In
2x-
J-, o
theorem 6.6
it
dx.
14
14.1
Logarithm
was shown
We define
>
by
*
fr* dt
logx=J
It
and
x>0,
Dlogx = -.
x
Also,
D 2 \ogx =
We conclude
=.
is strictly
on
(0, ).
and
log
+ as x -* +
as x
-*
+.
= log x
137
138
log e
139
logx^y.
The value of e
is
> 0, y >
14.2
(i)
logOO =
(ii)
Proof
f(x)
rational.
is
Then
a fixed value
of y
prove that
r,
-0 +.
->-0 as>>
function
<
"(3)
logy
iii)y
r]ogx.
For
(i)
and r
lOgATJ-logJC.
Show
that
= x log x - x is a
Fix)
on
(0, ).
Deduce
that
We
have
xxx
xy
for
To
xy\ogx =
log y
-log
We
log(* r )-rlogJC.
Hence /is
is
little
/-log
(x>0)
and only
if
-* e as
x=
Then
...
log n -
-I
rather than
is
In pure mathematics,
> 0.
as
2,
.).
Prove that
* .
{(log x)
Hence show
>
(6) Evaluate
By considering
+ as x -* + and
number and x
'log'.
Exercise
-*
show that
(ii)i){loglogx}
number y
(i) Z)
0.
log
= e.
- .
1-
1 H
occasion arises for the use of 'logarithms to the base 10' as found in the
(1)
if x
c.
perty that
14.3
and
)-r\ogx =
log
as n -* .
that
Suppose that x x
0.
Show
Show
with equality
-'--
a constant
\ogix
To
- .rx
log
elogx<x
have
f\x) =
w!
logj\
fix)
(2)!
"(4)
(ii)
2-1.
C
1
log-'
1. Then
2 log
11.7) and
(x> 0).
log(l+*)dx =
that log
deduce that
-*
1
as x -*
.
If x
is
show
that
(JC
>
and s
rational)
(X>1).
+.
a positive rational
converges
if r
>
and diverges
if
140
14.4
Exponential
We call
lim
and
only
x = \ogy.
if
and range
H(x)
Since the logarithm function has domain (0, ) and range R, the exponential
....
(ii)
log(l
..
hm
is
+x)
and continuous on
positive
x
[0, )
and that
h {x)>H(x){x>Q\ where
write
y = exp* if and
x-0
Suppose that h
(4)
x-*0
expx-1
,.
(i)
141
h{t)dt.
Jo
(0, ).
> 0,
h(x)>expx.
y exp
.v
(5)
by
defined
= exp{18* 3 }
/(*)
is
If /is
(6)
increasing
is strictly
on R and that
f{x)dx<
k%
Jo
exp x-t
+ coasx-^ +
exp x
as
c*
show
f(x)dx.
prove that
["* i
/<
),
1) log (n
1)
- n and hence
that
Also
D exp x =
D\ogy
\/y
Powers
(i),
for
example, by differentiat-
ing
If
>
a
x~ r exp x-^
r
(ii) x exp x -
But does
number
r,
is
-*
is
r
.
We
exponents.
define
exp {log
defined by log e
exp {x log
we
{/-log a}
+ ooasx-*-!- 00
as
real,
the expression a
rational? It follows
we have defined
rational, then
is
exp (xloga).
Recall that e
(i)
and x
x
exp
+ y)/(exp x)
and r
propose to extend
exp (x
>
If a
Exercise
may be
derivative.
14.6
14.5
n!
n\
own
is its
exp*.
e}
(a )}
that, if r
is
rational, then
is
r
.
Equivalently e
,
= exp
Observe that
exp x
142
14.7
Exercise
(1) If a and
(i)
x *y
a" =
(iii)
a ay
(ab)
(ii)
(a
(iv)
a b
x x
15
POWER SERIES
15.1
Interval of convergence
xy
.
with respect to
is
(log
a)a x
(3) Write
+ -|
=exP
n log
+-
A power series
% is
lim
e"
in
(see
,/n
is a
variable.
14.5(3ii).]
Theorem The
15.2
(4) Write
which x
set
series
exp -\ % n
that
n l,n
*1
as
-* (see exercises
4.20(6) and
converges
5.7(1)).
is
We
Proof
then
it
shall
converges for
all
follows.
dx
J-f-oo
J-+0
+X
;dx.
2
(6) Obtain
all
/(x
*r
f(x) +f(y)
(X
6 U,y GR)
If the
(ii)
5-
f{x +y)
(i)
Ir-fl
I.v-i
<
+y)=
fix) f(y)
(iii)
/(xy)
(iv)
f(xy)
= f(x)f(y)
/(at)
+ /(y)
(X R,y S R )
(x > 0, ? > 0)
(x
power
a n (y
%)"
\a n
for
zero.
that \x
I*
(theorem 6.9).
)">
n
{y-%) \<H
Now suppose
as n ->
-*
> 0, y > 0)
series converges
in
is
for
some H,
1,2,...).
1|< y f
I.
Then
-
<1.
y-ll
Hence
\a n (x-t-)"\
= l^^-O^.P^-^P"
1,2,...).
series
143
Power series
144
fl(jf-0"
[-1,0
:Ti
now
We
call
+ R, we
is
ofx
call
convergence
gence
which
power
series
converges
the set
is
for
its
interval
and
conditionally or
It is
it
may
limsup
point
Then
g.
|a|
is
given
we choose
as often as
in
some open
its
is
diverge.
-=
series
at
of convergence with the possible exception of the endpoints. At the endpoints the series may converge absolutely or it may converge
interval
its
Taylor
15.4
infinite.)
points of
[-1,1]
of
the radius
follows from the comparison test (theorem 6.15) since 2=oP" converges.
convergence.
|
145
Power series
by
fe=W*=* /+...
my
1/n
should not be automatically assumed that this power series converges with
sum/(x). Indeed there is no reason, in general, to suppose that it converges at
It
and
lim
all
are justified
oscillate. If this
becomes
when x =
%) and, even if
happens
|>
may
it
does converge,
its
is
1 5 .6(6) below). A
expansion in some open interval containing is said to be analytic at the point .
The most natural way of showing that a function is analytic is to prove that
* <*>.
the error term in Taylor's theorem (theorem 11.10) tends to zero as n
function / which
the
down
(see exercise
The formulae
to be
(except
happens, the limit does not exist and so the second formula
useless.
Example
75.5
It is
Example We
15.3
f \x) = exp x.
in
their intervals
then
Since exp
i ,
the expansion
= exp x, then
is
left
Power series
Interval of convergence
I
n=o
++
1!
where
I
n=0
inx)
Z* n
{0}
77
lies
X*-1
.
(h-
2!
1)!
converges for
and x. Hence
between
x2
series
x
x
+
1!
2!
4-
.+
*~]
(
x"
n\
l)!j
(-1,1)
n\
as
-*
all
x.
Is its
147
Power series
Power series
146
(by exercise 4.20(4) or by theorem 6.9). The partial sums of the power series
x
therefore converge to e
and thus, for all values of x.
,
+ +.
++
2!
1!
that 2-7083
3!
are natural
is
irrational. [Hint:
assume that e
= mjn, where m
and n
question 4.]
15.6
Exercise
(1)
series
,-l/x"
fix)
00
nix"
OH)
n=0
(-1)"
(2)
C-I)
n
:
(2
(y)
1)!
n2 n
(!)
^rr.x
&
(vi)
(2b)!
n=l
(1
+ x)
(x
[0
0).
(2>!
Show
0v)
(**0)
=
that, for
/<">(*)
V"
where
is
= Pn
Pis, a
any x J2 0,
-l/x'
I (- ir
n=l
power
give another
+X
X*
= x
series
...
^-*0asx--0+.
converges to log (1
x) for
<x <
1
Hence show
Hence
Write
that
/can be
(n)
and/
down the
the point
(0)
many
differentiated as
(n
0,
2,
times as
we choose
this
at
.).
= l-i + i-|+...
log2
n,
in the
number
0.
For
converge to/(x)?
(3)
(-1)'
15.7
The following proposition is useful. Its proof has been placed in the
appendix since it is somewhat involved. The reader will encounter the proof
again at a later stage when studying 'uniform convergence'.
1+7,
15.8
where
r?
lies
between
show that En -*
manner in which
as n -*
77
<x>
is it
depends on x and
possible to
f( X )
1 4&-r
n=0
;i?
1)!
Deduce that
...<
2)!
(n
1)!
'
+
+
on / (except
at the
/.
Then
its
endpoints). Moreover
fix) =
sum
mx-Qr*.
is
148
Power series
15.9
way.
alternative
We know
149
Power series
+ x) a =
a (a
+ ax
1)
..-
x2 +
2!
that the
power
series
provided that
<
I(-l)"-'"
n =i
(
on (
5.8,
it is
differentiable
1 ,
(see
1
]
Hence, by proposition
5.3).
2n
n-x
n=0
and
1)
1 ,
Example
converges for
K-D"-
(-
-x+x x
+x
It
x 6 (
(3)
n-ln-l
1
I)""
*
..
<
f(X)
anx
its
sum.
series
n=0
(-!<*<!).
/. If
y E I but
is
prove that
),
\jMdx= n=0
1 n-Shy*.
Jo
D log(l+*)- E
and determine
l+x
l+x
4-
(-!)"-
log
-x)
dx.
log(l+.x)=
(-I)""
n=0 n
+c (-KK1)
(5)
where c
stant c
is
a constant (theorem
1.7).
By
substituting
x =
0,
we
0.
is
=0
n=0
continuous on (
1, 1],
converge
log 2
1ob(1+jc)
lim
lim
x ->i-
(-!)-n
n=l
(-ir
in
(6)
m bn (n m
0, 1,2,
n=o
(1)
Exercise
Let
a be
DL
converges for
a real
+x)
number. By considering
(*-. ..<a-n +
dy
l)
dx
.).
series
all real
that a n+l
x and
equation
y.
Show
for \x
On**
s
1=0
y = fix) =
15.10
\.
an
series
a e*.
a
l
n +
n (n
= 0,
2,
.)
151
Trigonometric functions
16 TRIGONOMETRIC FUNCTIONS
16.1
Introduction
We
the formula
16.2
* dt
f
We
t **"
/(*)
series
n=0
%-y
dx
converges for
In a similar
on the formula
We
prefer,
-r
Jo
+y =
]+t
why
+...+
3a 3 x 2
+...+
a2x
fix) = 2a 2 +
2a 3 x
+4
3a A x 2 +
have some intuitive ideas about the sine and cosine functions from
It is
2)in
l)a n+2
is
150
+ (n + 2)(n +
= cosx =
dx
dy
l)a nti x
l)a n + 2 x"
may be
is
sin x =
yv = sinx
0,1,2,...).
and we obtain
,,2n+l
+8
ei)
'*I<V+>'
n=0
>*e* 'S
= sin x
and z
= cos x.
we
We want sin
and
D sin = cos =
dz
sin*
x 2n+l
(-1)"
n=0
dx
(2n
^2"
dy
''
dx 2
"
dx
z.
-<-"
We
therefore define
=;t _^! +
*
3!
l)!
Similarly
d 2z
y
2n
equation.
follows that
?!
...
chosen in any
satisfy
this differential
an
readily solved
obtain
d 2y _ dz
dx 2 ~ dx
+...
it
ich
in
0.
anx
By
x+
2a 2 x+
at
!+
in
We already
o.
15.8,
fix) =
of x and that
'
dx*
By proposition
f(x)
dt
arctan
/"(*)+/(*) =
series as indicated in
exercise 15.10(6).
real values
all
152
153
Trigonometric functions
Trigonometric functions
Both these power series converge for all values of x by comparison with the
x
power series for e
Note that we take these formulae as definitions. The definitions of elementary
trigonometry concerning the 'opposite', the 'adjacent' and the 'hypotenuse' are
not precise enough for our purposes in this book. The remarks of 16.1 are
simply intended to indicate why we chose to define sine and cosine as we did.
c" sin
-dt
n>m>
provided that
0.
Explain
why
it is
(-"sin
"sin
lim
->=oJl
t
dt.
Exercise
16.3
(1)
16.4
Periodicity
Since cos
cosO
(i)
cos
(iii)
(ii)
sinO
(iv)
sin
( x) =
cos
>
= sin x.
( x)
and cos ( x)
cos
not positive
all
is
x and
>
for
x S (
is
con-
, ).
2
would follow from the formula D cos x = cos x that the cosine function
was concave. But a bounded, differentiable function cannot be concave unless
it
Show
that, for
values ofX,
all
D cos x = sin x
(v)
D sin x =
(vi)
is
cos x.
It
(2) Let
be any
number and
real
g(x)
sin
h(x)
cos(x
(x
+ y) sin x
cos y
We define
define
for
sin
all
of* andy,
values
(x+y) =
(3)
= 0.
%.
cos y
+ cos x sin y
+ y) = cos*
cosy
sin x sin y.
(x
j7r)
sin
cos (x
jit)
cos
We
have
cos \ti
+ cos x sin
cos
\tt
jt7r
cos
from which
(i)
cos
x+
sin
* =
(ii)
cos
<
and
sin
<
sin
2x
2 sin
cos
(iv)
cos
2x =
cos
it
(x
4-
2n)
sin
cos (x
2n)
cosx.
sin
(iii)
(4)
sin
cos (x
which cos
We now
sin
% for
By definition, cos tt = cos ( \n) = and cos x > for - \v <x < \-n. We
2
2
It follows from the formula cos x + sin x = 1 that
show that sin \it =
2
on
s n Jtt = 1 But D sin x = cos x and so the sine function increases
[ {-n, j7rj Since sin = it follows that sin jtt > 0.
1
Differentiate {g(x)}
number
number n by
the real
\n
cos x sin y
x sin 2 x.
(i)
...
00
^
1
trt
(5) Use the
cos
mean
>-asx
0.
value theorem to
show
that, for
all
values of x
sinx
<1.
Hence show
vergence of
S"=I
last
1 asx^-0
sin (l/).
2=1
sin (l/
2
)
it
154
Trigonometric functions
16.5
(1)
Exercise
Prove thai the cosine function decreases on [0, rr] and increases on
n, 2n] Prove that it is concave on [ \-n, \tt} and convex on [2^. jt]
= !_+->+...
(2)
Trigonometric functions
We
sm x
tan*
(x^{n +
\)rt:n
.).
fix)
+ 7r) =
(
(3)
Show
Show
ar| d
tnat
is
1, 1]. If
side the
i\
where n
on
strictly increasing
is
tan
= 0,
as
-*
and continuous on
under the sine function
interval
we
function
is
defined out-
call this
D arcsin x
and calculate
The
function to
for
we
= (
strictly increasing
image of this
{ ' ie
provided that
?"> 5 7r ]
is
\ir, \tt)
tan
<x <
1
arcsine function
[ \-n,
is
^n]).
Discuss the arccosine function obtained as the inverse of the restriction of the cosine function to [0,
(4)
rr\
Calculate
D arccos x
and explain
range
Draw
j7T, \tj).
\tr, \-n),
has
domain
and
that
dx
Jo
+
(5)
\+x 2
Suppose
that
2'
/has
on
and that
x +y
/M+/O0 =/
for each
a continuous derivative
\xy
x andy such
that
xy <\. Prove
that, for
some constant
C,
Show
arctan
that, for
x = x
- <x<l.
1
K..
*U
Let/:
sin
0,l,+2,
COS
(6)
be defined by
{x
# 0)
(x
= 0).
155
157
From
17
(1)
it
f(x)<j{\+x
<
1,
+x*+...}
-x 22\")
3(1
Thus
1
-"<*+,<;
rf n
17.1
If
a n ) and
<
real
~ bn
means that
*
as
-+ ca
d n -{\2n)-
nl~y/(2ir)n n
i/2
e-
n\
n"n
dn =
We
seek to
!( +
log
show
that (,d n
>
j) log
It
-l}
(12b)"
(,d n
--h
12
(n
} is increasing. In particular,
1,2,...)
decreases and so
-d n+l = -log(+
1)
we examine
-* .
C=
V(2t)-
We
the sign of
- ( + |) log + (n +
|) log (
1)
7 .3 *
|l+(2n+l)_1
C as n
e- n
4 4-4^-'
2n +
U2
n+n.
dn
>d
l)
12(n+l)
and hence the sequence < d n > is bounded below. Since < d n > decreases, it follows
that {d n ) converges.
Suppose that d n -* d as n -* . Since the exponential function is continuous at
every point, exp d n * exp d as n *. *>, Let C = exp d then
b
17.2
It
formula
Stirling's
3{(2n
To justify
In
is
= J~*V -l <r*a
(>o).
we
^io g
+* -1
-x
vided that
> 0.
Since
x+1
r
f*-*-<JSft**
2
-1
2*11
2
jc
3
In particular,
f(x)>0
xA
x6
for
U|<
and thus d
~dn+1 >0 (n =
1, 2,
.).
/7.4 +
+ , we
as t ->
have, for
x_1
rfr,
pro-
some i/ >0,
(r>l)
r* x ~
t
2
f
dr,
Exercise
t(l) Let /n
/f"
sin"
xdx
(n
0,
2,
756
e"'
x
t
fl
0)
1
= 2,
3,
.).
.).
Prove that
satisfies
nl
<
/ > is a decreasing
= (n
l)/n -2
158
Tlie
gamma function
Deduce
thai
as
-> .
n n\
fix)
hn
159
lim
"'-
(2)
(x+nY
x(x +])...
function satisfies
follows from exercise 17.4(4, 5 and 6) that the gamma
most one limit, we
have
at
sequence
can
the hypotheses of the theorem. Since a
=
T(x)
(x
0).
that/(x)
can therefore conclude from (2)
It
^(2) With the notation of the previous question, establish the identities
(2n)\
hn
(2
("
(2n+
(3)
= (a + 0)s + = s +
0,1,...).
I)!
Then
follows that
log/(r)
<
a log/(x) +
fit)
<
imrm + o}"
s^m
1 .
= t - s.
and so
(3
=0,1,...)
n\f 2
(2"!) 2
'2n*l
>
The proof of (2) uses the convexity of log / Suppose that s < f < s +
we may write t = as + (3 (x + 1) where a>O,0>Oanda + |3=l. Now
log/(s
1)
>
decreases.
Deduce
that
n\
l/(12n-H)^
\/(27r)n"n V2 e- n
<P vl2n
Since s
<t<s +
tions in (3),
r(n
'
l)
f(s)
gamma
function
is
continuous on (0,
).
[Hint: If
is
{r(a)
H which does
Properties of the
gamma
convex on
(x
1 7.6*
Is it
From
/(x+1) =
positive
).
*/(*)
> 0,
f.
Making appropriate
and continuous on
(0, )
+ n)
fr~
s
l) "'/(0-
f(n
f(s).
is
a natural
Then
it
/(
(5)
follows that
+ n) xn < (x + n)(x + n !
1)
xf{x)
<(n +
l) n\
+ i)',
(,
< <
and
let its
f(x+l)=xf(x).
(x>0)
+
(x>0).
that,
substitu-
x
This completes the proof of the formula (2) in the case when
equation
functional
the
the
help
of
general case is easily deduced with
~ 1) -
and that n
,^
17.7^
T(x)
(3)
this inequality
and/(l)= l.then
/(*)
<s <
(0, ).
function
ir**V(*
(x
1
also have
1X0)}.]
7.5"
we
(t-\y-sf(S )<f(t)<s'-
0<a<a<.K<_)><<|3,
(3)
obtain
< (t -
Combining
b!
we
= s<-*m.
(1)
Exercise
lfx>0,
prove that
log-
=
I
dt.
The
1 60
T(x)
gamma
yj(2n)x x'
in e' x This
.
is Stirling's
log(l
show
that
18
APPENDIX
18.1
Introduction
+z)-z
lim
z-0
Stirling's
gamma
function, deduce
> 0,
1
(V)/u( +*>/)
'
as u
V(2rr)
where
AM - j^-V.
1
* (4)
>
the function of
two
>
and
1
by the formula
B(x,y)
=P'
J-*o
exists a real
is
and
a positive,
(0,-).
'(5) With the notation of the previous question, prove that, for a given fixed
f(& =
> 0, the
r( *
(
satisfies the
f B(x,y)
sets
number K such
that
and
< K for
is
bounded
if
and only
if there
any xES.
-K<x<K.
and hence
>
numbers
-K<h<x<H<K
(x>0)
A set S of real
If
Proof By exercise 1.20(1), \x <^if and only if
is
an
for
and
K
lower
bound
is
a
5
x < K for any x e S, it follows that K
upper bound for S. Thus 5 is bounded.
Suppose, on the other hand, that S is bounded. Let H be an upper bound and
h a lower bound. Put K = max {| H I, h !}. Then
much
Proposition 2.3
>
value of y
Bounded
8.2
^-'(l-ty-'dt.
x
Check
is
we
detail. Instead
(xGS)
Combination theorem
1 8 .3
^>0,
Proposition 4.8 Let
rro>)
B(x,y) =
r(x+y)
(6) Use the previous question to evaluate T(j).
- / as
('0
Xx n + p.y n
Vn
x
-*lm
-*\l
as
e~
x2' 2
dx =
V2ir.
as n -* . Let
X and m
+ /ti asn-*<*
n-*
P~
* and y n * m
xn
(iii)
->
yn
as n -* (provided that
(iii)
!*!<*( =
m i= 0).
it is
bounded (theorem
4.25).
Suppose that
161
Appendix
162
\x n y n
-lm\ =
\x n y n
<
xn
-x n m+x n m-lm\
xn 1
y n ~~ m + m
I
zn
yn
as
-*
-o
\m\.\x n -l\
i.e.
for
\x mr -i+i-h
<
<
l* mr -/|
ke
> N, consider
yn
he
\x mr -l\<e.
This does not conclude the proof since the subsequence
collection
With
'nx n
-yj
\mx n
this
satisfies
change as e
will
exists an infinite
(3>
xn
ml =
as
-* .
The
Then there
in (3).
l*n r
similar
>
an , such that
>n
which
such that
*_
x 2
- 1<
/
Take
satisfies
-'l<7
and hence x r -* 7 as
exists
there exists an n 2
Then
\ in (3).
result therefore
which
-* 1 as r * .
-y n l\.
we
information,
Take e
my
<
<x mj_)
changes. All
r -*
(sandwich theorem).
of
also belongs to L.
Subsequences
18.4
Proposition 5.17
|/-7l
|x-?|<e.
X n_J_
of all
>R,
>R,
any r
\y n \>h\m\.
For n
as
\x mr -i\
(triangle inequality)
163
Appendix
Proposition 5.13 Let (x n > be a bounded sequence and let L be the set
numbers which are the limit of some subsequence of (x n ). Then L has
real
maximum and
is
znlEL
bound of L, 1 e
is
\x m
Thus,
such that
if
we can
-l\<i e.
L
\x n
-x m =
\
<
|f-7|<ie.
G L, we can
exists an
\xm
as n -* , then
m > A^,
and therefore
> 0. If x n *
n>N,
\*n-l\<te.
not
-I,
l>l>l-\e.
Hence there
be given. Then e
any
is
Because
>
minimum.
Proof The
Let e
Proof Let e
Cauchy sequence.
is a
(i)
find a
subsequence
<
xm
u<y.
>
which
satisfies
xm
-* I as r
and thus ix n )
is
\x n
-l + l-x m
\x n -l\
\x m
-l\<ke +
he
Cauchy sequence.
Proposition 5.18
>R,
bounded.
(2)
is
164
Appendix
and any
m>Ni.
m =N +
Take
that, for
Then, by theorem
\-\x Ni +
\x n
>
If I
any
8, for
. 1
-x Nitl
\<\x n
1 ,
we may
|<
n>N
>
choose e
-x m \<\.
\x n
165
Appendix
so small that
-e>
as r -* (proposition 5.13).
Let
We
<
x r > be
can find an
a sub-
R such
r>R,
any
x>Q-e)
lt
\a nr
l*nl<l*JVll + !
5.2)
diverges.
Now take
= max
A'
and
it
follows that
{|*i
|
|x 2
<
1,
A" (w
\x Ni
2,
1 ,
|,
|*n,-mI
1}
Limits of functions
8.6
.).
*
g e (a, ft). Then/(*)
at a point
1
iVoo/
Proposition 6.17 {ratio test)
S~=
Let
a n be
<n+l
lim
a series
can find a 5
which
satisfies
/>
>
so small that
if
<
1,
indicates the
e>
(i)
>
as
-*
|.
>
Let e
be given. Then we
such that
8.3). Hence
<
If /
>
1 ,
we may
Similarly, %
implies that
(ii)
"N+2
given.
<*<g+5
We
implies that
<
can find a 5j
-*
>
as
/(*)
Hence
?<*<? + 5
-* g +.
- and /(*) *
-* %
such that
- g 1< 8.
as
proof
provided that
/.
1,
on an
|/(*)-/|<e
(see
If
/(*)->/ as x->+.
8.5
as
as
+g
+. Let e
>
be
Kv-h
n-l
"n-2
g-5 <*<|.
1
>Q-e) n-N*l
Hence a n j*Q
as
-*
aN+i
-*
I
+ as M
Also
1/n
|
'
>
e
2 =! a be
a series
which
satisfies
Let 5
/.
<
any n
<
Proof Let x n =
From
\a n |"". If
exercise 5.15(4)
it
<
>
min
{S, , 5 2 }
< e provided
that
Then /(*)
|
-l\<e
provided that
-6<*<andg<*<g-6
^-5<*<? + 5and*^?
i.e.
so small that
iV such that, for
0<|*-l<5.
Thus /(*)-* /as*-*
|.
> N,
xn
< +e
\a n
2=1
comparison
(/
<(/ +
)".
g be
defined
on an
* g and g(*)
at G (a, ft). Suppose that f(x)-+l as *
Then
numbers.
any
real
that X and n are
i.e.
Since
find a 6 2
<*<g + 8 2
i.e.
If
we can
E~=1
(i)
test.
(ii)
X/(*) + pg(x)
->
+ (WW
X/
/(*)(*) ^/ as*
as
* m as * - g and suppose
Appendix
166
(iii)
w = 0).
(i) Let <x n > be any sequence of points of (a, b) such that x
and x -> as n -> <. By theorem 8.9, /(x) -* / as n -* and
+ . By proposition 4.8(i)
Proof
(n
g(x n )
2,
-*
m as
-*
X/(x)
X/
Integration
Proposition 13.4
/im as ->
\\ {/(<)
obtain
(iii)
+ c} dt =
hztP=
Proof
m\U+c)
same way.
in 13.2.
/,
-*
/be continuous on
[a,
have
and
(a, b).
proved
possibly at
{yo,y\,y2,
{f(x)
inf
a).
c}=c+
inf
s if+c) (p) m
. .
>a).
{/(*)}
+ m\ n
<x<y,
j>
m^ (k - 1, 2,
We
mj/ +c) = c +
Similarly
g(x)<f(x)<h(x)
f{t) dt +c(h-
<x<y,
is
Then
we
(ii)
8.8
.)
*/(*n) + Atf(*n)
Items
767
Appendix
It
follows that
fe=i
X %. Then fix) -* I
1,2,
/i(*n) ->
as
that/(#)
.)
->
and x
->
-* .
x -*
as n
->
as
By theorem 8.9,#(x)->/
</(x)
Hence /(x)
as
as
-* and
wi'^fc-^fc-J +
* by theorem 8.9.
= S in (P) + c(b-a).
It
follows that
Continuity
18.7
on / if and only
if,
given any
x G / and any
a"
>
{f(t)
\
Ja
+ c} dt =
sup {S if
p
such that
sup
provided that
is
""*/(*) as y * x,
i.e.
cib
sup
p
-a) =
l"
Ja
is a
f(t)dt
function which
is
+ c(b-a).
continuous
i.e.
interval /.
satisfies
is
/is continuous at x.
n iP)}+
(xG/).
|/(*)|<0(X)
f(y)
\P)}
is
{S<-
*c
l/(*)-/O0Ke
The
(n-yfe-i)
fe=l
fe=l
theorem 4.10
If the
= (0, )
if
x G/and
is
a right
= P
hand end-
<t>ix)dx
point.
exists. Let
trivial
Then the
Also
f"
Jn-l
series
/(*)<**;
2~=i b
is
bn=r
Jn-1
convergent
series
<Kx)dx
1,2,...).
sum
/).
\a n
and hence
\<b n
2"=1
exists.
fying
(H
we may deduce
1,2,...)
test, i.e.
f(x)dx
lim f
where Xo = *o
Given any
(-!)
m =
169
Appendix
Appendix
168
number
Put 5
satis-
= x
|
a*o"
\.
A7
-*-
00
y <6, consider
|
- nX n ~ =
f(x)dx =
We
show
seek to
v""
l
lim
if.
n =i
that
A -*
r X
as
Y-*-X. From
exercise 3.11(2),
follows that
-x
^i
X = x ? and F = y
where
<&;v->-0as
(Y"-
(Y"' 1
+Y"~2 X+
-X n ~
...
But from each of these terms we can extract a factor of (Y X). The right
hand side then reduces to the product of {Y X) with the sum of \n(n 1)
r
s
terms of the form X Y where r + s = n 2 The number \n (n 1 ) arises from
as required.
1 8.9
<
N>X. Then
^ x
It
+2+3 +
..
(n
- 1) =
%n(n
- 1)
(example 3.9).
Since
fix)
(*-*)"
\X\
n=0
on / (except
at
/.
Then
its
sum
is
continuous on
and
differentiable
= |x-5l<|x -5l -
we have
y n -z"
r-AT
f(x)=
X mdx-HT'1
n=l
*,,
and
m - ly-|KI*-tl +
power
series
nH
i
|y-jfK
-+0as
K-i-AT.
is
It
in /
which
is
M#**.
->
x
-f1
n-1
x-
-/?
more
subtle argument
is
/, if
these
required to
1-Xbl
be R.
/'(.*)
lAKir-jriJ^i^Ti
[X-f|<|ar -||<fi.
Hence
-
Suppose that X
n(n-\)
lim sup
n*-
171
Appendix
Appendix
70
lim
*-+l-
akx
k
\
fe=o
ak
k -
akx
fe=0
Proof Let e > be given. Since the series 2 a k converges, its sequence
such that,
of partial sums is a Cauchy sequence. We can therefore find an
whenever k>m>N,
tffe
<e.
ft=o
k
a,
(4)
<r-
lemma (which
is
easily
proved by induction)
asserts that
+ vn
k-m
We
k=m
apply Abel's
= ak
=x
and v k
la k x k <0-*)"f
k=m
3
We may conclude
Then
a k x'
Next observe
->
(1
x)
that
<
k=N
(5)
r-
that, for
<x<
N-i
akx
- V
k=0
fe=0
ak
< I
fe=0
\a n
\(\-x") +
\ex k + \ex n
k=m
zero as
uh
k=m
-*
k-m
\\l=m
lemma with u k
fe=m
It
We can
.
therefore find a 5
>
sum on
-e + -e.
the right
hand
any x
side tends to
satisfying
\-8<x<\,
N
t\a n \(l-x")<\e.
3
k=o
Given any e
fying
Stirling's
formula
Z
Abel's
18.10
found a 6
>
satis-
is
completed
in exercises 17.4(1
and
2).
173
5-3>4-l
Note
(exercise
inequality
There
x2 =
x =
0. In the
= 0.x<x.x = x 2
We
(i)
(ii)
yields that
case
= x.x >0.x = 0.
we may apply
rule III.
>
6 Take
Since b
rule III.
Then
If
ff.fi
fi
= -.bB<-.bB = Ab
We deduce
a{b
Since (6
+ flfi <
a*
B)'
>
x =
(a
< b. Hence a = b.
b)/2.
is
aft
(rule III),
and 6" 1
v46
>
+ 4)4
(a
(example
= x 2h =
(x
R 2
)
all
(rule II).
1.5), it follows
from
two
Next suppose
rule III
+A
+ B'
The second
.*"
is
obtained simi-
>b
+ c>b+d.
and
Hence a +
7 72
We
be expressed
in the
form n
2k.
=y
<
is
odd. If y
there
when n
is
that
odd.
If
is
larly.
may
values
that*"
it
>0
4.
that
= d = 2 in
and b
>0 and
and d >
follows that a
it
=c=
follows that
it
>
when b
solutions.
that
+ B)
we take a
if
true
But then
for
/4
we
(ii),
> 0,
x"
a.
However,
.8(3)).
(iii) is
Exercise 1.12
bB >0,
2 Since
Then
= a.
b
We
any e > 0,
i.e.x
>
Since a
2
a;
5
first
the form
casex 2 >0,
<a<
0. a<a.a<l.a
III
iii
In each
0,
12.
= (-l)(-l)>(-2)(-2) =
Exercise 1.8
> 0. On the
>
i.e.
SOLUTIONS TO EXERCISES
I).
5,b
= 4, c =
3,d
in inequalities (i)
and
x"=y.
is
true
<
implies
= y has one
of ( xf = y, i.e.
74
Solutions to exercises
(i)
2' 3
3 2
{(2
}" 3
(iii)
32
5 6 1/5
ax
1/3
27'
6/s
-4/3
3
3
{4 }"
1/3
(ii)27
{(2 ) }
We
To
bers,
(ii)
when
,/n
prove
(y
(a),
n2
y/ai
+ V<* n -j
r- +
(c)y
Un Vn
(yz)
Vn
and the
result follows.
1/
{(y
")"} m
= ym
is
m
ofx" = y
t=
fe
,
kk + Kf =
i
I 4+2 Z
k=i
= (ytoftfi-f =
{y"z >'"}"
and hence y
Vn vn
z
is
We may now
= qjn (p
and q
(iii), (ii)
(iii)
(yzf'
1/m
{{(y )
pq/mn
>
(i)
=yz.
when r
= pjm
\fc=i
fe=i
inequality)
ov) ""
1
&zffm
]}
1/"
two
vertices
is
{l(y
Vm
)"}
l,n
}
fe=i
fe=i
lyP-y"""
rpn
qmil/mn
show
that
\a\
b implies
Since (2ax
b)
>0,
b)
1.10 to obtain
(b
\a\
Suppose that
1 .1
it
{(2ax
b,
Hence a
each
(ii) Suppose that -b<a<b. Then a < b and -a < 6. Since, for
follows that \a\ < b.
a, |a| = a or \a\ = a,
(i)
(3)
as in
first
fc
.v
(3)
We
<a<
(a:
U/2
Exercise 1.20
y^
-z k +z k -y k ?
1/2
[,'
(ypnyimnf qm\Vmn
4 Write ax + bx + c = a(x
+ bx +
(x k
<
1/2
\l/2
(3
and suppose
given by
fe
yP""y<""
=3
(z
,JS8
>"
y(P" + f")/mn
U.)
and
m =
(yzf
00 Iff =
_
and
LI
integers).
\l/2
(Cauchy-Schwarz
mn = y. To
yz
prove
and
ax
6?
observe that
(c),
r+s
1/2 /
n
\fc=i
fc=i
is
fc=i
and hence (y Um ) Vn
ah b k
fe=i
i.e.
observe that
v ") m
(y /)"
(J)
(y" n ) mn
=
(y
Vn
and hence
prove
= 0, i.e. x = bjla.
"")"*}"
{(}>
it is
To
(a)O
64.
s are integers.
81
_1_
3 4
1 75
12
( 1.
- 4ac)}/4a.
2
From theorem
1.18,
1 76
\c-d\>\c\~\d\
equivalent to %
77
{x:-5<;c< + 6}.
and
\c-d\
= \d-c\>\d\-\c\ =
-{|c|
Idl}.
Thus,
result follows
smallest
from
exercise 1.20(1).
and
the
( ,
(ii)
are 100, 2
2]
2; the
smallest upper
3
Only
(iv)
is
We have
not immediate.
{1,0,
(iii)
d(x,y)
\x z + z y\ < \x z\ +
= \xy\ =
=
d(x,z)
\z
y\
5; the smallest
d(z,y).
t,
(iv) (3, ):
where
t is
rational.
Then, provided
vi - =.
4
so
right
we have
We
hand
is
a contradiction.
a=
equation ax
satisfies the
+ bx + c =
{1,0,2,
2as
br
c}
{2a
+ b}s^2 =
0.
a(r
it
{ar
2as
br
+ b)s = 0.
Thus
the
are
0,
2 and 3 ; the
(v) [0, 1]
5}:
1 ;
unbounded below.
and
largest
2
are
(iv) (3, ):
{ar
2\.
(iii)
0.
Hence
a(r
( <*>,
(ii)
+ s\/2
(0, 1):
(i)
largest
a rational
unbounded above.
(v) [0,1]:
s = 0,
smallest
But the
2, 5}:
largest
+ c)
5 {3,4}.
-(2a +
and so &
= rs\/2
is
also a root
b)s\/2
=
6 Take y
of the equation.
element of the
6 Suppose that
3n
is
i.e.
False
(ii)
true
Exercise 2.13
1
Since
last
1.20(1),
inequality
B=
sup
is
(iii)
true
(iv) false
T=
(v) true.
2 By exercise
is
a smaller
set.
S and
i.e. sup S
for
,
Exercise 2.10
(i)
\m is
is
because
minimum
divisible by 3. (Try
2
2
be a
||
-jc|<5
equivalent to 5
if
and only
if
-5 < -x<8.
>x > 6
which
is,
This
in turn,
{x
+x
+ % x G S).
:
Since
for T. If
C is
bound
that %
for T,
+ B is
it
therefore at least
< B = sup S.
B = sup S
and
let
true that
an upper bound
follows that
C<%+B.
C %
On the other hand, y < C for any y G T and therefore y | <
1 78
G T.
any y
for
upper bound
We
Since
for
S=
S and
:y G
{y
7"}, it
follows that
B < C .
+ B and
+ 5.
therefore that
C<
is
an
supremum
Hence
B=
We may
= { x
5 and
sup
G 5}.
true that
Since
hence that
or
its
must exist).
C = + tf
6
let 7"
179
To
set
is
Let
it
ft
is
sets
is trivial).
GT
in
common
The
set
is
bounded below by
s.
= inf TV
~5*
is
bound
S and
for
therefore that
OB.
If
(iii)
x&T
(i)l
5 (i)
is
>MT
inf x.
xGT
(iii)
{||
Let
-x| :x G
5} has
-x| =
>
is
D = { x :xGS}. If this
x G S. But
% -x > h for
all
ft
is
If
(iii)
as a
lower bound. If
G 5,
then
bound
we can
is
is
at zero distance
from
by
exercise
at zero distance
have
that
all n G (^ and therefore 1 is an upper bound for S. Suppose
ft, where > 0, is a smaller upper bound. Then, for all n G f^,
ft
an interval, |
for all
>
such that
G S and hence
-\
T) where
$ / implies that
is
'
?<
T= {-x :x G S}.
either an
ft
upper bound
or a lower bound for /. Suppose the former. Let B be the smallest upper
bound of/. Then B G / because / is closed. Given any x G /,
||#| =
ft
find an h
<%-h
Since
G S. But
for
then
a lower
is false,
ft
l--<l-ft
sup S. Then
ft
^ T, then
We
(iv) 0.
ft
Exercise 3.6
= ObuttS.
tf(,S)
(ii)
set /J
minimum
(ii)2
The
from T.
and hence we have found a point of S
subset
of 5.
If ft G T, then ft > s and the interval (x, ft) is a non-empty
Hence ft is a point of T at zero distance from S.
(>0)
et
7\ then inf
( x)
sup
inf
|
x
J C
(ii) If
$x
il
2.13(5ii)
inf
which
bounded below and then apply theorem 2.12 and exercises 2.13(1)
and (2) to the set S = {- x x G T). We obtain
ir
huh
To
7"
is
(i)
and hence
is
is
bound for S.
therefore
no n G [^ is
maximum.
For
has
no
The set S
is
h-1 =
ft"
a contradiction
and
it
true that
1.
x|
x es
inf
= -fi+
%
inf
* 4s
bound
for
/.
2 Suppose that S
\B-x\
BX'
X">BX'
Since
is
X"* l >B.
is
it
G N
bound B.
such that
180
Hence
It is
is
clear the
lower bound
xn
>h
l\"
(i.e.
for T.
Suppose
>*>
bound
a lower
is
that h
is
a larger
Exercise 3.11
1
fsj,
G M}
S = {(llx)":n
first
part
is
2'?
maximum of the
is
\n(n
l)(2n
l){(2n
1)(
+ (n +
1)
+ 6(n +
1)
2)(2
3)
l)
1)}
l
6
+ (n+l) 2
sn
l(n
m(m +
1)(2
l)(2m
+ In +
6)
1)
is
set S.
Similarly if S
+2 2 +... + n 2 +(n+l) 2 =
= K +
= l(n +
of the question.
bounded above by B.
Since F*J is unbounded above, we can find an n G N such that n> B.
The set T~ {n x:x S} is a non-empty set of natural numbers and
hence has a minimum m (theorem 3.5). The integer n m is then the
3 Let
sn + ,
It
181
(m=n +
+n
Let s n = l + 2 +
= kn 2 (n+ l^.ThenPO^s
3
(ii)
sn
We
bounded below.
and
is
let
1).
andjl 2 (l + 1) =
and deduce that P(n + 1) is
true because s,
1.
true.
4 Since
s n +i
+ 2 3 +... + 3 + (+l) 3 =
\n
\(n
+ (+l) 3
1)V + 4n + 4) =
l)
(n
(n
m
m
a < and < a + < a
1
(b-a) =
|(
\)\n
2)
2
.
as required.
1
(0
maximum.
obvious that
< H<
1)
\{tn
+ I)G5and^(m + \)>m.
Similarly
is
Hence
Suppose that
number
such that
that
H<r<\. But
is
is
Provided
this
find a rational
...+x"
cannot be a minimum.
bounded above by
+x +
+x+x 2 +
is
-x
clearly true
when n =
1
+ x n +x n * =
,
..
0.
Assuming P(n)
true,
-x
-x
then r would be an
l-x"
is
n+l
+x"
-x
l-x
bound.
n+2
We know
rational
that
all
numbers of
the
find a rational
number r such
form r\j2
.20(4)).
By
exercise 3.16(4)
we
is
can
that
and hence a
rational
-x
\-x
if a
3 Suppose that
number s
P(x)
=b
P(!-)
or b
= 0, the
is
formula
obviously true.)
= 0. Then
= P(x)-PQ)
=
a n {x
-% n ) + a n .
{x"-
-% n )+
i
...+
ai {x-%).
182
By
x*-r =
(*->(*
we have
&-2
fe-l -L
- l)
f-fe-1
Fk _
/>(*)
We
(*
(x)
a polynomial of degree
is
-WW*) +B
-1
A:
Fn _a
>c)
place,
n+
+ 6"
\s-l
-slS
It
follows that
+ ,} =
as required.
(a-
-$)8(x).
apply this result to the second part of the question and obtain, in
first
si
s=
li1
_n+I -sts
6*
a"
+r
l-fc-2 J.
=
where
183
P(x)
is
exists a natural
e M} is
:
it
so on.
a contradiction.
B!
r-lJ
r!(n-r)!
!
-
(r-
!)!(
H!
(r-l)!(n-r)!
-r +
n-r+1
+1
(r-l)!(n-r)! r(n-r+
n
+ 1)1
r!(-r+
From
exercise 3.11(2),
"- b " =
a
(a-b)(a"-
Hence,
>b >0,
+ an
-2
+ ...+ab"- 2
fr""
).
Ir
n\
fe
1)!
nb"
if a
<
a"
1)
-6"
<na"
a-b
Therefore,
l\
1)!
(a
+ b)"=
\a-
r r
.v<^,writea=>' "and6
=x
'"
and b
=y 1/n
If
Vn
.
r=0
Clearly P(l)
(a+Z>)"
+1
is
true.
(a
Assuming P(n)
is
Exercise 4.6
true,
+ b)(a + b) n
s:K''
f a -v+ i(V~ *
(r=0
replace r by s in the
+ b)n
any n
first
sum and
replace r
by
s in the
-l
-1 =
2
n +
1
- n 2 -\
2
+\
+1
U""' 6'+
"J*""**
,7TT
i.e.
<e
>N,
(a
But
r+I
r = n\>-
We
+\
184
n +
> 2/e.
N = (2/e)
Choose
+ \>n
>N
1/2
We have shown
(2/e)
that, given
any e
>N,
x.x~" +
This leaves
x=
1
1
2
2
>
2 Let e
7" Q
-l
+l
+
+
The
>
that
x+x"
+x n
and
1"
as
-* .
Hence
= \
asn
giving
-1 +(-!)"
n
1 +(-l)
1"
"
0+1
and x
Then x
'
latter expression is
1.
(x>
be given.
x'"+l
Thus
lim
Next suppose
2/e.
x+x" x +
as n
+x"^ +0
> N,
-\
-1 <e.
+l
n2
n
1/2
185
We must
x+x"
lim
\l+x n
>N,
1)
< <
jc
(*<-!).
<e
i.e.
r >l/e.
>N
> TV,
limit
1/e
undefined
and the
result follows.
>
3 Let e
\\x n
If
there
find an
\x n
We must
find a value
of
-\l\<e.
be given.
is
xn
We
have
(V(n+I)-V")(V(n + l)+Vn)
0<V(+ i)-V =
(V(+l)+V)
nothing to prove.
-* I as
-> .
We may
Since e/|X|
X # 0. We
that we can
n+l-n
V(+l) + \/n
V"
therefore assume
>
it
follows
~l\<el\X\
V(h +
1)
V" "*
It
as
as
-*-
* .
i.e.
4 Let N be
|Xx-X/|<e.
X X
x"
This completes the proof.
n~\
i!
+
2n
5n
s
+2
+9
5/T
n>N,
,v-i
\n-N+l
IX
1+0 +
2n~ 3
2 + 9n" 3
as n * .
Since
x/N
<
(x/N)"
sandwich theorem.
2 First consider the case when |x|<
for
X
1
" T'2'Nl'N'"N
2 N-l N
Exercise 4.20
1
Then x"
as
-><.
Hence
-*
as
-*
and the
result follows
from the
186
Suppose that
(1
l/)
a+1
1*|
>
for
all
n e N. Then
But
\\x n
0| =
\x\
for
all
PiJ
and
example
3.4).
Hence, for
+UN)
If x = 0,
It
\n
a*
xn
\<:\n
a*
xn
Since this
\.
is
xn
>l~\l -
n>N,
(i)
Let //
>
be given.
as
exists an
JV6 N
true
that
We
have to find an
2">2 N
>H
3.6(2)), there
such that 2
and the
>n
2"
This inequality
is
equivalent to
n
\)
<n
(i)
i.e.
y/n>H
i.e.
n>H 2
We may
know from example
<3
n
It
Exercise 4.29
>
be given.
||x-/|-0|<e.
We
We
one
may
proved by induction.)
have to find an
therefore take
N = H2
cannot diverge to
have to find an
because
its
< n.
4
Let e
be given.
easily
not diverge to
for all
is
4.19 that
(iii)
> 1) which
H>
-s/n<-H
n* 1
i.e.
But we
{n
Let
(ii)
(i)
it is
T>H.
:
n>N,
any
that, for
\.
N such
> 0, then
n>N,
x n \<\Na+1 x n
(n
exists an
/-e<^:</ + e.
a+i
We
i.e.
1/iVK-UV'Q+l^jVl
* by
as n
|/|
1*1.
We
\x n -*
-l|<e.
l*B
Un>N,
l)
just
|-|/ll<U-/|
||.x n
n a+1x n
is
\x\<l.
iOr-Hn
+1
x +
(n+lf
\(n
1\
-* .
exercise 1.20(2),
and hence
a+ 1
(1
We W,
some
By
(ii)
\x
/|
the definition of x n -* / as
187
xn
* . Let H >
(i)
Suppose
an
\/x n
But
that
as
all
positive.
be given.
We
have to find
>H.
H' > 0.
1
Since
xn
-*
as n -* ,
we can
therefore find an
N such
1 88
xn =
Let
H>
that
xN
that \/x n -*
be given.
> #. If (x n
follows that
But*?, x+k<
+ as n -* implies that x n -*
as
-> ,
xn
-*
Suppose that x n
x + k and so
-*
as
D=
-*
i-
- follows
as
= sup S,
from
||
jc| <
S is unbounded above,
l/ (
dQ, S) =
2,
.)
rf(|,
5)
= 0.
It
> n.
n+
as
follows that
X n -1
Hence x n
->
GH, we can
+ as n
as n
We
-*
increases
x n+1
= P. Since / >
we deduce
is
that
a =
Hence
that
given that a
<
.).
Observe
x n)
xn
It
follows, using
-i) increases
ifx 3
>*i
k;
follows that
Ct,,) is
l+l
m + Im = k.
= m and that 2 + = k as required. The conclusion
I
that
xn
-* I as
-> .
< b. If
4
If
<a<
mean//=
mean
{\(\ja
G = V(a&) (see
1
1/6)}" (see
a<H<G <b.
-b =xl+k-b<b 2 -b + k =
Hencea<x n+ <
,
both
+m'
+ Im =
It
it
b.
positive.)
0.
l+*- 2
=
1
Similarly
xn + s
5.2 that
prove that
we assume
(n
an induction argument that one of the sequences <x 2n ) and <x 2n _j>
-> .
x n .
Hence x n+i
find an
about
2
l+X n
k(X-2
It
>
therefore
k > x
0.
-<-/asH-.
2n
But 2"
that
= a.
be-
Exercise 5.7
1/2n
Butx n + i =
it is
shown by induction
first
x n G S such that* n
(2rt)
a, it converges.
->-/as ^-.
that
It is easily
If
is
Thenx n +
is
{\%x\:xGS} which
That x
-+ .
= aotl = b.
satisfying
bounded below by
is
k.
bounded below.
6 Suppose there
is
+ oo.
<x n <
because a
Cx)
If
+ k.
xn = xn
xn + l
>H.
To prove
(ii)
Next consider
fx.-OKJT
\lx n
i.e.
189
n>N,
any
that, for
(4. 29, 5. 7)
x2 x + k =
We
are given
h= x i<yi=
1.
On
x n _,
x n-l< x n<y n -l
because
xn
is
the geometric
<^ n _
1,
190
xn
<y n <y n -i
because y n
is
("
= 2,
3,
It
.).
The sequence
follows by induc-
(x n ) increases
convergent since
limit
is
it
positive since
increases
1
+ y/n
is
and
is
positive
x2
]
is
Then
I
i9/
5.73^
It
the harmonic
7,
Im
~n 2
/.
It
\l
= m.
As
in
. .
fl-i
= (1
+>'/("
0) an d a n =
""<H"H"
Then
.
(n-l)/n
y
II
<
n-\
The
(-l)(l+K -!)-')+! _ L Z\
+
n
result
T4+i
is
when
5.
15
(-l)
only valid if a u a 2
4.14.
Exercise
This analysis
<4 '"
Hence
Hence
arith-
(_1)
2n
(l
-1
2"
l/2n)->
1)"(1
1
1, 1}.
Observe that
as >?->
+ l/(2-l ))-*-!
(1
L = {-
as-*-
n-l
>0
i.e.n>\-y.
than
1+
in
<1+w+
Note
+ ... + fi.
It
follows that
l/)
00
l/)
= -1.
2!
N such
n\
that, for
any
that
(2)
sup (-1)"(1
n>N,
>
ff<6
obtain from (2)
iJV
<C+
_/" + !
33 <C+2
r &
1/n)
= (-1) 2 (1 +i) =
1/n)
inf (-1)"(1
n > 1
we may
example 4.19,
4"
nj
or
limsup(-l)"(l
(i)
As
2 Observe that every rational number in the interval (0, 1) occurs infinitely often as a term in the given sequence.
Let x [0, 1 ] By exercise 3.6(4), a term /_ of the sequence can be
.
x-\<r<x+
1.
>i can
term
r,
with n 2
192
x-\<rn <x + \.
x nr
<r
>
and hence r fc
-*
The hypothesis of
all of whose terms
by
Thus /"+ e
M<M
>
find an
exists an
result for
Hs
>
Suppose that [
=1=
can find an
A'i
5.15(3)
we
Exercise 5.21
If>m,
5.12).
> 0, we
can find an
\x n
Let e
1.
n>N
By
< + e.
We
can find an
n>N2
any n
^.
first
xn +
-* implies I
= 1 = 1 is
1-a"
a"
that a
..
<
-a
\x m+l
the last part of the question one only has to note that, if
/
<m<
< xn <
a smaller
<Af>. It
1-a
= \/n
(n
b (n
2,
.).
Hence
set.
that
Xn +
supremum at
Any lower bound for Cc n > is also
Xn+2
<
-* .
> n.
Xn +
X n+i =
x n + 2~ x n + l ~ X n + \X n
I.
\X n *2
-x m
+ am
Next observe
trivial.
verges.
+ a"' +
-x n . +
-* .
-* I as
each stage of
\x n - 1
(Example 4.12).
xn
To prove
n -1
>N,
|x-/|<e.
is
2 Note
That x n
xn
- e < xn < I + e
Urn sup
n -*
<e
-a
The
Provided n
-> / as
.7).
(4)
}.
follows that
_m
,
Thus x n
(3)
l-e<x n
Take N = max {#,, N2
i.e.
it
N2
M=
we
Given e
xn
any
<,a
be given.
that
x m < \x n - X-i +
>N,x n >/ e.
> n} and
it is
true for
lim I sup x k \
n->\h > n
)
+ e. From exercise
is
We conclude
i.e.
<l + e.
Since this
> b.
is
this
we can
< 1+ e.
xk
>.
sandwich theorem.
the
KM
theorem,
<x
as
<Mn
and hence
such that
fc
193
It
follows that
+b
'
\X n
|A
JC n
XA nr + n
Xn+l
\X n
+ i(X n
-Xn+ll
X n + i)
2,
.).
194
|x n +
-*|<
\n-l
\X 2
+b
It
Exercise 6.26
Xy\
We
3rc-2
n(n
It
Put
<"
"*"
*n + l
^n +
2~X n +
= X n+ +
2~X n
l(x2
2*n
kxt).
have
x n +2 = %(X n + x n + i),
Xn + 2
195
X2
+ jXj.
+ 2)
l)(
+
m
+2
follows that
3-2
&
Then
fft (
!)(
(-*+!-#
=
2)
2'
+ (-i+/-l)
l-^ = l(/-^ n ).
+Hf+X-A
Hence
l*n +
It
i-/l
follows that
'*
=
-^n + 2
\\x n -l\
=...=
xn
i*n + l*n/
i
Put /={*2*.}"
3
-
/|
->0
as h
-*.
= X2 Xi.
Then
follows that x n -*
it
|*i
>
~ Xn + Xn =
Xn + 2 x n+l
and
-> / as
as
-* .
Xn r
a
<
-*
as r -* 00. Since a
b.
Hence
< *r < 6,
it
is
a contradiction.
be I.
is
a cluster point of 5.
(theorem 4.25).
It
<Hb n
an
1,2,...).
comparison
Since
test.
that, for
any n > N,
a n >\lb n
= inf /.
Then
it
* .
(i)
Take a n
and b
2
*"
00
it
follows that
n=l
= -. Since
diverges.
ft
by the
n=l"
it
196
00 Take an =
(iii)
Take a n
m
1
it
-. Again
n
n - j ln
(v)
V0LJW
= -5. Since
and b n
It
We
have
afc
<z
J]
->fe
as h -* .
*-*-B
=
>na 2n >0.
4 The
as n ->
because
its
s2n
We use
'n*l
The
(ii)
=~
+ l)!)
(2(/i + 1))!
2
((
(2n)!
*
(!)
(n
(2
l)
test
may
_ ((n+l)l )\ n+l
an + l
-^TTyy.
an
2)(2n
asn
1)
(iii)
We
From
^7?^ 4
as
"
Hence
as
S 2n
+ 2*2n "* I s
aS
-* o.
Exercise 7.16
The
(iv)
test
may
>
be applied.
5 1
Vn
n
,n
4"
1
as n
-*
The
< 4.
1
1
Y//////7\
1
2n
2|
sum of the
Observe that
il
An
n+
I-...
2k
n+2
2n
-+2
.+.
4n
-H-
2n
f3n
1
s.
"* -
be applied.
The
n+
(2n)\
sum
/ith partial
-3
4fl
+ 2
"*
+4
JL + _l_ + ...+i 1
-+
+2
5.11).
series diverges
I + i-i + i
Similarly (2
bn
(-l,2,...)
(vi)
+.. + a 2n
"'
+ V)
6.6).
6
a n+
i)
converges.
2n
series
_<1
(V( +
-5 converges (theorem
=i 1+3
follows that
= I
We have
bn
We have
diverges.
6.6),
and b n
197
2n
198
Each
range
is
vertical line
{2, 5}.
199
[1,2]
set
The
{5}.
is
and
1-v
r'o) = l+y
(Note that
/=
(0<y<\).
)-
The equation
y =
-x)
4x(l
<x <
< <
44(1-1) =
-f) =
4.|(1
for
each y
I.
exist.
(i)
exists.
(ii)
value
of y (namely
(iii)
and
satisfying |xj
|.v|
1,
for
1) exist.
each x
from [ 1, 1] to R. The
which two corresponding values
a function
i.e.y
function from [
there
is
1, 1]
precisely one
<y <
y with
We
go fix) =
me*
g(f(x))
\=&
+
(ii)g
1
Ttl :3
(o<,<i)
l+4x(l-;t)
g(x)
=g~
We have
/o<fr)
O>0).
y/y
(y).
\x\.
(i)g-
g' 1 (y)
4/(*)(l -/(*))
\l
-x
\l
o g'Hy) = g(g~
When g is
Ix
+xj
yjx
+x
(y))
g(x)
as in question 4, these
= x
(x>0)
= y
(y>o).
(\/y)
= y
(xGA)
0'
6 B).
formulae reduce to
(0<x<\).
The two formulae
when x
different functions.
that/"
In order
satisfying
(i)
We
sup {f{x)
<y <
must be true
it
c}
iES
the equation
sup {y
y
eT
sup
+ c]
y = c + sup
l-x
(ii)
satisfying
<x<
This requirement
is
easily
Let
H =
y +yx =
x =
x
-y
l+y
sup fix);
es
Then, for
fix)
all
*e S,
+ gix)<H + K
K =
sup gix).
6S
f(x).
200
and hence
H+K
an upper
is
bound
Solutions to exercises
for the set
(ii)/00
5
{f(x)+g(x):xS}.
The
S=
[0, 1]
and
of*
).
sup
iss
es
> 0, we
find a
i.e. 1
= e therefore
suffices.
It
but
sup /(*)
+. Given any e
satisfying*
The choice
-* 1
-2|<e
provided that
2 as
let
->
201
15)
such that
1/00
result follows.
To show
>
(8.
lim
X - 1
=1+1=2.
#00
/OO
and
exists
is
continuous
point
at the
is
not
Exercise 8.15
1
Since rational functions are continuous at every point at which they are
we
lf**0,
obtain
..
1+4
1-4
x +4
W AiH
,
(ii)
v
73
im
'*-o
3*
"
5x
t;
23
42
3-
lim
* -
/OO =
e
>
lim
x -*
be given.
< |*
51
l/&)-|KlS-*l
1)
(2+*) =
We must
< 5- The
(jc> 1)
(x<\).
7x
Observe that
(*
+ x.
we
*=
it
follows that
that
/(*)
4 Let
3-JC
l+2*+* 2 -l =
0+5.0 +
=
3.0 + 7
/OO =
% as
2.
find a 5
choice 5
->
>
such that |*
%\ < e provided
= e clearly suffices.
8.14).
(0/00 +
5
>
2 as*
If>0,let0<Jr<$< Y and
take %
Given any e
such that
1'
l/W-2Ke
provided that
of*
satisfying*
1/00
6 <x <
<
we can
- \e < x <
provided that
Since
we
replace /(*)
=y in exercise 3. 11 (6). If
X < x < Y,
\2x
>
such that
e.
We
provided that
1
The choice
such that
he
6 <x <
= ie clearly
suffices.
<* <5
The choice
e" suffices.
that, given
any
202
> 0, we can
6 For any e
find a 6
>
If x
such that
(6)
|/(*)-/|<e
<
provided
true for e
=I
\x
<5
|
203
Since this
is
> 0,
it is
= h). We
is
> X,
it
= g(x).
satisfied with;-
is
y = g(x) and
satisfied with
But
what we had
this is
hence that
to prove.
therefore
+ which
then
is
not
obtain
3 Let e
>
be given.
We
have to find an
\f(x)-l\<l
= l-Kf(x)<l +
i.e.O
h and*
ft, i.e.
Given //
(i)
provided that
We
can be said.
x'
is
<0,
(5) is equivalent to
x2
Given
H > 0, we
=H~
must
2 Let e
Then,
if
x > X,
Then f(x n )
find an
> X.
be given.
The choice
We must
X such
is
as n ->
and f(y n )
-*
1/n (
-*
as
1, 2,
.)
and;' n =y/2/n (n
and /(y)
as
1, 2,
-> .
.).
Then
Hence
fix)
X such
We
have
and so the
result follows
theorem.
Exercise 9.17
that
|/fe(*))-/|<e
provided that
as >> -*
+ , we
can find a
Y such
that
k.
113
! i
>
J-
l/0)-/|<e
|.v
II
(6)
2j + 3
provided that
> Y.
(7)
Since g(x)
x>X,
as
x -* + , we can
find an
X such
that, for
any
Continuous on
2, 2)
and on
g(x)
>
Y.
a contradiction.
that
find an
-*
x -*
>
* \ as x -*
that f(x)
Takex n =
lim
will suffice.
>H
provided that
/(x n )
-H' <x
(ii)
>-Hx
in turn equivalent to
such that
result follows.
4 Suppose
If x
>
< y < 5.
X = 5~
(5)
-6 <x<0.
find a 5
such that
as
which
we can
+,
H
y = X <X~* = 5
<-H
provided that
choose
and the
as >> -*
l/0)-/|<e
Exercise 8.20
1
provided that
(ii) If /
^ .
[0,
it
a 'corner' at
204
Solutions to exercises
,l "
Hence we can
sh
and b
find a
tinuous everywhere,
1
it
Not continuous on ( 2, 2)
and not continuous on [0, 1]. We
have/tr) -* 1 as X 1 but
is
con-
= 0.
(Similarly if a n
< 0.)
/(l)
that P(a)
[l
205
(iv)
A>
(9. 1 7)
(x
b]).
[a,
If a |
Hence/attains
maximum on
< 0,
R.
2.
If f(x)
(v)
Let Xj
I.
for
all
x, the result
is trivial.
Then there exists an x 2 E I such that |/(x 2)l < |l/C*j)l and
x 3 E I such that |/(x 3)| < \\f(x 7)\ and so on. We can
there exists an
l/(*)l
It
contains a subsequence
j"-*Jer#a
1/(^-2)1
as
<je
>
<
<
-* . Since / is
l/fedl.
Continuous on (
Continuous on (
and on
2, 2)
[0,1].
2, 2)
and
[0,1],
(ii)
\x n +
2 Let g: 1
=*) =
3 Let
P be
/(jc)
1, 2,
/(g)-g
.). It
follows that
.i)\<a\x n
-x n .
have
1 \.
-*il
2, 3,
.).
the equation
x n 1 = f{Xn)
odd degree
+ -=rr. +
x
that /=/(/)
n. Let
+ ...+a x+a
then P(x) -*
-ayKaP-Haa
>0,
+a n . x n
lfa n
a polynomial of
an x
\f(x n )-f(x n
We
(n
(prop-
Hence
|x B+1
2).
But g(r)
-x n =
I (exercise
0.
attain a
on (2,
and on
mum
Hence /(g)
r -*
'
Exercise 10.11
1
-=
+ as x -* + andP(x)^ asx -* .
We
have to consider
1
+ (x + hf
\+x 2
)
\
+x 2 -\ -x 2 -2xh-h 2
2
2
(1 + (x + h) )(l +x )
206
-2x-h
+
(i
= m
2 Let n
= D
"
Z).v
-2x
(1+ x y
+ hy)(i +x 2)
(x
where
We
10.9(iii),
then
w*"
1 .
{Di+1fD
3 lfft>0,
and
-2 =
2/;
2-2
as
->
>x. Then, by
ft
g(0
-^
g}
+ h)-g(0)
> 0,
lim
y-*x+
ft-0
->
as
ft
-*
ft
<0,
but, if ft
+ ft->-2asft->0-.
It
=2
ft
*(0
ft
That/'(1)
On
g + D fD
v I/n_ y l/n
1-2
+/!)'+
n -i
Let.y
lfh<0,
(1
("]
Exercise 10.15
f{\+h)-f{\) _
n 1. If
h rffir-ig
DJg = i
D n + fg = I
/(1+/Q-/(1) _ 2 +
It
-> 0.
as
xm
207
-A-0
ft
as
ft
->
= -x^x~\
n
= m/n
where
is
= (x g)R(x) where R
is
a polynomial of
3 (i)Z){l
left
hand
m vn
D{x m,n } = D{(x ) } = -
ft
y x
similar
2 Write
+ ft)-*(0)
|{1
+x
(x
1/2
1ln
2/S
m mx m - 1
x-
^^" 26,27
-x m/B *-
1
.
(*>)"
/'(*)
(*) +
Since P\%)
(jc
it
follows that
Dfi(*) where Q
(*
(ii)5{x
- %)R \x)
is
R () =
and
therefore /?(*)
a polynomial of degree n
flfeft)
follows that
It
(/-ft
*&()
(ft
D g,(x) = /! (xGR).
= +
Hence D kg,(x) =
-'""
1)(*
(ft
= 0,1,
(ft
2/'(l)
and the
1, /
+ 2,
.).
We now
D p$) =
= /
+o+
<fc,
<)
(ft
+ i /o^dz^cd +
= 0,
!,..., -1).
+ xv
2}- V2
{1
+ le* +
+o
ax
{/(*)}
2f(x)f\x).
2/(l)/'(l)
result follows.
By theorem
10.13,
= Dx =
/)(/-'
obtain
1
(x
= /V)2x;
{/(* )}
When x =
= 0, 2, ...,/- 1) and
P and
2,. ..,/)
dx
= (*-?)'. Then
= /(/-I)...
I {x
2.
4
5 Put #,(*)
1/2
+ (x+x 1,2) 1/2 }
(theorem 10.9(h)).
/)(*)
= Df-^Dfix).
K"
2
)}
> )-
208
209
3V(9-6)
x =
=-'(>)
^VS'
maximum on
it
each of these points, one finds that/(3) = 6 gives the largest value
2/3 \/3
and hence 6 is the maximum. A similar argument shows that
3~
=
achieved
at
x
+
1
this
is
is the minimum and
at
+ /0
(0
i/3_
i/3
H
Thus^" 1
is
> 0,
^^
as
not differentiable
-*
+.
2 Choose
the constant
h so that F
Rolle's
theorem may
be applied.
at 0.
fia)
6 If*
fo
is
rational, then
is
rational
and so
= /O) = j, = /(*) = *.
irrational, then^ = f(x) = x is irrational
f{x)
If x is
y =f(x) = x
fO f(x) =
+ hgia) =
fib)
thus
need
+ hgib)
i.e.
fib) -fid)
/(/(*))
f(fix))
A thoughtless
= /O) = -y =
-fix)
gib)-gia)'
and so
We
*.
= f\%) =
fm+hg'm
Dfix)
Dfiy)
(V =/(*))
h
at
= -'
g'm
and the
result follows.
Exercise 11.8
1
=x 3 -3x 2 + 2x and so
fix)
= 3x 2 -6x +
0.
But
G (a, x) such
fa) m /(*)
g&)
g'm
x.
We deduce
the existence of a
that
'
and so
it
'y=x(x- l)(x-2)
fi%)
hm -7 =
,.
*-* a+ gii)
..
f(y)
hm ,,
y-**g(y)
.
lim
2
=
^~V(1
* V +y
" )
'
y -too"'
lim
X->0+
.
''
\X
21
-V(l +x 2)
lim
211
Exercise 11.11
U -> U
Let /:
be defined by fix)
= x"
in
the form
lim
x -* o+
0.
f(y)
4 Given
that /'(*)
for
for
x and hence
all x (theorem
Rolle's
J?o.ni
/c
%x 3 = c
<g n
(i
0,
l,...,n-l).
2
But
{n
\%)
'
n)m+En+v
-!)( -* +l)g"-
By
X n + / (n
1
fe
i
l)
(7?)
0.
0!
Taylor's theorem
2
0+4)
1'
where
17 lies
0.
a polynomial of degree
'
that
f Mi%)-P
h (y
ft!
("
f\Vi)-P\m) =
---
and that
and
Containing in this
n(n
.7).
such
-i
j^/ni) =
theorem we
,V n
= x + and g =
= 0,l,.. .,,
Put y
all
From
follows that
= f'(x)-x =
3
}
D{f(x)-\x
= x 2 for all x, it
m)+Y^-^'^ +
between 4 and
5.
s/2
Hence
for all*.
But
6 Since g(0)
=g(i)
= 0, it
=/(l)
follows that/(0)
intervals [0, g]
0.
We
and so
f{x) =
A =
and
[g,
1 ]
a<b,A<B.
[0, 1].
with/(g n )
1
2s
result follows.
which
fix)
/(g)
xGl,
^A?) +
.-.
^9"/
(,,
- 1)
) +
Let
inf {y
:y>b and/O) =
found between
A and B
for
(8)
which /(C)
we know
(n>
and
this is a contradiction.
[0, 1]
45/2
for
fix)
-v,
and so on.
x and .y
[use
fiA) =fiB) =
that a point C can be
Let*
and the
so Rolle's
sup{x:*<aand/(.x) = \}\B
Because
5/2
Rolle's
1,
we can
[0, 1]
contains a
>
>(g)
for
212
(ii)/
hand
>
(,1>
()
side
If x
and odd.
of (8)
<
(n)
(iv)/ (?) <
is
We
and n even.
(iii)/*"^!)
is
positive if x
We
is
similar to
(ii)
have
fix)
maximum.
obtain a local
213
3x 2
(*eR)
>0
R
f' R
lie unique value of x satisfying \=y
obviously x = 1 Hence
1
tion
below.
= f(x) =
+x +x
is
(i)
DrH- 1) =
5
(iv)
(iii)
f(X ~)
Df(x)
we can
A slightly
three functions given, (v)
(vii)
into class
falls
into class
(ii),
(iii).
(a<x< b).
because n
i+
"'x-
<0 (x>0)
>
0(x)
>]
m=
lie in
Wm
y->*
(Kx<2)
<fi(x)=
lim
each*
+ as x
more
difficult to
We show to
1 (GX<1).
1.
is
])
strictly increasing
on
-*
=R
is
by theorem
9.9, the
is
con-
1],
then
image of
that 0([O,
* - as x -* ,
an endpoint.
<x <
satisfying
it
is
is
with
Mix)
hence
in consistent
defined by
<X<
satisfying
We know
/W^,o.
y-**+
j
lim
+ R defined by /(a:) = x
required if %
= X and
The function/: R
Rbut/'(0) = 0.
is
is
/(*)'
It is
that /(*)
(x>oy
m=M
m
y
*R
X-J
tinuous.
3 If x and y
(0, 2)
(0<x<l)
exists for
and hence
)H)
argument
different
For each x
2 Observe that
/'(*)
x e / such
Since f&)
Exercise 12.12
1
4"
>/(-!)
*f(%) this
12.5 and hence /(-) =/( +).
The function /:
and
find an
corollary
Of the
"
class (i)
Df-'iy)
1 ).
214
Exercise 12.21
1
which
We have f(x) =
(x
- l)(x - 2)(x - 3) = x - 6x +
3
f'(x)
f"(x)
= 6x-12 = 6(x-2).
3x -12x +
- 6. Hence
lx
x3
ll
3.x
12x
are
increases
x,
on the
intervals
( , 2
1/2
]
- 3~ l/2
and [2
2
3
3" 1 ' 2
/(ax + ft)
-1/2
/"'
/,
the inequality
x 3 x 2
LetZG7and Y&J.
on
it
(9).
is
X = f(x) and
Set
provided that
x = 2 3" 1/2
and
and
is
-/(*) ^ /(*3)-/(*2)
/(*3)
3
If follows
215
'
a > 0,
(3
ctX
Y=f(y). From
+ HY
>
(1) of 12.13,
strictly increasing
strictly increasing
{aX+m
i
ar'(X) + $r\Y) = Qtx+$y<f~
")
in
concave on J.
1
on /, then/" is strictly decreasing on
the proof is replaced by
J. In
is
convex on
/.
/(*)-/) _
=
2 Take*i
in (1)
x-%
of 12.13. Since
t]
/'(*?)
its
x 2 = ax +(1 -a)x 3
exists an
<
derivative increases.
Thus/'O?)
I Hence
and
a =
x3
-x 2
X3
Xi
Consider
X 2 ~Xi
This
(*3
is
)f(x 3 ).
(9)
= /)+/') (-v-S)
the inequality
^ /(*3)-/(*i)
X 3 ~X
t
equivalent to
~xi)f{x 2 )
- (x
/ concave
3
~Xi)f{x{)
i.e.
The geometry of
(x 3
lies
to the graph.
i-=/U)
equivalent to
now
/(* 2 )-/T*i)
is
x 2 ~Xx
X 3 X\
-x
)f(x 2 )<(x 3
-x -x +x
1
)f(x 1 )
(x 2
-x
)f(x 3 )
the
Newton- Raphson
process
is
indicated below.
216
>
2f
<M*b)<I
<
any x because
for
>
<t>(x n )
<t>'(x)
and hence
(p(x +
Since <x>
is
Then
-* <t>'(l
(p'(x n )
)>0.
It
follows that
<x n+
+)
<p(x n )
as
is
/jc
{/0f0
increasing.
is
We
> /)
= f(X)=f
0.
Thus
for
all
a = m/n
x,=x 2 =
+ X2 +
+ X n _] + X
If
.
+ /(* - 0}
follows.
rational
number
<a <
satisfying
We may
write
&
.
with
1.7).
assertion that
.+x n
-) /(*)
and P(n 1 )
Let a be a
If
Xi+X 2 +
l(n-l)X + X
Hence
1) holds.
<-{/X*l) + ---+/(*n-l)+/W}.
Similarly, if /'()< 0,
It
X\
= /
obtain
stant (theorem
continuous
'
+ /(*am)}-
*'(/+)
0(/)
+ /(* 2 '" )}
'
'
'
and hence
x,
+x 2 + ..+X n n-\
converges. Say
* 0(/) as n -* because
-* because 0'
Then
<x.
it
+f/
+x 2 + -+* n -l
K-l
xt
X =
= -0(*n)
-* I as n -* .
and
1
*
Write
+*
first
xn
0' is increasing
(y
and
{fXXl)
~
2m
We now
> %,
2m
Given that x
217
an
<-{/(*.) + ...+/(*)}
irrational, consider a
is
-*
f(an x
(10)
as n -* .
n y)
Then
< a n f(x) +
(11)
a n - a =
as
n f(y)
(w
2,
-> .
We
have
.)
any x, x 2
x n in the interval /. That P(2) holds is given. We
assume that P(2") holds and seek to establish P(2" + l ). Write m = 2".
for
Then2w =
even when
2" + 1 and
^T^i-4
is
irrational.
Exercise 13.18
-(x,+
..
+x m ) + -(x m + +
1
.+x 2m
If
H,
we have
for
X"
any x
)\
/J
result follows
218
If
number
replaced by a rational
is
=
If a
1, the argument fails. (Why?)
applies.
{2{F{t)Y
is
x=
(theorem 13.14)
] i
= 2{F(x)y 2 <2f(x).
the continuity property (theorem 9.12), the function /attains a
maximum and a minimum on the set [a, b]. Hence, by theorem
4 By
2 The integrand
219
13.23,
^n
{0
+l Q +
...
+ (-lf}
<j
xdx<-^-
{\"
function
..
is
follows that
It
F(x)
}.
F defined
/(*)
on
by
[a, b]
f g(t)dt
Ja
continuous on
F{%)
(12)
g(t) dt.
We now
a
g(t) dt
j^
[a,
b] and hence a %
[a,
t\t)g(f)dt
J a
and the
because of (12).
result follows.
Ug(t)
Suppose
some
that, for
tinuous on
[a,
< <
(a
b) and Fis
/on
a primitive for
[a,
result reduces to
Exercise 13.26
1
b]
[a,
b],g(%)
a subinterval [c,
is
F(b)-F(a) = F'()(b-a)
con-
which
is
the
mean
value theorem
(i.e.
theorem
which
f(*)>k(D
(c<x<d)
We
b
ja
g(t) dt
ja
>
jg
have
g(t) dt
f(t) g (t) dt
Since f\t)
>
=
(a
[f(0G(t)) a
We
integrate by parts.
Then
j" t\t)g{t)dt
Ja
xf"(x)dx
and the
= [xf(pe))*-f*f'(x)dx
[a,
-G)J" oV(0 df
-G(k)im] a
[/(/)G(f)L
[f(0G(t)] a
1)
result follows.
dt
< f
> {F(t)}
{F(t)}'
xn
U2
/()
b] such that
(x
noG(t) dt.
jl
Jj05 ^
+ /(*) j{
F\t) dt
(theorem 13.23)
We
by
parts.
Then
*'
220
_ \n-lf(n-W
[(x-ty-v^Xm
-
f i
,x
+ x + x3
l+x+x
(-!)!
r~
w -...-(x- a/' + f
j-i-6
r i-8
,.
Jo
But
\l
f\t)dt
/( + ( -!)/'(!) + ...
fc-8f
~y~
J&
and therefore
1/z.
dy_
Js
J6
Then
zdz _ 1/5 dz
f
~~^~ "Jl
Z
Jl'6
-as8->-0
by example 13.33.
~1
/*-*to+J$,
+ >-
'2
as required.
dy
i-i
/(*)
-x=y.Then
& dy
dx
_
f
~ Ji
-y
v
-x
.4- 2 ^ +ooas5 - o+
(vi)Put.y
=m-rm
= **-**"*** =
i-6
1
1
and so
(x>0).
\+x-
"V5f
(v)Put
- sr ~
<
(iv)
(*
The
221
= i:1/2 -y
2 /
Put .v
2v
-x)
x(\
= k - i"
dx
r
f
2x-i
2*-
1/2
Ji/2-y
jc
1/2+
1
y
-x)
J"
=\ +u
in the
v(i
and
2x-i
x(l
-x)
second
dx.
integral.
Then
i
(x-tf^dt =
V, (7
(h-1)! /^to)
'J*
some
for
^r^/
(n)
(r?)
R!
value of tj between
x and
'
(0
"'
Jo
X
= f-2(!-x)" 2 ]'- 5
.,,
V(l -x)
2sr
-1/2
x 2 dx
x{\
i/2-y
111
3(1+
'-^f
we can
+x+x
find an
exist.
d" =
We have
ucto
(1-Z))(1+U)
_r
Jo
lv
-3
oasy^-\
as X * +
On
-1/2+2
J 1/2
+x 7 )
s
as
the other
**,
Since
4-x+;c 3)(l
not
f2s>
x)
=2-25" ^2as5->0+.
r^r^)
dv
v\
(1
Jo
integral does
3\-llX
= [-ki+*r
io
/. g
(i + x y
(iii)
^kTht)""
However,
the improper
Ho\
Exercise 13.34
- -J.
hand
2x 1
jc(1
-x)
2y
dx
proper integral
H such
that
dx_
s:
xa
= +2 j
it is
urfzi
-
as z
*
t
(1-0)0 +v)
enough to
222
But
rxfa
r*dx _
x
-a
provided thai
a-1
X"- 1
a-
asZ-
<log {(l+-
a>
Exercise 14.3
We
)(
2) ... (2
I,"
1)
'<7
log
have
fa
l/n
1)
(2k)
<log
= {* ^>i(2-l)>0.
log 2
(w
l/n
n-
BH"
>
1
1
223
l/n
l/n
(w(2/i)!
Observe that
log (2")
unbounded above on
is
= n
Thus log a:
log*
-*
(0, ). Since
+ as x
-*
+ .
follows that
it is
0<log-
Also
* asx->0+.
If
all
s log
x=
x~ \o%x
<x
s
Kx
> 0, put s = \r in
= x-
r' 2
(x-
a<
oo
0, </>(x) -
It
equation $(x)
>
case
as
-*
somewhat more
have F'(x)
|o
\ogx)<x-
Then
rn
/s--0asx-+ +
As
in
= log x
and hence
is
<p'(x)
= --a.
From
this identity
a primitive
*(*><*
log /</?
[t
log
solutions
log 2 -
M
Hence
?H*<
(|
it
follows that
of <p(x) =
log(l/a)>l
+ x) dx <
0is non-negative,
log (4/e).
T - lo
k=i
i
k
n
on
(0, I/a]
ea<
exist if
and
3)
=
1/a. Because
and only
if the
<j>
is
continuous on
maximum
(0,
*>),
loge.
is
strictly increasing,
14 )
if
1.
The inequality e
We prove
strictly increasing
i.e.
l/a>e,i.e.
is
Thus
-tog~l
witli equality if
t-t]t
example 13.17,
,+e
-*
c.
By theorem 13.14,
=J
It
-> asjc
= log x + x x~
]og(\+x)dx
interesting.
exists.
is
<p(x) ^ as x -*
We
The
14.2(a),
(ii)Puty=x~ m(i).
3
-* .
log* ax.
14.3(2)).
log (x )
Given r
(i)
1)
Take y
as
4 Consider
<p(x)
for
concave,
is
logj>-logl<(j/-
(2)!
* as - .
log 2
h!
2n.n\
It
log (2"")
-<tog - <l0|
log.,
* + as n -*
n log 2
'(2)!
\ogx<x(x> 0) is simply
is
(13) with
decreasing and
a=
1/e.
bounded below by
224
Solutions to exercises
We have
e.
X+i
Exercise 14.5
= elogx <x
If
> e, then
xn
But
5
equation holds
and only
if
1.1.
+ i +i +
1/x.
e.
234
+... +
Ji
(x+y)
=
expx
{log 2n
- =
2n
2n
n+\
...
If r 96 1,
s-
take x
dx
(ii)0{loglogx}
\lx
* + . If r -
logx
I.
x log*
in
theorem 14.2(H).
= Hog A =
log
exp (log
= expy.
rx.
= X =
r
(expx)
r
.
> 0,
A^0asA^ + .
use
AT A =
r
(ii).
^ + as A ^ +
log
A*
as
X -*
{(log
<==.
By
> 0,
+.
X)X 1,r r *
as
A ->
+.
Put
(i)
lim
Then
expx
X
= hm
x-*0
expx
f- =
+ asx * + .
w
,.,,
(11)
(ii)
(log A)'"A
i(log 2)
A) A~"T
{(log
dx =
rlog (expx)
(r<l)
-r
we
By
(i)
It
Then
(log*)
1
3
1
X = exp x
(log
r-1
*
Put
shows that c
Hence
- = -r in (i).
r(logx)'"
is A"
(ii)
A~ 5
x
j2
The choice x =
Hence
* log 2 + y 7asn-*.
s
(xGR)
c.
-A n
6 {i)D{\ogx} =s{\ogx}
v)
obtain
some constant
logA"
+ A 2n }-{log + A}
= log2+A 2n
We
for
11
2n -
(exp x)
exp
Then
+ y).expx expx.exp (x +
exp (x
exp x
exp(rx)
ex<p(x+y)
and A -> y as /? -* .
As in the solution to exercise 6.26(6),
111
+
(expx)(exp.y).
dt
i-f^
.1
...
if
XY =
XY} =
Alternatively, consider
exp {log
continuous,
A=l
exp(x+j<)
elog.
tliis
14.2(f),
Hence
Put
(i)
= elogx>eloge =
logarithm
225
14. 3)
..
hm
-
4 We have
log(l+*)
=
x
expO =
(1+*)''
hm
,.
* -*
1.
_
=
1+0
1.
226
H\t)
227
li(t)>H(t).
< \ogk<[x\ogx-x\r
[x\ogx-x\ n
(15)
Hence
T* H'(t)
Jo
dt>
Udt = x
>*
(x>oy
log
Thus
log
[logH(t)]
But H(0)
and
< exp
follows that
it
/?
log
+ l)-( + 1)+
(rt
l)log(n+
log/j!
1)
R!
>x.
+ ir
<n<log
i)"
+1
log//(x)>x
i.e.
h(x)
We
have
>
f"(x)
= 18.6xexp(18x
sign
4>(x)
18.3a;
exp
of f"(x)
is
it
(1
the
8x 3)
From
side.
same
as that
exercise 14.3(2), x
+ 8.27x =
follows that
<p is
Thus
is
3
).
of
Since
exp {x log a
exp (x
(6x)
(ii)
(abf
3
,
6x
>
'3
and
strictly
left
+.)
+ y log a}
log a)
exp (y
6 Since /increases on
( , |] and
is
[0, )
exp {x
x x
a b
log a
+ x log ft}
(m)a~ x
non-positive on
exp
{-x
log a}
this interval.
(exercise
4.5(1 ii))
exp (x log a)
[0, )
~
(iv)
Hence
J_
a
'
Note
that, since
= exp
(x log a),
follows that
it
I* max.
f(x)dx<f(k)<
But
mdx
xy
We
Z)
ft
Apply
(exercise 14.5(H))
(k<x<k+l).
f(k)<J\x)
(theorem 14.2(i))
and so
(k-l<x<k)
f(x)<f(k)
(exercise 14.5(H))
log a)
on the
1' 3
logx
asx *
-*
+ 27x 3 ).
= <t>{\) = 0.
3
+ (18.3) x exp(iax
(i)c?* y
2x + 18.3x 4 = 2x{\
hand
(1
Exercise 14.7
/'(*)
The
(Note that
> exp x.
H(x)
J ft _
f(x)dx;
i
= log x.
J,
/(x)dx
k 1
exp {y log
(a*)}
x y
(a )
have
log a
exp (x log a)
/(*)<&.
ft
By theorem
8.9
and exercise
14.5(3ii),
(logff)a*.
log a
228
n log(l
+ xn'
229
= xJogO+xn-
as
-* .
xn
Since the exponential function
continuous
is
at
every point,
-x
/.
it
follows
= 0->-0asA'^+.
+*'
that
+-) =
exp log
+-
exp x
as
(i)
we obtain
each x and y,
4 By exercise
n v"
14.3(2i),
log
log n) * exp
exp
as
as
-* .
n
n
Hence,
f'(x)
= f'(x+y) =/'<
and
follows that
it
- .
f\x)
5
for
Consider
(i)
j^~e'
f(x)
xl/2
(xGR)
ex + d.
dx.
Since /(0)
Take
<j)(x)
e~
= e~ xn
in
proposition 13.29.
We know
that
(ii)
As
in (i)
we must have d =
2/(0),
we
obtain
/V)/00 - /0)/'0)
xn dx = [-2e~* n x ->2asX-*
]
and therefore
arid
fix)
J-*-
tp(x)
=e x 2 ) establishes
'
e-^dx.
DO
the existence of
log/(x)
(xGR).
Hence
fix)
(iii)
As
/'(*)
exists.
rf.
=/(0)
Since /(0)
It
G*
cx
in (i)
(x
2
,
d=
and hence
R).
we obtain
_f(y)
x
y
(ii)See 17.3.
and therefore
(iii)
Jo
We
have
+ AT
dx
= riog(i+x
C
f\x)= -
(*>0).
2\1.Y
2
)js
Hence
| log (1
xdx
+ 2
.v
+ A" 2) ^+ as *->+>.
integral
fix)
= clog* +d
Since/(l)
(iv)
As in
(x>0).
= 2/(l),d =
(i)
we
obtain
0.
0.
230
/'(*)/(?)
f'(y)f(x)
y
and therefore
To employ
fix)
log/(jc)
+x
f(x)=x
and hence
n-1
(i)
The
interval of convergence
|<7
|""
R because
is
log(i+^)
/(o)
The
interval of
(n
(iii)
The
convergence
1)!
1 )
+ as
**
U. This
is
As
is
most
easily seen
by com-
E - ==niir
(8-1)
The
(n-l)!
interval
of convergence
is
+ 2)(2#i+l)
series
a4"
The
equal to
=
(
2(2
>
(w
as n -*
series
2,
l)
is
[ 1,
I4J
->
as
->
<
(
.).
1+'V
1).
The
radius of convergence
for*
x=
<*>.
<
"<
We
We
+ 0"
(r
-*)""'
by theorem 6.13.
x"
It is ea: ily
seen that
dr.
'-'r '*
(
i'
is
>-
(1
ffO<x<l.
as n -* .
(-1)"" 1
(1+0
Jo
= 4 and
1)
series converges
En
If-Kx<0,
+ En
^=i;
.
(o)4-^
(H-l)
have
"- 1)
(-1)"
because
Jo
interval of convergence
1
We
/(
i
is
of x for which
l)
r
+ J)
V( +
The
The
*- -w dt
(vi)
radius of convergence
4 because
(2
(n+1) 2
x=
2 rex-ff^H-l)!
(iii).
equal to
...
deriva-
where
paring the series with the Taylor series expansion for exp x.
(iv)
+-
= x
{0} because
is
of convergence
interval
/'(0)
(ii)
(v)
(-1)
(1+x)"-
(n-l)\
as^-.
>-0
f<"\x)
(x>0).
Exercise 15.6
1
(i+*r
+ d.
= f(\f,d =
Since /(l)
f\x) =
clogjc
ftlBO
exercise 13.26(6),
/(*)
231
as m -* .
232
.tx
0<-<-x
+t
(-Kx<t<0)
\En
\Ax
- < x < 0,
that, for
(-xf
From
the
+2
+ 1"
power
series
+ ...+
0<e-l+ +
2!
H!
1
we know
that
R.
1!
+ !)!
and it follows
25.?
series
To obtain
now
is
as
->
We
have to write x
= 7? in
{n)
.10,
have to take n
1.
Rt <
= 4.
16
16
5! 5
120 5
Observe that
1
100
we
Suppose that e
= m/n where m
This yields
n-l
= (-D
2!
1!
Rj
1+TJ
is a
where
1
r\ lies
between
and x.
If
<x<
there
is
+ 7J>1,
(n
2)
l)!(n
1)
+ 2 ).<1
+ l) 2
j:
provided that n
\1
+X
But
(n
x
>1
1+x
+2
+ l) 2
(r
and hence
(-1<jc<-|)
and hence we are only able to show that the remainder term tends to
zero for values of x satisfying ^ < x <
We
no natural numbers
and hence we have a contradiction. (Note that
is a
is
l)
+
(n
'
1)
obviously decreasing.)
fXx-)
(n
n!
0<7 = n\R<
(n
If
by
no problem. Since
= Pn
4* 0,
^\e-^
(16)
We have
where P
1
Rn =
(n
1)!
(n
1)!
(n
+ 2)
1)!
+2)
1
(n
1)!
!-( + 2)i-i
(n
+ 2)( +
<
For n
= 0, there
is
nothing to
2)!
1
is
(n
+ 2) 2
(n
(*)
3)
=
..
-^K^ + Mt)-^
^HH&
-y 2
P'n(y) +
Observe that the polynomial Pn + 1 defined by Pn+1 Q>) =
3
2y Pn (y) has degree 3n + 3 provided that P has degree 3n. This completes the induction argument.
234
We next
is
given for n
0.
On
/<"-(*)-/t"-'>(0)
x
It
<n>
proceed by induction.
""'
235
(n
" _1>
(0).
= 0,
Again we
1, 2,
(0) exists
and
.).
is
This
1)
a(a
= + I
(a
n)
(-!)!
U-L
an
n
zero,
= a i+
v<
\x
follows that
lim
x -
It
j>/ViO)e~ 5 =
lim
'
D{(\
+xy
\x\
<
1,
a
f(x)}
(l
+x)- Q/'W =
hand
limit. It follows
that/
(n)
is
zero as required.
f(x)
Since /(0)
= 0,
(n
0,
1, 2,
.),
for
..
when x
is
c.
But /(0)
2
(n + l)
r
= hm
;
=
n - -
0.
of the power
n2
is
and hence c
given
by
1.
We know that
series
1
("-l)--(-"+l)
I
n=0
some constant
radius of convergence
fix)
(|x|<l)
Exercise 15.10
The
= c(\+xf
of/
is
and therefore
n=
n!
(W<1).
JC
Hence, using
usi
proposition 15.8,
given by
oo
CM<1)
rt!
^
=
For
|a-n|
..
lim
|jc|
<
(1
l)|
1.
(-l)x"- 2 =
(|x|<l).
we may
Therefore,
therefore apply proposition 15.8 and obtain
- + !)
a-l)
|a(-l)...(a-/i +
l)!
-^) 2
= V
J
n=l
= X2
Hence,
{n(n-l) + n}x n
(-l)x"- 2 + X.
n=2
(1
2x.22
+*)/'(*)
- a(tt-l)...(a-w+l)
A
= a+
~ tt(a-l)...(tt-H+l)
4l
(-D!
"
a(a 1)
...
a(a
(a w)
1)
(1-x) 3
..
(a
(1-x) 3
n+ 1)
3 The power
series
BX""
(1-x) 2
2x 2 +x(l + s) _ x(l+x)
=
(-D!
.
(1-x) 3
(W<1).
236
_y
Ifgix)
=
has the same radius of convergence as the given power series because
lim sup
lim Lap \a n
15.8, if x
F'(x)
n%
=
/ but
is
/),
g()
-b
= g'm =
= /() =
l(i-*i)
-b 2
= 3.2(a -6
*'")
2(a 2
3)
not an endpoint,
.(n+l)x n =
(x
I)
By proposition
257
f{x).
and the
1)
Hence
By
result follows.
proposition 15.8,
fo-f(o) -/&#*.
n=
= 0.
4 The function/: ( ,
fix)
From
l)->-|R defined
a n _,
by
log(l-*)
= --
(=
a n
as required.
1,2, ..
it
follows that
.)
But then
(17)
X
has the Taylor series expansion
/(*)
(1
<y <
If
we
7) does not
make
sense
+
1+I + J J+--- (-1<*<1).
22
when x =
0,
but
= ^1 =
it is
1.)
and, in general,
^
n\
1,2,...).
and hence
Thus
r
/{*)<&
lim
But the
15.8
val
final
we know
power
that the
s,
lim
series
V
v"
/(*)
converges for .y
sum of a power
series is
1 ,
"o
its inter-
log(l-*)
(i)cos0=
We
o**.
1--+--...-1
=i n
(ii)sinO
5
Exercise 16.3
1
'
-T
continuous on
of convergence. Thus
-/.
n=0"l
= 0- +
-. ..=
*(*)=
I
n=0
(-*)(* -8".
(iii)cos(-x)
(,-xf
(~xf
i--^r + -^r
.
.
cos
238
(iv)sin(-*)
(-*) 3
= (-*)-
(-*) 5
3!
We
sin x.
cos *
x-*o
5!
sin
lim
(ii)
*-o 2*
lim
Dcosx = D
4!
2!
2*
4* 3
6x
2!
4!
6!
-x+
=
Dsin* = D{x +
By
the
sin
mean
sin
= sin x.
cos
5!
<4:
sin
(=1,2,...).
\n
we may appeal
Alternatively,
From Question
to exercise 6.26(2).
4(i)
above
We have
(x+y)
cos
cos
cos y
sin
sin
y =
sin(l/
ft
lim
(*)
2
)
sin(l/)
lim
l;
j> 4-
cos*
sin
7 = g(x).
The
latter result
"*-*""
I//1
'(*)
*-0
5!
3!
'(*)
3!
239
shows that
S~ =
1.
1/n
sin (1/n) diverges.
Hence
6
=
for
all
x.
7g(x)h(x)-2h(x)g(x)
From
exercise 13.26(5)
r" sinr
sin r
dt
Jm
all
x. Since {#(*)}
all
dt
+
,
f"
between
and n,
sin t
dt
n Jf
>
and (M*)} 2
> 0, we may
if
Hence
r" sin
>
Let e
(*)
0.
r" sin
f"
Ji
= cos(*-*) = cos*.cos(-*)-sin*.
Hence
|cos x\
<
sin
2x
it
Similarly
sin t
dt
f
we
sin t
?
cos x. sin x
exists
(iv)cos2*
rm
dt-\Ji
lim
-o Ji
= sin x. cos x +
follows that
1.
(iii)
sin(-x).
and
< cos
|sin x| <
(iii)
<
dt
Jm
and
(i)
1
1
sin
values of x,
m
3
rJ
r(
Jm
some
follows that
It
it
(theorem 5.19).
...
(1)
..
hm
-*
sin*
cos*
lira
cosO
1.
From
the discussion of
Since sin (*
jn)
6.4
cos*,
it
we know
that cos
>
( \ti < *
< \n
).
240
sinx>0(0<x<7r).
But
D (arcsin v) =
= sin*
D(cosx)
2ir]
Because cos (x
[0, r].
+ ir) =
where x
on
We
(jn
We
have
sin (x
+ n) =
Since cos
x +
sin
x=
we have
is
convex on
[\it, jt]
+ it)
+ n)
sin
D (arcsin y) =
(-Ky<\).
-y 2 )
V(i
cos x =
we know
have
(0<x<tt).
tanx
= l.
^ 0). Also
cos x. cos x sin x ( sin x)
cos
(provided that cos
follows that tan
cos
= 0).
is
strictly increasing
x = y.
Thus
Dcosx = -sinx<0
cos (x
tanx
sin
i.e.
We
as
= arcsin .y,
increases.
.Dtanx
cos x
cosx
= cosx.
(cosx)
tan (x
D sm x
Further,
Thus Z> 2 (cos x) < ( %n < x < \it) and so the cosine function is concave on [ |ff,|jr]. Because cos (x + n) = cos x, D 2 (cos x) >
241
on
Since cos
* 1 as
(0, |ff),
it
-+ 00
->
^w Since
.
the sine
follows that
asx-+57r
cosx
Similarly for tan
-*
as* * ^rr +.
>(arccosj>)
We
have
>sinx
= cosx>0
We
( |<x<Jff)
-1
Dcosx
sinx
\/(l
~y 2 )
Note that
and hence the sine function is strictly increasing on [ 5^, \n\. Since
sin ( \t() = sin (*) and sin (\it) = 1 it follows that the image of
cos (x
+ ^tt) = sinx =
sin( x).
[ \-n,
\ti]
we may
write
x = arcsin^. But
then
.v
arcsin
cos (x
Since
^7r)
x +\n
x + %ir =
i.e.
It
\u
;'.
lies in
ir) it
follows that
arccos>>.
arccos>>
arcsin y.
is
strictly
242
3'
lan
243
= y, we
If*
obtain
-'(&)
.v
We
'
y-> +
jrX =
(J<>1)
>
arctan v
arctan
{arctan*}
lim
hm
arctan
1*
(
I-
";
The power
3
x
x
+
*
Z) arctan
But cos x
sin
tan
*=
cos
(y
is
and so
tan
*=
series
1/cos *. Thus
easily seen to
We
theorem 6.13).
D arctan y =
1+tan 2*
+ y2
"
1
arctan
dx
[arctan *]
pect
toy keeping*
f {x)
arctan X-*-
constant. If*y
x+ y\
f]
as X-* + .
(i
<
res-
It
1+* 2
1+* 2
arctan
(\-xyf
* = C + x
But arctan
/',
(x+y
1
xy
+y
continuous on
'
-xy)-,2
(1
\-n
arctan
*3
lim_ {arctan*}
lim
* -
Thus /'(*)(!
+*
fix) =
Therefore /(*)
d=
0.
=f'(y){\
1+* 2
+y
2
)
use
C = 0.
interval of convergence.
its
x +y
+* 2
\i -*,/
id -xy?\
2
(W<1).
'"
Also
'< =
*=
< 1,
...
+ *
and so
We know from
-
|*|
follows that
Hence
f'(x)
1,
-*y)-(x+y)(-y)
(for
4
v
11**1
i
]+x2
1 ]
** + * X +...
r- + *
'
Finally,
C
= tan *).
2
= U-
-w
=
as
(xy
(Xi
= c arctan * + d (* E M).
(i)
= /(0)
and so
*- xT + x--...
*n =
But 2/(0)
t-
{i7r
Then *
/(*)
-*
27r}-'.
as
sin(|ir
-* .
sum of a power
Hence
But
+ 2n7r) =
-//(()) as
series is
244
245
- 1)
(n
(1
J"'
= (n-1 ){/--/}.
= (-l)/-a
n/
i.e.
follows that
It
An +
We have
\g(x)\
as
->
by the sandwich
r
/*-
* 1 as n
-*
x
(iii)
We
have \h(x)\
h(x)-h(p)
<x
as
-J^f
We have
(0
0</n+1 </n
(n
= 0,1,2,...).
(h
l)/- 2
It
,
we
> 2,
(2"!)
"
"
(2"m!)
n {co)
n
J
{2
x. sin" 'jtdx
cosx.(n-\)sin
(k=0,1,2,...).
1)!
^(2"+OC" a
y
V
2n+i/
Cn"
+1/
4n"'
{(2m)!}
-n
v ~"
" "2.M
,2
7T
+n
x <&
(2m
[-cosx.sin"- x]S
(2n+l)\
(2k)!
sin
f
Jo
(2 !)
~2in
Jo
/2
follows that
l 2n
0 2
..,/.
[-cosx]5/2 =
+ 1)!
sin"*
sin
'
/2 n-3
integrate by
/a + i
- 2) 2
+ 1)(2m)(2k-1)...3.2
(2m
(2n
2(2n-2)
(2m+1)(2m-1)
'"'
(2
For n
(2h-2) ...2
r*
'lo
(2m) (2m
and therefore
parts.
2h(2w-2)...2
(2m + 1)(2m - 1) ...
0<sin n + 1 x<sin"x
To
Exercise 17.4
1
2m
2
i2 '- 4
)
2m(2m
(2m)
_2
(2-l)(2n-3)...l
* .
Hence
obtain
2 (2w
2k(2m-2)...2
_
We
(2h-1)(2w-3)
2/?
g(0+x n )-g(0)
g(0-x n )-g(Q)
1)
li-a-
theorem. However,
*>
(2m
-> .
as
^2n + l
+ 1 -*
2m
hn Jin-i
l<-^<
(ii)
(18)
2,3,...).
"}
y
*
{2"m!}'
n 4
4" +
}
1
e-
4"
4n^e ^n
n -2
x.cosxdx
2m+
-*-2nC~ asn^-.
By
1, i.e.
C = y/(2ir).
246
The
(12m)
As
X-
247
When m =
will
in
17.2,
x
x
x
*-*,-/ -j+
7 + 7 +...
4 Consider,
f->e-<dt =
Hence
js
-dn +
dn
x*
>-
3 (2w
12m 2
1)2
12m
12(/i
+ r. - e'
-t
dt
= -{Axe- A -8 x e- s } + -
Observe that
x s -*
+ 13- 12m -1
(12m + 1)(12 + 13)
12m
12m
But
1
for
+ 1)+1
"
rw
+ 1)(12m+
(12m
as 5 -*
5 e~
12
x
x
A
A e' -*
= -r(x +
+.
C fe'*
A -* + (exponentials
as
dt.
J&
follows that
It
l)
'
13)
as required.
It
follows that
dn
12m
>
(12m
- *,1
+ 1)(12m+
13)
12(
+ 1)4-1
- 12(12m 2 +
3(12m+1)(12m+13)(2m +
The numerator
is
12m
Let0<a<a<jc<^<6</3andlet0<5<
{!>->'**<
+ 3)
We may
1)
dn"
12m
x-y
some
for
(m
\t
C = exp d = s/(2ir), we
obtain
the
-/*"*!*"**.
Qogtytt-*
(20)
it
-*
as t
we can
-t y \<H{t- +
and hence
* + and
find an
r
r
log r
as r
+.
p - x }\x-y\
deduce that
is
maximum
It
H such that
and the continuity of the gamma function then follows from the sand-
m!(1
6 We show that log V{\x + \y) < \ log P(x) + \ log T(y) and appeal
exercise 12.21(6). By the Schwarz inequality (theorem 13.25), if
0<5<A,
A
j"
,U* y -2),2 e - t
|6
(^-0/2 e -
/2
)(
^-l)/2 e -(/2)A
)
n\.
12m
(19)
wich theorem.
_-l/(12n + D
Since e
I**"
^g-l/Oln + l)
as required.
1(1
m!(1
-1
1,2,...).
n<
We may
<J" S
between x andy.
For any r
'<-
e' dt
~ -T < d <
y-i -tc
r*-i_,y-i
equal to
12m(14-12) + (13-36) =
dn
A. Then
<
-t
t*-\ e~'
dt
St"-"-
dt
to
248
Solutions to exercises (1
7.4, 1 7. 7)
Thus
Solutions to exercises (1
y/u
fu (U + Xy/u)
7.
249
7)
+ Xy/uf^
<T"
"*
V"
y/u{u+Xy/uy- 1 e- u -*^u
u
and the
V(27r) w-
result follows.
Exercise 17.7
1
Make
the change
-l
1+
i
Write z
use the inequality
+ nfn\ =
U log
Cv
+ n)
(n
r(n
< TO + +
1)
1)
let
<
("
+ 1)T( +
n +
y/(2Tt)x
x- U2 e- x
<y <
<y <
Then
y
l) !
and
U2
y/(2n)x
W"
x- in e-
l)WVV"
+ +
1
1.1.
,y +
>>
ey * '
+ +
=
hand
as
(1
+ Z) -
+ *)-*
x 2 as z -*
-\i-ty- <tx
-\\-ty- <(i-ty-
d+z)-'-i]
lim
z -
2z
-(1+z) i)
that the
improper
(0<r<i)
(o<r<i)
y) is a continuous function
of x (and of>) is proved in the same manner as exercise 17.4(5). The
fact that its logarithm is convex is proved in the same manner as exer-
The
cise 17.4(6).
com-
f(x
-1
that /(l)
and
+ l) = xf(x). Now
m
+z)-z
^ log
result follows.
-* .
We have
(log(l
+y
lj
lim
*-* o
-xy/u =
~J
and the
,2
(y+n+\) y+ "(y+n+iyl/2-y-n-l
e
A similar argument
M.
+ l)V(2w)n
y/(2ir)x"x
x- "' e(/!
1+
8( ^l
jy
(l
log(l
lo
p("
(21)
Consider
r(*)
ex
^j
= x/y/u. Then
1)
y
l) w!
Given x, we
y/u
j f^e-'dt.
We
e\u-l
the integral
.A
"
V(2tt)
of variable t = log u in
1/2
^B(l,y
ro)
= yj;\l-t) y -' d t =
l.
Also,ifO<a<0<l
-0
ja
m-ty-'dt = -r*-(l-f)
lim
Z-+0
It
follows that
B(x
l,y)
+ Ja
f* xf- -{\-tf dt.
x
= xy~ B(x,y +
1).
But
Consider
B(x,y
l)
r*V-
J *
(l--/f<& =
r^-'il-ty-^l-Odt
J -*
= fi(*^)-5(x
+!,>-).
250
Solutions to exercises (1 7. 7)
Hence
B(x+l,y) = -{B(x,y)-B(x+l,y)}
+-
B(x + \,y)
= -d(x,y)
y
B(x+l,y) =
x +y
B(x,y).
follows that
It
Further analysis
/.
*+-&g&** + U*
J.
r(y)
(*
+y)
(Cambridge University
r(x +y)
This book
x+y
T(y)
B(x,y)
W. Rudin,
Since /satisfies
f(x)
= r(x)
ix
all
the conditions of
theorem 17.6,
it
follows that
This
T.
Vt
6 Take
Tix+y)
in the
O/l jU - r
Q,0-
&r &
On
hand
r(1)
previous question.
is
perhaps a
little
old-
Principles
well-tried
is
dx
Now
_
-Ip/K2
).
(2
2
sin
sin
flV(l
cos 6
d6
- sin 2 0)
good.
ff.
1963).
The
Then
=
Jo
=
= --r/*
2?)"
r =
"(a/r^Vd*
(
V2
title
of the
2.
V2
book describes
Logic and
set
its
content.
It is
theory
This
Hence
exposition but
to the topic.
&b-Loy/ua-t)\-L*o
V2
its
R. V. Churchill,
dt
Jo
Mathematical Analysis
All the
x =y =
the other
is a
in
This
"
is
fashioned in
xftx).
Second Course
Press, 1970).
is
But
it
also contains
some very
instructive
examples.
=
2../-
V(2ff).
N.
Ya
This
is
explored at length.
P.
It is
highly
recommended.
This
251
252
difficult material.
NOTATION
is
good introduction.
3.
E. Moise,
Foundations of analysis
1963).
N.Z.Q.R
2
2
x*| /(x) * / as x - |
/(x) -4-asx- - +
/(x) - / as = * oo
oo
fai
>,>,<,<
0(h)
e.*
topics.
The
real
E. Landau, Foundations
This remains an excellent and simple account of the algebraic foundations of the
real
number system.
1
1
-*
f(x)
/"(?).
d(x,y)
11
8y,
15,70
15
(fi,b),(a,b),[a.b)
[a,b],
(a, ), [a, )
(-,&),(-",*]
d(l S)
x - / as w
lim
n -
oo
19
-*
xn
x n "* + as n
x n * as n
28
28
"*
38
39
48
xn
n-M
liminfx n
53
fix)
f(S)
f + g.W.fg.f/g
fg
f(x)
->lasx->Z +
64
64
65
68
68
68
74
92
93
5x
93
93
94
dx
S(P)
no-
no
f"f(x)dx
f(x)dx,\
JO
f(x)dx
132
J-*a
137
logx, Inx
137 ,141
expx
a
f.A*B
D 2m)
/+),/(?-)
1',
E n
91
48
oa
n=
WB
108
lim sup
82
82
dx
df
dy,
75
92
10
max, min
74
as
>
M
sup, inf
140
141
oo
I a n (*-)"
n=0
sin x, cos
143
151
153
7T
154
tanx
arcsin x, arccos x, arctan
an
~ bn
T(x)
154
156
157
253
INDEX
at a point,
Abel's theorem, 16
on an
absolute convergence
of series, 60
of power series, 144
absolute value, 10
analytic function, 145
anti-derivative,
124
77
interval,
84
continuity property, 86
continuous, 77
on
left,
on
right,
77
77
continuum property, 141
of functions, 74
Archimedian property, 20
arcsine function, 154
arctangent function, 154
of sequences, 27
13,119
arithmetic mean,
et seq.
convergence
of series, 53
convex functions,
14
area,
decreasing
function, 108
sequence, 34
degree
of polynomial, 25, 67
bounded
95
above, 13
derivative, 91,
below, 13
differentiable, 91
function, 70
differential, 93,
set,
distance
bounds, 13
Brouwer's fixed point theorem, 89
95
differentiation, 91 et seq.
13
52
between points, 1
between point and
set,
19
divergent
functions, 82
sequences, 38
series,
54
domain of function, 64
combination theorem
for functions, 79
element of
empty
set, 1
set, 1
concave functions, 1 14
conditional convergence, 60
function, 64 et seq.
continuity, 84 et seq.
Euler's constant,
39
255
Index
256
geometric mean, 23
open
gradient 9
oscillating sequence,
interval, 17,
19
39
graph, 64
sum, 53
partition, 120
periodicity, 153
partial
polynomial, 25, 66
powers, 141
of point, 64
of set, 65
improper integral, 132
power
increasing
principle of induction, 22
series,
143 et seq.
primitive, 124
function, 108
sequence, 33
quadratic equation, 6
22
induction,
inequalities, 3
range
infimum, 15,71
infinitesimal, 94
of function, 65
of sequence, 27
rational function, 67
rational number, 2
integer, 2
integral,
120
135
integral test,
integration,
by
parts,
19 el seq.
real
129
128
102
integral,
Rolle's theorem,
roots, 6,
of convergence, 144
164
number, 2
Riemann
112
number,
sandwich theorem
2, 9
for functions, 80
for sequences, 3
Leibniz's rule, 97
limit
sequence, 27
of function, 74
48
limit point of set, 52
local maximum, 100
local minimum, 100
logarithm function, 137
series,
53
set, 1
superior,
slope, 91
lower bound, 14
function, 108
maximum, 15, 71
mean value theorem, 102
minimum,
sequence, 34
subset,
15, 71
monotone
sum of series, 53
supremum, 15, 70
tail
of series, 58
function, 108
sequence, 34
Taylor polynomial, 97
Taylor series, 145
Taylor's theorem, 105
natural number, 2, 20
Newton-Raphson
nth root
test,
process,
117
50
unbounded
set,
upper bound,
point of accumulation, 52
image
triangle inequality, 10
trigonometric function,
harmonic mean, 8
L'Hopital's rule, 104
257
Index
term of sequence, 27
transcendental number, 10
14
function, 71
Surfaces
H.B.GRIFFITHS
in terms of everyday experience.
by surfaces?' he goes on to
we
mean
'What
do
Beginning with the question,
of three-dimensional
examination
on
an
based
build up a set of definitions
the more advanced formal
these
to
relate
to
only
then
models and drawings, and
readers
to inject spatial
for
background
provides
the
mathematics. He thus
is
Partial Differential
solution.
Equations
E.T.COPSON
'Copson aims
There
It
is,
at
amalgam
whole
...
of pure theory
The book
will
fall
and methods.
into place as
or physics
undergraduate or early postgraduate course in mathematics
chapter.'
is a good selection of examples in each