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Math4111Introduction to Real Analysis (Lecture 14)

Lecture 14

Review

Consider the following statement: If sequence (pn)(p_n) converges, then its bounded.

  1. Will the proof involve an arbitrary ϵ>0\epsilon>0 (one that you, the prover, do nto get to choose) or a specific ϵ>0\epsilon>0 (on that you can choose)
    We can choose, for example ϵ=1\epsilon=1.
  2. Give a proof of the statement.

Continue on sequence

Convergence

Theorem 3.2(c)

(pn)(p_n) converges     (pn)\implies(p_n) is bounded.

Proof:

Suppose (pn)(p_n) converges, then pX\exists p\in X such that pnpp_n\to p. Let ϵ=1\epsilon=1, then NN\exists N\in \mathbb{N} such that nN,d(pn,p)<1\forall n\geq N,d(p_n,p)<1. Let r=1+max{1,d(p1,p),d(p2,p),,d(pN1,p)}r=1+max\{1,d(p_1,p),d(p_2,p),\dots,d(p_{N-1},p)\}.

Then nN,d(pn,p)r\forall n\in \mathbb{N}, d(p_n,p)\leq r.

Theorem 3.2

Let (pn)(p_n) be a sequence in (X,d)(X,d)

(a) pnp    r>0,{nN,pnBr(p)}p_n\to p\iff \forall r>0,\{n\in \mathbb{N},p_n\notin B_r(p)\} is finite
(b) pnp;pnp    p=pp_n\to p; p_n\to p'\implies p=p' (converging point is unique)
(c) (pn)(p_n) converges     (pn)\implies(p_n) is bounded.
(d) If EXE\subset X and pEp\in \overline{E}, then (pn)E\exist (p_n)\in E such that pnpp_n\to p.

Proof:

(a) We need to show:

ϵ>0N\forall \epsilon>0 \in N, nN,d(pn,p)<ϵ\forall n\geq N,d(p_n,p)<\epsilon if and only if r>0,{nN:pBr(p)}\forall r>0, \{n\in \mathbb{N}:p\notin B_r(p)\} is finite.

    \implies

Suppose ϵ>0N\forall \epsilon>0 \in N, nN,d(pn,p)<ϵ\forall n\geq N,d(p_n,p)<\epsilon.

We start with arbitrary r>0r>0. and choose ϵ=n\epsilon=n

N\exists N such that nN,d(pn,p)<r\forall n\geq \mathbb{N},d(p_n,p)<r.

Then {nN:pBr(p)}<{1,2,,N1}\{n\in \mathbb{N}:p\notin B_r(p)\}<\{1,2,\dots,N-1\} is finite.

    \impliedby

Suppose r>0,{nN:pBr(p)}\forall r>0, \{n\in \mathbb{N}:p\notin B_r(p)\} is finite. Choosing r=ϵr=\epsilon. We choose r=ϵr=\epsilon. {nN:pBϵ(p)}<{1,2,,N1}\{n\in \mathbb{N}:p\notin B_\epsilon(p)\}<\{1,2,\dots,N-1\}.

Let N=1+max{nN,pnBϵ(p)}N=1+max\{n\in \mathbb{N},p_n\notin B_\epsilon(p)\}

Then nN,pnBϵ(p)\forall n\geq \mathbb{N},p_n\leq B_\epsilon(p)

(b) We’ll prove ϵ>0,d(p,p)<2ϵ\forall \epsilon>0,d(p,p')<2\epsilon to prove it, let ϵ>0\epsilon >0. Then

pnp    Np_n\to p\implies \exists N such that nN,d(pn,p)<ϵ\forall n\geq \mathbb{N},d(p_n,p)<\epsilon
pnp    Np_n\to p'\implies \exists N' such that nN,d(pn,p)<ϵ\forall n\geq \mathbb{N},d(p_n,p')<\epsilon

Let n0=max{N,N}n_0=max\{N,N'\}, then

d(p,p)d(pn,pn0)+d(pn0,p)<2ϵd(p,p')\leq d(p_n,p_{n_0})+d(p_{n_0},p')<2\epsilon

And ϵ>0,d(p,p)<2ϵ    d(p,p)=0\forall \epsilon>0,d(p,p')<2\epsilon\implies d(p,p')=0. So p=pp=p'

Remark: We can also prove this with contradiction. Idea pp    d(p,p)>0p\neq p'\implies d(p,p')>0, let ϵ=12d(p,q)\epsilon=\frac{1}{2}d(p,q')\dots

(d) Suppose pEp\in \overline{E}. Then nN,B1n(p)Eϕ\forall n\in \mathbb{N}, B_{\frac{1}{n}}(p)\cap E\neq \phi. So nN\forall n\in \mathbb{N}, pnB1n(p)E\exists p_n\in B_{\frac{1}{n}}(p)\cap E. We’ll show pnpp_n\to p.

Let ϵ>0\epsilon>0. Choose NNN\in \mathbb{N} such that N>1ϵN>\frac{1}{\epsilon}. Then if nNn\geq N, d(pn,p)<1n1Nϵd(p_n,p)<\frac{1}{n}\leq \frac{1}{N}\leq \epsilon

QED

Theorem 3.3

Let (sn),(tn)(s_n), (t_n) be sequence in C\mathbb{C}. Suppose sns,tnts_n\to s,t_n\to t

(a) sn+tns+ts_n+t_n\to s+t
(b) csncs,c+snc+scs_n\to cs,c+s_n\to c+s
(c) sntnsts_nt_n\to st
(d) If nN,sn0,s0\forall n\in \mathbb{N},s_n\neq 0,s\neq 0, then 1sn1s\frac{1}{s_n}\to \frac{1}{s}

Proof:

(a) We want to prove ϵ>0,N\forall \epsilon>0, \exists N such that nN,(sn+tn)(s+t)<ϵ\forall n\geq N, |(s_n+t_n)-(s+t)|<\epsilon

Let ϵ>0\epsilon >0

sns    Nss_n\to s\implies \exist N_s such that nNs,sns<ϵ2\forall n\geq N_s,|s_n-s|<\frac{\epsilon}{2}
tnt    Ntt_n\to t\implies \exist N_t such that nNt,tnt<ϵ2\forall n\geq N_t,|t_n-t|<\frac{\epsilon}{2}

Let N=max{Nt,Ns}N=\max\{N_t,N_s\}, then if nNn\geq N,

(sn+tn)(s+t)=(sn+s)(tnt)sns+tnt<ϵ2+ϵ2<ϵ\begin{aligned} |(s_n+t_n)-(s+t)|&=|(s_n+s)-(t_n-t)|\\ &\leq |s_n-s|+|t_n-t|\\ &< \frac{\epsilon}{2}+\frac{\epsilon}{2}\\ &<\epsilon \end{aligned}

(b) exercise

(c) First we’ll prove a special case.

sn0 and tn0    sntn0s_n\to 0 \textup{ and }t_n\to 0\implies s_nt_n\to 0

Suppose sn0s_n\to 0 and tn0t_n\to 0.

Let ϵ>0\epsilon >0

sn0    Nss_n\to 0\implies \exist N_s such that nNs,sns<ϵ\forall n\geq N_s,|s_n-s|<\sqrt{\epsilon}
tn0    Ntt_n\to 0\implies \exist N_t such that nNt,tnt<ϵ\forall n\geq N_t,|t_n-t|<\sqrt{\epsilon}

Let N=max{Nt,Ns}N=\max\{N_t,N_s\}, then if nNn\geq N,

sntn<ϵ2=ϵ|s_n t_n|< \sqrt{\epsilon}^2=\epsilon

Now we prove the general case.

sns and tnt    sntnsts_n\to s \textup{ and }t_n\to t\implies s_nt_n\to st

Since

sntn=(sns)(tnt)+s(tnt)+t(sns)s_n t_n=(s_n-s)(t_n-t)+s(t_n-t)+t(s_n-s)

So

limn(sntnst)=limn(sns)(tnt)+limns(tnt)+limnt(sns)\lim_{n\to \infty}(s_nt_n-st)=\lim_{n\to \infty}(s_n-s)(t_n-t)+\lim_{n\to \infty}s(t_n-t)+\lim_{n\to \infty}t(s_n-s)

limn(sns)(tnt)=0\lim_{n\to \infty}(s_n-s)(t_n-t)=0 by special case

limns(tnt)=0\lim_{n\to \infty}s(t_n-t)=0 by (b)

limnt(sns)=0\lim_{n\to \infty}t(s_n-s)=0 by (b)

Thought process for (d)

1sn1s=snssns<ϵ\left|\frac{1}{s_n}-\frac{1}{s}\right|=\frac{|s_n-s|}{|s_n||s|}< \epsilon

If nn is large enough, then…

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