/
m254.tex
1154 lines (946 loc) · 40.1 KB
/
m254.tex
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
\documentclass[reqno,11pt]{amsart}
\usepackage[margin=2cm]{geometry}
\usepackage{color}
\definecolor{darkblue}{rgb}{0.0,0.0,0.4}
\usepackage[pdfauthor={Shereen Elaidi},pdftitle={Sobolev Spaces},pdfsubject={PDE},colorlinks,citecolor=darkblue,linkcolor=darkblue,urlcolor=darkblue]{hyperref}
%\usepackage{hyperref}
\usepackage{graphicx}
\usepackage{amssymb}
\usepackage{enumerate}
\usepackage{subcaption}
\usepackage{mathrsfs}
\usepackage{xlop}
\usepackage{MnSymbol}
\usepackage[ruled]{algorithm2e}
\makeatletter
\newcommand{\LeftEqNo}{\let\veqno\@@leqno}
\makeatother
\theoremstyle{definition}
\newtheorem{theorem}{Theorem}
\newtheorem{prop}[theorem]{Proposition}
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{corollary}[theorem]{Corollary}
\newtheorem{assumption}[theorem]{Assumption}
\newtheorem{axiom}{Axiom}
\setcounter{axiom}{-1}
\theoremstyle{definition}
\newtheorem{definition}[theorem]{Definition}
\newtheorem{example}[theorem]{Example}
\newtheorem{exercise}{Exercise}
\newtheorem{remark}[theorem]{Remark}
\theoremstyle{remark}
\newcommand{\reals}{{\mathbb{R}}}
\newcommand{\TT}{{\mathbb{T}}}
\newcommand{\sphere}{{\mathbb{S}}}
\newcommand{\hyp}{{\mathbb{H}}}
\usepackage{cite}
\newcommand{\C}{\mathbb{C}}
\newcommand{\R}{\mathbb{R}}
\newcommand{\Q}{\mathbb{Q}}
\newcommand{\Z}{\mathbb{Z}}
\newcommand{\N}{\mathbb{N}}
\newcommand{\D}{\mathbb{D}}
\newcommand{\eps}{\varepsilon}
\newcommand\Hol{\mathscr{O}}
\newcommand\Con{\mathscr{C}}
\renewcommand\Re{\mathrm{Re}}
\renewcommand\Im{\mathrm{Im}}
\newcommand\exd{\mathrm{d}}
\newcommand{\myref}[2]{{\hyperref[#2]{#1\thinspace\ref*{#2}}}}
\usepackage{amsmath}
\usepackage{enumitem}
\usepackage{graphicx}
\usepackage{amssymb}
\usepackage{float}
\usepackage{hyperref}
%\hypersetup{
% colorlinks,
% citecolor=black,
% filecolor=black,
% linkcolor=black,
% urlcolor=black
%}
\title{Math 254: Analysis I (Theorems, Definitions, and Results from the Class)}
\author{Shereen Elaidi}
\date{8 June 2020}
% HEADERS
\usepackage{fancyhdr}
\pagestyle{fancy}
\fancyhf{}
\fancyhead[LE,RO]{Page \thepage}
\fancyhead[RE,LO]{Math 254: Analysis I}
\fancyhead[CE,CO]{Fall 2018}
\fancyfoot[LE,RO]{}
\newcommand{\dfn}[1]{\underline{\textbf{#1}}}
\newcommand{\deriv}[1]{\frac{d}{dx} \left[ #1 \right]}
\DeclareMathOperator{\arcsec}{arcsec}
\DeclareMathOperator{\arccot}{arccot}
\DeclareMathOperator{\arccsc}{arccsc}
\DeclareMathOperator{\csch}{csch}
\DeclareMathOperator{\sech}{sech}
\DeclareMathOperator{\arcsinh}{arcsinh}
\DeclareMathOperator{\arccosh}{arccosh}
\DeclareMathOperator{\arctanh}{arctanh}
\DeclareMathOperator{\arcsech}{arcsech}
\DeclareMathOperator{\arccsch}{arccsch}
\DeclareMathOperator{\arccoth}{arccoth}
\begin{document}
\maketitle
\begin{abstract}
The purpose of this document is to summarise Analysis 1 (Math 254).
\end{abstract}
\tableofcontents
\section{Introduction}
Random things we proved to get a handle on how to prove things:
\begin{itemize}[noitemsep]
\item $\cap_{x \in [0, 1] } [0,x] = \{ 0 \}$.
\item $2^n < n!$
\item Let $X$ and $Y$ be sets. Consider the following family of sets:
\begin{align*}
\{ V_i\ |\ i \in I, V_i \subseteq Y \}
\end{align*}
then, $f^{-1} \left( \cup_{i \in I} V_i \right) = \cup_{i \in I} f^{-1}(V_i )$.
\item $5^n -1$ is divisible by 4 $\forall n \geq 1$.
\item \dfn{Bernoulli's Inequality}: $\forall n \in \mathbb{N}$, $x \in \R$, $x \geq -1$, one has:
\begin{align}
(1+x)^n \geq 1 + nx
\end{align}
\item Every non-empty subset of the natural numbers has a smallest element.
\end{itemize}
\begin{definition}[Cartesian Product]
Let $A$ and $B$ be two sets. Then, their \dfn{Cartesian Product} is defined as:
\begin{align}
A \times B := \{ (a,b)\ |\ a \in A \land b \in B \}
\end{align}
\end{definition}
\begin{definition}[Function]
Let $D$, $E$ be sets. A \dfn{function} $f$ from $D$ to $E$ is a subset of the cartesian product $D \times E$ such that $\forall x \in D$, $\exists_1$ $t \in E$ such that $(x,y) \in f$. In symbols, we define:
\begin{align}
f(A) := \{ f(x)\ |\ x \in A \}
\end{align}
\end{definition}
\begin{prop}[Properties of Functions]
Let $f: D \rightarrow E$ be a function and let $A, B \subseteq D$. Then, consider the following:
\begin{itemize}[noitemsep]
\item $f(A \cup B) = f(A) \cup f(B)$ [well behaved with respect to unions]
\item $f( A \cap B) \subseteq f(A) \cap f(B)$.
\end{itemize}
\end{prop}
\begin{definition}[Pre-Image]
Let $f: D \rightarrow E$, $A \subseteq E$. Then, the \dfn{pre-image} is defined as:
\begin{align}
f^{-1}(A) := \{ x \in D\ | f(x) \in A \}
\end{align}
\end{definition}
\begin{prop}
Let $f: D \rightarrow E$, $A, B \subseteq E$. Then:
\begin{itemize}[noitemsep]
\item $f^{-1}(A \cup B) = f^{-1} (A) \cup f^{-1}(B) $
\item $f^{-1}(A \cap B) = f^{-1}(A) \cap f^{-1}(B)$
\end{itemize}
\end{prop}
\begin{definition}[Injective]
Let $f: D \rightarrow E$. $f$ is said to be \dfn{injective} if $f(x_1) \neq f(x_2)$ whenever $x_1 \neq x_2$.
\end{definition}
\begin{definition}[Surjective]
Let $f: D \rightarrow E$. $f$ is said to be \dfn{surjective} if $\forall y \in E$, $\exists x \in D$ such that $f(x) = y$.
\end{definition}
\begin{definition}[Bijective]
$f: D \rightarrow E$ is called \dfn{bijective} if it is surjective and injective.
\end{definition}
\begin{definition}
If $f: D \rightarrow E$ is bijective, then we can define the \dfn{inverse} function $f^{-1}: E \rightarrow D$ as follows:
\begin{align}
f^{-1}(y) :=x
\end{align}
where $x$ is a uniquely determined point in $D$ with $f(x) = y$.
\end{definition}
\subsection{Countability of Finite Sets}
\begin{definition}[Cardinality]
Let $S = \{ a_1, ..., a_n \}$. Then, the \dfn{cardinality} of $S$, in symbols $|S|$, is the number of elements in a set $S$.
\end{definition}
\begin{theorem}
Let $A$, $B$ be finite sets. Then, $|A| \leq |B|$ $\iff$ there exists a function $f: A \rightarrow B$ which is injective.
\end{theorem}
\begin{theorem}
Let $A$, $B$ be finite sets. Then, $|A| \geq |B|$ $\iff$ $\exists$ a surjective map from $A \rightarrow B$.
\end{theorem}
\begin{theorem}
Let $A$, $B$ be finite sets. Then, $|A| = |B| $ $\iff$ $\exists$ a bijective map $f: A \rightarrow B$.
\end{theorem}
\begin{definition}
Let $A$ and $B$ be sets, not necessarily finite. We then say that $A$ and $B$ have the \dfn{same cardinality}, in symbols,
\begin{align}
|A| = |B|
\end{align}
if $\exists$ a bijective map $f: A \rightarrow B$.
\end{definition}
\begin{theorem}[Cantor's Theorem]
Let $A$ and $B$ be sets. If $|A| \leq |B|$ and if $|B| \leq |A|$, then $|A| = |B|$.
\end{theorem}
\begin{definition}[Countability]
We say that a set $A$ with $|A| = | \mathbb{N} |$ is \dfn{countably infinite}. A set which is either finite or countably infinite is called \dfn{countable}.
\end{definition}
\begin{theorem}[Arithmetic-Geometric Inequality]
$\forall n \geq 1$ and for all $x_1, ..., x_n >0$, the following holds:
\begin{align}
\frac{x_1 + ... + x_n}{n} \geq \sqrt[n]{x_1x_2 \cdots x_n }
\end{align}
\end{theorem}
\begin{lemma}
Let $n \in \mathbb{N}$ and let $x_1, ... , x_n > 0$. If $x_1 \cdots x_n = 1$, then:
\begin{align}
x_1 + ... + x_n \geq n
\end{align}
\end{lemma}
\begin{theorem}
Let $S \subseteq \mathbb{N}$. Then, there are only two possibilities:
\begin{enumerate}[noitemsep]
\item $S$ is finite.
\item $S$ is countably infinite.
\end{enumerate}
\end{theorem}
\begin{lemma}
Let $a_1 < a_2 < \cdots $ be a strictly increasing sequence of natural numbers. Then, we can say something about the growth rate:
\begin{align}
a_n \geq n
\end{align}
$\forall n \in \mathbb{N}$.
\end{lemma}
\begin{theorem}
Let $f: \mathbb{N} \rightarrow S$ be surjective. Then, $S$ is countable.
\end{theorem}
\begin{theorem}[Cantor]
The set $\mathbb{Q}$ of all rational numbers is countably infinite.
\end{theorem}
\begin{theorem}
$\R$ is uncountable (i.e, $\R$ is infinite and there does not exist a bijection from $\mathbb{N}$ to $\R$.
\end{theorem}
\begin{definition}[Absolute Value]
Let $x \in \R$. Then, the \dfn{absolute value} of $x$ is defined as:
\begin{align}
|x| := \begin{cases}
x & \text{ if } x \geq 0 \\
-x & \text{ if } x < 0
\end{cases}
\end{align}
Note that $|x|$ is used to measure distances.
\end{definition}
\begin{prop}[Properties of Absolute Value]
\begin{enumerate}[noitemsep]
\item $\forall x \in \R$, $|x| \geq 0$ and $|x| = 0 \iff x =0$.
\item $\forall x, y \in \R$, $|xy| = |x||y|$. Especially, $|-x| = |x|$, in this case you would simply set $y = -1$.
\item $\forall x \in \R$, $-|x| \leq x \leq |x|$.
\item Let $a > 0$, $x \in \R$. Then, $|x| \leq a \iff -a \leq x \leq a$.
\end{enumerate}
\end{prop}
\begin{theorem}[Triangle Inequality]
Let $x, y \in \R$. Then:
\begin{enumerate}[noitemsep]
\item $|x+y| \leq |x| + |y| $
\item $|x-y| \geq | |x| - |y| | $
\item Especially,
\begin{enumerate}[noitemsep]
\item $|x-y| \geq |x| - |y| $
\item $|x-y| \geq |y| - |x|$
\end{enumerate}
\end{enumerate}
\end{theorem}
\begin{corollary}
We also have,
\begin{enumerate}[noitemsep]
\item $|x-y| \leq |x|+ |y| $
\item $|x+y| \geq |x| - |y|$ and $|x+y| \geq |y| - |x|$.
\end{enumerate}
\end{corollary}
\begin{corollary}[Generalisation of the Triangle Inequality]
\begin{align}
|x_1 + x_2 + ... + x_n | \leq |x_1| + |x_2| + ... + |x_n |
\end{align}
\end{corollary}
\begin{definition}{$\varepsilon$-neighbourhood}
Let $x \in \R$ and let $\varepsilon > 0$ be fixed. Then, the \dfn{$\varepsilon$-neighbourhood} of $x$, $V_\varepsilon(x)$, to be:
\begin{align*}
V_\varepsilon(x) & := ]x- \varepsilon, x+ \varepsilon [ \\
& = \{ y \in \R\ |\ |y-x| < \varepsilon \}
\end{align*}
\end{definition}
\begin{theorem}
Let $x, y \in \R$, where $x \neq y$. Then, ``$x$ and $y$ can be separated by neighbourhoods'', i.e., $\exists$ a $\varepsilon > 0$ such that $V_\varepsilon(x) \cap V_\varepsilon(y) \neq \emptyset$.
\end{theorem}
\subsection{Supremum and Infimum}
\begin{definition}[Bounded From Above]
Let $S \subseteq \R$, $S \neq \emptyset$. We say that $S$ is \dfn{bounded from above} if $\exists$ a $u \in \R$ such that $\forall s \in S$ $s \leq u$.
\end{definition}
\begin{definition}[Bounded from Below]
Let $S \subseteq \R$, $S \neq \emptyset$. We say that $S$ is \dfn{bounded from below} if $\exists$ a $u \in \R$ such that $\forall s \in S$, $u \leq s$.
\end{definition}
\begin{definition}[Supremum/Least Upper Bound]
Let $S \subseteq \R$, $S \neq \emptyset$. $u \in \R$ is called a \dfn{supremum} or \dfn{least upper bound}, denoted by $\sup{S}$, if:
\begin{enumerate}[noitemsep]
\item $u$ is an upper bound for $S$.
\item If $v$ is any other upper bound for $S$, then $u \leq v$.
\end{enumerate}
If $u = \sup{S} \in S$, then we say that $u$ is the \dfn{maximum element} of $S$.
\end{definition}
\begin{definition}[Infimum/Greatest Lower Bound]
Let $S \subseteq \R$, $S \neq \emptyset$. $u \in \R$ is called a \dfn{infimum} or \dfn{greatest lower bound}, denoted by $\inf{S}$, if:
\begin{enumerate}[noitemsep]
\item $u$ is a lower bound.
\item If $v$ is an arbitrary lower bound of $S$, then $v \leq u$.
\end{enumerate}
If $u = \inf{S} \in S$, then we say that $u$ is the \dfn{minimum element of $S$}.
\end{definition}
\begin{center}
\textbf{[Begin Tutorial]}
\end{center}
\begin{prop}
If $X_1, ..., X_{n+1}$ are countable sets, then so is $X_1 \times \cdots \times X_{n+1}$.
\end{prop}
\begin{definition}[Power Set]
Let $X$ be a set, possibly empty. Then, the \dfn{power set of $X$}, denoted $\mathcal{P}(X)$, is defined as the set of all subsets of $X$:
\begin{align}
\mathcal{P}(X) := \{ A\ |\ A \subseteq X \}
\end{align}
\end{definition}
\begin{theorem}[Cantor's Theorem]
Let $X$ be a set. Then, there does not exist a surjection $X \rightarrow \mathcal{P}(X)$, which means that $|X| < | \mathcal{P}(X) | $
\end{theorem}
\begin{corollary}[Russel's Paradox]
The set of all sets does not exist.
\end{corollary}
\begin{prop}
A binary sequence is a list of points
\begin{align*}
a_1, a_2, ..., a_n , ...
\end{align*}
such that each $a_i \in \{ 0, 1\}$. Let $\mathcal{B}$ be the set of all binary sequences. Then, $\mathcal{B}$ is uncountable.
\end{prop}
\begin{center}
\textbf{[End Tutorial]}
\end{center}
\begin{theorem}
Let $S$ be a non-empty and bounded set from above, with supremum $\sup{S} $. Define:
\begin{align*}
a + S := \{ a + s\ |\ s \in S \}
\end{align*}
Then, $a+S$ has a supremum which is given by:
\begin{align}
\sup{(a+S)} = a + \sup{S}
\end{align}
\end{theorem}
\begin{theorem}
Let $S \neq \emptyset$, $S \subseteq \R$, $S$ bounded from above with supremum $\sup{S}$. Let $k >0$ and define:
\begin{align*}
k \cdot s := \{ ks\ |\ s \in S \}
\end{align*}
Then,
\begin{itemize}[noitemsep]
\item If $k > 0$, $k \cdot S$ is bounded from above and
\begin{align}
\sup{k \cdot S} = k \cdot \sup{S}
\end{align}
\item if $k < 0$, then $k \cdot S$ is bounded from below and
\begin{align}
\inf{k \cdot S} = k \cdot \sup{S}
\end{align}
\end{itemize}
\end{theorem}
\textbf{AXIOM:} we assume $\R$ is complete. This means that every non-empty subset $S \subseteq \R$ which is bounded from above has a supremum in $\R$.
\begin{theorem}[Archimedean Property of $\R$]
Let $x \in \R$, $x > 0$. Then, $\exists n \in \mathbb{N}$ such that $n \geq x$.
\end{theorem}
\begin{theorem}
Let $x < y$, $x, y \in \R$. Then, $\exists r \in \mathbb{Q}$ such that $x < r < y$. I.e., this means that the rational numbers are \dfn{dense} in $\R$.
\end{theorem}
\begin{theorem}
The irrational numbers are dense in $\R$.
\end{theorem}
\begin{definition}
Let $I_1, , I_2, I_3,...$ be intervals with the following property:
\begin{align*}
I_1 \supseteq I_2 \supseteq I_3 \supseteq \cdots
\end{align*}
Then, we call the $I_1, I_2, I_3,...$ a \dfn{nested sequence} of intervals.
\end{definition}
\begin{theorem}[Nested Interval Property]
Let $I_1 \supseteq I_2 \supseteq I_3 \cdots$ be a nested sequence of non-empty, closed and bounded (we call this compact) intervals, then:
\begin{align}
\bigcap_{n \in \mathbb{N}} I_n \neq \emptyset
\end{align}
\end{theorem}
\begin{center}
\textbf{THE NESTED INTERVAL PROPERTY IS IN FACT EQUIVALENT TO COMPLETNEESS.}
\end{center}
\begin{corollary}
$\R$ is uncountable.
\end{corollary}
\begin{center}
\textbf{[Begin Tutorial]}
\end{center}
\textbf{COMPLETENESS PROPERTY OF $\R$}: Let $X$ be a non-empty subset of $\R$ that is bounded from above. Then, $X$ has a least upper bound, denoted by $\sup{X}$.
\begin{prop}
Let $X \subseteq \R$.
\begin{enumerate}[noitemsep]
\item if $X$ has a supremum, then $X$ is non-empty and bounded from above.
\item if $X$ has an infimum, then $X$ is non-empty and bounded from below.
\end{enumerate}
\end{prop}
\begin{prop}
Let $X$ be a non-empty set and let $s$ be an upper bound for $X$ in $\R$. Then, the following statements are equivalent:
\begin{enumerate}[noitemsep]
\item $s = \sup{S}$
\item $\forall $ $\varepsilon > 0$, $\exists$ $x_\varepsilon \in X$ such that:
\begin{align}
s - \varepsilon < x_\varepsilon \leq s
\end{align}
\end{enumerate}
\end{prop}
\begin{prop}
Let $X$ be a non-empty set and let $v$ be a lower bound for $X$ in $\R$. Then, the following statements are equivalent:
\begin{enumerate}[noitemsep]
\item $v = \inf{S}$
\item $\forall $ $\varepsilon > 0$, $\exists$ $x_\varepsilon \in X$ such that:
\begin{align}
v \leq x_\varepsilon < v + \varepsilon
\end{align}
\end{enumerate}
\end{prop}
A useful application of the Archimedean property: $\forall $ $\varepsilon > 0$, one has that $\exists$ an $m \in \mathbb{N}$ such that $0 < \frac{1}{m} < \varepsilon$.
\begin{theorem}[Characterisation of Intervals]
Let $S \subseteq \R$ contain at least two points and assume that $S$ satisfies the property:
\begin{align}
x, y \in S \text{ and } x < y\ \Rightarrow [x,y] \subseteq S
\end{align}
then $S$ is an interval.
\end{theorem}
\begin{prop}[Algebraic Properties of Sup and Inf]
Let $A$, $B$ be non-empty subsets of $\R$ that are bounded from above. Suppose that both $x, y \in [0, \infty[$. Then:
\begin{enumerate}[noitemsep]
\item $\sup(A \cdot B) = \sup(A) \sup(B)$, where $A \cdot B := \{ ab\ |\ a \in A, b \in B \}$.
\end{enumerate}
\end{prop}
\begin{center}
\textbf{[End Tutorial]}
\end{center}
\section{Point-Set Topology}
\begin{definition}[Open]
A set $U \subseteq \R$ is called \dfn{open} if $\forall x \in U$, $\exists \varepsilon > 0$ such that $V_\varepsilon(x) \subseteq U$.
\end{definition}
\begin{definition}[Closed]
A set $A \subseteq \R$ is called \dfn{closed} if its complement, $\R \setminus A$, is open.
\end{definition}
\begin{theorem}
$\forall x \in \R$, $\forall \eps > 0$, $V_\eps(x) $ is open.
\end{theorem}
\begin{theorem}
Open intervals are open ``seems self-evident, but still requires proof.''
\end{theorem}
\begin{theorem}
All closed intervals are closed.
\end{theorem}
\begin{theorem}
Let $J$ be an arbitrary index set and let $U_j$ be open, $U_j \subseteq \R$, $\forall j \in J$. Then, the union is open:
\begin{align}
U := \bigcup_{j \in J} U_j
\end{align}
\end{theorem}
\begin{remark}
Arbitrary intersections of open sets are, in general, not open.
\end{remark}
\begin{theorem}
The finite intersection of open sets are open, i.e., if $U_1, ..., U_n \subseteq \R$ are open, then:
\begin{align}
U := \bigcap_{i=1}^n U_i = U_1 \cap U_2 \cap \cdots U_n
\end{align}
is open.
\end{theorem}
\begin{theorem}
The arbitrary intersection of closed sets are closed, i.e., if $J$ is some index set, and if $A_j$ is closed for each $j \in J$, then:
\begin{align}
A := \bigcap_{j \in J} A_j
\end{align}
is closed.
\end{theorem}
\begin{theorem}
Finite unions of closed sets are closed.
\end{theorem}
\begin{theorem}
$\emptyset$ and $\R$ are the only subsets of $\R$ that are both open and closed.
\end{theorem}
\begin{definition}[Boundary Point]
Let $U \subseteq \R$, $x \in \R$ is called a \dfn{boundary point of $U$ } if, $\forall $$\eps > 0$, $V_\eps(x) \cap U \neq \emptyset$ and $V_\eps(x) \cap ( \R \setminus U) \neq \emptyset$
\end{definition}
\begin{definition}
The set of all boundary points of a subset $U \subseteq \R$ is called the \dfn{boundary} of $U$, denoted $\partial U$.
\end{definition}
\begin{theorem}
Let $S \subseteq \R$ and $U \subseteq S$, $U$ open. Then, $U \cap \partial S = \emptyset$.
\end{theorem}
\begin{theorem}
Let $S \subseteq \R$. Then, $\partial S = \partial ( \R \setminus S) $.
\end{theorem}
\begin{theorem}
Let $S \subseteq \R$. Then, $\partial S$ is closed.
\end{theorem}
\begin{theorem}
Let $S \subseteq \R$. Then,
\begin{enumerate}[noitemsep]
\item $S$ is open $\iff$ $S$ contains \emph{none} of its boundary points, i.e.,
\begin{align}
S \cap \partial S = \emptyset \hspace{2cm} \text{ or } \hspace{2cm} \partial S \subseteq \R \setminus S
\end{align}
\item $S$ is closed $\iff$ $S$ contains all of its boundary points, i.e.:
\begin{align}
\partial S \subseteq S
\end{align}
\end{enumerate}
\end{theorem}
\begin{definition}[Interior]
Let $S \subseteq \R$. Then, the \dfn{interior} $\mathrm{int}(S)$ is defined as:
\begin{align}
\mathrm{int}(S) := \bigcup_{U \subseteq S, U \mathrm{ open}}U
\end{align}
By definition, the interior is the largest open set contained in $S$.
\end{definition}
\begin{definition}[Closure]
Let $S \subseteq \R$. The \dfn{closure}, denote $\overline{S} := \mathrm{cl}(S)$ is:
\begin{align}
\overline{S} := \bigcap_{A \supseteq S} A
\end{align}
which is closed since arbitrary intersections of closed sets are closed. By definition, the closure is the smallest closed set containing $S$.
\end{definition}
\begin{prop}
\begin{enumerate}[noitemsep]
\item $S$ open $\iff$ $\mathrm{int}(S) = S$.
\item $S$ closed $\iff$ $\overline{S} = S$.
\item $S\subseteq T$ $\Rightarrow$ $\overline{S} \subseteq \overline{T}$ and $\mathrm{int}(S) \subseteq \mathrm{int}({T})$.
\end{enumerate}
\end{prop}
\begin{center}
\textbf{[Begin Tutorial]}
\end{center}
\begin{theorem}[Characterisation of Intervals]
Let $I \subseteq \R$ containing at least two points. Assume that $I$ satisfies the following property: if $x, y \in I$ with $x < y$, then $[x,y] \subseteq I$. Then, we say that $I$ is an interval.
\end{theorem}
\begin{center}
\textbf{[End Tutorial]}
\end{center}
\begin{prop}
Properties:
\begin{enumerate}[noitemsep]
\item If $S \subseteq T$, $S$ open, then $S \subseteq \mathrm{int}(T)$.
\item If $S \subseteq T$, $T$ closed, then $\overline{S} \subseteq T$.
\item $\overline{\overline{S}} = \overline{S}$.
\item $\mathrm{int}(\mathrm{int}(S)) = \mathrm{int}(S)$.
\begin{enumerate}[noitemsep]
\item CAUTION! In general, $\partial (\partial S) \neq \partial S$ in general.
\end{enumerate}
\item $\mathrm{int}(S) \cup \partial S = \overline{S}$.
\end{enumerate}
\end{prop}
\begin{theorem}[Characterisation of Open intervals in $\R$]
A subset $S \subseteq \R$ is open $\iff$ $S$ is the countable union of open intervals.
\end{theorem}
\section{Sequences}
\begin{definition}
An \dfn{infinite sequence} is a function $f: \N \rightarrow \R$ for which $n \mapsto f(n) = a_n$.
\end{definition}
\begin{definition}
Let $(a_n)$ be a sequence, $L \in \R$. We say that $(a_n)$ \dfn{converges} to $L$, or that the \dfn{limit} of $(a_n)$ is $L$, if:
\begin{align}
\forall\ \eps > 0,\ \exists\ N \in \N, \text{ s.t. } \forall\ n \geq N,\ |a_n - L| < \eps
\end{align}
\end{definition}
\begin{theorem}
Let $(a_n)$ be a sequence. If $(a_n)$ converges, then the limit is uniquely determined.
\end{theorem}
\subsection{Some Results on Convergent Sequences}
\begin{theorem}
Every convergent sequence is bounded.
\end{theorem}
\begin{theorem}
Let $(a_n)$, $(b_n)$ be convergent sequences with $a := \lim (a_n)$ and $b:= \lim (b_n)$. Then,
\begin{enumerate}[noitemsep]
\item $(a_n + b_n) $ is convergent and $\lim(a_n + b_n) = a+b$.
\item $(a_n \cdot b_n)$ is convergent and $\lim ( a_n \cdot b_n) = a \cdot b$.
\end{enumerate}
\end{theorem}
\begin{corollary}
\begin{enumerate}[noitemsep]
\item Let $c \in \R$, $(a_n)$ convergent with $a = \lim (a_n)$. Then, $c (a_n)$ is convergent with $\lim(c \cdot a_n) = ca$.
\item $(a_n)$, $(b_n)$ convergent with $a = \lim ( a_n)$, $b = \lim (b_n)$. Then, $(a_n - b_n)$ is convergent and $\lim (a_n - b_n) = a -b$.
\end{enumerate}
\end{corollary}
\begin{theorem}
Let $(b_n)$ be convergent, $b:= \lim (b_n)$ such that $\forall n \in \N$, $b_n \neq 0$ and $b \neq 0$. Then, $(1/b_n)$ converges and its limit is $1/b$.
\end{theorem}
\begin{theorem}
Let $(a_n)$, $(b_n)$ be convergent sequences with $a := \lim (a_n)$, $b:= \lim (b_n)$ and $\forall n \in \N$, $b_n \neq 0$. Then, $(a_n / b_n)$ converges and $\lim (a_n / b_n) = (a/b)$.
\end{theorem}
\begin{theorem}[Convergence Criterion]
Let $(a_n)$ be a sequence, $(b_n)$ a convergent non-negative sequence with $\lim (b_n) = 0$, and let $c > 0$. If $\exists k \in \N$ such that $\forall n \geq k$, $|a_n - a| \leq c \dot b_n$, then $(a_n)$ converges and $\lim(a_n) = a$.
\end{theorem}
\begin{theorem}
Let $(x_n)$ be a sequence such that $\exists k \in \N$, $\forall n \geq k$, $x_n \geq 0$. If $(x_n)$ converges, then $x:= \lim(x_n) \geq 0$.
\end{theorem}
\begin{corollary}
Let $(x_n)$, $(y_n)$ be convergent sequences with $k \in \N$ such that $x_n \leq y_n$ $\forall n \geq k$. Then, $\lim(x_n) \leq \lim(y_n)$.
\end{corollary}
\begin{corollary}
Let $(x_n)$ be a convergent sequence such that $\exists$ $k \in \N$ such that $\forall n \geq k$, $a \leq x_n \leq b$, $a, b \in \R$. Then, $a \leq \lim (x_n) \leq b$.
\end{corollary}
\begin{theorem}[Squeeze Theorem]
Let $(a_n)$, $(b_n)$, $(x_n)$ be sequences with $\exists k \in \N$ such that $\forall n \geq k$, we have $a_n \leq x_n \leq b_N$. Furthermore, let $(a_n)$ and $(b_n)$ converge to the same limit $x$. Then,
\begin{enumerate}[noitemsep]
\item $(x_n)$ converges and
\item $\lim(x_n) = x$.
\end{enumerate}
\end{theorem}
\begin{theorem}
Assume that $(a_n)$ is bounded and that $(b_n)$ converges to zero. Then, $(a_n \cdot b_n)$ converges to zero.
\end{theorem}
\subsection{Monotone Sequences}
\begin{definition}[Increasing, strictly increasing, eventually increasing]
Let $(x_n)$ be a sequence. Then,
\begin{enumerate}[noitemsep]
\item $(x_n)$ is \dfn{increasing} if $x_1 \leq x_2 \leq ...$
\item $(x_n)$ is \dfn{strictly increasing} if $x_1 < x_2 < ...$
\item $(x_n)$ is \dfn{eventually increasing} if $\exists$ $k \in \N$ such that $x_k \leq x_{k+1} \leq x_{k+2} \leq ...$
\end{enumerate}
\end{definition}
\begin{definition}[Monotone]
A sequence $(x_n)$ is called \dfn{monotone} if it is increasing or decreasing.
\end{definition}
\begin{theorem}[Monotone Sequence Theorem]
Let $(x_n)$ be a monotone sequence.
\begin{enumerate}[noitemsep]
\item $(x_n)$ converges $\iff$ it is bounded.
\item If $(x_n)$ is bounded and increasing, then
\begin{align}
\lim (x_n) = \sup \{ x_n\ |\ n \in \N \}
\end{align}
\item if $(x_n)$ is bounded and decreasing, then
\begin{align}
\lim(x_n) = \inf \{ x_n\ |\ n \in \N \}
\end{align}
\end{enumerate}
\end{theorem}
\begin{center}
\textbf{[Begin Tutorial]}
\end{center}
\begin{prop}
Let $(x_n) \rightarrow x \in \R$ be a sequence. Then, $(|x_n|) \rightarrow |x|$.
\end{prop}
\begin{theorem}
Let $a>1$. Then, $\lim (1/a^n) = 0$.
\end{theorem}
\begin{theorem}
Let $a \in ]-1, 1[$. Then, $\lim(a^n) =0$.
\end{theorem}
\begin{theorem}
Let $(x_n)$ be with $x_n > 0$. If
\begin{align}
L = \lim \left( \frac{x_{n+1}}{x_n} \right)
\end{align}
exists and $L<1$, then $\lim (x_n) = 0$.
\end{theorem}
\begin{definition}[Series]
Let $(x_n)$ be a sequence in $\R$ or $\C$. For $N \in \N$, define:
\begin{align}
S_N := \sum_{n=1}^N x_n
\end{align}
Thus, $(S_n)$ is a sequence in $\R$ or $\C$. If $\lim_{N \rightarrow \infty} S_N =: S$ exists, we write $\sum_{n=1}^\infty x_n$.
\end{definition}
\begin{definition}[Converge, Series]
We say that $\sum_{n=1}^\infty |x_n| = \lim_{N \rightarrow \infty} \sum_{n=1}^N |x_n|$ exists $\iff$ the sequence of partial sums is bounded.
\end{definition}
\begin{example}
$\lim(2^n/n!) =0$.
\end{example}
\begin{example}
$\lim(n!/n^n) =0$.
\end{example}
\begin{center}
\textbf{[End Tutorial]}
\end{center}
\subsection{Subsequences}
\begin{definition}
Let $n_1 < n_2 < n_3 < ...$ be natural numbers. Let $(x_n)$ be a sequence and consider:
\begin{align}
(x_{n_k}) = (x_{n_1}, x_{n_2}, .... )
\end{align}
The $(x_{n_k})$ is a \dfn{subsequence} of $(x_n)$.
\end{definition}
\begin{theorem}
Let $(x_n) \rightarrow x$ and let $(x_{n_k})$ be a subsequence. Then, $(x_{n_k})$ converges to $x$.
\end{theorem}
\begin{corollary}
Let $(x_n)$ be a sequence. Then, $(x_n)$ converges $\iff$ all subsequences of $(x_n)$ converge to the \emph{same} limit.
\end{corollary}
\begin{example}
$\lim (1 + a/n)^n = e^a$.
\end{example}
\begin{example}
$\lim (\sqrt[n]{a}) =1$ for $a > 1$, $n \in \N$.
\end{example}
\begin{example}
$\lim (\sqrt[n]{n}) = 1$.
\end{example}
\begin{definition}[Accumulation Point]
Let $(x_n)$ be a sequence. A point $x \in \R$ is called an \dfn{accumulation point} of $x_n$ if $\exists$ a subsequence $(x_{n_k})$ of $x_n$ that converges to $x$.
\end{definition}
\begin{theorem}
Let $(x_n)$ be a sequence, $x \in \R$ an accumulation point of $(x_n)$ $\iff$ $\forall \eps > 0$, $V_\eps(x)$ contains infinitely many points of $(x_n)$.
\end{theorem}
\begin{theorem}[Bolzano-Weierstrass Theorem]
Let $(x_n)$ be a bounded sequence in $\R$. Then, $(x_n)$ has a convergent subsequence i.e., $(x_n)$ has at least one accumulation point.
\end{theorem}
\begin{definition}[Limit Superior]
Let $(x_n)$ be bounded. The greatest accumulation point of $(x_n)$ is called the \dfn{limit superior} of $(x_n)$: $x^* := \limsup (x_n)$.
\end{definition}
\begin{definition}[Limit inferior]
Let $(x_n)$ be bounded. The smallest accumulation point of $(x_n)$ is called the \dfn{limit inferior} of $(x_n)$: $x_* := \liminf (x_n)$.
\end{definition}
\begin{theorem}
Let $(x_n)$ be bounded. Let $v_m := \sup( x_1, ..., x_m)$. Then,
\begin{align*}
\lim (v_m) & = \lim ( \sup \{ x_n\ | n \geq m \} ) \\
& = \limsup(x_n)
\end{align*}
and
\begin{align*}
\liminf(x_n) = \lim (\inf \{ x_n\ |\ n \geq m \} )
\end{align*}
\end{theorem}
\subsection{Cauchy Sequences}
\begin{definition}[Cauchy Sequence]
A sequence $(x_n)$ is called a \dfn{Cauchy sequence} if $\forall \eps > 0$, $\exists N \in \N$ such that $\forall m , n \geq N$, one has
\begin{align}
|x_n - x_m| < \eps
\end{align}
\end{definition}
\begin{theorem}
A sequence in $\R$ converges $\iff$ it is a Cauchy Sequence.
\end{theorem}
\begin{theorem}
Every Cauchy Sequence is bounded.
\end{theorem}
\begin{definition}[Contractive Sequence]
A sequence $(x_n)$ is \dfn{contractive} if $\exists$ a $0 < c < 1$ such that
$\forall n \in \N$,
\begin{align}
|x_{n+2} - x_{n+1} | \leq c | x_{n+1} - x_n |
\end{align}
\end{definition}
\begin{theorem}
Every contractive sequence is Cauchy, and thus converges.
\end{theorem}
\subsection{Divergence to $\pm \infty$}
\begin{definition}
Let $(x_n)$ be a sequence.
\begin{enumerate}[noitemsep]
\item $(x_n)$ \dfn{diverges to $\infty$} if $\forall M \in \R$, $\exists N \in \N$ such that $\forall n \geq N$, $x_n > M$.
\item $(x_n)$ \dfn{diverges to $-\infty$} if $\forall M \in \R$, $\exists N \in \N$ such that $\forall n \geq N$, $x_n < M$.
\end{enumerate}
\end{definition}
\begin{theorem}
An increasing sequence diverges to $+\infty$ $\iff$ it is unbounded. Similarly, a decreasing sequence diverges to $-\infty$ $\iff$ it is unbounded.
\end{theorem}
\begin{center}
\textbf{[Begin Tutorial]}
\end{center}
\begin{theorem}
Let $F \subseteq \R$, $F \neq \emptyset$. Then, TFAE:
\begin{enumerate}[noitemsep]
\item $F$ is closed.
\item If $x_n$ is a sequence in $F$ and $x = \lim (x_n)$, then $x \in F$.
\end{enumerate}
\end{theorem}
\begin{prop}
Let $(x_n)$ be a bounded sequence. Then, $\lim(x_n)$ exists $\iff$ $(x_n)$ has only one accumulation point.
\end{prop}
\begin{prop}
Let $(x_n)$ be bounded, Then, $\lim(x_n)$ exists $\iff$ $\limsup(x_n) = \liminf(x_n)$.
\end{prop}
\begin{center}
\textbf{[End Tutorial]}
\end{center}
\section{Limits of Functions}
\begin{definition}
Let $f: A \subseteq \R \rightarrow \R$ be a function. Let $c, L \in \R$. We say that the \dfn{limit of $f$ as $x$ approaches} \dfn{$c$ is $L$}, in symbols, $\lim_{x \rightarrow x}f(x) = L$, if $\forall$ sequences $(x_n) \in A$ with $\lim(x_n) = c$, $\lim (f(x_n)) = L$.
\end{definition}
\begin{definition}[Cluster Point]
Let $A \subseteq \R$. $c$ is called a \dfn{cluster point} of $A$ if either of the two equivalent definitions hold:
\begin{enumerate}[noitemsep]
\item There exists a sequence $(x_n) \in A \setminus \{ c \}$ such that $\lim (x_n) = c$.
\item $\forall \eps > 0$, $V_\eps^*(c) \cap A \neq \emptyset$.
\end{enumerate}
\end{definition}
\begin{theorem}
Let $A \subseteq \R$, $c$ a cluster point of $A$. Let $f: A \rightarrow \R$. If $\lim_{x \rightarrow c} (f(x)) $ exists, then it is uniquely determined.
\end{theorem}
\begin{definition}
A point $c \in A$ which is not a cluster point is called an \dfn{isolated point}, i.e., $c$ is isolated if $\exists \eps > 0$ such that $V_\eps^*(c) \cap A \neq \emptyset$.
\end{definition}
\begin{theorem}
Let $A \subseteq \R$, $c$ a cluster point of $A$. Then, $c \in \overline{A} = A \cup \partial A$.
\end{theorem}
\begin{definition}[$\eps- \delta$ definition of a limit]
Let $f: A \rightarrow \R$, $c$ a cluster point of $A$, $L \in \R$. We say that $\lim_{x \rightarrow c} f(x) = L$ if:
\begin{align}
\forall \eps > 0, \exists \delta > 0\ s.t.\ \forall x \in A,\ 0 < |x-c| < \delta \Rightarrow |f(x) - L| < \eps
\end{align}
\end{definition}
\begin{definition}[Topological Definition of a Limit]
Two equivalent definitions:
\begin{enumerate}[noitemsep]
\item $\forall \eps > 0$, $\exists$ $\delta > 0$ such that $\forall x \in V_\delta^*(c)$, $f(x) \in V_\eps (L)$.
\item $\forall \eps > 0$, $\exists \delta > 0$. such that $f(V_\delta^*(c)) \subseteq V_\eps (L)$.
\end{enumerate}
\end{definition}
\begin{theorem}
The sequential definition and the $\eps-\delta$ definition of a limit are equivalent.
\end{theorem}
\begin{theorem}[Sequential Criterion for the non-existence of a limit]
$f: A \rightarrow \R$, $c$ a cluster point of $A$. Then,
\begin{enumerate}[noitemsep]
\item Let $(x_n)$ be a sequence in $A \setminus \{ c \}$ with $\lim (x_n) = c$. If $(f(x_n))$ diverges, then $\lim_{x \rightarrow c} f(x)$ does not exist.
\item Let $(x_n)$, $(y_n)$ be sequences in $A \setminus \{ c \}$ with $\lim (x_n) = c = \lim (y_n)$. If $(f(x_n))$ and $(f(y_n))$ both converge but have different limits, then $\lim_{x \rightarrow c}f(x) $ does not exist.
\end{enumerate}
\end{theorem}
\begin{theorem}[Limit Laws]
Let $f, g: A \subseteq \R \rightarrow \R$, $c$ a cluster point of $A$ such that $\lim_{x \rightarrow c} f(x)$ and $\lim_{x \rightarrow c} g(x)$ exists. Then:
\begin{enumerate}[noitemsep]
\item $\lim_{x \rightarrow c} [af(x) + bg(x)] = a \lim_{ x \rightarrow c} f(x) + b \lim_{x \rightarrow c} g(x)$.
\item $\lim_{x \rightarrow c} [f(x)g(x)] = \lim_{x \rightarrow c} f(x) \lim_{x \rightarrow c} g(x) $
\item $\lim_{x \rightarrow c} \frac{f(x)}{g(x)} = \frac{\lim_{x \rightarrow c} f(x)}{\lim_{x \rightarrow c} g(x)}$
\end{enumerate}
\end{theorem}
\subsection{Continuity}
\begin{definition}[Continuous]
Let $f: A \rightarrow \R$, $c$ a cluster point of $A$, $c \in A$. We say that $f$ is \dfn{continuous at $c$} if:
\begin{align}
\lim_{x \rightarrow c} f(x) = f(c)
\end{align}
\end{definition}