Binmore-MathematicalAnalysis Text PDF

Mathematical
Analysis
a straightforward
approach
K.G. BIN
MORE
an unf ussy account of mathematical

first year courses at universities and
polytechnics that places little reliance on the
reader's previous mathematical background.
This
is
analysis for
The concepts involved

and
are profound
and subtle
PRESTON POLYTECHNIC
their application in particular instances
comes
requires a mastery of technique which
only with time and experience.
It is
introduce the concepts at a relatively high level of

abstraction;
it then becomes
LIBRARY & LEARNING RESOURCES SERVICE
tempting to
This
book
the elegance of the underlying theory. But such
treatments
make great demands on a
student's
At the other extreme is the

danger of overwhelming students with technical
technical
rrust
be returned on or before the date
last
stamped
possible to expose
nc
i^~*^ *
9
facility.
detail.
Professor Binmore's approach
is
to confine
attention to 'bread and butter' analysis

line
31.
on the
SEP.
198!
>A/<5X-
real
and, within this framework, to discuss only
those technicalities which are immediately

relevant to the basic concepts, the object being to
promote confidence and understanding rather

than
awe or mindless computational
p\n
efficiency.
Emphasis is placed on the importance of tackling

problems and the exercises are intended as an
integral part of the text. Their worked solutions,
-1
which may be consulted when difficulty arises in

solving a problem, occupy approximately a third
of the book. This abundance of exercises and
solutions
makes the text
who want to learn the
HK
1996
highly suitable for those
subject on their
own
as
well as for those attending formal classes.
515 BIN
PLI
A/C 095640
:J43
Chorley
Lancaste
Poulton
Preston
C.U.P.
NET IN
UX
9-75
30107
000
5:
5 408
3T
MATHEMATICAL
ANALYSIS
A STRAIGHTFORWARD APPROACH
K.G.BINMORE
dr^
Professor of Mathematics L.S.E.
JpL,
.
MCM tcvn
^y
II
CAMBRIDGE UNIVERSITY PRESS

CAMBRIDGE
LONDON NEW YORK
-
MELBOURNE
CONTENTS
Published by the Syndics of the Cambridge University Press
Trumpington Street, Cambridge CB2 RP

Bentley House, 200 Euston Road, London NW1 2DB
32 East 57th Street, New York, NY 10022, USA
296 Beaconsfield Parade, Middle Park, Melbourne 3206, Australia
The
Pitt Building,
Cambridge University Press 1977
First published
1977
IX
Preface
Printed in Great Britain at the University Press, Cambridge
Library of Congress Cataloguing in Publication Data
1.1
I.
Arithmetic
Inequalities
set of real
numbers
Roots
10
Quadratic equations
13-
Irrational
14
Modulus
10
Continuum Property
12
2.1
Achilles and the tortoise
12
2.2
13
2.6
The continuum property

Supremum and infimum
2.7
Maximum and minimum
2.9
Intervals
2.11
Manipulations with sup and inf
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
:>
bulldozers and the bee
16
26
4.4
Definition of convergence
27
27
4.7
Criteria for convergence
30
4.15
Monotone sequences
4.21
Some
33
37
4.26
simple properties of convergent sequences

Divergent sequences
38
Subsequences
41
5.1
Subsequences
41
5.8
Bolzano-Weierstrass theorem
46
VI
Contents
5.12
Lim sup and
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
Series of positive terms
54
12.11
Roots
6.7
Elementary properties of series

Series and Cauchy sequences
Absolute and conditional convergence
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
properties of the integral
121
13.9
Differentiation and integration
13.16
Riemann integral
More properties of the
6.12
6.20
6.23
Manipulations with series
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
Polynomial and rational functions
7.9
Combining functions
13.31
Euler-Maclaurin summation formula
124
127
129
132
134
14
Exponential and logarithm
137
137
140
14.6
Logarithm
Exponential
Powers
15
Power series
143
15.1
Interval of convergence
143
15.4
Taylor
15.7
Continuity and differentiation
145
147
16
Trigonometric functions
150
16.1
Introduction
150
13.19
13.27
14.1
8.1
Limits from the left
74
74
120
integral
14.4
Improper
integral
integrals
8.2
Limits from the right
8.3
/(x)^/as:c-*
8.6
Continuity at a point
8.8
Connexion with convergent sequences
8.11
Properties of limits
78
79
8.16
Limits of composite functions
81
8.18
Divergence
82
Continuity
84
9.1
84
16.2
Sine and cosine
9.7
Continuity on an interval
Continuity property
86
16.4
Periodicity
151
153
10
Differentiation
91
17
The gamma function
156
10.1
Derivatives
91
17.1
Stirling's
10.2
Higher derivatives
92
17.3
The gamma function
10.4
More notation
93
17.5
Properties of the
10.5
Properties of differentiable functions
95
10.12
Composite functions
98
18
Appendix
75
77
141
series
formula
gamma
function
156
157
158
161
This contains the proofs of 'propositions' left unproved in the main

11
Mean value theorems

maxima and minima
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
Suggested further reading
251
Notation
253
Index
255
PREFACE
and unfussy introduction to mathematical

analysis. Little formal reliance is made on the reader's previous mathematical
background, but those with no training at all in the elementary techniques of
This
book is intended
calculus
as an easy
would do better
to turn to
some other book.
been made to lay bare the bones of the theory by eliminating as

much unnecessary detail as is feasible. To achieve this end and to ensure that all
results can be readily illustrated with concrete examples, the book deals only
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
for these generalisations has been kept well in
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
chapters would, however, be unwise.
The
exercises should be regarded as an integral part of the book. There
is
from attempting the exercises than can be obtained

from a passive reading of the text. This is particularly the case when, as may frequently happen, the attempt to solve a problem is unsuccessful and it is necessgreat deal
more
to be learned
ary to turn to the solutions provided at the end of the book.
To
help those with insufficient time at their disposal to attempt
all
the exer-
have been marked with the symbol t- (The same

notation has been used to mark one or two passages in the text which can be
omitted without great loss at a first reading.) The symbol * has been used to
cises, the less vital exercises
mark
exercises which are
more demanding than most but which
are well
worth
attempting.
The
final
of exercises
few chapters contain very

set.
little
theory compared with the number
These exercises are intended to
niques introduced earlier in the
book and
illustrate
the power of the tech-
to provide the opportunity of
some
re-
vision of these ideas.
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
mathematicians and there
is little
uniformity in their previous
Preface
mathematical training. They are, however, quite well-motivated. The course is a

'one unit' course of approximately forty lectures supplemented by twenty informal problem
classes.
have found
it
possible to cover the material of this
Time is then left for some discussion of point set

topology in simple spaces. The content of the book provides an ample source of
examples for this purpose while the more general theorems serve as reinforcement for the theorems of the text.
Other teachers may prefer to go through the material of the book at a more
leisurely pace or else to move on to a different topic. An obvious candidate for
further discussion is the algebraic foundation of the real number system and the
proof of the Continuum Property. Other alternatives are partial differentiation,
the complex number system or even Lebesgue measure on the line.
would like to express my gratitude to Elizabeth Boardman and Richard
Holmes for reading the text for me so carefully. My thanks are also due to
book
in
some
REAL NUMBERS
1.1
Set notation
thirty lectures.
A set is a collection of objects which

element of the
so
would
like to
mention M.C. Austin and H. Kestelman from
whom
learned
much of what I know.
we
say that
x belongs
to
are called its elements. If x
S and
is
an
write
xes.
'Buffy' Fennelly for her patience and accuracy in preparing the typescript. Finally, I
set S,
Ify does not belong to 5, we write y S.

The simplest way of specifying a set is by
elements.
listing its
We
use the
notation
July 1976
K.G.B.
A = &1, >,,*}
whose elements
to denote the set
are the real
numbers
\, 1
\Jl, e
and
it.
Similarly
B =
{Romeo,
Juliet}
denotes the set whose elements are

This notation
is,
Romeo and
Juliet.
of course, no use in specifying a set which has an infinite
number of elements. Such
may be specified by naming
sets
the property which
from objects which are not
distinguishes elements of the set
in the set.
For
example, the notation
C =
{x
> 0}
(which should be read 'the set of

positive real
D =
real
If
is
> 0')
denotes the set of all
who love Romeo.
convenient to have a notation for the empty set 0. This

if
x denotes
a variable
is
the set which
which ranges over the
numbers, then
{x
This
that
has no elements. For example,
of all
x such
{y y loves Romeo}
denotes the set of all people

It is
all
numbers. Similarly
x2 +
0}
because there are no
0.
real
5 and T are two sets, we
numbers x such
say that
5 is
that
x2 =
a subset of
T and
write
set
Real numbers
Real numbers
SCT
number system which we propose
properties of the real
to assume
and to some
of their immediate consequences.

every element of S is also an element of T.
As an example, consider the sets P = {1 , 2, 3 4} and Q = {2, 4}. Then
Note that this is not the same thing as writing Q e P, which means that Q
if
ofP are
element of P. The elements
simply 1,2,3 and 4. But
is
QCP.
is
an
these.
The
sets
A C Cand
B,
C and D
(presumably)
given above also provide
Arithmetic
1.3
not one of
some examples. We have
BCD.
The
first
assumption
is
that the real
numbers
satisfy
all
the usual laws
of addition, subtraction, multiplication and division.

The rules of arithmetic, of course, include the proviso that division by zero
is
not allowed. Thus, for example, the expression

2
The
1 .2
set
of
real
numbers
be adequate for these notes to think of the
It will
points along a straight line

line
may
which extends
indefinitely in
then be regarded as an ideal ruler with which
real
numbers
as being
both directions. The
we may measure
makes no
sense at
We
have
In particular,
all.
it is
not true that
the
lengths of line segments in Euclidean geometry.

shall
understood
n/2
-2
The
of
set
all
real
numbers
will
The
table
below
The next assumptions concern

assume that, given any two
1,2,3,4,5,.
.
.-2,-1,0, 1,2,3,
real
numbers
are rational.
v2, e and ir.

While we do not go back
be rigorous
to
first
in so far as it goes.
It is
0,1,2.-1.*, If. -I, -I
Some examples of irrational numbers
as
between
real
numbers and
numbers a and
b, there are three mutually
>b
(a is greater than b)
(ii)
=b
(a equals b)
(iii)
 a. We have, for example, the
-K0; -3<-2.
>0; 3>2; 2<3;

often
is
some confusion about
the statements
are
principles in these notes, the treatment will
(iv)
a~>b
(a
is
greater than or equal to b)
(v)
<b
(a
is
less
up
this
than or equal to b).
therefore important to be clear, at every
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
number. Nor can
it
..
Rational numbers
(or fractions)
must
exclusive possibilities:
Elements
Natural numbers
Integers
it
manipulation.
We
(or whole numbers)
real
but
distin-
U.
Notation
does not represent a
Inequalities
1 .4
.
their
Subset
of use for the symbol
such except in very special circumstances.
be denoted by
guishes three important subsets of
a great deal
that
To
clear
We
confusion,
>0\ 3>2;
we note
>
1;
that the following are
2<3; -1 <0;
all
true statements.
-3 3.
assume four basic rules for the manipulation of
inequalities.
From
these
Real numbers
Real numbers
the other rules

(I) If a
>b
may be deduced.
and b >c, then a >c.
Since
> 0,
x+y
(x
+y)~ 1
>
(example
+ y)'
through inequality (1) by (x
We
.6).
can therefore multiply
to obtain
y-x>0
x<y.
i.e.
we could prove
(Alternatively,
is
If
 0, prove
_1
that a
-1
> 0.
We argue by contradiction. Suppose
cannot be true that a"
= 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 0).
which
<
was
Therefore
is
the
is
the Greek letter epsilon.
from the 'belongs
to'
symbol
G and also
It
should be
from the symbol
Greek letter*/'.)
Exercise
1.8
a contradiction. Therefore the assumption a
false.
Hence
0.
-1
Hence our assumption a > b must be
(Note: The symbol e in this example
Hence
<0.
= a"'.a<0.a =
Proof Assume
Hence a b. Then a b > 0. But, for any e > 0,
> b and c < 0, then ac < be (i.e. multiplication by a negative factor
it
Example Suppose
1.7
through by a positive factor).

(IV)
>y
x > y. From x
> b and c any real number, then

a+c>b+c.
(III) If a > b and c > 0, then ac > 6c (i.e. inequalities can be multiplied
(II) If a
(ii)
false.
Hence
(1)
>0.
If*
is
any
real
number, prove that* 2
>Q.
If
0<a<
andb
> 1,
prove that
(i)0<a 2
Example
1.6
If
<y if and only if x <y

2
First, that x < y implies x < y
and y are positive, thenar
Proof We have
to
show two
things.
(2)
<a<l
(ii)
>b>
I.
IfZ>>0and>0and
< y 2 implies x < y.

2
(i) We begin by assuming that* <y and try to deduce that x <y
the inequality x < y through by x >
(rule III). We obtain
and secondly, that x 2
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
both sides of*
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
> and d > 0, prove
that ac
that each of the following inequalities
though
a>Z>andc>d.
i.e.
can be
> bd (i.e. inequalities
between positive numbers can be multiplied).
and try and deduce that*
we
ali
(i)a-c>b-d
(1)
may
fail
to hold even
Real numbers
Real numbers
there
<>1
these symbols and that y/y simply
no ambiguity about
is
means
'y/y or
-y/y.
The genera] quadratic equation has the form
ac>bd.
(iii)
(5)
(6)
ax
we impose the extra condition that b > and d > 0?

Suppose that, for any e>0,a e<b<a + e. Prove that a = b
Suppose that a < b. Show that there exists a real number x satisfying
What happens
where a
Roots
It
Let n be
a natural
For example, x
y =x".
number. The reader
y>0 there
y =
is
be familiar with the notation
will
=x.x and* 3 = x.x.x.
Our next assumption about the

any
+ bx + c =
real
>
one
b
number system
exactly one value of x
is
Multiply through by 4a.
= 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.
follows that the quadratic equation has no real solutions
real solution if
4ac =
and two
solutions if A
real
if
4ac < 0,
4ac > 0.
- 4ac)
If
- 4ac > 0,
the following. Given
2ax+b =
such that
y/(b
-4ac)
2
y/(b -4ac)
-b
x =
x".
2a
(Later on
we
shall see
how
this
property
may be deduced from
the theory of
2
The roots of the equation ax
continuous functions.)
If
> 0, the value of x >
nth root of y and
x = y Un
is
which
denoted by
satisfies the
equation
y =x
n
is
called the
vention,
2,
we
also use the notation y/y
= y xn
Note
> 0. If y > 0, there
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
simple matter.to check that, for
ax 2
of course, two num-
+bx +
With the help of
y -ax 2 + bx +
values of x,
= a(x-a)(x-p).
formula,
this
all
we can
sketch the graph of the equation
c.
a positive rational
r
and hence y~
is
defined.
'
y = ax 2 + bx +c
y by
rational
With these conventions
numbers
r.
it
follows that,
(The definition of y
if
when x
y>
is
0, then
a<0
an irrational
wait until a later chapter.)
1.11
1.10
is
asserts that, if a,,
> 0, the equation x =y has two solutions. We denote
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>
that, with this con-
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
always true that y/y
it is
are therefore
It is
When n =
+ bx + c =
work on quadratic equations

Cauchy Schwarz inequality. This
application of the
the proof of the important
a2
. .
,a andZ>i,Z 2
,fe are
any
real
numbers, then
the positive
y/y. We note again that
(a,6,
+a 2 b?
Bnh? <
(i
a\
...
a n ){b
+b\
b n ).
/?ea/
Proof For any x,
For the case
<
(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
follows that the equation
cannot have two (distinct) roots. Hence
1.12
Irrational
3) this inequality amounts to the assertion

triangle is less than or equal to the
sum
this.
numbers
we mentioned the existence of irrational real numbers. That

such numbers exist is by no means obvious. For example, one may imagine the
In
.2
all the rational numbers on a straight line. First one would

Then one would move on to the multiples of j and then to
the multiples of i and so on. Assuming that this program could ever be completed, one might very well be forgiven for supposing that there would be no
room left for any more points on the line.
process of marking
mark
what we had
one side of a
+ b 2n)
B 2 <AC
which
2 (or
of the lengths of the other two sides. Explain
-4AC<0
(2B) 2
that the length of
+ (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
< 0, one solution if y =
Draw graphs of y = x and y = x
iUtlLM
and two
that the equation
2'3
(ii)27"
> 0, z >
4'3
and r and
to illustrate these results.
assumption requires us to accept the existence of
ber* (namely \J2) which

be expressible
(iii)32
s are
But our assumption about the existence of nth roots renders this view untenable. This
(2) Simplify the following expressions:
(3) If y
-1
if
Suppose that n is an odd natural number. Prove

x" = y always has one and only one solution.
(OS
tt
an even natural number. Prove that the equation
is
satisfies
x2 =
2.
a positive real
If* were a rational number
it
num-
would
form
in the
6/s
.
x =
any rational numbers, prove the follow-
ing:
where
()
r+s
= ff
(ii)
>
(4) Suppose that a
rs
= (yj
and that a and
(yzj
(iii)
= fz\
m and n are natural numbers with no common divisor (other than

m2 =
are the roots of the quadratic
+ bx + c = (in which b 2 4ac > 0). Prove that

2
=
ax
bx
+ c is negative when a < x < and positive when x < a
+
y
orx >j3. Show also (without the use of calculus) that y = ax 2 + bx + c
achieves a minimum value of c b 2/4a when* = bj2a.
Leta,,a 2
a be positive real numbers. Their arithmetic meanA n
equation ax 2
(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
m were odd, we should have

odd.)
is
We may
therefore write
even.
We
have therefore shown that both
contradiction and
it
follows that
x cannot be
and n
are divisible
rational,
i.e.
by
2.
\/2 must be
an irrational real number.
Of course, \/2
is
not the only irrational number and the ability to extract th
roots allows us to construct
i.e.
1/2
(^ + b k y
n\ai
Cauchy-Schwarz inequality
(6) Letai,a 2) ... ,a n
--
4k 2 = 2n 2
by
III.
+ -+... +
H-' =
even. This implies that
is
n
_
In 2
m = 2k + But
m = 2k. Hence
and harmonic mean
1). It
follows that
many
others. But
irrational
numbers can be obtained
irrational
number is
in this
should not be supposed that
it
way.
It is
a root of an equation of the
not even true that every
form
all
Real numbers
10
Real numbers
+ a x x + a2 x 2 +
+ a n x" =
\a+b\ 2
11
+ bf =
{a
,o n ate rational numbers. Real numbers

which the coefficients a ,a ,
which are not the roots of such an equation are called transcendental, notable
examples being e and it. This fascinating topic, however, lies outside the scope
in
of this book.
\a\
<
\a\
\a\
Modulus
It
Suppose that x
a real
is
number. Its modulus
(or absolute value) \x\
follows (from example
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
Theorem For any
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|
sometimes useful to note that
x =
|
>
|*|
for
all
s/x
(i)
.
(ii)7
1.15
Theorem For any

-|x|
the second case,
\ab\
or x
< 0. In the first case, |x| <
<* =
(1)
|x|.
In
real
(2)
Prove that
(3)
Proof The most elegant proof is the following.

\ab\
s/((abf)
y/(a b
2
)
sj(a ).yj(b )
\a\.\b\.
1
The next theorem
is
of great importance and
inequality. This nomenclature

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
any x,y andz,
= 0ifand only if x=y

(iv)d(x,y)<d(x,z) + d(z,y).
(iii)d(;c,.y)
numbers, prove that
sy/2
(5)
For any
real
numbers a and b
irrational unless^
Suppose
2
0.
that the coefficients
a=0,b and
|6|.
c of the quadratic equation
+ bx+c =
are
\a\+
things to prove as in example
\\c\-\d\\.
(i)
>
(triangle inequality )
+ b\ <
+3=4.'
<b if and only if b <a<b.
you have two
The distance d(x,y) between two
ax
\a
be justified by observing that the theorem
give a separate proof.
Theorem
|a|
(4) If r and s are rational
usually called the triangle
the special case of Minkowski's inequality (exercise
1.1 7
+ \c-d\.
\d\
Prove that
\c-d\
numbers a and b
\a\.\b\
= |6-(-l)|> |6|-|-1| = 6-1 =5.
d(x,y)
\b\
= |-1+3|<|-1|+|3| =
[Recall that
1*| X <0 < |*|.
Tlieorem For any
|a|+
Then
Exercise
1.20
>
<
b\
the triangle inequality.
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
are also rational
a=
+ s\/2 is
root,
Proof We have
t (6)
Prove that
3"2 and 2 1/3
root of this equation,
numbers. Prove that
are irrational
numbers.
(3
= r s\/2
is
also a
13
Continuum property
A similar lesson is
to be learned from Archimedes'
method of exhaustion.
This was invented by Archimedes as a means of evaluating the area of regions
with curved boundaries.
CONTINUUM PROPERTY
In the case of a circle, the
and
larger regular
Ai,A 2 ,A 3
Achilles
2.1
and the
The following is one of the famous paradoxes of Zeno.

of
When
feet.
tortoise will have
Achilles reaches the point
advanced a
bit,
say
where the
Achilles
is
is
to
tortoise started, the
little
bit
more, say
Achilles can never
catch the tortoise.
The
area
circle to
be
of the circle
is
then identified with the 'smallest real
**
and calculating the
A<
The discussion of
larger than all of the
numbers x ,x
paradox
is
feet,
to say that Achilles catches the
where x
+ x u x + x x2
y
is
'the smallest real

.
.'.
number
Zeno's argument
then simply reduces to subdividing a line segment of length x into an infinite
number of smaller
segments of respective lengths x ,x lt x 2
line
By taking
for a large
number
the radius of the
enough value of n,
approximation to
-n
as
he chose.
the previous section indicates the necessity of
a further assumption about the real

if
number system.
It
would, after
Achilles never caught the tortoise or if a circle
new assumption
all,
had no
making
be most
area.
We
Continuum Property of the real numbers.

The Continuum Property is not usually mentioned explicitly in a school
algebra course, but it is very important for what follows in these notes. The rest
of this chapter is therefore devoted to its consideration. We begin with some
our
shall call
to resolve this
The Continuum Property
2.2
unsatisfactory
he has run a distance of x
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
each of the numbers/^,
Archimedes was able to obtain
tortoise after
and then calculating their areas
given a
larger than
-*
circle
soon reaches the tortoise's
feet. Achilles
new position, but, by then, the tortoise will have advanced a

x 2 feet. This argument may be continued indefinitely and so
involves inscribing a sequence of larger
tortoise
race a tortoise. Since Achilles runs faster than the tortoise, the tortoise
start
method
polygons inside the
the
terminology.
A set S of real numbers is bounded above
which
is
if
there exists a real
greater than or equal to every element of the set,
i.e. if,
number H
some //,
for
x<H
Formulated
in this
way, the paradox
loses its sting.
This solution, of course, depends very strongly on the existence of the real
number x, i.e. the smallest

x +*!, jc +x$ +x 2
,
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
than or equal to every element of the set,
less
15
Continuum property
Continuum property
14
for
i.e. if,
B<H.
x>h
Similarly, if S
any
non-empty set which is bounded below, then S has

any other lower bound h,
is
a lower
that, given
bound b such
for
\H
some h.
xGS.
number
lower bound of the
The number h
(if
A set
both bounded above and bounded below
which
is
such
exists)
is
called a
is
just said to
b>h.
set S.
be
bounded.
A set S of real numbers is
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
proved with the help of exercise
.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)
bound of the set {1,2, 3} is 1.

(ii) The smallest upper bound of the
set
{x
> 0} has
no upper bounds
at all.
The
largest
lower bound
{x:x>0}is0.
set
1.
(iii)
The
{x
set
> 0} is unbounded above.
bound, one has only to point to
H+
If
H>
Some
lower bounds
and
Property,
is
proposed as an upper
non-empty
If a
it
times called the
:x> 0}
is
B =
bounded below.
Continuum Property which
will
be fundamental for the
bound
is
B such
bounded above, then S has an upper

any other upper bound //of S,
non-empty
that, given
We
write
sup
is
some-
or
sup x.
which
set
is
bounded below has
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
Maximum and minimum

If a set
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
bounded above, then, by the Continuum
0.
remainder of these notes.
Thus,
is
i6=S
b the infimum of the

state the
supremum of the
Similarly, a set
We now
set
has a smallest upper bound B. This smallest upper bound
to obtain an element of the set larger
than the supposed upper bound. However, the set {x

are 27
Supremum and infimum
2.6
set
which
is
has a largest element
and write M = max

1
S and write
S. If
= min
S.
M, we
call
has a smallest element
M the maximum of the set S
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,
maximum M, then it is bounded above

in this case, sup S = max S.
to suppose that the smallest upper
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
(and hence have a smallest upper bound) do not have a
maximum.
(See example
2.8(a).)
Similar remarks, of course, apply to largest lower
bounds and minima of sets.
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
in the set satisfies
it
does not belong to the
< x < 2. But
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
Hence x cannot be the
(why?). This
is
equal to
its
2.10
largest
> 0} has no maximum, nor does
In
> 0} has
no minimum (why not?).
number between them.

describing intervals we use
(1)
it
Its largest
lower bound
is
0.
Which of the following statements are true?

(iii)
(ii)2e(-,3]
0)36(1,2)
(v)3G[l,3].
(iv)2e(0,2)
(2) If %
is
a real
[a,b]
the intervals
real
16
[1,2)
> 0, prove that
number and 5
5).
does
down
the following notation:
= {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
or not the given set

(3) Decide in each of the following cases whether
(i)(0,l)
(a,
We
Exercise
have any upper bounds.
An interval I is a set of real numbers with the property that, if x E

y Eland x<z^y, then zEI, i.e. if two numbers belong to /, then so
every
set
call
and the
largest
Intervals
and
set
such an interval compact.
{x:|-x|<S} = a-S, +
2.9
are real num-
notation into supposing that or
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 < 2} has smallest upper bound 2.
< x < 2} has minimum
{x
{x
V7/////////'y/7//7/7////y,
All intervals (with the exception
lower bound.
(iii)
x >a}
an element of the set which

set.
[a,)
bers or that they can be treated as such.)
call
element of the
{x
into one of the categories described above.
x+2
y =
(Do not be misled by
< x < 2} has no maximum. The number 2 cannot be the
element of the
(a, )
smallest
lower bound.
(ii)
17
Continuum property
(ii)(-,2]
(iii)
{-1,0,
(4) Repeat the above question but with the
mum'
2, 5}
(v) L0, 1].
words 'above, upper and maxi-
replaced by 'below, lower and minimum'.
(5) Give an example of a set which has smallest upper

x 4.
no element x satisfying 3
bound 4 but contains
< <
(6)
Show
that, given
any element x of the
element y 6 (0, ) with

has no
minimum.
set (0, ), there is
the property that
;'
another
< x. Deduce that (0, )
Continuum property
2.11
Manipulations with sup and inf
We
prove one result and
(3)
some others
list
as exercises.
Suppose that 5
Theorem Suppose that S is

bounded above and % > 0. Then
2.12
Proof Let
non-empty
set
of real numbers which
Then
B is
the smallest
number such
that, for
bounded above. Prove that
sup x.
.*es
Hence obtain analogies of theorem 2.12 and exercises 2.13(1 and 2) in

which inf replaces sup.
non-empty set 5 of
(4) The distance d{%, S) between a real number and a
real numbers is defined by
is
% sup x.
B = sup S.
is
( x)
inf
is
sup %x
any
d(S,S)
inf
|$-*|
iS
x<ES,
(see exercise 1.20(3)). Find the distance
x<B.
and the
Let 2"- {#*
* S}. Since | > 0,
(i)S
(5)
any* G 5. Hence Tis bounded above by /?. By the Continuum Property,

rhas a smallest upper bound (or supremum) C. We have to prove that C = %B.
Since %B is an upper bound for 7* and C is the smallest upper bound for 7
(ii)
repeat the argument with the roles of S
number such
that, for
any
and
T reversed. We know that C
y&T,
(6)
y<C.
Since
> 0,
it
follows that
any
for
that
y G T. But S = {|"V ? G 7% Hence ?"' C is an

:
the smallest upper
bound
for S.
upper bound for
S.
But
5<C.
We
have shown that
2.13
C< |5 and
also that fi
< C. Hence \B = C.
Exercise
(1)
Suppose that S
sup
is
bounded above and
(2) Suppose that
S is bounded
that
sup (x
*S
that
S C
S. Prove that
< sup 5.
+ ) =
sup x
iS
%.
above and that
is
any
real
number. Prove
S, prove
is
for
Give an example of a real
which d(, S)
prove that d{%, /)
an open interval (other than
S and Tare
bers in
Thus
num-
implies that \
R or 0), show that

= 0.
j-
G /.
^/can
always be found for which d(, /)

Suppose that every element of an interval / belongs to one or the other
of two non-empty subsets 5 and T. Show that one of the two sets S or
T contains an element at zero distance from the other. (Do not assume
consist of
# is
= (0,l)
= (2,3).
that d(|, 5) = 0.
If /is a closed interval,
(iii)
If/
Now
(iv)S
ber ? and a non-empty set
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-
/.)
[Hint Suppose that $ < t, where s G S and t G T. Let T = {x x G T

and x > s}. Show that To ^ and is bounded below. Write b = inf T
and consider the two cases b Tand b ^ T.\
:
21
Natural numbers
for
all
Hence the
bound
foJ.
set
is
bounded below by
We
0.
have to prove that
is
the largest lower
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,
an upper bound for the set
is
the largest lower
is
Then,
fol
follows from this contradiction that
Note that
Continuum
a lower
But then h'

above.
is
>h.
Hence, for each n

n
>
bound
which we know is unbounded

no h > can be a lower bound for
for S.
0^5 and hence S has no minimum.
Property for sets of natural numbers. As always, arithmetical properties are
taken for granted. But where

will
proof hinges on such a property, the property
Theorem Every
3.5
be explicitly stated.
set
of natural numbers which
is
not empty has
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
The Archimedean property
Theorem The
3.3
set
is
the assertion of the following theorem.
M of natural
numbers
is
unbounded above.
Proof For this proof we need to assume that, if n is a natural number,

n + 1
Suppose that the theorem is false. Then N is bounded above. By the Continuum Property it therefore has a smallest upper bound B. Since B is the
smallest upper bound for N, B 1 is not an upper bound for N. Thus, for some
then so
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
greater than B. But
a contradiction.
is
3.6
not, then, for
some
< n m <
Does S have
maxi-
1.
Exercise
Prove that the set
nl :e
is
largest
bounded above with
>0
smallest
upper bound
mum?
lower bound
(2) Let
0.
are
all
positive,
X>
Prove that the set
S = {X :n&U}
o
is
unbounded above.
BX~
20
If
that the set
Proof Since the natural numbers

_1
nothing to prove.
an
(1)
:neN}
bounded below with
is
obtain the inequality
<m< n B.
<b +
[Hint: if B were the smallest
could not be an upper bound.] Show
upper bound, then
that, if
0<x <
1,
then the
Natural numbers
22
set
T =
is
{x
:nGN}
bound
0.
smallest integer satisfying

(5) Let
that
last part,
(6) Let a
a < %
<
<
ment S n
< r<
and smallest upper bound
Show
bounded and
[Hint: for the
= 2 =1
k. Let P(n) be the state-
= Sn + (n +
l)
\n(n
1)
l)(n
+n+
(n
1)
1)
2)
satisfying
as required.
b. [Hint: exercise 1.20(4).]
The
result
now
Example The
3.10
Suppose that a line of dominoes is arranged so that, if the th one falls,

knock over the (n + l)th. If the first domino is pushed over, most people
would agree that all the dominoes would then fall down.
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
be deduced from theorem 3.5.

(principle
that, for
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}.
not empty. Then from theorem 3.5
m
the minimum of S. Thus m
P(l)
is
true,
(fc
S.
,a 2
... ,a. If 01,22, ... ,a n are
1/n
.
if
is
a natural
number
LslP(n)be the statement 'For any

< A'. We shall show that
n
(i) P(2 ) is true for each nGN.
S=
defined by
induction' (see exercise 3.1 1(5)).
true.
Proof For this proof we need to assume that,

other than 1 then 1 is a natural number as well.
Let
is
Proof This inequality has an entertaining proof using 'backwards

P(n
true for every n ftj
is
(a,a 2 ...fl n )
Gn
'inequality of the arithmetic and geometric means' asserts that
a statement about the natural
also that
true, then
is
mean of the numbers a
geometric mean
Gn =
(i)P(l)is true
(ii) if
is
= & +
number
...
1).
have
use the previous question.]
b. Prove that there exists an irrational
+2 + 3 +
1).
that
Sn +
is
\n{n
\n(n
Principle of induction
3.7
it
.+ =
S 1 = l,and \. 1(1 + 1) = 1. Hence P(l) is true. We now wish to

if P{n) is true, then P(n + 1) is true'. To do this, we assume that P(ri)
=
is true and try and deduce that P{n + 1) is true. Thus we assume that S
=
\n(n + 1) and try and deduce that 5 n+1
k(n + 1)(" + 2). But
We
show
m>an.]
S be the set of all rational numbers r which satisfy

S has no maximum and no minimum. Prove that S
has largest lower bound
Proof Let S
non-empty set of integers which is bounded above has a

that
any non-empty set of integers which is bounded
maximum and
minimum.
below has a
Let a < b. Prove that there exists a rational number r satisfying
a<r<b. [Hint: justify the existence of a natural number n satisfying
l
n~>(b a)~ and consider the rational number r = tn/n where m is the
(3) Prove that any
(4)
+2 + 3 +
bounded below with largest lower
nN
Example For each
3.9
n
23
Natural numbers
Hence
true (because of hypothesis
=fc 1
1
(ii)
S is empty. Suppose that S

that S has a minimum m. Since
to prove that
it
follows
Therefore
S and
so
P(m
number. But
But then P(m)
is
is
a natural
1)
is
of the theorem). Hence
true.
m $ S which
is
is
(ii) If P(n) is
The
We
< (Vî - y/a 2

(fl|a2 )
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.
begin by proving P(2).
a contra-
numbers at, a 2
true, then
result then follows
(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"-b" m (a-bXa"' + a"'

1
a m*\ a m+2
and
<
a 2m)
~~
(a
m + 1 + "m + 2 +
+ 2m)-
(3)
A polynomial P(x) is an
=
P(x)
But we know that P(2)
true.
is
If
(a,
+ am
1/m
}" 2
P{)
..a 2m )
V2m
<
(a,
<z 2
4-
We
is
is
have shown that P(2
We now show
true
) is
that, if P(n)
is
true for
is
.+ ab"' 2 + b"' 1 ).
Prove that P(x)
0.
all
A: is
n and that, for some if,

Q(x) is a polynomial of
= (x - %)Q(x) where
[Hint: use the previous question.] If gj,
numbers and P{%\) = P( 2 )
2-
2,
are
= P(% n ) = 0, prove
that
constant.
= 1.2.3...n
and 0!
1,
we
define
n+1
that, if P(2 ) is true, then P(2

) is
by straightforward induction.
true, then P(n 1) is true. Suppose that
and
said to be of degree n.
is
a polynomial of degree
is
= k(x-^)(x-$ 2 )...(x-U
where
/'(2/m).
true.
polynomial
(4) Assuming that w!
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
expression of the form
+ aîX"' +
Suppose that P(x)
a
+...+a 2m
+ m+1
m
(ai
b,
Hence
...0 ,/m (^^m + 2---2 m
{(flia2
anx
(r=0,l,2,...,ii).
|^J
r\(n-r)\
Then
Prove that
{(hai ...an .t
Gn -
âi+a 2 +
<
yvnn
+ a_, + G_i
...
+l
(r=l,2,...,n).
r
--]
MM / (H-lMn-l+Cn-1
Using
this result
and the principle of induction, obtain the binomial
ft
theorem
Gn _,
ThusP(n
{a
</!.,.
in the
+ bf =
a"
y.
form
+ na"'
^^
a"- b
+ b"
l)is true.
This completes the proof.
a"- b
r
.
V
3.11
(5)
Exercise
Let P(n) be a statement about the natural

(i)
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 <
true for every
A3
3
l
+ n3
l)
(2)
Prove by induction that,
*
fe=o
fe
1+x+x
if
l-x n+1
1-as
true.
[Hint: the set {2"
nGM,
jc
-y
SM
X< Y and that x and y belong to the interval

^TK| x
= 1,
+ ...+*"
is
nN.
AT""
that
is
(exercise 3. 6(2)).
Prove that, for each

(ii)
number n and suppose
true for each
Prove that P(n)
I=
fe
is
(ii) if P(n) is
n
(i)
P(2")
[Hint: exercise 3.1 1(2).]
1/n
-/'" < YX
|
1 '"
\x-y\.
[X, Y].
27
CONVERGENT SEQUENCES
It
infinity'
it, it is
Two
as n
-(-!)"
_ _,)1 =â-(-r).
(
xn
as n gets larger
from this formula?

and larger, ( )" gets
gets closer
and closer to
\.
We
closer
and
say that 'x n tends to as
closer to
n tends
to
or, in symbols, x n -> \ as n -* \

is
of the greatest importance, but, before we can make proper use of
necessary to give a precise formulation of what
it
means
to say that
xn
-> I
-* .
bulldozers are moving towards each other at a speed of one mile
per hour on a collision course.
bee was perched on
When
they started they were one mile apart and a
the front of one of them.
The bee began to
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-*}
the answer \ to be extracted
This idea
bulldozers and the bee
)+(-)*+...
("
seems clear that,
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 ,
we can say that a sequence is determined by a rule which assigns

number n a unique real number x n We call x n the n th term of
.
the sequence.
The notation
fef"
means the sequence whose th term isx.

The set {x n n N} is called the range of the sequence. We say that a
sequence is bounded above (or below) if its range is bounded above (or below).
Thus (x) is bounded above by //if and only if-xr <//( = 1, 2, 3,
.).
:
fe#
fr^S
4.3
This riddle
usually posed in the
is
hope that the victim
complicated calculations involving the

that the bee will be crushed
when
flight
will
of the bee. But
it is
quite obvious
xr
(iii)<l>
(v)
1
oo<- >=
i,...
1,1,1,1,...
(iv)(2
The sequence
(x) defined inductively
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
A sequence (x n ) is said to converge

following criterion
in general.
= -!+f7 -... + (-iy-
26
X "~
n th landing. Then
xv 2 - 2_2
3
9
and,
= -i,+ i,-i, +
the bulldozers collide. Since the bulldozers
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
> 0, we can find an N such that, for any n>N,
write
-l\<e.
xn
<e.
'"
But
We
29
28
lim
* or
as n
'"
and so we simply need to find an
N such that, for any n>N,
/.
-<6
It
x 2 ,x 3
be helpful to think o{x h
may
... as successive approximations to
number /. The distance \x n l\ between x n and / is then the error involved in

/ by x. The definition of convergence then simply asserts that we
can make this error as small as we choose by taking n large enough.
The diagram is supposed to represent a sequence <x> with the property that
the
approximating
-*
as
i.e.
But
this solves the
problem.
We
simply chose A'
1/e.
Then, for any
n>N,
-* <*>.
n>N
= e
-<e
i.e.
l+ p.
i.e.
We
<e.
have shown that, given any e
such that, for any
> 0, we can find an N (namely N=l/e)
n>N,
n>6
<e.
For the value of e indicated in the diagram,
definition
isN=
\x n
6.
For each value of
a suitable value for
>6,
It is
-l\<e.
l\
N depends on e,
i.e.
for each e
values of e and the corresponding values of
>
we
use a
N are entered in
has been noted in the diagram.
> 0, we can
on the very small values of e > 0. It is clear

from the diagram above that, if we had chosen to look at a very much smaller
value of e > 0, then we should have had to have picked out a very much larger
value of N. In general, the smaller the value of e > 0, the bigger must be the
'
Some
the table below.
Notice that the definition of convergence begins 'Given any e

find an
important to observe that
different N.
In particular, the value of \x 9
N in the
Here the emphasis
0-4
2-5
0-1
10
0000 001
is
corresponding value of iV.
4.5
Example
1
+ -*
as n -* .
Proof Let e
>
be given.
Some
authors
insist that A'
nition of convergence a little
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
30
Let Af be whichever of
Exercise
4.6
Prove that
(1)
31
>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) -(/
+ )! =
<
Let r be any positive rational number. Prove that
(2)
-*
as n * .
Given any e
Let X be any real number. If x n -*
as n -> , prove that
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
.?-
example and exercises above
any n
In the
l\
\x n
+ (y n -m)\
> we have found a value of N (namely N = max {N\, N }) such

> N, \(x n +y) + m)\< e. Hence x n +j-; + masn^.
that, for
Criteria for convergence
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.
and the next section we give some useful
In this
Proposition (combination theorem) Let x
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 -*
5+4n- -2M-3 ^-5+4.0-2.0 =

1
The
at this stage.
Readers
who
Proof of 4.8(ij. After
Let e
and
>
prefer to omit the proofs of
Similarly,
be given. Then |e
(ii)
and
any n
we need only show

+ m asn -.
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
'sandwiched' between the two sequences
proof it
and only
i
->-
.),
<>> n >
l-e
n>N
- just as the bee of 4.1 was 'sandwiched' between the bulldozers.)
>N U
such that, for any
* .
(Here the sequence
(1)
A^
1, 2,
once
that, if x n -*
follows that
(the sandwich theorem) Suppose that y n *
thatz n -Z as-*.
->l
> 0. Since x n -*
Theorem
4.10
(iii)
may be deduced from
-l\<\e.
we
\y n
exercise 4.6(3)
-*m asn-*, thenx n + y n
find an A' 1 such that, for

\x n
from proposition
(provided that in i= 0).
the theory of the exponential and logarithm functions has been developed.
-+
result then follows
5 as ->">=.
rn
altogether will not suffer greatly as these results
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
necessary to note that the inequality
e<x</+e.
/
(See exercise 1.20(1).)
and
<z n>
32
Let e
>
be given.
We
have to find an

\x
-l\<e.
\x n
Since y
-* I as
n
we know
-> ,
that there exists an
But
-I\<e.
Similarly, since z -*
as
>N, both
and
inequalities (3)
A^
is
the larger,
>N2
such that, for any n
i.e.
TV
= max {JVj.A'j}.
and (4) are true simultaneously. Thus,
for
e<z n </ +
Then,
Hence
<x <z
(n
Hence, for any n
.).
xm *
Hence x n
-*
have found
a value
of A' (namely JV
= max {N%, N2}) such
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
and geometric means, take
= x 1/n and>4 n =
(n
+ *)/
1
< _A _iy
X =y =
that
|.v|
< 1. Prove
in exercise 3.1 1(6).)
>
Then
1/n
-l <-(x-l)
+ by the sandwich theorem. If < x <

'"-*as w - oand hence
1. Buty
and hence *"" -* 1

x =y~ where y >
as n
Hence
1
4.8(iii).
that
- .
Monotone sequences
A sequence
+ nh + 2 n(n *
<
Cc>
(!+/?)"
Thus
* .
+1
4.15
..
TVoo/ Write
.
- \ as
-> .
to begin with that
theorem 4.10.
Example Suppose
x"
and hence x
by proposition
4.72
that
-*
and that
+ .
But, using proposition 4.8,

-> / as
as
(=l,2,...).
Proof The inequality
xn
> 0. Prove
-* .
Corollary Suppose that v -
-* I as
as
1.
Assume
\x n
( J)"
->
4. 1 2,
(Alternatively, take
4.11
problem of the bulldozers and the bee, we obtained
In the
as
i/"_!
i.e.
I
fl:2
-l\<e.
\x n
-* .
In the inequality of the arithmetic
/>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
!-e<y n <x n ^z n <l + e.

e<x n <l + e
i.e.
By example
1, 2,
(=
(by exercise 4.6(2)). Thus, by corollary 4.1 1
-*
e.
<
if
4.74
But_y
Example
4.13
l-e<y n <l + e
/
\x\
n>N,
and
-Q\ =
as
x"
(4)
Let A' be whichever of
-* , there exists an
-l\<e.
\z n
1/rt ->
(3)
such that, for any
n>N u
\)' n
33
\)h
.+h"
nh
x n+l >x
(n
is
increasing
l,2, ...).
if
then
34
Similarly, <x n >
is
decreasing if
Xn+l <X
*S
is an upper bound for the sequence. Hence x
n>/V,
any
Thus, for
Also
(rt=l,2
).
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
.).
either increasing or else decreasing
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.
both increasing and decreasing.
sequence {( l)
n
> is
not monotone.
neither increasing nor
It is
decreasing.
Examples
4.18
(i)
exercise 3.6(1) that
4.17
theorem 4.17
Theorem
(i)
If <.x)
is
increasing and
bounded above, then
it
converges to
it
-l
its
If <*>
is
decreasing and bounded below, then
it
converges to
its
(ii)
Proof If (x) is decreasing and bounded below, then < x n ) is increasing

and bounded above. Hence it is only necessary to prove (i).
Suppose that (,x n ) increases and is bounded above with smallest upper bound
We must show
Let e
>
that
xn
-*
be given. Since
B as n -* .
B e is not an
upper bound, there exists at least
largest
x>x N >B e.
<x<
If
as
-*
<*>.
the sequence Ct"> decreases

(exercise 3.6(2)).
and
is
bounded below with
Thus
Example The examples above
4.19
((]
>N,x ~>x^. Thus,
lower bound
>B-e.
But (x) increases. Hence, for any n
are nothing new. But consider the
sequence
one term x N of the sequence such that
xN
as
largest
lower bound.
B.
follows that
smallest upper bound.

(ii)
it
The sequence <( - l)/) increases and we know from

By
is bounded above with smallest upper bound 1
for
any
n>N,
We
first
+-')">.
show
that this sequence increases. In the inequality for the geometric
and arithmetic means, take a^
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
Let x be a positive number, and let

satisfying N>x. Prove that
1-2,3,...)
n(n-\)(\ U
SI-
b "l?
-2i-h+
'
(5)
1
x"\<\N a +* liV|
x
M;

+ /*)", then it follows from
the binom-
-^Hl<n.
..
+ -^r,
_1
(because 2"
Therefore h n
as
-* .)
<!)
+2(1- an < 3.
is
simple properties of convergent sequences
4.21
Some
4.22
Theorem
.)
A sequence
Proof Suppose
Then
that
can have at most one limit.
xn
-*
as n -
and x n
= \l-x n +x n -m\<\l-x n +
\
m as -> . Let e >
->
-m\<e +
\x n
be
2e
Prove that
provided that n
n3
Sn
2n3
<
-in*--.
Decide for what values of x the limit
||/
4.23
[x+x \
+ xn
lim
Draw
of*.
limit against the value
we need
Let e
Use the sandwich theorem to prove that

y/(n
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).
> 0. Then there exists an N such

\x-l\<e
-* .
i.e. l
= m.
Theorem Suppose that x + / as n * .

If x > a (n = 1 2,
.), then / > a.
(ii) If
which plots the value of the
from example
|/
Proof
a graph
sufficiently large. But,
(i)
exists.
is
- m\< e for every e > 0, then - m\ = 0,
(3)
example
theorem that
|f |
(2)
[Hint:
can also be established by a method like
(1
Exercise
(1)
B>3.
given.
4.20
for
that the sequence converges.
(The convergence of <n
bounded above by 3. From theorem 4.17 it follows

converges to a limit B and B < 3. (In fact, B = e = 2-718
the sequence
Hence prove
4.19.]
as n -* .
Vn decreases
)
r!
+-+-^+
tz? =
that ((I
Prove that the sequence (n
'(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 be the smallest natural number
n-N+l
x"-
^<
and so the sequence increases. To be able to deduce the convergence of the

sequence from theorem 4.17, we also need to prove that the sequence is
bounded above By the binomial theorem,
,+
37
l-e<x n <l+e.
that, for
any
n>N,
1, 2,
.).
Hence
38
> a (n = 1 2,
Hence, given any e
But x n
.)
and
39
so, for
> 0, a < +
/
> N, a < x n < + e.
any n
x n >H.
From example
e.
1 .7 it
follows that a <.
I.
Similarly, a sequence <x n ) diverges
to and x n
as n -* if,
for
any
H > 0, we can find an iV such that, for any n > N,

* I as n -* . If x n > a ( =
Example Suppose that x n
4.24
tempting to conclude that

as n -*
and l/n
>
(n
l> a.
1
2,
.),
2,
.).
xn
it is
may not be true. For example, l/n

But we certainly cannot conclude that
<-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
(See proposition 2.3.)
true that, for
It is
\x
convergent sequence
any e > 0, there
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
follows that, for any
>A
now
result
K =
A
*,,->
divergent sequence
ooas->is
max{|.r,|, \x 2 \, ..., |jf|,
|/|
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
divergent sequences exist as well.
>H
n>H ila
n
i.e.
Proof The sequence

n
-* .
l(~
so
so
1 )"
1
Example The sequence <(

Then, given any e
< e.
is
l)
>
find an
1)"
as
N such that, for any n> N,

N and
the contradiction
and
>
be given.
We
and
that, for
any
= H Ua
> N, n >Hva and hence n a > H.
Then, for any n
A common
error
is
to suppose that proposition 4.8 (about
example,
then
xn
it is
tempting to suppose that,
if
xn
-* as
y n - = 0asn->. But is not a
treated as such. Indeed, one should immediately be
real
as
n-*
if,
combining con-
+ or .
and y n
For
* as
* ,
number and cannot be
warned that something
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
.
say that a sequence (x n ) diverges to + and write x n -*

for any
0, we can find an IV such that, for any n>N,
H>
as
simply choose A'
wrong by
We
if -* +
that
have to find an A' such
vergent sequences) applies to sequences which diverge to
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.
obviously bounded. Suppose that
> 0, we can
a positive rational
n>N,
We
4.27
which does not satisfy x n -> + as n * or

An example is the sequence <( 1)">.
-*.
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 as n -> . Prove that
as
as
SUBSEQUENCES
-*
-*>.
Suppose that x n -* /
that, for any n >N,
as
-+ . If /
> 0, prove
that there exists an
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
Suppose that < x n )
is a
sequence and that
<
nr
>
is
a strictly increasing
sequence of natural numbers. Then the sequence
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 ).
few terms of some subsequences of < x n >
first
\X r+i ) = ^2,^3,^4,
are listed below.
i-
'*3r
'
'*3r+S'
(X^r)
= x 2> x 4> x 6>

= x S> x ll> x 14i x n>
=
X2, Xn,
-Xg,
Xi6,
if we think of a sequence as a list of its terms, then we

by crossing out some of the terms. For example, < x 2n )
may be obtained from <x n >by crossing out terms as below.
Roughly speaking,
obtain a subsequence
Al>
The
x 2> A3. 4>/S' *6>

JC
insistence that
<
n r > is strictly increasing is of some importance.

whose first few terms are
It
means,
for example, that the sequence

-*3>
is
X \, X S, X \> X <)>
not a subsequence of < x n ).
The
fact that
nr
This
is
easily
5.2
of (x n
>r
).
(r
is
strictly increasing has the
1,2,
..
consequence that
.).
proved by induction.
Theorem Suppose
Then
xn
that, for
(n r )
-*
that
xn
-/ as n-* and that
<x r > is
subsequence
as r * .
Proof Let e
any n >N,
>
be given. Since
jc
as n -*
<*>,
there exists an iVsuch
41
'
42
*,-/!<.
any e
> 0, we can find an R
(namely
R = N) such
= Kx n + OX?)
Obviously
x n >0(n =
1,2,
\xF -l\<e.
Hence x
We know
Thus
Example We have seen
5. J
A simpler proof can
terms tends to
converged,
-* .
We
be based on theorem
example 4.4 we showed
In
prove this again by
>
1 ,
x lln
then
bounded below by
"/*
and therefore (x'

verges to a limit
By theorem
1.
But,
if
<( 1)"
Since
>
in
-*
(n
> 0, then x vn *
We
1
>
1 ,
2,
.)
and hence the sequence < x lln )
From theorem 4.17
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
the value of/?
is
we
also have
x n+1
-*
as
-* .
But
follows that
limit.
Thus
(because
>
\Jd).
xn +i = i(* n +
or
^n
Hence, by proposition 4.8,

1
)- > K'
+ '" )asn^ 00
,
Since a sequence can have at most one limit,

/
But
>
and hence
have shown that

1
i.e.
as n -*<
A warning is appropriate here. Do
you thoughtlessly
looking at
2,3,...).
the value of /?
all
value of a limit until

if
(n
Aln -*
Note:
1,2,...).
x > decreases and so we consider
<
>
(n
1,2,...)
Now ^
and so
follows that
it
is
where
But a sequence can only have one
real solution.
* n -*n+i = x-i(x+ ax- 1 )
as n -* .
Using proposition 4.8,
> 0,
Hence the sequence
and
0.
>a.
wish to prove that
as
example 4.4 we need
_
= 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.
Obviously the subsequence of odd
and the subsequence of even terms to
only consider the case

If x
5.2.
subsequences would tend to the same
all its
Example
5.4
bounded sequence (( 1)">
that the
in
advance that this quadratic equation in x n has a
in
- 4ac > 0'
+a =
x n2 -2x Ml x n
* .
as /
Define the rest of the sequence <x n )
>0.
jc,
inductively
* +1
We have shown that, given

that, for any r>R,
>0 and let
Example Let a
by
5.5
R=N. Then, for any r>R,n r >r> R = N and so w r > N. Thus
Lei
43
Subsequences
Subsequences
its
not use this method of working out the
you have shown
that the sequence converges.
tried to evaluate
the limit of the sequence <(-- 1)"> by
subsequences,
you would obtain
=+
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
Example We attack the previous example by a different method. Again

but this time let Xi be unspecified for the moment. Define the rest of
let
>
the sequence inductively
by
x n +i = ttxn+ax-
Now
45
Subsequences
(n
argument given here is interesting because it allows us to estimate how 'good' an

approximation x n is to \/a.
For example, suppose we want to estimate the value of y/2. It is obvious that
< sj2 < 2 (because l 2 = 1< 2 and 2 2 = 4 > 2). For a better estimate take a =
1,2,...).
2 and*!
2 in the argument above. Then
x n+l ~\/a = \(x n + ax~ l )-s/a

2
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
follows, as in example 5.5, that
(2)
> y/a
Given that
-> 1
|<2
_6
p< 0-016.
xs
or
by
starting
(see exercise 4.20(6)),
'
(3)
If
>
and
xx
lies
'
between the roots a and b of the equation
<xm 1 <Xn is defined by x x = h and
where
c^-vr
2%Ja
most 0016.
asH-* 00
< k < \ and h

x 2_ x+k=Q
_1
l + 2+2 +...+2"
2
<
n u " > converges
<
x n*l = x n
Hence
l* n +i-\/l
at
> \/a, then
from y/2 by
\/2
<
/i
2x n (2x n 1 ) 2 ---(2x y
that Xj
obtain |x4
estimate for \J2 may be obtained by evaluating

.)
\ and using the estimate \J2
l/n
we assume
differs
Exercise
7
(1)
If
1)
2V2
(A better
M - Va)
V2(V2 -
= 2\/2
(V2-1)
\J2< 2 we
Using the crude estimate
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
\Jaa.sn^> provided that
Two
y-i
2\/
xx
>
one of the sequences
<,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
the other decreasing.

.
-*0asn-*.
Hence our argument shows
*n+1
\Ja and so
sequences
=
=
<
x n > and (y >
are defined inductively by
and
VCXn-lJ'n-l)
2,3,...)
x =
l
and
46
Subsequences
J.
(n
We
2,3,...)-
<x <^ n <>>_,
sequences converge to the same limit
/,
2, 3,
where
.)
be any
<(l+yn-
real
< <
/
(Actually
number. Prove that the sequence
is increasing for those values of n which satisfy n > 1 y. [Hint:

example 4.19.] Show also that the sequence is bounded above and
hence converges. [Hint: From exercise 4.20(4), (2y)"/n\ ->0 as n ->
'"
limits
of the two sequences <(1
+ xn' 1 )")
Theorem {Bolzano-Weierstrass theorem). Every bounded sequence of

real numbers has a convergent subsequence.
Proof Let < x n > be a bounded sequence. By theorem 5.9, (x n > has a
monotone subsequence <*,.>. Since (x n ) is bounded, so is <x >. Hence, by
5.10
Examples
5.11
(i)
The sequence <( 1)" >
sequence
even terms.
1.
(ii)
i-$
V~7i
A more
bounded.
is
... of
sophisticated example
Bolzano-Weierstrass theorem
5.9
Theorem Every sequence has
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
has many convergent subsequences. For example
shall
However,
lim inf
not have a great deal of use for the subject matter of

it is material which has to be learned eventually and
natural to deal with
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
and so on. Obviously n t
It
Lim sup and
We
n>l
= max
uu...
x n = maxjc n
x 3
the sequence
find a sequence
of natural numbers such that
*,,
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
convergent subsequences are the
are
Every term of the sequence

5.8
Two
odd terms and the sequence
2' 3> 1' 4> 4i $> S< ?i 5> 5> Sj
(n r
first
n 2 \l/n-i
1
We
so on.
x 2 be the
let
be the
theorem 4.17, <x r > converges.
N such that, for any n>N,y"/nl< ()".]
and therefore we can find an

(6) Show that the product of the
and <(1 -xn'')") is equal to
'
first term following *, for

term following x 2 for which
obtain an increasing subsequence <* r > of (x n ).
and then
Now let x nj
And
'.
and deduce that both
= xNi+1
x ni
>x n
>x n
xn
ff/4.)
(5) Let
define
which x n
y n -i)
Prove that x_,
47
Subsequences
<n 2 <n 3 <
maximum of a smaller set
decreasing subsequence of < xn
and
we are taking
Hence < x n > is a
so, at each stage,
than at the previous stage.

>
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^
will just consist
Proposition Let
<
x n > be
numbers which are the

maximum and a minimum.
all real
of
limit
a single
point (theorem 5.2).
bounded sequence and let L be the set of

of some subsequence of < x n >. Then L has
xn
>x m
m>N w
(Otherwise the biggest of x N
{*:>AM).
+1
,xm would be
m
maximum
for
That
is
a bounded set follows from theorem 4.23. Hence
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
the proof altogether will encounter
it
again at a later stage since
it is
and show that these are not the same
a special
case of a general theorem concerning 'closed sets'.
bounded sequence, let us denote the maximum of L by 7 and the

minimum by /. Then / is the largest number to which a subsequence of <x>
converges and / is the smallest number to which a subsequence of < x > conn
(x n >
If
is
(-1 )"(! +
sup
(2)
Let
<
rn
|,4 ..
verges.
We
call /
the limit superior of
x n > and
write
t
lim sup
xn
(3)
/ is
the limit inferior of <x
and
>
and we write
(4)
lim inf x.
inf
be the sequence whose
>
.
_1
Show
(-
first
as the
numbers
1)"(1
-).
hhk, $t*h 5* I*
few terms ate ,
that every point in the interval [0, 1]
the limit of a
is
subsequence of <r>. [Hint: see exercise 3.6(4).]

Suppose that (x n ) is a bounded sequence and that, for any N, we can
b. Show that < x n > has a subsequence
such that x n
find an n >
>
n*oo
Similarly,
49
Subsequences
which converges to a limit / > b.

Let < x ) be a bounded sequence with limit superior / and limit inferior
that, for any
/. Show that, given any e > 0, we can find an N such
=
+
n>N,x n <l + e. [Hint use question 3 with b / e] . What is the
:
(Occasionally
you
means that < x n

(x n
) is
such expressions as lim sup x n
will see
> is
unbounded above.
=+
Similarly lim inf x n
corresponding result for /?

<*>.
This simply
t (5)
= - means that
unbounded below.)
Deduce from question 4 that

limit / if and only if
lim sup x n
Hence show
5.14 *
Examples
its
The sequence
(i)
<
1/n
sequences converge to
lim sup
0.
converges with limit 0.
>
Hence L contains the
lim inf
*
5.2,
all its
sub-
(6)
and
single point
lim
By theorem
that a
The sequence <( 1)">
(ii)
(i.e.Z,
= {+
lim sup
1,
1}).
Let
<
x > be
Show
(-1)" e
1;
is
bounded. The
set
consists
of two points
bounded sequence and
sup x k
lim inf
that
<
Mn
decreases and
lim sup*,,
be the sequence whose first few terms are \,

J, , ,
Obviously <r n < 1 (n = 1, 2,
I, \,
.). From theorem 4.23 it follows that
L is a subset of [0, 1 ] (i.e. L C [0, 1 J). But the subsequence 1,1,1,... con\,
.
We
Thus
let
bounded below. Deduce that (Mn )

If / is the limit of some subse_
> I (n = 1 2, .). Deduce that > I.
is
by M.
M<
[Hint: use question 4] and
lim
{sup x k }.
= 0.
(This explains the choice of notation for the limit superior.
Also the subsequence
, \, |, f,
converges to
Thus
lim inf
lim inf rn
x n = lim
{ inf
x k } .)
=
5.16
Cauchy sequences
Suppose that we want to prove that a sequence < x n

have no idea in advance what its limit / might be. Then there
Exercise
*(!) Calculate
appealing directly to the definition because

(i)lim sup
{(-!)"(!+
-)}
We also
have, of course,
have shown that
lim sup rn
5.15*
if all
M,U,
verges to 0.
/
and only
hence show that
(hi) Let < rn >

.
its limit
Obtain also the reverse inequality
(-1)" = -1.
if
quence of < x n >, show that
We have
I.
bounded sequence < x n > converges
converges and denote
and-1
xn =
convergent subsequences have the same limit.
,Mn =
0.
lim inf
bounded sequence < x n ) converges with
(ii)
lim inf {(-1)"(1
+ "')}
prove that \x
large if
can be made as small as
we do not know
the value of /.
>
converges but
is
no point
we
in
we shall certainly not be able to

we choose by taking n sufficiently
50
Subsequences
Theorem 4.17
gives us
one way of resolving
increasing sequence which
sequence which
this difficulty. It tells us that
an
Example
5.20
bounded above converges and that a decreasing

bounded below converges. Thus we are able to deduce the
is
is
which may not be monotone, we introduce the
We say that < x n )
Xn
\xm
is a
Cauchy sequence
any n>N,
if,
given any e
can find an
\<e.
Any convergent sequence
Proposition
and
Hence,
is
Any Cauchy sequence
Proposition
is
-x
x n+\\
if
Cauchy sequence.
are easy.
is
X "-l
"-'
\x n
ri
i=i+=i+.-- + 5^:
'4 + ? + - + 5^'
Proof Let (x n ) be a Cauchy sequence. By proposition 5.18, (x > is

n
bounded. Hence, by the Bolzano-Weierstrass theorem, it has a convergent subsequence (x nr >. Suppose that x -* / as r -* . We shall show that x -* 1 as
n
Let e
<
> 0. Then
xn >
and any
> 0.
\e
-/Ke.
is
Hence there
exists an
0)
Cauchy sequence, there
also exists an
n>N,
Now suppose that n >
is
satisfied
r so large that
with
m =n
r.
Given any
Thus x n
-> / as
xn
ê
> 0, we
x +
|
\x
+ ie=
be
1
,N-2
Then,
Lft
any n
for
N so large that
l<.
> N and any m > N.
> is
they have the same

A''
Choose
Cauchy sequence. Therefore, by theorem 5.19, it converges.

(An alternative method would be to show that one of the two sequences
the other decreasing and then to show that
<*2n-i> and <*2*> is increasing and
Thus < x n
given.
rt",-,Kil-,l.
-
> N,
e.
have found an
>
n r >Nandr>R. Then
Thus, for any n
\xn -l\ = l**-* + ;c nr -/|

r
<
<
Let e
N such that, for any m>N

(2)
and choose
and also (2)
satisfied
m2
R such that, for any r >R,
\Xm-Xn \<y.
is
|A
X"
'
Theorem Every Cauchy sequence converges.
5.79
(1)
^,2
2
what makes Cauchy sequences
important.
Since
~ x n+l)-
-x n ^+x n _,-x_ 2 -.. .+x m+i -x

< X n -X_ + X n _, -X n -2 + + x m+l ~ x n
=
\XmX\
mi
bounded.
The next theorem
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
Very roughly, the terms of a Cauchy sequence get

5.17
> 0, we
defined
Proof We have
idea of a
m >iVand
is
Prove that <x n > converges.
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 hence converges.
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
lj' n+1 ->' n |-*0asM-*oo. [Hint: see exercise 4.20].

sequence <x> satisfies 0<a <x, <x 2 is a Cauchy sequence and hence converges.

For the sequence of example 5.20, prove that
x n+i + hx n = x n + \x n _ =
i
Deduce
that
clusion
may
...
= x2 +
\x {
Given a sequence <c n > of
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
said to converge to the
sum
write
important to remember that
formula can only make sense when the
this
series converges.
of accumulation or
'limit
at zero distance
from S. (Note that % need not be an

form of the Bolzano- Weierstrass theorem asserts that
every bounded set with an infinite
<s
n=
let
a cluster point (or point

is
an
4.29(6).]
(6) Given a set
* s as N - , the series
If s N
by assum4.29(6). Then prove that sup /
and appealing to exercise

and inf /are both elements of /with another appeal to exercise
T
numbers the sequence
sequence of partial sums of the
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
cluster point. Prove this.
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
A'-* and hence
53
54
Series
-*
It
N -*
as
follows that the series
>
Proof Since the partial sums of this

show that they are unbounded above. But
2~=0 x" converges if
|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
unbounded above and
are
n(n
n =1
-l|i-n
n=
1)
\n
GO
N+
-->
asAf-* 00
rational
>
Then
converges.
they are
Proof Since the partial sums

bounded above. For TV > 1,
are increasing,
we need
only
and we may write
1.
1)
T(JV-l)a
1
.
.+
N
(2 -lfj
Series of positive terms

Series
whose terms
are
all
positive (or non-negative) are particularly
<
;<*
easy to deal with. This
because the sequence of partial sums of such a series is

wish to show that a series of positive terms converges, we
increasing. Thus, if
we
only need to
that
show
\4
4"
4"
4a !
is
its
sequence of partial sums
is
sequence of partial sums
is
bounded above.
unbounded above, then the
series diverges to
2<fi-i)u
If the
+ ...+ 2(N-l)Of
9JV-I
2
a
(see exercise 4.29(5)).
2
6.5
Theorem The
N-l
series
=
n=
diverges to
the series
\n(n
that
the series converges
n=
number such
N N+
Theorem Let a be a
4- 1
4WBWH+
6.4
the theorem follows.
by
6.6
Hence
I
n=
are given
the series diverges.
CO
to
I+^ + t+.-. + ^v
4
6.3
we only need
series increase,
!>" =
If \x
55
Series
+ -l + ôr2
al
.+
- 1\JV
l-(l/2a
)^l-(l/2 a
show
that
56
Series
provided that l/2
Hence
<s^>
a_1
<
But
>
the theorem follows.
Elementary properties of
6.7
from the assumption that a
this follows
bounded above and
is
tend to zero, but the series diverges.
do not tend
and
respectively.
+ pb n )
2 = (ka n
i
number
numbers, the
real
if
fl
Y,
n=N
tends to zero.
is
often referred to by saying that the
The proof is
of a convergent
series
+ p@ asiV-x*
6.12
Series
and Cauchy sequences
we have
studied so far,
we have
either been blessed with a
sums (examples 6.2 and 6.3) or else the partial sums

increased and so we only had to consider whether or not the partial sums were
bounded above (theorems 6.5 and 6.6). What should we do in the absence of
such favourable conditions? We ask the question: is the sequence of partial sums
nice formula for the partial
Theorem Suppose
an
'tail'
easy.
by proposition 4.8.
that the series
2 = a n converges. Then
i
as * oo.
->
Then, for each
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=
One might say that the terms of the

make the series converge.
2 = a and S"=1 b n converge to a
that the series
X and p. are any

converges to A a + ju0.
Then,
to zero 'fast enough' to
Proposition Suppose that the series
6.11
series
natural
Theorem Suppose
6.8
57
Series
Proof Let the sum of the
series
be
x.
Then
Cauchy sequence*! This question has some
fruitful
answers as
we
shall see be-
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
bers such that a ->

<*>.
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
This follows easily from the fact thata*,
X(-D"
n=
<(,>
diverges. This can
be deduced from theorem 6.9 by observing that
its
terms do
.<2<fl m
aj, +
always non-negative because
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
not tend to zero.
Note
series
that the converse of
tend to zero
it
provides an example.
theorem 6.9
is
false. Just
\$n~ *ml = lfai-2
because the terms of a
does not follow that the series converges. Theorem 6.5
The terms of the
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
Cauchy sequence and
the
theorem follows.
.a m )l
any
58
Series
6.14
Example We saw
it
in
theorem 6.5 that the
series
=1
l/ diverges. But
follows from theorem 6.13 that the series
converges.
59
Series
Of course, theorem
no
6.13 yields
that, if
any positive rational number and
is
n=
clue as to
what the sum
is.
(It is, in
a+2x" -+0zsn-*.
exercise 4.20(5) we know that n

a+2 n
the sequence (n
x ) is bounded (theorem 4.25).
From
ft-oo/
Hence
some H,
hypotheses are rather
its
restrictive.
\nV\<H/n 2
tive real
Theorem (comparison
numbers.
\a n
Let
a convergent series of posi-
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\
/<
*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,
.)
(Why?) Note further
which
satisfies
the series converges.
l.Then, for
N -n\<Q + ey-
N-
a sufficiently
\a
N ^\.
"n-2
then converges by comparison with the geometric series
>
a similar
argument shows that the terms of
2=
a n do
series diverges.
i,n
\a n
I.
can be replaced by
that the hypothesis of the
If /
>
the series diverges and, if /
< 1, the series converges.
not
<
is
\a
S"=1 a n
e)
<
jV + 2
<
we may
take e
>
I**.
satisfied
1)" diverges.
by a k
so small that
<
Then, for a sufficiently
large value of TV,
fe=i
2"=1 (-
Proposition (nth root test) Let ~L" =i a n be a series which satisfies
6.18
follows.
If /
This condition
S = a be
e>0 so small that /+ e<
\a\
take
not tend to zero and so the
Cauchy sequence and the theorem
Note that the hypothesis
\^Hb (n
brief-
I.
"n-l
\a n
sometimes helpful. We indicate only very
a*
large value
comparison
are
Proposition (ratio test) Let
<e.
! %l
is
.).
they are proved.
Let the sequence of partial sums of the series
(s)
to zero (prop-
n>m>N,
Thus
converges (theorem 6.6), the result follows from
The next two propositions
converges.
Proof Let e > 0. Since 2~=i b converges, its tail tends

Hence we can find an A' such that, for any n >N,
1,2,
follows that, for
the comparison test.
1,2,...)
osition 6.1 1).
ft=n +
l/
It
If
\<b
then the series
test)
2=1 b n be
(m
S~ =1
Since the series
6.15
< 1,
converges.
fact, logg2.)
Theorem 6.13 is sometimes useful, but

more useful theorem is the following.
\x\
then the series
Example Prove
6.16
= (
1)''
and &
ft
l/k
2
,
but we
know
\a n
<(l+ ef
(n
>N)
(exercise 5.15(4))
that
and the convergence of 2"=i a n follows from the comparison
test. If /
> 1, e
is
60
chosen so that
'
e>
and so the terms of
Note that
> Q ~ e)"
"fe'
if
Then, for some subsequence
The
(a nk \
first
6.5).
fe
k "*
"* as
S"=1 a do not tend
then the
/),
We
of these
however the
+
is
conditionally convergent.
results
or divergence of the series at
(ii)
On
the other
hand the
=l
Example Prove
is
and hence the
1)!
/ n\
as
test. Alternatively,
n=l n
It
series converges
by the
should be noted that the comparison
test all
ratio test.
test, the ratio test
and the nth root
demonstrate absolute convergence. The only criterion we have given
is
establish the convergence
of a
series
which
is
only conditionally con-
theorem 6.13
Absolute and conditional convergence
A
converges.
series
2~=1 a
series
is said to converge absolutely if the series 2"=i \a n

which converges but does not converge absolutely is said to
\
be conditionally convergent.
Theorem Every absolutely convergent
Let an
Series are 'infinite sums'.
\a n
in
the comparison test.
'
(n
=1,2,...). Then
may be
It
would therefore be optimistic
like 'finite
expected
freely manipulated. If
one
tries to
the following argument.
..
= (1-1) + (1-1) + (1-1)+...

= 1-1 + 1-1 + 1-1 +
-i
n =,
^1
111
+(-1 +
+0 + + 0+
1.
l)
+ (...
..
l)
+ (-l +
obtain results by
series,
in general.
Example Consider
to expect to
sums'. Indeed, only absolutely con-
manipulating divergent or conditionally convergent
6.24
Manipulations with series
vergent series
series is convergent.
Examples
(i)
6.23
be able to manipulate them just
Proof Simply take b n =
6.22
I k
n -*
which can
6.21
which converges.
if* = 0,
vergent
6.20
fl
values of x.
Proof We could use the comparison
(n
(-1)"
absolutely convergent because
n=\
all
n=
that the series
T converges for
series
all.
I*n=I
n
6.19
converges (example 6.14). The second diverges (theorem
(-1)n-l
series diverge. If /
no information about the convergence
series
conclude that the series
to zero.
the expressions of propositions 6.17 and 6.18 diverge to
(instead of converging to
yield
61
Series
Series
1)
only nonsense can be
62
Series
The error
is
63
Series
find. The series 11 +
do not tend to zero.)
not hard to
divergent. (Its terms
+ 11
...
is
/
where
Example We know
6.25
6^7
converges conditionally. Denote
sum by
its
We
s.
0, prove that the series
a and
both converge or both diverge.
either
Discuss the convergence or divergence of the series
_1_i4.1_1_i4.1_1_i4.l_
4^3
8^5 T5 15^7
2
/ <
rearrange the order in which
the terms of the series appear and obtain

1i
-*
that the series
4^5
2^3
as
bn
sum of this
Let the Mth partial
tn .
Then
be
series
In -
An
_1_
-2
4m
(3) Suppose that <a>
_ = !
-1
2m
1
+-+
(4) Let
</>
1/11
- + -+
2 \2
+
2m
first
few terms are
-- +
(5) Determine whether or not the following series converge or diverge.
+.
4,4,4,... Prove that the
diverges.
\, 3, ,
(0, 1) arranged in the
_/
-1
In
Hint: consider
series
2/1-1
= -
+ &]
..
denote the rational numbers from
sequence whose
%*i+*+a +
-2
as n - .
An
4m
\4
- - + -+.
-|I + i+...
a decreasing sequence of positive terms such that
is
a n converges. Prove that na -*
..
2m
ft
_?
2m
Cm'
(iii)
n = i(2n)!
M +
\s as n
Notice that the finite

Since
t 3n
sum
3n *
can validly be rearranged in any
for
t 3n
-*
as
the rearranged series converges to
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
conditionally convergent series
1)(m
-1,
iss, prove that the
and 0 aSM -*,it follows that

\s which is not the same as the sum s of our
original series (because s > 0).
6.26
(iv)
like.
two sequences of positive terms and
Is.
Hint:r 3n
= 1+
_
J
+ '"
4n
4m
2m
65
Functions
If
/ is
defined on a set S,
we
use the notation
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.
Example Consider the equation y
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,
one and only one
in
= x2
unique
This defines a function from
yU which satisfies the rule
the diagram below, each vertical line cuts the graph in
place.
diagram below. The defining property of a function ensures that each
vertical line
drawn through
point of
cuts the graph in one and only one
place.
/(-*)
The domain of this function is R. The range

1] is [0, 4]. (Why?)
is
[0, ).
The image,
for
example,
of the set [-2,
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
defined on the set
ated with
x. This does not define a func-
drawn through the

no value of y associ-
the diagram below, the vertical line
point x does not meet the graph

If
2
y =
at
all,
and hence there
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
Example Again consider y 2
R? Again
the answer
is
= x.
Does
no. This time
this define a function
it is
from
certainly true that every
66
vertical line
drawn through
but one of these vertical

gram, there
is
67
Functions
Functions
a point of [0, ) meets the graph (see
lines
meets the graph
in
two
.9).
But
all
points. Thus, in the dia-
this function a
A polynomial
polynomial of degree n.
of degree
is
called a
constant.
not a unique value of y associated with Xj.
Suppose that
all
the values
P and Q
of x
from exercise
3.1
polynomial functions. Let S denote the set R with

(If Q is of degree m, it follows
are
which Q(x) = removed.

1(3) that there can be at most
for
m such values.) Then the equa-
tion
y =
P(x)
<m
defines a function from
7.
U. Such
to
Example The function from
2
y =x 3x + 2x
3
is
Example Again consider y
7.5
x. This does define a function
function
is
called a rational function.
to itself defined
by the equation
called a polynomial function of degree 3 (or, more loosely,
a 'cubic polynomial')- Its graph

2
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
the diagram the part of our previous
Then every vertical line drawn through a

one and only one point (see 1 .9). Thus,
given any x [0, ), there is a unique y G [0, ) which satisfies 2 = x. Thus a
y
function /is defined from [0, ) to [0, ). Recalling the content of 1.9, we
graphs which
lies
below the
xz
+4
-4
*-axis.
point of [0, ) meets the graph
observe that, for each
y =
Let
defines a function
S be
the set
with 2 and
-2
removed. Then the equa-
(x*2)
from S
to
R.
Its
graph
is
sketched below.
in
> 0,
!
.v
7.6
Polynomial and rational functions

If
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
numbers, then the equation
a n x"
Any value of x which is substituted on the

unique corresponding value of y. If a n # 0, we call
to itself.
+4
68
Functions
7.9
Combining functions
f A
-*
We
begin with some almost obvious notation.
two functions from S

from S
tion
to
which
which
any
is
then
we
If S C
define the function
IR
/+ g to
and
/ and g are
be that func-
we
which has
unique
property
this
is
said to
In geometric terms, a function
f(x)+g(x)
real
an inverse function /"' B -> A if and only if each b B is the

aÂ. (Otherwise /"' could not be a function). A function
B has
image of
satisfies
and
(xes).
number, we define
X/ to
be the function from
to IR
B (and hence has

through
for
all
f(x)lg(x)
latter definition to
/:
l
:
-*
A)
if
and only if each vertical
a function).
and f/g by
(xGS).
6= /(a)
make
sense,
of course,
it is
essential
thatg(x)
=/')
=h
x&S.
somewhat
less trivial
ation of composition. Let
and
correspondence between A and B.

1 correspondence between
is a 1
an inverse function f~
For the
(xes)
f(x).g(x)
(f/g){x)
(xes).
x/(x)
define the functions fg
(.fg)(x)
/ A ->B
only one point (which makes f'
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
T-* R Then we define the composite Junction fg:S->.
/*(*) = /(*(*))
R by
(*es).
7.
Sometimes fa g
is
Example Let
/2
called a 'function of a function'.
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
given by the formula
x 6 -1
f(g(x)) =
\g(x)}
X6 +
(I.-)
r
It
7.11
(0, 1).
that, given
any
Inverse functions
Suppose that A and B are sets and that / is a function from A to B.

This means that each element a S A has a unique image 6 = /(a) S 5.
We say that /"' is the inverse function to / if f" 1 is a function from B toA
which has the property that x = f~\y) if and only if y = f(x).
Not
seems clear from the diagram that
(1, ) and
all
functions have inverse functions. In fact,
it
is
clear that a function
y =
This
is
easily
Thus
it
/ is a
correspondence between
To prove this we must show

a unique x > which satisfies
has an inverse function.
satisfying
<y <
there
is
x-l
(1)
accomplished by solving (1) for*.
y(x+
1)
= x-\
We
obtain
Functions
70
xiy-1) =
-\-y
1+2
x =
(2)
1-y-
Thus,
if
71
Functions
satisfies
<y < 1, there
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
may not be true that, for some % G S, /() = B. If such a value of %

we say that B is the maximum of / on the set S and that this maxi-
or
does exist,
attained at the point
/attains a maximum of B at
the point on the set S.
Similar remarks apply to lower
bounds and minima.
bounded above and below on the set S, then

(O.n
It is
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).
and attains a minimum of
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 /(*)
unbounded above on (0,1].
{f(x)-.xes}
xBS
is
any x G
function /is both
say that
follows that a function
true that, for
Let /: (0, ) -*
is
B =
it
it
If a
K.
m-\
E S,
as saying that the set
proposition 2.3
we simply
sup f(S).
ymfflk
It is,
at the point
however, bounded below on
x =
72
Functions
7.15
Example
R*U
Let /:
bounded above on both the
be defined by f(x)
sets (0, 1)
and
x=
on
= x.
This function
Explain
is
y = x2
and in both cases its supremum

There is no satisfying < | < 1
fO, 1]
is 1 But / has no maximum on the set (0. 1 ).

for which /() = 1 On the other hand, / attains
1
73
Functions
maximum
of
why /has no
[0, ) exists
at the point
g' (y)
,
inverse function.
If,
and
= \/y
we use the formula

show that g' [0, ] ->
instead,
to define a function g: [0, ) -> [0, ),
that
(y>o).
the set [0,1].

(5)
A function g: A
-*
B is
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)} I
if
Explain
why
<
this
of
all (x,
y) such
that
1.
is
a graph of a function
range of this function?
What
is
from
R to
itself.
What
is
the
the image of the set [1, 2] under this
function?
(2)
Draw
\x\
a diagram illustrating the equation
\y\
1.
[Hint: consider each quadrant separately.] Explain
the equation does not define a function from
(i)
the equation does not define a function
(ii)
(hi) the equation
(3)
does define
why
to
from [
function from [1,
itself;
1 ,
1]
1]
to
itself;
to [0, 1].
Let /: [0, 1] - [0, 1] be defined by

1
/(*)
1
-x
+x
(0<*<1)
let g: [0, 1] -* [0, 1]
and
g(x)
4x(l
-x)
Find formulae for
be defined by
(0<x<l).
fa g
and
go f and
hence show that these func-
tions are not the same.
Show
r
(4)
1
that /"' exists but that g' does not exist. Find a formula for
1
.
The formula y
= x 2 may
be employed to define a function /:
U * R
(ii).
that
1
75
Limits offunctions
Given any e
LIMITS OF FUNCTIONS
> 0, we
8.3
Limits from the
Suppose
(or converges) to a limit
f(x) -* I as
f{x)
as
* b
on an
such that
* I as
<x < a+5
*->
Suppose that /is defined on an
left
that /is defined
>
|/(;t)-/|<e
provided that a
8.1
can find a 5
We
interval (a, b).
say that/(x) tends
% G (a, b). We
point
interval (a, b)
except possibly for some
say that fix) tends (or converges) to a limit
/ as
x tends
to %
and write
tends to b from the left and write
f(pc)
-*lasx-+%
or, alternatively,
or, alternatively,
lim
x -* b-
f(x)
=1
if
if
the following criterion
Given any e
> 0, we
can find
i1
>
Given any e
-
-8<x <b.
> 0, we
\f(x)
1\
is
the distance
as the error in approximating to
between /(x) and
by f(x). The
/.
We
as
>
such that
< \x -IKS.
-
can think of it
definition of the statement
b then amounts to the assertion that we can make the error in

approximating to / by f(x) as small as we like by taking x sufficiently close to b
on the left.
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
are real numbers,
it is
equivalent to < a <
often useful to note that the inequality
(3,
or,
what
is
the
same
- <a<
< e can be replaced

or, alternatively, by e < fix) < e.
< \x < 5 in the last definition equivalent to
Similarly, the condition
< \x - 1| < 5 to
the assertion -S<j:-?<6andx^|. Thus to say that
8<x<%or%<x<%
+ 8.
say that x satisfies one of the two inequalities
Thus, in the definitions above, the condition |/(x)
/|
is
%\
Limits from the right
(3
throughout by e < fix) / < e
8.2
thing,
is
Suppose again that /is defined on an

tends (or converges) to a limit
f(x) *
as
-> a
as
interval (a, b).
We
say that/(X)
tends to a from the right and write
With the help of the
point
if
-*
a+
f{x)
74
e (a, b). Then
/(x)->/ as *-*+.
it is
easy to prove the following result.
Proposition Let /be defined on an interval
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
Example Let /be
the function from
to itself defined
Obviously, the choice 5
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)
does not exist even though /(l)
Proof
find a 5
>
(i)
f(x)
as
is
perfectly well defined (/(l)
-*
Given any e
>
= 0).
as
* % given in
8.3, consideration of
%.
it is
not necessarily true that
this,
we can now
If /is defined
1
Since
as* tends
to % even
/=/(?)
And, even
(see exercise 8.15(2)
turn to the definition of continuity at a point.
as
on an interval
continuous on the
f(x) -*f(a) as x
->
(a, b).
Then we say that
*->.
graph of/ does not have a 'break' at the point
we are only concerned with values of x

satisfying x <
we can replace f(x) by 1 -*. The condition \f(x) - 0|< e
then becomes 1 x < e which is equivalent to e <x
< e. Adding 1
throughout, we see that f{x) - |< e is the same as 1 - e < x < 1 + e.
1
Roughly speaking, to say that /is continuous
5 <x <
completes the
not defined at the point % (see exercise 8.15(3) below).
/(*)-/(?)
we must show how to
|/(x)-0|<e
1
this
+.
Suppose that /is defined on an interval (a, b) and %

/is continuous at the point % if and only if
such that
provided that
and
below).
follows from proposition 8.4 that
it
this true
quite possible for/(x) to tend to a limit
if f(X) ' s defined,
Note that
ê 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
In the definition of/(x) ->
happens when x equals
(i)
Continuity at a point
8.6
(x>\).
,2x
77
Limits of functions
left at the
a +, then
(a,
at the point %
ff.
b] and f(x) * f(b)
x-*bwe say
point b. If /is defined on
we
means that the
say that /is continuous
an interval [a, b)
on
that /is
and
the right at the point
a.
The problem
is
now
reduced to the following. Given any e
>. 0, find a
>
such that
1
provided that
6 < x <
Obviously, the choice 6
proof that f(x)

(ii)
f(b)---/-\-z-
-e<x<\ +e
f(x)
-*
-*
as
as
->
x *
/(a)--
=
1
e suffices to make this true and this completes the
+. Given any e
> 0, we must show how to
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 - ê < x < 1 + |e.
The problem now reduced to the following. Given any e > 0, find a 5 >
1
8.
Example For any
/(*)
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
|,
Proof Assume a # 0. (If a = 0, the proof is even

Choose 5 = e/|a|. Then, provided that \x %\ < 5
I/(X)-/(!)I
= 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
important to exclude the possibility that x
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+/
Connexion with convergent sequences
8.8
Theorem Let /be defined on
8.9
f(x)
that
xn
as
* g if
= | (n
Proof
we can
\x n
2,
(i)
.)
b) except possibly for g
(a,
(a, b).
and
+ 1 as ->
>
first that f(x)

I as x * g. Let e
be given. Then
such that \f(x) l{<e provided that < |x
6 Now
g|
a sequence of points of (a, b) such that x n = g (n = 1, 2,
.)
<
is
Then
for each sequence Cx n> of points of (a, b) such

* -> g as n * , it is true that f(x n) -* I as n -*
if,
Suppose
>
find a 5
suppose that <x n >
and x n
and only
Since 5
>
- %\< 5. But x n = g (n =
1 ,
we can
2,
.)
find an iV such that for any
n>N,
< \x n - g|<5. But this implies
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, for each

.)
that
that, for
any
Properties of limits
8.11
The following propositions are analogues of the combination theorem

sandwich
theorem of chapter 4. They are easily deduced from these
and the
help
of theorem 8.9.
results with the
n>N,
-* .
Proposition Let /and g be defined on an interval (a, b) except possibly

as x -* g and suppose
I as x
that f(x)
g and g(x)
8.12
sequence (x n ) of points of (a, b) such that
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-
G (a, b). Suppose
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
not true that /(at)
>
that for each value of 5
+ / 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
But then U) is a sequence of points of (a, b) such that xn

1, 2, . . .)
| (
and x n -> I as n -* but for which it is not true that f(x) -* I as n -* . This
is
Hence,
(a,
as
6) such that x n
Z>
if and only
+ 6 as - ,
it is
from
the left or right. For
for each sequence Cx n > of points of

true that /(x n ) -> / as n -* .
if,
A polynomial is continuous
at every point.
rational func-
if
P(x)
the following result which
continuous
contradicts our assumption above.
Similar results to theorem 8.9 hold for convergence
is
at every point at which it is defined.

Proof Example 8.7 shows that x - g as x * g. Repeated application of
h
proposition 8.12(ii) then shows that x -> g* as x * g for each keN.
tion
)-H>e.
example, fix) ->
m = 0).
as a theorem.
Theorem
8.13
(provided
< \x n g| < 1/n
such that
\f(x n
->
important consequence of proposition 8.12
we quote
1/ra,
that
a nx
a n - 1 x"-
..
+ a,x + a
then a repeated application of proposition 8.1 2(i) yields

i.e.
Pis continuous at
To show
P(x)^P(& asx -> g,
g.
that a rational function
appeal to proposition 8.12(iii).
is
continuous wherever
it is
defined
we
80
Limits offunctions
Limits of functions
8.14
Proposition (sandwich theorem) Let f,g and /; be defined on (a, b)

e (a, b). Suppose that g(x) -* / as x * f , h(x) * I as x -* %
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)
-* .
Note The analogues of propositions 8.12 and 8.14

from the
left
Limits of composite functions
8.16
for convergence
or right are both true.
Suppose that f(y) -* / asy -*

to write y = g(x) and conclude that
But some care
15
Exercise
(1 )
and
ix
+ -
,73
4)
lim (-=
x-*i [x 2
'*-*o
Let/:
R- R
as
- . It is
necessary. Consider, for example, the functions /:
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
Then /(j>)-- 2 as y -* 1 andgXx)-* 1 as x -+0. But it is not

because, for all values of x,f(g(x)) =/(l) = 3.
as x -*
1)
true that f(g(x))->- 2
Theorem Suppose that f(y) -* I as y - tj and that (x) -> 77

Then either of the two conditions below is sufficient to ensure that
&7 7
Show
that /(at) -* 2 as
->
- and f(x) -* 2 as x -> 1 + using only
definitions of 8.1 and 8.2.
Deduce that the
the
/&(*))-/
(i)/is continuous at
exists but
(ii)
is
not equal to/(l). Draw
Let /be defined for
all
x except x =
.fl=I
For some open
x S 7, except
a
graph.
possibly
77 (i.e. /
<^0).
* |.
= /(t?)).
interval / containing ,
x=
it is
true that g(x)
77
for
any
/Voo/ Let e > be given. Since f(y) -> / as y * tj, we can

such that I/O) - /|< e provided that < \y - 77I < A.
Writing v =g(x), we obtain
by
as
as *-$.
limit
lim f{x)
X -* 1
(3)
and that g{x) * 77
Calculate the following limits
(i)
(2)
g:
-*
7?
find a
A>
(0
|/fe(x))-/Ke
Prove that f(x)
2 asx
even though /(0)
is
noj defined.
Use the definition to show that |x | -* as x -> . A function /is

defined on an open interval which contains % and, for each x in this
interval, /(x) lies between and x. Prove that/(x) -> as x -* %.
(5) Let n N Prove that the function / [0, ) - R defined by
(4)
= 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)
>
and continuous on the right at 0. [Hint:

Use the sandwich theorem and exercise 3.1 1(2) to prove that/is continuous at > 0. For continuity on the right at 0, appeal to the defiis
<
f(x)
provided that
nition of f(x) -*
as
Suppose that f(x)
-*
as
+.]
-> . If
> 0, show
that, for
some h
> 0,
provided that
0<|.x-|<5.
We would now
like to say that (4) implies (3),
which implies
(2),
which
in
does not
turn, implies (1). This would complete the proof. But notice that (3)
4)
82
We
imply (2) in general.

the theorem.
we assume
when y = r\ (see
If
may
therefore need to use one of the hypotheses
(i)
or
(ii)
of
120
Exercise
(1) Prove the following
that/is continuous at
the
77,
then
= /(rj) and so
\f(y)
remarks at the end of example 8.7). Thus, in
replace condition (2)
by condition
(3)
l\<e even
this case,
x'
(ii) x
we
and the argument described above
(i)
7,
-*
asx->0
-*
as
that/(g(jc)) -
we assume hypothesis
(ii),
we can be
then
sure that(je)
vided that x satisfies (4) for a sufficiently small value of 5

dition (3) can be replaced
by condition
(2)
>0. But
and the argument goes through again.
-*
/ as
+ .
* I as y * + a nd g(x) * + as x * + .
x
* + .
theorem 8.17 do not occur
^17 pro-
then con-
(2) Suppose that f(y)
goes through.
If instead
83
Limits of functions
Limits offunctions
Explain
why
Prove
the difficulties encountered in
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
down two sample
definitions.
The reader
will
have
and /(*)
-*
as n
* but /(y n
-*
m as M -* , show that
little diffi-
culty in supplying the definitions in other cases.
We
say that/(x)->--l-
as*->
if,
given any /f
> 0, we can
find a 5
>0
does not exist. [Hint: theorem 8.9]
such that
(5) Let/:
UÛ
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.
-*
does not exist.

(6)
If /is
defined as in the previous question, prove that
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
Obviously the choice 8
= H'
satisfies the
requirement.
0.
If
85
Continuity
Note
both diagrams, the graph of /is unbroken above the interval
that, in
question.
CONTINUITY
In general, a function
interval / provided that:
/ is continuous on an
is not an endpoint;
hand endpoint of/, //
(i)
it is
continuous at each point of/ which
(ii)
it is
continuous on the right at the
and belongs to /;
(iii) it is continuous on the
and belongs to
left at
left
the right hand endpoint of/,
this exists
//"this exists
/.
Continuity on an interval
9.1
A
x
in
function
/ is
continuous at a point %
| (see 8.6). Geometrically, this
'break' or 'jump' above the point
To
say that
/ is
if
and only if f(x) -*/()
that the graph of
/ does
interval /,
lifting
i.e.
as
(i) All
polynomials are continuous on every interval. All rational func-
tions are continuous
that
we can draw
its
graph
the part of the graph
is
is
on any
(ii)
Let /: (0, )-
interval (0, ) because
required. This depends
interval not containing a zero
of the denominator
(theorem 8.13).
which
our pencil from the paper.
mathematical definition
Examples
9.2
not have a
continuous on an interval / should mean that
unbroken above the

lies above /without
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
each point % satisfying
the
> 0.
be defined by
interval in question.
A function / is continuous
is
continuous
at
on an open interval / if and only
if
(x 2
(jc<1)
\ 3/2
(*>1).
it
Then / is continuous at every point except x = 1 But / is continuous on the

x = 1 and thus /is continuous on the interval [0,1]. It is not continuous
each point of/.
left at
on [1,2].
Where an endpoint of an
plicated definition
is
interval belongs to the interval, a slightly
required.
The most important
case
is
more comthat of a compact
interval [a,b].
A
only
function
if it is
right at a
/ is
continuous on a compact interval
continuous at each point of
and on the
(a,
[a, b] if
and
b) and continuous on the
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
Proposition Let X and
n be
numbers and suppose that the func-
real
tions /and g are continuous on an interval
/.
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
so are the functions
(i)X/+W?
theorem 9.9 that /=/(/) is an interval. From theorem 9.1 1

interval /is bounded and from theorem 9.12 that J includes
PDA
(iii)
(provided g(x)
fig
87
Continuity
for
any x
9.5
Theorem Let /be continuous on an

under/is also an interval.
J be continuous on the interval / and let

interval /. Then / o g is continuous on /.
/ -*
/: J-*R be continuous on the
Proposition Let /be continuous
9.6
sequence of points of / such that x n -*
if
on the
interval
as n -* ,
/.
If
6/ and (x n
Proof To show that J
show
) is
that, if y x
Since y i
then
The first is proved by an appeal to

the limit definitions of 8.1, 8.2 and 8.3. The second follows from proposition
8.2, the third from theorem 8.17 and the fourth from theorem 8.9. The last of
these results can be remembered in the form
easily proved.
i.e.
= /(lim x n )
for a continuous function the limit
these sets.
It
< tn )
f(t n
and function symbols can be validly
9.10
to a theorem which
It is,
then X
EJ (see
2.9).
is
one or other of
at zero distance
E 5 is at zero distance from
from the
T.
Then
T can be found such that t n -* s as n -* (exercise

continuous on / it follows fhat/(r) -/(s) as n -* (pro-
of points of
)>\
and therefore /(s)
Continuity property
worth mentioning.
T = {x:f(x)>\}
other (exercise 2.13 (6)). Suppose that
sequence
the image of /
an interval we need to
is
< X <y z
follows that a point of one of the sets
(n
may seem
so obvious as to be hardly
however, of a fundamental importance comparable to
Continuum Property of 2.2 and will serve as
1,2,...)
> X (theorem 4.23). We already know that f(s) < X and so
= X.
A similar argument
that of the
j>,
Then
are non-empty. Also, every point of the interval /belongs to
follows that /(s)
We now come
/.
position 9.6). But
exchanged. (We say that the symbols 'commute'.)
9.7
endpoints.
J and y 2 e J, the subsets of / defined by
4.29(6)). Since/is
lim /(*)
interval
=f(I)={ f(x) x / }
are elements of J and
andy 2
S = {x:f(x)<\};
These four propositions are
its
e /).
9.9
Proposition Let
follows that the
it
applies if a point of
T is
at zero distance
Corollary (intermediate value theorem) Let
interval / containing a and b
it
Hence X EJ.
If
between a and b such that X
lies
from S.
/be continuous on an
between f(a) and f(b), then we can find a
= /().
foundation stone in
our development of the calculus in the next few chapters.

fib)
9.8
Theorem (continuity property)

Let
[a, b]
/be continuous on
under /is also
compact
compact
interval [a, b]
Then the image of
interval.
\c.d
Proof The corollary
simply a somewhat clumsy restatement of
9.9.
9.11
Theorem Let /be continuous on the compact
bounded on
\a.b\
is
theorem
interval [a, b].
Then /is
[a, 6].
Proof Suppose that /is unbounded on
[a, b].
Then we can
find a
88
Continuity
sequence (x n
Continuity
of points of [a,b] such that
|/(xB)I-*-
+ 0O as-+
(1)
(see exercise 4.29(6)). Since [a, b]
exercise 5.21(4)).
is
compact, there exists a subsequence <x
>
by the Bolzano-Weierstrass theorem (see

Because /is continuous on [a, b\ ,/(x r ) -*/() as r -> (pro-
.which converges to a point
b]
[a,
corollary 9.10, that/()

| between
position 9.6). But this contradicts (1).
Theorem Let /be continuous on the compact

achieves a maximum value d and a minimum value c on
9.72
Proof We know from

Let
be the
<2
[a, b]
pact,
supremum of /on
d as
such that f(x n ) -*
(x n
interval [a, b].

[a,
<
it
follows that /(x
-*/() as/--*
com-
[a, &],
<*>.
Hence
Example Let/:
9.16
some
-*
[a, b]
= t
continuous function from
point of the interval. (This
defined by
b\ be continuous on [a, b] Then, for
[a,
[a, ft],
m)
Thus
some
[a, b].
= ^ and thus the supremum d is actually a maximum.

^(H)
A similar argument shows the infimum to be a minimum.
Example The function/:
for
0.
X n ) of points of
-* (see exercise 4.29(6)). Since [a, b] is
[a, b],
and
Then/
bounded on
b] and consider a sequence
[a,
b]
the previous theorem that /is
contains a subsequence <x r > which converges to a point
Because /is continuous on
9.13
89
compact
interval to itself 'fixes'
some
the one-dimensional version of Brouwer's fixed
is
point theorem.)
/(*)
(x>l)
(*<1)
fib)
not continuous on [0,2]. Observe that 2
is
no value of between
and 2 such
= /(0) < 4 </(2) =
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
g R * R defined by g(x) = x is continuous everywhere and happens to be

bounded on the open interval (0, 1). But g does not attain a maximum value or
a minimum value on (0, 1).
:
9.15
Example Show
17x 7 -19a- 5
9.17
that the equation
(1)
-1 =
has a solution % which satisfies
< | < 0.
Each of the following expressions defines a function on ( 2, 2).

Decide in each case whether or not the function is continuous on
( 2, 2) and (b) [0, 1 ] In each case draw a graph.
.
Proof The function/: R-*R defined by /(x) = 17x - 19.v - 1 is a

polynomial and hence is continuous everywhere. In particular it is continuous on
[-1,0]. Now/(- 1) = 1 and /(0) = - 1 Since - 1< < 1 it follows from
7
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)
Which of these functions are bounded on (- 2, 2)1 Which attain a

maximum on ( 2, 2)? Which attain a minimum on ( 2, 2)?
for each rational number
(2) A function /is continuous on an interval / and
r
/ it
is
true that
Suppose that /is defined on an open
= r\
f(r)
(4)
Show
that
all
= x1
any xE.1. [Hint: proposition 9.6.]

polynomials of odd degree have at least one (real) root.
Prove that/(x)
(3)
Suppose that / is
continuous
minimum
as
x -
on
value
/ be continuous on
x /,
said to be differentiable at the point if
for
+ oo and/(jc) -*
value or a
(5) Let
Then /is
there exists a y
at
every point and that f(x) ->
/.
Suppose that, for each
For a function /which
/ such that
/'(I)
/ for which /() = 0.
Equivalently,
(6) Let / be a closed interval
and
<a<
let
Let /: / -* / satisfy the
fm
inequality
\ax)-f(y)\<a\x-y\
x / and y /. (Such
From an
a function
ping). Prove that /is continuous
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
Prove that the
+ h)-f
(1)
intuitive point of view, to say that a function /is differentiable at %
that a tangent can be
or gradient of this tangent
/.
x n+l - /(*)
sequence <x n > converges and that
called a contraction
is
called the derivative of /at the point %
[Hint: Bolzano-
Weierstrass theorem.]
for each
i
a %
is
by/'() or >/).
l/OOKil/001Prove the existence of
x-%z
exists. If the limit exists, it
the compact interval
if the limit
lim
. Prove that /attains a maximum

the set U.
/containing the point
and only
/(*)-/()
,.
*-**
as
interval
is
drawn
to the curve
y = fix) where x =
The
slope
then equal to /'() This geometric interpretation
is
based on the diagram below.
/=/(/). [Hint:
exercise 5.21(1).]
/(A)
r-/(> + /(.v
{)
91
92
y = /(?) + l(x |) be tangent to y = fix) where x %

slope of the chord PQ approach the slope / of this line as
In order that the line
we require
x -* . The
that the
slope of the chord PQ
qr
_
PR
is
(ii)
Let/:
(0,
<*>)
-*
0.)
be defined by f(x)
1/x (x
> 0). Then
is
fXx)=D -=-
l
for
all
values of x
and hence our requirement reduces to
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
as in the definition of differentiability.
(Note:
follows immediately from our definition that a function/is differen-
It
tiable at
if
ij
and only
m+
there exists an
if
-f -
1')
if'
o(h)
itself
more
(h -* o).
We
shall
avoid the notation introduced in this section because,
this level
from / to
on
/.
whose value
at
second derivative /"() or
fm
open
= I
each point x
we
interval /,
In this case it is natural to define/' or
/ is f'(x). We
Df to be
say that/is
difficult to
it is
for our purposes. In
If /is differentiable at each point of an
-* 0.
More notation
10.4
readily to generalisation.)
Higher derivatives
differentiable
-a as
x2
(2)
using this notation,

10.2
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
of precision. In such cases, the notation described below can be a very
and
useful and powerful tool
the function
make statements with
it
would be pedantic
to
deny oneself the use of it.
Replace by x and h by 5x in formula (1) of 0.1 Then

1
can then define the
D 2f(g) at the point % by
/'(*)
f(x
+ 8x)-f(x)
lim
&x - o
lim
Sx
8x
(3)
- o S*
/'(*)-/'(*)
x-%
If>>
=f(x), the quantity 5^ =f(x
+ 8x) f(x) is usually
said to
be the 'small
change in y consequent on the small change 8x in*'.

provided that the limit exists. Similarly for third derivatives and so on.
From formula
(3)
it is
only a short step to the
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
.
symbol x ambiguously. It is used

simultaneously as the point at which the derivative is to be evaluated and the
variable with respect to which one is differentiating. In applications where this
distinction is unimportant, the ambiguity creates no problems. But, for the
This notation has the drawback that
2x
values of x.
Proof We have
material of this book, the distinction
f(x
+ h) -f(x)
h
(x
+ hf -x 2
h
2xh+ h 2
is
2x
2x
as
Further confusion
-* 0.
(Note that we studiously ignore what happens when h

that this
h -*
ential
- see
df of a
+ h)-f(x)
possible
is
when
important.
'differentials' are introduced.
The
differ-
function /may be regarded as the function of two variables given
by
8.4.
It is
as well
df(x;h)
permissible, for the expression
f(x
is
uses the
it
Formula
/'(*)//.
(2) can then be rewritten as
(4)
94
Differentiation
f{x
+h)- f{x) -dfix-h) =
o in)
ih
+ 0)
(5)
a fixed value
Newton
of*, the equation
and abandon
as the quotient of these quantities
all
the apparatus of limits. This
admittedly an attractive one and it is on this idea that

based his 'Theory of Fluxions'. Unfortunately it cannot stand up to
metaphysical notion
provided that /is differentiable at*.
For
95
Differen tia tion
is
close logical scrutiny.
k
is
dfix-h)
= f\x)h
the equation of a straight line. If the h and
(6)
axes are drawn as below, (6)
the equation of the tangent to the graph of the function
A"
(Note:
A common
derivative
is
is
error
is
to confuse the terms derivative and differential. A

as a 'differential coefficient' (because of (7)
sometimes referred to
above) but should not be called a differential.)
/at the point*.
10.5
Properties of differentiable functions
10.6
Theorem Let /be defined on an open
=/'(.v)/i
point
. If /is
interval /
which contains the
differentiable at , then /is continuous at %.
Proof We have
fix)
-m)
Hence /(*) -*/()
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
k replaced by dy. Thus dx and dy should be thought of as

one chooses this notation is to make the formula
variables.
= -fdx
dx
x -* | and
-1
the
U * U
proof is complete.
be defined by
> 1)
(x
[1
(*-W(S)-0as*^.
x-%
(*<1).
can see immediately that /is not differentiable at the point
not continuous there.
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.
dy denotes 'the small change in y consequent on a small change

dx
Formula (5) tells us that this is nearly true for small values of dx but it
will only be exactly true for functions /with a straight line graph. Should it be
necessary to discuss 'small changes in * and >>', the notation 5* and 8y is
It is false that
/(*)
in *'.
and one can say that 8y is approximately equal to f'ix)bx.

Even more false (if that is possible) is the idea that dy and dx are somehow
'infinitesimal quantities' obtained by allowing 5* and 8y to tend to zero. One
would then regard
available
ix>\)
2
Then /is continuous
ix<\).
at 1
but not
differentiable (The graph has a 'corner').
We have
Iim
h->0+
dy
dx
r
lim
h-o-
/0+^)-/(l)
;
lim
h--0+
,.
(1+/Q 2 -1
lim
h->o-
Thus the converse of theorem 10.6
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
Prove that, for any x.
/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) -/)*)}
9* 0, prove that jDx"
= nx n
~1
.
(x>l)
x 2 +1
(x<
1).
at the
point
and has derivative
R * R be defined by g(x) =\x\. Prove
tiable at the point 0. [Hint:
that
Consider the right and
2.
not differen-
is
left
hand
limits
separately.]
m+h)-m)
*ci + /o
+ A) ->-()
as
+/)
g (S+*)-g(l)
h
-*
because, by theorem 10.6,
g is continuous
(4)
A polynomial P of degree n
/>'(g)
= 0. Prove
P{x)
for
all
has the property that />()
and
that
(pc-tfQ(x)
x, where Q(x)
is
2. (See exercise
3.11(3).)
at?.)
.v
be defined by
2x
Let g:
and
Prove that /is differentiable
+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
times differentiable at the point
'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
number, then, for any x,
/ (l) denotes the derivative of order k at the point jf.)

^(6) Let/and,? be n times differentiable at the point %. Prove 'Leibniz's
rule',
Dx" = nx"-\
Proof This
(x
+ h)-x
is
obvious
-*
when n =
as
* 0.
i.e.
1
since
Dnfg = t ("W/EP-'f
;=o
\/
at the point g. [Hint: Recall the
proof of the binomial theorem.]
98
Differentiation
10.12
Composite functions
The next theorem
is
dz
dx
dy'dx
usually
remembered
in the
form
+ * 97)".97x 96
=y 100 andg(x) = l+x 97 By

- DfXgfx)) = f'(g(x))g'(x)
Proof Set/0)
+x 97} 100
theorem 10.13,
= 100fe(x))".97x 96
differcntiable at the point
(fg)'(x)
100
= l0O
Example D{\ + a-"}
D{\
Theorem Suppose
10.13
10.14
dy
dz
99
Differentiation
that
g is
differentiable at the point
x and that/is
+x 97}".97x 96
100{1
y = g(x). Then
f'(y)g'(x).
Proof Recall thatfog(x) =f(g(x)). We therefore have
to consider
10.15
(1)
f(g(x+h))-f(g(x))
Exercise
If*
>0 and SN, prove that
D{x vn \ =
-x lln x-K
n
= g(x +h) g(x). Since g is
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-
Suppose that k=0. Then
tion was considered in exercise 8.15(5).]
f(g(x
+ h))-f(g(x)) _ f(gix+h))-f(g(x)) g(x+h)-g(x)

h
g(x + h)-g(x)
h
(2)
function (theorem 10.13) to
'
+ k)-f(y) g(x+h)-g(x)
f(y
__
round
get
this difficulty
we
rx
provided
thatx>0.
F(k)
(**0)
that, for
any rational number
r,
exist.
introduce the function
+ k)~f(y)
show
r ~'
D{x r ) =
(i)
(fjy
the rule for differentiating a composite
values of x for which they

(3) Evaluate the following derivatives for those
tempting to deduce the conclusion of the theorem immediately. But care

necessary. What happens if, for some values of h, k = g(x +h)g(x) = 0? To
It is
is
Use the previous question and
'
(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
whenx=l. Prove that/'(l) = or /(l) = 1.

Let/: R->R be differentiable at x. Suppose that/admits an inverse
function/" U-*U which is differentiable atj =f(x). Prove that
1
F(k)^f'(y)ash^0
= g(x + h) g(x).
For kÔv/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\
The function g: R^-R defined by g(x)
admits an inverse function
#""':
U-*U.
= x3
Isg' differentiable at the point
0?
But
this
equation
is
also true
when k =
since then
both
sides are zero. It
t(6)
function/:
R^-R
is
defined by
follows that
f((x
+ h))-f(g(x))
f'(y)g'(x) a
and
this
is
what had to be proved.
sh^Q
(x rational)
(x irrational).
Show that/o/(x) = x
theorem 10.13?
for
all
values of x.
What may be deduced from
Mean
101
value theorems
Proof By definition
MEAN VALUE THEOREMS
11
/(*)-/()
/'(S)asx^?.
*-?
Suppose
interval
Let/be defined on
that
/has
x-%
maxima and minima
Local
11.1
a local
maximum
an open interval (a, b) and let
{a, b).
We
say
provided that
at if
values of x in
all
> 0.
From
Exercise 8.15(6),
it
follows that for
some open
h)
>0
(1)
xG 1 and xl=%.
h, %). Then x % < and hence

< /(). Thus /cannot have a local minimum at . Let
follows
be any number in the interval (, + h). Then x 2 % > and so
Let x, be any number in the interval (
m<m
for
that /'()
/=(-/?,? +
it
follows from (1) that/(x,)
some open
interval /
which contains
%.
Similarly for a local
x2
it
from
minimum.
(1) that/(x 2) >/(!). Thus/cannot have a local
maximum
at %.
/'()>
/ has beat max
Very roughly, /has

point
%.
f/(?)
is
/has
local
min
a local
'b
al {.
maximum at if its graph has a 'little hill' above the

Similarly,/ has a local minimum at | if its graph has a 'little valley' above
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
argument applied to /deals with the case when /'(?)
remaining possibility is/
(if)
the
1 1 .3
Stationary points
A point |
above).
at
which /'()
stationary points give rise to a local
11.2
< 0. The only
= 0.
Theorem Suppose that/is
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
called a stationary point of/.
maximum
be familiar with the case when /'(?)
or local
and /has a point of inflexion at %
in the diagrams below.
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
(See the solution to exercise 16.5(6).)
In the diagram, the slope of the
PQ is
chord
f(b)-Ka)
b-a
Thus, for some
to
Theorem (Rolle's theorem) Suppose that /is continuous on

differentiable on (a, b). If /(a) = f(b), then, for some % G (a, b),
11.4
f'Q) =
[a,
/at
G (a, b), the
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
F satisfies the conditions of Rolle's theorem, F '() =
% 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.
Proof LetFbe defined on
b] and
0.
/'(?)
is
= f'm + h -
and the theorem follows.
some point
the interval
i in the interval [a, b]
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]
Thus, by theorem 11.4, /'(])
[a, b]
Then
= f(b) it then
then /'({) =
for all
Because f(a)
But
G (a, b) and /has
0. Similarly if | 2 is
U-6
Theorem {mean value theorem) Suppose that /is continuous on

(a, b). Then, for some % G (a, b),
(a, b),
on [a,b] and
then /is constant on
differentiable
f'CO
m-m
y-a
But /'() = and so f(y) = /(a) for any y G [a, b\

(Note: This theorem will be invaluable in chapter 13, about integration.
intuitively obvious but,
it
would be very hard
to prove.)
[a, b]
11.8
(1)
It
may
without the mean value theorem (which depends
ultimately on the continuity property),
value theorem
on
[a, b]
seem
Mean
that /is continuous
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.]
lff'(x)
Exercise
Find the stationary points of the function
/:
U ~*
defined by
Mean
104
f(x)
= x(x
of/on
(2)
Mean
value theorems
2). Determine the maximum and minimum values
l)(x
Taylor's theorem
1 1 .9
the interval [0, 3]
Suppose that /and g are continuous on [a, b] differentiable on (a, b)

and that g'(x) = for any x G (a, b). Prove that, for some | S (a, b),
,
Suppose that /is
s'y =
differentiable at the point .
This
is
g(a)
?)/')
at the point %
y=f(x)
is
=/ + (* -)/')
hypotheses of question 2, suppose that /(a)
Deduce that
0.
[Hint:
consider F = f+ hg
a constant.)
is
In addition to the
y = fix)
Cauchy mean value theorem.
the
where h
M) + U-
Then
the equation of the tangent to
g{b)-g{a)-
g'm
(3)
105
value theorems
Thus, for values of x which are
as
to
/() ""(*"" )/'()
is
'close' to , it is reasonable to
a 'good' approximation to/(x).
But
how
expect that
may
large
the
error in this approximation be?
provided that the second limit exists. This
is
L'Hopital's rule. [Hint:
now
Suppose
exercise 8.15(4).]
that /is
times differentiable at the point
Use L'Hopital's rule to evaluate
{y-y/V+y
lira
=x l
that /: U
[Hint: put_y
(4)
Suppose
p(x)
)}
is
/'(*)
= x2
for
x. Prove that f(x)
all
/(?)
+ yr(*
differentiable at every point and that
are the
|ar
4- c,
where c
is
Then the
%.
first
derivatives at the point % of the polynomial
same
- tr'cu +
(x
"
T)i
r"
- ?) /"od +
2
""
/<
1>(l)
as those of/. (See exercise 10.1 1(5).)
a constant.
,->'
(5)
Let /:
U * U be n
times differentiable at every point. Let
polynomial of degree n
<n)
(?)
>
i>
0.
for
We
which
CF-o. !,...)
,
some
|,
a 'very good' approximation to
again,
how
large
may
But
'close' to .
equation
~y
the error be in this
'
i
These questions are answered

Taylor's theorem. If n
value theorem).
dy
Prove that/(x)
mean
1.
for
any x satisfying
<x<
theorem to show that any open subinterval of
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
f(x) for values of x which are
% n are a 'l distinct points. Prove that, for
11
might therefore reasonably expect that
P(x)
mi) = pai)
where |
P be
exercise 9.17(2).]
Then appeal
[Hint:
Use
(0, 1) contains a
to the continuity of /in the
Rolle's
point
One may
to
some extent by
the following version of
theorem reduces to theorem

therefore regard Taylor's theorem
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
where the error B
but/ (n)(g)
satisfies
107
value theorems
# 0. In
each of the following cases decide whether or not /
maximum or a local minimum at g. In those cases where/

neither a local maximum nor a local minimum discuss its behaviour
has a local
has
close to the point .
n\
/ (g) > and n even.

(
/ "%)>0andHodd.
<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)
- (x -^)/'(y) - ... - (*~_^"
'
"CO-
t?
between
and
.*
Discuss the behaviour of the functions given below at the point 0.
g,
(v)/(x)
m)
^(x-m
in
\n)
(2)
n\
The function
F has the simplifying property
F'O) =
(
that
/<>(y)
- 0!
The function
= G(x) = 0. It follows from

between x and % for which
has the property that G()

there exists an
77
G'cn)
= nq)+
irtr
(n-l)!
theorem that
*TS)
Rolle's
((x-|) n
rw
Identity (2) follows.
72.77
(1)
Exercise
IfnENandxE
theorem
(1
(2)
in
+ *)" =
R,
use Taylor's theorem to prove the binomial
the form
+nx+
n(n-\)
K
x2
Use Taylor's theorem with n = 3 and = 4 to obtain an approximation

9
to y/5 for which the error is at most 2"
.
(3)
Let /be n times differentiable on an open interval 7 which contains the

point
if
and suppose that D"/is continuous
given
fm
= /" =...=/ <n
"
l)
()
(S)<0 and n even.

()<0andodd.
[Hint: exercise 8.15(6).]
some
(n)
'
Taylor's theorem asserts that, for
<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
Proof We only prove (i). Let

such that, given any x satisfying b 8
>
be given.
We
have to find a 5
>
< x < b.
l/<X>-/.Ke
i.e.
Definitions
12.1
Let /be defined on

only
if,
for each
a set S.
We
say that f increases on the set
x G S and y G S with x <y,
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
Therefore, for any

If strict inequality
always holds,
we
say that /is strictly increasing on the set S.
Similar definitions hold for decreasing and strictly decreasing.
A function which is either increasing or decreasing

function which
is
is
called
monotone.
satisfying
y<x<b,
L-e<f(y)<f(x).
both increasing and decreasing must be a constant.
The choice
= b y then
completes
the proof.
Examples The function/:
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
Corollary Let /be increasing on (a, b). If
G (a, b), then /( ) and
/( +) both exist and
/(*) </(i -) </(?) </(? +) </(y)

provided that a
<x<%<y<b.
/(+>
12.3
Limits of
monotone functions
We introduce
/($-) =
the notation
lim f{x);
x->$-
provided that these limits exist.
which
108
Do not
the value of the function/at
is
/(l +)
/(?+) -
2.
lim /(*)
x-*i+
) and /( +) with/(),
= f(\)but
In example 8.5, /(l ) =
confuse /(
f.
Ptoo/ The function /is bounded above on the interval

By theorem 12.4, the smallest upper bound is/( -). It follows
(a, %)
by /().
any
that, for
fix)
</(*-) </(*).
A similar argument
111
Monotone functions
Monotone functions
110
its
domain / and
its
strictly increasing
is
"' and this

range /. Hence / always has an inverse function /
on J. (Proof?)
for the interval (, 6) yields the other inequalities.
/-?/
monotone functions
12.6
Differentiable
12. 7
Theorem Suppose
thai /is continuous
on
fa, b]
(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),
then /is increasing on
b), then /is strictly increasing
on
x G (a, b), then /is

strictly decreasing
[a,
b] If fix)
.
>
[a, b]
decreasing on [a,b]. If f\x)
<
on [a,b].
Proof Let c and d be

/satisfies the conditions
some
if
a/ty numbers in [a, b] which satisfy c <d. Then

of the mean value theorem on [c,d\ and hence, for
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
>
and hence f(d) >f(c). Thus /
G (a, b), then /'() >
and hence fid) >/(c). Thus /
find a
X G / for which /(X) would be undefined.)
'
(a, b),
then /'()
[a, b].
>
for each x
strictly increasing
on
[a, b].
Similarly, for the other cases.
'
discontinuous at
if
r (-)<x </-'(+)
1
12.8
We
It
Example Consider the function/:
have f\x)
follows that
R-*-|R defined
Hence f(x) > when x < \ and /'(*)

/ increases on ( , j] and decreases on \\, <).
=\-2x.
/(X) undefined
by f(x) =x(l x).
<
when x
>\
The next theorem
dx
this
usually
remembered
in the
form
(dy\
\dx)
dy
although
is
notation begs a lot of questions.
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
increasing function /defines a
1 :1
then
>0
ixEI")
v
f' :JÎ exists and
is
"'
continuous on /. Also /
is
differentiable
on J" and
Monotone functions
112
Df~\y) =
>
=y
Df(x)
in
calculated the derivative of the nth root function.

in this case.
can therefore check the validity of the formula of theorem 12.10
We
remains the consideration of its derivative.

/"'(;'
y G/. Then x =/"'(j) S 1. Put k =f~\y + h) -f~\y). Then

+ h) =f-'(y) + k=x + k. Thusj> + h = f(x + k) and it follows that
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
'
= D(y m ) iln = ^()
n
)
Un -m my m-l
^^m/n^-1
=0.
therefore appeal to theorem 8.17(ii) to obtain
+ fQ-r
(.y
(y)
Note that
all
12.12
i
|
f{x
+ k)-f{_xff\x)
(1) Suppose that /increases
Roots
As an application of our observations on
inverse functions,
we now
dis-
Let n be a natural
number and consider
the function /defined
on
[0, )
by
x".
nx"-
>0
Thus/is strictly increasing on

function/" We write
1
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.
Prove that the function /: [0,
1
:
R-*R
+ x + x 3 Show
.
that
/ has an
when
Calculate the value of >/"( y)
the interval / and for each a and b in / it is

between f(a) and fib), then a % G / can be found
/ increases on
X
if
such that /(?)
[0, )
minimum
G N.
inverse function/"
y=-\.
Since /(0)
and
interval [a, b]
increasing on an open interval /.

(3) Suppose that /is differentiable and
Prove that f\x) > for each x G /. If /is strictly increasing on /, does
for each x G /? Justify your answer.
it follow that /'(*) >
(4)
= and f(x) -* + oo as x -> + , it follows from the continuity

property (theorem 9.9) that the range of /is also [0, ).
Observe that
at b
on the compact
Let n
decreases
cuss the theory of nth roots.
/'(*)
maximum
attains a
the above results apply equally well to strictly decreasing func(2)
fix)
Exercise
as/z->0.
tions.
12.11
we
(theorem 10.13) then yields
=f( x + k)-y =f(x + k)-f(x).
made
1.9 has therefore been justified.

In exercise 10.15(1),
Proof It follows from theorem 12.7 that /strictly increasing on /and

hence/"' :/-*/ exists. The continuity of/" 1 has already been discussed. There
Let
>
there exists exactly one x

This argument shows that, given any y
u
=
") such that.y
x". Our basic assumption about nth roots
(namely x
(ye J")
= fix).
provided that y
113
Monotone functions
lies
Does the same conclusion hold if the hypothesis that /increases

it
on /.
(see corollary 9.10). Prove that /is continuous

is
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).
Prove that the function
<*>(x)
lim
Mix)
is
continuous
if
and only if/ increases on
[0, 1].
[0, 1] ->(0,)
Mono tone functions
1 14
1 2. 1
Convex functions
Let
/be
12.14
defined on an interval
true that, for each
a>
Monotone functions
and
(3
>
/.
with a
We say that /is convex on / if it

+ =1
Tlieorem Suppose that /is convex
(1)
both exist for each

cave on
/. It is
The geometric
of
we say that /is conconcave on /if and only if /is convex on /.
E.I. If the inequality sign is reversed,
obvious that /is
interpretation
convex function
lies
is
any point on a chord drawn to the graph
that
/.
Then the
is
h _>o-
G/andy
interval
(3
f(ax+py)<af(x)+0f(y)
whenever x
on the open
x/.
<
Proof Suppose that

;c 3 = x + ft 2 in (3). Then
/(x
on or above the graph.
>>-o+
ft,
/(x +
+ ft,) -/(*)
x = x,, x 2 = x +
<
ft
ft
)-/(x)
ft
Put
ft,
and
Hence the function

a/(.v)+i3/0-)
F(ft)
/(O.Y+0V)
increases in
/(x
some
+ ft)-/(x)
interval (0, 6).
The existence of
lim FQi)
h-*a+
/convex
/ concave
then foUows from theorem 12.4.
A similar argument establishes the
existence of
the left hand limit.
sometimes useful to rewrite the definition of a convex function in the

A function /is convex on an interval / if and only if, for all
pointsx,,x 2 and 3 on the interval / satisfying x, <x 2 <x 3
It is
following way.
/(*i)-/(*i)
12.15
/(* 3 )-/(* 2)
(2)
Example The function/:
(Tlie chords
lie
Note however that the two

Equivalently, a function /is convex
points
x lt x 2 andx 3
on an
in the interval satisfying
f(X2)-f(x 1 )
< f(x 3 )-f(x
Xo-X,
interval / if
and only
Xj<x 2 <x 3
if
for
(4) are not
all
UÛ
defined by /(x)
\x
is
convex on
above the graph).

limits of
equal when x = 0.
J-
1x1
(3)
x*x.
Theorem Suppose
continuous on /.
12.16
that /is
convex on the open
interval
/.
Then /is
Proof From theorem 12.14,
-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,
That (2) and (3) have the same content

substitutions x,
=x,x 2 = ax + (Sy
and x 3
as (1) is easily seen
=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
Example The function/: R->
117
Monotone functions
Examples The functions/,^ and h defined on (0, ) by /(x) -x\

12.20
=
x~ l ate all convex on (0, ) because their second
1/x and h(x) =
g(x)
defined by
x+
(|x|<I)
/(*)
derivatives are
The function
(|x|>l)
non-negative on (0,
4>
Let /:
Example 12.15 shows that
a function
convex on an open interval /

differentiable on /, then the
is
Theorem Let / be an open interval and suppose that /is

Then /is convex on /if and only if Df increases on /.
12.18
Proof (i) Suppose

mean value theorem
first
that
Df increases on /.
- /()>
X-iX-,
< % <x 2 <r\<x 3
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
/,
by f(x) = (x - l)(x - 2)(x - 3). Find the

which /is (a) increasing, (b) decreasing, (c)
a
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/).
Interpret this result geometrically.
< x 2 < x 3 < x4
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,
and suppose that 0()
0. If x,
convex, differentiable function
> % and
Xa
x 3 -> x 4
We
= x
12.19
Theorem Let / be an open interval and suppose that /is twice

rentiable on /. Then / is convex on / if and only if
$.
Let
/be
(a
1,2,...)
* so. (This method of obtaining an approxima-
as n
tion to the zero of

(5)
is
differentiable,
called the
Newton-Raphson
process.)
convex and bounded on R. Show that /is a
constant.
diffe"I"
(6)
Let /be continuous on an interval /and satisfy
'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
an even simpler characterisation of convexity

+
all
concave on (0, ).
on the open interval /and let J = /(/). If /is strictly

show that/" is concave on J. What happens if /is
strictly decreasing on 11
*(4) Suppose that /is convex and differentiable on the open interval /. If
increasing
results.
for
is
(3) Let /be convex
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
Let /be convex on
(t?)
Df increases, /'(?) </'(t?)
< /(* ) -f(x 2)
for
which satisfy x, <x 2 <x 3
inequality (2) holds.
Thus /is convex on /.

Suppose next that / is convex on /. Let x ,
of x
convex, (d) concave. Draw
/which
need not be differentiable on /. However, iff is

following theorem provides a useful characterisation of convexity.
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
= -^' 3/2 <0
<p"(x)
convex on the compact interval

[1,1]. Observe that it is not
is
continuous on
all
x E I and y E I. Prove
that, for any
, ,
x2
in the
interval /,
/(
"I < ~ ifiXx)+f{X2)
+*)>.
118
Monotone functions
[Hint: recall the induction argument of example 3.10.] Deduce that/

convex on /. [Hint: establish inequality (1) of 12.13. Begin with the
is
case
when a and
are rational.]
INTEGRATION
13
Area
13.1
Suppose that /is continuous on the compact
Does
it
make
sense to discuss the 'area' under
the graph of/? And, if so,
pute
its
interval [a, b]
how can we com-
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
i.e. with sup S.

These remarks are intended to motivate the formal mathematical definition
every element of S,
given in the next section.
119
120
Integration
13.2
The
integral
P= [vo, y\,
"
interval [a, h].
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.
to be counted as negative for this interpretation.

[a,
b].It therefore makes
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
For each partition P, we can then form the sum
Much of the power of the

differentiation.
= E^feOft-^-i).
k =
(1)
J>> dx
y,
^"t
interval [a, b]
the property that
-<y n -i<y n =
[a, 6], it is
P=
inf.
yS
P of the
numbers with
real
Since /is continuous on

sense, given a partition
sup5(P)
where the supremum extends over

We wish to think of
= yo<yi<yi<
S(P)
dx
,y n ] of
define
f
Ja
of /over the interval
We begin by
numbers S(P), where P is a partition of [a, b\ is

bounded above by H(b a). Hence it has a smallest upper bound and we may
follows that the set of all
It
Suppose that /is continuous on the compact

pose to give a definition of the integral
f>
121
Integration
to be
worked out
directly
idea of integration
lies in its
connexion with
would be very painful indeed if all integrals had

from the definition. Our first priority is therefore to
For example,
it
we can
prove the theorems which link integration with differentiation. Before
The diagram below
illustrates the case
4.
The value of S(P) is
the area of
do
this,
however, we need to derive a few basic results directly from the
definition.
the shaded region.
13.4
Proposition Let /be continuous on
[a,
b] with
maximum
M and
minimum m. Then
m (b-a)<{
f(x)
dx<M(b-a).
The proof of this proposition
is
essentially contained in 13.2.
We
quote two
simple corollaries.
>'i
>'2
j'j
y*
Suppose that / is bounded above on

r
fa, ft]
13.5
[a,
b]
Corollary If c
by H. Thus /(/) <Hfor any
"b
Then
S(f)
a constant, then
cdx = c(ba).
WfcO'fc-J'fc-i)
13.6
t
<^
is
ZOfe-^-i) = -W{Oi-ô) +
fe
[a, b]
Then, for any and x
+ 0' n -/-:)}
JlfiOdt <k|x-||
= H(y n -y
...
Corollary Let /be continuous on
= H(b-a).
[a, b]
and
in the interval [a, b]
(x*&.
satisfy |/(r)l
,
<k
for
any
122
Integration
The next proposition

ties
123
Integration
of sup and
is
also very simple, provided that
recalls the proper-
fit)dt< j
[a,
b\ and let c be a constant.
Then
s(p*)<j
a
+ c}dt = \
a
{f(t)
The next and
f(t)dt
+ c(b-a).
A
of this section
final result
is
similar
not quite so easy and so we give the
Theorem Let /be continuous on
f(t)dt-S(P2)
[a,
b] and let
mdt-\
f(t)dt.
argument now yields
"
J"c
proof.
13.8
and so
Proposition Let /be continuous on
13. 7
one
2.13(2) and exercise 7.16(6i).)
inf. (See exercise
fit)
dt < " fit) dt
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
Now let P be any

P by inserting
"
p,
It is
ii
= S(P ) + S(f>2).
t
f(t)dt.
and
partition of [a, b]
the extra point c (if
let
(3)
Q be
the partition obtained from
does not already belong to P).
it
It is easily
seen that
< 5(0.
Let Pi be the partition of
/>,
obvious that S(P)
+j
a partition of [a, b]
S{P)
f(t)dt
[a, c]
and
lie in
[c,b].
let
P2
Moreover,
[a, b]
consisting of those points of
be the partition of
HI
II
11
[c, b]
lie
in
which
],,
Q which
consisting of those points of
~b
S(P)<j
f(t)dt
because of definition (1) of 13.2. Thus, given any partition
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
Hence, given any partition
bound
for the set of
[a, c]
Therefore
sup5(P,)<
all
P2
of
hand side of (2) is an upper

numbers of the form S(P{) where />, is a partition of
[c,
b], the right
f(t)dt-S(P2)
where the supremum extends over all partitions

definition of an integral, we obtain
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.
obtain the conclusion of the theorem.
(4)
124
Integration
13.9
Differentiation
Since /is continuous, one feels that, if h
and integration
Let /be defined on (a, b). Suppose that

differentiable
on
(a,
F\x) =
/on
[a,
and
b]
F(x
fix)
shall say that
= x3
then the function
[a,
F(x)
F defined
by F(x)
= Jx" +
+c
very small, the shaded region will
Thus
hf(x)
(5)
fix).
dubious on a number of counts - particularly at the stage

where we divide by the small number h to obtain (5). In the next theorem we
provide a precise proof of the result.
on
[a, b]
+ c is a
[a,
b) and, for each
b]
primitive for /on [a, 6]

.
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,
a primitive of /on [a, b],
b) and
F\x) = f(x)
i.e.
for each
Proof Since /is continuous on
0.
that \f{t)\<K
is
and that
there-
G (a, b),
D{F(x)-G(x)} = F'(x)-G'(x) = /(*)-/(*) =

1 1 .7 it
[a, b]
by
F(x) m f*
(a,
From theorem
is
Tlieorem Suppose that /is continuous on
75.72
b]
G is a primitive for /on
differentiable
is
F'(x)=f(x).
This argument
on
Proof Obviously F(x)

fore that
is
area will be approximately hf{x).
only approximate, but the smaller h becomes the better the

approximation should be. Allowing h -* 0, we might therefore expect that
This equation
G(x)
xG
its
a primitive (or anti-derivative) of
is
Theorem Let fbe a primitive for/on [a, b] and let G be defined on

Then G is a primitive for/on [a, b] if and only if, for some constant c,
for each
+ h)-F(x) =
F(x+h)-F(x)
Example lff(x)
primitive for/
[a, b]
continuous on
6].
[a,
75.77
is
a rectangle and hence
and
13. 1
is
'nearly' be
b) and satisfies
x G (a, b). Then we
for each
125
Integration
b] Hence the
.
By theorem
F is continuous
xG
on
[a, b], differenti-
(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 =
What have primitives to do with integration? Suppose that/is continuous on

b] Then we may define a function Fon fa, b] by
}*/(') dt
and therefore, by corollary 13.6,
%)
J*
f4t
In the next theorem,

first
we
we
(a<x<b).
shall
give a rough, intuitive
show
that
\F(x)-F()\<k\x-$\.
is
a primitive
of/ on
[a, 6]
But
argument to indicate why one might suppose
to be true in the first place. Given
x G (a,
b),
we
seek to explain
this
why one might
And, from this inequality, it follows that F is continuous on [a, b]

A more subtle argument is needed to show that F is differentiable on
If x and | are in (a, b) and x = %, then
suppose that F'(x) -f(x).
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
last step is justified
by proposition 13.7 withe =/().
(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
< e for every
and*. From corollary
/(f) dt
<
1/(0-/(91
{F(b)
Hence, provided that \x
13.6,
we conclude
compact
value of t in the
F(x)-F
[F(fl)
c}
%\
< 5,
it
= G(b)-G{a).
follows that
interval with endpoints
that
Example Since
13.15
-/(I)
x-%
-SI
I*
D -
(1
; )
2 2
r )
'
.elx-il
it
2(1
<
follows from theorem 13.14 that
:dt
< \x |< 5. But
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
have therefore shown that
F is
differentiable
on
(a,
b) and F'(|)
= /() for
The
(a, 6).
/.
75.
75
dt
c l+t
100
1
+x 100
'
i5.i4
Theorem Any function /which
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
any primitive of/, then
/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
same result. The

would yield the result
definitions yield the
use of the second definition
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]
and, by theorem 13.11, any
(7)
-f(x)dx.
But (6) and (7) are equal because
is a
primitive for
is
a primitive
for/ on
[a, b] if
and only
if
/.
If /is not continuous on [a, b]
the same result. But, //they
do
the
two
yield the
definitions
same
result,
do not necessarily
we
say that /is
yield
Riemann
128
Integration
integrable and call the
common number
obtained from the two definitions the
13.18
integral of /on [a, b]
Riemann
(1)
Example We know
13.17
Exercise
Prove that, given any natural number ,
Show
a
i.
(2)
illustrate the idea discussed in
13.16,
we
evaluate the integral without
J>" dx
that
X *dx = [W]h =
JJ
To
129
Integration
B-f
that the
1
same
result holds if??
<a <
provided that
Since the integrand
is
Jo
(3)
If
(x-l?
x-l
is
a positive rational
- -ir{l
Hffl
"
13.19
More
{0, \/n, 2/n, 3/n,
hand diagram is smaller than the

hand diagram is larger. Thus
area of the left
1}
integral
of
[0, 1]
The shaded
and the shaded area of
= -1-1 = -2.
number, prove
that
+ 3 Q + ...+"} =
a+
In 13.3
is
the right
number
must be wrong.
a square, the following result
ax
Pn =
replaced by any rational
Explain why.
using the theory of differentiation.
Introduce the partition
is
b.
we mentioned some
particularly important but its proof
properties of the integral.
Theorem 13.8
which we obtained directly from the

used the properties examined in 13.3 to
was long and laborious. We

prove the theorems which connect integration with differentiation. Having
proved these theorems, we can now obtain the rest of the properties of the
definition
integral very easily.
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
Theorem Suppose that /and g are continuous on

Then
+...+*}
l)(2#i
\" {x/(o
+ ng(t)} dt =
Proof Let
F and G be
theorem 10.9(i) the function
and that X and
\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]
Hence, by theorem 13.14,
fe<f ll+^l ll+
"
f
Considering the limit as n
1)
(exercise 3.1 1(1 i))
[a, b]
are any real numbers.
{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.
by parts) Suppose that / and g are continuous on

and G respectively on [a, b] Then
(integration
and have primitives
130
f(t)G(,)dt
\"
Ja
[F(r)G(r)]2-
Proof Let
F(t)g(t)dt.
DH(t)
Ja
[a,
Proof By theorem 10.9(h),
D(FG) =
and thus
b] Thus Hib)
.
+ Fg on
[a,
b\
+ F(t)g(t)}dl =
< t < b).
[a, b)
By theorem
Then
2.1,11 therefore increases on
> //(a) and hence

= Hih)-Hia)>0.
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
- g(t) f{t) >
fG+Fg
fG is a primitive
131
Integration
Integration
[F(f)G'(/)]*
on
[a,
b].
Then
fit)dt<[*
1/(01 dr.
and the theorem follows.
As
is
from
clear
its
proof, the formula for integrating
integral analogue of the
Proof Since
by
parts
is
formula for differentiating a product. The next result
the integral analogue of the formula for differentiating a composite function,

a 'function
and
is
of a function'.
usually
dt
remembered
dt
du
It is
< fit) < 1/(01 (a<t< b),
|/(/)|
[* |/(0I dt
i.e.
form
and hence the
result.
< J"*
fit) dt
(Note that
|/|
du.
<
Theorem (Cauchy-Schwarz
tinuous on [a, b] Then
13.25
it
follows that
is
the rule for changing the variable in an integral
in the
just the
1/(01 dt
2 2
{/ }" and
is
therefore continuous.)
inequality) Suppose that / and
g are
con-
Theorem Suppose that has a derivative which is continuous on [a, b]

and that /is continuous on an open interval which contains the image of [a, b]
under 0. Then
13.22
</>
Proof This
"
0<J
is
much
the
same
as that of
example 1.11. For any x,
{xfit)+git)fdt
fl
Proof Let
= x2 f
JO
{fit)} dt
= Ax 2 + 2Bx +
From theorem
10.13 and theorem 13.12,
d
F(0())
du
It
F'(<p(u))<p'(u)
f(<p(u))<p'(u)
du
is
what had
Ax 2 +2Bx + C =
cannot have two (distinct)
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]
and that, for
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.
Thus the quadratic equation

roots. Hence
/(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
*(3) Let /be positive and continuous on
[1
).
Suppose
provided that the limit
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
provided that the appropriate limits exist,
+ and -
limits to recede to
Prove that /(.v)

ft {F(t)}-
>
[Hint
The
the improper
integral
g are
continuous on
[a, b]
lim
>
and that g(t)
>
some
[a,
with theorem
*(5) Suppose that
b]
and
its
(a<t<b).
1 1
b]
[Hint: continuity property.]
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
and hence the improper integral
does not
exist.
inte1
(ii)f
^=
lim
form
dt
Hm (2-2V>') =
lim[2x" 2 ]i=
f*-
2.
J?
provided that/ (,,)

in
hm
g(t) dt
.10) can be expressed in the
&=w fr-o*- /^)
s1 =
x->~Ji
Jy X 2
lim
the other hand, if
Prove that
term given
x
rx dx
dx
b] and that /is differentiable on
continuous on
Taylor's theorem (theorem
13.27
JX
do
this to
some G [a, b] What happens if f'(t) <0(a<t<b)l [Hint:

grate by parts.]
By integrating many times by parts, show that the error term in
DO
o>r
derivative
for
we allow the upper and lower
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
b). Prove that
la mg<?)dt
for
1/2
*(4) Suppose that /and
(a<r<
>
(x
(x
)
F'(t) dt is relevant.]
integral
continuous everywhere, we define
that, if/is
is continuous on /. Show how the form of the error

theorem 11.10 can be obtained from that above.
,/
'
dx
V*
^777
integrals
We
on
[0, ).
down some sample

Then we define
write
definitions.
Suppose that /is continuous
example. Observe that / ~ x dx does not exist

(why not?). Hence fjT.I * <& cannot exist even though
(iii)
Note
finally the following
j;
/w^
iimjo
/w^
provided that the limit exists. Similarly,

define
if /is
|**xdx =
continuous on
(a, b]
then
U -^
2
^0asAT^ + .
we
they are not
The integrals defined in this section are called improper because

to include the
given by the definition of 13.2. It is perhaps pedantic
little
134
Integration
arrows
in the
135
Integration
notation for improper integrals and most authors would simply
who
propose to study integration more deeply, it

probably better not to do without the little arrows since this will avoid condelete them. But for those
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.
Proposition Suppose that
13.29
negative on the open interval
/.
is
a function
Suppose
which
and so <A) decreases. Also

is
continuous and non-
also that /is continuous
on /and
satis-
fies
\m\<m
If the
This
series
on / a
(xei).
is,
of course, an analogue of the comparison
test
of monotone functions.
Since /
"*~
),
then the
series
>
reason
is
continuous and decreas-
if /is positive,
and the improper
integral
C~ ftx)dx
A) and
Jl
The theorem therefore provides
criterion for the convergence of a series or an
often referred to as the integral
improper integral and for
this
test.
+X'2^32-
13.33
Example Take fix) = x"
in
theorem 13.32.
.-22
[1
follows that,
it
either both converge or else both diverge.
to observe that, for any
dx
1
on
n=l
r + x2
we simply have
bounded below.
is
From theorem 13.32
the existence of the integral
dx
f-oo
Ji
and so <A n >
ing
Example To prove
/()> o
(theorem 6.15), for
may be proved in much the same way. If/ happens to be non-negative

simpler proof may be based on theorem 12.4 concerning the convergence
and
13.30
> /(*)- I A*) =

fe=i
fc=i
improper integral of <p over the interval /exists, then so does that of/.
dx
exists, the result
6.5, that the series S"=1 n~ diverges to +.
then follows from proposition 13.29.
We know from theorem
From theorem
13.32,
we conclude
that
r
13.31
Euler-Madaurin summation formula
We
13.32
Theorem Let /be continuous,

by
positive
and decreasing on
[1
).
is
decreasing and
f(k)-C
13.34
f(x)dx
Proof Since /decreases,

ft
/(*
Thus
zero.
for
any
it
k~ 1, 2,
improper integral /
dx
-i
converges.
.
-* .
x" 1 dx does not
,..,
(ll)
V^7)
V(l -x)
(1
*i
3/2
(1
^^*
+x
Jo
dx
x 2 dx
f-"
3 2
)
-x}
[Hint: for (v)
and
(2) Prove that, for
(vi) recall
0< y <\,
dx
(vi)
(v)
o
il-x)
+ !)< J/ f(x)dx<f(k)
exist.
Discuss the existence of the following improper integrals.
W Jor
Hence
Exercise
...
bounded below by
as
Then
(1)
An -
In particular, the
discuss only a simplified version of this useful result.
the sequence <A> defined
"dx
example 13.33.]
+ X + x1
+ x+x s
Jô 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
number with a >
In
2x-
J-, o
theorem 6.6
it
dx.
14
EXPONENTIAL AND LOGARITHM
14.1
Logarithm
was shown
that the series

oo
converges. Base another proof of this result on theorem 13.32.
We define
the logarithm for each
>
by
*
fr* dt
logx=J
It
follows immediately from the definition that log
and
that, for each
x>0,
Dlogx = -.
x
Also,
D 2 \ogx =
We conclude
=.
that the logarithm
is strictly
increasing and concave
on
(0, ).
Further, in view of example 13.33 and exercise 13.34 (lvi),

log x -*
and
log
+ as x -* +
as x
-*
+.
(For an alternative proof of these

information the graphs
= log x
results, see exercise
14.3(1) below.) With this
can easily be drawn.
The number e is defined by the equation
137
138
log e
139
logx^y.
The value of e
approximately 2-718 (see exercise 15.6(4)).
is
> 0, y >
Theorem Suppose that x

\ogxy = log* + log .y
14.2
(i)
logOO =
(ii)
Proof
f(x)
rational.
is
Given a positive rational number

r
(i)x" logx ->0 asx -> + <
Then
a fixed value
of y
> 0, consider the
prove that
r,
-0 +.
->-0 as>>
(These results are usually remembered by saying 'powers drown

s < r when proving (i).]
logarithms'.) [ Hint take
function
<
"(3)
logy
iii)y
r]ogx.
For
(i)
and r
lOgATJ-logJC.
Show
that
= x log x - x is a
Fix)
primitive for log x
on
(0, ).
Deduce
that
We
have
xxx
xy
for
each* >0. Thus /is constant (theorem

log
To
xy\ogx =
obtain the value of c, put
log y
-log
We
log(* r )-rlogJC.
Hence /is
is
little
that the equation log
/-log
(x>0)
and only
if
-* e as
x=
Then
...
log n -
-I
are discussing here

'In'
rather than
is
In pure mathematics,
> 0.
(2) Prove that, for each

1
as
2,
.).
Prove that
* .
{(log x)
Hence show
>
(6) Evaluate
By considering
+ as x -* + and
number and x
the 'natural logarithm'.
'log'.
Exercise
-*
(Euler's constant) with the pro-
show that
(ii)i){loglogx}
number y
[Hint: theorem 13.32.] Hence
(i) Z)
Prove that log 2
0.
familiar logarithmic tables.
log
= e.
- .
1-
1 H
occasion arises for the use of 'logarithms to the base 10' as found in the
(1)
if x
> e and x n+1 = e log x
c.
perty that
sometimes stressed by writing
14.3
x-ax has solutions if and only if ae <
*(5) Prove the existence of a real
Note The logarithm we

This
and
)-r\ogx =
log
as n -* .
that
Suppose that x x
0.
obtain the value of c, put

c
Show
Show
with equality
-'--
a constant
\ogix
To
- .rx
log
elogx<x
have
f\x) =
w!
[Hint: recall example 13.17.]
logj\
Consider the function
fix)
(2)!
"(4)
(ii)
2-1.
C
1
log-'
1. Then
2 log
Hence show that
11.7) and
(x> 0).
log(l+*)dx =
that log
log 2" and log 2~",
> 0, logy <.y
deduce that
-*
1
as x -*
.
If x
is
show
that
(JC
>
and s
rational)
(X>1).
that the series
+.
a positive rational
converges
if r
>
and diverges
if
< 1. (See theorems 6.5 and 6.6 for
comparison.) [Hint: theorem 13.32 again.]
140
14.4
Exponential
From theorem 12.10 we may deduce
We call
lim
and
only
x = \ogy.
if
and range
H(x)
Since the logarithm function has domain (0, ) and range R, the exponential
function has domain
....
(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
the existence of an inverse func-
this inverse function the exponential function
expx-1
,.
(i)
tion to the logarithm.
141
h{t)dt.
Jo
(0, ).
Prove that, for any x
> 0,
h(x)>expx.
y exp
.v
Determine the range of values of x for which the function /:
(5)
by
defined
= exp{18* 3 }
/(*)
(a) convex, (b) concave.
is
continuous and increasing on [0,
If /is
(6)
Observe that the exponential function
increasing
is strictly
on R and that
f{x)dx<
k%
Jo
exp x-t
+ coasx-^ +
exp x
as
c*
show
f(x)dx.
n < log n\ < (n +
prove that
Deduce that n log n

-*
["* i
/<
),
1) log (n
1)
- n and hence
that
Also
D exp x =
D\ogy
\/y
Thus the exponential function
Powers
(1) If x andjc are real
numbers and r is rational, prove that

(i)exp(x+,y) = (exp x)(exp y)
r
(ii) exp (rx) = (exp x)
[Hint: These may be deduced from theorem 14.2. Alternatively, they
proved directly. In the case of
(i),
for
example, by differentiat-
ing
If
>
a
(2) Prove that, for any rational
x~ r exp x-^
r
(ii) x exp x -
But does
number
r,
is
-*
is
(Roughly speaking, 'exponentials drown powers'.)

(3) Use L'Hopital's rule (exercise
.8(3)) to prove that
r
.
We
exponents.
define
with our old definition in the case when x
exp {log
defined by log e
exp {x log
which explains the
we
from theorem 14.2(h)
{/-log a}
+ ooasx-*-!- 00
as
real,
this definition agree
the expression a
this definition to include non-rational
rational? It follows
we have defined
rational, then
is
exp (xloga).
Recall that e
with respect to x.]
(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 n <
exp*.
e}
(a )}
that, if r
is
rational, then
is
r
.
Equivalently e
,
= exp
Observe that
exp x
familiar notation for the exponential function.
142
14.7
Exercise
(1) If a and
(i)
are positive, prove the following.
x *y
a" =
(iii)
a ay
(ab)
(ii)
(a
(iv)
(2) Prove that the derivative of a
a b
x x
15
POWER SERIES
15.1
xy
.
with respect to
is
(log
a)a x
(3) Write
+ -|
=exP
n log
+-
A power series
about the point
% is
an expression of the form
and hence show that
lim
e"
in
(see
example 4.19). [Hint: theorem 8.9 and exercise
,/n
is a
variable.
14.5(3ii).]
Theorem The
15.2
(4) Write
which x
of values of x for which a power
set
series
exp -\ % n
and hence show
that
n l,n
*1
as
-* (see exercises
4.20(6) and
converges
5.7(1)).
is
an interval with midpoint
We
Proof
(5) Discuss the existence of the following improper integrals.
then
it
shall
converges for
all
show that, if the power series converges when x =y,

x satisfying \x$\<\y%\. The theorem then
follows.
dx
J-f-oo
J-+0
+X
;dx.
2
[Hint: proposition 13.29.]

'
(6) Obtain
all
/(x
*r
f(x) +f(y)
(X
6 U,y GR)
If the
(ii)
5-
solutions of the functional equations
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
when x =y, then
as n ->
-*
Hence the sequence <a n (j'
> 0, y > 0)
which the derivative of/ exists and is continuous wherever /is

defined. For (ii) and (iv) you may assume that /never takes the value
series converges
in
is
bounded (theorem 4.25). Thus,
for
some H,
1,2,...).
1|< y f
I.
Then
-
<1.
y-ll
Hence
\a n (x-t-)"\
= l^^-O^.P^-^P"
The convergence of the power
1,2,...).
series
143
Power series
144
fl(jf-0"
[-1,0
:Ti
now
We
call
+ R, we
is
ofx
the set of values

If the
call
convergence
gence
which
power
series
converges
endpoints of the interval of convergence are
the set
is
for
its
interval
and
of convergence of the power series. (If the interval of

U of all real numbers, we say that the radius of conver1
5.2 shows that a
power series converges absolutely
conditionally or
It is
it
may
limsup
interval / containing the point
point
Then
g.
|a|
is
given
we choose
as often as
in
some open
Taylor series expansion about the
its
is
diverge.
sometimes useful to observe that the radius of convergence
-=
series
Suppose that /can be differentiated
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
The proof of theorem

all
follows from the comparison test (theorem 6.15) since 2=oP" converges.
convergence.
|
145
Power series
f ^-j^/ (B) tt) =
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
by propositions 6.17 and

priate conventions must be adopted if the right hand
or
are justified
oscillate. If this
becomes
when x =
%) and, even if
6.18. In both cases, approside of the formula
In the second case, of course, the sequence <|

n+1 \j\a
happens
|>
may
it
does converge,
sum need not be f(x)

sum of its Taylor series
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
paTfeularly easy to write
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
the Taylor series expan-
sion of the exponential function about the point 0. If f(x)
Example We
15.3
list some power series about the point 0, together with

of convergence. In each case, the radius of convergence can be
calculated using the second of the formulae above. In the last three cases one is
f \x) = exp x.
in
their intervals
then
with the problem of whether or not the endpoints of the interval of

convergence belong to the interval of convergence.
Since exp
i ,
the expansion
= exp x, then
is
left
Power series
From examples 1 5.3 we know that this power

sum e x l From Taylor's theorem we know that
*
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!
and hence show

.
that 2-7083
< e < 2-7184.
*(5) Prove that e
3!
are natural
is
irrational. [Hint:
numbers and seek
assume that e
= mjn, where m
and n
contradiction using the inequality of
question 4.]
15.6
Exercise
(1)
*(6) Let/: |R-*R be defined by
Determine the intervals of convergence of the following power
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
Prove that the Taylor series expansion of log
(1
+ x)
(x
[0
0).
(2>!
Show
0v)
(**0)
=
that, for
/<">(*)
V"
about the point
where
is
= Pn
Pis, a
any x J2 0,
-l/x'
polynomial of degree 3m. [Hint: use induction.] Using
exercise 14.5(2), deduce that, for each natural
I (- ir
n=l
Using Taylor's theorem

that this
power
give another
+X
X*
= x
series
...
^-*0asx--0+.
form given by exercise 13.26(6) show
converges to log (1
x) for
<x <
1
Hence show
Hence
proof of the identity
Write
that
/can be
(n)
and/
down the
the point
(0)
many
differentiated as
(n
0,
2,
times as
we choose
this
at
.).
Taylor series expansion of/ about the point
what values of jc does
= l-i + i-|+...
log2
n,
in the
number
0.
For
converge to/(x)?
(3)
Prove that the application of Taylor's theorem in the form of theorem

11.10 (with | = 0) to the function log (1 + x) yields a remainder term
of the form
(-1)'
15.7
Continuity and differentiation
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
and x. For what values of x
as n -*
77
<x>
is it
without further information about the
depends on x and
Proposition Suppose that the power series
possible to
f( X )
1 4&-r
n=0
;i?
(4) Prove that
has interval of convergence

1
1)!
Deduce that
...<
2)!
(n
1)!
'
+
+
on / (except
at the
/.
Then
its
endpoints). Moreover
fix) =
sum
mx-Qr*.
is
continuous on / and differentiable
148
Power series
15.9
Example Proposition 15.8 allows
us to tackle exercise 15.6(2) in an

(1
way.
alternative
We know
149
Power series
+ x) a =
a (a
+ ax
1)
..-
x2 +
2!
that the
power
series
provided that
<
(general binomial theorem).
(2) Prove that the power series
I(-l)"-'"
n =i
(
on (

1
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
follows that, for each
x 6 (
(3)
n-ln-l
1
I)""
*
..
<
Suppose that the power
f(X)
anx
its
sum.
series
n=0
(-!<*<!).
/. If
y E I but
not an endpoint of/,
is
prove that
),
\jMdx= n=0
1 n-Shy*.
Jo
D log(l+*)- E
and determine
l+x
l+x
4-
(-!)"-
(4) Prove that
and therefore that
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
Suppose that the two power
see that the con-
0.
Since the power series
is
=0
n=0
continuous on (
1, 1],
converge
log 2
1ob(1+jc)
lim
lim
x ->i-
(-!)-n
n=l
(-ir
in
some open interval /containing

x G / if and only if
(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
< l.show that

f{x)
x and
satisfies the differential
equation
y.
Show
for \x
Prove that their sums are
On**
s
1=0
y = fix) =
15.10
\.
equal for each
an
series
a e*.
a
l
n +
n (n
= 0,
2,
.)
and deduce that
151
16 TRIGONOMETRIC FUNCTIONS
16.1
Introduction
based our definitions of the exponential and logarithm functions on
We
the formula
Sine and cosine
16.2
* dt
f
We
could equally well have begun with the differential equation
t **"
/(*)
series
n=0
%-y
dx
converges for
and defined the exponential function as the sum of a power
In a similar
way, the definitions of the trigonometric functions can be based
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
This recurrence relation
is
150
+ (n + 2)(n +
= cosx =
dx
dy
l)a nti x
l)a n + 2 x"
may be
is
measured in radians and.y
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
+...
therefore sensible to begin by indi-
the sort of argument considered adequate in elementary trigonometry,
it
Thus, to satisfy the differential equation, a Q and a,
the sine and cosine functions, as conceived of in trigonometry,
ich
in
0.
In the diagram, the angle
anx
way, but then the remaining coefficients must be chosen to
should be expected to satisfy
By
x+
2a 2 x+
at
!+
in
We already
o.
15.8,
fix) =
elementary geometry and trigonometry.

cating
of x and that
'
however, to base them on the differential equation
dx*
By proposition
f(x)
dt
arctan
/"(*)+/(*) =
series as indicated in
exercise 15.10(6).
real values
all
152
153
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.
*(6) Use exercise 13.26(5) to prove that
c" sin
-dt
n>m>
provided that
0.
Explain
why
it is
possible to deduce the
existence of the limit
(-"sin
"sin
lim
->=oJl
t
dt.
Exercise
16.3
(1)
16.4
Prove the following.
Periodicity
Since cos
cosO
(i)
cos
(iii)
(ii)
sinO
(iv)
sin
( x) =
cos
>
But the cosine function
= sin x.
( x)
and cos ( x)
tinuous, there exists a %
cos
such that cos
not positive
all
is
x and
>
for
the cosine function
x S (
is
con-
, ).
the time. If this were the case, then
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
follows that there exists a smallest positive
We define
define
+y)~ cosx cosj' + sin* sin.y.
for
sin
all
{h(x)} 2 with respect to x and hence show that,
of* andy,
values
(x+y) =
(3)
= 0.
%.
cos y
+ cos x sin y
+ y) = cos*
cosy
sin x sin y.
appeal to the formulae of exercise 16.3(2).
(x
j7r)
sin
cos (x
jit)
cos
We
have
cos \ti
+ cos x sin
cos
sin x sin \tt = sin x
\tt
jt7r
cos
Use the previous question to prove the following.
from which
(i)
cos
x+
sin
* =
(ii)
cos
<
and
sin
<
sin
2x
2 sin
cos
(iv)
cos
2x =
cos
it
follows, in turn, that
(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.
Use L'Hopital's rule to prove that

Because of these
, sin
(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
that the series
S"=I
last
formulae we say that the sine and cosine functions are
periodic with period 2n,
1 asx^-0
sin (l/).
2=1
sin (l/
2
)
converges. Discuss the con-
it
constant (exercise 12.21(5)).
154
16.5
(1)
Exercise
and hence obtain the identity
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)
We
define the tangent function by
sm x
tan*
(x^{n +
\)rt:n
.).
fix)
+ 7r) =
Prove that tan (x

1, 2,
(
(3)
Show
Show
ar| d
tnat
is
we ignore the fact

interval [ \-n, |ir], the
1, 1]. If
side the
an inverse function with domain
i\
where n
on
strictly increasing
is
tan
= 0,
as
-*
and continuous on
under the sine function
interval
that the sine function
we
function
is
defined out-
obtain therefore admits
[1,1] and range [ \ti, \-n\ We

Draw a graph of this function
.
function the arcsine function.
call this
D arcsin x
and calculate
The
function to
for
we
notation sin" x, but

inverse.
= (
strictly increasing
image of this
{ ' ie
+ as x -> \tt and
that the sine function
provided that
that the tangent function
and that tan x
?"> 5 7r ]
is
\ir, \tt)
tan
<x <
1
(Some authors use the

no
prefer not to, since the sine function has
arcsine function
[ \-n,
is
the inverse of the restriction of the sine
^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
how the arcsine and arccosine functions are related.

Show that the arctangent function, obtained as the inverse of the'
restriction
range
of the tangent function to (
Draw
j7T, \tj).
\tr, \-n),
graph and calculate
has
domain
and
D arctan x. Hence show
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,
f(x) - C arctan x. By writing* =jc in the formula and considering

what happens when x -* 1 , prove that arctan 1 = \n.
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).
Let#: R -> R and/i: R->R be defined by g{x) = xf(x) and

2
h(x) = x f(x). Draw graphs and prove the following.
(i)/is not continuous at the point 0.
Qi)glS continuous at the point but not differentiable there,
and h'(Q) = 0.
(iii) h is differentiable at
155
157
The gamma function
From
17
(1)
it
also follows that, for
f(x)<j{\+x
THE GAMMA FUNCTION
<
1,
+x*+...}
-x 22\")
3(1
Thus
1
-"<*+,<;
rf n
17.1
If
a n ) and
 are sequences of
real
numbers, the notation a n
~ bn
means that
*
as
-+ ca
d n -{\2n)-
Proposition {Stirling's formula)

n
nl~y/(2ir)n n
i/2
e-
n\
n"n
Proof Consider the sequence < d n > defined by
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
leave this as an exercise (exercise
the sign of
- ( + |) log + (n +
|) log (
1)
7 .3 *
The gamma function

The gamma function
r(x)
|l+(2n+l)_1
C as n
e- n
remains to show that
4 4-4^-'
2n +
U2
17.4(1) and (2)).
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
follows that the sequence
It
formula
Stirling's
3{(2n
To justify
In
is
defined on (0, ) by the formula
= J~*V -l <r*a
(>o).
the existence of the improper integral,
we
appeal to proposition 13.29.
view of the inequality
But, for |jc|<1,
îo g
the existence of the integral
+* -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|<
Therefore <c/> decreases.
and hence the existence of
and thus d
~dn+1 >0 (n =
1, 2,
.).
/7.4 +
''e-'dt follows from that of
+ , we
as t ->
have, for
x_1
rfr,
pro-
some i/ >0,
(r>l)
r* x ~
t
e~'dt follows from that of/,"*"
2
f
dr,
Exercise
t(l) Let /n
/f"
sin"
xdx
(n
0,
2,
sequence of positive numbers which

(n
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
The gamma function
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 +
From the convexity of log/, it
0,1,...).
I)!
Then
follows that
log/(r)
<
a log/(x) +
fit)
<
imrm + o}"
s^m
that the constant
1 .
= t - s.
and so
(3
C obtained in 1 7.2 satisfies C = \/(2n).

Let dn = log n\ - (n + j) log n+n. Show that the sequence
_1
-l
{d n (12)
increases but that the sequence (dn (12n + 1) >
Hence show
=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),
Hence estimate the error on approximating to 100! by Stirling's

formula. Is this error large or small compared with the value of 100!?
+
(4) Show that r(x + l) = xr(x)(x>0). Deduce that, fom = 1,2,3, ...
r(n
'
l)
f(s)
gamma
function
is
continuous on (0,
).
[Hint: If
prove that, for some constant
not depend on x aty, \r(x)

T(y) \<ff\x
(6) Prove that the logarithm of the gamma function
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
number. We may take
Then
+ 1)< f(x +n + 1)<( + D
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
If/ satisfies the functional equation
Proof The proof consists of showing

theorem, for each x
~ 1) -
and that n
,^
17.7^
T(x)
and (4) yields the inequality
(3)
this inequality
a generalisation of the factorial function
and/(l)= l.then
/(*)
<s <
>+.x+ .-n...v M <
the only such generalisation?
Theorem Let /be
logarithm be convex on (0,
(0, ).
function
The gamma function provides

ir**V(*
(x
1
also have
Now suppose that <x <

and t = x + n +
s = n +
1X0)}.]
(Hint: exercise 12.21(6) and theorem 13.25.]
7.5"
we
(t-\y-sf(S )<f(t)<s'-
0<a<a<.K<_)><<|3,
(3)
obtain
< (t -
Combining
b!
(5) Prove that the
we
= s<-*m.
under the hypotheses of the
(1)
Exercise
lfx>0,
prove that
log-
=
I
dt.
The
The gamma function
1 60
T(x)
(2) Prove that
gamma
yj(2n)x x'
in e' x This
.
is Stirling's
formula for the
function. [Hint: see theorem 17.6, inequality (5).]
*(3) Use L'Hopital's rule to
log(l
show
that
18
APPENDIX
18.1
Introduction
+z)-z
lim
z-0
With the help of

that, for all
Stirling's
formula for the
gamma
function, deduce
> 0,
1
(V)/u( +*>/)
'
as u
V(2rr)
number of results were stated without

to as 'propositions'. The proofs were omitted
In the preceding chapters a
proof. These results were referred
where
from the main body of the text to avoid confusing the
AM - j^-V.
1
* (4)
The beta function
>
the function of
two
variables defined for
>
and
1
by the formula
B(x,y)
=P'
J-*o
exists a real
> 0. Prove that, for a given fixed value of y > 0, B(x, y)
is
that the improper integral exists provided that
continuous function of x on (0,
and
a positive,
whose logarithm is convex on
(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)
conditions of theorem 17.6. Deduce that, for x
A set S of real
If
Proof By exercise 1.20(1), \x <îf 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
function /: (0, ) -*R defined by
much
give the proofs here.
Proposition 2.3
>
value of y
Bounded
8.2
^-'(l-ty-'dt.
x
Check
is
we
detail. Instead
issue with too
(xGS)
< K for any x G 5.
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
Hence show that
('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
be any real numbers. Then

(i)
xn
(iii)
->
yn
as n -* (provided that
Proofs o/0'O and

(ii)
(iii)
Since <x) converges,
!*!<*( =
m i= 0).
it is
bounded (theorem
4.25).
Suppose that
1,2, 3,...). Consider
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
< K.\y n -m\ +

=
zn
Taking (1) and (2) together, we obtain, for any

1
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
construct inductively a subsequence (xr
ml =
as
-* .
The
Then there
in (3).
l*n r
similar
>
an , such that
>n
which
such that
*_
x 2
- 1<
/
Take
< k- In this waY we
satisfies
-'l<7
and hence x r -* 7 as
exists
there exists an n 2
Then
\ in (3).
result therefore
which
-* 1 as r * .
construct a subsequence <jc
-y n l\.
By proposition 4.8 (i), mx n - y n l -* ml

follows from corollary 4.1 1
we
information,
Take e
my
<
<x mj_)
we have shown is that, given any e > 0, there

of terms x n of the sequence < x n > which satisfy
changes. All
r -*
(sandwich theorem).
argument shows that the infimum
of
also belongs to L.
Subsequences
18.4
Any convergent sequence
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\
and so x l\-*Q as n -<*> (exercise 4.29(H)). Similarly

n -* . From proposition 4.8(f), z -*0 as/i -<. Hie result
then follows from corollary 4.1 1.
-> \m as -* (exercise 4.29 (lii)). Since
(iii) Since y-*-m as -***, \y
m # 0, m > 0. It follows from exercise 4.29(2) that we can find an N such
that, for any n >N,
But x
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
non-empty (Bolzano-Weierstrass theorem) and

bounded (theorem 4.23). Hence L has a smallest upper bound/. We seek to show
that IGL, i.e. there exists a subsequence (x
n > such that x n -*lasr-*.
set
find an A' such that, for
> 0. Then je > 0. Since 7
is
the smallest upper
znlEL
bound of L, 1 e
is
Equally, for any
\x m
Thus,
such that
if
we can
-l\ N and n > N,
\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
an upper bound of L. Hence there exists
Because
>
minimum.
Proof The
Let e
Proof Let e
Cauchy sequence.
is a
(i)
find a
subsequence
<
xm
such that, for any r
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,
Any Cauchy sequence
bounded.
Cauchy sequence. It is true that, for any e > 0, we

- x m < e. In partican find an N such that, for any n > N and any m > N, x n
for any n>Ni
that,
t such
cular, this is true when e = 1 i.e. there exists an
Proof Let <x> be
(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
sequence such that * r ->
-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 + !
\>(l-e) n r-> + asr^.
Hence a^0asn- M (theorem
and thus S*-i a n
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
.).
Proposition 8.4 Let /be defined
*
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
/>
Proof The text

take e
>
so small that
if
<
1,
indicates the
e>
(i)
>
as
-*
|.
>
Let e
be given. Then we
such that
8.3). Hence
for the case
<
If /
>
1 ,
we may
Then, for a sufficiently large value of /V,
Similarly, %
implies that
(ii)
"N+2
given.
<*<g+5
Suppose that /(*)
We
implies that
<
/(*) -l\<e. Thus /(*) -* /
can find a 5j
-*
>
as
/(*)
Hence
?<*<? + 5
-* g +.
- and /(*) *
-* %
such that
- g 1< 8.
as
proof
0<|*-l<5.But-5<*< implies that < * - % |< 5

- 1< e. Thus /(*) * as
| - 6 < * < g implies that /(*)
provided that
/.
the series diverges and,
1,
Suppose that /(*)
interval (a, b) except possibly
on an
+ g if and only if /(x) -Was* * | -and
|/(*)-/|<e
(see
If
/(*)->/ as x->+.
Tests for convergence of series
8.5
as
as
+g
+. Let e
>
be
- < e provided that

/
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
and so 2~=i a n diverges.
Proposition 6.18 (nth root test) Let

lim sup |a n
1/n
|
'
>
e
2 =! a be
a series
which
satisfies
Let 5
/.
<
any n
<
Proof Let x n =
we may choose e >

follows that we can find an
From
\a n |"". If
exercise 5.15(4)
it
<
>

1,
min
{S, , 5 2 }
such that /(*)
< 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
Proposition 8.12 Let /and
< +e
\a n
2=1
comparison
(/
<(/ +
)".
e)" converges, the convergence of
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
a n follows from the
(i)
test.
(ii)
X/(*) + pg(x)
->
+ (WW
X/
/(*)(*) ^/ as*
as
interval except possibly
* m as * - g and suppose
Appendix
166
f(x)/g(x) -* l/m as x -* (provided
(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
+ Mf (*) ~* M + A"" as* * f.
(iii)
+ c} dt =
hztP=
Proof
m\U+c)
same way.
are proved in exactly the
Proposition 8.14 Let
in 13.2.
/,
-*
Suppose that g(x)
/be continuous on
[a,
b] and let c be constant.
have
and
(a, b).
proved
Proposition 13. 7 Let
g and h be defined on (a, b) except

as x -* , h (x) -> / as x + and that
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
>y} denote a partition of [a,b].
mj/ +c) = c +
Similarly
g(x)<f(x)<h(x)
f{t) dt +c(h-
<x<y,
is
Then
we
Appealing to theorem 8.9 again
(ii)
8.8
.)
*/(*n) + Atf(*n)
Items
767
Appendix
It
follows that
mg* e\yk -yk_t )
fe=i
except possibly when
X %. Then fix) -* I
Proof Let < x > be

(n
1,2,
/i(*n) ->
as
that/(#)
.)
->
and x
->
-* .
x -*
a sequence of points of (a, ) such that
as n
->
-* oo. Since g-(x)

as
as
By theorem 8.9,#(x)->/
</(x)
Hence /(x)
as
< /z(x) it follows from
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
> 0, we can find
a"
>
{f(t)
\
Ja
Proposition 9.3 Let /be defined on an interval. Then /is continuous
+ c} dt =
sup {S if
p
such that
sup
y& /and \x y <5.

Proof If */ but not an endpoint of/ then the condition y G / and
x y < 5 just the same as x y |< 5 provided that 8 sufficiently small.
provided that
is
""*/(*) as y * x,
i.e.
cib
sup
p
{S\P) + cib -a)}
-a) =
l"
Ja
is a
f(t)dt
function which
is
+ c(b-a).
continuous
and non-negative on the open

and
i.e.
Suppose also that /is continuous on /
interval /.
satisfies
is
/is continuous at x.
Suppose that x / and is a left hand endpoint of /. The the condition y G I

and x y < 5 reduces tox<y<x + 8, provided that 5 is sufficiently small.
The criterion of the proposition therefore reduces to/(^) ~*f(x) asy -*x +,
|
n iP)}+
Proposition 13.29 Suppose that
(xG/).
|/(*)|<0(X)
criterion given in the proposition therefore reduces to the assertion that
f(y)
\P)}
is
{S<-
*c
l/(*)-/O0Ke
The
(n-yfe-i)
fe=l
fe=l
theorem 4.10
improper integral of (p over the
If the
interval /exists, then so does that of/.
Proof We consider only the case when /
= (0, )
and the integral
/is continuous on the right at x. Similarly
if
x G/and
is
a right
= P
hand end-
<t>ix)dx
point.
exists. Let
Propositions 9.4, 9.5 and 9.6 are entirely
trivial
consequences of the results
indicated in the text.
Then the
Also
f"
Jn-l
series
/(*)<**;
2~=i b
is
bn=r
Jn-1
convergent
series
<Kx)dx
1,2,...).
of non-negative terms (with
sum
/).
\a n
and hence
\ 0, we may take N to be
Given any
the convergence of the series
(-!)
m =
169
Appendix
Appendix
168
the smallest natural
number
Put 5
satis-
= x
|
a*o"
For values of y satisfying
\.
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
î
X = x ? and F = y
where
<&;v->-0as
(Y"-
(Y"' 1
+Y"~2 X+
-X n ~
+ YX"'2 + X"' ) - nl"

1
...
+ x(r n_2 - x"- 2 ) + ...+ X"-\Y- X).
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
Continuity and differentiation of power series
the use of the formula
Proposition 15.8 Suppose that the power series
+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
the endpoints). Moreover
y n -z"
r-AT
f(x)=
X mdx-HT'1
n=l
Proof Let the
*,,
and
m - ly-|KI*-tl +
-nJC n-I <-(n-i}ijr
radius of convergence of the
power
series
nH
i
|y-jfK
-+0as
K-i-AT.
is
It
follows that /is differentiable at each
in /
which
is
not an endpoint and
M#**.
->
x
right hand continuity at the endpoints

happen to belong to /. A somewhat
deal with this question which is the subject
There remains the question of left or
-f1
n-1
x-
-/?
of the interval of convergence
more
From the formula of 15.1
subtle argument
is
/, if
these
required to
matter of Abel's theorem quoted below.

l/n
lim sup |a n l"

n~>
1-Xbl
be R.
/'(.*)
lAKir-jriJî^Ti
[X-f|<|ar -||<fi.
Hence
-
any point of / other than an endpoint. We can then

find another point x of / so that x lies between and x and thus
Suppose that X
n(n-\)
lim sup
n*-
Abel's theorem If the series Sfe =0 a k converges, then
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
This concludes the proof.
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
> m > N and < x <
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

sum on
-e + -e.
the right
such that, for
hand
any x
side tends to
satisfying
\-8<x<\,
N
t\a n \(l-x")<\e.
3
k=o
> 0, we have therefore

-5<x<
Given any e
fying
Stirling's
formula
The proof of proposition 17.2
Z
Abel's
18.10
found a 6
>
such that, for any
satis-
is
completed
in exercises 17.4(1
and
2).
173
Solutions to exercises (1.8, 1.12)
5-3>4-l
Note
(exercise
inequality
There
x2 =
x =
are three possibilities:
0. In the
second case rule
Rewrite the third possibility
= 0.x<x.x = x 2
We
(i)
We are given that

= b.b>l.b = b.
(ii)
> 0, x < 0. In the
yields that
case
= x.x >0.x = 0.
we may apply
rule III.
>
6 Take
Since b
> we may apply
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
an even natural number
aft
(rule III),
and 6" 1
v46
>
+ 4)4
(a
(example
= x 2h =
(x
R 2
)
all
(rule II).
1.5), it follows
tion has exactly
from
two
Next suppose
rule III
+A
+ B'
The second
.*"
half of the inequality to be demonstrated
is
obtained simi-
>b
c> d. Then, by rule U,a+c>b + c and

c>b + d (rule
If b >
and d > 0, we first observe that c > d > 0. Then, by rule
III, ac > be and 6c > W, Hence ac > M (rule I).
Suppose that a
b
+ c>b+d.
and
Hence a +
4 Substitute the values a

(ii).
7 72
We
be expressed
in the
form n
2k.
=y
<
is
odd. If y
there
has exactly one solution. Ifiy
when n
is
and one negative.

is no difficulty in showing
>0, there is exactly one
solutions, one positive
that
odd.
If
is
the only solution because
< 0, we use the
and only one solution and hence the same
larly.
may
values
that*"
it
>0
positive solution and this
4.
of* (exercise 1.8(1)). Hence, if y < 0, x" = y has no

The equation x" = has only the solution x = since x =
implies that x" =t 0. Uy > 0, our assumption about the existence of
nth roots assures of the existence of a unique x>0 such that x" = y.
But, since n is even, x" = y if and only if ( x)" =y. Hence the equa-
that
= d = 2 in
and b
>0 and
and d >
e>0,b<a + e and a e < b. Since b < a + e for

b < a (example .7). Since a 
when b
solutions.
that
+ B)
we take a
if
true
But then
for
/4
we
(ii),
have, for any
> 0,
x"
a.
However,
.8(3)).
(iii) is
Exercise 1.12
bB >0,
2 Since
other hand inequality
Then
= a.
b
We
any e > 0,
i.e.x
>
Since a
2
a;
5
first
>x and apply rule IV. Then

2
>0 or 2 = 0.
the form
casex 2 >0,
<a<
are given that
0. a<a.a<l.a
III
iii
In each
0,
12.
= (-l)(-l)>(-2)(-2) =
Exercise 1.8
that the inequalities are false in spite of the fact that
> 0. On the
>
i.e.
SOLUTIONS TO EXERCISES
I).
5,b
= 4, c =
obtain the false assertions
3,d
in inequalities (i)
and
x"=y.
is
true
<
implies
= y has one
of ( xf = y, i.e.
fact that z"
74
(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,
prove the results
(ii)
when
and (iii) in the case when r and

r and s are any rational num-
,/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
the unique positive solution
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)
yz = ry)" m (zp ) ,/m =

=
(yzf'
1/m
{{(y )
pq/mn
>
(i)
=yz.
when r
in the general case
Consider, for example, the case n
= 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)
a.

\a\ < b. From theorem
>
follows
that -fc< a < 6.
6.
It
a<
i.e.
a
<6
and
b,
Hence a
each
(ii) Suppose that -b<a<b. Then a 0 and

x-p<0. Hence (x - a)(x - < 0. When < a, x - a < and
- a)(x - 0) > 0. When *>/3,x-a>0
x - < 0. and therefore
and x > and therefore (* a)(x
> 0.
c
-z k +z k -y k ?
1/2
[,'
(ypnyimnf qm\Vmn
4 Write ax + bx + c = a(x
+ bx +
(x k
<
'Complete the square'
that (xj,x 2 ,x 3),
1/2
\l/2
(3
and suppose
given by
fe
yP""y<""
=3
(z
,JS8
>"
y(P" + f")/mn
U.)
trih z 2 ,z 3) are the co-ordinates of the vertices of a

(y lt y 2 ,y 3)
angle in three dimensional space. The length of the side joining the firs',
and
m =
(yzf
00 Iff =
_
and
LI
integers).
\l/2
(Cauchy-Schwarz
mn = y. To
yz
the unique positive solution of x"
prove
and
ax
6?
observe that
(c),
r+s
1/2 /
n
\fc=i
fc=i
the unique positive solution of x
is
fc=i
and hence (y Um ) Vn
ah b k
fe=i
i.e.
= (y) '". To prove (b), observe that

1/m 1/ m " =
Vm /n n m = (y" m m =
"}
{(y
{{(y
y } }
)
)
y
observe that
v ") m
(y /)"
(J)
+<(ai +a 2 + ...+a n ) \a,

-+J+...
a
(b)0 1/m )"" = y umn
(y" n ) mn
=
(y
Vn
and hence
prove
= 0, i.e. x = bjla.
"")"*}"
{(}>
helpful to have available the following preliminary results in
it is
To
which m and n denote natural numbers:
(a)O
Apply the Cauchy-Schwarz inequality using the numbers \Ja\,\Ja 2

l/y/a. We obtain
,\Jan and 1/Va,,
64.
take for granted the truth of (i),
s are integers.
81
+ bx + c>c -\b 2 a'
with equality when lax
_1_
3 4
1 75
12
( 1.
- 4ac)}/4a.
2
From theorem
1.18,
1 76
\c-d\>\c\~\d\
equivalent to %
77
>x > g -5. But ft - 5, % + 5) =
{x:-5<;c< + 6}.
and
\c-d\
= \d-c\>\d\-\c\ =
-{|c|
Idl}.
- {kl - \d\) < k - d\ < {kl - \d\} and the
Thus,
result follows
bounded above; some upper bounds

upper bound is 1 no maximum.
(i) (0, 1):
smallest
from
exercise 1.20(1).
and
the
( ,
(ii)
are 100, 2
2]
bounded above; some upper bounds are 100, 3 and

bound is 2 and this is also a maximum.
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).
4 Suppose that r + s\/2
t,
(iv) (3, ):
where
t is
rational.
Then, provided
vi - =.
4
so
right
we have
We
hand
side of this equation
is
bounded above; some upper bounds are 100, 2 and

upper bound is 1 and this is also a maximum.
a contradiction.
are given that
a=
equation ax
satisfies the
+ bx + c =
{1,0,2,
2as
br
c}
{2a
+ b}s^2 =
0.
- sy/2) + b(r - sy/2) + c =
a(r
follows that (2a
it
{ar
2as
br
+ b)s = 0.
Thus
the
10, - 1, and 0; the
bounded below; some lower bounds are 10, 2

bound is and this is also a minimum.
1
bounded below; some lower bounds

lower bound is 3; no minimum.
are
0,
2 and 3 ; the
bounded below; some lower bounds are 10,-1 and 0;

lower bound is and this is also a minimum.
(v) [0, 1]
Since a,b,c,s and r are rational,
5}:
the largest lower
1 ;
unbounded below.
and
largest
2
are
(iv) (3, ):
+ sy/2) 2 +b(r + s\/2) + c =
{ar
2\.
(iii)
0.
Hence
a(r
( <*>,
(ii)
+ s\/2
bounded below; some lower bounds

lower bound is 0; no minimum.
(0, 1):
(i)
largest
number (why?) and
a rational
unbounded above.
(v) [0,1]:
s = 0,
smallest
But the
bounded above; some upper bounds are 100,6 and

upper bound is 5 and this is also a maximum.
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.
= \x. No m e (0, ) can
element of the
6 Suppose that
m = 3n Then m divisible by 3 and hence m

m = 2k + or m = 3k + 2.) Hence m = 3k. But
2
3n
is
i.e.
False
(ii)
true
Exercise 2.13
1
Since
last
1.20(1),
inequality
B=
sup
is
S,x<B for each x G S. But

it is true that x^S. Hence x < B
an upper bound for
S C5 means that, for each x G S

Thus B is an upper bound
for each x G S
,
as large as the smallest
(iii)
true
(iv) false
T=
(v) true.
2 By exercise
is
a smaller
set.
upper bound sup
S and
i.e. sup S
for
,
2 The proof is very similar to that of theorem 2.12. Let
Exercise 2.10
(i)
\m is
is
because
2k = n and so n is also divisible by 3.

Suppose that m = 2n 3 Then m 3 is divisible by 2 and hence m is
3
divisible by 2. (Try w = 2k + 1 .) Hence m = 2&. But then 8A: = 2n\
3
3
i.e. 4 = and so n is also divisible by 2.
then 9&
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
< B for any x G S, it is
< \ + B for any x G S and hence
for T. If
C is
the smallest upper
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 | <
Solutions to exercises (2.13)
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<
have shown that
is
If/ is an open interval other than
an
supremum
Hence
B=
We may
= { x
< 5 for any x G 5 it is

B a lower bound
for T. If C is the largest lower bound for T,
follows that C > B.
On the other hand, y C for any y G 7" and therefore j> < C for
any 7 G T. Since 5 = {y :y&T), it follows that C an upper
Let
5 and
sup
G 5}.
x > B for any x G S and
true that
Since
hence that
then can be taken as
or
or infimum (at least one of these
its
must exist).
C = + tf
6
let 7"
179
assume that the
(otherwise the problem
To
set
is
Let
it
ft
is
S and Thave no elements
sets
is trivial).
not empty because
GT
in
common
With reference to the given 'hint', the

.
The
set
is
bounded below by
s.
= inf TV
~5*
is
bound
S and
for
therefore that
OB.
We have shown that C > -B and C<B. Hence C = -5.

To obtain the required analogues, consider a non-empty set
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,
an upper bound for
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 the set
for all
>
such that
G S and hence
-\
smaller than the smallest upper bound.
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
example for which
find an h
<%-h
= inf 5, consider instead d{~ I,
Since
G S. But
for
then
-x for each x G 5. We therefore
a lower
is false,
ft
l--<l-ft
sup S. Then
ft
^ T, then
for D. Exercise 4(iv) provides an
have to show that no
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
an upper bound for N. This
is
bound for S.
therefore
no n G [^ is
maximum.
For
has
no
The set S
is
h-1 =
%~x = S-B+B-x = $-B+\B-x\.
ft"
a contradiction
and
the smallest upper
it
true that
1.
Hence, by exercise 2.13(2),
x|
x es
inf
= -fi+
%
inf
* 4s
and therefore d(|, 5) = - + d(B, S). But - B > 0, t/(Z?, S) >

and d(t, S) = 0. It follows that = 5 and hence G /. Similarly if
a lower
bound
for
/.
2 Suppose that S
\B-x\
BX'
X">BX'
Since
is
X"* l >B.
is
bounded above. Then
it
has a smallest upper
cannot be an upper bound, there exists an n
G N
bound B.
such that
180
Hence
It is
not an upper bound for
is
clear the
lower bound
xn
>h
l\"
(i.e.
for T.
Suppose
> 0). Then, for any S
and we have a contradiction.
>*>
bound
a lower
is
that h
is
a larger
Exercise 3.11
1
fsj,
+ n 2 and let P(n) be the proposition that

+
Theni'(l)
is true because s, = 1 and
+
1)s'= ( + 0(2n
=
assume
that P(n) is true and try and
+
We
next
+
1)
l(l
1)(2
deduce thatPî + 1) is true.
(i)Lets=
which contradicts the
G M}
S = {(llx)":n
follows that the set
first
part
bounded above by h' 1
is
2'?
be a non-empty set of integers which
maximum of the
is
\n(n
l)(2n
l){(2n
1)(
+ (n +
1)
+ 6(n +
1)
2)(2
3)
l)
(assuming P(n) true)
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
next assume that P(n)
is
let
1).
P(n) be the proposition that

2
andjl 2 (l + 1) =
and deduce that P(n + 1) is
true because s,
true and try
1.
true.
N is unbounded above, there exists a natural number n such that

n>(b a)" Otherwise (b a)~' would be an upper bound for f^. Let
m be the smallest integer satisfying m>an. Then m < an. Hence
4 Since
s n +i
+ 2 3 +... + 3 + (+l) 3 =
\n
$n
+ (+l) 3
1)V + 4n + 4) =
l)
(n
(n
(assuming P(n) true)
m
m
a < and < a + < a
1
(b-a) =
|(
$\n
2)
2
.
2 Let P(n) be the assertion
as required.
1
Suppose thatm &S. Then

cannot be
It is
(0
maximum.
obvious that
< H<
1)
\{tn
+ I)G5and^(m + \)>m.
Similarly
is
Hence
Suppose that
number
such that
element of S larger than//. Thus
A similar argument shows
that
H<r<\. But
is
is
Provided
this
were a smaller upper bound. By exercise 3.6(4) we could
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)
the largest lower
true,
-x
-x
then r would be an
l-x"
the smallest upper bound.
is
n+l
+x"
-x
l-x
bound.
n+2
We know
rational
that
all
numbers of
the
and non-zero (exercise
find a rational
number r such
form r\j2
.20(4)).
By
are irrational provided r
exercise 3.16(4)
we
is
can
that
and therefore P(n + 1) is true.

The second formula of the question
(Note that,
and hence a
rational
< r\j2 < b. (If r happens to be zero, locate a second

satisfying
<s\J7 < b.)
-x
\-x
if a
3 Suppose that
number s
P(x)
=b
P(!-)
or b
= 0, the
is
formula
obtained by writing a- =a/b.

is
obviously true.)
= 0. Then
= P(x)-PQ)
=
a n {x
-% n ) + a n .
{x"-
-% n )+
i
...+
ai {x-%).
182
By
the previous question
x*-r =
(*->(*
we have
&-2
fe-l -L
- l)
f-fe-1
Fk _
/>(*)
We
(*
(x)
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=
= (x li)2i(x) where Qi(x) of degree n

Then = P(% 2) = (2 - f OGi(h). Since ? 2 # | b follows that
Qi{% 2 ) = and hence that Q (x) = (x - % 2 )Q 2 (x) where Q 2 (*) is of
degree n 2. ThusP(x) = (x i)(x % 2 )Q 2 (x). Next consider 3 and
the
li1
_n+I -sts
6*
a"
+r
l-fc-2 J.
=
where
183
P(x)
is
number k for which P(k) is false. Since

= 2 N > k.
unbounded above, we can find an
Now put S = {n i>(") is false and n < M). This is a non-empty set of
natural numbers which is bounded above. From exercise 3.6(3) it has a
maximum element m. The assertion P(n) is true for m < n < and
hence P(m + 1) is true. But P(m + 1) implies P(m) and hence we have
Suppose there
the set {2" n
:
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)!
Let P{n) be the assertion that

If x
(a
+ b)"=
\a-
r r
> y, the result follows on writing a = x

,/
.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
+\
and so we simply need to find an

I
+1
U""' 6'+
"J*""**
,7TT
i.e.
<e
>N,
second sum. Then
(a
a value of A' such that, for
But
r+I
r = n\>-
We
> be given. We must find

2 -\
n
-1 <e.
n 2 +l
Let e
+\
184

2
n +
> 2/e.
N = (2/e)
Choose
+ \>n
>N
1/2
We have shown
(2/e)
that, given
any e
> 0, we can find an /V (namely
>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
'
not even defined for odd n. Hence
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
Then, for any n
185
Solutions to exercises (4.20
We must
find a value of TV such that, for any
x+x"
lim
\l+x n
>N,
1)
< <
jc
(*<-!).
<e
i.e.
r >l/e.
We choose N = (1 /e) 1/r

n
>N
Then, for any
> TV,
limit
1/e
undefined
and the
result follows.
>
3 Let e
\\x n
If
there
are given that
find an
\x n
We must
find a value
of
N such that, for any n > N,
-\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
-*-
follows from the sandwich theorem that
* .
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
number such thatN>x. Then,
" T'2'Nl'N'"N
2 N-l N
Exercise 4.20
1
the smallest natural
Then x"
as
-><.
Hence
-*
as
-*
and the
result follows
from the
186
Solutions to exercises (4.20, 4.29"J

5
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
\.
true for any e
is
conclude that, for
xn
>l~\l -
n>N,
(i)
Let //
>
be given.
as
by the sandwich theorem.
exists an
JV6 N
when e "|l (for an

we therefore have
true
that
We
have to find an
G M} is unbounded above (exercise

N >H. If n >N, then
2">2 N
>H
3.6(2)), there
such that 2
wish to prove that
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
H, Hence (1) holds provided 3
Exercise 4.29
>
be given.
||x-/|-0|<e.
We
We
one
may
appeal to the inequality
proved by induction.)
have to find an
therefore take
N = H2
The sequence <( l)"n) cannot converge because it is unbounded.

+ because its odd terms are all negative. It can-
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
result follows. (Alternatively
{n
Let
(ii)
(i)
it is
W = A^). For > TV,
T>H.
:
n>N,
Since the set {2"
and thus nx"
any
that, for
\.
N such
> 0, then
appropriate value of N, say
n>N,
x n \<\Na+1 x n
(n
exists an
/-e<^:</ + e.
a+i
We
the sandwich theorem.
i.e.
1/iVK-UV'Q+l^jVl
* by
as n
|/|
1*1.
follows that, for
We
\x n -*
-l|<e.
l*B
Un>N,
l)
just
|-|/ll<U-/|
||.x n
2 For any e > 0, there
consider the expression

a+l
n a+1x n
is
\x\<l.
iOr-Hn
+1
x +
(n+lf
\(n
and so what has to be proved
1\
-* .
exercise 1.20(2),
and hence
a+ 1
(1
this is a contradiction (see
We W,
some
By
(ii)
\x
/|
the definition of x n -* / as
187
xn
* . Let H >
(i)
Suppose
an
N such that, for any n >N,
\/x n
But
that
as
even terms are
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
Solu [ions to exercises
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=
a value of n GN for which no x G S can be found

x\< 1/h. Then 1/n a lower bound for the set
-*
i-
contradicts the assertion that
- follows
as
= sup S,
from
||
jc| <
S is unbounded above,
l/ (
dQ, S) =
2,
Suppose that 1/n ->
.)
rf(|,
5)
= 0.
It
> n.
n+
as
follows that
X n -1
then, given any n
Hence x n
->
GH, we can
+ as n
as n
We
-*
increases
x n+1
= P. Since / >
we deduce
a<x n < bby induction. It

a < x n < b, follows that
2
x% + ka>a a + k = 0.
is
that
a =
Hence
that
given that a
<
.).
Observe
x n)
has the opposite sign tox.. 2
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<
6, it is easily seen that the geometric
example 3.10) and the harmonic
mean//=
mean
{\(\ja
G = V(a&) (see
1
1/6)}" (see
exercise 1.12(5)) satisfy
a<H<G <b.
-b =xl+k-b<b 2 -b + k =
Hencea<x n+ <
,
both
+m'
+ Im =
It
it
b.
positive.)
0.
(Note that the condition
the quadratic equation

are
l+*- 2
and the other decreases. (In fact (x 2n
=
1
Similarly
xn + s
and decreases if -X 3 < x t .)

That both sequences converge follow from theorem 4.17. Suppose
that x 2n * I as n -* and that x 2n - 1 "* W as n -* . Then
5.2 that
(example 4.14). Thus n v2 " -> / as n -*
prove that
we assume
(n
an induction argument that one of the sequences <x 2n ) and <x 2n _j>
-> .
* . It follows from theorem
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 =
But b cannot be the infimum of the
not a lower bound. Hence
it is
shown by induction
part of the question that a sequence Cc n > of
first
x n G S such that* n
(2rt)
a, it converges.
->-/as ^-.
that
points of S can be found such thatJ n - as - . (Note that the

terms of this sequence are not necessarily distinct.)
It is easily
then from exercise 2.13(5ii)
follows from the
If
is
cause of the sandwich theorem.

If
Thenx n +
is
{\%x\:xGS} which
That x
-+ .
= aotl = b.
sequence (x> because
satisfying
bounded below by
is
k.
This implies that
bounded below.
6 Suppose there
b (see exercise 1.12(4)). This
< x n + <x n < b.
is
increases, then, for
+ oo.
<x n <
because a
Since Cc> decreases and
unbounded above, there exists an N such

any n >N,x >xN > H. It
Similarly in the case when 0c) decreases and is
Cx)
If
+ k.
completes the proof that a
one simply has to reverse the above argument.

5
xn = xn
xn + l
>H.
To prove
(ii)
Next consider
fx.-OKJT
\lx n
i.e.
189
Solutions to exercises (5. 7)
n>N,
any
that, for
(4. 29, 5. 7)
x2 x + k =
We
< k <$ ensures that
has two real roots and that these
are given
h= x i<yi=
1.
On
the assumption that
x n _,
x n-l< x n<y n -l
because
xn
is
the geometric
mean ofx n _, andj'n-!. Further
<^ n _
1,
190
xn
Solutions to exercises (5.
<y n <y n -i
because y n
is
mean of x n and y n -j.
tion that x_i
<x n <y n <y.
("
= 2,
3,
It
.).
and is bounded above by y% 1. The

sequence (y n ) decreases and is bounded below by Xi = \. Hence both
sequences converge. Suppose that x n -* I as n -* and y n -> m as n ->
The sequence
bounded above. Note that the

when n is sufficiently large.
follows by induc-
(x n ) increases
convergent since
limit
is
it
positive since
increases
1
+ y/n
is
and
is
positive
x2
]
is
6 From the previous question we know that the sequence
Then
I
i9/
5.73^
follows that -the sequence
It
the harmonic
7,
Im
~n 2
converges to a positive limit
/.
follows that positive numbers a and b
It
can be found such that
\l
= m.
Both of these equations yield I
for sufficiently large values of n.

5
As
example 4.19 we apply the inequality of the geometric and
in
metic means with ai Ot
. .
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
a n are non-negative numbers
that the sequence increases
when
5.
15
For the sequence <(-
(-l)
only valid if a u a 2
then follows from the sandwich theorem and example
4.14.
Exercise
This analysis
<4 '"
Hence
and hence we have only shown
Hence
arith-
(_1)
2n
(l
-1
2"
l/2n)->
1)"(1
1
l/)> the set
1, 1}.
Observe that
as >?->
+ l/(2-l ))-*-!
(1
L = {-
as-*-
and the sequence possesses no subsequences which tend to a limit other

1
n-l
>0
i.e.n>\-y.
than
1+
in
<1+w+
Since there exists an
Note
+ ... + fi.
It
follows that
l/)
00
lim inf (- 1)"(1
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
where Cis a constant.
r &
1/n)
= (-1) 2 (1 +i) =
1/n)
= (-l)l (l + 1/0 = -2.
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
.
found such that
x-\<r<x+
1.
>i can
term
r,
with n 2
then be found such that
192
x-\<rn <x + \.
x nr
Continuing in this way we construct a subsequence
<r
>
and hence r fc
-*
The hypothesis of
all of whose terms
by
Thus /"+ e
M<M
>
find an
n>N such that x n >
can then deduce the existence of
exists an
> /"+ e. This contradicts the definition of /"(see

The corresponding
result for
Hs
>
Suppose that [
=1=
can find an
such that, for any
A'i
5.15(3)
we
that for any e
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
such that, for any
n>N2
any n
> N, inequalities (3) and (4) are
^.
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 <
The sequence <Mn ) decreases because we

and smaller
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
<
follows from theorem 4.17 that <M> con-
-* .
> n.
Xn +
are taking the
Suppose that n -+M as n

Suppose that x n -*lasr-+. Then, for n T
X n+i =
x n + 2~ x n + l ~ X n + \X n
I.
\X n *2
a lower bound for
-x m
+ am
Next observe
trivial.
the limit of a convergent subsequence, then
verges.
+ a"' +
-x n . +
-* .
-* I as
each stage of
\x n - 1
(Example 4.12).
xn
To prove
n -1
>N,
|x-/|<e.
is
result then follows.
2 Note
That x n
xn
Exercise 4.20(3) provides the example y n
- e < xn 0, choose N so large that, for any m>N,
<e
-a
The
Provided n
true simultaneously. Hence, for
-> / 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
e> 0, M < /"(see example
any
<,a
be given.
that
x m < \x n - X-i +
>N,x n >/ e.
A' such that, for any n
> n} and
true that for each A'
it is
convergent subsequence with limit
true for
lim I sup x k \
n->\h > n
)
N such that, for
+ e. From exercise
is
We conclude
i.e.
<l + e.
Since this
> b.
4 Suppose it is false that, for any e > 0, there

any n >jV, x < /"+ e. Then for some e >
an upper bound for the set {x k k
is
this
we can
< 1+ e.
xk
the question implies that Ce n ) contains a subsequence
>.
sandwich theorem.
the
KM
by theorem 4.23. From theorem 4.23 again it follows

This is true for each / e L and so /"< M.
that / <
From exercise 5.1 5(4) we know that, given any e > 0, we can find
an n such that, for any k > n,
are at least as large as b. By the Bolzano- Weierstrass

subsequence in turn contains a convergent subsequence
Suppose that x -* I as r
. Since x
b (r = 1 , 2,
.), it
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\
and so we may proceed
We
3rc-2
n(n
It
Put
<"
"*"
*n + l
^n +
2~X n +
= X n+ +
2~X n
l(x2
2*n
kxt).
have
as in the previous question.
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
-* .
4 Let <x n > be
a sequence of points in [a, Z>]. Since [a, fcj is bounded, the

sequence <*> is bounded. By the Bolzano-Weierstrass theorem, the
sequence therefore has a convergent subsequence (x >. Suppose that
n
Xn r
a
<
-*
as r -* 00. Since a
b.
Hence
< *r < 6,
it
Suppose that /is unbounded above. By exercise 4.29(6), we can find a

sequence <x n ) of points of / such that x n -*- + as - . But no subthis
is
a contradiction.
Hence / is bounded above. Let b = sup /. By theorem 4.29(6) we can

find a sequence 0e> of points of/ such that x n * b as n * . yl// subsequences of tx> also converge to b (theorem 5.2). Hence
Similarly for a
be I.
is
a cluster point of 5.
(theorem 4.25).
It
follows that, for
<Hb n
an
1,2,...).
Thus the convergence of S"= &n implies that of S = a by the

,
comparison
Since
test.
> 0, from exercise 4.29(2), there exists an N such
that, for
any n > N,
a n >\lb n
= inf /.
6 Let (x n ) be a sequence of distinct points of 5. Since (x n ) is bounded

contains a convergent subsequence (x n >. Suppose that x
as /
Then
A convergent sequence is bounded

some H,
(ae> converges to a point of [a, 6]
sequence of such a sequence can converge and so
it
and hence the convergence of 2=i a n implies that of 2~=i

comparison test.
* .
(i)
Take a n
and b
2
*"
00
it
follows that
n=l
= -. Since
diverges.
ft
by the
- diverges (theorem 6.5),
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
and hence the
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)
=~
the ratio test.
+ l)!)
(2(/i + 1))!
2
((
vergent series with
(2n)!
*
(!)
(n
(2
l)
test
may
_ ((n+l)l )\ n+l
an + l
-^TTyy.
an
2)(2n
asn
1)
(iii)
We
From
^7?^ 4
series therefore diverges,
as
"
Hence
as
S 2n
+ 2*2n "* I s
aS
-* o.
Exercise 7.16
The
series therefore converges because e
(iv)
Again the nth root
test
may
>
be applied.
5 1
Vn
n
,n
4"
1
as n
-*
The
series therefore diverges because e
< 4.
1
1
Y//////7\
1
2n
2|
sum of the
given conditionally con-
Observe that
il
An
this identity it follows that

1
n+
I-...
2k
n+2
2n
-+2
.+.
4n
-H-
2n
f3n
1
s.
"* -
use the nth root test
be applied.
The
n+
(2n)\
sum
series therefore converges.
Again the ratio
/ith partial
-3
4fl
+ 2
"*
+4
JL + _l_ + ...+i 1
Here s denotes the

(i)
-+
+2
5.11).
terms do not tend to zero (see example
series diverges
I + i-i + i
follows from the sandwich theorem that 2na 2n "*

l)a 2n ., -*
as n -* .
Similarly (2
converges by the comparison test (see theorem
Since the sequence (a> decreases,
bn
(-l,2,...)
This series converges by theorem 6.13.
(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
Solutions to exercises (7.1 6
Each
range
is
meets the graph in one and only one point. The
vertical line
{2, 5}.
199
The image of the
[1,2]
set
The
{5}.
is
and
inverse function therefore exists
1-v
r'o) = l+y
(Note that
/=
(0<y<\).
)-
The equation
y =
-x)
4x(l
<x <
does not have a unique solution x satisfying

satisfying
y 1 For example,
< <
44(1-1) =
Thusg" does not

The equation does not define a function from R to itself.
The value x = 2 is an example of an x for which no corresponding y
-f) =
4.|(1
for
each y
I.
exist.
(i)
exists.
(ii)
The equation does not define

x = is an example of an x
value
of y (namely
(iii)
and
satisfying 1 < x <
satisfying |xj
|.v|
1,
for
1) exist.
The equation does define
each x
from [ 1, 1] to R. The
which two corresponding values
a function
4 The function /has no inverse function. When^ = 1 for example, the

2
equation^ = x has no real solution at all.
The function g has an inverse function. For each>- > there exists
2
precisely one x >
such that y = x which we denote by y/y (see
1.9). Hence
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~
have j' =g(x)if and only ifx
We have
/o<fr)
O>0).
y/y
(y).
\x\.
(i)g-
g' 1 (y)
to [0, 1]. For
4/(*)(l -/(*))
\l
-x
\l
o g(x) = -%(*)) - r'OO
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
give different results
when x
and hence define
different functions.
that/"
In order
satisfying
(i)
We
apply exercise 2.13. Put
sup {f{x)
[0, 1] -* [0, 1] exist,
<y <
must be true
it
that, for each
c}
iES
the equation
sup {y
y
eT
sup
7= {f(x):x<= S}. Then
+ c]
y = c + sup
l-x
(ii)
has a unique solution
satisfying
<x<
This requirement
is
easily
Let
H =
y +yx =
x =
x
-y
l+y
sup fix);
es
checked by solving the equation
Then, for
fix)
all
*e S,
+ gix)<H + K
K =
sup gix).
6S
f(x).
200
and hence
H+K
an upper
is
bound
for the set
(ii)/00
5
{f(x)+g(x):xS}.
The
that equality need not hold, take
S=
[0, 1]
and
of*
).
sup
iss
es
> 0, we
must show how to
find a
i.e. 1
= e therefore
suffices.
follows from proposition 8.4 that
It
but
sup /(*)
+. Given any e
satisfying*
The choice
sup {/(*)+ #00}

X es
-* 1
-2|<e
provided that
2 as
< x < + 5. Since we are only concerned with values

> 1, we can replace /(*) by 3 *. The condition
-e<x<l + e.
1/00 -2|<e then becomes |3 -x 2| <e,
let
-x (0 <*< 1). Then

f(x) = x(0<x<l)andg(x) =
=
+
g(x)
<
x
<
Thus
(0
f(x)
1
->
201
15)
such that
1/00
result follows.
To show
>
(8.
lim
X - 1
=1+1=2.
#00
/OO
and
exists
is
continuous
equal to 2. Note that/(l)
point
at the
and so the function
is
not
Exercise 8.15
1
Since rational functions are continuous at every point at which they are
defined (theorem 8.13),
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)
and hence /(*) *
(x<\).
7x
Observe that
(*
+ x.
we
*=
deliberately exclude considera0,
it
follows that
that
/(*)
tion of the value of the function at
4 Let
3-JC
l+2*+* 2 -l =
Since in considering a limit as
0+5.0 +
=
3.0 + 7
/OO =
% as
2.
find a 5
choice 5
->
>
such that |*
%\ < e provided
= e clearly suffices.
by the sandwich theorem (proposition
8.14).
(0/00 +
5
>
2 as*
If>0,let0<Jr<$< Y and
take %
Given any e
> 0, we must show how to find a

LY
such that
1'
Y- \x-^\<\x 1 "'-^ /n \<-X lln X- \x-^

i
l/W-2Ke
provided that
of*
satisfying*
1/00
6 <x <
<
we can
- \e < x <
provided that
Since
we
are only concerned with values
by 2x. The condition

- 2|< e, i.e. 1 - |e < x < 1 +
replace /(*)
2| < e then becomes
therefore have lo find a 5

1
=y in exercise 3. 11 (6). If
X < x < Y,
\2x
>
such that
and the sandwich theorem applies.

To prove that /(*) -* as * -* +, we must show
> 0, we can find a 6 >

x Vn m |/n_ <
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
Solutions to exercises (8.20, 9.1 7)
Since this
is
true for any e
> 0,
it is
= h). We
(with an appropriate value of 6, say 6
is
> X,
it
follows that (7)
= g(x).
satisfied with;-
is
y = g(x) and
satisfied with
But
what we had
this is
hence that
to prove.
The problems of theorem 8.17 arise because of the possibility that

g(x) = r? for some values of x. In the above problem 77 is replaced by
therefore
+ which
then
is
a possible value for g.
not
obtain
3 Let e
>
be given.
We
have to find an
X such that, for any x > X,
\f(x)-l\<l
= l-Kf(x)<l +
i.e.O
provided that < \x - | <

h <x < +
(i) if < 0, an A >
can be found such that /"(x) <
Z-h<x<H+handx*t.
h and*
ft, i.e.
= 0, nothing of this sort
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
< \xf(x)\ < \x\
and so the
result follows
from the sandwich
theorem.
Exercise 9.17
that
|/fe(*))-/|<e
provided that
> X. Since /(y) -*
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
[0, 1], Recall that a rational
g(x)
>
Y.
a contradiction.
does not exist by the previous question.
that
A" = yjH suffices.
find an
(theorem 8.9). This
-*
x -*
>
* \ as x -*
that f(x)
Takex n =
lim
will suffice.
>H
provided that
/(x n )
-H' <x
(ii)
>-Hx
in turn equivalent to
and hence the choice 6
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
> 0, we must find a 5 >
as >> -*
l/0)-/|<e
Exercise 8.20
1
provided that
(ii) If /
Since /(y) ->
^ .
function is continuous wherever

is defined.
[0,
it
Continuous on (2, 2) and on

I ]. Note that the function has
a 'corner' at
204
,l "
Hence we can
sh
and b
find a
tinuous everywhere,
1
it
between a and b such that P()
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.)
4 Suppose that g can be found with /(g) > 0. Since fix) -* as x - + ,

we can find 6 > g such that, for any x > b, \f{x)\ < /(g). Also, since
f(x) -* as x -* , we can find a < g such that, for any x < a,
\f(x)\ </(g). By theorem 9.12, /attains a maximum on [a, b].
Suppose that /(t?) > f(x) (x E [a, b ] ). Then /(t?) > /(g) > f(x)
/(l)
< < P(b). Since P
that P(a)
follows from corollary 9.10 that there exists a g
[l
205
(iv)
A>
(9. 1 7)
(x
Not continuous on (2, 2) but

continuous on [0,1].
b]).
[a,
If a |
Hence/attains
maximum on
can be found for which /(g)
< 0,
R.
then a similar argument
shows the existence of a minimum on 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
therefore find a sequence (x n ) of points of / such that
l/(*)l
It
< \ l/(*-.)l 
<
<
-* . Since / is
l/fedl.
compact, the sequence (x n )
which converges to a point g
5.21(4)). Because /is continuous on /,/(*,.)-* /(g) as

osition 9.6).
Continuous on (
Continuous on (
and on
2, 2)
[0,1].
2, 2)
and
[0,1],
(ii)
\x n +
-* R be defined by g(x) = f{x) x

Then g is continuous on /.
Given any point g E I, let </> be a sequence of rational numbers in /
such that r -* g as n - . Then #(r) * g(g) as n * (proposition 9.6).
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
may deduce from
>0,
+a n . x n
lfa n
a polynomial of
an x
\f(x n )-f(x n
We
As in exercise 5.21(1), we may conclude that (x n > is a Cauchy sequence

and hence that 0c n > converges. Suppose that x n -* I as n -* . Because /
therefore we
is closed we have that / E I. But /is continuous on / and
(n
(prop-
Hence
|x B+1
2).
But g(r)
-x n =
I (exercise
0.
6 That /is continuous on / follows from proposition 9.3.
bounded on (2, 2): all but (i)

maximum on (2, 2): all but (i) and (v) attain a mini-
attain a
on (2,
and on
All of the functions except (v) are
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
prove the result by induction.
10.9(iii),
then
w*"
1 .
{Di+1fD
3 lfft>0,
and
-2 =
2/;
2-2
as
->
>x. Then, by
ft
g(0
-^
g}
withX = * and Y=y,
follows from the sandwich tlieorem that
then follows from proposition 8.4.
the other hand, if h
+ 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
exercise 3.1 1(6)
v I/n_ y l/n
1-2
+/!)'+
n -i
the proof continues as in the solution to exercise 3.1 1(4).
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 +
certainly holds for
It
-> 0.
as
mN. Then, by theorem
xm
207
Solutions to exercises (10.11. 10.15)
Solu tions to exercises (10.11)
-A-0
ft
as
ft
->
= -x^x~\
n
argument shows that the
= m/n
where
is
= (x g)R(x) where R
is
a polynomial of
3 (i)Z){l
+x" 27} 3/5 =
left
hand
limit is the same.
an integer and n a natural number. Then
m vn
D{x m,n } = D{(x ) } = -
ft
4 By exercise 3.1 1(3), Pfr)

degree n 1 Thus
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
apply these results
D p$) =
= /
+o+
<fc,
<)
(ft
+ i /o^dz^cd +
= 0,
!,..., -1).
+ xv
2}- V2
{1
+ le* +
*" 2)~ 1/2 (i +
+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,. ..,/)
to the 'Taylor polynomial'
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
and hence the stationary points are given by
3V(9-6)
x =
=-'(>)
^VS'
the compact interval [0, 3] is not attained at an

be achieved at a stationary point (theorem
must
endpoint, then
candidates for a point at which a maximum is
possible
only
1 1.2). The
= 0,x = 1 3" 1 ' 2 and* = 3. If /is evaluated
therefore
x
achieved are
If the
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
Observe that, for h
+ /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)
= f + hg satisfies F(ff) = Fib) and

We
thus
need
+ hgib)
i.e.
fib) -fid)
/(/(*))
f(fix))
A thoughtless
= /O) = -y =
-fix)
gib)-gia)'
and so
We
*.
obtain the existence of a
= f\%) =
G (a, b) such that
fm+hg'm
application of theorem 10.13 would yield

i.e.
Dfix)
Dfiy)
(V =/(*))
But the function /is not differentiable
h
at
any point - thus nothing can
= -'
g'm
and the
result follows.
be deduced from theorem 10.13.

3 Apply the previous result with b
Exercise 11.8
1
The stationary points

fix)
are the roots of the equation /'(x)
=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
'
Observe that % depends on the value of x, i.e. ' is a function of x\ By

-* a as x -* a. Moreover %i= a when x > a
exercise 8.1 5(4), we have %
and so
it
follows from theorem 8.17(ii), that
'y=x(x- l)(x-2)
fi%)
hm -7 =
,.
*-* a+ gii)
..
f(y)
hm ,,
y-**g(y)
.
provided that the second limit exists. The result follows.
lim
2
=
^~V(1
* V +y
" )
'
y -too"'
lim
X->0+
.
''
\X
21
Solu tions to exercises (11.8)
-V(l +x 2)
lim
211
Exercise 11.11
U -> U
Let /:
be defined by fix)
= x"
and apply Taylor's theorem
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
there exists a constant c such that fix)

1 1
%x 3 = c
may deduce the existence of numbers

that | <T?o<î<'7i<- -<g n -i <*?-,
<g n
(i
0,
l,...,n-l).
2
way we can demonstrate
But
{n
\%)
has the property that P^"\x)
'
n)m+En+v
to observe that, for
-!)( -* +l)g"-
By
X n + / (n
1
fe
i
l)
(7?)
0.
0!
Taylor's theorem
2
= 2+^4-" 2 +^-Ki-i)4- 3 2 +j? -ia-i)a-2)'?'
0+4)
1'
where
17 lies
0.
'
the existence of a such
that
f Mi%)-P
One then has
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)
theorem may be applied on the
interval [0, 1].
of a g (0, 1) such that /'(g) =

theorem may be applied on the
intervals [0, g]
0.
We
and so
f{x) =
A =
But then /(g) =

and
and
[g,
1 ]
a<b,A<B.
[0, 1].
with/(g n )
1
2s
result follows.
which
fix)
/(g)
xGl,
Â?) +
.-.
^9"/
(,,
- 1)
) +
Let
inf {y
:y>b and/O) =
found between
A and B
for
Since every open subinterval of
Hence, with the given information,

l}.
(8)
Also, the continuity of /implies that
exercise 4.29(6) and theorem 8.9]. But
point g for which /(g)
which /(C)
we know
(n>
and
this is a contradiction.
[0, 1]
45/2
3 By Taylor's theorem, for any
for
fix)
-v,
and so on.
x and .y
[use
fiA) =fiB) =
that a point C can be
Let*
and the
so Rolle's
= 1 we can find a point z for which /(z) =

< a < b < and (a, b) contains no point x for
sup{x:*<aand/(.x) = \}\B
Because
5/2
obtain the existence
This argument shows that between every pair of points
which f(x) f(y)

Suppose that
Rolle's
1,
we can
[0, 1]
contains a
find a sequence g of points of
such that %n -*x as^-. This implies that
because /is continuous.
some 7? between * and g. Since / is continuous at g, it follows

from exercise 8.15(6), that, if x is taken sufficiently close to g, then
(n)
(n,
(n)
/ (7?) will have the same sign as/ (g) (provided that/ (g) > 0).
for
The problem therefore reduces

hand side of (8) under the various
(n
>
to examining the sign of the right

cases listed.
and n even. Then the right hand side of (8) is positive

x sufficiently close to g and hence /has a local minimum at g.
(i)/
>(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
sufficiently close to f, then the right
> and negative if x < %.
is
similar to
(ii)
have
fix)
maximum.
obtain a local
and n odd. This case
213
3x 2
(*eR)
>0
and hence theorem 12.10
assures us of the existence of an inverse func-
R
f' R
lie unique value of x satisfying \=y
obviously x = 1 Hence
1
tion
see the diagram
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),
(vi) falls into
(iii).
We have f(a) < f(x) < f(b)
(a<x< b).
= -(_x+]) ll "(x+\)- --x

,
because n
i+
"'x-
<0 (x>0)
>
0(x)
>]
m=
lie in
Wm
y->*
(Kx<2)
<fi(x)=
lim
each*
+ as x
+> and /(x)
more
deduce that /is increasing given that

begin with that, if is continuous on [0,
difficult to
We show to
1 (GX<1).
1.
is
])
{0, 1}. But,
strictly increasing
on
an interval (theorem 9.9). Since f(x)

it
follows that /(R)
-*
=R
is
by theorem
9.9, the
is
con-
1],
then
image of
another interval. Hence either
= {1}. But the former case is impossible

Thus 0(x) = (0 < x <
because 0(0)
Let < x <y < 1 We know that fix) = Mix) and fiy) = M(y).
follows that / increases on [0,1].
Obviously Miy)>Mix) and
0([O, 1])
that 0([O,
an interval under a continuous function
* - as x -* ,
an endpoint.
< f(x) < Mix). It follows that
<x <
satisfying
{0} or 0([O, 1])
it
is
is
with
Mix)
4 Since/is continuous, /(R)
hence
in consistent
defined by
<X<
satisfying
We know
/W^,o.
y-**+
j
lim
+ R defined by /(a:) = x
required if %
= X and
/and. y >x, then f(y) >f{x). Hence
The function/: R
Rbut/'(0) = 0.
is
is
/(*)'
It is
that /(*)
and that 0(x) = or 0(x) =

=
Mix) for each x satisfying
If /increases on [0,1], then/(x)
=
is continuous.
(0 <x < 1). Thus
< x < 1 and hence 0(x)
(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&)
shows that the requirement that /be increasing cannot be abandoned

(although it might be replaced by some new condition).
Exercise 12.12
1
4"
>/(-!)
*f(%) this
12.5 and hence /(-) =/( +).
The function /:
and
find an
< /(*) < /$ +)
corollary
Of the
"
Suppose that % is not an endpoint of/. To show that /is continuous at

(see corollary 12.5).
, we need to prove that/(|-) =/(?+)
If /( -) < /( +) then we can find X such that /( -) < X </( +)
and X =#/(!). Choose a and ft in / so that a < % < b. Then /(a) < X <
f(b) and so
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
immediately that / is convex for x
The roots of the quadratic equation
3.x
> 2 and concave for x < 2.
12x
are
follows that /decreases on the interval [2
increases
A similar argument establishes
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
< a/(x) + 0/0) =
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
and a + (3 = 1 Since /is

on J. Thus
>
(1) of 12.13,
strictly increasing
strictly increasing
{aX+m
i
ar'(X) + $r\Y) = Qtx+$y<f~
")
and hence /"'
in
concave on J.
1
on /, then/" is strictly decreasing on
the proof is replaced by
If /is strictly decreasing

this case the last step in
J. In
af\X) + PrXY) = ax+Py>r\aX + 0Y)

and so/"
is
convex on
/.
4 By the mean value theorem, there

which
/(*)-/) _
=
= x,x 3 =y andx 2 = ax + /3y

a + 0=l,
2 Take*i
in (1)
x-%
of 12.13. Since
t]
between x and for
/'(*?)
Because /is convex,
its
and/'(r?) </'() if*
x 2 = ax +(1 -a)x 3
exists an
<
derivative increases.
Thus/'O?)
>f () 'x > %
I Hence
and
a =
x3
-x 2
X3
Xi
Thus (1) of 12.13

(*3 -*l)/(*2)
Consider
X 2 ~Xi
This
(*3
is
above any tangent drawn
)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{)
< (x 2 -x,)/(*3) - (x 2 -x,)/^,)

If/ is concave the inequality should be reversed.
i.e.
The geometry of
(x 3
lies
to the graph.
i-=/U)
equivalent to
< (*3 -X 2 )f(X ) + (X -X
now
/(* 2 )-/T*i)
is
Geometrically the result asserts that the graph of the function
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)
<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
follows that /"()
for
all
a = m/n
x,=x 2 =
+ X2 +
+ X n _] + X
<- {/(xi) + /(* 2
If
.
+ /(* - 0}
follows.
rational
number
<a <
satisfying
We may
write
= a, then = (/; w)/ Apply inequality ( 0)

=x n = y. Then
.=x m = xandx m + =x m + 2 =
&
.
with
values of % and therefore /is con-
/(ax +0>O </(*) + 0/00.
1.7).
assertion that
.+x n
-) /(*)
and P(n 1 )
Let a be a
If
Xi+X 2 +
l(n-l)X + X
Hence
/(*) >/KS) + /'(* ->-* +as* -*- ~.
6 Let P(n) be the
1) holds.
<-{/X*l) + ---+/(*n-l)+/W}.
Similarly, if /'()< 0,
It
X\
= /
obtain
> 0. Then, using question 4,

+ f'(Mm ~ D - + as x * + ..
stant (theorem
continuous
5 Suppose that /'(I)

/(*)
'
+ /(*am)}-
*'(/+)
0(/)
+ /(* 2 '" )}
'
'
'
and hence
x,
+ " + /(* m)} +

{f(Xm + t) +
2m
+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)
decreasing and bounded below,
-* I as n -* .
and
1
*
Write
and hence we would have <t>'(y) =

On the other hand, by the inequality of the
*(*n + l) -0(*n) >*'(**)(*,. + l-*n)
+*
assume that P(n) holds and seek to deduce that P{n
part of the question,
first
xn
> 0. (We cannot have <p'(x) =
0' is increasing
< x)). Thusxn+1 <x n
(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
sequence <a> of rational numbers such that
< a n f(x) +
(11)
a n - a =
as
n f(y)
(w
2,
-> .
We
have
.)
Since /is continuous, consideration of the limit shows that (1 1) holds
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
^Tî-4
is
irrational.
Exercise 13.18
-(x,+
..
+x m ) + -(x m + +
1
.+x 2m
If
H,
we have
for
X"
any x
)\
/J
and hence the
result follows
from theorem 13.14.
218
If
number
replaced by a rational
is
# 1, the same argument

a
The restriction < a < b is required because x need not be

0:
defined for* <0 (e.g. if a = 2,;c is not defined for* = 0).
=
If a
1, the argument fails. (Why?)
applies.
{2{F{t)Y
is
x=
not defined when
(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
and, in fact, has an unpleasant
13.23,
'singularity' at this point.
3 As in example 13.17, we obtain
^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.
appeal to the intermediate value theorem (corollary 9.10). The
We now
a
< J o" f(t)g(t) dt<M ja"
g(t) dt
j^
[a,
b] and hence a %
[a,
b] can be found such that
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,
b], then the
result reduces to
Exercise 13.26
1
b]
[a,
b],g(%)
a subinterval [c,
> 0. Then, because #
is
F(b)-F(a) = F'()(b-a)
con-
d\ containing can be found for
which
is
the
mean
value theorem
(i.e.
theorem
1.6) for the function F.
which
f(*)>k(D
(c<x<d)
We
b
(proof?). But then
ja
g(t) dt
ja
>
jg
have
g(t) dt
> \g()(d - c) > 0.
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
3 Observe that F'(t)=f(t)
1)
result follows.
dt
< f
> {F(t)}
{F(t)}'
xn
U2
/()
the previous question and
b] such that
(x
noG(t) dt.
jl
< < b) we may apply
deduce the existence of

2
Jj05 ^
+ /(*) j{
(theorem 13.12). Hence

6
F\t) dt
(theorem 13.23)
We
integrate the given integral
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.
(v) reduces to (vi).
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 ~
<
13.29 (see example 13.30).
(iv)
(*
existence of the improper integral then follows from proposition
The
+ J* (n-\)(x-t)"- 2f -"- 1) (t)dt
221
Observe that, by question 4 above,
= 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
the first integral
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
After theorem 13.32
proper integral
H such
that
dx_
s:
xa
(exercise 13. 34(1 v)).
= +2 j
it is
urfzi
-
as z
*
t
(1-0)0 +v)
enough to
establish the existence of the im-
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
strictly increasing, it follows that
= 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
the above inequality.
\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 <
and only ifx
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,
*>),
value 0(1 /a) of
loge.
is
strictly increasing,
(14) holds if and only
14 )
if
1.
The inequality e
We prove
strictly increasing
i.e.
Since the logarithm
l/a>e,i.e.
is
Thus
-tog~l
witli equality if
t-t]t
example 13.17,
,+e
-*
c.
remains true that
(exercise 14.3(2)). Consider the derivative
By theorem 13.14,
=J
It
-> asjc
= log x + x x~
]og(\+x)dx
interesting.
but, for this case, 0(.*)
strictly decreasing on [1/a, ).
for the logarithm.
that a solution of the
exists.
is
<p(x) ^ as x -*
We
+ and (p(x) -* + as x -* + (exercise
then follows from the continuity of
The
14.2(a),
(ii)Puty=x~ m(i).
3
-* .
log* ax.
14.3(2)).
log (x )
Given r
(i)
1)
>0 (see exercise 12.21(4)).

=x s Then, using theorem
Take y
as
the function 0: (0, ) -*B8 defined by
4 Consider
<p(x)
for
concave,
is
logj>-logl<(j/-
log 4\ < log 2 *
(2)!
* as - .
log 2
2 Since the logarithm
h!
2n.n\
It
and hence the logarithm
log (2"")
-<tog - <l0|
log.,
* + as n -*
n log 2
'(2)!
\ogx<x(x> 0) is simply
that the sequence (x n )
is
(13) with
decreasing and
a=
1/e.
bounded below by
224
We have
e.
X+i
Exercise 14.5
= elogx <x
and so <x> decreases.

jc +
X = exp x and Y = exp y. By theorem

log AT = log X + log Y = x+y.
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).
[log log xj 2 '"*
^ + as A ^ +
exercise 14.3(2ii), for any s
log
A*
as
X -*
{(log
<==.
X = exp x (see exercise 8.20(2)).
By
> 0,
+.
X)X 1,r r *
as
A ->
+.
Put
X = exp x again and
(i)
lim
Then
expx
X
the result follows.
= hm
x-*0
expx
f- =
+ asx * + .
w
,.,,
(11)
The appropriate conclusions about

theorem 13.32.
(ii)
(log A)'"A
i(log 2)
A) A~"T
{(log
only remains to put
dx =
rlog (expx)
exercise 14.3(21), for any s
(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)
for a fixed value of v.
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,
Apply theorem 13.32 with/(x)
A=l
exp(x+j<)
elog.
tliis
14.2(f),
Hence
and so the fact that <x> is bounded below by e follows by induction.

Suppose that x n -* f as n -*. Since x n+1 = e log x n and the
is
Put
(i)
= elogx>eloge =
logarithm
225
14. 3)
the given series follow from
..
hm
-
4 We have
log(l+*)
=
x
expO =
(1+*)''
hm
,.
* -*
1.
_
=
1+0
1.
226
Solutions lo exercises (14.5)
H\t)
227
Solutions to exercises (14.5, 14. 7)
li(t)>H(t).
< \ogk<[x\ogx-x\r
[x\ogx-x\ n
(15)
Hence
T* H'(t)
Jo
dt>
n-n< log !<( +

nlogn-log! <<(+
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)
5) involves the use of an improper integral
From
side.
same
as that
exercise 14.3(2), x
+ 8.27x =
follows that

'3
and
strictly
non-negative on the intervals
[3, 0] and so/is concave on
left
+.)
+ y log a}
log a)
exp (y
6 Since /increases on
( , |] and
is
[0, )
exp {x log {ah)}
exp {x
exp (x log a) exp (x log b)
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
log (a*). Hence

1
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
/is convex on these intervals (theorem 12.19). But
logx
asx *
-*
+ 27x 3 ).
= <t>{\) = 0.
3
+ (18.3) x exp(iax
(i)c?* y
2x + 18.3x 4 = 2x{\
Observe that 0(0)

4>'(x)
hand
(1
Exercise 14.7
/'(*)
The
(Note that
> exp x.
H(x)
J ft _
f(x)dx;
i
(he result with/(x)
= log x.
J,
/(x)dx
k 1
exp {xy log a}
exp {y log
(a*)}
x y
(a )
have
{exp (x log a)}
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-
does not exist, even though
as
-* .
xn
Since the exponential function
continuous
is
at
every point,
-x
/.
it
follows
= 0->-0asA'^+.
+*'
that
+-) =
exp log
+-
exp x
as
The trick is to differentiate the given equation with respect to x

keepings constant, and then with respect toy keeping* constant. For
(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'
some constant c and hence that
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)
A similar argument (with

r'
J-*-
tp(x)
=e x 2 ) establishes
'
e-^dx.
DO
the existence of
log/(x)
(xGR).
Hence
follows that the improper integral
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
Hence the improper
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
we need the nth derivative of the

tion/:(-l,)--R defined by /(*) = log (1 + x). We have
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
(4, 4). The
is
Note that the
+ 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.
are concerned with the values
therefore have to consider
'-'r '*
(
i'
is
>-
(1
ffO<x<l.
as n -* .
does not converge for
(-1)"" 1
(1+0
Jo
= 4 and
<<z4"> is strictly increas-
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)
cannot converge at the endpoints x
r
+ J)
V( +
The
The
of the interval of convergence because
*- -w dt
These formulae hold for any x
ing and hence cannot tend to zero.
(vi)
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)\
(A formal proof would require an induction argument.) These

and from exercise 13.26(6)
tives are evaluated at x =
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
Solu tions to exercises (14.7, 15.6)
as m -* .
232
.tx
0<-<-x
+t
(-Kx<t<0)
\En
\Ax
- < x < 0,
that, for
(-xf
From
the
+2
+ 1"
power
series
expansion for e with X
+ ...+
0<e-l+ +
2!
H!
1
we know
that
R.
1!
= ( ^)" _1 [ log (1 + *)]-

The
+ !)!
and it follows
25.?
expansion for log 2
series
To obtain
now
is
as
->
We
obtained simply by setting.*
the form of the remainder as given in theorem
have to write x
= 7? in
the formula for/
{n)
.10,
have to take n
1.
Rt <
= 4.
16
16
5! 5
120 5
Observe that
1
100
we
(x) in the previous question.
Suppose that e
= m/n where m
and n are natural numbers. Then
This yields
n-l
= (-D
2!
1!
Rj
1+TJ
is a
where
1
r\ lies
between
and x.
If
<x<
there
is
natural number. But,
+ 7J>1,
(n
< < 0, we can assert no more than
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
natural number. But there are
is a
in the interval (0, )
is
l)
+
(n
'
1)
obviously decreasing.)
prove by induction that, for any x
fXx-)
the previous question,
(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)( +
<
a polynomial of degree 3n.
For n
= 0, there
is
nothing to
2)!
1
is
prove. Given that (16) holds,
(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
We show that/ <n) (0) =

the assumption that/ (
/<"-(*)-/t"-'>(0)
x
It
<n>
consider the existence of the derivatives
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,
- tt(tt-l)...(a-/i +1) ^,1
= a i+
v<
\x
follows that
lim
x -
It
j>/ViO)e~ 5 =
lim
'
follows that, for
D{(\
+xy
\x\
<
1,
= -a(I +x)- a -'/(x) +
a
f(x)}
(l
+x)- Q/'W =
by exercise 14.5(2) (exponentials drown powers). The same argument
hand
also applies with the left
limit. It follows
that/
(n)
(0) exists and
is
zero as required.
about the point
f(x)
Since /(0)
= 0,
(n
0,
1, 2,
the Taylor series expansion
.),
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
fix)
(|x|<l)
2 The radius of convergence
Exercise 15.10
The
= c(\+xf
of/
is
This converges tof(x) only
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 =
= /() =
then, using proposition 15.8,
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=
Observe that F(0)
= 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
/(*)
(Note that formula
(1
natural to define /(0)
<y <
If
we
7) does not
make
sense
+
1+I + J J+--- (-1<*<1).
22
when x =
0,
but
= ^1 =
it is
1.)
obtain from the previous question
and, in general,
f(x)dx=y+f2 +f3 +...
^
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
and from proposition
continuous on
of convergence. Thus
-/.
n=0"l
= 0- +
-. ..=
consider the power series
*(*)=
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
appeal to proposition 15.8. Then

5
Dcosx = D
4!
2!
2*
4* 3
6x
2!
4!
6!
-x+
=
Dsin* = D{x +
By
the
sin
mean
sin
= sin x.
cos
and we know, from question 3 above, that |cos | < 1.

2
The convergence of E~=1 sin (l/ ) may be deduced from the comparison test because
5!
<4:
sin
(=1,2,...).
\n
5608 *'"i + Ij----"
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
= sin (x +7) + sin* cos
'(*)
*-0
5!
3!
'(*)
and * such that
value theorem, there exists between
3!
239
shows that
S~ =
1.
1/n
sin (1/n) diverges.
Hence
6
D{g(xf + h{xf) = 2g(x)g\x) + 2h{x)h\x)
=
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
>
(cos m cos ?} + {cos cos n\.
and (M*)} 2
> 0, we may
conclude that, for
if
Hence
r" sin
>
Let e
(*)
0.
r" sin
f"
Ji
= cos(*-*) = cos*.cos(-*)-sin*.
< cos 2* + sin 2* =
Hence
|cos x\
<
sin
2x
it
Similarly
sin t
N = 4/e. Then for any n>m>N,

4
dt
f
we
are dealing with a
Cauchy sequence. Hence
sin t
?
cos x. sin x
exists
(iv)cos2*
rm
dt-\Ji
lim
-o Ji
= sin x. cos x +
be given and choose
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
g(xf + h(xf = g(0) 2 + h(0) 2 =

for
follows that, for
it
(theorem 5.19).
= cos x. cos* sin*. sin*.

Exercise 16.5
...
(1)
..
hm
-*
sin*
cos*
lira
cosO
1.
From
the discussion of
Since sin (*
jn)
6.4
cos*,
it
we know
that cos
>
follows immediately that
( \ti < *
< \n
).
240
sinx>0(0<x<7r).
But
D (arcsin v) =
= sin*
D(cosx)
and thus the cosine function decreases on
cos x, we may also deduce

[ir,
2ir]
Because cos (x
[0, r].
that the cosine function increases
+ ir) =
where x
on
We
(jn
< x < 7r) and so the cosine function
We
have
sin (x
+ n) =
Since cos
x +
sin
x=
we have
is
convex on
[\it, jt]
+ it)
+ n)
sin
D (arcsin y) =
that the arcsine function
(-Ky<\).
-y 2 )
V(i
cos x =
we know
have
(0<x<tt).
and cos (ir)

cosine function is [ 1 1 ]
Also cos (0)
tanx
= l.
Hence the image of[0, n] under the
^ 0). Also
cos x. cos x sin x ( sin x)
(provided that cos
cos
(provided that cos
follows that tan
tions are positive

sin
cos
= 0).
is
strictly increasing
x * \it and sin x
x = y.
Thus
Dcosx = -sinx<0
cos (x
tanx
sin
i.e.
take the positive sign because
We
as
= arcsin .y,
increases.
.Dtanx
cos x
= V(1 -sin 2x) = V(1 -y 2 )-
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
Solutions to exericses (16.5)
on
Since cos
* 1 as
(0, |ff),
it
-+ 00
->
x does not vanish on ( \n, |jr), it

on ( jt, ît). We have cos x -
^w Since
.
the sine
and cosine func-
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 )
take the negative sign because the arccosine function decreases.
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).
If x lies in the range
[ \-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
the range [0,
ir) it
follows that
arccos>>.
arccos>>
arcsin y.
follows from question 2 above that the tangent function
is
strictly
242
on ( \n, \-n) and tan x -* + as x * \n and tan *

as x-* \tj+. Thus the image of ( \ti, \ti) is R.
increasing
3'
lan
243
= y, we
If*
obtain
-'(&)
.v
We
'
= arctan *. Since arctan y -* j7r
apply this formula with/(*)
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
have interval of convergence (
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-* + .
to* keeping y constant and then with
5 Differentiate with respect
(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
proposition 15.8 that the
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
apply proposition 15.8. Then, for

3
= tan *).
2
= U-
-w
=
as
(xy
< 1). Hence
(Xi
= c arctan * + d (* E M).
(i)
= /(0)
and so
*- xT + x--...
Consider the sequence <*> defined by
*n =
But 2/(0)
t-
{i7r
Then *
/(*)
-*
27r}-'.
as
sin(|ir
-* .
sum of a power
Hence
But
+ 2n7r) =
-//(()) as
series is
244
Solutions to exercises (16.5, 1 7.4)
245
Solutions to exercises (1 7.4)
- 1)
(n
- sin 2 *) sin"- 2 * <c
(1
J"'
= (n-1 ){/--/}.
= (-l)/-a
n/
i.e.
follows that
It
An +
2 Use (18) of the previous question.
We have
\g(x)\
< |x| and hence 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
< sin x <
(0
< x < tt). Hence
0</n+1 </n
(n
= 0,1,2,...).
obtain the recurrence relation nln
(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
c-o,,. 2> ...,.
(2m) (2m
and therefore
parts.
2h(2w-2)...2
(2m + 1)(2m - 1) ...
0<sin n + 1 x<sin"x
To
by the sandwich theorem.
Exercise 17.4
1
2m
2
and hence m'(0)
i2 '- 4
)
- l)(2w - 2)(2 - 3) ... 2.1
2m(2m
(2m)
-0 < Ixj ->0 as;t->-fJ
_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"
4nê ^n
n -2
x.cosxdx
2m+
-*-2nC~ asn^-.
By
the previous question, 27rC
1, i.e.
C = y/(2ir).
246

3
The
fact that (dn
(12m)
'/increases was demonstrated in 17.2.
As
X-
247
When m =
will
100, this is small compared with m! (though, of course, it

be a very large number compared with those usually encountered).
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
< 5 < A, the value of
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&
drown powers) and
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)
24-23>0 (m = 1,2, ...)

and therefore the sequence (d - (12m + l)""') decreases.
We know that dn + d as n -> and therefore
12m
dn"
12m
x-y
some
for
(m
\t
C = exp d = s/(2ir), we
obtain
the
-/*"*!*"**.
Qogtytt-*
> 0, t~r log
(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\
follows from (19) that
deduce that
is
maximum
)< m! - y/(27T)n n + U2 e-" <
It
H such that
and the continuity of the gamma function then follows from the sand-
m!(1
-e" 1 ' 12 ").
approximately equal to x for small values of x (Why?),

possible error in approximating to n! is about
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**"
TO - r(y)i < h\x -j>i{r(oo + tm)
^g-l/Oln + l)
as required.
1(1
m!(1
-1
1,2,...).
n<
We may
<J" S
between x andy.
For any r
Taking exponentials and noting that
'<-
e' dt
apply the mean value theorem and obtain
follows from (20) that
~ -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 -*û
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 * '
for the left
+ +
=
hand
as
(1
+ Z) -
+ *)-*
x 2 as z -*
side of inequality (21)
-\i-ty- <tx
-\\-ty- <(i-ty-
d+z)-'-i]
lim
z -
2z
-(1+z) i)
that the
improper
integral exists for
(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
fact that B{x,
cise 17.4(6).
com-
5 After the previous question,
f(x
-1
we need only show
that /(l)
and
+ l) = xf(x). Now
m
+z)-z
^ log
result follows.
suffice for this purpose.

,y + i
-* .
We have
(log(l
+y
lj
pletes the proof.
lim
*-* o
-xy/u =
4 We use proposition 13.29 to check

x > and y > 0. The inequalities
t
~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
be the largest natural number satisfying
jy
(l
log(l
< x and write x = y + n +

<
lo
p("
(21)
Consider
r(*)
ex
^j
= x/y/u. Then
1)
y
l) w!
established in the proof of theorem 17.6 for
Given x, we
y/u
j fê-'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)
SUGGESTED FURTHER READING
= -d(x,y)
y
B(x+l,y) =
x +y
B(x,y).
follows that
It
Further analysis
/.
*+-&g&** + U*
J.
r(y)
(*
+y)
C. Burkill and H. Burkill, ^l
(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
> 0) and therefore
This
T.
Vt
6 Take
Tix+y)
in the
O/l jU - r
Q,0-
&r &
On
hand
r(1)
previous question.
Thus r(|) = \AWrite t = x 2ll.
is
perhaps a
little
old-
of Mathematical Analysis (McGraw-Hill, 1964).

and popular text. The treatment is rather condensed.
Principles
well-tried
is
a useful text, especially in its
treatment of vector methods.
Complex Variables and Applications (McGraw-Hill, 1960).

books above include a discussion of complex analysis (i.e. analysis
0. b ut this book is a particularly easy introduction
involving the entity i =
dx
Now
_
-Ip/K2
).
(2
H. L. Royden, Real Analysis (Macmillan, 1968).

This is an excellent book. The choice of material and manner of presentation has
1/2
2
sin
sin
flV(l
cos 6
d6
- sin 2 0)
been carefully considered. Its treatment of the Lebesque integral is particularly

It is, however, a book which makes considerable demands on the reader.
good.
ff.
G. F. Simmons, Introduction to Topology and
Modern Analysis (McGraw-Hill,
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
very well-written indeed.
theory
E. A. Maxwell, Fallacies in Mathematics (Cambridge University Press, 1963).
This
Hence
exposition but
to the topic.
&b-Loy/ua-t)\-L*o
V2
its
treatment of some topics.
R. V. Churchill,
dt
Jo
Mathematical Analysis
All the
x =y =
the other
is a
notable in the clarity of

its
in
M. Aposto], Mathematical Analysis (Addison-Wesley, 1957).
This
"
is
fashioned in
xftx).
Second Course
Press, 1970).
is
for entertainment purposes.
But
it
also contains
some very
instructive
examples.
=
2../-
V(2ff).
N.
Ya
This
is
Vilenkin, Stories about Sets (Academic Press, 1968).
another entertaining book in which the paradoxes of the infinite are
explored at length.
P.
It is
highly
recommended.
R. Halmos, Naive Set Theory (Van Nostrand, 1960).

is the standard reference for elementary set theory.
This
251
252
Suggested further reading
K. Kuratowski, Introduction to Set Theory and Topology (Pergamon Press,

1972).
This is a very good
book which covers some
difficult material.
A. Margaris, First Order Mathematical Logic (Blaisdell, 1967).

Formal mathematical logic is a fascinating and expanding field. This book
NOTATION
is
good introduction.
3.
E. Moise,
Foundations of analysis
Elementary Geometry from an Advanced Standpoint (Addison-Wesley,
1963).
N.Z.Q.R
2
2
x*| /(x) * / as x - |
/(x) -4-asx- - +
/(x) - / as = * oo
oo
fai
>,>,<,<
0(h)
number system was developed largely in response to geometric needs.

This fascinating and clearly written book describes this process and many other
e.*
topics.
The
real
E. Landau, Foundations
of Analysis (Chelsea, 1951).
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
Abel's lemma, 170
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
arccosine function, 154
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
cosine function, 151
area,
decreasing
backwards induction, 23, 25

beta function, 160
binomial theorem, 25, 106, 149
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
Cauchy mean value theorem, 104

Cauchy-Schwarz inequality, 7, 13
Cauchy sequence, 50
closed interval, 17, 19
cluster point,
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
for sequences, 30, 161
empty
set, 1
set, 1
compact interval, 17, 52

comparison test, 58
composite function, 68
composition, 68
Euler Maclaurin formula, 134
concave functions, 1 14
conditional convergence, 60
function, 64 et seq.
continuity, 84 et seq.
gamma function, 157
Euler's constant,
39
exponential function, 140
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,
radius of convergence, 144
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,
ratio test, 59, 144,
19 el seq.
real
129
intermediate value theorem, 87

interval, 16
128
102
integral,
Rolle's theorem,
roots, 6,
of convergence, 144
164
number, 2
Riemann
112
inverse function, 68, 1 10

irrational
number,
sandwich theorem
2, 9
for functions, 80
for sequences, 3
Leibniz's rule, 97
limit
sequence, 27
of function, 74
of sequence, 27; inferior, 48;
48
limit point of set, 52
local maximum, 100
local minimum, 100
logarithm function, 137
series,
53
set, 1
superior,
sine function, 151
slope, 91
stationary point, 101

Stirling's
lower bound, 14
formula, 156, 160
strictly increasing or decreasing
function, 108
maximum, 15, 71
mean value theorem, 102
minimum,
sequence, 34
subset,
15, 71
Minkowski's inequality, 8,10

modulus, 10
monotone
sum of series, 53
supremum, 15, 70
tail
of series, 58
function, 108
tangent function, 154
sequence, 34
Taylor polynomial, 97
Taylor series, 145
Taylor's theorem, 105
natural logarithm, 138
natural number, 2, 20
Newton-Raphson
nth root
test,
process,
59, 144, 164
tends to a limit, 27, 74
117
50
unbounded
set,
upper bound,
point of accumulation, 52
image
uniform convergence, 147
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
Jacket design by Ken Vail

Printed in Great Britain
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
Professor Griffiths relates and explains toplogy
concepts into their mathematical thinking. The text
is
well illustrated with toned
where appropriate and there are

drawing which create a three-dimensional effect
abundant exercises with hints to their
Partial Differential
solution.
Equations
E.T.COPSON
'Copson aims
There
It
is,
at
both mathematicians and users of
again, nothing available like this
amalgam
suddenly becomes clear as one reads how
part of a surprisingly elegant
whole
...
partial differential equations.
of pure theory
the various tricks
The book
will
fall
and methods.
into place as
form a perfect advanced

There
or physics
undergraduate or early postgraduate course in mathematics
chapter.'
is a good selection of examples in each
The Times Higher Education Supplement
Cambridge University Press

521 21480 7

Binmore-MathematicalAnalysis Text PDF

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Binmore-MathematicalAnalysis Text PDF

Uploaded by

Copyright:

Available Formats

Mathematical

an unf ussy account of mathematical

The concepts involved

their application in particular instances

requires a mastery of technique which

only with time and experience.

introduce the concepts at a relatively high level of

LIBRARY & LEARNING RESOURCES SERVICE

the elegance of the underlying theory. But such

make great demands on a

At the other extreme is the

be returned on or before the date

Professor Binmore's approach

attention to 'bread and butter' analysis

and, within this framework, to discuss only

those technicalities which are immediately

promote confidence and understanding rather

awe or mindless computational

Emphasis is placed on the importance of tackling

which may be consulted when difficulty arises in

makes the text

who want to learn the

highly suitable for those

well as for those attending formal classes.

Professor of Mathematics L.S.E.

CAMBRIDGE UNIVERSITY PRESS

Published by the Syndics of the Cambridge University Press

Trumpington Street, Cambridge CB2 RP

Cambridge University Press 1977

Library of Congress Cataloguing in Publication Data

Achilles and the tortoise

The continuum property

Maximum and minimum

Manipulations with sup and inf

bulldozers and the bee

Criteria for convergence

simple properties of convergent sequences

Lim sup and

Series of positive terms

Elementary properties of series

properties of the integral

Differentiation and integration

Manipulations with series

Polynomial and rational functions

Euler-Maclaurin summation formula

Exponential and logarithm

Continuity and differentiation

Limits from the left

Limits from the right

Connexion with convergent sequences

Limits of composite functions

Sine and cosine

The gamma function

The gamma function

Properties of differentiable functions

This contains the proofs of 'propositions' left unproved in the main

Mean value theorems

Suggested further reading

and unfussy introduction to mathematical

some other book.

been made to lay bare the bones of the theory by eliminating as

for these generalisations has been kept well in

chapters would, however, be unwise.