CalcCualagoluanacsi,cCgunleaaoliunacns,cCguleaaoliuCnacnsa,cCgulleaacoliuCunacnsla,cCgululeaacosliu,Cunacnsla,cCgululeaacosliu,Cunacnsla,cgululeacosiu,Cunansla,cglueacosi,Cunanlacgolueancosi,cCunanleacgolueancsi,cCuanleagoluanacsi,cCguanleaagoliuanacnsi,cCguanleaagoliuanacnsi,cCgunleaaoliunacns,cCguleaaoliuCnacnsa,cCgulleaacoliuCunacnsla,cCgululeaacosliu,Cunacnsla,cCgululeaacosliu,Cunacnsla,cgululeacosiu,Cunansla,cglueacosi,Cunanlacgolueancosi,cCunanleacgolueancsi,cCuanleagoluanacsi,cCguanleaagoliuanacnsi,cCgunleaaoliunacns,cCguleaaoliunacns,cCguleaaoliuCnacnsa,cCgulleaacoliuCunacnsla,cCgululeaacosliu,Cunacnsla,cgululeacosiu,Cunansla,cglueacosi,Cunanlacgolueancosi,cCunanleacgolueancsi,cCuanleagoluancsi,cCuanleagoluanacsi,cCguanleaagoliuanacnsi,cCgunleaaoliunacns,cCguleaaoliuCnacnsa,cCgulleaacoliuCunacnsla,cCgululeaacosliu,Cunacnsla,cCgululeaacosliu,Cunacnsla,cgululeacosiu,Cunansla,cglueacosi,Cunanlacgolueancosi,cCunanleacgolueancsi,cCuanleagoluanacsi,cCguanleaagoliuanacnsi,cCguanleaagoliuanacnsi,cCgunleaaoliunacns,cCguleaaoliuCnacnsa,cCgulleaacoliuCunacnsla,cCgululeaacosliu,Cunacnsla,cgululeacosiu,Cunansla,cglueacosi,Cunanlacgolueancosi,cCunanleacgolueancosi,cCunanleacgolueancsi,cCuanleagoluanacsi,cCguanleaagoliuanacnsi,cCgunleaaoliunacns,cCguleaaoliunacns,cCguleaaoliuCnacnsa,cCgulleaacoliuCunacnsla,cCgululeaacosliu,Cunacnsla,cgululeacosiu,Cunansla,cglueacosi,Cunanlacgolueancosi,cCunanleacgolueancsi,cCuanleagoluanacsi,cCguanleaagoliuanacnsi,cCguanleaagoliuanacnsi,cCgunleaaoliunacns,cCguleaaoliuCnacnsa,cCgulleaacoliuCunacnsla,cCgululeaacosliu,Cunacnsla,cCgululeaacosliu,Cunacnsla,cgululeacosiu,Cunansla,cglueacosi,Cunanlacgolueancosi,cCunanleacgolueancsi,cCuanleagoluanacsi,cCgunleaaoliunacns,cCguleaaoliunacns,cguleaoiunans,cgeaoiCnanacgleaciCuanlagluacsi,Cunlalucs,Culalucs,ulouns,ceonce DavidA.SANTOS [email protected] July 17, 2008 Version ii Copyright©2007DavidAnthonySANTOS.Permissionisgrantedtocopy,distributeand/ormodifythisdocu- mentunderthetermsoftheGNUFreeDocumentationLicense,Version1.2oranylaterversionpublishedby theFreeSoftwareFoundation; withnoInvariantSections, noFront-CoverTexts, andnoBack-CoverTexts. A copyofthelicenseisincludedinthesectionentitled“GNUFreeDocumentationLicense”. GNU Free Documentation License Version1.2,November2002 Copyright©2000,2001,2002FreeSoftwareFoundation,Inc. 51FranklinSt,FifthFloor,Boston,MA02110-1301USA Everyoneispermittedtocopyanddistributeverbatimcopiesofthislicensedocument,butchangingitisnotallowed. Preamble ThepurposeofthisLicenseistomakeamanual,textbook,orotherfunctionalandusefuldocument“free”inthesenseoffreedom:toassureeveryonetheeffectivefreedomtocopyandredistributeit,withorwithoutmodifyingit,either commerciallyornoncommercially.Secondarily,thisLicensepreservesfortheauthorandpublisherawaytogetcreditfortheirwork,whilenotbeingconsideredresponsibleformodificationsmadebyothers. ThisLicenseisakindof“copyleft”,whichmeansthatderivativeworksofthedocumentmustthemselvesbefreeinthesamesense.ItcomplementstheGNUGeneralPublicLicense,whichisacopyleftlicensedesignedforfreesoftware. WehavedesignedthisLicenseinordertouseitformanualsforfreesoftware,becausefreesoftwareneedsfreedocumentation:afreeprogramshouldcomewithmanualsprovidingthesamefreedomsthatthesoftwaredoes.ButthisLicense isnotlimitedtosoftwaremanuals;itcanbeusedforanytextualwork,regardlessofsubjectmatterorwhetheritispublishedasaprintedbook.WerecommendthisLicenseprincipallyforworkswhosepurposeisinstructionorreference. 1. APPLICABILITY ANDDEFINITIONS ThisLicenseappliestoanymanualorotherwork,inanymedium,thatcontainsanoticeplacedbythecopyrightholdersayingitcanbedistributedunderthetermsofthisLicense.Suchanoticegrantsaworld-wide,royalty-freelicense, unlimitedinduration,tousethatworkundertheconditionsstatedherein.The“Document”,below,referstoanysuchmanualorwork.Anymemberofthepublicisalicensee,andisaddressedas“you”.Youacceptthelicenseifyoucopy,modify ordistributetheworkinawayrequiringpermissionundercopyrightlaw. 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COMBINING DOCUMENTS YoumaycombinetheDocumentwithotherdocumentsreleasedunderthisLicense,underthetermsdefinedinsection4aboveformodifiedversions,providedthatyouincludeinthecombinationalloftheInvariantSectionsofallofthe originaldocuments,unmodified,andlistthemallasInvariantSectionsofyourcombinedworkinitslicensenotice,andthatyoupreservealltheirWarrantyDisclaimers. ThecombinedworkneedonlycontainonecopyofthisLicense,andmultipleidenticalInvariantSectionsmaybereplacedwithasinglecopy.IftherearemultipleInvariantSectionswiththesamenamebutdifferentcontents,makethetitle ofeachsuchsectionuniquebyaddingattheendofit,inparentheses,thenameoftheoriginalauthororpublisherofthatsectionifknown,orelseauniquenumber.MakethesameadjustmenttothesectiontitlesinthelistofInvariantSectionsin thelicensenoticeofthecombinedwork. Inthecombination,youmustcombineanysectionsEntitled“History”inthevariousoriginaldocuments,formingonesectionEntitled“History”;likewisecombineanysectionsEntitled“Acknowledgements”,andanysectionsEntitled “Dedications”.YoumustdeleteallsectionsEntitled“Endorsements”. 6. COLLECTIONS OFDOCUMENTS YoumaymakeacollectionconsistingoftheDocumentandotherdocumentsreleasedunderthisLicense,andreplacetheindividualcopiesofthisLicenseinthevariousdocumentswithasinglecopythatisincludedinthecollection, providedthatyoufollowtherulesofthisLicenseforverbatimcopyingofeachofthedocumentsinallotherrespects. Youmayextractasingledocumentfromsuchacollection,anddistributeitindividuallyunderthisLicense,providedyouinsertacopyofthisLicenseintotheextracteddocument,andfollowthisLicenseinallotherrespectsregarding verbatimcopyingofthatdocument. 7. AGGREGATIONWITHINDEPENDENT WORKS AcompilationoftheDocumentoritsderivativeswithotherseparateandindependentdocumentsorworks,inoronavolumeofastorageordistributionmedium,iscalledan“aggregate”ifthecopyrightresultingfromthecompilation isnotusedtolimitthelegalrightsofthecompilation’susersbeyondwhattheindividualworkspermit.WhentheDocumentisincludedinanaggregate,thisLicensedoesnotapplytotheotherworksintheaggregatewhicharenotthemselves derivativeworksoftheDocument. IftheCoverTextrequirementofsection3isapplicabletothesecopiesoftheDocument,theniftheDocumentislessthanonehalfoftheentireaggregate,theDocument’sCoverTextsmaybeplacedoncoversthatbrackettheDocument withintheaggregate,ortheelectronicequivalentofcoversiftheDocumentisinelectronicform.Otherwisetheymustappearonprintedcoversthatbracketthewholeaggregate. 8. 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TERMINATION Youmaynotcopy,modify,sublicense,ordistributetheDocumentexceptasexpresslyprovidedforunderthisLicense.Anyotherattempttocopy,modify,sublicenseordistributetheDocumentisvoid,andwillautomaticallyterminateyour rightsunderthisLicense.However,partieswhohavereceivedcopies,orrights,fromyouunderthisLicensewillnothavetheirlicensesterminatedsolongassuchpartiesremaininfullcompliance. 10. FUTUREREVISIONS OFTHISLICENSE TheFreeSoftwareFoundationmaypublishnew,revisedversionsoftheGNUFreeDocumentationLicensefromtimetotime.Suchnewversionswillbesimilarinspirittothepresentversion,butmaydifferindetailtoaddressnewproblems orconcerns.Seehttp://www.gnu.org/copyleft/. EachversionoftheLicenseisgivenadistinguishingversionnumber.IftheDocumentspecifiesthataparticularnumberedversionofthisLicense“oranylaterversion”appliestoit,youhavetheoptionoffollowingthetermsandconditions eitherofthatspecifiedversionorofanylaterversionthathasbeenpublished(notasadraft)bytheFreeSoftwareFoundation.IftheDocumentdoesnotspecifyaversionnumberofthisLicense,youmaychooseanyversioneverpublished(notas adraft)bytheFreeSoftwareFoundation. Que a quien robe este libro, o lo tome prestado y no lo devuelva, se le convierta en una serpiente en las manosylovenza. Queseagolpeadopor laparálisisytodossus miembrosarruinados. Quelanguidezca dedolorgritandoporpiedad,yquenohayacotoasuagoníahastalaúltimadisolución. Quelaspolillas roansusentrañasy,cuandolleguealfinaldesucastigo,queardaenlasllamasdelInfiernoparasiempre. -MaldiciónanónimacontralosladronesdelibrosenelmonasteriodeSanPedro,Barcelona. Contents GNUFreeDocumentationLicense iii 1.APPLICABILITYANDDEFINITIONS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iii 2.VERBATIMCOPYING . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iii 3.COPYINGINQUANTITY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iii 4.MODIFICATIONS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iii 5.COMBININGDOCUMENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv 6.COLLECTIONSOFDOCUMENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv 7.AGGREGATIONWITHINDEPENDENTWORKS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv 8.TRANSLATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv 9.TERMINATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv 10.FUTUREREVISIONSOFTHISLICENSE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv Preface viii 1 Preliminaries 1 1.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 NumericalFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 1.2.1 InjectiveandSurjectiveFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1.2.2 AlgebraofFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.2.3 InverseImage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 1.2.4 InverseFunction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 1.3 Countability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 1.4 GroupsandFields. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 1.5 AdditionandMultiplicationinR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 1.6 OrderAxioms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 1.6.1 AbsoluteValue . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 1.7 ClassicalInequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 1.7.1 TriangleInequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 1.7.2 Bernoulli’sInequality. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 1.7.3 RearrangementInequality. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 1.7.4 ArithmeticMean-GeometricMeanInequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 1.7.5 Cauchy-Bunyakovsky-SchwarzInequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 1.7.6 Minkowski’sInequality. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 1.8 CompletenessAxiom . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 1.8.1 GreatestIntegerFunction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32 v vi CONTENTS 2 TopologyofR 34 2.1 Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34 2.2 DenseSets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 2.3 OpenandClosedSets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 2.4 Interior,Boundary,andClosureofaSet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39 2.5 ConnectedSets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 2.6 CompactSets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43 2.7 R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 2.8 LebesgueMeasure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45 2.9 TheCantorSet. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45 3 Sequences 47 3.1 LimitofaSequence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47 3.2 ConvergenceofSequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51 3.3 ClassicalLimitsofSequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58 3.4 AveragesofSequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62 3.5 OrdersofInfinity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66 3.6 CauchySequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 3.7 Topologyofsequences.LimitSuperiorandLimitInferior . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 4 Series 70 4.1 ConvergenceandDivergenceofSeries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72 4.2 ConvergenceandDivergenceofSeriesofPositiveTerms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79 4.3 SummationbyParts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 4.4 AbsoluteConvergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84 5 RealFunctionsofOneRealVariable 85 5.1 LimitsofFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 5.2 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 5.3 AlgebraicOperationswithContinuousFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 5.4 MonotonicityandInverseImage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94 5.5 ConvexFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 5.5.1 GraphsofFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 5.6 ClassicalFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 5.6.1 AffineFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 5.6.2 QuadraticFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 5.6.3 PolynomialFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 5.6.4 ExponentialFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 5.6.5 LogarithmicFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 5.6.6 TrigonometricFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 5.6.7 InverseTrigonometricFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 5.7 ContinuityofSomeStandardFunctions. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 5.7.1 ContinuityPolynomialFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 CONTENTS vii 5.7.2 ContinuityoftheExponentialandLogarithmicFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 5.7.3 ContinuityofthePowerFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 5.8 InequalitiesObtainedbyContinuityArguments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103 5.9 IntermediateValueProperty . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105 5.10 VariationofaFunctionandUniformContinuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109 5.11 ClassicalLimits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109 6 DifferentiableFunctions 113 6.1 DerivativeataPoint . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 6.2 DifferentiationRules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 119 6.3 Rolle’sTheoremandtheMeanValueTheorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121 6.4 Extrema. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123 6.5 ConvexFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126 6.6 InequalitiesObtainedThroughDifferentiation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129 6.7 AsymptoticPreponderance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134 6.8 AsymptoticEquivalence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139 6.9 AsymptoticExpansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142 7 IntegrableFunctions 143 7.1 TheAreaProblem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152 7.2 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157 7.3 Riemann-StieltjesIntegration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159 7.4 Euler’sSummationFormula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159 8 SequencesandSeriesofFunctions 160 8.1 PointwiseConvergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160 8.2 UniformConvergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160 8.3 IntegralsandDerivativesofSequencesofFunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161 8.4 PowerSeries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161 8.5 MaclaurinExpansionstoknowbyinspection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162 8.6 ComparisonTests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162 8.7 TaylorPolynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162 8.8 Abel’sTheorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162 Homework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162 A AnswersandHints 163 AnswersandHints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163 Preface FormanyyearsIhavebeenluckyenoughtohavestudentsaskformore: morechallengingproblems,moreilluminating proofstodifferenttheorems,adeeperlookatvarioustopics,etc. TothosestudentsInormallyrecommendthebooksin thebibliography. Someofthesamestudentshavecomplainedofnotfindingthebooksorwantingtobuythem,butbeing impecunious,notbeingabletoaffordtobuythem.HenceIhavedecidedtomakethiscompilation. Herewetakeasemi-rigoroustourthroughCalculus. Wedon’tconstructtherealnumbers,butweexaminecloserthe realnumberaxiomsandsomeofthebasictheoremsofCalculus. WealsoconsidersomeOlympiad-levelproblemswhose solutioncanbeobtainedthroughCalculus. Thereaderisassumedtobefamiliarwithproofsusingmathematicalinduction,proofsbycontradiction,andtheme- chanicsofdifferentiationandintegration. DavidA.SANTOS [email protected] viii Chapter 1 Preliminaries Whybother? Wewill usethe languageofset theory throughout these notes. There arevariouselementary resultsthatpopupinlaterproofs,amongthem,theDeMorganLawsandtheMonotonicityReversingofCom- plementationRule. The conceptof a functionlies at thecoreofmathematics. Wewillgive abriefoverview hereof some basic propertiesoffunctions. 1.1 Sets Thissectioncontainssomeofthesetnotationtobeusedthroughoutthesenotes. Theone-directionalarrow reads =⇒ “implies”andthetwo-directionalarrow reads“ifandonlyif.” ⇐⇒ 1Definition Wewillacceptthenotionofsetasaprimitivenotion,thatis,anotionthatcannotbedefinedintermsofmore elementarynotions. Byasetwewillunderstandawell-definedcollectionofobjects,whichwewillcalltheelementsofthe set.IftheelementxbelongstothesetSwewillwritex S,andinthecontrarycasewewillwritex S.1 Thecardinalityof ∈ 6∈ asetisthenumberofelementsthesethas. Itcaneitherbefiniteorinfinite. WewilldenotethecardinalityofthesetS by card(S). + Somesetsareusedsooftenthatmeritspecialnotation.Wewilldenoteby N {0,1,2,3,...} = thesetofnaturalnumbers,by Z {..., 3, 2, 1,0,1,2,3,...}2 = − − − byQthesetofrationalnumbers3,byRtherealnumbers,andbyCthesetofcomplexnumbers.Wewilloccasionallyalsouse αZ {..., 3α, 2α, α,0,α,2α,3α,...},etc. = − − − Wewillalsodenotetheemptyset,thatis,thesethavingnoelementsby∅. 2Definition TheunionoftwosetsAandB istheset A B {x:(x A)or(x B)}. ∪ = ∈ ∈ Thisisread“AunionB.”Seefigure1.1.TheintersectionoftwosetsAandB is A B {x:(x A)and(x B)}. ∩ = ∈ ∈ 1GeorgCantor(1845-1918),thecreatorofsettheory,said“Asetisanycollectionintoawholeofdefinite,distinguishableobjects,calledelements,ofour intuitionorthought.” 2ZfortheGermanwordZählenmeaning“integer.” 3Qfor“quotients.” 1 Sets A B A B A B Figure1.1:A B Figure1.2:A B Figure1.3:A\B ∪ ∩ Thisisread“AintersectionB.”Seefigure1.2.ThesetdifferenceoftwosetsAandB is A\B {x:(x A)and(x B)}. = ∈ 6∈ Thisisread“AsetminusB.”Seefigure1.3. 3Definition TwosetsAandB aredisjointifA B ∅. ∩ = 4Example WriteA B asthedisjointunionofthreesets. ∪ Solution: Observethat A B (A\B) (A B) (B\A), ∪ = ∪ ∩ ∪ andthatthesetsonthedextralsidearedisjoint. 5Definition AsubsetB ofasetAisasubcollectionofA,andwedenotethisbyBjA.4 Thismeansthatx B x A. ∈ =⇒ ∈ + ∅andAarealwayssubsetsofanysetA. Observethat A B (A B) and (B A). = ⇐⇒ ⊆ ⊆ Weusethisobservationonthenexttheorem. 6THEOREM(DeMorganLaws) LetA,B,C besets.Then A\(B C) (A\B) (A\C), A\(B C) (A\B) (A\C). ∩ = ∪ ∪ = ∩ Proof: Wehave x A\(B C) x A and x (B or C) ∈ ∪ ⇐⇒ ∈ 6∈ (x A) and ((x B) and (x C)) ⇐⇒ ∈ 6∈ 6∈ (x A and x B) and (x A and x C) ⇐⇒ ∈ 6∈ ∈ 6∈ (x A\B) and (x A\C) ⇐⇒ ∈ ∈ x (A\B) (A\C). ⇐⇒ ∈ ∩ Also, x A\(B C) x A and x (B and C) ∈ ∩ ⇐⇒ ∈ 6∈ (x A) and ((x B) or (x C)) ⇐⇒ ∈ 6∈ 6∈ (x A and x B) or (x A and x C) ⇐⇒ ∈ 6∈ ∈ 6∈ (x A\B) or (x A\C) ⇐⇒ ∈ ∈ x (A\B) (A\C) ⇐⇒ ∈ ∪ q 4Thereseemsnottobeanagreementherebyauthors.Someusethenotation or insteadofj.Someseeinthenotation theexclusionofequality. ⊂ ⊆ ⊂ Inthesenotes,wewillalwaysusethenotationj,andifwewishedtoexcludeequalitywewillwrite . á 2