Math 521 final

Review questions

  1. Let $(X,d)$ be a metric space, and let $x_n\in X$ be a sequence. State the definition of “$x_n\to p$”.
  2. Show that a sequence $x_n\in X$ cannot have more than one limit.
  3. State the definition of a Cauchy sequence.
  4. State the definition of “complete metric space”
  5. Is every compact metric space complete?
  6. Is every complete metric space compact?
  7. Show that every bounded and monotone sequence of real numbers converges.
  8. State the definition of “lim sup” of a sequence.
  9. State the definition of convergence of a series $\sum_{n=0}^\infty a_n$ whose terms are real numbers.
  10. Show that a series with positive terms converges if and only if its partial sums are bounded.
  11. Show that the geometric series $\sum_{n=0}^\infty x^n$ converges if and only if $|x|\lt 1$.
  12. Show that the series $\sum_{n=1}^\infty \frac1n$ diverges without using the “condensation test”—alternatively, prove the condensation test.
  13. Show that the series $\sum_1^\infty \frac{1}{n^2}$ converges without using the “condensation test”—alternatively, prove the condensation test.
  14. State and prove the “comparison test” (theorem 3.25 in Rudin). What does the proof have to do with Cauchy sequences?
  15. State the definition of absolute convergence for series.
  16. Give an example of a convergent series which is not absolutely convergent.
  17. State the definition of uniform convergence of a sequence of functions $f_n:E\to\R$
  18. State the definition of the uniform distance between two functions $f, g:E\to\R$.
  19. State the theorem on continuity of the limit of a uniformly convergent sequence of functions.
  20. State the theorem on the integrals of a uniformly convergent sequence of Riemann integrable functions $f:[a,b]\to\R$.
  21. State the theorem on the derivatives of a uniformly convergent sequence of Riemann integrable functions $f:[a,b]\to\R$.
  22. State the Weierstrass M–test on uniform convergence of series of functions.
  23. Prove that if the series of continuous functions $\sum_{n=1}^\infty f_n(x)$ converges uniformly on a set $E$, then
    $\lim_{n\to\infty}\bigl(\sup_{x\in E}|f_n(x)|\bigr) =0$

Practice problems

The following are selected review questions for the first two midterms. In addition you should also review the problems in homework sets 6, 7, 8, and 9 (ignoring the problems marked “honors only”).
  1. If $A$ is a nonempty bounded subset of $\R$ is it then always true that $\inf A \le \sup A$? (give a proof or a counterexample). Is it always true that $\inf A\lt\sup A$?
  2. If $A$ and $B$ are bounded and non empty subsets of $\R$ with $A\subset B$.
    1. Show that $\sup A\leq \sup B$ .
    2. Is it always true that $\inf A\leq \sup B$ ? (proof or counterexample)
    3. Is it always true that $\inf B\leq \sup A$ ? (proof or counterexample)
  3. Let $A\subset\R$ be a bounded set of integers. Show that $\sup A$ is an integer.
    Let $x=\sup A$. We show by contradiction that $x\in A$. Suppose $x\not\in A$. Since $x$ is the least upper bound of $A$, there is an $n\in A$ with $x-1\lt n\lt x$. The interval $(x-1, x)$ cannot contain more than one integer, so $n$ is the only number from $A$ that belongs to $(x-1,x)$. Therefore $n$ is an upper bound for $A$, even though $n\lt x$, and $x$ was the least upper bound. This is a contradiction, and we conclude that $x=\sup A$ must belong to $A$.
  4. Let $A\subset\N$. Show that $A$ contains a smallest number, i.e. there is an $n\in A$ such that every $m\in A$ satisfies $m\geq n$.
  5. Let $A=\{ \frac{n}{2n+1} : n\in\N\}$. Show that $\sup A = \frac12$.
    Solution. For every $n\in\N$ we have $2n+1\gt 2n$, so that \[ \frac{n}{2n+1} \lt \frac{n}{2n} = \frac{1}{2}. \] Therefore $\frac12$ is an upper bound for $A$.

    Let $x\lt \frac12$, and assume that $x$ is an upper bound for $A$. This implies that \[ \forall n\in\N: \quad \frac{n}{2n+1} \le x \] Hence \[ \forall n\in\N: \quad n \le 2nx + x, \] and thus \[ \forall n\in\N: \quad (1-2x)n \le x. \] Since $x\lt \frac12$ we have $1-2x\gt0$ so we may divide both sides of the inequality by $1-2x$ and conclude that \[ \forall n\in\N:\quad n \le \frac{x}{1-2x}. \] This implies that $x/(1-2x)$ is an upper bound for the set of natural numbers, in direct contradiction with the archimedean property.

    The contradiction shows that no number less than $\frac 12$ can be an upper bound for $A$.

    Hence $\frac{1}{2}$ is the least upper bound for $A$.

  6. Show that $\sup A = 1$ for $A = \{\frac{2^n}{2^n+1} : n\in\N\}$.
  7. (Archimedean property and variations)
    1. Prove the Archimedean property of the real numbers directly from the least upper bound axiom.
    2. Show that for any pair of real numbers $x\lt y$ there is a rational number $r\in \Q$ with $x\lt r\lt y$.
    3. Show that the set $A=\{3^n: n\in \N\}$ is unbounded, i.e. show that for every real number $x$ there is an integer $n$ with $3^n\gt x$.
    4. Show that the set $\left\{\frac{n^2}{n+1} \mid n\in\N\right\}$ is unbounded.
    5. Show that the set $\{n! \mid n\in\N\}$ is unbounded.
    6. Show that the set $\{\sqrt{n} \mid n\in\N\}$ is unbounded.
    7. Let $A=\{a_1, a_2, a_3, \ldots\}$ be a set of real numbers where $a_{n+1}\ge a_n+1$ holds for all $n\in\N$. Show that $A$ is unbounded.
  8. Let $E=\{\frac1n : n\in\N\}$, and let $F=E\cup \{0\}$. Find all the limit points of $E$ and of $F$. Are either of $E$ or $F$ closed?
  9. Let $A = \{\frac{m}{m+2}| m\in\N\}$ and $B=\{\frac{m}{m-2}|m\in\N, m\geq 3\}$. Find all limit points of the set $A$ and of the set $B$.
  10. Let $(X, d)$ be some metric space, $a\in X$ some point in $X$, and $r\gt0$. Show that the set $E = \{x\in X \mid d(x,a)\gt r\}$ is open.
  11. Let $a_n$ and $b_n$ be two sequences of real numbers.
    1. Show directly from the definition of “convergent sequence” that if the sequences $a_n$ and $b_n$ both converge, and if $a_n\leq b_n$ for all $n\in\N$, then $\lim_{n\to\infty}a_n \leq \lim_{n\to\infty}b_n$
    2. Prove that if the sequences $a_n$ and $b_n$ are bounded, and if $a_n\leq b_n$ for all $n\in\N$ then \[ \liminf_{n\to\infty} a_n \leq \liminf_{n\to\infty} b_n \quad\text{ and }\quad \limsup_{n\to\infty} a_n\leq \limsup_{n\to\infty} b_n. \]
    1. Show that if the series $\sum_{n=1}^\infty a_n$ converges, and if $a_n\geq0$ for all $n\in\N$, then $\sum_{n=1}^\infty a_n^2$ also converges.
    2. Find a sequence $a_n$ for which $\sum_{n=1}^\infty a_n$ does not converge, but for which $\sum_{n=1}^\infty a_n^2$ converges.
    3. Find a sequence $a_n$ for which $\sum_{n=1}^\infty a_n^2$ diverges even though $\sum_{n=1}^\infty a_n$ does converge.
    a.  Hint: If the series $\sum a_n$ converges, then $a_n\to 0$; if $a_n\to 0$ then the sequence $a_n$ is bounded, i.e. there is some $M$ with $a_n\leq M$ for all $n\in\N$. If $0\leq a_n \leq M$ then $a_n^2 =a_n \times a_n \leq Ma_n$.
    b.  Hint: consider $\sum_{n=1}^\infty n^{-p}$ for suitably chosen $p$.
    c.  Hint: consider $\sum_{n=1}^\infty (-1)^{n+1} n^{-p}$ for suitably chosen $p$.
  12. Show that if the series $\sum_{n=1}^\infty a_n^2$ and $\sum_{n=1}^\infty b_n^2$ both converge, then the series $\sum a_nb_n$ also converges.
    Hint: either remember the Cauchy–Schwarz inequality, or use that $|2ab|\leq a^2 + b^2$ for all $a,b\in\R$ (which follows from expanding $(a-b)^2\geq 0$).
  13. Consider the sequence of real numbers given by $a_n=n^{-1}$.
    1. Show that $a_n\to 0$, directly from the definition.
      Given $\varepsilon\gt0$ choose an integer $N$ such that $N\gt 1/\varepsilon$. Then for all $n\ge N$ one has $0\lt a_n \le 1/N \lt \varepsilon$.
    2. Show that if a sequence $x_n$ converges, then any subsequence of $x_n$ also converges and has the same limit.
      Let $y_k = x_{n_k}$ be a subsequence of $x_n$, and let $L$ be the limit of $x_n$. In particular this implies that $n_k\ge k$ for all $k$. Given $\varepsilon\gt0$ we choose $N\in\N$ such that $|x_n-L|\lt \varepsilon$ for all $n\ge N$. Then, if $k\ge N$ we have $n_k\ge k\ge N$ and thus $|y_k-L| = |x_{n_k}-L| \lt \varepsilon$.
    3. Show that $b_n=n^{-2}\to 0$ without using the definition of convergence.
      $b_n = a_{n^2}$, so $b_n$ is a subsequence of the sequence $a_n=1/n$. Therefore it converges, and it has the same limit: $\lim_{n\to\infty} 1/n^2 = 0$.
  14. Let $x_n$ be a convergent sequence of points in a metric space $(X,d)$. Show that the sequence is bounded.
    Let $x_n\to p$, i.e. let $p$ be the limit of the sequence $x_n$. Choose $\varepsilon=1$. There is an $N\in\N$ such that for all $n\ge N$ on has $d(x_n, p)\lt \varepsilon=1$. Thus, if \[ R=\max\left\{1, d(x_1, p), \dots, d(x_{N-1}, p)\right\}, \] then all $x_k$ satisfy $d(x_k, p)\le R$.
  15. Let $(X,d)$ be a metric space, $C\subset X$ a closed subset, and $x_n\in C$ a sequence of points with $x_n\to x$. Show that $x\in C$.
    In order to reach a contradiction, assume that $x\not\in C$. The complement $C^c$ of $C$ is open in $X$, so there is an $\varepsilon\gt0$ such that $B_\varepsilon(x)\subset C^c$. Since $x_n\to x$, there is an $N_\varepsilon\in\N$ for such that $x_n\in B_\varepsilon(x)$ for all $n\ge N$. But then we would have $x_n\not\in C$ for $n\ge N$, which is a contradiction. We conclude that $x\in C$ after all.
  16. Let $A\subset\R$, and assume that every term in the sequence $\{x_n\}_{n\in\N}$ is an upper bound for $A$. Show that if $x_n\to x$, then $x$ is also an upper bound for $A$.
    Suppose $x$ is not an upper bound for $A$. Then there is a number $a\in A$ with $a\gt x$. Let $\varepsilon= a-x$. Since $x_n\to X$, there is an $N$ such that for all $n\ge N$ one has $|x_n-x|\lt \varepsilon$. This implies, for $n\ge N$, that $x_n \lt x+\varepsilon = a$. Hence $x_n$ is not an upper bound for $A$ if $n\ge N$, contradicting what was given.
  17. Prove that if $\limsup_{n\to\infty} a_n =A$ then for every $\varepsilon\gt0$ and any $n\in\N$ there is an $m\gt n$ such that $a_m\gt A-\varepsilon$.
    Let $\varepsilon\gt0$ and $n\in\N$ be given. By definition of “lim sup” we have \[ \lim_{m\to\infty} \Bigl(\sup\bigl\{a_k : k\ge m\bigr\}\Bigr) =A. \] By definition of “limit” this implies that there is an $N_\varepsilon\in\N$ such that for all $m\ge N_\varepsilon$ we have \[ A - \varepsilon \lt \sup\bigl\{a_k : k\ge m\bigr\}\lt A + \varepsilon \] We choose $m \gt \max \{N_\varepsilon, n\}$. Then \[ \sup\{a_k : k\ge m\} \gt A - \varepsilon. \] Since $\sup \{\dots\}$ is the least upper bound it follows that $A- \varepsilon$ is not an upper bound for $\{a_k : k\ge m\}$. Thus there is an $k\ge m$ such that $a_k \gt A-\varepsilon$. We had chosen $m\gt n$, and thus $k\gt n$, so that we have found a $k\gt n$ for which $a_k\gt A- \varepsilon$.
  18. Compute $\limsup_{n\to\infty} a_n$ and $\liminf_{n\to\infty} a_n$ for the following sequences, showing how your result follows from the definition of limsup/inf (given below):
    1. $a_n = (-1)^n$
    2. $a_n = (-1)^n+ \frac 2n$
    3. $a_n = (-1)^n \frac {n+2}n$
    4. $a_n = n$
    5. $a_n = (-1)^n n$
    6. $a_n = \bigl(1 + (-1)^n\bigr) n$
    In each case compute $m_n = \inf \{a_k : k\ge n\}$, and $M_n = \sup \{a_k : k\ge n\}$. Then $\lim_{n\to\infty} m_n$ and $\lim_{n\to\infty}M_n$ are the lim inf and lim sup, respectively.
    1. $a_n = (-1)^n$: $m_n=-1$ and $M_n=+1$ for all $n$, so $\liminf_{n\to\infty} a_n = -1$, while $\limsup_{n\to\infty}a_n = +1$.
    2. $a_n = (-1)^n+ \frac 2n$: $m_n = -1$ for all $n$. $M_{n} = 1+\frac2n$ if $n$ is even, and $M_n=M_{n+1}$ if $n$ is odd. Hence $\liminf_{n\to\infty} a_n = -1$, while $\limsup_{n\to\infty}a_n = +1$.
    3. $a_n = (-1)^n \frac {n+2}n$: $m_n=-\frac{n+2}n$ if $n$ is odd, and $m_{n}=m_{n+1}$ if $n$ is even, so $\liminf_{n\to\infty} a_n = -1$; $M_n=\frac{n+2}n$ if $n$ is even, and $M_{n}=M_{n+1}$ if $n$ is odd, so $\limsup_{n\to\infty} a_n = 1$.
    4. $a_n = n$: $m_n=n$, and $M_n=+\infty$ for all $n$. Both lim sup and lim inf are $+\infty$.
    5. $a_n = (-1)^n n$: $m_n=-\infty$, $M_n=+\infty$. $\liminf_{n\to\infty} a_n = -\infty$, while $\limsup_{n\to\infty}a_n = +\infty$.
    6. $a_n = \bigl(1 + (-1)^n\bigr) n$ : $m_n=0$, $M_n= 2n$ if $n$ is even, $M_n=M_{n+1}$ if $n$ is odd. $\liminf_{n\to\infty} a_n = 0$, while $\limsup_{n\to\infty}a_n =\infty$.
  19. Let $(X,d)$ be a metric space, and let $x_n$ be a convergent sequence in $X$. Show that $x_n$ also is a Cauchy sequence.
    Assume $x_n\to p$. Let $\varepsilon\gt0$ be given. Then there is an $N_\varepsilon\in\N$ such that for all $n\ge N_\varepsilon$ one has $d(x_n, p)\lt \varepsilon$. If $n, m\ge N_\varepsilon$, then \[ d(x_n, x_m) \le d(x_n, p)+d(p, x_m) \le \frac \varepsilon2 + \frac\varepsilon2 =\varepsilon. \] Thus $\{x_n\}$ is a Cauchy sequence.
  20. Give an example of a metric space $(X,d)$ with a Cauchy sequence that does not converge.
    There are many examples. Perhaps the simplest example is to take any metric space $(X,d)$ and a convergent sequence $x_n\in X$, $p=\lim_{n\to\infty}x_n$, and then consider the space $(Y, d)$ where $Y=X\setminus \{p\}$, and $d$ is the same metric as on $X$. For instance, let $Y=\R\setminus\{0\}$, with distance $d(x, y) = |x-y|$; then the sequence $x_n = \frac1n$ is a Cauchy sequence, but it does not converge in $Y$.
  21. Give an example of a complete metric space that is not compact. Provide a brief explanation for your answer.
    The real line. Compact metric spaces are bounded, and while $\R$ is complete, it is not bounded.
  22. Let $x_n$ and $y_n$ be two bounded sequences of real numbers. Show that \[ \limsup_{n\to\infty} (x_n+y_n) \le \limsup_{n\to\infty} x_n + \limsup_{n\to\infty} y_n. \]
    By definition \[ \limsup_{n\to\infty}(x_n+y_n) = \lim_{n\to\infty} \Bigl(\sup\{x_k+y_k : k\ge n\}\Bigr). \] For every $k\ge m$ we have \[ x_k \le \sup\{x_l : l\ge m\}, \qquad y_k \le \sup\{y_l : l\ge m\}. \] Hence, for all $k\ge m$, \[ x_k+y_k \le \sup\{x_l : l\ge m\} + \sup\{y_l : l\ge m\}. \] The quantity on the right does not depend on $k$ and thus it is an upper bound for $\{x_k+y_k : k\ge m\}$. It is therefore not smaller than the least upper bound: \[ \sup\{x_k+y_k : k\ge m\} \le \sup\{x_l : l\ge m\} + \sup\{y_l : l\ge m\}. \] If we now take the limit for $m\to\infty $ on both sides we get \[ \limsup_{k\to\infty} x_k+y_k \le \limsup_{k\to\infty} x_k + \limsup_{k\to\infty} y_k. \]
  23. Find two sequences $x_n$, $y_n$, of real numbers for which \[ \limsup_{n\to\infty} (x_n+y_n) \lt \limsup_{n\to\infty} x_n + \limsup_{n\to\infty} y_n. \]
    There are many possibilities. Here is one: \begin{align*} \{x_n\} &= \{+1, 0, +1, 0, +1, 0, +1, 0, \dots \}\\ \{y_n\} &= \{-1, 0, -1, 0, -1, 0, -1, 0, \dots \} \end{align*} For these sequences $x_n+y_n = 0$ for all $n$, so $\limsup_{n\to\infty}x_n+y_n =0$. But \[ \limsup x_n = 1, \qquad \limsup y_n =0, \] so $\limsup(x_n+y_n) \lt \limsup x_n+ \limsup y_n$.
  24. If $x_n$ and $y_n$ are bounded sequences of real numbers for which $x_n$ converges, then show that \[ \limsup_{n\to\infty} (x_n+y_n) = \lim_{n\to\infty} x_n + \limsup_{n\to\infty} y_n. \]
    Abbreviate \[ \lim_{n\to\infty} x_n = X, \qquad \limsup_{n\to\infty}y_n = Y. \] By definition \[ \limsup_{n\to\infty} \bigl(x_n +y_n\bigr) = \lim_{n\to\infty} \Bigl\{\sup_{k\ge n} \bigl(x_n+y_n\bigr) \Bigr\}. \] Let $\varepsilon\gt 0$ be given. Then there is an $N_\varepsilon$ such that for all $n\ge N_\varepsilon$ we have \[ X-\varepsilon \lt x_n \lt X+\varepsilon, \] and \[ Y - \varepsilon \lt \sup_{k\ge n} y_k \lt Y + \varepsilon. \] For any $k\ge N_\varepsilon$ we then have \[ X-\varepsilon + y_k \lt x_k + y_k \lt X+\varepsilon +y_k, \] and thus for any $n\ge N_\varepsilon$, \[ X-\varepsilon + \sup_{k\ge n}y_k \lt \sup_{k\ge n} \bigl(x_k + y_k\bigr) \lt X+\varepsilon +\sup_{k\ge n}y_k, \] and therefore, for all $n\ge N_\varepsilon$, \[ X+ Y - 2\varepsilon \lt \sup_{k\ge n} \bigl(x_k + y_k\bigr) \lt X + Y + 2\varepsilon. \] This implies, by definition of “$\lim_{n\to \infty} (\dots)$” that \[ \lim_{n\to\infty} \Bigl\{\sup_{k\ge n} \bigl(x_k + y_k\bigr) \Bigr\} = X+Y. \]