2 SERIES Analysis Study Guide

1 Sequences
Def: An ordered field is a field F and total order < (for all x, y, z ∈ F ):
(i) x < y, y < x or x = y, (ii) x < y, y < z ⇒ x < z (iii) x < y ⇒ x + z < y + z (iv) 0 < y, x ⇒ 0 < xy.1
Def: The Archimedean property on an ordered field F is ∀x, y ∈ F, x, y > 0, there exists N ∈ N such that n · x > y.2
Fact: ab = dc ⇒ ra+sc a
rb+sd = b for all a, b, c, d, r, s ∈ Z with rb + sd 6= 0.
3

Def: A real number L is the limit of a sequence of real numbers (an )∞ n=1 if for every ε > 0, there is an N ∈ N such that
|an − L| < ε for all n ≥ N . Then, (an ) converges to L.4
Thm: “Squeeze Theorem” Suppose three sequences (an ), (bn ), (cn ) satisfy an ≤ bn ≤ cn and limn→∞ an = limn→∞ cn =
L. Then limn→∞ bn = L.5
Prop: If (an )∞n=1 converges, then the set { an |n ∈ N } is bounded.
6

Thm: If limn→∞ an = L, limn→∞ bn = M , and α ∈ R, then

(i) limn→∞ an + bn = L + M .
(ii) limn→∞ αan = αL.
(iii) limn→∞ an bn = LM .
(iv) limn→∞ abnn = M L
if M 6= 0.7
Thm: For a sequence an ≥ 0, we have limn→∞ an = +∞ if an only if limn→∞ a1n = 0.8
Thm: “Least Upper Bound Principle” Every nonempty subset S of R that is bounded above has a supremum. Similarly,
every nonempty subset S of R that is bounded below has an infimum.9
Thm: “Monotone Convergence Theorem” A monotone increasing sequence that is bounded above converges. A monotone
decreasing sequence that is bounded below converges.10
Thm: Let (an ) be a sequence.
(i) If lim an is defined, then lim inf an = lim sup an = lim an .
(ii) if lim inf an = lim sup an = L, then lim an = L.11
Def: A subsequence (an )∞ ∞
n=1 is a new sequence (ank )k=1 = (an1 , an2 , . . . ) where n1 < n2 < · · · .
12
13
Thm: If the sequence (an ) converges, then every subsequence converges to the same limit.
Thm: Every sequence (an ) has a monotonic subsequence.14
Cor: Let (an ) be a sequence. There exists a monotonic subsequence whose limit is lim sup an and there exists a
monotonic subsequence shows limit is lim inf an .15
Def: Let (an ) be a sequence in R. A subsequential limit is any real number (or symbol +∞, −∞) that is the limit of
some subsequence (ank ).16
Thm: Let (an ) be any sequence in R, and let S denote the set of subsequential limits of (an ).
(i) S is nonempty.
(ii) sup S = lim sup an and inf S = lim inf an .
(iii) lim an exists if an only if S has a single element, namely lim an .17
Thm: Let S denote the set os subsequential limits of a sequence (an ). Suppose (bn ) is a sequence in S ∩ R and that
t = lim tn . Then t ∈ S.18
Lma: “Nested Intervals Lemma” Suppose that In = [an , bn ] = { x ∈ R | an ≤ x ≤ bn } are nonempty closed intervals
such that In+1 ⊆ In for each n ≥ 1. Then the intersection ∩n≥1 In is nonempty.19
Thm: “Bolzano-Weierstrass Theorem” Every bounded sequence of real numbers has a convergent subsequence.20
Fact: For a bounded sequence (an ), lim sup an (lim inf an ) is the largest (smallest) possible value for a convergent
subsequence.21
Def: A sequence (an )∞ n=1 is called a Cauchy sequence if for every ε > 0, there is an integer N such that |am − an | < ε
for all m, n ≥ N .22
Def: A subset S of R is said to be complete if every Cauchy sequence converges to a point in S.23
Thm: “Completeness Theorem” A sequence of real numbers converges if and only if it is a Cauchy sequence. In particular,
R is complete.24

2 Series
P∞ Pn
Def: Given a sequence (an )∞n=1 , the infinite series n=1 an = limn→∞ k=1 ak converges if the limit exists, diverges
otherwise.25
Fact: Some series can be solved using a telescoping sum, by cancelling elements between sequence terms.26
an diverges.27
P
Thm: “nth term test” If lim an 6= 0, then

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 3 TOPOLOGY OF RN Analysis Study Guide
P∞
Thm: “Cauchy Criterion for Series” The following are equivalent for a series n=1 an .
(i) The series converges. P∞ 
(ii) For every ε > 0, there is an N ∈ N so that  k=n+1 ak < ε for all n ≥ N .
Pm 28
(iii) For every ε > 0, there is an N Pn∈ N so that k=n+1 ak < ε if n, m ≥ N .

Prop: If ak ≥ 0 for k ≥ 1 and sn = k=1 ak , then P∞either
(i) (sn )∞
n=1 is bounded above, in which case P∞ n=1 an converges.
(ii) (sn )∞
n=1 is unbounded, in which case n=1 an diverges.
29
∞
Def: A sequence (an )n=0 is a geometric series with ratio r ifP an+1 = ran for all n ≥ 0, or equivalently an = a0 rn .
∞ a
Thm: “Convergence of Geometric Series” A geometric series n=0 arn converges to 1−r if |r| < 1.30
∞ a
Def: A sequence (an )n=0 is a p-series withP power p if an = np for some a, p ∈ R.
∞
Thm: “Convergence of p-series” A p-series n=1 nap converges if and only if p > 1.31
Thm: “Comparison Test” P∞ ConsiderPtwo sequences (an ), (bn ) with |an | ≤ bn for all n ≥ 1. If (bn ) is summable, then (an )
∞ 32
is summable and | n=1 aP n| ≤ n=1 bn . If (an ) is not summable, then (bn ) is not summable.
Thm: “Ratio Test” A series an of nonzero terms
(i) Converges absolutely if lim sup |an+1 /an | < 1,
(ii) Diverges if lim inf |an+1 /an | > 1.33
√ P∞
Thm: “Root Test” Suppose that an ≥ 0 for all n and let ` = lim sup n an . If ` < 1, then n=1 an converges absolutely,
and if ` > 1, the series diverges.34
P∞ Rb
Thm: “Integral Test” If f : R → R is positive and decreasing, then n=A f (n) converges if and only if limb→∞ A f (x)dx
exists (and is finite).35
P∞
Thm: “Limit Comparison Test” If n=1 bn is a convergent series of positive numbers bn and lim sup |abnn | < ∞ then
P∞ 36
n=1 an converges.
Def: A sequence is alternating if it has the form (−1)n an or (−1)n+1 an where an ≥ 0 for all n ≥ 1.37
Lma: For x > −1, m ∈ N, (1 + x)m > 1 + mx.38
∞
Thm: “Leibniz Alternating Series Test” Suppose that (an )P n=1 is a monotone decreasing sequence a1 ≥ a2 ≥ a3 ≥ · · · ≥ 0
∞
and that limn→∞ an = 0. Then the alternating series n=1 (−1)n an converges.39
Cor: Suppose that (an )∞ n=1 is a monotone decreasing
P∞ positive sequence and that limn→∞ an = 0. Then the difference
between thePsum of the alternating series n=1 (−1)n an and thePN th partial sum is at most |aN |.
∞ ∞
Def: A series n=1 an is called absolutely convergent if the series n=1 |an | converges. A series that converges but is
40
not absolutely convergent is called P∞conditionally convergent.
Def: A rearrangement of a series n=1 an is another series with the same termsPin a different order. This can be
∞
described by a permutation π of the natural numbers N determining the series n=1 aπ(n) .41
Thm: For P an absolutely convergent series, every rearrangement converges to the same limit.
∞
Lma: Let P n=1 an be a convergent series. Denote the positive terms P∞ as b1 , b2 , .P. . and the otherPterms as c1 ,P c2 , . . . .
∞ ∞ ∞ ∞
(i)
P∞ If n=1 a n is absolutely convergent, then so are both n=1 b n and n=1 |c n |, and n=1 an = n=1 bn −
n=1 P|cn |.
∞ P∞ P∞
(ii) If n=1 an is conditionally convergent,
P∞ then n=1 bn and n=1 |cn | both diverge.42
Thm: “Rearrangement Theorem” If n=1 is a conditionally convergent series, then for every real number L, there is a
rearrangement that converges to L.43 Pn
Lma: “Summation
Pn by Parts
PmLemma” Suppose
Pm (xn ) and (yn ) are sequences of real numbers. Define Xn = k=1 xk and
Yn = k=1 yn . Then n=1 xn Yn + n=1 Xn yn+1 = Xm Ym+1 .44
Thm: “Dirichlet’s Test” Suppose that (an )∞ n=1 is a sequence of real numbers with P∞ bounded partial sums. If (bn )∞ n=1 is a
45
sequence of postive numbers decreasing
P∞ monotonically to 0, then the series n=1 an b n converges. P∞
Thm: “Abel’s Test” Suppose that n=1 an converges and (bn ) is a monotonic convergent sequence. Then, n=1 an bn
converges.46

3 Topology of Rn
P∞
Def: The dot product or inner product of two vectors x, y ∈ Rn is h x, y i = n=1 xi yi .47
Thm: “Schwarz Inequality” For all x, y ∈ Rn , | h x, y i | ≤ ||x|| · ||y||. Equality holds if and only if x and y are colinear.48
Thm: “Triangle Inequality” The triangle inequality holds for the Euclidean norm on Rn : ||x + y|| ≤ ||x|| + ||y|| for all
x, y ∈ Rn . Moreover, equality holds if and only if either x = 0 or y = cx with c ≥ 0.49

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 4 FUNCTIONS Analysis Study Guide

Def: A set V = {x1 , . . . , xm } ⊆ Rn is orthonormal if h vi , vj , = i 0 when i 6= j and h vi , vi , = i 1. If m = 0, then V spans

Rn and is called an orthonormal basis.50
2 1/2 51
Pm Pm

Lma: Let {v1 , . . . , vn } be an orthonormal set in Rn . Then || i=1 ai xi || = i=1 |ai | .
Def: A sequence of points (xk ) in Rn converges to a point a if for every ε > 0, there is an integer N so that ||xk − a|| < ε
for all k > N . In this case, write limn→∞ xk = a.52
Lma: Let (xk ) be a sequence in Rn . Then limk→∞ xk = a if and only if limk→∞ ||xk − a|| = 0.53
Lma: A sequence xk = (xk,1 , . . . , xk,n ) in Rn converges to a point a = (a1 , . . . , an ) if and only if each coordinate
converges: limk→∞ xk,i = ai for 1 ≤ i ≤ n.54
Def: A sequence xk in Rn is Cauchy if for every ε > 0, there is an integer N so that ||xk − x` || < ε for all k, ` > N . A
set S ⊆ Rn is complete if every Cauchy sequence of points in S converges to a point in S.55
Thm: “Completeness Theorem for Rn ” Every Cauchy sequence in Rn converges. Thus, Rn is complete.56
Def: A point x is a limit point of a subset A ⊆ Rn if there is a sequence (ak )∞ k=1 with ak ∈ A such that x = limk→∞ ak .
A set A ⊆ Rn is closed if it contains all of its limit points.57
Def: A point x is a cluster point of a subset A ⊆ Rn if there is a sequence (an )∞ n=1 with an ∈ A \ {x} such that
x = limn→∞ an .58
Prop: If A, B ⊆ Rn are closed, then A ∪ B is closed. If { Ai | i ∈ I } is a family of closed subsets of Rn , then ∩i∈I Ai is
closed.59
Ex: Let An = B n−1 (0). The family of sets {An }n∈N has every set closed, but ∪n∈N An = B1 (0), which is not closed.60
n
Def: If A is a subset of Rn , the closure of A is the set A consisting of all limit points of A.61
Def: The ball about a in Rn of radius r is the set Br (a) = { x ∈ Rn | ||x − a|| < r }. A subset U ⊆ Rn is open if for
every a ∈ U , there is some r > 0 so that the ball Br (a) is contained in U .62
Prop: Let A ⊆ Rn . Then A is the smallest closed set containing A. In particular, A = A.63
Thm: “Duality of Open and Closed Sets” A set A ⊆ Rn is open if and only if the complement of A, A0 = { x ∈ Rn | x ∈ /
A } is closed.64

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Prop: If U and V are open subsets of Rn then U ∩ V is an open subset of Rn . If { Ui | i ∈ I } s a family of open subsets
of Rn , then ∪i∈I Ui is open.65
Ex: Let An = B n+1 (0). The family of sets {An }n∈N has every set open, but ∩n∈N An = B1 (0), which is closed.66
n
Def: The interior, int X, of a set X is the largest open set contained in X. If int X = ∅, then X has empty interior.67
Def: A subset A ⊆ Rn is compact if every sequence (ak )∞ ∞
k=1 of points in A has a convergent subsequence (aki )i=1 with
68
limit a = limi→∞ aki in A.
Def: A subset S of Rn is called bounded provided that there is a real number R such that S is contained in the ball
BR (0).69
Lma: A compact subset of Rn is closed and bounded.70
Lma: If C is a closed subset of a compact subset of Rn , then C is compact.71
Lma: The cube [a, b]n is a compact subset of Rn .72
Thm: “Heine-Borel Theorem” A subset of Rn is compact if and only if it is closed and bounded.73
Thm: “Cantor’s Intersection Theorem” If A1 ⊇ A2 ⊇ A3 ⊇ · · · is a decreasing sequence of nonempty compact subsets
of Rn , then ∩k≥1 Ak is not empty.74
Def: A set whose closure has no interior is nowhere dense. A point x of a set A is isolated if there is an ε > 0 such
that the ball Bε (x) intersects A only in the singleton {x}. A set A is perfect if each point x ∈ A is the limit of some
sequence in A \ {x}.75

4 Functions
Def: Let S ⊆ Rn and let f : S → Rm . If a ∈ S is a cluster point (limit point of S \ {a}) then a point v ∈ Rn is a
limit of f at a if for every ε > 0 there is an r > 0 so that ||f (x) − v|| < ε whenever 0 < ||x − a|| < r and x ∈ S.
Write limx→a f (x) = v.76
Def: Let S ⊆ Rn and let f : S → Rm . f is continuous at a ∈ S if for every ε > 0, there is an r > 0 such that, for
all x ∈ S with ||x − a|| < r, we have ||f (x) − f (a)|| < ε. Moreover, f is continuous on S if it is continuous at each
point a ∈ S. If f is not continuous at a, f is discontinuous at a.77

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Def: A function f : S → Rm is called Lipschitz if there is a constant C such that ||f (x) − f (a)|| ≤ C ||x − a|| for all
x, a ∈ S. The Lipschitz constant of f is the smallest choice of C for this condition to hold.78
Def: A function f : [a, b] → R satisfies a Lipschitz condition of order α > 0 if there is some positive constant M so that
|f (x1 ) − f (x2 )| ≤ M |x1 − x2 |α .79
Prop: Every Lipschitz function is continuous. 80
Cor: Every linear transformation A from Rn to Rm is Lipschitz, and therefore continuous.81
Def: The coordinate functions are, πj : Rn → R is given as πj (x1 , . . . , xn ) = xj for 1 ≤ j ≤ n, and i (t) = tei .82
Def: A function f : Rn → Rm has a removable singularity at a if limx→a f (x) exists, but does not equal f (a).83
Def: The limit of f as x approaches a from the right is L if for every ε > 0, there is an δ > 0 so that |f (x) − L| < ε for
all a < x < a + δ, written limx→a+ f (x) = L. Similarly, define the limit from the left, limx→a− f (x) = L.84
Def: When a function f on R has limits from the left and right that are different, we say f has a jump discontinuity.
A function on an interval is called piecewise continuous if on every finite subinterval, it has only a finite number of
jump discontinuities and is continuous at all other ponts.85
Ex: The Heaviside function H(x) is defined to be 0 for all x < 0 and 1 for x ≥ 0.86
Ex: The ceiling function dxe has countably many jump discontinuities.87
Ex: For any subset A ⊆ Rn , the characteristic function of A is χA (x), which equals 1 if x ∈ A, and 0 otherwise.88
Ex: Let f (x) = 0 when x ∈ / Q and then f (x) = 1q when x = pq , in reduced form. Then, f (x) is continuous only at
irrational points, and discontinuous on the rationals.89
Def: Say that the limit of a function f (x) has x approaches a is +∞ if for every positive integer N , there is an r > 0
so that f (x) > N for all 0 < |x − a| < r. We write limx→a f (x) = +∞. We define the limit limx→a f (x) = −∞
similarly.90
Def: A function f is asymptotic to the curve g if limx→∞ |f (x) − g(x)| = 0.91
Def: A subset V ⊆ S ⊆ Rn is open in S (or relatively open) if there is an open set U in Rn such that U ∩ S = V .92
Thm: For a function f mapping S ⊆ Rn into Rm , the following are equivalent:
(i) f is continuous on S.
(ii) “Sequential characterization of continuity” For every convergent sequence (xn )∞ n=1 with limn→∞ xn = a ∈ S.
limn→∞ f (xn ) = f (a).
(iii) “Topological characterization of continuity” For every open set U in Rm , the set f −1 (U ) = { x ∈ S | f (x) ∈ U }
is open in S.93
Thm: If f, g are functions from a common domain S into Rm , a ∈ S such that limx→a f (a) = u and limx→a g(x) = v,
then
(i) limx→a f (x) + g(x) = u + v.
(ii) limx→a αf (x) = αu.
When the range is contained in R, say limx→a f (x) = u and limx→a g(x) = v, then
(iii) limx→a f (x)g(x) = uv, and
(iv) limx→a f (x)/g(x) = u/v provided v 6= 0.94
Thm: If f, g are functions form S to Rm that are continuous at a ∈ S and α ∈ R, then
(i) f + g is continuous at a.
(ii) αf is continuous at a.
When the range is contained in R,
(iii) f g is continuous at a
(iv) f /g is continuous at a provided that g(a) 6= 0.95
Def: A function f is a rational function if f (x) = p(x)/q(x) where p, q ∈ R[x] and q 6= 0. Rational functions are
continuous except where q(x) = 0.96
Def: If a function f : S → T and g : T → Rm , then the composition of g and f , denoted g ◦ f is the function that sends
x to g(f (x)).97
Thm: Suppose f : S → T and g : T → Rm . If f is continuous at a ∈ S and g is continuous at f (a) ∈ T , then g ◦ f is
continuous at a.98
Thm: Let C be a compact subset of Rn , and let f be a continuous function from C into Rm . Then the image set f (C)
is compact.99
Thm: “Extreme Value Theorem” Let C be a compact subset of Rn and let f be a continuous function from C into R. Then
there are points a and b in C attaining the minimum and maximum values of f on C. That is, f (a) ≤ f (x) ≤ f (b)
for all x ∈ C.100

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Def: A function f : R → Rm is a periodic function if there exists a d > 0 such that f (x) = f (x + d) for all x ∈ R. The
least such d is called the period of f . Then, f is d-periodic.101
Def: A function f : S → Rm is uniformly continuous if for every ε > 0 there is a δ > 0 so that ||f (x) − f (a)|| < ε
whenever ||x − a|| < δ for x, a ∈ S.102
Prop: Every Lipschitz function is uniformly continuous.103
Cor: Every linear transformation from Rn to Rm is uniformly continuous.104
Cor: Let f be a differentiable real-valued function on [a, b] with a bounded derivative; that is, there is M > 0 so that
|f 0 (x)| ≤ M for all a ≤ x ≤ b. Then f is uniformly continuous on [a, b].105
Thm: Suppose that C ⊆ Rn is conpact and f : C → Rn is continuous. Then f is uniformly continuous on C.106
Thm: “Intermediate Value Theorem” If f is a continuous real-valued function on [a, b] with f (a) < 0 < f (b), then there
exists a point c ∈ (a, b) such that f (c) = 0.107
Cor: If f is a continuous real-valued function on [a, b], then f ([a, b]) is a closed interval.108
Def: A path in S ⊆ Rn from a to b, both poionts in S, is the image of a continuous function γ from [0, 1] into S such
that γ(0) = a and γ(1) = b.109
Cor: Suppose that S ⊆ Rn and f is a continuous real-valued function on S. If there is a path from a to b in S and
f (a) < 0 < f (b), then there is a point c on the path so that f (c) = 0.110
Def: A function f is increasing on an interval (a, b) if f (x) ≤ f (y) whenever a < x ≤ y < b. It is strictly increasing on
(a, b) if f (x) < f (y) whenever a < x < y < b. Similarly, define decreasing and strictly decreasing functions. All of
these functions are called monotone.111
Prop: If f is an increasing function on the inerval (a, b), then the one-sided limits of f exist at each point c ∈ (a, b) and
limx→c− f (x) = L ≤ f (x) ≤ limx→c+ f (x) = M . For decreasing functions, the inequalities are reversed.112
Cor: The only type of discontinuity that a monotone function on an interval can have is a jump discontinuity.113
Cor: If f is a monotone function on [a, b] and the range of f intersects every nonempty open interval in [f (a), f (b)] then
f is continuous.114
Thm: A monotone function on [a, b] has at most countably many discontinuities.115
Thm: Let f be a continuous strictly increasing function on [a, b]. Then f maps [a, b] one-to-one and onto [f (a), f (b)].
Moreover the inverse function f −1 is also continuous and strictly increasing.116
Prop: Let f : S → Rm , S ⊆ Rn be a continuous function. If T ⊂ S is compact, f (T ) is compact.117
Ex: The Cantor function c : [0, 1] → [0, 1] is an onto function defined such that c is constant over the intervals not in
the Cantor set, but is strictly increasing over the Cantor set. Also, c(C) = [0, 1].118

5 Intro to Calculus
Def: A funciton f : (a, b) → R is differentiable at a point x0 ∈ (a, b) if limh→0 f (x0 +h)−f
h
(x0 )
exists. We write f 0 (x0 )
119
for this limit.
Def: When f is differentiable at x0 , we define the tangent line to f at x0 to be the linear function T (x) = f (x0 ) +
f 0 (x0 )(x − x0 ).120
Prop: If f is differentiable at x0 , then it is continuous at x0 . Differentiable functions are continuous.121
Lma: Let f be a function on [a, b] that is differentiable at x0 . Let T (x) be the tangent line to f at x0 . Then T is the
unique linear function with the property limx→x0 f (x)−T x−x0
(x)
= 0.122
Cor: If f (x) is a function on (a, b) and x0 ∈ (a, b), then the following are equivalent:
(i) f is differentiable at x0 .
(ii) There is a linear function T (x) and a function ε(x) on (a, b) such that limx→x0 ε(x) = 0 and f (x) = T (x) +
ε(x)(x − x0 ).
(iii) There is a function ϕ(x) on (a, b) such that f (x) = f (x0 ) + ϕ(x)(x − x0 ) and limx→x0 ϕ(x) exists.123
Thm: “Arithmetic of Derivatives” Let f and g be differentiable functions at the point a. Each of the functions cf (c a
constant), f + g, f g, and f /g are differentiable at a, except f /g if g(a) = 0. The formulas are124
(i) (cf )0 (a) = c · f 0 (a) (ii) (f + g)0 (a) = f 0 (a) + g 0 (a)
(iii) “Product rule” (f g) (a) = f (a)g 0 (a) + f 0 (a)g(a)
0
0
(a)g 0 (a)
(iv) “Quotient rule” (f /g)0 (a) = g(a)f (a)−f g 2 (a) if g(a) 6= 0.
Thm: “The Chain Rule” Suppose that f is defined on [a, b] and has range contained in [c, d]. Let g be defined on [c, d].
Suppose that f is differentiable at x0 ∈ [a, b] and g is differentiable at f (x0 ). Then the composition h(x) = g(f (x))
is defined, and h0 (x0 ) = g 0 (f (x0 ))f 0 (x0 ).125

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Ex: The class of functions f (x) = xa sin(1/x) for x > 0 and f (0) = 0 for a > 0 is differentiable on [0, ∞), but the
derivative function is not continuous at 0.126
Def: A function f (x) is even if f (−x) = f (x) and odd when f (−x) = −f (x).127

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Thm: “Fermat’s Thoerem” Let f be a continuous function on an interval [a, b] that takes its maximum or minimum
value at a point x0 . Then, exactly one of the following holds:
(i) x0 is an endpoint a or b, (ii) f is not differentiable at x0 , (iii) f is differentiable at x0 and 0 f (x0 ) = 0.128
Thm: “Rolle’s Theorem” Suppose that f is a function that is continuous on [a, b] and differentiable on (a, b) such that
f (a) = f (b) = 0. THen there is a point c ∈ (a, b) such that f 0 (c) = 0.129
Thm: “Mean Value Theorem” Suppose that f is a function that is continuous on [a, b] and differentiable on (a, b). Then
there is a point c ∈ (a, b) such that f 0 (C) = f (b)−f b−a
(a) 130
.
131
Cor: Let f be a differentiable function on [a, b].
(i) If f 0 (x) is (strictly) positive, then f is (strictly) increasing.
(ii) If f 0 (x) is (strictly) negative, then f is (strictly) decreasing.132
(iii) If f 0 (x) = 0 at every x ∈ (a, b), then f (x) is constant.133 (iv) If g is differentiable on [a, b] with g 0 (x) = f 0 (x),
then there is a constant c such that f (x) = g(x) + c.134
Def: If a twice differentiable function f has f 00 (x) positive on an interval [a, b] then f is convex or concave up. If f 00 (x)
is negative, then f is concave or concave down. The points where f 00 (x) changes sign are called inflection points.135
Thm: “Darboux’s Theorem/Intermediate Value Theorem for Derivatives” If f is differentiable on [a, b] and f 0 (a) < L <
f 0 (b), then there is a point x0 in (a, b) at which f 0 (x0 ) = L.136
Thm: Let f is a one-to-one continuous function on an open interval I, and let J = f (I). If f is differentiable at x0 ∈ I
and if f 0 (x0 ) 6= 0, then f −1 is differentiable at y0 = f (x0 ) and (f −1 )0 (y0 ) = f 0 (x
1
0)
.137

6 Integration
Def: Let f : [a, b] → R be a bounded function.138
(i) A partition of [a, b] is a finite set P = {a = x0 < x1 < · · · < xn−1 < xn = b}. Set ∆j = xj − xj−1 and define the
mesh of a partition P as mesh(P ) = max1≤j≤n ∆j .139
(ii) Let the maximum and minimum be Mj (f, P ) = sup{ f (x) | xj−1 ≤ x ≤ xj } and mj (f, P ) = inf{ f (x) | xj−1 ≤
x ≤ xj }. Pn
(iii) Let the upper (Darboux) sum and lower (Darboux) sum be U (f, P ) = j=1 Mj (f, P )∆j and L(f, P ) =
Pn
j=1 m j (f, P )∆ j .
(iv) If given an evaluation sequence X = {x0j | 1 ≤ j ≤ n} with x0j ∈ [xj−1 , xj ] the Riemann sum is I(f, P, X) =
Pn 0 140
j=1 f (xj )∆j .
(v) A partition R is a refinement of a parition P provided P ⊆ R. If P and Q are partitions, then R is a common
refinement if P ∪ Q ⊆ R.
Lma: If R is a refinement of P , then L(f, P ) ≤ L(f, R) ≤ U (f, R) ≤ U (f, P ).141
Cor: If P and Q are any two partitions of [a, b], L(f, P ) ≤ U (f, Q).142
Def: Define the lower Darboux integral, L(f ) = supP L(f, P ) and the upper darboux integral, U (f ) = inf P U (f, P ). Note
that L(f ) ≤ U (f ).143 A bounded function f on a finite interval [a, b] is called Riemann integrable if L(f ) = U (f ).
Rb
In this case, we write L(f ) = a f (x)dx = U (f ).144
Thm: “Riemann’s Condition” Let f (x) : [a, b] → R be a bounded function. The following are equivalent:
(i) f is Riemann integrable.
(ii) For each ε > 0, there is a partition P so that U (f, P ) − L(f, P ) < ε.145
Cor: Let f be a bounded real-valued function on [a, b]. If there is a sequence of partitions of [a, b], Pn so that
limn→∞ U (f, Pn ) − L(f, Pn ) = 0, then f is Riemann integrable. Moreover, if Xn is any choice of points x0n,j
Rb
selected from each interval of Pn , then limn→∞ I(f, Pn , Xn ) = a f (x)dx.
Thm: Let f (x) : [a, b] → R be a bounded function. The following are equivalent:146
(i) f is Riemann integrable.
(ii) For each ε > 0, there is a partition P so that U (f, P ) − L(f, P ) < ε.
(iii) “Cauchy Criterion for Integrability” For every ε > 0, there is a δ > 0 so that every partition Q such that
mesh(Q) < δ satisfies U (f, Q) − L(f, Q) < ε.147

Derrick Stolee
 NOTES Analysis Study Guide NOTES

Rb
Thm: Let f (x) : [a, b] → R be a bounded function, then f is Riemann integrable with a f (x)dx = L if and only if for
every ε > 0, there is a δ > 0 so that every partition Q such that mesh(Q) < δ and every choice of evaluation sequence
X satisfies |I(f, Q, X) − L| < ε.148
Thm: Every monotone function on [a, b] is Riemann integrable.149
Thm: Every continuous function on [a, b] is integrable.150
R∞ Rb
Def: Say that f is Riemann integrable on [a, ∞) if the improper integral a f (x)dx := limb→∞ a f (x)dx exists.151
Thm: “Arithmetic of Integrals” Let f and g be integrable function on [a, b] and c ∈ R. Then
Rb Rb Rb Rb
(i) cf is integrable and a cf (x)dx = c a f (x)dx. (ii) f + g is integrable and a (f + g)(x)dx = a f (x)dx +
Rb
a
g(x)dx.152
Rb Rb
Thm: If f and g are integrable on [a, b] and if f (x) ≤ g(x) for all x ∈ [a, b], then a f (x)dx ≤ a g(x)dx.153
Rb Rb
Thm: If f is integrable on [a, b], then |f | is integrable on [a, b] and | a f (x)dx| ≤ a |f (x)|dx.154
Rb
Thm: If f : [a, b] → R with c ∈ (a, b) and f is integrable on [a, c] and [c, b] then f is integrable on [a, b] with a f (x) =
Rc Rb
a
f (x)dx + c f (x)dx.155
Thm: “Fundamental Theorem of Calculus Rx I” Let f be a bounded Riemann integrable function on [a, b] and let F :
[a, b] → R be defined as F (x) = a f (t)dt. Then F is continuous, and if f is continuous at a point x0 , then F is
differentiable at x0 with F 0 (x0 ) = f (x).156
Def: A function f on [a, b] has an antiderivative if there is a continuous function F : [a, b] → R such that F 0 (x) = f (x)
for all x ∈ [a, b].157
Cor: “Fundamental Theorem of Calculus II” Let f be a continuous function on [a, b]. Then f has an antiderivative.
Rb
Moreover, if G is any antiderivative of f , then a f (x)dx = G(b) − G(a).158
Rb
Lma: Suppose that f : [a, b] → R is an integrable function bounded by M : [a, b] → R. Then | a f (t)dt| ≤ M (b − a).159
Thm: “Integration by Parts” GIven two differentiable functions f : [a, b] → R and g : [a, b] → R, the integral
Rb 0 Rb
a
f (x)g(x)dx = f (x)g(x)|ba − a f (x)g 0 (x)dx.160
Thm: “Substitution/Change of Variable” Let u be a C 1 function on [a, b] and let f be continuous on [c, d] containing
Rb R u(b)
the range of u. Then a f (u(x))u0 (x)dx = u(a) f (t)dt.161
Thm: “Intermediate/Mean Value Theorem for Integrals” If f is a continuous function on [a, b], then there is a point
1
Rb
c ∈ (a, b) such that b−a a
f (x)dx = f (c).162

27 Donsig,
Notes 28 D&D
825 Notes, 09/19.
Theorem 3.1.5. p. 69; Ross, Definition 14.3, Theorem
1 Donsig, 14.4. pp. 92-93.
825 Notes, 08/29. 29 D&D, Prop 3.2.1., p. 71.
2 Dongig, 825 Notes, 08/29. 30 D&D, Theorem 3.2.2., p. 71.
3 Donsig, 825 Notes, 08/31.
31 H,W&T, Example 3, p. 525.
4 D&D Definition 2.3.1. p. 38.
32 D&D, Theorem 3.2.3. p. 71; Ross, Theorem 14.6. p. 93.
5 D&D. Theorem 2.3.6. p. 39.
33 Ross, Theorem 14.8. p. 94.
6 D&D. Proposition 2.4.2. p. 42; Ross, Theorem 9.1. p. 43.
34 D&D, Theorem 3.2.4., p.72.; Ross, Theorem 14.9. p. 94.
7 D&D. Theorem 2.4.3. p. 42; Ross, Thm 9.2-6. pp.43-46.
35 Donsig, 825 Notes, 09/26.
8 Ross. Theorem 9.10. p. 51.
36 Donsig, 825 Notes, 09/26.
9 D&D. Theorem 2.5.3. p. 46.
37 D&D, Definition 3.2.5. p. 72.
10 D&D. Theorem 2.5.4. p. 47; Ross. Thm 10.2. p. 55.
38 Donsig, 825 Notes, 09/26. D&D. p. 77.
11 Ross. Theorem 10.7. p. 58.
39 D&D. Theorem 3.2.6. p. 72.
12 Ross. Definition 11.1. p. 63. 40 D&D. Definition 3.4.2. p. 81.
13 Ross. Theorem 11.2. p. 67. 41 D&D. Definition 3.4.4. p. 81.
14 Ross. Theorem 11.3. p. 67. 42 D&D. Lemma 3.4.7. p. 82.
15 Ross. Corollary 11.4. p. 68. 43 D&D, Theorem 3.4.8. p. 83.
16 Ross. Definition 11.6. p. 70. 44 D&D. Lemma 3.4.9. p. 85.
17 Ross. Theorem 11.7. p. 71. 45 D&D. Theorem 3.4.10. p. 85.
18 Ross. Theorem 11.8. p. 72. 46 D&D. Problem 3.4.G. Solution in 825 Problem Set 5.
19 D&D. Lemma 2.6.3. p. 51. 47 D&D. p.89.
20 D&D. Theorem 2.6.4. p. 52. 48 D&D. Theorem 4.1.1. p.89.
21 Donsig, 825 Notes, 09/17. 49 D&D. Theorem 4.1.2. p.89.
22 D&D. Definition 2.7.2. p. 56; Ross. Definition 10.8. p. 60. 50 D&D. p.91.
23 D&D. Definition 2.7.3. p. 56. 51 D&D. Lemma 4.1.3. p.91.
24 D&D. Theorem 2.7.4. p. 56; Ross. Theorem 10.11. p. 61. 52 D&D. Definition 4.2.1. p.92.
25 D&D, Def 3.1.1. p. 66. 53 D&D. Lemma 4.2.2. p. 93.
26 D&D, Example 3.1.3. p. 68. 54 D&D. Lemma 4.2.3. p.93.

Derrick Stolee
NOTES Analysis Study Guide NOTES

55 D&D. Definition 4.2.4. p.93. 109 D&D. p.134.

56 D&D. Theorem 4.2.5. p.94. 110 D&D. Cor. 5.6.3. p.134.
57 D&D. Definition 4.3.1. p. 96. 111 D&D. Def. 5.7.1. p.135.
58 D&D. 4.4.N. p. 101. 112 D&D. Prop. 5.7.2. p.135.
59 D&D. Proposition 4.3.3. p. 97. 113 D&D. Cor. 5.7.3. p.136.
60 D.S. 10/15. 114 D&D. Cor. 5.7.4. p.136.
61 D&D. Definition 4.3.4. p.97. 115 D&D. Thm. 5.7.5. p.136.
62 D&D. Definition 4.3.6. p.98. 116 D&D. Thm. 5.7.6. p.137.
63 D&D. Proposition 4.3.5. p.97. 117 Not in the book or notes.
64 D&D. Theorem 4.3.8. p.98. 118 D&D. Example 5.7.8. pp. 137-140.
65 D&D. Proposition 4.3.9. p. 99. 119 D&D Def 6.1.1. p.141; Ross Def 28.1 pp.205-6
66 D.S. 10/15. 120 D&D p.141.
67 D&D. p.99. 121 D&D. Prop 6.1.2 p.142; Ross Thm 28.2 p.207
68 D&D. Definition 4.4.1. p. 101. 122 D&D Lemma 6.1.3 p.142
69 D&D. p.102. 123 D&D Cor 6.1.4 p.143
70 D&D. Lemma 4.4.3. p. 102. 124 Ross Thm 28.3 p.208
71 D&D. Lemma 4.4.4. p. 102. 125 D&D Thm 6.1.6 p.145; Ross Thm 28.4 p.209
72 D&D. Lemma 4.4.5. p. 102. 126 D&D Example 6.1.7 p.145
73 D&D. Theorem 4.4.6. p. 103. 127 D&D Exercise 6.1.E p.146
74 D&D. Theorem 4.4.7. p. 103. 128 D&D Thm 6.2.1. p.148; Ross Thm 29.1 p.214
75 D&D. p. 104 129 D&D Thm 6.2.2. p.148; Ross Thm 29.2 p. 214
76 D&D. Def. 5.1.1. p. 108. 130 D&D Thm 6.2.3. p.149; Ross Thm 29.3 p.215
77 D&D. Def. 5.1.2. p. 109. 131 D&D Cor 6.2.5. p.150
78 D&D. Def. 5.1.3. p. 111. 132 Ross Cor 29.7 p217
79 D&D. 5.5.K. p.133. 133 Ross Cor 29.4 p.216
80 D&D. Prop. 5.1.4. p. 111. 134 Ross Cor 29.5 p.216
81 D&D. Cor. 5.1.5. p. 111. 135 D&D p.151
82 D&D. p. 112. 136 D&D 6.2.I p.152; Ross Thm 29.8 p.217
83 D&D. p. 114. 137 Ross Thm 29.9 pp.218-9
84 D&D. Def 5.2.3. p.115. 138 D&D Def 6.3.1 p.154; Ross Def 32.1 pp.243-4
85 D&D. Def. 5.2.4. p.115. 139 Ross Def 32.6 p.249
86 D&D. Ex. 5.2.2. p.114. 140 Ross Def 32.8 p.250
87 D&D. p.116. 141 D&D Lma 6.3.2 p.155; Ross Lma 32.2 p.246
88 D&D. Ex. 5.2.9. p.118. 142 D&D Cor 6.3.3 p.155; Ross Lma 32.3 p.247
89 D&D. Ex. 5.2.10. p.118. 143 Ross Thm 32.4 p.247
90 D&D. Def. 5.2.5. p.116. 144 D&D Def 6.3.4 p.156; Ross Def 32.1 p.244
91 D&D. p.117. 145 D&D Thm 6.3.5 p.156; Ross Thm 32.5 p.248
92 D&D. p.120. 146 D&D Thm 6.3.8 p.158
93 D&D. Thm 5.3.1. p.120. 147 Ross Thm 32.7 p.249
94 D&D. Thm 5.3.2. p.121. 148 D&D Thm 6.3.8, (4) p.158
95 D&D. Thm. 5.3.3. p.122. 149 D&D Thm 6.3.9 p.160; Ross Thm 33.1 p.253
96 D&D. p.122. 150 D&D Thm 6.3.10 p.160; Ross Thm 33.2 p.254
97 D&D. p.122. 151 D&D 6.3.S p.164
98 D&D. p.122. 152 Ross Thm 33.3 p.254
99 D&D. Thm 5.4.3. p.125. 153 Ross Thm 33.4 p.257
100 D&D. Thm 5.4.4. p.125. 154 Ross Thm 33.5 p.257
101 D&D. 5.4.H. p.126. 155 Ross Thm 33.6 p.258
102 D&D. Def. 5.5.1. p.127. 156 D&D Thm 6.4.1 p.165; Ross Thm 34.1 p.262
103 D&D. Prop. 5.5.4. p.129. 157 D&D p.165
104 D&D. Cor. 5.5.5. p.129. 158 D&D Cor 6.4.2 p.165; Ross Thm 34.3 p.264
105 d&D. Cor. 5.5.6. p.129. 159 D&D Lma 6.4.3 p.165
106 D&D. Thm. 5.5.9. p.131. 160 D&D p.167; Ross Thm 34.2 p.263
107 D&D. Thm. 5.6.1. p.133. 161 D&D p.167; Ross Thm 34.4 p.265
108 D&D. Cor. 5.6.2. p.134. 162 D&D 6.4.C p.168; Ross Thm 33.9 p.259

Derrick Stolee
 7 PROBLEMS Analysis Study Guide

7 Problems
1
Question: Define a sequence (xn ) by x1 = 2 and, for n ≥ 2, xn = 1 + x1 ···x n−1
. Show that there is an integer m so
that x1 · · · xm > 100.
Question: Fix an integer N ≥ 2. Consider the remainders q(n) obtained by dividing the Fibonacci number F (n) by
N , so that 0 ≤ q(n) < N . Prove that this sequence is periodic with period d ≤ N 2 as follows:
(i) Show that there are integers 0 ≤ i < j ≤ N 2 such that q(i) = q(j) and q(i + 1) = q(j + 1).
(ii) Show that if q(i + d) = q(i) and q(i + 1 + d) = q(i + 1), then q(n + d) = q(n) for all n ≥ i. (iii) Show that if
q(i + d) = q(i) and q(i + 1 + d) = q(i + 1), then
√ q(n +  d) = q(n) for all n ≥ 0.
Question: If m and n are integers, show that  3 − m n
 ≥ 12 .
5n
n2 +2n+1
Question: Compute the limit, and for ε = 10−6 , find an integer N that satisfies the limit equation: limn→∞ 2n 2 −n+2 .
−6
Optional: What is the smallest value of N that satisfies the limit definition for ε = 10 ?
Question: (i) Prove that if an ≤ bn for n ≥ 1, L = limn→∞ an and M = limn→∞ bn , then L ≤ M .
(ii) Find convergent sequences (an ) and (bn ) so that
(a) an ≤ bn for all n, (b) there is no N so that for all n ≥ N , an ≤ lim bn , and
n→∞
(c) there is no N so that for all n ≥ N , bn ≥ lim an .
n→∞
Question: Consider (x1 , x2 , . . . ) and (y1 , y2 , . . . ). Show that the new sequence (x1 , y2 , x2 , y2 , . . . ) converges to a number
L if and only if the two original sequences both converge to L.
Question: Define a sequence
√ (an )∞n=1 so that limn→∞ an2 exists but limn→∞ does not exist.
Question: (i) Let xn = n − 1. Use the fact that (1 + xn )n = n to show that x2n ≤ 2/n.
n

(ii) Hence compute limn→∞ n1/n . √

Question: Show that the set S = { n + m 2|m, n ∈ Z } is dense in R.
Question: Suppose that limn→∞ an = L. Show that limn→∞ a1 +a2 +···+a n
n
= L.
Question: (i) Let (an )∞n=1 be a bounded sequence. Define a sequence b n = sup{ak : k > n} for n ≥ 1. Prove that (bn )
converges. This limit is called the limit superior of (an ), almost always abbreviated to lim sup an .
(ii) Without redoing the proof, do the same for the limit inferior of (an ), which is defined as lim inf an := limn→∞ (inf k≥n ak ).
Question: Given two sequences of real numbers (xn ) and (yn ), prove that lim sup(xn + yn ) ≤ lim sup xn + lim sup yn .
Give an example where all three lim sup’s are finite and the inequality is strict.
Question: Define x1 = 2 and xn+1 = 21 (xn + 5/xn ) for n ≥ 1.
(i) Find a formula for x2n+1 − 5 in terms of x2n − 5.
(ii) Hence evaluate limn→∞ xn .
(iii) Compute the first ten terms on a calculator.
(iv) Show that the tenth term approximates the limit to over 600 decimal places.
Question: Construct a sequence (xn )∞ n=1 so that for every real number L, there is a subsequence (xnk )k=1 with
∞

limk→∞ xnk = L.
Question: Suppose that (an ) is a sequence such that a2n ≤ a2n+2 ≤ a2n+3 ≤ a2n+1 f or all n ≥ 0. Show that this
sequence is Cauchy if and only if limn→∞ |an − an+1 | = 0.
Question: Suppose that, for a sequence (an ), there is λ ∈ (0, 1) so that |an+2 − an+1 | ≤ λ|an+1 − an |. Show that (an )
is Cauchy.
Question: (i) Show that a sequence (an )∞ n=1 converges if and only if lim sup an = lim inf an .
(ii) Suppose a sequence (an ) has the property that for any sequence (bn ), we have lim sup an + bn = lim sup an +
lim sup bn . Show that (anP ) converges.
∞
Question: Find the sum of n=1 n22n+1 (n+1)2 .
Question: Construct a convergent series of positive terms with lim sup aan+1 nP
= ∞. 163
P∞ ∞ an
Question: If an ≥ 0 for all n, prove that n=1 an converges if and only if n=1 1+a n
converges.164
Question: Suppose that (an ) is a strictly decreasing positive sequence, i.e., 0 < an+1 < an for all n.
(i) Suppose that (gk ) is a strictly increasing sequence P∞ of integers and there is a constant P∞ C so that for k = 2, 3, . . . ,
we have gk+1 − gk ≤ C(gk − gk−1 ). Prove that P∞ n=1 a n converges if and only if
P∞ k=1 (g k+1 − gk )agk converges.
n
(ii) By a suitable choice ofP(gk ), prove that n=1 an converges if and only if n=1 2 an 2 converges.
∞ P∞
(iii) Similarly, prove that n=1 an converges if and only if n=1 na2n converges.165
Question: SupposeP(an ) is a decreasing positive sequence, i.e. 0 < an+1 ≤ an .
∞
(i)Prove that if n=1 an converges, then limn→∞ nan = 0. P∞
(ii) Give a sequence (an ) as above so that limn→∞ nan = 0 but n=1 an diverges.166

Derrick Stolee
 7 PROBLEMS Analysis Study Guide
P∞
Question: Use summation by partsP to prove Abel’s Test: Suppose that n=1 an converges and (bn ) is a monotonic
∞
convergent sequence. Show that n=1 an bn converges.167  x+y 
Question: Suppose that x and y are unit vectors in Rn . Show that if 
2
 = 1, then x = y.
Question: (i) Show that if (xn )∞ n
P
n=1 is a sequence in R such that n≥1 ||x n − xn+1 || < ∞, then (xn ) is Cauchy.
(ii) Give an example of a Cauchy sequence for which this condition fails.
(iii) However, show that every Cauchy sequence (xk )∞ ∞
P
k=1 has a subsequence (xki )i=1 such that i≥1 ||xki − xki+1 || <
∞. P∞ P∞
Question: Suppose that x = (x1 , x2 , . . . ) and y = (y1 , y2 , . . . ) are sequences so that n=1 x2n and n=1 yn2 converge.
P∞ P∞ 2
1/2 P∞ 2
1/2
Show that | n=1 xn yn | ≤ n=1 xn · n=1 yn . In particular, you are showing that the series on the
left-hand side converges.
Question: (i) Show that the sum of a closed subset and a compact subset of Rn is closed. Recall that A + B = { a + b |
a ∈ A, b ∈ B }.
(ii) Is this true for the sum of two compact sets and a closed set?
(iii) Is this true for the sum of two closed sets?

Question: Let (xn )∞n=1 be a sequence in a compact set K that is not convergent. Show that there are two subsequences
of this sequence that are convergent to different limit points.
Question: Let A and B be disjoint closed subsets of Rn . Define d(A, B) = inf{||a − b|| | a ∈ A, b ∈ B}.
(i) If A = {a} is a singleton, show that d(A, B) > 0.
(ii) If A is compact, show that d(A, B) > 0.
(iii) Find an example of two disjoint closed sets in R2 with d(A, B) = 0.

Question: Define a function on the set S = {0} ∪ { n1 | n ≥ 1 } by f ( n1 ) = an and f (0) = L. Prove that f is continuous
on S if and only if limn→∞ an = L.
Question: Find a bounded continuous function on R that is not Lipschitz.
Question: Suppose that A ⊆ Rn and B ⊆ Rm are open. Show that the set

A × B = { (x1 , . . . , xn+m ) | (x1 , . . . , xn ) ∈ A, (xn+1 , . . . , xn+m ) ∈ B }

is open in Rm+n .
Question: Define f on R by f (x) = xχQ (x), where χQ (x) is the characteristic function on Q. Show that f is continuous
at 0 and that this is the only point where it is continuous.
Question: Let f and g be continuous mappings of S ⊆ Rn into Rm . Show that the inner product h(x) = h f (x), g(x) i
is continuous.
Question: Suppose that f is a continuous function on [a, b] and g is a continuous function on [b, c] such that f (b) = g(b).
Show that (
f (x) if a ≤ x ≤ b
h(x) =
g(x) if b ≤ x ≤ c
is continuous on [a, c].
Question: Give an example of a continuous function f and an open set U such that f (U ) is not open.
Question: (January 2007 Qual) Let f be a positive continuous function defined on R such that limx→∞ f (x) =
limx→−∞ f (x) = 0. Show that f attains its maximum value, that is there is b ∈ R so that f (b) = sup f (R).
Question: Let f be a continuous function on (0, 1]. Show that f is uniformly continuous if and only if lim+ f (x) exists.
x→0
Question: Let f be a continuous function from B = { x ∈ R2 | ||x|| ≤ 1 }, the closed ball in R2 , into R. Show that f
cannot be one-to-one.
Question: or x ∈ [0, 1], express it as a decimal x = x0 .x1 x2 x3 . . . . Use a finite decimal expansion without repeating 9s
when there is a choice. Then define a function f by f (x) = x0 .0x1 0x2 0x3 . . . .
(i) Show that f is strictly increasing.
(ii) Compute lim− f (x).
x→1
(iii) Show that lim+ f (x) = f (a) for 0 ≤ a < 1.
x→a
(iv) Find all discontinuities of f .
Question: Let f be a real uniformly continuous function on the bounded set E ⊆ R. Prove that f is bounded on E.
Show that the conclusion may be false if boundedness of E is not assumed.

Derrick Stolee
 NOTES Analysis Study Guide NOTES

Question: Define f : R → R by
(
0 if x ∈
/Q
f (x) = 1
q3 if x = pq in lowest terms, and q > 0.
√
Show that f 0 ( 3) exists and is zero. (Hint: Exercise 2.2.H could be useful).
Question: Suppose that f : [0, +∞) → R is twice differentiable on [0, +∞) and satisfies f (0) = 0, f 0 (0) = 1, and
f 00 (x) ≤ 0 for all x.
(i) Prove that f (x) ≤ x for all x > 0.
(ii) Prove that f (x)/x is decreasing on (0, +∞).
Question: Suppose that f is continuous on an interval [a, b] and is differentiable at all points of (a, b) except possibly
at a single point x0 ∈ (a, b). If lim f 0 (x) exists, show that f 0 (x0 ) exists and f 0 (x0 ) = lim f 0 (x). Hint: Consider
x→x0 x→x0
the intervals [x0 − h, x0 ] and [x0 , x0 + h].
Question: Suppose that f is differentiable on [a, b] and f 0 (a) < 0 < f 0 (b).
(i) Show that there are points a < c < d < b such that f (c) < f (a) and f (d) < f (b).
(ii) Show that the minimum on [a, b] occurs at an interior point.
(iii) Hence show that there is a point x0 ∈ (a, b) such that f 0 (x0 ) = 0.
Question: Suppose that f : [a, b] → R is integrable and g : [a, b] → R has g(x) = f (x) for all x in [a, b] except at
Rb Rb
c0 , . . . , cn . Prove that g is integrable and a g(x)dx = a f (x)dx.
Question: Suppose that f is Lipschitz with constant L on [0, 1]. Prove that
 
Z 1 n  
 1 X j  L
 f (x)dx − f ≤ .

 0 n j=1 n  n

Question: If f and g are both Riemann integrable on [a, b], show that f g is also integrable. Hint: Use the identity
f (x)g(x) − f (t)g(t) = f (x)(g(x) − g(t)) + (f (x) − f (t))(g(t)) to show that Mi (f g, P ) − mi (f g, P ) is bounded by

||f || (Mi (g, P ) − mi (g, P )) + ||g|| (Mi (f, P ) − mi (f, P )).

Question: Let f be a continuous function on R, and fix ε > 0. Define a function G by

1 x+ε
Z
G(x) = f (t)dt.
ε x

Show that G is C 1 and compute G0 .

165 Donsig,
Notes 825 Problem Set 5, # 3.
166 Donsig, 825 Problem Set 5, # 4.
163 D&D, 3.2.K.
164 D&D, 3.2.N. 167 D&D, 3.4.G.

Derrick Stolee