Analysis I: Lecture 1

In which we remind ourselves of what it means for a sequence to converge.

Least upper bound axiom: Let $S$ be a subset of $\mathbb{R}$ that is non-empty and bounded above. Then $S$ has a least upper bound.
Definition of convergence of sequences of complex numbers.
Definition of increasing, strictly increasing, decreasing, strictly decreasing and monotone sequences of real numbers.
Theorem 1: Let $(a_n)_{n=1}^{\infty}$ be an increasing sequence of real numbers that is bounded above. Then $(a_n)_{n=1}^{\infty}$ converges. You saw this in Numbers & Sets last term.
Lemma 2: Let $(a_n)_{n=1}^{\infty}$ and $(b_n)_{n=1}^{\infty}$ be sequences of complex numbers.
1. ‘The limit is unique.’ That is, if $a_n \to a$ and $a_n \to a'$ as $n \to \infty$ then $a=a'$ .
2. ‘Subsequences converge to the same limit.’ That is, if $a_n \to a$ as $n \to \infty$ and $n_1 < n_2 < n_3 < \dotsb$ , then $a_{n_j} \to a$ as $j \to \infty$ .
3. ‘Constant sequences converge.’ That is, if $a_n = c$ for all $n$ then $a_n \to c$ as $n \to \infty$ .
4. ‘The limit of the sums is the sum of the limits.’ That is, if $a_n \to a$ and $b_n \to b$ as $n \to \infty$ then $a_n + b_n \to a + b$ as $n \to \infty$ .
5. ‘The limit of the products is the product of the limits.’ That is, if $a_n \to a$ and $b_n \to b$ as $n \to \infty$ then $a_n b_n \to ab$ as $n \to \infty$ .
6. ‘The limit of the reciprocals is the reciprocal of the limit.’ If $a_n \to a$ as $n \to \infty$ and $a_n \neq 0$ for all $n$ and $a \neq 0$ , then $\frac{1}{a_n} \to \frac{1}{a}$ as $n \to \infty$ .
7. ‘Weak inequalities pass to the limit.’ Let $(a_n)_{n=1}^{\infty}$ be a sequence of real numbers. If $a_n \leq A$ for all $n$ and $a_n \to a$ as $n \to \infty$ , then $a \leq A$ .
We’ll prove this next time.

Understanding today’s lecture

To help you to make sure that you have really understood today’s lecture when you work through the lecture notes, here are a few exercises. I strongly recommend trying these (they shouldn’t take too long), as they will help you to keep up with the course. These are the sorts of questions that mathematicians ask themselves when they encounter new ideas. You should train yourself to ask these questions too (if you don’t yet do so), so that eventually you won’t rely on me asking them.

It would be a good idea to play with some examples to reacquaint yourself with the least upper bound axiom that you first encountered in Numbers & Sets last term. Find some sets that have least upper bounds and some that don’t. How many different reasons can you find for a set not to have a least upper bound? Must the least upper bound necessarily lie in the set/can the least upper bound lie in the set? What about the greatest lower bound?
Are there any sequences that are both increasing and decreasing?
Check that you can prove Theorem 1. Can you prove the Least Upper Bound Axiom if you start by assuming Theorem 1?
Whenever you meet a new result, you should check why the conditions in the statement are there. Are they there because the result would be false without them, or just to make that particular proof work? For example, in Theorem 1 the conditions are that the sequence must be increasing and that it must be bounded above. If we drop either of those conditions, is the result still true? To have a good understanding of a result, one should think carefully about questions like this.
How much of Lemma 2 can you prove over the weekend? If you are unsure about any of the parts of Lemma 2, try some examples to get a feel for what’s going on. One good strategy is to work through a proof as it applies to a specific example; this can be very helpful for getting an insight into the argument. And again, make sure that you have checked why the various conditions appear.

Preparation for Lecture 2

Pick some examples of convergent sequences and some examples of non-convergent sequences (stick to real numbers). For each one, look at some subsequences. Can you find one that converges? One that does not converge? Several that converge? Several that do not converge? If you can find several that converge, do they necessarily tend to the same limit?
(If the sequence is 1, 2, 3, 4, 5, 6, …, then here are some subsequences:

1, 3, 5, 7, 9, 11, …;
2, 3, 5, 7, 11, 13, …;
1, 2, 3, 10, 10001, 201924792, …;
1, 2, 3, 4, 5, 6, ….)

Now try the same questions with some sequences that are bounded (there is some constant $K$ so that $|x_n| \leq K$ for all $n \geq 1$ ).

About these ads

This entry was posted on January 18, 2013 at 1:28 pm and is filed under Cambridge Maths Tripos, IA Analysis I, Lecture. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

5 Responses to “Analysis I: Lecture 1”

sp Says:
January 18, 2013 at 4:31 pm
Is there any possibility we could get the first example sheet online? Thank you!
theoremoftheweek Says:
January 18, 2013 at 7:08 pm
I’ll give the first examples sheet out some time next week, and I’ll put it online when I do so.
Analysis I: Lecture 2 « Theorem of the week Says:
January 21, 2013 at 1:38 pm
[...] Expositions of interesting mathematical results « Analysis I: Lecture 1 [...]
Analysis I: Lecture 10 « Theorem of the week Says:
February 8, 2013 at 12:28 pm
[...] and prove an analogue of Lemma 2 for limits of [...]
Analysis I: Lecture 24 | Theorem of the week Says:
March 13, 2013 at 12:21 pm
[...] We saw that this was analogous to the result that an increasing sequence, bounded above, converges (Theorem 1), and indeed we used that fact to prove the interesting direction of this [...]

Theorem of the week