MATH202 Introduction to Analysis (2007 Fall and 2008 Spring)

Tutorial Note #14

Part I: Cauchy Sequence
Definition (Cauchy Sequence):
A sequence of real number {xn } is Cauchy if and only if for any ε > 0, there is
positive integer K such that m, n > 𝐾 → xm − xn < 𝜀
Theorem: (Cauchy Theorem)
The sequence is Cauchy if and only if {xn } converges to some real number L.

In last semester, we have seen some examples about it (See Tutorial Note #13). Try to
have a look on that. Here we try to show more technique.

One useful technique is using mean value theorem, we state the theorem here
(where the proof will be discussed in Chapter 8-Differentation)
Theorem (Mean Value Theorem)
Let f: a, b → 𝐑 be continuous on [a,b] and differentiable on (a,b). Then
f b −f a
= f ′ (c)
b−a
For some c ∈ (a, b)

Example 1
If an ≥ 0 for n = 1,2,3, … and {an } is Cauchy Sequence. Show that the
sequence {bn } defined by bn = ln⁡
(1 + an ) Cauchy by checking the definition.
IDEA: Let f x = ln 1 + x → f ′ x = 1/(1 + 𝑥)
1
bm − bn = ln 1 + am − ln 1 + an = a − an
1+c m
1
≤ a − an < 𝜀
1 m
So we require am − an < 𝜀 (this can be done as {an } is Cauchy Sequence)

Solution:
For any ε > 0, since an is Cauchy, then there exists K1 such that for m, n > K1 ,
we have am − an < 𝜀
Pick K = K1 , then for m, n > K1 , from the previous work, we get
bm − bn < 𝜀

So {bn } is Cauchy
Example 2 (Practice Exercise #47)
Let an ≥ 0 for n = 1,2,3, … and {an } is Cauchy. Show that { an } is Cauchy by
checking the definition.
IDEA: If {an } is Cauchy, then an converges by Cauchy Theorem

Case i) If 𝐥𝐢𝐦𝐧→∞ 𝐚𝐧 > 𝟎, then say limn→∞ 𝑎𝑛 = 𝑎. Consider f x = x,

1 1 1
am − an = 𝑎𝑚 − 𝑎𝑛 < 𝑎𝑚 − 𝑎 𝑛 = 𝑎𝑚 − 𝑎𝑛 < 𝜀
2 c 𝑎 2𝑎
2 2

a
We require an − a < 2 and am − an < 2aε

Case ii) If 𝐥𝐢𝐦𝐧→∞ 𝐚𝐧 = 𝟎, then

𝜀 𝜀
am − an ≤ am + 𝑎𝑛 < + =𝜀
2 2
ε2
We require an − 0 < 4

Solution:
Case i) If limn→∞ an > 0, then say limn→∞ an = a,
a
There exists K1 such that for n > K1 , an − a < 2

There exists K 2 such that m, n > K 2 , am − an < 2aε

Pick K = max⁡ {K1 , K 2 }, then for m, n > 𝐾, from the arguments above, we get
am − an < 𝜀

Case ii) If limn→∞ an = 0

ε2
There exists K such that for n > 𝐾, an − 0 < 4

Then for any m, n > 𝐾, we get

ε ε
am − an ≤ am + an < + =ε
2 2
Combining two cases, we complete the proof.

Example 3 (Modified from Rudin P.82 #23)

Suppose pn , {q n } are Cauchy Sequences in 𝐑, show that the distance
dn = |pn − q n | is a Cauchy Sequence.
IDEA:
Applying triangle inequality and assume dm ≥ dn we get
dm − dn = pm − q m − pn − q n
= pm − pn + pn − q n + q n − q m − pn − q n
≤ pm − pn + pn − q n + q n − q m − |pn − q n |
ε ε
= pm − pn + q m − q n < + = ε
2 2
We require pm − pn < 𝜀/2 and q m − q n < 𝜀/2

Solution:
For any ε > 0, since pn , {q n } are both Cauchy Sequence,
ε
There exist K1 , such that m, n > K1 , pm − pn < 2

ε
There exist K 2 , such that m, n > K 2 , q m − q n < 2

Pick K = max⁡
{K1 , K 2 }, then for m, n > 𝐾, from the steps above, we get
dm − dn < 𝜀
Hence {dn } is Cauchy.

Example 4
Let {xn } be the Cauchy such that xn ∈ 𝐍 for n = 1,2,3, .. (i.e. xn is positive
integers for every n). Show that there exists K such that for n > 𝐾, xn is constant
(i.e.xn will become constant when n is large)
IDEA: Since xn is positive integer and two different integers must have distance at
least 1 (For example: 1,2). Now xn is Cauchy, for large n, the distance between xm ,
xn will be very close (distance less than one). It will force all xn need to be same.

Solution:
Since xn is Cauchy, pick ε = 0.5 (it can be any number less than 1), there exists K
such that for m, n > 𝐾, xm − xn < 0.5…..(*)

Next we claim xn is constant for n > 𝐾, we prove by contradiction, suppose there

are xm , xn (m, n > 𝐾) such that xm ≠ xn . From (*), we get xm − xn < 0.5, but
since both xm , xn are both positive integers, then xm − xn ≥ 1. Contradiction

Hence xn must be constant for n > 𝐾.

Part 2: Limit of Function
Definition: (Limit of Function)
Given a function f(x), we say limx→x 0 f x = L if and only if for any ε > 0, there
exists δ > 0 such that for x − x0 < 𝛿, we have f x − L < 𝜀

Roughly speaking, the definition means if x is sufficiently close to x0 ( x − x0 < 𝛿),

Then f(x) should be very close to L. Technically, when we apply the definition to
show limx→x 0 f x = L, similar as the one in sequence, we need to find the δ so
that f x − L < 𝜀

Example 5
Using the definition of limit, show that
1 1
lim =
x→2 𝑥 2
1 1
IDEA: From the definition, we need to find the δ such that −2 < 𝜀
x

1 1 2−x 2−x
− = < We hope 2 − x < 0.5 → 1.5 < 𝑥 < 2.5
x 2 2x 2 1.5
2−x
= < 𝜀 (𝑊𝑒 ℎ𝑜𝑝𝑒 2 − x < 3𝜀)
3
Overall, we need 2 − x < 𝑚𝑖𝑛⁡
{0.5,3𝜀}

Solution:
For any ε > 0, pick δ = min⁡
{0.5,3ε}, then for x − 2 < 𝛿, we get
1 1
− <𝜀
x 2
Example 6
Using the definition of limit, show that
𝑥+4−2 1
lim =
x→0 𝑥 4
𝑥+4−2 1
IDEA: From the definition, we need to find the δ such that −4 <𝜀
𝑥

Note that
x+4−2 1 4 x+4−8−x 4 x+4− 8+x
− = =
x 4 4x 4x

4 x+4− 8+x 4 𝐱+𝟒+ 𝟖+𝐱 16 x + 4 − 8 + x 2

= =
4x 4 𝐱 + 𝟒 + 𝟖 + 𝐱 4x 4 x + 4 + 8 + x
 −x 2 x
= =
4x 4 x + 4 + 8 + x 16 x + 4 + 4 8 + x
x 𝑥
< = <𝜀
16 4 − 3 + 4 8 − 3 36
We require x − 0 < 3 (so that −3 < 𝑥 < 3) and x − 0 < 36𝜀

Solution:
For any ε > 0, pick our δ = min⁡
{3,36ε}, then for x − 0 < 𝛿, from the above
x+4−2 1
steps, we get − 4 < 𝜀. We completes the proof.
x

Example 7
f x f ax
Show by definition that if limx→0 x
= L ∈ 𝑹 and a ≠ 0, then limx→0 x
= aL

What is the case when a = 0?

IDEA: Note that when x → 0, then ax → 0
f ax f ax f ax
− aL = a − aL = a −L <𝜀
x ax ax
f ax ε
So we need −L <
ax a

Solution:
f y
For any ε > 0, since limy→0 = L, then there exists δ′ > 0 such that for
y

f y ε
y − 0 < 𝛿′, we get −L <
y a

δ′ δ′
Pick δ = , then for x − 0 < 𝛿 = → ax − 0 < 𝑎𝛿 = 𝛿′
a a

f ax f ax f ax aε
− aL = a − aL = a −L = <𝜀
x ax ax a
We complete the proof.

Besides the definition, there is one useful theorem in limit.

Theorem: (Sequential Limit Theorem)
limx→x 0 f(x) = L if and only if for every sequence xn → x0 and xn ≠ x0 , we have
limn→∞ f(xn ) = L
One application of this theorem is to show the limit of some functions DO NOT exist
Example 8
Show that limx→1 𝑥 − [𝑥] does not exist
(where [x] denotes the greatest integer less than or equal to x)
Solution:
Consider two sequences which
1 1
xn = 1 − n+1 and yn = 1 + n+1

Then
1
lim 𝑥𝑛 − 𝑥𝑛 = lim 1 − −0=1
n→∞ 𝑛→∞ 𝑛+1
1
lim 𝑦𝑛 − [𝑦𝑛 ] = lim 1 + −1=0
n→∞ 𝑛 →∞ 𝑛+1
Hence limn→∞ 𝑥𝑛 ≠ lim𝑛→∞ 𝑦𝑛 , by sequential limit theorem, the limit does not exist

Example 9
1 if x is rational
Define f x = , show that limx→x 0 𝑓(𝑥) does not exist.
0 if x is irrational
Solution:
For each x0 , we pick
1 1
If x0 is rational, pick xn = x0 1 − n and yn = x0 1 − 2n

We get limn→∞ 𝑓(𝑥𝑛 ) = lim𝑛→∞ 1 = 1 and limn→∞ 𝑓(𝑦𝑛 ) = lim𝑛→∞ 0 = 0

10 n x 0 1
If x0 is irrational, pick xn = and yn = x0 1 − n ,
10 n

We get limn→∞ 𝑓(𝑥𝑛 ) = lim𝑛→∞ 1 = 1 and limn→∞ 𝑓(𝑦𝑛 ) = lim𝑛→∞ 0 = 0

Hence the limit does not exists for every x0

Try to do the following exercises, you may submit your work to me so that I can
give some comments to your work.
Exercise 1 (Practice Exercise #156, #170)
Given {xn } is a Cauchy Sequence, show that both e−x n and sin5xn are Cauchy
Sequence by checking the definition.

Exercise 2
Suppose {yn } is Cauchy Sequence. Show { 3 yn } is also Cauchy
(Hint: The method is similar to Example 2)
Exercise 3 (Practice Exercise #167)
Let f: 0, ∞ → 𝐑 satisfy f x − f y ≤ | sin x 2 − sin⁡
(y 2 )| for all x, y > 0,
1
show that the sequence x1 , x2 , x3 , …. defined by xn = f is a Cauchy Sequence.
n

(Hint: From the mean value theorem, we get sina − sinb ≤ cosc |a − b|. Apply
this result to R.H.S. of the inequality)

Exercise 4
Let {xn } and {yn } be two Cauchy Sequence in 𝐑. Show that the product {xn yn } is
also Cauchy.
(Hint: Apply the similar trick from Example 3 on |xm ym − xn yn |) and use the fact
that if {xn } is Cauchy→ {xn } converges→ {xn } is bounded (i.e. |xn | ≤ M))

Exercise 5
Show by definition of limit that
𝑥 1
a) limx→1 𝑥+1 = 2 (Practice Exercise #57)

b) limx→2 |𝑥 2 − 9| = 5 (Practice Exercise #109c)

𝑥−2−2 1
c) limx→6 =4
𝑥−6

1 1
d) limx→a tan−1 = tan−1 for a ≠ 0 (Difficult!!)
𝑥 𝑎

Exercise 6
x − 1 if x ≤ 1
Consider f x = , show that limx→1 𝑓 𝑥 does not exist.
x 3 if x > 1
(Hint: Try to plot the graph and get the idea, then prove it property)

Exercise 7
2x if x is rational
Consider f x = . Determine with proof whether
1 − 2x if x is irrational

limx→1 𝑓(𝑥) and limx→1 𝑓(𝑥) exist or not.

2 4

Exercise 8
Suppose limx→a 𝑓(𝑥) = 𝐴 > 0, show that there exists δ > 0 such that for
0 < x − a < 𝛿, we have f x > 0.
(Hint: If f(x) has a positive limit at a, then it implies that if x is close enough to a, f(x)
will be very close to a, then f(x) will be eventually positive.)