Supremum or Least Upper Bound
If there exists a number X such that ∀ x ∈ S : x < X then S is said to be
         bounded above and X is called an upper bound.
         A set bounded above may or maynot have a greatest member.
         Theorem : For every set S bounded above ∃ a number Y such that (i) ∀ x ∈ S ≤
         Y and (ii) For ε > 0 however small, there is at least one y ∈ S such that
         y > Y − ε.
         Proof : Divide all real numbers into two classes L and R a number ∈ L if it is
         smaller than at least one member of S , otherwise it is in R . This division then
         defines a section.
         Thus there exists a number Y such that any x < Y ∈ L and any x > Y ∈ R .
         Any number Y − ε < Y therefore belongs to L , thus smaller than at least one
         member of S .
         Let x ∈ S > Y , then all numbers Y < y < x ∈ R as each of them is greater
         than Y . But each of them is less than x ∈ S , so also belong to L . This is
         impossible. So all members of S < Y .
         Thus the set of upper bounds of a set bounded above is bounded below and has
         a least member. This is called the least upper bound or supremum of S
IISER
IISER Kolkata
      Kolkata                                       J       I
                                                                                             – p.
         Limiting points
         A member x ∈ S is called a limiting pont if every open neighbourhood of x
         contain an infinite number of members of S .
                Finite sets can have no limiting points.
                Infinite sets may also have no limiting points, e.g. Z .
                A limiting point may not belong to the set, e.g. a real number for Q .
         Bolzano Weierstrass’ Theorem : Every infinite bounded set has at least one limiting
         point.
         Proof : Since S is bounded, there exists an upper bound X and a lower bound Y
         and ∀ x ∈ S Y < x < X. Divide all real numbers into two classes L and R
         such that we put a real number x ∈ L if it is greater than a finite number of
         members of S , otherwise we put it in R . This division is a section.
         So there exists a g such that all members of L < g. Thus g − ε ∈ L and can
         exceed only a finite number of members of S . Similarly g + ε ∈ R : so must be
         greater than an infinite number of members of S .
         Thus the open interval ]g − ε, g + ε[ contains an infinite number of members of S .
         It is a limiting point.
IISER
IISER Kolkata
      Kolkata                                           J       I
                                                                                               – p.
         Derivative Sets
         The set of limiting points of a bounded set S is called the first derivative of the set
         and written as S 0
         Theorem : The first derivative of a bounded set S is itself bounded and attains its
         bounds
         Proof : Let S be bounded, ∃ a supremum and an infremum X, Y such that
         X ≤ x ≤ Y ∀ x ∈ S . Thus no limiting point of S , i.e. any member g ∈ S 0 can lie
         outside this interval. Thus S 0 is also bounded. Let g, G be its infremum and
         supremum.
         Since G is a supremum of S 0 , ∃ ξ ∈ S 0 such that G − ε < ξ ≤ G. This
         neighbourhood contains an infinite number of members of S as ξ is a limiting
         point of S . This shows that G is also a limiting point of S so G ∈ S 0 .
         Similarly g also belongs to S 0 .
         G is called the upper limit and g the lower limit of S
IISER
IISER Kolkata
      Kolkata                                        J       I
                                                                                                   – p.
         Sequences
         A sequence is a function F : N −→ <.          We represent this F as
                    {an }∞
                         n=1   where F(n) = an         n∈N       and an ∈ <
         A sequence is said to converge if :
         Given an ε > 0quad (however small),          ∃ n0 ∈ N    (however large) and
         ∃ a ∈ < such that :
                                   |an − a| < ε       ∀ n > n0
         If above is true we write :
                                        lim {an } = a
                                       n→∞
IISER
IISER Kolkata
      Kolkata                                     J      I
                                                                                        – p.
         Examples
                Let                    1 1
                                          Given ε > 0 choose
                                        , , . . . n1 }
                                                                                            ˆ1˜
                      {an }∞
                           1= {1,      2 3
                                                                                     n0 =    ε
                                                                                                  +1
                such that :
                              ˛    ˛
                              ˛1
                              ˛ − 0˛ = 1 < 1 < ε
                                   ˛
                              ˛n                    ∀ n > n0
                                   ˛   n   n0
                                       lim {an } = 0
                                       n→∞
                Let   {an }∞
                           1   = {1,   3 7        2n −1
                                        , , . . . 2n−1
                                       2 4
                                                           . . .}
                           ˛            ˛
                                 1           1
                                                                            ∀ n > max {1, [1/ε] + 1}
                           ˛            ˛
                |an − 2| = ˛2 − n−1 − 2˛˛ = n−1 < n < ε
                           ˛
                               2           2
                                                         lim {an } = 2
                                                     n→∞
IISER
IISER Kolkata
      Kolkata                                                  J       I
                                                                                                       – p.
         Examples
                Let {an }∞
                         1 = {n1/n }∞
                                    1 = {1, 21/2 , 31/3 , . . .}
                Suppose n1/n = 1 + δn          for    n > 1 δn > 0
                                                   n(n−1) 2                      n(n−1) 2
                n = (1 + δn )n = 1 + nδn +            2
                                                         δn    ... ≥ 1+             2
                                                                                       δn
                                                                                          q
                So, n − 1 ≥       n(n−1) 2
                                     2
                                        δn   , for n > 1       n 2
                                                                δ
                                                               2 n
                                                                     ≤ 1 ⇒ δn ≤                2
                                                                                               n
                                                                     q           q
                             ε2
                Thus if n0   2
                                  > 1 for n > n0      0 ≤ δn ≤           2
                                                                         n
                                                                             ≤        2
                                                                                     n0
                                                                                          <ε
                Thus ,
                                                                         »      –
                                                                             2
                                    ˛        ˛
                                    ˛ 1/n
                                    ˛n    − 1˛ < ε   ∀n > n0 =                    +1
                                             ˛
                                                                             ε2
                                              lim {n1/n } = 1
                                             n→∞
IISER
IISER Kolkata
      Kolkata                                              J         I
                                                                                                   – p.
         Examples
                Let {an }∞
                                n
                         1 = { 2n! }∞
                                    1
                                           2 2 2    2   4
                                    an =    · · ···   <           ∀n>3
                                           1 2 3    n   n
                Given ε > 0, choose
                n0 = max {[4/ε] + 1, 3}     ⇒     |an | < ε   ∀ n > n0
                                                lim {an } = 0
                                             n→∞
IISER
IISER Kolkata
      Kolkata                                       J        I
                                                                         – p.
         Examples
         Theorem : If {an }∞
                           1 is a convergent sequence, then for every ε > 0
         (however small) ∃ n0 such that
                              |an − am | <    ∀   n, m > n0
         Proof: Since the sequence converges, given ε > 0 (however small),
         ∃ n0 and a ∈ < such that
                                      |an − a| < ε/2
         So,
                    |am − an | ≤ |am − a| + |an − a| < ε   ∀   n, m > n0
IISER
IISER Kolkata
      Kolkata                                  J      I
                                                                              – p.