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title | showthedate | math |
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Real Analysis Quick Sheet | false | true |
Fact: \forall a,b, \in \mathbb{R}
, \sqrt{ab} \le \frac{1}{2}(a + b)
.
Bernoulli's Inequality: If x > -1
, then (1 + x)^n \ge 1 + nx
, \forall n \in \mathbb{N}
.
Triangle Inequality: If a,b \in \mathbb{R}
, then |a + b| \le |a| + |b|
.
Epsilon Neighborhood Definition:
Let a \in \mathbb{R}
and \epsilon > 0
. The $\epsilon$-neighborhood of a
is the set V_\epsilon(a) = \{ x \in \mathbb{R}, |x - a| < \epsilon\}
.
Archimedean Property: If x \in \mathbb{R}
, then \exists n_x \in \mathbb{N}
such that x \le n_x
.
Convergence Definition:
X = (x_n)
converges to x \in \mathbb{R}
if \forall \epsilon > 0, \exists k \in \mathbb{N}
such that \forall n \ge k, |x_n - x| < \epsilon
.
Fact: A sequence in \mathbb{R}
can have at most one limit.
Theorem 3.1.9:
If (a_n)
is a sequence in \mathbb{R}
such that a_n \rightarrow 0
, and for some constant c > 0, m \in \mathbb{N}
,
|x_n - x| \le ca_n, \forall n \ge m
, then x_n \rightarrow x
.
Theorem 3.2.7:
(a) If x_n \rightarrow x
, then |x_n| \rightarrow |x|
.
(b) If x_n \rightarrow x
and x_n \ge 0
, then \sqrt{x_n} \rightarrow \sqrt{x}
.
Ratio Test:
Let \{x_n\} \subseteq \mathbb{R}^+
such that L = \lim{(\frac{x_{n + 1}}{x_n})}
. If L < 1
, then x_n \rightarrow 0
.
Theorem 3.2.2: Every convergent sequence is bounded. (The converse is not necessarily true)
Squeeze Theorem:
If x_n \rightarrow x, y_n \rightarrow y,
and z_n \rightarrow x
such that x_n \le y_n \le z_n, \forall n \in \mathbb{N}
then y = x
.
Monotone Convergence Theorem
Let X = (x_n)
be a subsequence in \mathbb{R}
.
(a) If X
is monotonically increasing and bounded above then \lim{x_n} = sup\{x_n : n \in \mathbb{N}\}
(b) If X
is monotonically decreasing and bounded below then \lim{x_n} = inf\{x_n : n \in \mathbb{N}\}
Useful Fact: If \lim{x_n} = a \in \mathbb{R}
, then \lim{x_{n + 1}} = a
.
Interesting Application of MCT:
Let s_1 > 0
be arbitrary, and define s_{n + 1} = \frac{1}{2}(s_n + \frac{a}{s_n})
. We know s_n \rightarrow \sqrt{a}
.
Euler's Number: Consider the sequence e_n = (1 + \frac{1}{n})^n
. We know e_n \rightarrow e
.
Theorem 3.4.2: If X = (x_n) \subseteq \mathbb{R}
converges to x
, then every subsequence converges to x
.
Corollary: If X = (x_n) \subseteq \mathbb{R}
has a subsequence that diverges then X
diverges.
Monotone Sequence Theorem: If X = (x_n) \subseteq \mathbb{R}
, then it contains a monotone subsequence.
Bolzano-Weierstrass Theorem: Every bounded sequence in \mathbb{R}
has a convergent subsequence.
Theorem 3.4.12: A bounded (x_n) \in \mathbb{R}
is convergent iff liminf(x_n) = limsup(x_n)
.
Cauchy Criteria for Convergence: Let X = (x_n) \subseteq \mathbb{R}
. We say that X
is cauchy if \forall \epsilon > 0, \exists N \in \mathbb{N}
such that \forall n,m \ge N, |x_n - x_m| < \epsilon
. We know that a sequence converges iff it is cauchy.
P-Series: Series of the form s_n = \sum_{i = 0}^n{\frac{1}{n^p}}
is convergent for p > 1
.
Geometric Series:
Series of the form s_n = \sum_{i = 0}^n{ar^i}
has the following partial sum a\frac{1 - r^n}{1 - r}
and converges to \frac{a}{1 - r}
if |r| < 1
.
Comparison Test:
Let (x_n), (y_n) \subseteq \mathbb{R}
. Suppose that for some k \in \mathbb{N}, 0 \le x_n \le y_n,
for n \ge k
.
(a) If \sum{y_n} < \infty
, then \sum{x_n} < \infty
.
(b) If \sum{x_n} = \infty
, then \sum{y_n} = \infty
.
Limit Comparison Test:
Let (x_n), (y_n)
be strictly positive sequence of real numbers. Suppose r = \lim{\frac{x_n}{y_n}}
.
(a) If r \ne 0
, then \sum{x_n} < \infty \iff \sum{y_n} < \infty
.
(b) If (r = 0
and \sum{y_n} < \infty
), then \sum{x_n} < \infty
.