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MATHEMATICAL ANALYSIS

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MATHEMATICAL ANALYSIS
SECOND EDmON

TOM M. APOSTOL
CtJIiftmtill 1l'lJltitute of Tee_log,

ADDISON-WESI..EY PUBLISHING COMPANY

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Reading, Massachusetts
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Amsterdam' London' Manila • Singapore • Sydney. Tokyo

 To my p(Uents
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WORLD SIDDENI' SERIES EDmON
FIFI'H PRIN11NG 1981

A complete and unabridged reprint of the original American textbook, this World
Student Series edition may be sold only in thoae CountIiC3 to which it ill tonldgned
by Addison-Werley or its ll\l.thorized trade distrlbutors.1t may not be re..exported
from the country to which it has been consigned. and it may not be aold in the
United States of America or ita poMlll1Sions.

Consulting Editor: Lynn Loomis

\)

19/ I -

Copyright @ 1974 by Additon-Wesley Publishing Company, Inc. Philippines top)'-

right 1974 by Addison-Wesley PublisbJDg Company, Inc. .
AI rights reserved. No part of this publication may be reproduced, $Iored in a reo
trieYal system, or transmitted in any form Or by any means. electronic. med1anica1.
photocopying, recording or otherwise, without the prior written permission of the
publisher_ Original edition printed in the United States of America. Published simul-
taneously in Canada.. Library ofCongress Catalog Card No. 72-11473.
 PREFACE

A glance at the table of contents will reveal that this textbook treats topics in
analysis at the ••Advanced Calculus" level. The aim has been to provide a develop-
ment of the subject which is honest, rigorous, up to date, and, at the same time,
not too pedantic. The book provides a transition from elementary calculus to
advan<:ed courses in real and complex function thootY, and it introduces the reader
to some of the abstract thinking that pervades modern analysis.
The second edition di.lfen from the first in many respects. Point set topology
is developed in the setting of general metric spaces as well as in Euclidean n-space,
and two new chaptenl have been added on Lebesgue integration, The material on
line integmls. vector analysis, and surface integrals has been deleted. The order of
some chapters has been rearranged, many teCtiOdS have been completely rewritten,
and several new exercises have been added.
The development of Lebesgue integnttion follows the Riesz-Nagy approach
which focuse& directly on functions and their integrali and does not depend on
measure theory. The treatment here is simplified. spread out, and somewhat
rearranged for presentation at the undergraduate level.
The first edition has been used in mathematics courses at a variety of levels,
from first-year undergraduate to first-year graduate, both as a text and as supple-
mentary reference. The seoond edition preserves this tlexibility. For example,
Chapters I through.5, 12, and 13 provide a course in dilferential calculus of func-
tions of one or more variables. Chapters 6 through 11, 14, and I S provide a course
in integration theory. Many other combinations are possible; individoal iostrucloJ'l
can choose topics to suit their needs by consulting the diagram on the next page,
which displays the logical interdependence of the chapters.
I would like to exprellS my gratitude to the many people who have taken the
trouble to write me about the fint edition. Their comments and suggestions
influenced the preparation of the second edition. Special thanks are due Dr.
Charatambos Aliprantis who caret\dly read the entin: m8nUllCript and made
numerous helpful suggestions. He also provided some of the new exercises.
Finally, I would like to acknowledge my debt to the undergraduate students of
CaIteeh whose enthusiasm for matbcmatics provided the original ineentive for this
work.

Pasadena T.MA.
September }tJ73
 LOGICAl, INTERDEPENDENCE OF THE CHAPTERS

1
THE REAL AND COM-
PLEX NUMBER SYSTEMS

CONTENTS

<JIapter I The Real aIllI Complex Number SyStems

1.1 Introduction. 1
1.2 The field llXiolJl!,l . 1
].3 The order axioms 2
) .4 Geometric representation of real numbers 3
1.5 Intervals . 3
1.6 Integers . 4
1.7 The uniqllC factorization theorem for integers 4
6 1.8 Rational numbers • 6
FUNCTIONS OF BOUNDED
VARIATION AND REG- 1.9 Irrational numbers . 7
TIl<'tABLE CURVES 1.10 Upper bounds" maximum element, least upper bound
(supremum) . 8
1.11 The completeness axiom 9
8 12
INFINITE SERIES AND MULTIVARIABLE DIF- 1.12 Some properties of the supremum 9
INFINITE PRODUCTS FERENTIAL CALCur,US I.B Properties of the integers deduced from the completeness llXiom 10
1.14 The An:himedean property of the real-number system . 10
IS 1.15 Rlltional numbers with finite decimal representlltion 11
IMPLICIT FUNCTIONS 1.16 Finite decimal approximations to real numbers . 11
AND EXTREMUM 1.17 Infinite decimal representation of real nwnbers 12
PROBLEMS 1.18 Absolute values and the triangle inequality . 12
1.19 The Cauchy-8chwarz inequality . 13
1.20 Plus and minus infinity and the extended real number system R* 14
1.21 Complex numbers 15
1.22 Geometric representation of compleJ;: numbers 17
J .23 The imaginaIY unit . 18
1.24 Absolute value of a complex number. 18
1.25 hnpossibility Qf ordering the complex numbers 19
1.26 Complex exponentials . 19
1.27 Further properties of complex exponentials . 20
1.28 The argument of a complex number . 20
1.29 Integral powers and roots of complex numbers . 21
1.30 Complex logari[hrns 22
1.31 Complex powers 23
16 Hi 1.32 Complex sines and cosines . 24
CAUCHY'S THEOREM AND MULTIPLE LEBESGUE 1.33 Infinity and tbe eJ;:fended complex plane c+ . 24
TIlE RESIDUE CALCULUS INTEGRALS Exercises . 25
 4.7 Limits of vector-valued functions . 77
a.pIer 2. 78
4.8 Continuous functions •
2.1 Introduction . 32 4.9 Continuity of composite functions. 79
2.2 Notations 32 4.10 Continuous complex-valued and vector-valued functions 80
2.3
2.4
Ordered pairs
Cutl:sian product of two :sets
'. 33
33
4.11 E:lCamples of continuous functions
4.12 Continuity and inverse i.rnages of open or do$ed Ildl!I
80
81
2.5 Relations and functioJls 34- 4.13 Functions continuous on oompact sets • 82
2.6 Further terminology concerning functions 35 4.14 Topological mappings (homeomorphisms) 84
2.7 One-to-one functions and inverses 36 4.15 Bolzlmo's theorem . , 84
2.8 Composite functions. 37 4.16 Connectedness . 36
2.9 Sequences. 37 4.17 Components of a metric space . 81
2.10 Similar (equinumerous) sets 38 4.18 Arcwise connectedness . 88
2.11 Finite and infinite sets . 38 4.19 Uniform continuity • 90
212. Countable and uncountable sets 39 4.20 Uniform continuity and compact Ildl!I 91
213 UlICOuntability of the ceat-number system 39 4.21 Fixed-point theorem for contractions 92
214' Set algebra . 4() 4.22 Discontirmities of real-valued functions 92
2.15 Countable collections of countable sets 42 4.23 Monotonic functions 94-
Exercises . 43 E:lCercises • 95

C'blIpter 3 E.IemenII or PoIDt Set Topology

CJIapter 5 DeriYatlWlS
3.1 Introduction. 47 5.1 Introduction. 104
3.2 Euclidean space a" . 47 5.2 Definition of derivative . 104
:U Open balls and open sets in a" 49 5.3 Derivatives and continuity . 105
304 1'he struetme of open sets in a 1 SO 5.4 Algebra of derivatives . 106
3.5 Closed sets • . 52 5.S lbe chain rule • 106
3.6 Adherent points. Accumulation points • 52 5.6 One-llided derivatives and infinite derivatives 107
3.7 C1lJ1S1:d. sets and adbenint points . 53 5.1 Functions with nonzero derivative 108
3.8 The Bolzano-Weientrass tbeonm1 54 5.8 zero derivatives and local extrema 109
3.9 The Cantor intersection theorem . 56 5.9 Rolle's theon;m . no
3.10 The Lindel.of covering tbeorem 56 5.10 The Mean-Value Theorem for derivatives ItO
3.11 The Heine-Borel covaing theorem 58 :).11 Intermediate-value theorem for derivatives III
3.12 Compactness in Jl" . S9 5.12 Taylor's formula with remainder . 113
3:13 Metric $paces 60 5.13 DerivatiVe!> of vector-valued functions 114
3.14 Point set topology in metric spaces 61 5.14 Partial derivatives • 115
':U5 Compact subsets of a metric spam 63 S.IS Differentiation offunctions ora complex variable 116
3.16 Boundary of a set 64 5.16 lbe Cauchy-Riemann equations 118
ExI1:I:cises . 6S Exercises . - 121

Cllaptcr 4 LImIfs lUIIl COlJfimJity

CIllIpIer *' FlIDctions of Bounded Variatioo lUIIl ReetIfildlIe C\Irva
4.1 Introduction. 70
6.1 Introduction. 127
4.2 Convergent sequeJ:lQolS in a metric spat'C 70
6.2 Properties of monotonic functions 127
4.3 Cauchy seq~ . 72
128
4A Complete metri.;; spaces . 7. 6.3
6.4
Functions of bounded variation .
Total variation . 129
4.5 Limit of a function . 74
6.5 Additive property of total variati.on 130
4.6 Limits of comp!ex-wlued functions 76
 6.6 Total variation on [a, xl as a function of x 131 8.6 Inserting and removing parentheses 187
6.7 Functions of bounded variation expressed as the differerw.:e of 8.1 Altemaliog series 183
incre.a.!sing functions • 132 8.8 Absolute and cQIlditional convergence 189
6.8 Cominuous functions of bounded variation 132 8.9 Real and inlaginary parts of a complex seriel 189
6.9 Curves and paths 133 8.10 Tests for convergenoc of series with pOsitive terms 190
6.10 :Rectifiable paths al'.ld arc length . 134 8.11 The geometric series J90
6.11 Adtlitive and continuity properties of arc length US 8.12 The integral test. 191
6.12 Equivalence of paths. Clange ofpa.ramet« 136 8.13 The big ob and little ob Dolation 192
EJrercises • 137 8.14 The ratio test and the root test 193
IUS Dirichlet's test and Abel's test . 193
8.16 Partialsums of the geometric series 1: Zll on the unit circle lzl =I 195
CIIapt« '7 The R.iemHn-St1el1jeB Integral 8.11 RelUTllIlgcments of series . • . I%
7.1 Introduction. 140 8.18 Riemann's theorem on conditionally convergent series . 197
7.2 Notation. . 141 8.19 subseries. 197
7.3 The definition of tbe Riemann-Stieltjes integral . 141 8.20 Double sequences 199
7.4 Liocar properties 142 8.21 Double series 200
7.5 Inlegration by parts. 144 8.22 Rearrangement theorem for double series 201
7.6 Change of variable in a Riemann~Slieltjes integral . 144 8.23 A suflicient condition for equality of iterated series . 202
7.7 Reductiop to a Riemaun integral . 145 8.24 Muttiplication of series . 203
7.8 Step functions as integmtors • . . 147 8.25 CesAro summabiJity , 205
7.9 Reduction of a Riernann-8tielfjell integral to a finite sum . 148 8.26 Infinite products . 206
1.10 Euler's summation formula 149' 8.27 Euler's product for the Riemann zeta function 209
1.11 Monotonica!lY increasing integrators. Upper and lower integraJs . 150 Exercises . 210
1.12 Additive and linearity propertie_ of upper and lower integrals 1S3
7.13 Riemarm's condition IS3
7.14 Comparison theorems 155
7.105 Integrators of bounded vanation . . . 1.56 9.1 Pointwise convergence of sequences of functions 218
1.I6 Sufficient conditions for existeoa: of lliemann-8tieltjes integmls 159 9.2 Examples of sequences of real·valued functions. 219
7.17 NecesSllJ'}' conditions for existence of Riermum-Btieltjes intqrals • 160 9.3 Definition of uniform convergence 22(}
7.18 Mean Value Theorems for Riemann-Btielt.ies integrals. 160 9.4 Uniform convergence and continuity . 221
7.19 The integral as a function of the interval. 161 9.5 The cauchy condition for uniform convergence 222
7.20 Second fundamental theorem of integral calculus . 162 9.6 Uniform convergence of infinite series of functions. 223
7.21 Change of VlIriable in a Riemann integral 163 9.1 A space-filling curve 224
7.22 Second Mean-Value Theorem for Riemann integrals 165 9.8 Uniform convergence and Riemann-Stieltjes integration 225
7.23 Riemann-StieU.ies integrals depending on a parameter. 166 9.9 Nonuniformly convergent sequences that can be integrated term by
7.24 Dilferentiation under the integral sign 167 term 226
7.2S Interehanging the order of integration 167 9.10 Uniform convergenoc and differentiation 228
7.26 Lebesgue's criterion for existence of Riemann integrals 169 9.11 Sufficient conditlom for uniform convergence of a series 230
7.TT Complex-valued Riemann-Stieltjes integrals . 173 9.U Vnif()rm convergence and double liequc:oces . 231
Exercises , 174 9.13 Mean convergence 232
9.14 Power serie; • 234
!US Multiplication of power series . 237
Cbapkt' 8 Infinite series an4 JlJfiIlite Produds 9.16 The substitution theorem . 238
8.1 Introduction. 183 9.17 Reciprocal of a power series 239
8.2 Convergent and divergent sequences of complex numbers . 183 9.t3 Real power series 240
8,3 Limit superior and limit inferior of a reaI'"'Valued sequence 184 9.19 The Taylor's series generated by a function 241
8.4 Monotonic sequences of rea) numbers 18S 9.20 Bernstein's theorem . 242
8.5 Infinite series. 18S 9.21 The binomial series . 244
 )[1'

9.22 Abel's limit theorem 244 11.12 sllfficient conditions for conversence of a Fourier series at a partiCUlar
9.23 Tauber"s theorem 246 point . 3J9
Exercitcs • 247 11.13 Cesaro summability of Fourier series. 319
IU4 Consequences of Fejer's theorem . 321
t 1.1 S The Weierstrass approximation theorem 322
a.pter'10 The ........ I'IIteRnd 11.16 Other forms of Fourier series . 322
UU lotroduetion. 252 11.17 The Fourier integral theorem . 323
10.2 The integral of a step fllDClioD 253 11.18 The exponential fonn ortbe FQllrier integral theorem 325
10.3 Monotonic lleqUl:llCeS of step functions 2S4 11.19 Integral transforms. 326
10.4 Upper functioBll and their integrals • 2S6 11.20 Convolutions 327
105 Riemann-integrable functions as elUImples of upper functions 2S9 11.21 The convolution theorem for Fourier transforms 329
10.6 The class of Lebesgue-integrable functions on a general interval 260 11.22 The Poisson summation fonuula 332
10.7 Basic properties of the Lebesgue integral. 261 Exercises 335
10.8 Lebc:sSUC iot:egration and sets of measure zero . 264-
10.9 The Levi monotone coovergeuce t~ . 265
Chaplet' 11 MpltivariabJe Differential Calculus
10.10 The Lebesgue dominated (;Qnva:geIlQCl theorem . 1:10
10.11 Applications of Lebesgue"s dominatr:d convergence tboomn 272 12.1 Introduction. 344
10.12 Lebesgue integrals on unbounded intervals as limits of iDt:egraIs on 12.2 The directional derivative . 344
bounded intervals . 274 12.3 Directional derivatives and continuity 345
10.13 Improper Riemann integrals . 216 12.4 The (otal derivative. 346
10.14 Measurable functions . 279 12.5 The lotal derivative expressed in tenus of partial derivatives 347
H).l5 Continoity of functions defined by LebesJUC il'ltqra.ts 281 12.6 An application to complex-valued functions. 348
10.16 Ditrereotiation under the integral sign 283 12.7 The matrix of a linear function 349
10.17 InterchaogiDg the order of integration 287 12.8 The Jacobian matrix 351
10.18 Measurable i'.iCts on !:be ~ line . 289 12.9 The chain rule 352
10.19 The Lebesgue intesraJ over arbitrary subsets of R 291 12.10 Matrix form of the chain rule. 353
10.20 Lebesgue intesra)s of complex-valued. functions • 292 12.11 The Mean-Value Theorem for differentiable functions 355
10.21 In11ef products and nonns. . 293 12.12 A sufficient condition for differentiability 351
10.22 The set L 2 (1) of SQuare-integrable functions • 294 J2.J 3 A sufficient condition for equality of mixed partial derivatives 358
10.23 'The set L 2 (I) as a semimctric space • • 2~ 12.14 Taylor"s fonnula for functions from R ff to R1 361
10.24 A ~ thcomn for series of functions iD L %(l) m E~rdses . 362
10.25 The Riesz-F'lSCher theorem 297
Exercises . 298
Cbapler J3 Implicif FWK1ioos and Extremum ProbIeJM
13.1 Introduction. 367
Qapter 11 FOlIlie£ SerielIll'Ill F_ _ ~ 3611
13.2 Functions with nonzero Jacobian determinant
n.l Introduction. 306 13.3 The inverse function theorem . 372
11.2 Orthogonal systems of functions . 306 13.4 The. implicit function theorem . ':\73
11.3 The theorem on best approximation 3f11 13.5 Extrema of real-valued functions of one vanable 375
1•.4 Thc Fourier serill$ ofa fUllction.relative to an orthonormal system . 309 13.6 Extrema of real-valued functions of several variables 376
115 Properties of the Fourier coefficients . 309 13.7 Extremum problems with side conditions 380
1l.6 The Riesz-Fi5cller theorem 311 Exercises. 384
11.1 The convergence and representation problems for trIgonometric series 312
1U The Riemann-Lebe$Sue lemma 313
C1Iaptl.'T 14 Multiple Riemann Integrals
11.9 The Dirichlet iDtclJ[llls • 314
11.10 An integral representation for the partial sums of a Fourier series 317 14.1 Introduction. 388
lUI Riemann's localization theorem . 318 14.2 The measure of a bounded interval in R" 38S
 :uii

16.16 The identity theorem for analytic functions. . . . . 452

14.3 The lliemamt iDtegral of a bounded function defined on a compact
16.17 The maximum and minimum modulus of an analytic function 453
interval in R" . . . . . • . . . . . . . • . . • 389
16.18 The open mapping theorem 454
14.4 Sets ofmeasu.re zero and IAbcsBUe's criterion for existence of a multiple
16.19 Laurent expansions for functions lIIUl\ytic in an annulus 4SS
Riemann integral . • • • . . . . • • . 391
16.20 Isolated singularities . . . . . . 457
14.$ Evaluation of lI. multiple intesmJ. by iterated integration 391
14.6 Jordan-m~ble sets in R" . • • • • . 396 , 16.21 The :residue or a ful1\..'1ion at an isolated sing. point . 459
4l:O
14.1 Multiple intqration o'mt' Jordan-measurable sets 3m 16.21 The Cauchy residue theorem • .
Counting: zeros and poles in a region .
.
.... 461
14.8 JO«bm content exprc!l8li:d Il8 a .Riemann integral 398 16.23
16.24 Eva.luation of real-valued integ:rals by means of residues 462
14.9 Additive property of the Riemann integral . 399
16.25 Eva.luation of Gauss's sum by residue calculus. . . 464-
14.10 Mean-Value TJx:orem for multiple integ.nl.ls • 400
Exercises. . , . ..••• 402 16.26 Application of the residue theorem to the inversion fonnula for Laplace
tnmsfonns 46S
16.27 Conformal mappings 410
Cbllpter 15 MIdtipIc: I Albe.llpe IJd.epaIs Exercises. . . . 412
IS.I Introduction. . • • • . . . . . • . -1OS 481
bdex of Special Symbols
15.2 Step functioIlS and their integm.ls. • • • • . 406
15.3 Upper functions and Lebesgue,-intesmble fUJ'.lClions 406 Wex. . . 48S
15.4 Me8Sl..lJllble functions and IIlllill8UA-bJe sets in .- • . . . . 407
IS;' Fubini's rcdueUon theoren\ for the doubleintegn.l ofa step function 409 C,
15.6 Some properties of sets of measure zero. • • 411
15.7 Fubini's reduction theo.mn for oouble.inteara1s 413
15.8 The Tonclli-Hobion test for iDtqrabiliq 41S
15.9 Coordioate transfonnatio.ns . • • • . • 416
IHO 'The tJ:allSronnation formula Cor multiple integrals. • . . • • 421
1S. J1 Proof of the tranllformation formula for linear coordinate tramlfonna-
lions . . . . • • . . . • . • • . . ' . . • • 421
15.11 Proof or the tramlformation for:mula fur tho characteristic fu.netion ofa
COmpad cube • • . . • .• • . • • • 413
15.13 Completion of tbe proof of the transformation formula 429
Exercises. . • . • . • • • . • • . . 430

a.pter 16 CaudlTs 11Ieor'an aud die Resldue Ca.k:aIus

16.1 Analytic functiQllS . • • • • • • • • • . •• 434
16.2 Paths and curva in the oompm plll.llC • 435
16.3 Contour intelfals • . . • . . . . . . . •. 436
16.4 The integral along a ciIwlll1' path as a. flJ'lll:tion of the radiU3 • 438
16.5 QmcbY's intqp:al theorem for a circle 439
16.6 Homotopic curves • • . • . • • • . 439
16.1 Invariancc of contour integrals under homotopy 442
16.8 Ge~ fonn of cauchy's intesmJ. theorem. • 443
16.9 Cauchy'a integral formula. . . • • • . • . 443
16.10 The winding number of a c:in:uit with ~ to a point . . . 444
16.11 ~ unbouodcdness of the. of points with winding number zero 446
16.12 Analytic functioDS c:Iefioed by contour integrals . 447
16.13 Power-series expansiOIlS for analytk: functions ~
16.14 Cauchy's inequalities. Liouville's theorem . 4SO
J 6.1.5 Isolation of the zeros of an analytic fundion 4'1
 lit CHAPTER 1

THE REAL AND

COMPLEX NUMBER SYSTEMS

1.1 INIRODUCl'ION
Mathematical analysis studies concepts related in some way to real numbers, so
we begin our study of analysis with a discussion of the real-number system.
Several methods are used to introduce real numb&lrs. One method starts with
the positive integers I, 2, 3, • .. as undefined concepts and uses them to boild a
larger system. the positive ralionalnumbers (quotients of positive integers), their
negatives, and zero. The rational numbers. in tum, are then used to construct the

• i"u.,icmal munbers. real numbers like ..fi and ~-,Nhich are not rational. The rational
and irrational. numbers together constitute the real-number system.
Although these matters are an important part of the foundations of math-
ematics, they will not be described in detail here. As a matter of fact, in most
pbases of analysis it is only the properties of real numbers that concern us, rather
than the methods used to construct them. Therefore, we lhall take the real numbers
themselves as undefined objects satis(ying certain axioms from which further
properties will be derived. Since the reader is probably familiar with most of the
properties of real numbers discussed in the next few pages. the presentation will
be rather brief. Its purpose is to review the important features and pcnlouade the
reader that, if it were necessary to do so, aD the properties could be traced back
to the axioms. More detailed treatments can be found in the references at the end
of this chapter.
For convenience we use some elementary set notation and terminology. Let
',"
, I
S denote a set (a collection ofobjects). The notation xeS means that the object x
is in the set S. and we write x ¢ S to indicate that x is not in S.
A set S is said to be a subset of T, and we write S !: T, if every object in S is
. also in T. A set is called 1ItJIU!mpty if it contains at least one object.
We assume there exists a nonempty set R of objects, called real numbers.
which satisfy the teo axioms listed below. The axioms fall in a natural way into
three groups which we refer to aa the field axioms. the order axioma, and the
completeness axiom (also call~ the least-upper-hound axiom or the axiom of
continuity).

U THE FIELD AXIOMS

Along with the set R of real numbers we assume the existence of two operations.
;. called addition and mulliplication, such that for every pair of real numbers x and y
1
2; au 3

the sum x + y and the product xy are real numbers uniquely determined by x Thus we have 2 s: 3 since 2 < 3; and 2 5 2 since 2 "" 2. The symbol ~ is
and y satisfying the following axioms. (In the axioms that appear below, x, y, similarly used. A real number x is called nonnegotive if x ~ O. A pair of ,imul-
z represent arbitrary real numbers unle$ii something is said to the contrary.) taneous inequalities such as x < y, Y < Z is usually written more bril liy as
AriDm 1. x + y == Y + x, xy yx (commutative laws). x < y < z.
Axiom ,. x + (y + z) (x + y) + z, x(yz) = (xy)z (Q$30ciQtit'€ laws), The following theorem, wbich is a simple consequence of the foregoing axioms,
il> often used in proofs in a.nalysis.
Axiom J. x(y + z) = xy + xz (distributive law).
Theorem 1,1. Given real numbers a and b such tMt
Axiom 4. Given any two real numbers x and y, there exists a real number z such that
for every t > 0. (1)
x + z = y. This z is denoted by y -'x; the number x - x is denoted by O. (It
can he proved that 0 ;$ independent of x.) We write - x for 0 - x and ClJIl -x the
Then a .s: b.
negative of x. Proof. If b < a, then inequality (I) is violated for 8 == (a b)/2 because
AriD_ 5. There exists at least one real number x # O. If x and y are two real a-b a b a+a
numbers witn x :# 0, then tnere exists a real number z such that xz = y. This z is
b +B ... b + - - "" < = Q.
2 2
denoted by ylx .. the number xIx is denoted by 1 and can be sMwn to be independent of
x. We write X-I for l/x ifx " 0 and call X-I the reciprocal ofx. Therefore, by Axiom 6 we must ha,,'C a 5 b,

From these axioms all the usual Jaws of arithmetic can be derived; for example, Axiom 10, the completeness axiom, will be described in Section 1.11.
(-x) 1
X, (X- )-1 x, - YI = y - x. x y x + (-y), eti:. (For
a more detailed explanation, see Reference 1.1.) l.4 GEOMETRIC REPRESENTATION OF REAL NUMBERS
The real numbers are often represented geometrically as points on a line (called
1.3 'JHE ORDER AXIOMS the real line or the real axis). A point is selected to represent 0 and another to
We also asSume the existence of a relation < which establishes an ordering among represent I, as shown in Fig. Ll. This choice determines the scale. Under an
the real numbers and which satisfies the following axioms: appropriate set of axioms for Euclidean geometry, each point on the real line
corresponds to one and only one Teal nnmber and, conversely, each real number
Axiom 6. Exactly one (If the rekltiom x .v, x < y, x > Y holds. is represented by one and only one point on the line. It is customary to refer to
the pein! x rather than the point representing the real number x.
NOTE. x > Y means the same as y < x.
Axiom 7. If x < y. then for every z we have x + z < y + z. Figure U
II
Axiom fl. If x > 0 and y > 0, then xy > O.
Axiom 9. If x > y and Y > z, then x > z. The order relation has a simple geometric interpretation. If x < Y. the point
x lies to the left of the point y, as shown in Fig. I.L Positive numbers lie to the
NOTE. A real number x is called positive if x > 0, and negative if x < O. We right of 0, and negative numbers to the left oro. If a < b, a point x satisfies the
denote by R + the set of all positive real numbers, and by R - the set of all negative inequalities a < x < b if and only if x is between a and b,
real numbers.
From these axioms we can derive the usual rules for operating with inequalities. 1.5 INTERVAlS
For example, if we have x < y. then xz < yz if z is positive. whereas Xli: > yz if
z is negative. Also, if x > y and z > w where both y and ware positive. then The set of aU points between a and b is called an interval. Sometimes it is important
XI > yw. (For a complete discussion of these rules see Reference 1. t.)
to distinguish between intervws which include their endpoints and intervals which
do not.
NOTE. The symbolism x 5 y is bsed as. an abbreviation for the statement:
NOTATION. The notation {x: x satisfies P} will be used to designate the set of
"x < Y or x = y." aU real numbers x which satisfy property P.
 Del.l.2
lJtJ,/iIIititm 1.2. Assume a < b. The open interooJ (a, b} is th!fintd to be the 8eI
(a, b) = {x: a < x < b}.
The closed inteftJl1l [a.b] is tlu! set {x:Q.~ x s; b}. The half-open intel'VQ/s
(a, b] and [a, b) art! similarly tkjined, using the inequalities a < x s; b and
a :$; x < b, respectively. Infinite intervals are defined tIS follows;
(a, +(0) = {x;x > al, [a. 1-00) {x:x ~ a},
(-00,12) = {x:x < a}, (-00. a] {x:x ~ a}.
The real line R is. sometimes referred to as tbe open interval (-00, +00). A
single point is. considered as a "degenerate" closed interval.
NOTE. The symbols + 00 and 00 are used here purely for convenience in notati.on
and are Dot to be coDllidered as being real numbers. Later we shall extend the
real-number system to include these two symbols, but until this is. done, the reader
should understand that all real numbers are "finite."
1.6 INTEG:I!:IlS
This section describes the integers, a special subset of R. Before we define the
integers it is convenient to introduce first the notion of an iIuJuctWe set.
De../iIIititM 1.3. A set ofreal numbers is called Q1J inductive set if it Jw the following
two properties;
a) The number 1 is in the set.
t this d.
b) For every x in tile set. the number x + 1 is also in tire set.
For example, R is an inductive set. So is the set R"'. Now we shall define the
positive integers to be those real numbers which belong to every inductive set.
De,/iltitioIl1.4. If real number is called a positive integer if it he/ongl to every
inductive let. Tile set ofpositive integers is denoted by Z +.
The set Z + is itself an inductive set. U contains the number I. the number
1 +
1 (denoted by 2), the number 2 + 1 (denoted by 3), and so on. Since Z+ is a
subset of every inductive set, we refer to Z+ as the smallest inductive set. This.
property of Z+ is sometimes called the principle of induction. We assume the
reader is familiar with proofs by induction which are based on this principle.
(See Reference 1.1.) Examples of such proofs are given in the next section.
The negatives of the positive integers are called the negatire integers. The
positive integers" together with the negative integers and 0 (zero), form a set Z
which we call simply the set of integers.
1.7 THE UNIQUE FACTORIZATION THEOREM FOR INTEGERS
If nand d are integers and if n cd for some integer c, we say d is a divisor of n,
or n is a multiple of d, and we write din (read: d divides n). An integer 11 is called
Tb.l.7
a prime if n > 1 and if the only positive divisors of /I are 1 and n. If 11 > 1 and n
is not prime, then n is called composite. The integer 1 is neither prime norcomposite.
This section derives some elementary results on factorization of integers,
culminating in the uniquefactorization theorem. also called the fundamental theorem
ofarithmetic.
The fundamental theorem states that (I) every integer n > 1 can be represented
as a product of prime factors. and (2) this factorization can be done in only one
way. apart from the order of the factors. It is easy to prove part (I).
T#teonm IS. Every i/lteger n > 1 is either a prime or a product of primes.
Proof. We use induction on n. The theorem holds trivially for II = 2. Assume
it is true for every integer k with I <: k <: n. If n is not prime it has a POMtive
divisor d with 1 < d < n. Hence n = cd, where 1 <: e < n. Since both c and
dare <n, each is a prime or a product of primes; hence n is a product of primes.
Before proving part (2). uniqueness of the factorization. we introduce some
further concevts.
If dla and dlb we say d is a common divism' of Q and b. The next theorem
shows that every pair of integers a and b has a common divisor which is a linear
combil.'!ation of a and b.
1'M.,,. 1.6. Every pair of integers a and b has a common dioi.sor d of tlu! form
d=ax+b1
where x and 1 are integers. Moreover, every common divisor of « and b dipider
. .
Proof. First assume that a ~ O. b ~ 0 and use induction on n a + b. If
/I= 0 then a b O , and we can tate d 0 with x = y = O. Assume, then,
that the theorem has been proved for O. 1,2, •.• , n - 1. By symmetry, we can
assume a ~ b. If b 0 take d = a, x = I, y O. If b ~ 1 we can apply the
induction hypothesis to a - b and b, llince their sum is a n - b ~ ft - 1.
Hence there isa common divisor d of Q - band b ofthe form d = (a - b)x + by.
This d also divides (0 - b) + b = a, so d is a common divisor of a and band
we have d = ax + (y x)b, a linear combination of
a and b. To complete the
proof we need to 'show that every common divisor divides d. Since a common
divisor divides a and b, it also divides the linear combination ax + (1 - x)b ". d.
This completes the proof jf a ~ 0 and b ~ O. If one or both of a and h is negative,
apply the result just proved to lal and Ibl.
NOT£.. If d is II common divisor of a and b of the form d ax + by, then -d is
all>o a divisor of the same fonn, -d a( -x} + b( - y). Of these two common
divisors, the nonnegative one is called the greatest common divisor of a and b,
and is denoted by gcd(a, b) or, simply by (a, b). If (a. b) :;: 1 then a and b are
said to be relatively prime.
Tlu!orem 1.7(EllClld', Umntll). If albc arsd (a. b) = I, Ihen a!e.
Ii Th.U
Th.Ul 7

1.9 IRRATIONAL NUMBERS

Proof. Since (a. b) = 1 we can write I ax + by. Therefore c = QC'X + bey.
But alacx aDd albey, so alc. Real numbers that are not rational are called irratiol/al. For example, the numbers
T"-rem 1.B. If a prime p divides ab, then pia or plb. More generally, if a prime p Ji. e. 1r aDd ~ are irrational.
diuides a product a1 ••• ll", then p divides at least one of the la,tors. Ordinarily it is not too easy to prove that some particular number is. irrational.
There is no simple proof, for example, of the irrationality of e". However, the
Proof Assume plab and that p does not divide a. If we prove that (p, a) I, irrationality or certain numbers such as ./2
and .,fj is not too difficult to establish
then Euclid's Lemma implies plb. Let d = (p, a). Then dip so d = I or d "" p. and, in fact, we easily prove the following;
We cannot have d P because dla but p does not divide 0. Hence d = I. To
prove the more general statement we use induction on k, the «limber of factors.
TiuJrellll.l0. 1f n is a positive integer which is not Q perfect square, then J;, is
irrational.
Details are left to the reader.
Proof. Suppose first that n contains no square fador > 1. We assume that J;, is
Tmrellll.9(Ulfiqflejtldoriutiml t"-rem). Every integer n > I can be repre-
rational and obtain a contradiction. Let.J;, .... alb. where IS and b are integers
sO/ted as a product ofprime factors in only one way. Dpart from the order of the
having DO factor in common. Then nb"l .... a"l and, sino: the left side of this equation
factors.
w
is a multiple of n. so too is a1 . However. if is a multiple of n. a itself must be a
Proof We use induetion on n. The theorem is true for n "" 2. Assume, then, multiple of n. since n has no square factors > I. (This is easily seen by examining
that it is true for all integers greater than I and Jess than n. Ir n is prime there is the factorization of (J into its prime factors.) This means that a = en, where c is
nothinz more to prove. Therefore assume that n is composite and that n has two some integer. Then the equation nb2 = w
becomes "b 2 "'" C2 11 2 • or b1 = nc2 •
factorizations into prime factors, say The same arsument shows that b must also be a multiple of n. Thus a and b are
both multiples of n, which contradicts the fact that they have no factor in common.
n"" PIP2 ···P. = qlq2 "''1,. (2) This completes the proof if n has no square factor > I.
If n has a square factor, we can write n = m 2 k. where k > I and k has no
We wish to show that stand tllat each p equals some q. Since PI divides the
product qlq1 ••• '1" it divides at least one factor. Relabel the q's if necessary so square factor> I. Then.J; m-li; and if -I; were rational, the number -Ii:.
that pdq l' Then PI II 1 since both PI and q l are primes. In (2) we cancel PI would also be rational, contradicting that which was just proved.
OD both sides to obtain A different type of argument is needed to prove that the number it is irrational.
(We assume familiarity with the exponential tr from elementary calculus and its
n
- = P2 ••• P. = q;z •.. 'I,. representation as an infinite serie~.)
PI
1horem 1.11. If iT I + x + x1.12! + x l /3! + ... + rfn! + ... , then the
Since n is composite, 1 < nlPl < n; so by the induction hypothesis the two number e is irrational.
factorizations of IIlpl are identical. apart from the order of the factors. Therefore
the same is true in (2) and the proof is complete. Proof We shall prove that e- 1 is irrational. The series for e- I is an alternating
series with terms Which decrease steadily in absolute value. In such an alternating
series the error made by stopping at the nth term has the algebraic sign of the first
U RAtIONAL NUMBERS neglected term and is less in absolute value than the nrst neglected term. Hence,
if s" D=o (-l)c/k!, we have the inequality
Quotients of integers alb (where b #: 0) are called rational1/umbers. For example,
1/2, -115, and 6 are rational numbers. The set: of rational numbers, which we -[ 1
O< it - S2li;-l < .
denote by Q, contains Z as a slibset. The reader should note that all the field (2k)!
axioms and the order axioms are satisfied by Q. rrom which we obtain

o <: (2~ 2~ ~,
We assume that the reader is familiar with certain elementary properties of I
- I)! (e- - SU-l) < :os; (3)
rational numbers. For example, if a and b are rational, their average (u + b)/2 is
also rational" and lies between a and b. Therefore between any two rational num bers
there are infinitely many rational numbers, which implies that if we are given a for any integer k 2: 1. Now (lk - O! S2i-1 is always an integer. If e- t were
certain rational number we cannol speak of the unexllargest" rational number. Tatiomd. then we could·choose k so large that (2k I)! e- I would also be an
I 1'Ia. 1.14
integer. Because of (3) the diJference of these two integers would be a number
between 0 and i. which is impossible. Thus e- 1 cannot be rational. and hence e
amnot be rational.
:NOrll. For a proof that n. is irrational. sec &ercllle 1.33.
The ancient Greeks were aware oftbe existence of irrational numbers as early
as 500 D.C. However, a satisfactory theory of such numbers was not developed
until late in the nineteenth century. at which time three dilf'erent theories were
introduced by Cantor. Dedekind. and Weierstrus. For an lK:COUDt of the theories
of Dedekind and Cantor and their equivalence. see R.eference 1.6.
LtG UPPER BOUNDS, MAXIMIJM ELEMENT, LEAST UPPER. BOUND
(SUPREMUM)
Irrational numbers arise in algebra when we try to solve certain quadratic equa-
tions. For example, it is desirable to have a md number x such that x2 == 2. From
the nine axioms listed above we aumot prove that such an x exists in .. because
these nine axioms are also satisfied by Q and we have shown that there is no
rational number whose square is 2. The completeness axiom allows us to introduce
irrational numbers in the reaJ..number system. and it gives the real-number system
a property of continuity that is f\mdamental to .many theorems in analysis.
Before we desaibe the completeness axiom. it is convenient to introduce
additional terminology and notation.
De./UlitlM.l.J1. Let S be " set of real numbers. If there is IJ real1Ulmber b such
t1u:It x S b for every x in S, the" b is called an upper botmdfor S and we say that
S is bounded aborJe by b.
We say an upper bound because every number greater than b will also be an.
upper bound. H an upper bound b is also a member of S, then b is called the
largest member or the maximum element of S. There can be at most one such b.
H it exists. we write
b =muS.
A set with no upper bound is said to be unbounded above.
Definitions of the terms lower bound, bofl1ldel1 below, smallest member (or
minimum element) can be similarly formulated. If S has a minimum element we
denote it by min S.
Enmples
I. 1be set R + .. (0, + 00) is unbowtded aOOve. It has no upper bounds and no 1:I:lU.
imIIm elemenr. It is oounded below by 0 but has no minimum elemeot.
2. The dosed iJ:Ik:rval S = [0. 1] is bounded above by I and is bounded below by O.
In faet, I:I:lU S = 1 and min S ",. O.
3. The half-open interval S [0, 1) is bounded above by 1 but it has DO maximum
element. Its minimum element ill O.
For sem like the one in fu.amplc 3, which are bounded above but have no
maximum element, there is a concept which takes the place of the maximum ele-
ment. It is called the least upper bound or supremum of the set and is defined as
follows:
D~ 1.13. Let S be (l set ofreal numbers bounded ahorJe. A real number b is
called a least upper bound for S if it It4r the fo/rowing two properties:
a) b is an upper boundfor S.
b) No 1flImber less than b is 1m upper bound for S.
Esp...... If S [0, 1] the maximum element 1 is also a least upper bound for S. If
S [0.1) the number 1 is a least upper bound for S, eve.o though S has no maximum
ek:ment
It is an. easy exercise to prove that a set amnot have two different least upper
bounds. Therefore, if there is a least upper bound for S, there is only one and we
can speak of the least upper bound.
It is common practice to Illfer to the least upper bound of a set by the more
concise tenn supremum. abbreviated sup. We shall adopt this convention and write
b == supS
to indicate that b is the supremum of S. If S has a maximum element, then
maxS = supS.
The greatest lower bound. or irrjimum of S. denoted by inC S, is defined tn an
analogous fashion.
UI THE COMPLETENESS AXIOM
Our final axiom for the real number system involves the notion of supremum.
A.xiom 10. Every rwnempty set S of real numbers which i8 bounded above 1v.Is IJ
supremum.. that is, there is a real1fllmbel' b such that b = sup S.
As a consequence of this axiom it follows that every nonempty set of real
numbel'll which is bounded below has an infimum.
1.12 SOME PROPERl1ES' OF THE SUPREMUM
This section discusses some fundamental properties of the supremum that will be
useful in this text. There is a corresponding set of properties of the infimum that
the reader should fonnuJate for himself.
The first property shows that a set with a supremum contains numbers arbi--
trarily close to its supremum.
Tn-rem 1.14 (ApproximalitntproptJrt}'). Let S be a nonempty set of rea/ numbers
= sup S. Then for every a < b there is some x in S such
with a supremum, say b
that
IJ < X s: b.
10 Th. US :II

Proof. First of aU. x s; h for all x in S. If we had x S; a for every x in S, then a covered by a finite number of line segments of a given positive length" no matter
would be an upper bound for S smaller than the least upper bound. Therefore how small.
x > a for at Jea.st one x in S.
Theorem 1.19. If x > 0 ll1/d if Y is an arbitrary teal number, there Is a positive
TlManm IJS (Atl4itilff1l'roperty). Given nonempty subsets A and B of a, let C integer If such that nx > y.
deMte the set
Proof Apply Theorem 1.1.8 with: x replaced by yfx.
c= {x+y:xeA. YEB}.
If each of A tmd B has a supremum, then C has a supremum and
US RATIONAL NUMBERS ~ FINITE DECIMAL REPRFSENTATION
sup C = sup A + sup B. A real number of the form
Proof Let a = sup A, b = sup B. If Z E C then z x + y, where x E A, a
r=ao+-.1+
a
+ ... +-'!.
Y E IJ, so z: = x + Y S; Q + b. Hence a + b is an upper hQund for C. so C has a. 10 1(f 10" '
supremum, say t: sup C, and t: S; a + b. We show next that a + b s; c.
Choose any II > O. By Theorem 1.14 there is an x in A and a y in B such that where all is a nonnegative integer and at> ... , tl" are integers satisfying 0 S; ill S; 9,
is USUll.Uy written mote bridy as follows:
a-e<x and b a < y.
Adding these inequalities we find
This is said to be ajinite decimal representation of r. For example,
a +b - 2s < x +y S; c.
! == 5 = 0.5, 1 2 29 2 5
Thus, a +b< c + :La for every e > 0 so, by Theorem ].1, a + b ;s; c.
SO
= -
lQ2
.. 0.02, = 7 + + - 2 = 7.25.
2 10 4 10 10
The proof of the next theorem is left as an exercise for the reader.
Real numbers like these are necessarily rational and, in fact, they all have the fonn
T1Jeorem 1.16 (COIIIJNU- prffFrty). Given nQnempty subsets Sand T of R such r = ajlfi", where Q is an integer, However, not all rational numbers can be ex-
that 8 S; 1 for every II v, Sand t in T. if T has a supremum then S has a supremum pressed with finite decimal representations. For clmmple, jf i could be so expressed,
and then we would have i a{IO" or 3" = 10" for some integer Q. But this is im-
sup S S; sup T. possible since 3 does not divide any power of 10.

1.13 PROPERTIES OF THE INTF..(iERS DEDUCED FROM THE 1.1, FINITE DECIMAL APPROXIMATIONS TO REAL NUMBERS
COMPLETENESS AXIOM
This section uses the completeness axiom to show that real numbers can be
rltefll'flm IJ7. The set z+ ofpositive integers 1,2,3, ... is unbounded above. approximated to any desired degree of accuracy by rational numbers with finite
Proof. If Z+ were bounded above then Z+ would have a supremum. say a =" decimal representations.
sup Z+. By Theorem 1.14 we would have a - I < n for some n'in Z+. Then neorem 1.10. Assume x ~ O. Then fM every iIIleger n ;,:;>: I there is a finite
n + 1 > a for this n. Since n + 1 € Z + this contradicts the fact that a sup Z +. decimal'" = 00' a l a2 ••• a" such that
j
1'IIItoum 1.18. For ever)' reQI x there is fl positive integer II such that n > x. 1
Proof. If this were not true, some x would be an upper bound for Z +, contra- F" S X < r lO + 10'"
dicting Theorem 1.17.
Proof Let S be the set of all nonnegative integers :S;;x. Then Sis nonempty,
since 0 E S, and S is bounded above by x. Therefore S has a supremum,. say
1.14 THE AR.CHlMEDEAN PROPERlY OF THE REAL NUMBER SYSTEM au == sup S. Ii is easily verified that aQ e S, so ao is a nonnegative integer. We
The ned theorem describes the Archimedean property ofthe real number system. call 00 the greatest integer in x, and we write ao [x]. Clearly, we have
Geometrically, it tells us that any line segment, no matter how long, can be 00 S; x < ao + I.
 n..l.12 J3

number. the absolute value of x, denoted by lxi, is defined as follows:

Now let "1 = [lOx' - l~], the greatest integer in lOx"":' lOao• Since
o ;0;;; lOx - lOGo = 100x - au) < 10, we have 0 :$ aa S 9 and
Ixl = { x,
irx~O.

al S lOx - lOao < ill + 1. -x, if x S; O.

In other words, ill is the largest integer satisfying the inequalities A fundamental inequality concerning absolute values is given in the following:

dO + "1
- :S x < Go + 01 +1
-~- . Tlu!tJf'eIllI.21. If a <::: 0, thelt we have Ihe inequality Ixl s a if. and o'lly if,
10 10 - 0 S; x S; a.
More generally. haYing chosen a l , •••• a.. _1 with 0 ::S a/ :S 9, let a" be the
Proof From the definition or lxi, we have the inequality -Ixl :::; x S; lxi, since
largest integer satisfying the inequalities
x = Ixl or x -Ixl. If we assume that Ixl S; 0. then we can write ..• a S; -lxl S;
+ + ... + a.. :s < a + + ... + an + 1 x s Ixl :::; a and thus half of the theorem is proved. Conversely, let us assume
Go (fl x al (4)
10 to'" \) 10' 10'" _Q S; X S; Q. Then if x ~ 0, we have Ixl = x :s;; a, whereas if x < O. we have
Ixl = -x s; a. In either case we have Ixl S; a and the theorem is proved.
Then 0 S; a" :s;; 9 and we have
I We can use this theorem to prove the triangle inequality.
r "" :S x < "" + -10" ,
T1reoJ'em 1.21. For arbitrary real x and 1 we have
where,,, = a o .ala2. ••• 0.... This completes the proof. It is easy to verify that x is
actually tbe supremum of me
set of rational numbers f " 1'2••••• Ix + yl S; Ixl + 111 (the triangle inequality).

Pr()()j. We have -Ixl S; x S; Ixl and -IYI:S Y s tyi. Addition gives us

1.17 INFINITE DECIMAL REPRlSENTATlONS OF REAL Nl.lMBEHS . -(Ixl + Iyl) S; x + Y :S lxl + IYI, and from Theorem 1.21 we conclude that
The integers aa. til> a2 , ••• obtained in the proof of Theorem 1.20 can be used to Ix + yl s Ixl + Iyl· This proves the theorem.
define an infinite decimal representation of x. We write The triangle inequality is often used in other forms, For ex.ample, if we take
x = 40'"10.2 '" x = a c and y c - b in Theorem 1.22 we find
to mean that a" is the largest integer satisfying (4). For example, if x = 1 we find la - hi .::;; la - cl + Ie bl.
00 = 0, llJ I, a1; 2, a 3 = ). and a" 0 for all n ~ 4. Therefore we can
write Also, from Theorem 1.22 we have Ixl 2: Ix + y! - Iyl. Taking x = a + b,
.. == 0.125000 ... y = we obtain
If we interchange the inequality signs S and < in (4), we obtain a slightly la + hi 2: tal - lbl.
ditYere;nt definition of decimal expansions. The finite deciina.ls 1'" satisfy r. < x S Interchanging a and b we also find la + hi 2: Ihl - lal = -(Ial - Ibl), and
T.. + 10-" although tbe digits au, at> "2.•.. , need not be the same as those in (4).
hence
For example, ifwe apply this second definition to x = i we find the infinite decimal
representation . la + hi ~ Iial lbll·
i = 0.124999' ~. . By induction we can also prove the generalizations
The fact that a real num~r might have two dilferent decimal representations is
merely a reflection of the fact that two different sets of real numbers can have the
same supremum. and

1.18 ABSOLUTE VALUES AND THE TRIANGLE INEQUALITY

1.19 THE CAUCHY-SCHWARZ INEQUALITY
Calculations with inequalities arise quite frequently in analysis. They are of
We shall now derive another inequality which is often used in analysis.
particular importance in dealing with the notion of absolute value. If x is any rea]
14 R.wand eompku; Number Systems Th.U3 15

T/u(),~m 1.23 (CIUlCAy-Sehwtln; inequRlity). If a l , ...• a" and bl>"" h" ari! b) Ifx > 0, then. we ho.ve
arbitrary real numbers, we nar;e
x(+oo) "" +00, x(-oo) = 00.

c) If x < O. then we h,{jf)1!'

x(+oo) = -00, x(-oo) +00.
Moreover, if some a 1= 0 equality holds if and onl}' if there is Q real x such that
j

UkX + bl< O/or each k 1,2, ...• n. d) {+oo) + (+00) = (+ 00)(+ 1Xi) = (-co)(-oo) +00,
00) + (-00) = (+00)(-00) = -00.
Proof A sum of squares can never be negative. Hence we have
e) if x e R, then we ho.ve - 00 < x < +00.

:E" (alx + bJ2 2

k=1
0
NOTATION. We denote R by 00, + (0) and R* by [ - co, + The points in R
are called "finite" to distinguish them from the "infinite" points + 00 and - 00.
for every real x, with equality if and only jf each term is zero. This inequality can
be written in the form The principal reason for introducing the symbols + 00 and - 00 is one of
Ax:.! + 2Bx + C 0, convenience. For example, if we define + 00 to be the sup of a set of real numbers
where which is not bounded above, then every nonempty subset of R has a supremum
• i 1.1 R". The sup is finite jf the set is bounded above and infinite if it is not bounded
A 2:af.
1<=1
C :E" bf·
k=1
above. Similarly, we define - 00 to be the inf of any set of real numbers which is
not bounded below. Then every nonempty subset of R bas an inf in R*.
IfA> 0, put x = - HI A to obtain B 2 - A C ~ 0, which is the desired inequality. For some of the later work concerned with limits. it is also convenient to
If A = 0, the proof is trivial. introduce the following terminology,
NOTE. In vector notation the Cauchy-Schwarz inequality takes the form Definition 1.15. Every open interval (0. + 00) is called a neighborhood of + 00 or
(a'W S IlaI1 2 1!bI1 2 , a ball with center +00. Every open interval (- 00, a) ;s called a neighborhood 0/
- 00 or a ball with center - 00,
where a = (ai' ... , «,,), b = (b[, ... ,h.) are two If-dimensional vectors,.

I.Zl COMPLEX NUMBERS

It foliows from the axioms governing the relation < timt the square of a real
is their dol product, and Iiall = (a' a)1/2 is the length of a. number is never negative. Thus, for example, the elementary quadratic equation
xl. = I has no solution among the real numbers. New types of numbers, called
complex numbers, have been introduced to provide solutions to such equations. It
l.20 PWS AND MINUS INFINITY AND THE EXTENDED REAL NUMBER
SYSTEM R* turns out that the introduction of complex numbers provides, at the same time.
solutions to general algebraic equ.a.tions of the form
Next we extend the real number system by adjoining two "ideal points" denoted
by the symbols + 00 and - 00 ("plus infinity" and "minus infinity"). a~ + 0tX + ... + a,.r' O.
lkjilfitioR. 1.24. By the extended real number system R* we shall mean (he set of where the coefficients aij, at •... , a. are arbitrary real numbers. (This fact is
Teo} numbers R tQflnker wilh tWQ symbtils 00 and 00 which ,futi,'1/y tnt' following known as the FundamentalTl1eorem oj A (qebTa.)
proper1ies: We shall now define complex numbers and discuss them in further detail.
a) If x E R. then we h{jf)e
De./iRition 1.26. Bya romplex number we shall mean an ordered pair of real numbers
x + (+00) +00,
= x+ co) -00. which we denote by (x h xz). The first member, x J , fs called the real part of the
x - (+00) = -00, x (-co) = +co, complex number; the second member, x.2' is called the imaginary parf. Two complex
x{{+co) = x/(-oo) = o. numbers x = (Xl. Xz) and y = (Yl. 11) are called equal, and we write x y, if,
16 l'Ll.%7 17

and only if, XI = Yl and X2 = Yz. We define the sum X + Y and the product xY by convenient to think oftbe real number system as being a special ca.se ofthe complex
the equations number system, and we agree to identify the complex number (x, 0) and the real
x +Y = (XI + Y., X2 + Y2)' xy = (XIYI - X l Y2. X I Y2 + XlYt)· numberx. Therefore, we write X = (x, 0). In particular, 0 = (O, 0) and I = 0,0).

NOTE. The set of all complell numbers will be denoted by C.

1.2Z GEOMETRIC REPRESENTATION OF COMPLEX NUMBERS
Tluwum 1.17. The operations of additiQf1 and multiplication just defined satisfy
Just as real numbers are represented geometrically by points on a line. so complex
the commutative, t15sociative, and distributive laws.
numbers are represented by points in a plane. The complex number x = (Xl> Xl)
Proof We prove only the distributive law; proofs of the others are simpler. If' can be thought of as the "point" with coordinates (x h Xl)' When this is done, the
x = (Xl> Xl),! = (Y1> Y2), and Z = (ZI' 12), then we have definition of addition amounts to addition by the parallelogram law. (See Fig. 1.2.)
x{y + z) = (Xl> xl)(}'t + ZI> Y2 + Zl)
(Xt}'t + XtZ t X 2 Y2 - X2 Z 2, Xl Y2 + X\I2 + X.1YI + XlII)
= (XtYt - XlY", X I Y2 + X2Y.) + (XtIt - X2 I 2. XlI2 + XlI,)
xy + XI.
TltHum 1.18.
(Xl> X2) + (0,0) = (Xl> X2), (x It X2)(0, 0) = (0. 0), Figure 1.2
(x t • x 2)(l, 0) = (Xl' X2), (XI> Xl) + (-Xl> -Xl) = (0,0).

Proof The proofs here are immediate from the definition, as are the proofs of The idea of expressing complex numbers geometrically as points on a plane
Theorems 1.29, 1.30, 1.32, and 1.33. was fonnulated by Gauss in his dissertation in 1799 and, independently, by Argand
in 1806. Gauss later coined the somewhat unfortunate phrase "compJex number."
1'IIeonm 1.19. Given two complex numbers X = (x I' Xl) and Y = (y h Y2), there Other geometric interpretations of complex numbers are possible. Instead of
exists a complex number z such that X + I = y. Infact, Z = (Yt XI> Y2 Xl)' using points on a plane, we can use points on other surfaces. Riemann found the
This Z is denoted by y - x. The complex number (-XI' -Xl) is denoted by -x. sphere particularly convenient for this purpose. Points ofthe sphere are projected
TllloulIIlJO. For allY two complex numbers X and y, we Juwe from the North Pole onto the tangent plane at the South Pole and thus there
corresponds to each point of the plane a definite point of the sphere. With the
(-x)y = x(-y) = -(xy) = {-I, OXxy}. exception of the North Pole itself. each point of the sphere corresponds to exactly
/JejiIIitiolI.l.Jl. If x = (Xl> Xl) ¢ (0,0) and Y are complex numbers, we define one point of the plane. This correspondence is called a stereographic projectwn.
X-I = [xl/(~ + xi), -X2/(X; + xi)]. and Ylx = yx-I. (See Fig. 1.3.)
TIteoUllt IJ1. If X ond y are complex numbers with X ¢ (0,0), there exists a
complex number z :ruch that xz y, namely, z = yx- I .
Of special interest are operations with complex numbers whose imaginary
part is O.
Tluwum 1J3. (XI' 0) + (YI> 0) = (Xl + Yl> 0),
(XI' OXy\> 0) = (XIYI' 0),
(x t , O)!(Yl, 0) = (Xt/YI, A}, if Yt f O.
NOTE. It is evident from Theorem J.33 that we can perfonn arithmc.\ic operations
on complex numbers with zero imaginary part by performing the u~iial real-num-
ber operations on the real parts alone. Hence the complex numbers of the form
(x, 0) have the same arithmetic properties as the real numbers. For this reason it is
Figure 1.3
1& lit

1.23 THE IMAGINARY UNIT TlVortJ", 1.39. If x and J! are complex numbers, then we have
It is onen convenient to think of the complex number (Xl' X;I) as a two-dimensional Ix + yj ::;; lxl + lyl (triangle inequality).
vector with components XI and X2' Adding two complex numbers by means of
Definition 1.26 is then the same as adding two vectors component by component. The proof is left as an exercise for the reader.
The complex number I = (1,0) pJays the same role as a unit vectOr in the hori-
zontal direetiOl'l. The aoalog of a unit vector in the vertical direction will DOW be us IMPOSSIBILITY OF ORDERING THE COMPLEX NUMBERS
inttoduoed.
As yet we bave not defined a relation of the form x < ,V if oX and y are arbitrary
lkJblitilm 1.34. The complex number (0, I) is deffated by i and is called the imag- complex numbers, for the reason that it is impossible to give a definition of < for
inary writ. complex numbers which will have aU the properties in Axioms 6 through 8. To
71Ieortllf 1.35. Every complex number x = (XI' x~) can be represented in theform illustrate, suppose we were able to define an order relation < satisfying Axioms
X = XI + lx2 • 6. 7. and 8. Then, since j '" 0, we mU5l have either i :> 0 or i < 0, by Axiom 6.
Let us assume i > O. Then taking, X "" Y = i in Axiom 8, we get j2 :> 0, or
Proof. XI = (Xl' 0), iX2 == (0, IXx2 ,0) == (0, X 2), - I > O. Adding 1 to both sides (Axiom 7), we get 0 :> L On the other hand,
XI + Ix: = (Xl< 0) + (0. X2) = (XI> X2)" applying Axiom 8 to -1 :> 0 we find I > O. Thus we have both 0 :> 1 ,and
The next theorem teUs us that the complex Dumber i provides us with a solution I > 0, which, by Axiom 6, is impossible. Hence !.he assumption i > 0 leads us
to the equation x3 = -1. to a contradiction. [Why was the inequality - 1 :> 0 not already a contradiction7]
A similar argument shows that we cannot have j < O. Hence the complex numbers
1'1Ii!4H", 1.36. 12 = - I. cannot be ordered in llUCh a way that Altioms 6, 7, and 8 win be satisfied.

I
Proof. 1" == (0, 1)(0, I) == (-1,0) == -I.
1.16 COMPLEX EXPONENTIALS
1.24 ABSOLUTE VALUE OF A COMPLEX NUMBER r
The exponential (x real) was mentioned earlier. We now wish to define when r
We DOW extend the conoept of absolute value to the complex number system. z is a complex number in such a way that the principal properties of the real
exponential function will be preserved. The main properties of If' for x real are
.,r absolute value. of
(
~ 1.37.. II x := (x.. X2), we define lite modulus, X to the law of exponents, r1e'":l = e'"1+;<1,'and the equation e& == I. We shall give a
be the 1U1lIlfegative real number Ixl g/ve1f by definition of e' for complex z which preserves these properties and reduces to the
ordinary exponential when z is real.
Ixi = Jxi + .G. If we write z = X + iy (x, y real), then for the law of exponents to hold we
Ihornlf 1.31, , want.e'"+il = e"tiy • It remains, therefore, to define what we shall mean bye".
i) 1(0,0)1 = 0, and Ixl :> 0 i[x '" O. ii) IxYI Ixlly!· DeJUUtio.l.40. If z x + /y, we dtdine e' = cfX+b to be the complex number
jii) Ix;yl = IxlllYl, if y '" O. iv) l(xl> 0)1 Ixll. r (cos y + i sin y).
i' ==
PrDof. Statements (i) and (iv) are immediate. To prove (n), we write x = X I + lx2 , This definition· agrees with the real exponential function when z is real (that
Y == J'l + i)'z, so that x,V = XIYI XIYl + i(X'Yl + XlYI)' Statement (ii) is, Y == 0). We prove next that the Jaw of exponents still holds.
(ollows from the relation
.. Sewra.l arguments can be given to motivate the equation e'l' = cos Y + i sin y. For
IxylZ = xry~ + x~Yi + xiJ1 + xiYt = (xi + x,iXYf + J1) = Ix1 2 1y12. example, let us write ell' = /(y) + ig(y) anatry to detennine the real-valued functions/
Equation (iii) can be derived from (ii) by writing it in the form Ixl := lyllx/YI. andg so tbat the usual rules of operating with real exponentials will also apply to complex
'7
ex.PQ1'HlJltials. Formal differentiation yields e = g'(y) - i/'(y), if we aS5\l.fllC that
Geometrically. Ixl represents the length of the segment joining the origin to (e '')' = ie , Comparing the tw<l expressions for e '', we see thatf and g must satisfy the
'
equations "
fey) g'{y),/'(y) = -g(y). Elimination ' of g yields f(y) -r(y). Si.I1ce
the point x. More generally, Ix - YI is the distanoe between the points x and J.
we want eO I, we muM have/CO) ,., I andl'(O) O. It follows that/(y) ... cos y and
Using this geometric interpretation. the following theorem states that one side of g(y) - /,(y) ... sin y. Of oot.I.l'5C. this argument proves nothing. but it strongly suggests
a triangJe is less than the sum of the other two sides. that the definition e'Y ... cos}' + i·sin y is reasonable.
 1'IL 1.41 DeLUIJ :n

Tlleorml1.ll1. If %1 Xl + iYl and %2 X2 + iY2 are two complex number8. The two numbers rand 8 uniquely determine z. Conversely, the positive number
then we have r is uniquely determined by z; in fact, r Izl. However, z detennlUes the angle (}
only up to multiples of 21l'.. There: are infinitely many values of (J which satisfy the
equations x = Izi cos 0, Y Izl sin 0 but, of coune, any two of tbem differ by
some multiple of 21£. Each such (} is called an argument of z but ooe of these values
rf' = .t1(cos Y1 + i sin .11). if' ... r~oos .12 + i sin Y1l, is singled out and is called the principol argument of z.

e'Jt!1. = e'"'c'[cos Yl cos Y2 sin .11 sin 12 DejUritiqIf 1.46. Let % = X + iy be a nonzero complex number. The unique real
number (} which satisfies the condition!l
+ ;(oos Yl sin Y2 + sin Yl cos Y2)].
x = Izi cos 9, y = Izi sin 6, -11: < 8 :s; +II:
since Xl and Xz are both reaL Also.
is called the principal argument of z, denoted by (} ... arg (2).
cos YI cos Y.z - sin YI sin Y1 ... (:01$ (..vI -+ '2)
and The above discussion immediately yields the following theorem:
COS .11 sin Y2 + sin Yt cos .12 = sin (.11 + Yz). T~ort!,., 1.47. Every complex number z #: 0 can be represented in the form
and hence z = re iB , where l'... Izj and 8 ... arg (z) + 211:n, n being any integer.

NOTE. This method of representing complex numbers is particularly useful in

connection with multiplication and division, since we hAve
1.27 FURTHER. PROPERTIES OF COMPLEX EXPON&"IITIALS
In the following theorems, z, Z I' '2 denote complex numbers. and

T~oretlll.41. if i3 never zero.

Tlleorem 1.48. If ZtI2 #: O. then arg (z(zz) ... arg (Zl) + arg (Z;l) + 2n:n(z J' zz).
Proof. re- fl
... eO I. Hence t! cannot be zero. where
T~o'etlll.43. if x is real, rhen Ielxl ... I. O. if -'II: < arg (z,) + arg (Z';z) S + R:,
= ( +1. if -2'11: < arg (ZI) + arg (Z2) S -le,
Proof. leIX~2 ... cos2 x + sin 2 x'" I. and jelzl >- O. -I. if :II' < a.rg (Zt) + arg (Z2) :s; 27\'.
1'IIetJnm 1.44. Ii' I if. and on{y if, z is an integral multiple of2ni. Proof. Write ZI Irile"" IZ2Ie"', where 8 1 = arg (Zl) and 8 1 = arg (Xl)'
Z;z
Proof. If z = 21tin, where n is an integer, then Then ZlZ2 ... IZlz2!ei(t,H... Since -n: < 8 1 :os;; +1t and -71: < 8 2 :s; +71:, we
have -271: < 8 1 + lJ;z :S: 211,. Hence there is an integer II sooh that -11' < tI, +
e" cos (2nn) + i sin (211'n) = I. 6 1 + 2nn :s; n. This It is the same as the integer n(zt> Z2) given in the theorem,
and for this II we have atg (Z'%"2) = 91 + ill. + 2xn. This proves the theorem.
Conversely, suppose that e' = L This means that e" cos y I llnd e'" sin y ... o..
Since rr #: 0, we must hAve sin y 0, y k'lt. where k is an integer. But
cos (kit) = (-];. Hence e" (-It. since e" cos (kn) = 1. Since e" >- O. 1.29 INTEGRAL POWERS AND ROOT'S OF COMPLEX NUMBERS
k must be even. Therefore e" 1 and hence x = O. This proves the theorem.
De,/Ulilltnl.I.4Y. Given fJ complex numbe, z and an integer n. we define the nth power
l'Monm 1.45. Ef' = e'" if, and only if; ZI - z. 21l'.in (where n ;s an int..ger). of z as fQllQWS ;
Pr()(J! e' = il'2 jf. and only if, e" -" ... I. if II ;,::: O.

if Z ,.;. 0 and n > O.

1.28 TIfE ARGUMENT OF A COMPLEX NUMBER
If the point z = (x, y) = x + iy is represented by polar coordinates rand 9, we Theorem 1.50, which states that the usual laws oftltponents hold, can be proved
can write x =r cos lJ and y = r sin 9, so thAt z r oos fJ + ir sin 8 = re ift by mathematical induction. The proof is left as an exercise.
~ 1.50. Given two integers m Qltd n, we htwe,fol' Z
and
'" O.
1 7'IuIorem 1.52. II Z is a complex number #0. then thf.'re exist complex numbers
such that e'" "" z. One such w is tile comp/ex number
w

Tko... 1.51. If z "" O. and if n is a positive integer, then there ore exactly n log Iz I + i arg(z),
distinct complex numbers Zo. %1•... , %.-1 (called the nth roots of z), $liei that and OTIy other such w must hovf.' the lorm
z: z, for each k "" 0, I, 2, ...• It - 1.
log Izi + i arg (z) + 2m,;,
Furthermore, these roots are given. by the formulas where n is an integer.
Zt = Rei""', where R = Izi ll., Proof. Since e!"'lzl+'~"'(') = et... I.1el·... <z),., Izlth ""'} = Z, we see that w =
log Izl + i arg (z) is a solution of the equa.tion eW z. But if WI is any other
.p. "" all (z) + 2xk (k O,I,2, ••• ,n-l). soJution, then e = e"" and hence w - WI "" 2nxi.
W

iii 11
lk/itJitiott l.5J. Let z +- 0 be a gillen complex number. JI w is a complex number
NOTE, The n nth roots of z are equally spaced on the circle ofradius R == !Z!I/., such that e'" "" z, then W 18 called a logarithm ofz. The particular oolue uf)ll given
center at the origin, by
w "" Jog Iz1 + i arg (z)
Proof. The n comple~ numbers R ei+l\ 0 S k 5 n I, are distinct and each is
an nth root of z, since is called the prindpallogarithm of z. and fet this )II we write
(Rei+"r == R"J"'" "" Iz 1e'l"'I{.o)+:Zwk] = z. w = Logz.
We must now show that there are no other nth roots of z. Suppose w "" Ae,q is Eu.qIes
a complex number such that w" z. Then Iwl ft " " Izl, and hence A" "" Izl, 1. Since :1 I = I and iIl8 (i) = 11;/2, Log (;) fif f2.
A = Izl lI", Therefore, w" == Z can be written e f- = ei(ar:clm, which implies
2. Si:m:e 1- il 1 and aq (-i) = -n/2. Log (~i) = m12.
1II.X - arg (z) 2nk for some integer k. 3. Si:m:e 1-11 1 and arg (-I) = n, Log (-1) == rci.
Hence « = [arg (z) + 2l1'k]ln. But when k runs through all integral values, w .... If x > 0, Log (x) "" log x. since Ixl = x and arg (x) O.
takes only the distinct values %0' •••• Z,,_I' (See Fig. 1.4.) 5. Si.nce II + II Ji and arg (I + i) = 1f/4. Log (I + i) "" log Ji + i1C/4.
T~ 1.54. 11z1z2 "I- 0, then
Log (z I Z2,) = Log Zl + Log %2. + 21tin(zl' %2),

where n(Zl' Z2) is the integer df.'jined in Theorem 1.~8.

hoof.
Los (ZlZZJ = + i aeg ("1 2 2)
log Iz l z21
= log 1%11 + log IZzl +. i [arl (ZI) + arg (Z2) + 2nn(zl' zz)]·

1.31 COMPLEX POWERS

Using complex logarithms, we can now give a definition of complex powers of
1.30 COMPLEX LOCARITHMS
complex numbers.
By Theorem 1.42. e" is never zero. It is natuml to ask if there are other values
Dtjillitiolr I.5S. If z '" 0 and ifw is Qlty complex nlimber, we define
that Ii' cannot assume. The next theorem shows that zero is the only exceptional
value.
 D.1SCi
, Def. I.61

= 00 and z/O =

If
E:umpIeII b) lfz E C, but z :;f:. 0, the" z(oo) 00.
1. it = .. 'Loa' = rU.,:l:l = e-J<j2.
c) 00 + 00 == (oo}(oo) = 00.
2. (-1)' ,,11.... /-1) = e'(IM. = 1:- 1t•

DejilritiotJ 1.61. Every set in C of the form {z: IzJ > , ~ O} is called a neighbor-
::.\. If n is an in1tlliP=f. then zl<+l ell!" I)Lo!I .. = e-Lot"e!-"*'" = z"z, so Dc:finition l.SS does hood of <Xl, or a ball with center at 00.
not conflict with Definition 1.49. I
'The next two theorems give rules for calculating with complex powers: The reader may wonder why two symbols, +«J and -00, are adjoined to R.
but only one symbol, 00, is adjoined to C. The answer lies in the fact that there is
TIIemw",1.56. Z'" z"~ == z"'''''' if z :;f:. O. an ordering relation < among the real numbers, but no such relation occurs
Proof. 'zW'+'" = t!...,-> ....lx..,.. = e... ·x..,. ..e... IA>I" == z..'z....
I
h

J
among the complex. numbers. In order that certain properties of real numbers
involving the relation < hold without exception, we need two symbols, + 00 and
- 00, as defined above. We have already mentioned that in R* every nonempty
set has a sup, for ex.ample.
~
k In C it turns out to be more convenient to have just one ideaJ point. By way
$ of illustration, let us recall the stereographic projection which establishes a one-
to-one correspondence between the points of the complex plane and those points
on the surface of the sphere distinct from the North Pole. 'The apparent exception
at the North Pole can be removed by regarding it as the geometric representative
1.32 COMPLEX SINES AND COSINFS •, of the ideal point 00. We then get a one-to-one correspondence between the
~ 1.58. Given a complex number z, we define
extended complex plane C· and the total surface of the sphere:. It is geometrically
tI" + e- k evident that if the South Pole is placed on the origin of the complex plane, the
cos z = ---2--'
exterior ofa "large" circle in the plane will correspond. by stereogrnphic projection,
NOTE. Whenz is real, these equations agree with Definition 1.40. to a "small" spherical cap about the North Pole. This illWitrates vividly why we
have defined a neighborhood of 00 by an inequality of the form Iz I > r,
TIIuJ,cm 1.59, If z == x + Iy. then we Iwve
coo z ;= cos x cosh" i siD x sinh y.
EXERCSES
sin z = sin x cosh y + / cos x sinh y.
Proof
2 cos z == el.. + e- iz Ia'tegers
= e-"(cos x + i sin x) + e"(cos x - i sin x) 1.1 Prove tbat there is no laI'/:C!>t prime. (A proof was kDown to Euclid.)
== cos x(e" + e-J') - i sin x(eJ' - e-7) 1..2. If It is a positive integer, prove the algebraic identity
== 2 cos x cosh y 2/ sin x sinh y.
'The proof for sin z is similar.
Further properties of sines and cosines are given in the ex.ercises.
'.3 If 2" I is prime, prove that It is prime. A prime of the form 21> - I, where p is
prime, is called a Mersellne prime.
].33 INFINITY AND 1HE EXTENDED COMPLEX PLANE C.
1.4 If 2" + 1 is prime, prove that
is a power of 2. A prime of the form 2 2m
It + I i5
Next we extend tbe complex number system by adjoining an ideal point denoted by called a Femwl prime. Him. Use Exercise 1.2.
the symbol 00. 1.5 The FioolfQcci numbers I, 1, 2, 3, 5,8, 13, ... are defined by the recursion formula
X.+l X lt + Xli-I' with Xl = Xl = I. Prove that (x•• X"+1) = I and that x" =
/kJUIitiJJlf l.tiO. By Ille extended complex number system c* we shall mean the (a" blf)/(a b), where Q and b are the roots of the quadmtic equation Xl x I = O.
complex plane C aloll{l with a 8)'mbol 00 which $(Jtisjies Ihe following properties: J.6 Prove that every nonempty sec of positive integers i;on!ai1lS a smallest member,
a) If z e C, then we Ira/)(! z + (Q = .. 00 == «J, zjoo == Q. This is called the welf-ordeling principle.
Ratioml and. irraticmaJ IllIDdM:ll 1.22 Given x :> 0 and an integer Ie ~ 2, Let ao denote the largest integer SA" and,
assuming tlult ao, til • ... , 0._ t lulve been defined, let 0" denote the largest integer such
1.7 Find tM rational number whose decimal expansion is O,3~44444 ...
that
1.8 Prove that the decimal llXJ:)linsioo of x will end in zeros (or in nines) if, and only if,
x is a rational number whose denominator is of the form 2"5"', where m and If ~ noo- ao + al k' +
_. + tlz ... + _Rnn ,,;; x.
k ~ k
negative integers.
L' Prove that .../2 + is irrational. a) Prove tbat 0 5 Qj S k - I for each i = 1,2, ...
1.11 If 0, b. c. d are rational and jf x is irrational, prove that (ax + /)/(cx + d) is usually b) Let '0.
= 00 + ojk- I + ll2k-2 + ... + a,.k-n and show that x is the sup of the
irrational. When do exceptions occur? set of rational llumbers 'I' ':20'"
1.11 Given any real x > O. prove that tiiere is an irrational number between 0 and x. NOTB. When k 10 the intc:gers au. a" U 2 • ••• are the digits in a decimal representation
••U If alb <: cld with b :> O. d :> O. prove that (a + .:)/(h + d) lies between alb of x. For general k they provide a representation in the s(<l:le of k.
andcld.
1.13 Let Rand b be IJ(lsltive integers. Prove that ·,Ii
always lies between the two fractions lDequalit:les
alb and (41 + 2b)!(a + b). W'bieb fraction is closer to ../21 1.23 Prove Lagrange's identity for real numbers:
1••4 Prove that - I + J n + 1 is irrational for every integer n 2: 1.
1.t5 Given a real x and an integer N:> I. prove that there eltist integers h and k with
(t; akb·f = (~ Q~)(~ b~) L
j:s.k<j~1f.
(a,b j - aib,,)".

o <: k S N such tlult Ikx - hi <: lIN. Hint. Consider the N + I numbers Ix [Ix] Note that this identity implies the Cauchy--8chwarz inequality.
for t 0, 1,2, •.. , N and show that some pair differs by at mm! liN.
l.t6 If x is irrational prove that there are infinitely many rational numbers hlk with
1.24 Prove that for arbitrary real 01.. b., c. we have
k :> 0 such that Ix hlk1 <: Ilk 2 • Hint. Assume there are only a mute number
fltlk l' •
H • h~fkr and obtain a contradiction by applying Exercise 1.15 with N > Va,
where (j is the smaUest of the numbers Ix - kdk11.
1.25 Prove Mlnkowllki's inequality:
1.11 Let x be a positive rational number of the form
." )112 (" )112 I,. )112
x
"
L:~
(~ (a" + bl.)2 ::;; b; oi + \of; bi .
t=l k! ' This is the triangle inequality Iia + hll :'> Iiall + I]bll for n·dimensional vectors. where
where each at is a nonnegativ'C integer with ali. 5 k I for k 2: 2 and all > O. Let [x] a = (at> ..• an)' b (Ill'" _, b,,) and
denotethegreatestintegerinx. Provethata. "" [xl.thlltll" = [k!x] k[(k H!x] i-o 2)112.
for k = 2••.• , n. and that n is tbe smallest integer such that n! .x is an integer. Con- 1Ia11 (L. a. .
Ii.=l
versely, show that every IJ(lSitive rational number x can be expressed in this form in one
and only one way. 1.:z6 If a I 2:. 02 2:. ••• 2: an and b l 2:. b" 2:. •• - 2: hm prove that

Upp« bounds
1.1IS Show that the sup and inf of a set are uniquely determined whenever they exist.
1.1' Find the sup and inf of each of the following sets of real numbers:
a) All numbers of the form 2 -/1 + 3 -q + .5 -', where p, q, Bnd r take on all posith'e Complex nlUDbers
integer values.
1.27 Express the following complex numbers in the form Q + bi.
b) S {.I:: 3x2 lOx + 3 < 01.
a) (I + OJ. b) (2 + 3i)/(3 - 41),
e) S = Ix: (.x - a)(x bXx - 'Xx where a < b
d) < OJ, <; C < d.
c) i 5 + i Hi , d) HI + n(l +
1.20 Prove the comparison property for suprema (Theorem 1.16).
1.28 In each case, determine all real .x and)' which satisfy the given relation..
1.21 Let A and B be two sets of positive numbers bounded above, and let a = sup A, 100
D = sup B. Let C be the set of all products of the fprm xy, where x E A and y B
Prove that ab sup C.
a) x + iy "" Ix i.JI!, b) x + iy (x - iy)2, c) L: i"
1.=0
x + iy.
I.~ If z x + iy. x and y real, the complex conjugate of z is the complex number 1.36 Define the followinl "pseudo-ordcringn of the complex numbers: we say %1 < z~
i = x - ip. Prove that: if we have either
a) it + i 2 • b) "'1%2 iii:!> c) I2 Iz1 2 ,
i) IZII < IZ21 or il) IZll = IZ21 andarg(zl) < arg(z:2).
d) z + z = twice the reat part of .z,
e) (z ~ i)/f twice the imaginary part of z. Which of Axioms 6, 7, 8, I) are mtimed by this Allation?

1..3D Describe geometrically the M:t of complex numbers z which satisfies each of the
1.37 Which of Axioms 6, 7, 8, 9 are satisfied if the pse:udo-ordering is defined as follows"!
following conditions: We my (Xl> J'I) < (xz. J':2) if we have either

a) !zl = I, b) Izi < 1. c) Izi s: I, i) XI <: )(2 or ii) Xl X2 and)/1 < J''l'

d) I + I "". t, e) 2 - i = i, f) I +I Iz1 2 • 1.38 State and prove a theon:m analogous to Theorem 1.48, expressing arg (zllz2) in
1.31 Given three complex numbeni Zt, Z2, Z3 such that IZII = IZ21 II31 '= I and terms of arg (tl) and ar! (Z2)'
Zl + Il + z! O. Show that these numbers llrc vertices of an equilateral triangle 1.39 State aDd prove a theorem analogous to 'Theorem 1.54, expressing Log (Zl/ZZ) in
inscribed ill the unit circle with center at the origin, terms of Log (It) and Log (Z:2)'
1.31 If (l and b are complex numbers. prove that: 1.40 Prove that tbe nth roots of 1 (also called the nth roots of unity) are given by a,
a) la - W s; (I + IW).
+ lal 2 )(1 IX~•••• , ri', where ell = eZ«I/", and show that the roots ,t; 1 satisfY the equation

b) If 0 ~ O. then 10 + hi = lal + Ibl if, and only if, bIll is real and nonnegative. 1 + ;II; + x2 + ... + x"'-1 0.
1.33 If a and b are complex numbers. prove that
1.41 a) Prove tbat Iz'l <: c« for all complex Z ¢ O.
jo. - bl = II - abl b) Prove that there is no constant M > 0 such that lcos z I <; M ior all complex z.
if,andonlyif,lal = lorlbl '" L Forwhichuandbistheinequalityia- bl < 11 libl 1.42 If W = II + iv (u, II real), show that
valid? zW "'.<.lel[......
e"lutr,lII-.. '.,+..... U)].
1.34 If a and c are real constants, b complex, show that the equlltion
1.43 a) Prove that Log (z'") .... w Log z + 2:Jti." whe~ 11 is an integer.
azz + bZ + liz + c 0 (a #: 0, Z "" x + iy) b) Prove tlmt (z"')'" - z-e 2 «i"', where II is an integer.
represents a circle in the ~plane. 1.44 i) If 8 and a a~ real numbers, ~:Ir < 8 s: + It, prove that

1.35 Recall the definition of the inverse tangent: given a realoumber t, tan- 1 (t) is the (cos (I + i sin (If "" 005 (aU) + j sin (aU).
unique reat number 0 which satisfies the two conditions
ji) Show that,in gene.ral, the restriction -n < 0;$ +n is nt:eeSsaty in (i) by taking
(J = -Jr, a !,
tan (I t.
iii) If a is art integer, show thai the formula in (i) holds without any restriction on (J.
In this case it is known as DeMoivre's theorem.
Hz"'" x + iy, show that 1.45 Use DeMolvre's theorem (Exercise 1.44) to derive the trigonometric identities

a) arg (z) = tan-

I
t) . if x> 0,
sin 3(J ... 3 COSZ 0 sin 8 - sin:! 0,
oos 36 = cos! 8 ~ 3 cos 6 sin:! e.
valid for real (J. Are these valid when 0 is complex?
b} arg (z) = tan-
I
(~) + If, if ,,: <: G, y ;;;; 0, 1.46 Define tart z (sin z)/(cos z) and show that for z ... x + iy, we have

sin 2x + j sinh
e) arg (z) tan-I (~) ll', ifx<O,y<G,
tan I =
cos 2x + cosh 2y

1.47 Let w be a given complex number. If w ~ ±], show that there exist two values of
d} arg (z) = ;It if x = 0, y > 0; arg (z) = - 'J! if ;r 0, y <; o. ;: = x + iy mtisfying the conditions cos z = II' and - If <: x S + tr. Find these values
2 2 when II' i and when w "" 2.
 31

1.41 Prove Lacranp's identity for oomplex numbers: ].6 Hobson, E. W., The Theor;poj FIIlletibm ofa ba! Variable and the T'he(Jry ofFourier's

t .t
Series, Vol. I, 3rd ed. cambridp University Press, 1927.
It D,tb,r "" lDtl :! IhAI:! - H6t"'D Ia.oj - Qj DxI
2. 1.1 Landau, E., FOImaQtitJns of Analysis, 2nd cd. Chelsea. New York, 1960.
1.8 Robinson, A.• NCll'Hllantlard AlUllysis. North-Holland. Amsterdam, 1966.
Use this to deduce a cauclly-scl1wan inequality for complex numbers.
1.9 ThUI'Ston. H. A., The Number S)lSll'm1. Blndie, London, 1956.
J.49 a) By equating imaginary parts in DeMotvre's formula prove that 1.10 Wilder, R. L., Introduction to flul FOUl/dation:> ojMaf1semoliC3, 2nd cd. Wiley, New

sin nO sin" fJ (G) cot"-l (J - (;)

3
00.....- 8 + (;) cot"-5 (J - + ... } .
York,I965.

b) If 0 <: (J < 11:/2, prove that

sin (2m + 1)0 = Sill:t""H8 P",(cot,2' 8)
where PM is the polynomial of degree m given by

P,..<x) = em 1+ I) x'" - em 3+ 1) x"'-1 + em 5+ 1) x"'-2 - + ..

Use this to snow that Pm has zeros at the mdlstioct pointsx. cot2 {n:k/(2m + I)}
fork = 1,2.... , m.
c) Show that the sum of the zeros of Pm is given by

E.. cae 2m k+ 1 = --'---:---'

kml
11:

and that the sum of their squa.res is given by

'"
Ecot'~-1r_~
k m(2m - 1)(411'12 + 10m - 9)
1~1 2m + 1 45
NOTE. These identities can be used to prove that L"'; 1 I'C~ r/6and!::; I n- 4 "" :;rtl./90.
(See ElI.ercist::!.l 8.46 and 8.47.)
1.50 Prove that ZO I (2 - e2rlli,,) for aU complex z. Use this to derive the
formula
0-,1 • kx n
IIsm-= forn <':: 2.
l~l n

SUGGESlED REFERENCES FOR FURTHER. STUDY

1.1 Apostol, T. M., Calcullls, Vol. J, 2nd ed. Xerox, Waltl1am, 1961.
1.2 Birkhoff, G., and MacLane, S., A Sf/rvey of Modem Algelml, 3rd cd. Macmillan,
New York, 1965.
1.3 Cohen, L., and Ehrlich, G., The Structure of the Rlwl·Numhl!r System. Van Nos-
Irand,.Princeton, 1963.
1.4 Gleason, A., Funaumen/ilfs 0/ .4bstI'act A 1/0/)'515. Addison-Wesley, Reading, 1966.
LS Hardy, G. H., A Course <if Pure Mathematics, 10th ed. Cambridge University Press,
1952.
CHAPTER 2
SOME BASIC NOTIONS
OF SET THEORY
11 INTRODUCTION
In discussing any branCh of mathemati<:ll it is helpful to uae the notation and
terminology of set theory. This subject. which WBSdeveioped by Doole an<1 Cantor
in the latter part of the 19th century. has had a profound inftuence on the develop-
ment of mathematics in the 20th century. It has unified many seemingly discon-
nected ideas and bas helped reduce many mathematical concepts to their logical
foundations in an elepnt and systematic way.
We shall not attempt a systematic treatment of the theory of sets but shall
confine ounelves to a discussion of some of the more basic concepts. The reader
who wishes to explore the subject further can consult the references at tbe end of
this chapter.
A collection of objects viewed as a single entity will be referred to as a set.
The objects in the collection will be called elements or members of the set. and they
will be said to belong to or to be contained in the set. The set, in turn, will be said
to contain or to be composed of its elements. For the most part we shall be inter-
ested in sets of mathematical objects; that is, sets of numbers, points, functions,
curves, etc. However. since much of the theory of sets does not depend on the
nature of the individual objects in the collection, we gain a great economy of
thought by discussing sets whose elements may be objects ofany kind. It is because
of this quality of generality that the theory of sets has had such a strong effect in
furthering the development of mathematics.
2.2 NOTATIONS
Sets will usually be denoted by capital .letters:
A. D, C•.•. , X, Y,
and elements by lower-case letters: a, b. c, . .. , x, y, z, We write xeS to mean
"x is an element of S," or "x belongs to S." If x does not belong to S, we write
.x, S. We sometimes designate sets by displaying the elements. in braces; for
example, the set of positive even integers. less than 10 is denoted by {2, 4, 6, 8}.
If S is the collection of all x which satisfy a property P, we indicate this briefly by
writing S "" {x: x satisfies Pl.
From a given set we can form new sets, called subsets of the given set. For
example, the set consisting of all positive integers less than 10 whicb are divisible
3Z
by 4, namely, {4, 8}. is-a subset of the set of even integers less than 10. In general,
we say that a set A is a subset of H, and we write.t l;;; H whenever every clement
of A also belongs to B. The statement A. l;;; B does not rule out the possibility
thatB 6 A. In faet, we have both A. S; BandB S Aif,andonlyif,AandBhave
the same elements. In this case we shall call the sets A and H equal and we write
A B. If A and B are not equal, we write A '" B. If A S B but A. '" H. then
we say tbat A is a proper subset of B.
It is convenient to consider the possibility of a set which contains no elemcnts
whatever; this set is called the empty set and we agree to call it a subset of every
set. The reader may find it helpful to picture a set as a box containing certain
objects. its elements. The empty set is then an empty box. We denote the empty
set by the symbol ,.
1.3 ORDI!1I.ED PAlll.S
Suppose we have a set Consisting of two elements a and b; that is. the set {a. b}.
By our definition of equality this set is the same as the set {b, aI, since no question
of order is involved. However, it is also necessary to consider sets of two elements
in which order is important. For example. in analytic geometry of the plane, the
coordinates (x, y) ofa point represent an Qrderedpair of numbers. The point (3, 4)
is different from the point (4, 1), whereas the set {3. 4} :is the same as the set {4. 3}.
When we wish to consider a set of two elements a and h as being ordered. we shall
enclose the elements in parentheses: (a, b). Then a is called the first element and
b the second. It is possible to give a purely set·theomic definition of the concept
of an ordered pair of objects (a, b). One such definition is tbe following:
DqUrititm 2.1. (a, b) = Ha}, {a, bH.
This definition states that (a. b) is a set containing two elements, {a} and
{a, b}. Using this definition, we can prove the following theorem:
TIte~'l!m 1.1. (a, b) = (I:, d) if, and only if, a = c and b == d.
This theorem shows that Definition 2.1 is a "reasonable" definition of an
ordered pair, in the sense that the object a has been distinguished from the object
b. The proof of Theorem 2.2 wiD be an instructive exercise for the reader. (See
Exercise 2. L)
14 CARTlJ:SIAN PRODUCT OF TWO SETS
Ihjillitioll.l.3. Given two sets A and B, the set of all ordered pair, (a. b) such that
a e A and b e B is called the cartesian product of A (OJd a, and is denoted OFAx B.
Eumple. If R denotes. the set of aU real numbers, then It x R is the set of all complex
numbers.
2.5 RELATIONS AND FUNCTIONS Tluorelt1 2Ji. if
Let x and y deMte real 1lwrnbm,
as the rec1taDjgullir
We rre(lneJ:1tly
XI""" I, + 2..6 FURTHER TEJL\iIINOLOGY CONCERNING FUNCTIONS
Each of these defines a certain set of ordered of real
numbers, the set of all for which the eXI'reiISic,n
set of ordered is caned a rdatioo. The COITtSPOlldillg a
c01l1pi.,x variable.
in the is caned the of the n::l~ltllJn,
the relati()ns described in are shown in 2. I , if subset of a cnl'tesian is called a fu~u:tll,n
two variables, In Ihis case we denote fUllletioll nlues h) i,nstead of
A function of two rcal variable" is whose domain is a subset of
R.
If S is It subset of we say that F is
stich, that XES is caned tbe
any eret which contains then F
This is often denoted
F.S->T,
= T, the mapping is said to be onto T. A of S into itself is some~
a m:msjofirll11'/Oll,
Consll:ier, for the function of a variable defined the equa~
The of relation can be formulated generally so that the This function maps every erector S of the form 0 :::;; arg :::;;
x and y in the pairs y) need not number::i may he objects of any a sector described the i!l~qUllllities
lkjinition 1.4. An:" set
If S is a the set of all eJemenu x that occur members
in S is called the domain Tbe set of second members
y is called the range denoted
Theil",! exalup!e

The dWlJlitioll offtmctiicm retillires in the dom~l.ll. of fe' there is

one)' such that E F, call the value x and
write
If functions F and G the inclusion relation F, that G
is a restriction F or that Fis an extension of G, In l'lIH'tlCl.IIIl'l' if S ill it subset of
E F to indicate that the F, G defined by the equaticm
As an alternative to describing a function spec:jf1iln~ the It con1"'1r,s,
for in:5',
it is to describe the Q<)main for each x in the
d01nai:tl. to describe how the function In tbis corlnej~ti(J'Il, S . G consists of those
we have the following tbeorem whose exercise for the reader, is and range is
 DeC. 1-.7 Def.1.U Sqllllail

1..7 ONE-TO-ONE FUNCTIONS AND INVERSJi1!t Tllunm 1.10. Ifthe jimction F is one-to-one on its oomain, then F is also afunction.
Ik}iliitiot; 2.1. Let F be a function dejined on S. We m)' F is ~to-one 011 $ if, Proof. To sbowthat Fisa function, we must show that if (x, y) E Fand (x, z) E F,
and only if, jor every x and Y in $, then y z. But (x, y) E F means that (y, x) E F; that is, x = F(p). Similarly,
F(x) = FCy) implies x = y. (x, z) e F means that x = F(z). Thus F(y) = F{z) and. since we are assuming
that F is one-to-one. this implies 1 z. Hence, Fis a function.
This is the same as saying tha.t a function whieh is one-to-one on $ assigns
distinct function values to distinct members of S. Such functions llRi also called NOTE. The same argument shows that if F is one-to-one on a subset S of gJ{F),
injective. They are important because. as we shall presently see. they possess then the restriction of Fto S bas an inverse.
mrJersea. However. before stating the definition of the inverse of a function. it is
convement to introduce a more general Dotion, that of the converse of a relation.
18 COMPOSITE FUNCTIONS
lk;/iItitimr 2.8. GbJen a relation S, the new relation S defined by
lkjiaitioll 2.11. Given two functions F and G such that M(£) s;; ~(G), we canform
S= {(a, b) ; (6, a) E S} a n.ew function, the composite G " F of G and F, defined QS follows: fOT erJer1 x in
i8 called the COlWerse of S. the domain of F. (6" F)(x) = G[F(x)].

Thus an ordered pair (a, Ii) belongs to S if.. and only if, the pair (b, 0). with Since !.I(E) s;; !j(G), the element F(x) is in the domain of G. and therefore it
elements intercbanged. belongs to S. When S is a plane relatiun, this simply means makes sense to consider G[F(x)]. In general. it is not true that G" F = F <> G.
that the graph of S is the reHection of the graph of S with respect to the line In fact. F " G may be meaningless unless the range of G is contained in the domain
y x. In the relation defined by x < " the converse relation is defined by)' < x. of F. However. the associative law,

lh/ilrltitm 2.9. Suppose that the relation F is II fimctiolL Consider the converse
relation F. which ma1 or may not be a .function. If F iN also II .function. then F is
called tlla inver,e of F and is denoted by F- 1. always holds whenever each side of the equation has a meaning. (Verification will
be an interesting exercise for the reader. See Exeroise 2.4.)
Figure 2. 3(a) illustrates an example ofa function Ffoc which i is not a function.
In Fig. 2.3(b) both F and its converse are functiODll.
The Dext theorem tells us that a function which is one-to-one on its domain :2.9 SEQUENCES
always has an inverse. Among the important examples of functions are those defined on subsets of the
integers.
.'I
,• ,
",,,,
,P
Ih./illition 2.12. By a finite lIequence 0/ 11 terms we shall understand a function F
F whose domain is the set afnumbers {I, 2. ... , tI} •
I
,.'
I
The range of F is the set {FO), F(2), F(3), .,. , F(n}}. customarily written
,•I {Fi , F 2 , ••• , F~J. The elements of the range are called terms of the sequence
• and, of course, they may be arbitrary objects of any kind.
lkJiltitiDlI. 2.1.3. By an infinite sequence we shall mean (J !unetiofr F whose domain
is the set {I, 2, 3, } 0101/ positive integers. The ronge of F, that is, thi! set
(F(t), F(2), F(3), J, is also writtf7t {FH Fl , F3 , .•. }, and the function value F"
is called the nth term of the sequence.
For brevity, we &hall occasionally usc the notation {F,,} to denote the infinite
(1))
sequence whose nth term is F,,_
Let , = {s,,} be an infinite sequence, and Jet k be a function whose domain is
the set of positive integers and whose range is a subset of the positive integers.
 Del. 114

A5&Wlle that k is ··order-pI1lservina:' that is. assume that 2.12 COVNl'ABLE AND UNCOUNTAlJLE SETS
A set S is said to be cormtably infinite if it is equinumerous with the set of aU
k(m) < k(lI). ifm<lI.
positive integers; that is, if
'fhen the composite function 8" k is defined for all integers n ;:e: 1, and for every S,.., {I. 2. 3, ... }.
$uch n we have
In this case thCRl is a function f which establishes a one-tQ.one correspondence
(8" k)(n) = ""(JI)' between the positive integers and the elements of S; hence the set S can be dis-
Such a composite function is said to be a subsequence of s. Apin, for brevity, played as follows:
we often use the notation {SI;C..)} or {3k,,} to denote the subsequetWe of {s..} whose S = {f(1),j(2),j(3), ... }.
1Jth term is 't(It). Often we use subscripts and denote f(lt) by £II; (or by a similar notation) and we
ED.,.... Let & = {lin} and let k be def:imld by ken) = 2". Then s. k ==; {l/2"}. write S = {a., «2..43•••• J. The important thing here is that the correspondence
enables us to use the positive integers as "labels" for the elements of S. A count-
ably infinite set is said to have cardinal number No (read: aleph nought).

2••8 SIMILAR (EQUINUMEROUS) SETS
Ih/iltititm 1.14. Two seta A and Bare called similar, or equinumerous, and we write
A ~ D, if and only if there exista a one-tQ-Qne./Unction F whose domDin is tire set A
and whose rtmge is tire .ret B.
We also say that F establishes a one-to-one correspondence between the sets
A and B. Oearly, every set A is similar to itse1f(take Fto be the "identity" function
for which F(x) x for all x in A). Furthermore. if A ..., B then B "" A, because
if F is a one-to-one function which makes A similar to B. then F- 1 will make D
similar to A. Also. if A '"'" B and if B "" C. then A-C. (The proof is left to
the reader.)
~ 1.15. A set S is cal/ed countable if it is either finite or countably infinite.
A set which is not countable is called uncountable.
The words denumerable and nondemuneroble are sometimes u.sed in place of
cOUlltable and uncountable.
l1rItWrem 2.16. Every subset ofa countable set is countable.
Proof. Let S be the given countable set and assume A s;; S. If A is finite, there i,
nothing to prove, so we can assume that .If is infinite (which means S is also in-
finite). Let!J = {s,,} be an infinite sequence of distinct t:erms such that
S= {Sb 92•••• }.

Define a function on the positive intelers as follows:

Let k(l) be the smallest positive integer m such that 'JOt eA. Assuming that
Ul FINITE AND INFINITE SETS k(I), k(2), ... , ken - 1) have been defined, let k(n) be the s~t positive
integer m > k(1I I) such that 8.. € A. Then k is order~preserving: m > II
A set S is called finite and is said to contain 12 elements if implies k(m) > k(n). Form the composite function s" k. 'fhe domain of s" k is
the set of positive integers and the range of s " k is A. Furthennore, so k is one-
s""" {I. 2..... If}.
to-one, since
The integer n is caned the cardinal number of S. It is an easy exercise to prove 9[k(n)J s[k(m)].
that if {I, 2, ..• , n} """ {I, 2, ...• m} then m = n. Therefore, the cardinal implies
number of a finite set is well defined. The empty set is also considered finite. Its St(a) = '1(*).
cardinal number is defined to be O.
Sets which are not finite are called infinite sets. The chief difl'eI1lDC.:e between
which implies k(n) = k(m), and this implies II = m. This proves tbe theorem.
the two is that an infinite set must be similar to some proper subset· of itself.
whereas a. finite set cannot be similar to any proper subset of itself. (See Exercise 2.13 UNOOUNTABILITY OF THE REAL NUMBER SYSTEM
2.13.} For example, the set Z+ ofall positive integers is similar to the proper subset The next theorem .shows that there are infinite sets which aI1l not I;ountablc.
, {2, 4, 8. 16, ... } consisting of powers of 2. The one-to-one function F which
makes them similar is defined by F(x) = 2" fot' each x in Z +• T1Iettrem 2.17. The set of all real numbers is uncountable.
 111.1.11 Def.:Z.U 41

Proof It s.uffices to show that the set of x: satisfyin,g 0 < x: < 1 is uncountable.
H the rea! numbers in this interval were countable, there would be a sequence
8 = {sIll whose terms would constitute the whole interval. We shall show that this
is impossible by constructing, in the interval, a Iea1 number which is DOt a term
of this sequence. Write each 8. as an infinite decimal:
The definition of union <:In be extended to any finite or infinite collection of
sets:
DejillltkJII 2.10. If F is an arbitrary collection of sets, then the union of all the sets
in F is defined to be the set of those elements which belong to at least one of the seta,
in F, Qnd is denoted by

where each U...i is O. I•...• or 9. Consider the real number y whicll bas the decimal If F is a finite collection of sets, F = {Ai, •.. , A,,}, we write
expansion It

UA "" U At = Al U A,1. v ... v A...

where A"I' A-I

~
..
= {I.2. ifu".. .p I,
ifu"... L
If Fis a countable collection, F = {AI> Ai, ... }, we write

Then DO term of the sequence {B,,} can be equal to )1, since y differs from 11 1 in the
fint decimal place. differs from S2 in the second decimal place, ... , from 6" in DejUlitkJ" 1.21. If F is on arbitrary collection of sets, the intersection of all sets in
the nth decimal place. (A situation lite $. = 0.1999 ... and y = 0.2000 ...
F i, defined to be the set ofthose elements which belong to ever)' one oflhe sets in F,
cannot occur here because of the way the v. are chosen.) Since 0 < y < I, the
and is denoted by
theorem is proved.

~t'm 2.18. Let Z+ denote the Stt of all positioe integers. Then the carteslmi
PI'Oduct z+ x Z + is coll1ttable. The intersection of two sets. A 1 and A z is denoted by At II A,1. and consists
of thox elements common to both sets. If A t and A2 have no elements in common.
PI'(J()f. Define a functionfon z+ x z+ as follows: then Al n A] is the empty set and At and A 2 are said to be disjoint. If F is a
finite collection (as above), we write
f(m, n) 2""3", ir(m. n) e z+ x Z+.
n.. Al
=

Then f is one-to.-one on Z" x Z + and the range off is a subset of Z +•

" A = A 1 n A 2 n .. ; n A..,
j,.j, 1:-1

and if F is a countable collection, we write

2.14 SET ALGEBRA n A = n'" A. = At

AfiF .=1
II A z n ...
Given tWo sets Al and A 2 , we define a new set, called the union of Al and AI'
denoted by AI u A z, as follows:, If the sets in the collection have no elements in common, their intersection is the
empty set. Our definitions of union and intersection apply, of course, even when
lk./iJriti,oIl2.lJ. The WlImi Al U A 2 is the set of those eJeme"ts which beJo1lfl F is not countable. Because of the way we have defined unions and intersections.
either to Al or lo A 2 or to both. the commutative and associative laws are automatically satisfied.

This ill the same as saying that At u A] consists of those elements which belong
to at least one oBhe sets AI' A,1.. Since there is no question of order involved in
this definition. the union At u A;lI is the same as A 2 U AI; that is. set addition is
commutative. The definition is also phrased in such a way that set addition is
associative:
Dejildiimll.n. The complement of A relative to B, denoted by B - A, is defined
to be the set
B A = {x:; x EO B, but x ~ A}.
Note that B - (B - A) = A whenever A ~ B. Also note that B - A = B if
B n A is empty.
The notion& of union, intersection, and complement are illustrated in Fig. 2.4.
 43

.A.

we jmim~jlal!cly
(l coife:c,tioll any set T1uuwem 2.17. if F coumable coUectio!! o!ctJu11l'able H:!S,
cmllm~bfe set.

and

€JJ then x€
least therefore
in F% xe B ~ A. But this
B - S ;;; T. steps, we obtain T JJ this
To prove the second use similar argument.

.:L15 COUNTABLE COLLEcrIONS OF COUNTABLE SETS

distina Si7S

.},n=l,
least one of the
The 11) is ul1ii~uelly
sets, Hence the functi<mj
domain S. T h e i s ; I i subset
integ,:rs) and hence is countable.
which means that S is also countable.
co/fulion

Then G is a collectiGfl
 e) For all subsets A and B of S with B ~ A, we have
Find F{x) if G(x) and G[F(x)] are given as follows:
el) G(x) =x 3
, O[F(x)] ... ,%3 - 3x2 + 3x - I. I(A - B) = f(A) feB).
e) O(x) 3 + x + x2, O[F(x)) xl 3x + 5. 2.10 Prove that if A .... B and B "" C, then A "" C.
2.4 Given three functions F, G. H. what n:strictiom must be placed on their domains 2.U If {t, 2, ... , II} "" {t, 2, ... , m}, pll;YV(l that m If.
so that the foJlowing four composite functions <:an be defined?
:U1 IfS is an infinite set, prove that 9 contains a countably infinite subset. Hi"t. Choose
G F, HQG. Ha(OoF), (H . . G)" F. an element "I
in S lind consider S - {Q I },
2,13 Pro\le that every infinite set S contains a proper subset similar to S.
Assuming that H 0 (0 Q F) and (H d G)" F <:an be defined, prove the associative law:
2.14 if A is Ii countable set and B an uncountable set, ProVe that B - A is similar to B.
2.15 A real number is called algebraic if it is a root of an algebIl/.ic equation f(.>;) 0,
2.5 Prove the following set·theoretic identities for union and intersection: where I(x) ~ Qo + aj.!( + ... + a"x!' is a polynomial with integer coefficients. Prove
a) A v (B u C) => (A u B) U C, A n (B n C) (A Il B) n C. that the set of all poJ)'ltomials with intep:l' coefficients is countable and deduce that the
set of algebraic numben; is also countable..
b) A n (B U C) (A n B) V (A n C).
:U«i Let S be a fin ite ret consisting of n elcments and lei T be tho wllection of all subsets
c) (A v B) (\ (A U C) .~ A v (B n C).
of S. Show that Tis <l finite set and find the number of clements in T.
dl (A v B) (\ (B v C) n (C V A) "" (A n!J) v (A n C) v (B n C).
2.17 leI R denote the set of real numben; and let S denote the set of all reaJ..valued funCl-
e) A n (B - C) "'" (A n B) - (A n C). tions whose domain is R. Show that S and R are not equinumerous. Hint. Assume
f) (A C) n (8 C) ~ (A n B) C. S - R and let 1 be II: one-to-one function such that f(R) S. Ir 4l E R, let g~ ,. I(Q) be
g) (A B) v B A if, and only if, B ~ A. the real-valued function in S which corresponds to the real number 4l. Now define h by
the equation h(~) 1 + Dx(x) if ~ E R, and show that h f 9.
2.6 Let I: S -to T be a function. If A and B are arbitrary subsets of S, prove that
:1.l8 Let 9 be the collection of all sequences whose tenns are the illtegen 0 and I. Show
f(A U B) = 1(14) v I(B} and I(A n B) ~ I(A) n /(B). that S is uncountable.
GeneraUu; (0 arbitrary unions and intersections. 2.1' Show that the following sets are countable:
2.7 Let I: S ... T be a function. If Y T, we denote by I- (Y) the largest subset of S
l a) the set (If circles in the oomp!ex plane having rational radii and centers with
which J maps into Y. That is. . rational coordinates,

I-l(y) {x: XES andf(x) E Y}.

b) any coRection or disjoint intervals of positive length.
1.20 Let I be a real-valued function defined for every x in the interval 0 x S l.
The set [-l( Y) is <:ailed the inverse imuge of Yunder/. Prove the folJowing for arbitrary Suppose tbere is a positive number M having tire following property: for every cboice of
subsets X of Sand Yof T. a finite number of points x h x 2••••• "'" in the interval Q s x s I, the sum
a)X~rl[f(X}], b)/[f~'(Y>l~ Y,
I
I/(xl) + ... + I(x,,)l s M.
c) r [Y, v Y2 ] 1-I(yl ) v I-f(y..),
Let S be tire set of those x in 0 s x s 1 for which I(x) '" O. Prove that S is countable.
d) 1-I(Y1 n Y2) = 1-1{y1) n/- l (y2 ).,
2.21 Find the fallaCY in the following "proof" that the set of all intervals of positive
e) r1(T Y) = s - rl(¥}.
length is countable.
f) Generalize (c) and (d) to arbitrary unions and intersections. Let {Xi> X2," • } denote the countable set of rational numbers and let 1 be any
2.8 Refer to Exercise 2.7. ProvethatJU-I(n] Yforeverysubset Yof Tif, and interval of positive length. Then I contains infinitely many rational points x.. but among
only if, T I(S). these there will be one with smallest imkx R. Define a function F by means of the equation
F(l)· n, if x. is the rational number with smallest index in the intervall. This function
2.9 Let I: S -+ T be a function. Prove that the following statements are equivalent.
estabtishes II one--to-one correspondence betW«TI the set of all intervals and a subset of the
a} lis one-to-one on S. positive integers. Hence the sel of all intervals is countable.
b} 1(1'1 n B) = f(A) n /IB) for all subsets A, B of S. 2.:11 Let S denote the collection of all subsets of 11 given set T. Let]: S .... R be II real-
c) /-1 [RA)] A for every subset A of S valued function defined on S. The functionfis allied addiliLV! iff(A v B) I{A) + f(B)
d) For all disjoint subsets A and B of S, the imagesI(A) and J(B) are disjoint. whenever A and B are disjoint subsets of T. IfI is additive, prove that for any two subsets
A and B we bave CHAPTER 3
1(..1 v B) = 1(..1) + I(B A) and I(A v B) "'" f(A) + feB) - I(A " B).
123 Reier to E~ 2.22. Assume I is additive and assume also that the rolIowill1
relatiom hold for two particular subsets .If and B of T: ELEMENTS OF
f(A v B} = I(A') + f(B') - I(A1f(B') POINT SET TOPOLOGY
I(A f"I B) = I(A)/(B), I(A) + /(B) ¢ f(T).

\1II:Ien\! A' = T - A, B' =T- B. Prove that these relations detennlrre/(n. and com-
pule the value of len.
SUGGESTED RUERENCFS FOR FURTHER STUDY
:U Boas, R. P., A Primsr of Real FUJlCtiDns. Carus Monograph No. 13. Wiley, New
York:, 1%0.
2.2 FramIreI, A.• AbstrQct Set 'l'Iumry, 3m ed. North-Holland, Amsterdam., 1%5.
2.3 Gleason, A., Fumhmentah of AbstrQ(:t AnoI,m. Addison-Wesley, Reading, 1966.
2.4 HaImos, P. R., Na;ue Set 7"hNry. Van Nostnmd, New York, 1960.
2.S Kamke, E" 71Ieory of Sets. F. 8agcmihJ, traosliltor. Dover, New York, 1950.
2.6 Kaplansky, 1., Set 'l'Iumry and M~/l'ic Spaces. Allyn and Baron,. Boston, 1912.
2.7 Rotman, B., and Kneebone, G. T., The 11Ieory 0/ sets and TrQJlSjilfite Numbers
Elsevier, New York. 1 9 6 8 . .
3.1 INTRODUCTION
A large part of the previous chapter dealt with "abstract" sets, that is, sets of
arbitrary objects. In this chapter we specialize our sets to be sets of rem numbers,
sets of complex numbers. and more generally, sets in higher-dimensional spaces.
In this area of study it is convenient and helpful to use geometric terminology.
Thus, we speak about sets of points on the real line, sets of points in the plane, Or
sets of points in some higber-dimensi6nal space. Later in this book we will study
functions defined on point sets, and it is desirable to become acquainted with
certain fundamental types ofpoinf sets, such as open sets, closed sets, and compact
sets. before beginning the study of functions. The study of these sets is called
point set topology.
3.1 EUCLIDEAN SPACE R"
.
A point in two-dimensi6nal space is an ordered pair of real numbers (x" x~).
Similarly, a point in three-dim<:nsional space ill an ordered triple of real numbers
(x 1o Xz, x 3). It is just as easy to consider an ordered ,,·tuple of real numbers
(x" Xz, ... , x.) and to refer to .this as a point in n-Jimensional space.
DejiRition 3.1_ Let 11 > 0 be an integer. An ordered set of 11 1'l!(l1 numbers
(Xl' X z,_. _, X.) is called an n-dimensionol point or a vector with n components.
Points tH' vectors will usually be denoted by sin,t}le bo'd:face letter's: for example,
x=

The number Xi i.• called the kth coordinate of the paint x or the kth component of
the veetQr x. The set of all n-dimensional points is called n-dimensional Euclidean
ft
space or simply n-space, and is deno'ed by R •

The reader may wonder whether there is any advantage in discussing spaces of
dimension greater than three. Actually, the language of n-space makes many
complicated situations much easier to comprehend. The reader is probably familiar
enough with three-dimensional vector analysis to realize the advantage of writing
the equations of motion of a system having three degrees of freedom as a single
vector equation rather than as three scalar equations. There is a similar advantage
if the system has n degrees of freedom.

I
47
 me.e.a of Point Set T~ DeC.]'2
Def.3.6 49

Another advantage in studying R-space ror a general n is that we are able to

deal in one stroke with many properties common to I-space, 2-space. 3-space, from (d) because
etc., that is, properties independent of the dimensionality of the :space.
Higher-dimensional spaces arise quite naturally in such fields as relativity, and IIx + YI12 = t
1=1
(x~ + y.\;)2 = t
1~1
(xi + 2x1"1 + yi)
statistical and quantum mechanics. In fact, even infinite-dimensional spaces are
quit~ common in quantum mechanics.' .
Algebraic operations on n-dimensional points al,"C defined as follows:
NOTE. Sometimes the triangle inequality is written in the form
lkjiaitiIM !f.2. Let x = (Xl" ..• x,J ondy = (Yh ...• Y,,) be in R"'. We define:
Ilx -- zU :-: ; IIx - yU + IIY - zll.
a) EqUfllity:
This follows from (e) by replacing x by x 1 and y by y - z. We also ha\'e
x y if, and only if, Xl = Yh ... , x" = y".
b) 8um:
!lIxll - bill Ux Yll·
x + Y = (Xl + Yh ... , X. + y,,).
cj Multiplication by rea/ numbers (;scalars): Dejifliti.o" lA. The unit cooTdinote vector .. in RI ' is tIle tJector whose kth com-
ponen, is I and whose remaining components are zero. Thus,
(a real).
d) Difference: U2 = (0, 1,0, n • , 0), ., u" (0,0, ... ,0, I).
x -- y = x + (-I}y. If x = (XI>' ., x,J then ,,=
Xtll l + ... + X..... and XI X·UI. Xl =
e) Zero vector or origin:
X 'Ul' •••• X,. = X'II... The vectOI'S Uf> ... , 0" are also called basis I.tectors.
0"" (0, .... 0).
f) Innl'f prodllct or dot prodllct:
3.3 OPEN BALLS AND OPEL" SETS L~ Rit
"
s'y = L xlY,,· Let a be a given point in R" and let r be a given JX>sitive number. The set of aU
"''''1 points 1C in R" such that
g) Norm or length: Ilx - all < r,
I[xll = (X'X)1/2 = (
E xi)1 /2.
It
is called an open n-bafl of radius r and center a. We denote this set by B(.) or
1=1 by B(a; r).
The Dorm i'x - 111 is called the dIstance between x and y. The ball B(a; r) consists of all points whose distance from a is less than r.
In R 1 this is simply an open interval with center at a.. In R 2 it is a circular disk:,
NOTE In the terminology of linear algebra. X" is an example of a liTl(!Qr space. and in R 3 it is a spherical solid with center at II and radius r.
Thet1re", J.J. Let x and y 4knote points in K". Tlren we ho.ve: 3.5 DejUritiOll oj lUI ilflerior poi"', Let S be a subset ojK", Qtld assume that a Ii: S.
a) Jixll ~ 0, and Ilxli = 0 if, and only if, x = O. Then II is called an interior point ofS if there is an open n-ball Willi center at a. all of
whose points he/ong 10 S.
b) llaxij = la! Ill'II for every real G.
In other words, every jnterior point a of S can be surrounded by an n-ball
'C) Ilx - yll = b -- x~. B(a) £ S. The:set of all interior points of 8 is called the inU!riar of S and is
d) IX'11 :-::; Ilxll 11111 (Cauchy-Schwarz imiquality). denoted by jnt S. Any set containing a ball with center a is sometimes called a
neighborhood of a.
e) Ilx + 'II s /lxl + 1111 (triangle 'inequality).
3,6 Defiltititm of lUI Opell s«t. A Sttt Sin R" is called qpl!fl if all its points Ofe interior
Proof. Statements (a), (b) and (cj are immediate from the definition, and the points.
Cauchy-Schwarz inequality was proved in Theorem 1.23. Statement (e) follows
NOTE. A set S is open if and only if S int S. (See Exercise 3.9.)
 lb.J.7
EDmples. In HI the simplest type of nonempty open set i:i au open interval. The union
of two or more open intervals is also open. A closed interval [0, b 1 is not an open set
because the endpoints a and b are not interior poinli of the interval.
Examples of open sets in the plane are: the interior of a disk; the cartesian product of
two one-dimensional open intervals. The reader should be cautioned thllt an open interval
in RI is no tongeT an open set when it is considered as a subset of the plane. In fact, no
subset of R 1 (except the empty set) can be open in R 2 , because such a set cannot contain
a 2"0011.
In R" the empty set is open (Wby?) as is the whole spaceR". open n-ball
is an open set in RII. The cartesian product
(a h b I ) x . .. x (a", h,,)
ofn one-dimensional open intervais (a h ha, . .. , (a", b,,) is an open set in R" called
an n-dimensio11J11 open interval. We denote it by (ll, It), where a =- (al>' .. , a,J and
b = (bl> ... , h,,).
The next two theorems show how additional open sets in R n can be constructed
from given open sets.
T~rem 3.7. The union ofany collection ofopen sets is an open. .set.
PrbOf. Let Fbe a collection of open sets and let Sdenote their union, S = UA~" A.
Assume xeS. Then x mllst beJong 10 at least one of the sets in F, say x EA.
Since A is open, there exists an open n-ball B(x) A. But A s;; S, so B(x) s;; S
and hence x is an interior point of S. Since every point of S is an interior point,
Sis open.
Theorem 3.11. The ifilusection ofajinite collection ofopen Sf!'IS is open.
PrbOf. Let S (1:=1 A,k where each A,t is open. Assume XES. (rf S is empty,
there is nothing to prove.) Then x E A,t for every k = I, 2, ... , m, and hence
there is an open n-ball B(x; l'k) S A,t. Let r be the smallest of the positive numbers
r l • r2 , ••• , '",- Then x'" B(x; r) s S. That is, x is an interior point, so S is
open.
Thus we see that from given open sets, new open sets can be formed by taking
arbitrary unions Of finite intersections. Arbitrary intersections, on the other nand,
will not always lead to open sets. For example, the intersection ofall open intervals
of the form (-l/n, lin), where n 1,2,3, ... , is the set. consisting of 0 alone.
3A THE STRUCTURE OF OPEN SETS IN R I
1 intervals, then these intervals must be the component intervals of S. This is an
In R the union of a countable collection of disjoint open intervals is an open set
and, remarkably enough, every nonempty open set in R.1 can be obtained in this
way. This section is devoted to a proof of this statement.
First we introduce the concept of a component interval.
Tb.111 51
:1.9Dejilllti81f of COIfIJH1lIeIlt illterMi. Let S be an open subset QI R I . An open
interval I (which may be finite or infinite) is called a component ;"tenal of S if
J s; S and if there is no open iTtferoal I .;. 1 such that I 5:::: ISS.
In other words, a component interval or S is not a proper subset of any other
open interval contained in S.
Tluwrem 3.10. Every point of a nonempty open set S belongs 10 one and only one
component interval of S.
Proof. Assume XES. Then x is contained in some open interval I with I s: S.
There 8re many such intervals but the "largest" of these will be the desired com-
ponent interval. We leave it to the reader to verify that this largest interval is
Ix = (a(x), b(x», where
a(x) = inf {a: (a, x) S S}, b(x} = sup {b ; (x, b) s S}.
Here a(x) migbt be 00 and b(x) might be + 00. Oearty, there is no open interval
J such that Ix r;; J s S, so I", is a component interval of S containing x. If J"
is another component interval of S CODtaining x, then the union I" u J", is an
open interval contained in Sand conlaining both I", and J". Hence, by the defi·
nition of component interval, it follows that I", u J", = I" and I" u J", I", so
I" J",.
Theorem 3.1J (RepraentfftiOIl theQrem for open setll 0" (/Ie retflliM). Every nOll-
empty open set S in III is the unioll of a countable collection of disjQint c()mponent
intervals of S.
Proof If xeS, let i" denote the eomponent interval of S containing x. The unioIl
of all such intervals Ix is clearly S. If two of tbem, I.. and I" have a point in
common, Ihen their union f", u I., is an open Intervaf contained in S and containing
both I", and i,. Hence 1" u J., I" and I" u l, "" I,. so I" "" I y • Therefore the
intervals 1" form a disjoint collection.
It remains to show that they form a countable collection. For this purpose,
let {XI> X2, X;h ..• } denote the countable set of rational numbers. In each com-
ponent interval J.. there will be infinitely many x., but among these there will be
exactly one with smallest index 1I. We then define a function F by means of the
equation £(1,,) FI, if x. is the rational number in I, with smallest index 1t. This
function F is one-tn-one since £(l,) £(1.,) = n implies that I", and I., have x" in
common and this implies /" I.,. Therefore £ establishes a one-to-one corre-
spondence between the intervals I" and a subset of the positive integers. This
completes the proof.
NOTE. This representation of S is unique. In fact, if S is a union of disjoint open
immediate consequence of TheQrem 3.10.
If S is an open interval, then the ~presenlation contains only one component
interval, namely S itself. Therefore an open interval in R 1 cann;;>t be expressed as
 DeI'.3.l9 53
0ef.3.12

In other words, x is an accumulation point of S if, and only if, x adheres to

the union of two nonempty disjoint open sets. This property is also described by S - {x}. If x Ii! S but :II: is not an accumulation point of S, tben x is called an
saying tbat an open interval is connected. The concept of connectedness for sets 13o/ated point of S.
in R" will be discussed furtber in Section 4.16.
EumpIes

3.5 CLOSED SETS

J.12 DeJillitioll of II closed ,n. A set S in R" is called closed if its complement
." - S is open.
Examples. A closed interval [a. bJ in R 1 is a closed set. The cartesian product
[al> btl x ... l< [u", b.]
Qf n one-dimensional closed intervals is a closed set in R" called an n-.dimensionaf CIoMd
interval [a, b].
The next theorem, a consequence of Theorems 3.7 and 3.8, shows how to
construct further closed sets from given ones.
TIuwrem J.13. The unicn of a finite collection of cfwed sets is dosed, and the
intersection of all arbitrary collection of closed sell is closed.
A furtber relation between open and closed sets is described by the following
theorem.
TheDrem 1.14. If A is open and B is closed, then A - B is open and B - A is
clQsed.
Proof. We simply note that A B = A n (ftn - 8), the intersection of.two
open sets, and that B A = 8 n (R" - A), the intersection of two dosed sets.
3.6 ADHERENT POINTS. ACCUMULATION POINTS
Closed sets can also be described in terms of adherent points and accumulation
points.
3.15 !Jefinitioll of_ tI/I1lerefll poilfJ. Let S be a subut of Il", aTtJ x a point in ft",
x not necessarily in S. Then x is sold to bl: adherent to S if every n-ball B(x) contains
at least one point of S.
Eumpleli
1. If XES. then x adheres to S for the trivial reason that every n-ball B(x) contains x.
1. If S is a subset of R which is bounded above, then sup S is adherent to S.
Some points adhere to S because every ball B(x) contains points of S distinct
fmm x. These are called accumulation points.
3.16 DejillitiM of_ llccumulll1ioll pohrt. If S S R" and x E R", then x is clllled
I1n accumulation point of S if every n-ball B(x) contains at least one point of S
distinct from x.
1. The set
of numbers of the fann I/n, rr - 1,1,.3, ... > has 0 as an l1ccurnma.tion point.
1. The set of rationa! numbers has every n:ai numher as an accumulation point.
3. Every point of the closed interval [a. b] is an acxumulation point ofthe set of Dum-
br:Irs in the opeo interval (11, b).
T6et»u1ft :1.17. If x is an accumulation point of S, then et~ry n-ball B(x) contains
infinitely many points of S.
Proof. Assume the contrary; that is, suppose an II-ball B(ll.) exists which contains
only a finite number of points of S distinct fcom x, say aI' :12, ... , .",. If r denotes
the smallest of the positive numbers
Ilx - adl, IIx - 1;111, Ilx ... a... ll,
then B(x; r{2) will be an "·0011 about x which contains no points of S distinct
from x. This is a contradiction.
This theorem implies, in particular, that a set cannot have an accumulation
point unless it contains infinitely many points to begin with. The converse, how-
ever, is not true in general. For example, the set of integers {I, 2, 3, ' .. } is an
infinite set with nO accumulation points. In a later section we will show that
infinite sets contained in some n-baH always have an accumulation point. This is
an important result known as the Bolmno-Weierstrass theorem.
3.7 CLOSED SETS AND ADHERENT POINTS
A closed set was defined to be the complement of an open set. The next theorem
describes closed sets in another way.
T1Iewellf S.1B. A set S in R" is closed if, and only if, it contains all its adherent
points.
Proof. Assume S is dosed and let x be adherent to S. We wish to prove that:l € S.
We assume x f S and obtain a contradiction. If x ¢ S then x EO.~ S and, since...
R" S is open, some n-ball B(x) lies in." - S. Thus B(x) contains no points of
S, contradicting the fact that x adheres to S.
To prove the converse, we assume S contains all its adherent points and show
that S is closed. Assume x E It" S. Then x ¢ S, so x does not adhere to S.
Hence some ball B(x) does not intersect S. so B(x) s R" - S. Therefore R" S
is open, and hence S is closed.
3.19 lkjUdtioll 0/ cleSlire. The Kel of all adherent points of a set S is called the
closure of S and is denoted by S.
 TIL 3.20
TIL 3.24

For any set we have S S since every point of S adheres to S. Theorem 3.18
shows that the opposite indusion S S holds if and only if S is closed. Therefore
we have:
Theorem 3.10. A set Sis e!osed if and only if S = S.
J.21 DqiRitio" fI/ derifJed set.
The set of all accumulatioll pointJ of a ret S is
H:F
called the derived set of S and is denoted by S'. ' 0 -

Clearly, we have S = SuS' for any set S. Hence Theorem 3.20 implies that
S is dosed if and only if S' s S. In other woros, we have:
Tlreorem 3.12. A set S in R" is closed if, and only if, it contains all its accumulation
points.

3.8 THE BOLZANQ-WEJERSTRASS THEOREM

form two subintervals Il~l and 11~i, defined by the inequalities
J.2J DejillitiDlI of a boIllUied SEt. A set Sin R:" is said to be bounded if it lies entirely
within an n-ball B(a; r) for some r > 0 Qnd some a in R". 11;1: -/2 :::; Xl :::; 0; leI: 0 .s x. S a.
Nelllt, we consider all possible cartesian products of Ihe form
1'Itee1'ltm 3.24 (l1ekJmo-WeierstrlUs). II a bounded set S in R" contains infinitely
many points. then there is at fellSt one poilU in. R" which is an accumulation point ofS. Tl~, x I£:i, x ... x I,,~l, (a)
I
Proof,. To help fix the ideas we give the proof first for R . Since S is bounded, where each k I "'" I or 2..There are exactly 2" such products and, of course, each
it lies in some interval (-a, oJ. At least one of the subintervals [ -a, 0] or [0, a] such product is an n-dimensional interval. The union of tllese 2" intervals is the
contains an infinite subset of S. Cau one such subinterval [at> b 1l Bisect [at> ba original interval J l ' which contains S; and bence at least one of the? intervals in
and obtain a subinterval [a2. b2] containing an infinite subset of S. and continue (a) must contain infinitely many points of S. One of these we denote by J 2 , which
this process. In this way a countable collection of intervals is obtained, the nth can then be expressed as
interval [a". b,,] being of length b. Q" = aI2"-I. Clearly, the sup of the left
J1 - IF) X 112 ) x •.. X 1~2).
endpoints a. and the inf of the right ('IldpoiQts b" must be equal, say to x. [Why
are they equa11] The point x will be an accumulation point of S because, if r is where each 1~2> is one of the subintervals of 1~l} of length Q, We now proceed
any positive number, the interval [a". b,,] will be contained in B(x; r) as SOUR as n with 1 2 as we did with J 1 , bisecting each interval IF) and arriving at an n-mmen-
is large enough 50 tbat bit an < rj2. The interval.B(x; r) contains a point of S sional interval J ~ cOlltaining an infinite subset of S. If we continue the process,
distinct from x and hence x is an accumulation point ofS. This proves the theorem we obtain a countable collection of n-dimensional intervals Jt> J 2 , 1 3 , •• , , where
for R t • (Observe that the accumulatiori' point x mayor may not belong to S.) the mtb interval J m has the property that it contains an infinite subset of Sand
Next we give II proof for R·, 11 > t. by an extension of the ideas used in treating can be expressed in the form
R 1. (The reader may find it helpful to visualize the proof in"R2 by referring to
Fig. 3.1.)
J.., If...l x Ii'" I x'" x /~ml. where W') s 111).
Since S is hounded. S lies in some n-hall B(O; a), Q > 0, and therefore within Writing
the n-dimensional interval I, defined by the inequalities
- 0 ~ Xl S a (k"" 1,2, ...• n). we have
Here J I denotes the cartesian product a
(k = 1.2., ... 11).
J) = IP> x /1 1
>X '" x IJu;
For each fixed k, the sup of all left endpoints a1"'l, (m = I, 2, .. , ), must therefore
that is, the set of points (Xl> ... , x lt), where xI< e Ill) and where each Ip. is a
be equal to the inf of all right endpoints hi"'l , (m = 1, 2, ... ), and their common
one-dimensional interval -a S XI< S (1. Each interval JP> can be bisected to
value we denote by f t , We now assert that the point t = (t 1, t 2, •• " I,,) is an
 3. Let S = {(x, y) : x > 0, Y > O}. Tbe coI.Iection F of aU circular disks wi~h ~ters
accumulation point of S. To see this, take any "..baIl B(t; r). The point t, of at (x, x) and with radius x, where x > 0, is a covering of S. This coverIng til .not
course, belongs to each of the intervals J 1• J:b •• • constructed above, and when CQuntabkl. However, it contains a countable coverins of S. narnely, atl those disks
m is such that a/2"'-z < 1'12, this neighborhOO(i will include J",. But since J", in which )(; is rational. (Sec Exercise 3.18.)
contains infinitely many points of S, so will B{t; 1'), which proves that t is indeed The Lindel6f covering theorem states that every open covering of a set Sin R-
an accumulation point of S. contains a countable subcollection which also covets S. The proof makes use of
the following preliminary result:
3.' THE CANTOR INTERSECI10N THEOREM
TlaHrelll 3.17 Let G -;;;= {A l> A z• ... } denote the cuuntable collection of all n-
As an application of tbe Bolzano-Weierstrass tbeorem we prove tbe Cantor balls having rationf.l! radii and centers at points with rational coordinates. Assume
intersection theorem. x E R8 and let S be tm open set in R- which contains x. Then "' leost one of tile
TieDNm J.25, Let {Qt, Q2' .. } be a countable collection oflWlIemptp .lets in RIO 'If-balls in G contains x and is co1ltQined in S. That is, WI!' have
such that: x E A1 S;; S for some At in G.
o Ql+l S;;QI; (k=1,2,3,.~.). Proof. The collection G is countable because of Theorem 2.27. If x E R" and if S
ii) Each set Ql il closed QIld Q I !S bountkJ. is an open set containing x, then there is an II-ball B(x; r) !:: S.. We ~an ~nd a
Then the intersectionni'= I QJ: is cloled and nO'Jll.!lftpty. point y in S with rational coordinates.that is '~nea~" x ~n~, USing this pomt. as
center
. , will then find a neighborhood In G which lies wtthm B(:x; r) and whIch
Proof. Let S = n:=l Q,.. Then S is dosed because of lheorem 3.13. To show contains x. Write
that Sis nonempty, we exhibit a point X in S. We can assume that each Q,. con- X (Xl' Xl • ••• , x,,),
tains infinitely many points; otherwise the: proof is trivial. Now form a collection
of distinct points A = {'Xl> ilZ," .}. where x.
e Ql' Since A is an iBfinite set and let Yl be a rational number such that LYi - xl1 < rl(41I) for each
contained in the bounded set Q], it bas an accumulation point, say.L We'shall k = I, 2, ... , n. Then
.,.
8Mw that x Ii? S by verifying that x E Q.k for each 1. It will suffice to Show that lI.
III - xII S IYl - XII + .. ' + !y" - x.1 < 4•
is an accumulation point of each Qb since they are all closed sets. But every
neighborhood of:x contains infinitely many points of A, and sinre all except
Next., let q be a rational number such that rl4 < q < 1'/2. Then:x E ~Y; q) and
(pOssibly) a finite number of the points of A belong to Qb this neighborbood abo
B(y; q) .,;; JJ(J:; r) s; S. But B(y; q) IS G and hence the theorem IS proved.
,"ontains infinitely many points of Q,t. Therefore x is an accumulation point of 2
Q. and the theorem is proved. (See Fig. 3.2 for the situatiOfl in R .)

3.1. THE LlNDELOF COVDllNG 'I"REOREM

In this section we introduce the concept of a <:overing of a set and prove the
Iindeliif COL>ering theonm. The usefuloess of this concept wilt become apparent
in soIl1C of the 1a.ter work.
3.26 DtijiIIitiM t1Jf. ctnteriJIII. A collection F of sets is .raid to be a covering of a
given set S if S s; VA..I" A. Th( collection F is also said to cover S. If F ;s Q
collection of llpen sets, then F is aliled an open covering (If S.
Eumples Tileorem 3.21 (l.iIItkliJ ct1HriItg t#umr'al). A,mmll' A !:: R- turd let F be Q1t open
~'£WUtg of A. Then there is a countable suOCollection of F which titso cOfil'TJ' A.
I. The colfection of all intervals of the form l/n < x < 2/Ti, (n = 2, 3, 4, ... ), is an
open covering of the interval 0 < x <: 1. This is an Il){ample of a counta.ble covering. PrQOj. Let G = {A h A ':10 ••• } denoe the countab~ collection of aU "..balls
2. (he real line R 1 is covered by theoollection of all open intervals (a, b). This covering having rational centers and rational radii, This set G WIll be used to help us extract
is not countable. However, it contains a countable covering of R 1 , namely, aU inter- a countable subcollection of F which covers A.
vals of the form (n, n + 2), where If runs through the integers.

Assume II e A. Then there is an open set Sin F such that xeS. By Theorem
3.27 there is an n-ball Ai in G such that x E A" s;;; 8. There are, of course, infinitely
many such Ai corresponding to each S, but we choose only 6ne of these, for ex-
ample, the one of smallest index, say m = m(x). Then we haVe x E A"(1) <,;;; S.
The set of all n-balJs A..(Il) obtained as x varies over all elements of A js a countable
collection of open sets which covers A, To get a countable subcollectiol1 of F"
which covers A, we simply conelate to each set At("j one of the sets 8 of Fwhich
contained At(>lj' This completes the proof,
3.11 THE tmlNE-BOREL COVERING lHEOREM
The Lindelof covering theorem states that from any open covering of an arbitrary
set A in R~ we can extract a countable covering. The Heine-Borel theorem tells
us that if, in addition, we know that A is closed and bounded, we can reduce the
covering to a finite covering. "The proof makes usc of the Cantor intersection
theoretrl.
~ J.29 (Heine-/lorel). Let F be an open covering of a closea and bounded
set A ill R". Then a finite suhcollection of F also covers A.
Proof. A countable subcollection of F, say {I.. 12 , •• }, covers A, by Theorem
3.28. Consider. for In 2:: I. the finite union
This is open. since it is the union of open sets. We shall show that for some value
of In the union SlIt covers A.
For this purpose we consider the complement RIO 8..., which is closed.
Define a countable collection of sets {Q .. Q"• ••• } lIS follows: Ql "" A, and for
m > I,
Q... = A r. (R~ - SOl)'
That is, Q... consists ofthose points of A which lie outside of S"" If we can show that
for some "..'(lac of In the set Q... is empty, then we will have shown that for thism
no point of A lies outside Sill; in other words, we will have shown that some $
covers A. ..
Observe the following properties of the sets Q... : Each set Q... is cloSlXl, since
it is the intersection of the closed set A and the closed set R" 8.... The sets Q..
are decreasinlJ, since the $", are increasing; that is, Q.. + 1 <,;;; Q.... The sets Q""
being subsets of A, are all bounded. Therefore, irno set Q. is empty, we can apply
the Cantor inten;ection theorem to conclude that the intersection n::..
also not empty. This means that there is some point in A which is in all the sets
Qk is
Q.... or. what is the same thing, outside all the sets S",• .B ut this is impossible, since
A £; U:'= 1 St- Therefore some Q... must be empty, and this completes the proof.
TIL 3.31 59
3.11 COMPACfNESS IN a-
We have just seen that if a set S in R" is closed and bounded, then any open
covering of $ can be reduced to a finite covering. It ill natural to inquire whether
there might be sets other than dosed and bounded sets which also have this
property. Such sets will be called compact.
3.30 lkjimtWlI nf G COmPm;t lIet. A set Sin R" fs said to be compact if, and only if,
every open covering of $ contains (J finite subcover, thai is, a finite 9ubcollection wlrieil
oJ$(} cevers S.
The Heine-Borel theorem states that every closed and bounded set in Rn is
compact. Now we prove the converse result.
T1Jeorem 1.11. Let S be a subset of Rn • Then the fcffowing three stalements are
equivalent:
a) S is compact.
b) 8 is closed and boundt>d.
c) EvelY infinite subset of S has an accumulation point in S.
Proof. As noted above, (b) implies (a). If we prove that (a) implies (b). that (b)
implies (c) and that (e) implies (b), this will establish the equivalence of all three
statements.
Assume (a) holds. We shall prove first that S is bounded. Choose a point p
in S. The collection of ,,-balls Bep; k), k = I, 2, ... , is an open covering of S.
By compactness ;II finite subcollectiOcn also covers S and hence S is bounded.
Next we prove that $ is closed. Suppose S is not closed. Then there is an
accumulation point y of S such that y 'Ii 8. If x EO S, let 1'" = IIx - YII/2. Each r"
is positive since y t S and the collection {B(x; r J : XES} is an open covering of
S. By compactness, a finite number of these neighborhoods cover S, say
It
S U B(x,; ri)'
l= I
Lee r denote the smallest of the radii r I' r h ... , rp' Then it is easy to prove that
the ball B(y; r) has no points in common with any or the balls B(x,.; 1'1t;). In fact,
if x EO B(y; r), then Ilx - 111 < r ::; ri • and by the triangle inequality we have
!l1 - x.1I ~ IIY - xU + Ux - Xlii, $0
tlx - x,11 ;:: IIY - Xlii - IIx - yll = IIx - YII >
x,
'k'
Hence B(x.; r.). Therefore B(y; r) n S is empty, contradicting the fact that
y is an accumulation point ofS. This contradiction shows that S is closed and hence
(a) implies (b).
Assume (b) holds. In this case the proof of (e) is immediate, because if Tis
an infinite sobset of S then T is bounded (since $ is bounded), and hence by the
Bolzano-Wcierstrass theorem T has an accumulation point x, say. Now x is also

an accumulation point of S and hence XES, since S is closed. Therefore (b)
implies (c).
Assume (~) bolds. We shall prove (b). If S is unbounded, tileD for every
m > Othereexistsapointx..inSwith Ux..11 > m. ThecollectiOD T= {XI.X:a.... }
is an infinite subset of S and bence, by (c), T has an accumulation point J in S.
But for m > I + lIylI we have
11x.. - YII 2: IIx..11 - IIYII > m - If" > I,
contradicting the fact that Y is an accumulation point of T. This proves that S is
bounded.
To complete the proof we mU&t show that Sis closed. Let x be an accumulation
point of S. Since every neighborhood of x contains infinitely many points of S,
we can consider the neighborhoods B(x; 11k), where k = 1,2•...• and obtain a
countable set of distinct points, say T = {Xl> X:l:•••• }, contained in S, sucb that
~ e B(x; Ilk). The point x is also an accumulation point of T. Since T is an
infinite subset of 5, part (c) of the tbeorem tells us tbat T must have an accumula-
tion point in S. The theorem will then be proved if we show that :'II: is the only
accumulation point of T.
To do this, suppose that Y ¢ x. Then by the triangle inequality we have
Ify - xii :s: + 1I:x., - xII < lIY - XiII + Ilk, ifXf; e T.
111 - xlII
If k(j is taken so large that Ilk < illY - xII whenever k ;;:: ko. the .Ia$t inequality
leads to illY - xl < 11,. - xl:ll. This shows that Xl f. Bey; r) when k 2: k o• jf
l' = 1b - xii. Hence y cannot be an accumulation point of T. This completes
the proof that (e) implies (b).
3.13 METlUC SPACES
The proofs of some of the theorems of this chapter depend only on a few properties
of the distance between points and not on the fact that the points are in RIO. When
these properties of distance are studied abstractly they lead to the concept of a
metric space.
J.J2 Dt/iltititM of.. _de 'JIll".
A ""Iric space is a nonemptp sel M of objects
(Mlled points) 10000ther with a frmctiurr d from M x M to R (cafled tAe metric of
tire space) sali,ifying the follOWing four propertiesfor a/I point3 X, y, :t hi M:
L d(x, x) = O.
2. d{x. y) > 0 if x '" y.
3. d(x. y) = dey, x).
4. d(x. y) :i::; d(x, z) + d(z, y).
The nonnegative number d(x, y) is to be thought of as the distance from x to
y. In these terms the intuitive meaning of properties I through 4 is clear. Property
4 is called the triangle inequality.
6}
We sometimes denote a metric space by (M. d) to emphasize that both the set
M and tbe metric d playa role in tbe definition of a metric space.
EDmples
1• .'If -= R"; d(x, y) -= Ilx yl. This isCll1led tbe Euclidean metric. Wbeneverwenfer
to Euclidean spac:e a", it will be understood that the metric is the Euclidean metric:
un:Ica another metric is s~ificany mentioned.
:z. M = C, the complex pllUlC; d(2 1 , x",) "" IX I ~ 2",1. As a metr:ic space, Cis indistin-
guisbable from Euclidean space a:l: because it has the same points and the same metric,
3. Many nonempty set; d(x, y) 0 if x y, d(x, y} = I if x ~ y. This is called the
discrete metric, and (M, d) is calJed a discrete met,ic llJH1Ci!.
4. If (M. d) is a metric space and if S is MY nonempty subset of .'If, tben (S, d) is also a
metric space with the same metric or. more precisely, with the restriction of d to
S )( S as metric. This is som.etilllCll called tbe ,elative metric induced by don S, and
S is CII11ed a metric sub$j1QCt! of M. For cxampll; the rational numbers Q with the
metric d(x. y) = Ix - yl form a metric subspace of R..
S. M = It:l:; d(x, y) "" .J(XI - JI:)2-+ 4(X:l, =-:;2)i, where x = (Xl' X1:) and y
(Yl> Y1)' The metric space (M, d) is not a metric subspace of Euclidean space a z
because the metric is different.
&. M = {(X,. Xl): xi + x~ "" I}, the unit circle in 2<1; d(lI., y) the length or tbe
smaller arc joining the two points I and y on the unit circle.
7. M = «xl> Xl' x3): xi + x~ + xi = I}. the unit sphere in K"; d(x. y} = the leDlUh
of dtc smaller arc along the great circle joining the two points x and y.
8. M = R"; des, y) "" Ix} 'Ii + ... + Ix. - )1.1.
9. M>= RIO; des, y) max {Ix] - YJI •...• Ix" - y.[}.
3.14 POINT SET TOPOWGY IN MEnUC SPACES
The basic notions of point set topology can be extended to an arbitrary metric
space (M, d).
If a E M, the ball B(a; r) with center a lind radius r > 0 is defined to be the
set of all x in M such that
d(x, a) < r.
Sometimes we denote this bail by B1>I(a; r) to emphasize the fact that its points
come from M. If S is a metric subspace of M, the ball Bia; r) is the intersection
of S with the ball 81>1(a; r).
EIampIr.s. In Euclidean space Rl the ball 8(0; I) is the open interval (-I. I). In the
metric subspace S >= [0. 1] the ball JJJ.0; 1) is the balf-open interval [Q, I).
NOTE. The geometric appearance of a ball in R n need not be "spherical" if the
metric is not tbe Euclidean metric. (See Exercise 3.27.)
If S s:;; M, a point a in S is called an interior poinl of S if some baH 8 M (a; r)
lies entirely in S. The interior, int S, is the set of interior points of S. A set S is
6Z Th.3.33 lb.3.3ll

called open in M if all its points are interior points; it is called closed in M if M- S
is open in M.
Eumples.
1. Every ball BM(II; r) in II. metric apw::e M is open in M.
1. In a discrete metric spa.a: M ~ry subset S ill open. In fact, if xeS, the ball R(x; !)
coosists entirely of points of S (since it oontains only x), 50 S is open. Therefore every
subset of M is also c.kBI:d t
3. In the metric subspao:: S = [0. 1] of Euclidean space R 1 , every Interval of the form
[0, x) or (x, 1 J. where 0 < x <: I, is an open set in S. Tbese sets are not open in Rl.
Example 3 shows that if S is a metric subspace of M the open sets in S need
not be open in M. The next theorem describes tbe relation between open sets in
M and those in S.
TIIeoI'e", 3.33. Let (S, d) be a metric subspace o/(M, d), and let X be a subset of
S. Then X is open in S if, and only if,
X=Af"lS
lor SQme set A which is open in M.
Proof. Assume If is open in M and let X = If n S. If x E X, then x EO A so
B,Ax; r) .;;; A for some r > O. Hence Bs(x; r) ;;;; Bjl(x; r) f"l S .;;; A f"l S = X
so X is open in S.
Conversely, assume X is open in S. We will show that X = If f"l S for some
open set If in M. For every x in X there is a ball Bs(x; r,,) contained in X. Now
Bs(x; r,J = BIll(x; rJ f"l S, SO if We let
If = U B",{x; rJ,
;oEX
then A is open in M and it is easy to verify tha.t A f"l S = X.
Deorem 3.34. Let (S, d) be a metric subspace of (M, d) and let Y be a subset 01
S. Then Y is closed in S if, aird only if, Y B n SIQr some St!l B which is closed
iTlM,
Proof. If Y= B n S, where B is closed in M, then B... M - If where A is open
in M so Y S n B = S f"l (M - A) == S - A; hence Y is closed in S.
Conversely, if Y is closed in S, let X S - Y. Then X is open in S so X =
If f"\ 5, where A is open in M and
Y =: S X = S - (A n S) S A = S n (M - A) .. S f"l B,
where B "" M - A is closed in M, TIlis completes the proof.
If S f,; M, a point x in M is called an adherenl point of S if every ball BM(x; r)
contains at least one point of S. If x adheres to S - {x} then X is called an
oCi:Umulation point of S, The closure S of S is the set of all adherent points of S.
and the derived set S' is the set ofall accumulation points of S. TIlus, S =: SuS'.
The following theorems are valid in every metric space (M, d) and are proved
exactly as they were for Euclidean spac.e R". In the proofs. the Euclidean distance
Ilx - YII need only be replaced by the metric d(x, y).
Deorem 3.35. a) The union of any collection of open sets is open, and the inter-
section ()f a finite collection olopen sets is open.
b) The union ofafinite collection 01 cmsed sets is dosed, and the intersection ofany
collection of dosed sets is closed.
Theorem J36. If A is open and B is closed, then A - B is open and B - A is
closed.
1'1Ieorem 3.31. For any subset S Qf M the following statements are equivalent;
a) S is closed in M.
b) S contains all its adherent points.
c) S containa afl its accumulation points.
d) S .. S.
EumpJe. lei. M
I
Q. the set of rational number'll., with the Euclidean metric of R .
lei. S consist of all rational numbers in the open interval (u, b), where both a and bare
irratiOllaI. Then S is a closed subset of Q.
Our proofs of the Bol7.ano-Weierstrass theorem, the Cantor intersection
theorem. and the covering theorems of Lindelof and Heine-Bore! used not only the
metric properties of Euclidean space Rft but also special proper :ies of R" not gen-
erally valid in an arbitrary metric space (M, d). Further restrictions on Mare
required to extend these theorems to metric spaces. One of these extensions is
outlined in Exercise 3.34.
The next section describes compactness in an arbitrary metric space.
3.15 COMPACT St.rBSETS OF A METRIC SPACE
Let (M. d) he a metric space and let S be a subset of M. A collection F of open
subsets of M is said to be an open covering of S if S f,; U
.~d' A.
A suooet S of M is called compact if every open covering of S contains a finite
!iuocover. S is called lwunded if S ,; B(a; r) for some r > 0 and some a in M,
Tlleorem 3.38. Let S be a compact subset 01 a metric space M. The".-
i) S is closed and lwunded.
il) Every infinite subset 01 S hos an accumulation point in S.
Proof .To prove (i) we refer to the proof of Theorem 3.31 and use that part of the
argu:m.ent which showed that (a) implies (b). The only change is that the Euclidean
distance IIx - yl is to be replaced throughout by the metric d(x, y).
 Th.339

EXERClSFS
To prove [Ii) \\ie argue by contradiction. Let T be an infinite subset of Sand
assume that no point of S is an accumulation point of T. Then for each p<lint x in
S there is a ball B(x) which contains no point of T (if x; T) or exactly one point o,en .... do!leIl sets in a l llIIlI a 2
of T (x itself, if x e T). As x runs through S, the union of these balls B(x) is an 3.1 Prove that an open interval in R I is an open set and that a dosed interval is a closed.
open covering of S. Since S is compact, a finite subcollection covers S and hence sel.
also covers T. But this is a contradiction because T is an infinite set and each ban 3.2 Determine all the ft((;UmuJation points of the following sets in R I and decide whether
contains at most one p<lint of T. the sets are open or closed (or oeitber).
NOTB. In Euclidean space Xli, each of properties (i) and (ii) is equivalent to com- a) All integers.
pactness (Theorem 3.31). In a general metric space, property (0) is equivalent to b) The interval (a, b].
compactness (for 1I. proof see Reference 3;4), but property (i) is not. Exercise 3.42 c) All numbers of the fonn lIn, (n = I. 2. 3, .•. ).
gives an example of a metric space M in wbich certain closed and bounded subsets d) All rational numbers.
are not compact. e) All numbers of tile fonn r" + S-... (m, 11 = I, 2. ).
T1f«wmt 3.3'. Let X be a closed subsel of a compact metric space M. Then X is f) All numbers of the form (-Ir + (lim). (m, " ... I. 2, ).
compact. g) All numbers of the form (1/n) + Olm), (., n =
1,2., ).
h) All numbers of the form (-lrHI + (l/n) l, (n ... J, 2., ..• ).
Proot Let Fbe an open covering of X, say X S;; VA"" A. We will show that a
finite number of the sets A cover X. Since X is closed its complement M - X is 3.3 The same as Exercise 3.2 for the fQUowmg sets in a 2 :
open. so F u {(M X)} is an open covering of M. But M is compact, so this a) AI! complex z such that Izi > L
covering contains a finite subcQvet which we can assume includes M - X. There- b} All complex z such that Izl ~ I.
fore c) All complex nlDDbers of the fonn (lIn) + (ilm), (m. n I, 2., ••• ).
M SAl u··· u A p u (M - X). d} All points (x, y) such that x 2 y2 < I.
This subcover also covers X and. since· M - X contains no points of X. we can e) All points (x, y) such that X > 0-
delete the set M - X from the subcover and stillcover X. Thus X £; A I u· .. u A II f) All points (x. y) such that x ~ O.
so X is compact. 3.4 Prove that every nooempty open set Sin RI contains both rational and irrational
numbers.

3.16 BOUNDARY OP A SET 1 3.5 Prove that the only sets in ItI which are both open and closed are the empty set and
Rl itself. III a similar lItatemeot true for R 21

DqiaiOOIl fJ.40. Let S be a subset of a metrfc .!paa M. A point x in M is called a

boundary point of S if every ball BM(x; r) contains at least one point 'of S and at
J 3.6 Prove that every dosed set in a l is the intersection of a countable collection of open
sets.
3.7 Prove that a nonempty, bOunded crosed set 8 in R I is either a closed interval, or that
least one point of M - S. The set Df all bowrdmy points 01S is called the boundary
8 can be obtained from a closed interval by removing Ii countable di$joint collection of
of S and is denoted by as.
open intervals whose endpoints belong to S.
The reader can easily verify that
0peIl aM eloi!icd sets ma"
iJS = S (") M S.
3.8 Prove that open n·baJb and n-dimensional open intervals are open sets in R".
This formula shows that i)S is closed in M. 3.9 Prove that the interior of a set in a." is open in R".
Example In a", theboundaryofa balIB(a; r) is tbeset of points uuch tlia! Ix - _I r. 3.10 If S SO; R", prove that int S is the union ofall open subsets ofR" which are contained
In RI. the boundary of the set of rational numbers is all of R 1. in S. This is described by saying that int S is the largest open subset of S.
3.1t If S and T are subsets of .", prove lhat
Further properties of metric spaces are developed in the Exercises and also in
Chapter 4.
(int S) n (int 11 int (S n 1'), and (int S) u (int T) S int (8 u T).
 Elements o( Point Set Topology 67

3.11 Let S' denote the derived set and S the closure of a set S in R". Prove that: 333 Assume that S s t ft • A point x in R" is said to be a oont1enslltigll point of S .if every
a) S' is dosed in It"; that 1$, (S')' s; S'. n-ban B(x) has the property that B(x) n S is not countable. Prove that if S is nc t count-
able, then there exists a point x in S such that x is a condensation point ot' S.
b) If S s; T, tben S' s; r. ee) (S un''''' S'v r.
As.~ome that S s R" and assume that S is not coUDtabie. Let T denote the set of
.3..24
d) (5)' S', e) S is closed in R·.
condensation points of S. Prove thaC;
f) Sis tbe intersection of all dosed subsets ot'R" containing S. That is, S is the
smallest dosed set containing S. a) S T is countable, b) S nTis nol countable,

3.13 Let Sand Tbe subsets ofR", Prove that S n T s; S n T and that S n T Sn T c) T is a closed l1ll't, d) T contains no isolated points.
if S is open. . Note that Exercise 3.23 is a special case of (b).
NOTE. The statements in Exercise$ 3.9 through 3.13 are true in any metric space. 3.15 A set in R n is called perfect if S = S', that is, if S is a closed set which contains no
3.14 A set S in It.. is called convex if, for every pair of points I and y in S and every real isolated points. Prove that every uncountable closed set F in Kif can be expressed in the
(Jsatisfying 0 <: 0 <: I, we have ex + (1 - fJ)y EO S. Interpret this statement geometric- fonn F = A V B, where A is perfect and B is countable (Crmtol'-lJendixQIl theorem).
ally (in 1t2 and R 3 ) and prove that: HiRt. Use Exercise 3.24.
a) Every n-ball in It" is convex.
b) Every n-dimensional open interval is OOllvell.. Metric spKeS
e) 11le interior of a convex set is oonvex. 3.26 In any metric space (M, d), prove that the empty set 0 and the whole space M are
d) 11le closure of a convcx set is convex. both open and closed,
3.15 Let F be a collection of sets in R~, and let S - UA..,.
A and T = n""F A. For 3.27 Consider the following two metries in R";
.
each of the following statements, either give II. proof or exbibit a counterexample.
a) If x is an accumulation point of T, then x is an accumulation point of each l1ll't
dt(x, y) max
.I ;st~JI
lx, - YII, d 2(x, y) E IXI -
1~1
Yli.
AinP.
In each of the following metric spaces prove that the ball .8(8; r) hllJI the geometric
b) If x is an ag;;umulation point of S, then I is an accumulation point of at least one appearance indicated:
set A in F.
a) In (R 2 , d t ), a S()Ull.re with sides paralleJ to the coordinate axes.
3,16 Prove tbat the set S gf rational numbenl in the interval (0, I) cannot be C1l.pre!!Kd
as the intcn;ection of a OOl.IIItable collection of open sets. Hint. Write S={xI> X2' ••• }, b) In (R'\ dz ), a square with diagonals parallel to the axes.
assume S = n:,~ t where each Sit is open, and construct a sequence {Q.} of closed c} A cube in (R", d 1),
intervals such that Q u 1 ~ Qn ~ S" and such that x" ¢ Q... Then use the cantor inter- d) An octahedron in (R3 , d~).
section theorem to- obtain a contradiction.
3.28 Let d j and d z be the met.1'ics of Exercise 3.27 and let Ilx 111 denote the usual
Euclidean metric. Prove the following inequalities for aU x and y in Rft:
COVCI'lRg tIIeorems In R W

d1b:, Y) ~ Ilx - yl :5; az(x, y) and dz(x, y) ~ ,,1;llx - )'11 :5; Rd.!x, Yl.
3.17 If S sR', prove that the collection of isolated points of S is countable.
3.11 Prove that the set of open disks in the xy-plane with center at (x, x) and radius 3.29 If (M, d) is a metric space, define
x > 0, ,x.: rational, is Ii countable covering of tM ~ {(x, Y) : x > 0, J' > OJ. a'{x, y) = d(x. y)
3.19 The collC(;tion F of open intervals of the form (lIn, lJn), where IE = 2, 3, •. ,is an 1 + d(x, y)
open covering of the open interval (0, 1). Prove (without using Theorem 3.31) that no
Prove that d' is also a metric for M. Note that 0 ~ d'(x, y) <: I for all x, Y in M.
finite subcollection of F covers (0, I).
3.20 Give an example of a set S which is closed but not bounded and exhibit ll. countable .3.30 Prove that every finite subset of a metric space is closed.
open covering F such that no finite subset of F covers S. 3.31 In a metric space (M, tI) the closed ball of radius r > 0 about a point a in M is the
3.21 Given a set S in R W with the property that for every x in S there is an ,,·ball B(x) set B(a t r) Ix : d(x, 0) S r},
such chat B(x) n S is countable. Prove that S is countable~ a) Prove that B(a; r) is a closed set.
3.n Prove that a collection of disjoint open sets in R" is neCessarily countable. Give an b) Give an example of a metric space in which 8(0; T) is not the closure of the open
example of a collection of disjoint closed sets which is not oountable. .t. ball B(a; rl.
3.32 In a metric llpe.<:e M, if subsets satisfy A s;; 8 5 A, where.if is the closure of A. then
A issaid to be kn.w in $. Forexample, the set Q of rational numbers is dense in R. If
3." [f int A = int B = 8: and if A ill closed in M, then int (.4 U B) = 0.
A is dense in $ and if $ is dense in T, prove that A is dense in T. 3.50 Give an example in whidl int A int B , but int (A U B) = M.

3.33 Refer to Exercise 3.32. A metric llpaQl M is said to be separable if there is a countable 3.51 aA = A (", M - A and aA = iJ{M - A).
subset A which is dense in M. For example, R is separable because the set Q of rational 3.52 If A (i.B = •• then iJ(A U B) - vA v aBo
numbers i& a countltble ~nse subset Prove that every Euclidean space R~ is separable.
3.34 Refer to ExeIcise 3.33. Prove that the Li*IOf covering theorem (Theorem 3.28)
is wJid in any scparable metric space.
J.3S Refer to Exercise 3.32. If A is dense in $ and if Bisopenin S, prove that B 5 An B.
Hint. Exercise :,.,3; 3.1 ~ R. P., A Primer t1/ 1lIal FImffion.r. Caru8 Monograph No. 13. Wiley, New
Yod:,. 1960.
3.36 Refer to Exm:ise 3.32. If cadi of A and B is dense in 5 and if B is open in $, prove
3.2 GIelri.llor1, A., ~ o f~ A1tIIlyAr. Addison-Wesley, Readiog, 1966.
that A f'\ B is dense in 8.
3.3 Xaplansky, I., &6t 1"IItJor)' . . Metric s,r,..:a. Allyn and Bacon, Boston, 1972.
3..37 Given two metric spaces (81 , d,) and (82 , d'].), a metric p for tile Cartesian product
8, x 8 2 can be constructed from <11 and d 1 in many ways. For example, if X"" (Xl' X:\) :3.4 Simmons. O. F.. l~1o T~_ Modem Antdym. McGraw-HiD, New
and y = (Yr. Y1) are in S. x 8". Jet p(x, y) = d1(Xh Yt) + d 2 (X2' y:). Pro1Ie that pis York,I%].
a metric for 51 x 8']. and construct furtbel:: examples.

CllIIIIl'l'et llU.bsets 01. IIIIIi\trk: llJ'IlI~

Prove each of the foUowina: statements ronoerning an arbitrary metric space (M, d) and.
subsets 8. T of M.
3.38 Assume SsT s M. Then 8 is compact in (M. d) if, and only if, S is compact in
the metric subspace (T, d).
3.39 If S ill dosed and Tis oompad. theo S f"l T is compact.
3.... The interllleclioo of an aibitmry c:oI1cction of compact subsets of M is ;;:ompact.
3.41 The union of a finite number of compact su'blictlr; of M is oom~,
::I.G Consi.der too metric ~ Q or rational numbers with the Euclidean mlll:ric of R.
Let S consist of all rational numbcB in the open interval (a. b), whcI:l: a and b are irra.
tional. Then $ ill a closed and bounded subset of Q which is not compact.

Mi&aOalJlCOQlli pnlIICI1ies eI tile IIIIkrioI" ... tile ~

If A and B denote arbitrary subsets of a metric space M, prove that:
3...., int A = M - M - A.
144 int (M - A) M - A.
3.45 int (int A) = inl A.
3.4ti a) int «()~~1 AI) n:.t (int Ai). wha'e ~ A, s M.
b) int«()...., A) s n.... 1' (int A), if Fiun ininitccol1clctionofsubsetsof M,
c) Give an example when: equality does not bold in (b).
3.47 a) U""F
(int A) S int A). (U..",.
b) Give an example of a finite collection Fin whil:tl equality does not hold in (a).
3.48 a) int (ilA) 0 if A is open or if A ~ closed in M.
b) Give an example in which int (oAl "'" M.
 n.o 71

CHAPTER 4 We also say that {x.} converges to p mul we write x• ..... p as n ...... <», Of simpl,
x• ..... p. If there is no mch pinS, tlte 3elJUence {x.} is said to diverge.
NOTE. The definition of convergence implies that
LIMITS AND x. -+ p if and only if d(x... p) ..... o.
CONTINUITY
The convergence of the sequence (d(x", p)} to 0 takes place in the Euclidean metric
space R I •

4.1 INIRODUCDON
The reader is already familiar with the limit concept as introduced in elementary
calculus where, in fact, several kinds of limits are usually presented. For example,
the limit of a sequence of real numbers {x.}, denoted symbolically by writing
1. In Euclidean space aI, a sequence {x.} is cal1ed increasing if x~ S; X.+l for all n. If
an increasing sequence is bounded above (that is, if x. :s; M for some M > 0 and
alln), them {x.} converges to the supremum of its range. sup {xt> X2' .•• }. Similarly,
{x.} is called dureusing if x.+ 1 s; x. for all n. Every decreasing sequence which is

... ""
lim x" = A. bounded below converges to the infimum of its range. For example. {tIn} converges
toO.
means that for every number s > 0 there is an integer N such that 2. If {a,.} and {b.} are real. sequences converging to 0, then {a,. + b.} also converges to O.
If 0 ;0;; c. ,..;; a" for all If and if {a.} conveJBeS, to O. then {coO} also converges to O.
Ix. - AI < Il whenever n ~ N. These elementary properties of sequences in R I can be used to simplif"y some of the
This limit process conveys the intuitive idea that x. can be made arbitrarily close proofs conceming limits in a generaJ. metric space.
to A provided that n is sufficiently large. There is also the limit of Q function, 3. In the complex plane C. let z. = 1 + 11- 2 + (2 - Iln)i. Then {z.} converges to
indicated by notation such as I + 2i because
lim lex} = A,
1JIi"',
d(z.. I + 2i)2 = 11'" - (I + 2iW = !.. + _1_,,2 ... 0 as n ...
n-
00,

which means that for every 8 > 0 there is another number {j > 0 such that so d(z", 1 + 2i) ..... O.

I/(x) - A I < Ii: whenever 0 < Ix - pi < a. TMormr4.2. A sequence {x.} in a metric space (S, d) can co1tlJerge to at most one
point in S.
This conveys the idea that f(x) can be made arbitrarily close to A by taking x
sufficiently close to p. Proof Assume that x • ..... p and x • ..... q. We will prove that p = q. By the
Applications of calculus to geometrical and physical problems in 3-space triangle inequality we have
and to functions of scveml. variables make it necessary to extend these concepts o s; d(p, q) ~ d(p, x,,) + d(x". q).
to a·. It is just as easy to go one step further and introduce limits in the more
general setting of metric spaces. This achieves a simplification in the theory by Since dept xJ ..... 0 and d(x.t q) .-;. 0 this implies that d(p, q} = 0, so p = q.
stripping it of unnecessary restrictions and at the same time covers nearly all the If a sequence {x.} converges, the unique point to which it converges is called
important aspects needed in analysis. the limit of the sequence and is denoted by lim x.. or by lim.... "" x".
First we discuss limits of sequences of points in a metric space, then we diSCWlS
limits of functions and the concept of continuity. Example. In Euclidean space RI we have Iirn,.... ", lin = O. The same sequence in the
metric subspace T = {O, 1] does not converge because the only candidate for the limit is

4.% CONVERGENT SEQUENCES IN A METRIC SPACE

oand 0 j T. This example shows that the convergence or divergence a sequence dependsor
on the Wlderlying space as well as on the metric.
Dt!/i1titiIM 4.1. A sequeru:e {x.} ofpoints in tJ metric space (S, d) is mid to converge
if there is Q point p in S with the following properly: 11IetJrem 4.3. In a metric !Jpace (8, d), assume XII ..... P and let T = {Xl' X2.· •• }
be the range of {x.}. Then:
For etJery 8 > 0 there is an integer N such that
a) T is bounded.
d(x., p) < & whenever n :2:. N. b) P is an adherent point of T.
70
 73

hoof. .) Let N be tile integer c::omapoD.diDa to 8 ... 1 in the definition of con.

vergence. Then every Z. with If :=: N Iie& in the baU.B(p; I). so every point in T -1.1 lhjiJJdtUm (1/ a o.cJol SqllDKe. A sequence {x,,} in (I metric space (S, d) is
lies in the baUlI(p; F), whcte . called a Cauchy ~uenCt! if it satisfies the following condition (called the Cauchy
condition):
r= 1 + max {d(P, Xl).... ' d(p, X N - I )}.
For erJery e > 0 there is tm integer N such that
Then:(ore T is bounded.
b) Since every ball .B(p; .Il) contains a point of T. II is an adherent point of T. s(x", x..J < II whenever 1/ ~ N imd m ~ N.

NOTE:. If T is infinite. every ball B(p; e) contains infinitllly malIy points of T. 80

Theorem 4.6 states that every convergent sequence is a Cauchy sequence. The
l' is an accumulation point of T. ' converse is not true in a general metric space. For example, the sequence {lIn} is
a Cauchy sequence in the Euclidean subspace T = (0, I] of R 1, but this sequence
The Del¢ theorem. provides a converse to part (b). does not converge in T. However, the converse of Theorem 4.6 is true in every
Euclidean space R'I..
~ 4.4. Giwn 0 melric $}HICe (S, d) and o.rub8et T s;; S. If (I point pinS is
an ~ poiIIt of To t/ren there if. (I sequence (xJ ofpoints in T which ctmtJtJ1'fIU 1'1tet1Hm 4.8. In Euclidetm space R' erJery Cauchy sequence is COTlOergent.
to 1'.
Proo/. Let {x,,} be a Caucby sequence in R' and let T {x h X2•••• } be the range
Proof For every integer If :=: 1 there is a point x. in T with d(p. xJ S; 11". oftbe sequence. If T is finite. then aU except a finite number of the terms {x,,} are
Hence d(p. xJ -+ 0, so X. -+ p. equal and hence {J:,,} converges to this common value.
Now suppose T is infinite. We use the Bolmno-Weierstrasll theorem to show
~ 4.5. in a metric $pQi:e (S, d) a .teqlII!IICt! (x.} ct»JrJel'gea w p if. and mily that T has an accumulation point P. and then we show that {x.} converges to p.
if, eDt!I'y ~ {xa<.)} ~ top. First we need to know that Tis bounded. This follows from the Cauchy condition.
In (act, when 1; = 1 there is an N such that n ~ N implies 11x.. XlV II < l. This
PFOOf: Assl1.llle x. -+ p and consider any subsequence {xa<.». For every a > 0 means that all points "" with n ~ N lie inside a ball "fradius 1 aoout X N as center,
N.
there ~ an sucb that" ;;:: N iQlplies d(x.. p) < e. Since (.:t'*t.)} is a subsequence, so T lies inside a ball of radius I + M about 0, wIleR M is the largest of the
there IS an mte,ger M such that k(II) ~ N for n ~ M. Hence 11 ~ M impliea numbers 11:1: 1 11 •.•• ,IXNI. Therefore. since T is a bounded infinite set it bas an
d(x!{.}. p) < £, which proves that xil(II) -+ 1'. The converse statement holds trivially accumulation point p in Rl; (by the Bolmno-Weierstrass theorem). We show next
sim:e {x.} is itsdfa wbsequencc.
that {x.} converges to p.
Given <: > 0 tbere is an N such that Ilx" - ](..11 < 1;/2 whenever n :<!: Nand
Tn ~ N. The ball B(,; 1>/2) contains a paint x.. with m ~ N. Hence if n ~ N we
4.3 CAUCHY SEQUENCIl'S have .
[; f.
If a sequence {x.} converses to a limit P. its ter1nJ must ultimatllly become close to Ilx.. ~ ," s 1\:1:" - x",11 + Ux,., pH < - + = ll,
l' and hence close to each other. This property is stated more formally in the next 2 2
theorem.
so lim x" => p. This compilltes the proof.
.1IIoraI4.6. ihnmJe thot {x,.} CfNI'DeI'IJe8 in" metric Splice (S. d). Thenfor every
8 > 0 tRue is an intqeT N 8Uch that EDmp!es
1. 1heorem 4.8 is oRen used for provinB: tbCl.-;:onvergence or a sequence when too limit
d(x.. x,J < & whenerJel' " ;;:: N _ In ;;:: N.
is not known in advanQl. For example., consider the sc:quente in R 1 defined by
PFOOf. Let P = lim Give~ II > 0, Jet N be such that d(x.. p) <: 8/2 w.bcnev«
z.. 1 I I (_1)"-1
" ~ N. 1'ben 4(x., p) <: 6./2 if m ~ N. If both II 2 Nand m ;;:: N the triangle" X ... 1--+-- +"'+--.
.. 234 n
inequality gives tIS
Ir In > n ~ N, we find (by taking succeliSive tenns in pairs) that
d(x.. x.J ::s;: d(x.. l') + d(p, x.J <: .! + .! ... B.
2 2 Ix.. - x"I'" _I~ _ _ 1 + ... :!:: 1. f < ! :s; J.
+ 1 ,,+ 2
J'l 11'11 n N
74 15

so <: t; as soon N :> 111«efofe a ~chy seq·uerlCelUllj btmce T, the notalUm

it conver~ to some timit. It atll shown (see Exercise IUS) that thi31imit Is log 2,
a fact which is immediately obvious, "" b.
1. Given a real sequertce such tlmt
We atll pro'lle that {a.. } converges without knowing
Then () :s :s $0, by 0, Also, if m »
we na'lle
Ii
For >0 is u fj o$Uch that
whenet'er e; A. x and

is read "the limit as x tends to p,

implies that
4.4 COMPLETE METRIC SPACES
De,/iJl.itioll 4..9. A mt':trit: space
in S converges in S A subset
.1 We sometimes indicate this
- -+ ",.
2 -p.
The definition conveys the intuitive idea that
is a dose to b by x close to p. We
an <'lcA::lunumtion A to m:a.ke certain that there will be x in A
suffici,ently close to p, with x p. fJ need tlOI be in the domain
and b need not he the range
COl1lPtete if every
metric su!;I IftP.2ce

EDmPiel. Every Euclidean llPaal Jt~ is complete (Theorem 4.8). In particular. III Ii
complete, the T = (0. 1) is not complete.
Eump1eZ. Thn.pace It" with the metric d(x. y) maXI "'t"" is oomp.lete.
compactness.
Tlteurem 1.1f). in any metrie .'pace Ilpery compact subset Tis cOlnpl,ete.
Let be a sequeui:e in T and let A xi., . . denote the
range of If A is then c{)uverges to one elements hence
converges in T.
If it Theorem teUs us that A hal> an accumulation p in The definition can formulated in terms of balls. holds
T since T is compact, We show next that x" - p. Given 0, choo:re N 00 that and if, for baH is a such that A is
12 :2: Nand '2: N The hall contains empty lind such that
m Therefore if n '2: N the Ull

. e
<:: +
~
s, When this way, the definition is when
2 2 th:eextended real number system R* or in the extended cOlnp!ex
sequence in Thas limit in However, in what it t<)
is stated that can be infinite.
4.5 LIMIT OF A F1JNCflON The limits of functions limits
In this :rection we consider two metric spaces and where and T~em 4.11:. A!i$ume p on (ICcliInu!ation Then
denote the metrics.Let A be ill subset of $ lind let f ; A -+ be a
lim
function from A to T
 D.4.14 77

Then we also 1tt1ve:

if, and. only if,
lim I(x.) = b, (3) a) lim,..., [f(x) ± I1(X)] = Q ± b,
..... "" b) limx... ,.!(x)g(x) = ab,
for every sequence {x.l .ofpoints in II. {p} which converges to p. c) lim,...,.,!(x)/g(x) = alb if b :t/: O.
Proof, If (2) holds. then for every it > 0 there is a;; > 0 such that Proof. We prove (b), leaving the oilier parts as exercises. Given Il with 0 < £ <: I,
let e' be a second number satisfying 0 < e' <: 1, which will be made to depend on
drt/(x). b) < 6 wbenever x e II. and 0 < ds(x, p) <: 6. (4j dn a way to be described later. There in b > 0 such that if x e A and d(x, p) <: D.
Now take any sequern:e {x.} in II. - {p} which converges to p. For the;; in (4), then
there is an integer N such that n ~ N implies dJ.x,., p) <: o. Therefore (4) implies l/(x) - al < s' and 111(.1') - bl < Il.
drlf(x,J. b) < (; for n :2: N, and hence {I(x.)} converges to b. Therefore (2)
implies (3). I/(x)1 = ja + (f(x) all < lal + 8' < lal + I.
To prove the converse we assume that (3) holds and that (2) is false and arrive Writinsf(x)g(x) - ob = f(x)g(x) + bf(x) - ab, we have
- bf(x)
at a contradiction. If (2) is faIse, then for some Il > 0 and every ~ > 0 there is a
point x in A (where x may depend on';) such that If(x)g(x) - obi :S If(x)/Ig(x) - bl + Ibllf(x} - 01
< (Ial + 1).£' + Ible' = B'(lal + Ibl + 1).
o< dsC,x, p} <: 1I but drtf{x), b) ;;:::- 8. (5)
If we choose tl' = 61(101 + Ibl + I). we see that I/(x)g(x) - obi < II whenever
Taking {, lIn, n = 1,2, ... , this means there is a corresponding sequence of x E A and d(x. p) < ~, and this proves (b).
points {x.} in II. - {pI such that
4.7 LIMITS OF .VEClOR-VALUED FUNCflONS

Clearly, this sequence {x.J converges to p but the sequence {f(x.,)} does not con- Again, let (S, d) be a metric space and let A be a subset of S. Consider two vector·
verge to b. contradicting (3). valued functions f and ; defined on A. each with values in Rio,

NOTE. Theorems 4.12 and 4.2 together show that a function caDnot have two
f: II. -+ at. ; : A .... at.
ditrerent limits as x ..... p. Quotients of vector-valued functions are Dol defined (if k > 2), but we can define
the sum f + .. the product lf (if J. is real) and the inner product r· g by the respec-
tive fannulas
4.6 LIMIlS OF COMPLEX·VALUED FUNcrIONS
(f + 1I)(x) = ((x) + g(x), (..tf)(x) = Af(X), (r· g)(x) = f(x)·g(x)
Let (S, d) be a metric space, let A be a subset of S. and consider two complex-
valued functions f and g defined on A. for each x in A. We then have the following rules for calculating with limits of
vector-valued functions.
f: A .... C, 9 : A -. C.
Tkorttlfl 4.11. Let P be an (lCCl/mulation point of A and QSsume that
The sum I + 9 is defined to be the function who&<: value at each point x of A is
the complex number f(x) + g(x). The different:#: ! - g, the product I· ii, and the lim f(x) - a, lim g(x) b.·
quotie:ntflg are similarly defined. It is understood that tbe quotient is defined only
~ ..... , ~ ....
~

at those points x for which g(x) :t/: O. Then we also have·:

The usual rwes for calculating with limits are given in the next theorem. a) lim _, [I(x) + e(x)] = • + b,
1'1lNn'e_ 4.13. Let f and gbe complex-valued lunctions defined on a subset A of Q b) lim _pll(x) = 1a for "'F"V yea/ar I,
metric IffNlce (8. d). Let p he on accumulation point of A, and aSlUme thllt c) lim _ p f(x)'g(x) = a'b,
Jim/(x) = a. lint g(x) "" b. d) lim,,_l' lIf{x)11 '" Iiall.
~-, x~,
 18 n.4.17

We parts and virite

- a]· b] + u'
The i!lel~uaIity and the Cal!Ch:y~Sjch\i\l!lrz ineiquaJity

(a of 5 wlljch is not an accumulation point of

NOTE. A, and let f: A_ R" will be continuous at p because for small t5
be the vector"valued the equaticl!l there is sati,sfyiingas,(x. < (}, x p, and = O.

ds) to another
every sequence
the components of f, f , , ,
~

• in Jyr'/'Utllii:,

have
lim

of this theorem is similar to thilt of Theorem .tiJ:2 and left as an

inequ;alities show that a and exercise the reader. result can also be deduced from 4.12 but there is a
r, mil[lOl, C(lmlpIi<:atiion in the argument due to the fact that some terms ofthe sequence
could be equal to p.)
The theorem is often described that for continuous functions the
4,8 CONTINUOUS FUNCTIONS
symbol can be intierchallged the functi,m Some care is needed
The definitiou con,timJity pr~;e!ltl;d m elernen·tary call;uH1S be extended to interchanging these because sometimes converges when
functions from to anotheL
Dt'jillitioFf 4.H. be meal" spaces Example If and YM in a metric space then y,.) ..... d(x,
S said be a;wrtinuOltS p (Exercise 4.7}. The reader verify that d is cOIlt.jn.uol~l\(m the metric sf'aCf! (S x S, p),
{) tha! where p the metric of Exercise 3.37 with Sl S2 = S.

NOTE. p called a
immediate vicinity of p. A property of
ruclltle<;l a global property.

4,9 CONTINUiTY OF COMPOSITE FUNCTIONS

Let be metric ffPlu:es. ,5-. T
() is a under f must be COJ1UIlfled ball U be jlmlctttlflS, the eomlposite j'imcfiQn on S
t) in T.
If P is an acculTl.ulation deflnition of cOluillUilly x in S.

continuous ami
 Let Given 0, there is a that
<: f, whenever b) <
For this there
o whenever lO.l1:aritWnk: fWlction:s, are all continuoWi wberever
e!e'nK:fiuUY rUj}k:tionl$i~tshtjes the common
Cc~ml)ining these two statements and y
n,,:',,~~~l!'; wlue
whenever <: 3',
so IS continuous p.

tri~;Ol1omet'ric ftlUC'lkll}S is it
4.1& COl\Th"lUOtlS COMPLEX.VALUED AND \'ECTOR.·VALUED FVNCllONS corresjpor!dir!g reltl·valuoo fUlldi'(1l111 and'
cOI'l'lp,fes:-vafu{!u f:imctim'~ continuous a pin
are each c(miUtUfJUS p. The
4.12 CONTINUITY AND INVERSE rMAm'~ OF OPEN OR CLOSED SE1.'S
is an accumulation 'The c>[ inverse
of continuous functions.
COirrel,pcrnd,lllg theorem for vector-valued futl,ct/()m, which
Theorem 4.14.
TlwonlJI4.19. Let rand g contlnuou.f at a
und assume that r and lit /ltwe r,u!ues inR",
C£Jntfnuous a t · sum f + g, the the ",,1me
and norm notation

TlwOl'flm T.
then have:

4"U EXAt\WLES OF CONTINlJOUS FtlNCllONS

the It is a trivial exercise to schow the following
com!J'Ie~:·v,tlu1ed functions are oontJnuouson C:
11) com,lul fUtll:1JOfl$, defined for every :z in
b) the function defined "" z for every in C.

nomiaJ:
= 00 + ajz +
the cornpli~x numbers.
 Note that the stalements in Theorem 4.22 can also be expressed as follows;
/U- 1
(y)] !,;;; y, X S;FI~X)].
Note also that/-I(A u B) = f-I(A) u /-1(B) for all subsets A and B of T.
1JKorem 4.1J. 1£'1: S - T be afimctionfrom one metric S]1Qce (S, d s ) to QlWIIrer
(T, dT)' Then f is contiltU0U3 on S if. and only if./or et-el'y open set Y in T. tire
inrerse imoge f-I( y) is open in S.
Proof. Let f be continuous on S, let Y be open in T, and let p be any point of
I-l(y). We will prove thatp is an interior point of/-l(y). Let Y = f(p). Since
Y is open we have BrlYi a;) S; Yfouome 8 > O. Since I is continuous at P. there
is a 6 > 0 such that/(B,s(p; .5» !,;;; BrlY; &}. Hence,.
8M; 6) !,;;; /-l[f(Bs(p; oJ)] S; 1-I[BrlY; E)] !,;;; f-I(Y),
so p is an interior point off-I(y).
Conversely. assume that f-I( Y) is open in S for every open subset Y in T.
Choose pinS and let Y = f([1). We will prove tbatlis continuous at p. For every
6 > 0, the ball BrtY; &) is open in T, so F'(BrlY; e» is open in S. Now.
p ef-l(B.,.(y; I» so there is a 6 > 0 such that Bs(p; 5J !,;;; 1-'(BrlY; e». There-
foreJ(Bs(p; 5» S;; B.,.{y; 8) so f is continuousat p. , real-valued and bounded on X, then I(X) is a bounded subset (If R. so it has a
TltaJ'BII 4.14. Let j: S -+ T be a fimction /rom one metric space (S, d~ to wrother
(T, d T ). Then I is COlftinUQUS on S if. and only if, for every closed set Y in T, the
inverse inuJge r'
1( Y) is dosed ill S.
Proof. If Y is dosed in T> then T - Y is open in Tand
f-l(T - y) = S - f-I(Y).
Now apply Theorem 4.23.
Elwoples. The image of an open set under a continu<lUS mapping ill not necessarily open.
A simple counterexample is. a constant function which I1lapS all of S ooto a single pOint
1 NOTE. Since I(p) S I(x) s f(q) for all .r in X, the numbers f{p) and I(q) are
in R . Similarly> the image ofa closed set under a continuous mapping Deed not be clOll'ed.
For elWllple. the real-valUed funi.:lion f(x) = arct.an x maps R 1 onto the open intc:rvaJ
(- r./2. 1lf2).
4.13 F\JNCDONS CONTINUOUS ON COMPAcr SETS
The next theorem shows that the continuous image of a compact set is compact.
This is another global property of continuous functions.
TkOr«lJl 4.25. uti; S ..... T be a.fimeIJonjrom (Jlle metric Sptl£f! (8, diJ to tlJ10ther
(T, dT). il[is rontiltUOus 011 a compact subset X 01 S, then the image I(X) is a
compact subset of T; in particulOT, f(X) is closed and bormded in T.
Proof. Let Fbe an open covering of/CX), so thatf(X) S;; VA""
A. We will show
that a :finite number of the sets A cover I(X). Since I is continuous on the metric
subspace eX, ds) we caD apply Theorem 4.23 to conclude that each &et..(-l(A) ~s
open in (X. ds)' The sets f-I(A) form an open covering of X and, smce X IS
contpaet. a finite number of them cover X, say X S;; f- 1CA I ) u ... u 1-1CA,,).
Hence
f(X) s;;;IU- 1 (A 1)v..-vj-l(A,,)] =fU-!(A I )] u"'ufU- 1(A,)]
sA 1 u"·vA".
sof(X) is compact. As a corollary of Theorem 3.38. we see thatf(X} is closed and
bounded.
De./i1ritUJ. 4.26. A Iunt:tion f: S -+ Ilk is called bounded on S if there is (J positive
numbe, M such that ~f(.r)11 ~ M for all x in S.
Since r is bounded on S if and only if f(S) is a bounded subset of Ri , we have
the following corollary of Theorem 4.25.
T!lltJre", 4.27. Let f: 8 -+ Ri be a function from a metric space S to Euclidean
space". If 1 is contimwua on a compact subset X of S, then f is bounded on X.
This theorem has important implications for real-valued functions. If f is
supremum, supf(X), and an infimum, inff(X). Moreover,
inf f(X) ~ f(x) s sup f(X) for every x in X.
The next Iheorem shows that a continuous I actually takes on the values sup f(X)
and inf/(X) if X is compacL
Theon", 4.28. Let I : S ...... It be a real-volued function Irom a metric space S to
EudiJean space R. Assume that f is continuous on a compact mbset X of 8. Then
there exist points p and q in X such that
I(p) inff(X) and f(q) = supf(X).
called, respectively, the absolute or global minimum and maximum values of
lonX.
Proof Theorem 4.25 shows that I(X) is a closed and bounded subset of R. Let
m = inf/(X). Then m is adherent to I(X) and, sinee f(X) is closed, m e/(X).
Therefore m = f(p) for some pin X. SimiJarly,j(q) sup f(X) for some q in X.
T1Ietlf'em 4.29. Letf: S -+ T be ofunctianfrom one metric space (S, dzJ to another
(T. d T ). Assume Ihat I is one-Io-one on S, so that the inverse jUnctiQn f- 1 exists.
II S is compact and ifI is continuous un So' then f- 1 is continuous on 1(8).
Proof. By Theorem 4.24 (applied to f- I) we need only show that for every closed
set X in S the image f(X) is closed in T. (Note that I(X) is the inverse image of
x under/-1.) Since X is dosed and S is compact. X is compact (by Theorem 3.39). TMot'mt 4.31. Let/be defined 011 an interval S in R. Assume that / is continuous
sof(X} is compact (by Theorem 4.25) and hencef(X) is closed (by Theorem 3.38). point c in S tMd tMt fCc) ?' O. Then there is a I-ball B(c; 6) such that I(x)
lit fl
This completes the proof. btu the same sign asf(c) in B(c~ 8) ('I S.
EquqIIe. This example shoWli that compaetness of S is an essential part of TheoRlm Proof. Assume f(c) > O. For every e > 0 there is a ij > 0 such that
4.29. Let S =
[0. 1) with the usual metricofRl and COl1lider thecomplex-valued function
/defined by f(c) - 6 < I(x) < I(c) + e whenever x E B(c; ~) n S.
/(x) Irl!""'" for 0 :s; x < 1.
Take the 6 corresponding to tl = /(cli2 (this £ is positive). Then we have
Thill ill 11 one-to-one continU()l.1ll mapping of the blllf-opeo interval (0. 1) onto the unit
eircle 12j = 1 in the OOfIlplex plane. However, /-1 is not continuous at the point f(O}. Vee) <: J(x) <: !/(e) whenever x E B(c; is) 1"'1 s.
For example, if XIf -= 1 - lin. the sequence f/(xlf) } converges to 1(0) but {xlf } 00cs not
convcqe in S. 5KJ!{x) has the 1lame sign, as/(c) in B(e; 6) t"I S. The proof is similar if/(e) <: O.
except that we take e = -Vee).
4.14 TOPOLOGICAL MAPPINGS (HOMEOMORPHISMS) ."...,.. . 4.32 (BoI7,11.M). Let I be reaJ.valued and cQntinuofJ8 on a compact interoal
De./iltitio- -1.10.
Let f; 8 -+ T he a function from one metric space (8, tis) to [a, b] in R, and suppose that I(a) tMd J(b) hDve opposite signs; that iI. assume
tuWther (T, dT)' Asswne also tilat f is one--ltNme on S, $0 that the inverse junctioll j(a)f(b) < O. Theil there ;s at Jellst {lIft: poirrl c in the open interval (a. b) such that
f- 1 exists. II I is contlmimlS on S and if j-l is ContimloU8 on f(S), then J is called fCc) = O.
II: topalogicQ/ mapping OF Q homeomorphism, and the metric spaces (8, d s ) and Proof. For definiteness, ll.Sllumef(a) .> 0 and/(b) <: O. Let
(f(S), dT) me said to be Iwmeomorphic.
A = {x:xe[a.b] and l(x)~O}.
If J is a homeomorphism. then IiO is 1- 1 • Theorem 4.23 shows that a homeo-
morphism mapa open subsets of 8 onto open subsets of/(8). It also maps dosed Then A. is nonempty since a e A, and A. is bounded above by h. Let e "" sup A.
subsets of S onto closed subsets of /(S). Then a <: c <: b. We will prove that/eel = o.
A property of a set which remains invariant under every topological. mapping It/(e) '" 0, there is a i-ball B(e; I) in whichjhas the same sign as/(e). If
is caJIed a ropologieQ/ property. Thus the properties of bei!l8 open. closed, Or I(c) > O. tbereare points x > c at which j(x) .> 0, contIadicting the definition
compact are topological properties. of c. IfJ(e) <: 0, then C ~/2 is an upper boond for A., again contradicting the
An important example of a homeomorphism is an isometry. This is a function definition of c. Therefore we must ha;ve/(c) O.
I: S -+ T which is one-to-one on 8 and which preserves the metric; that is,.
From Bolzano's theorem we can easily deduce the intermediate oalue theorem
ah'(x).!(y)} dg(x, y) for continuous functions.
for all points x and yin S. Iftbere is an isometry (wm (8, ds) to (I(S), dT} the
TIte«~lIf -1.33. Assume J is real-valued ond continuous on a compact interval S in
two metric spaces are called isometric.
R. Suppase there are two paints IX < JJ in S such that J(a.) ?' f(J!). Then J takes
Topological mappings are particularly important in the theoey of space curves.
ef:Iery value between.J(a.) and/(JJ} in the interool (a./J).
For example, a simple arc is (be topological image of an interval. aud a simple
closed curve is the topological image of a circle. Proof. Let k be a number between J(<<) and JOO and apply Bolzano's theorem to
the function 9 defined on [0;. P] by the equation g(x) j(x) - k.
4,15 BOLZANO'S THEOREM The intermediate value theorem, together with Theorem 4.28, implies that the
This section is devoted to a famous theorem of Bolzano which concerns a global coptinoous image of a compact interval S under a real-valued function is another
property of real-valued functions continuous on compact intel'vals [a, bJ in R. compact interval, namely,
If the graph of J lies above the x-axis at a and below the x-axis at b, Balzano's [infJ(S), sup/(S)).
theorem asserts that the graph most cross the axis lIOmewhere in between. Our
proof will be based on a local property of continuous functions known as the (IfI is constant on S. this will be a degenerate intervaL) The next section extends
sign-preserving property. this property to the more general setting of metric spaces.
 4.16 CONNECDIDNDS
Sin<:e A and Bare nonempty, I takes both values 0 and I, so lis not constant.
This section describes the concept of connectedness and its relation to continuity. Also./ig continuous on S beeau$C the inverse image of every open subset of {O. I}
Dt./ilfitURt 1.34_ A metric space S is called t:Ilm:mMcteJ if S "" A V B where.A. is open in S.
and B are disjoint 1I<IMmptp open sets in S. We call S connected if it not tJia.. i.r Next we show that the continuous image of a connected set is connected.
connected.
Tllettrem 4.37. Let I: S -l' M be a function from a metric space S to another
NOI'B;- A lIUbset X of ~ ~etric space S is called connected if, when ~d as a metric space M. Let X be a connected subset of S. III is continuous on X, then
metric subspace of S. It IS a connected metric space. I{X) is a connected subset of M.
Eu...... Proof. Let 9 be a two-valued function on I(X). We willsoow that 9 is constant.
1. ~metric:!lpaceS = R - {O}withthe-usualEuclideanmetr:icisdiscoo.Dccted.siooe Consider the composite function 11 defined on X by the equation h(x) = g(f(x)}.
It IS the UnIon of two disjoint nonempty open sets. the positive Jeal numbers aDd the Then h is continuous on X and can only take the values 0 and ). so h is two-valued
lVlf.Illtive real numbers. on X. Sin<:e X is conneeted, h is constant on X and this implies that 9 is constant
2. Eftll'Y open mten'al in R is 0llIU1tlCted. This was :Pn'M:d in Scidion 3.4 as a Cl.l11IlC- on I(x). Therefore f(X) is connected.
q1.lClll;C of 1"heorem 3.1l.
Example. Since an interval X in R1 is oonnected. every continuous :image /(X) is con·
3. !,-.set Q of rational nwi1bers, ~ as a metric IUbspaQ of Euclidean 1Ipac:c R I, nected. If j has. real values, the image j(X) is another interval Iffhas. values in R", the
disconoected. In fact, 0 - A V B, where A c:onsists. of aU rational numbers
IS image j(X) is ailled a curve in R". Tbus, every CIJl""A:\ in a" is COOOJ:Cted.
< J2 and B of aU raticmal nUl11l:ler8 >..fi Similarly. every ball in Q is discoonccted. As a corollary of Theorem 4.37 we have the following extension of BoIzano's
4. Every metric llj'lllCe S contaios nonempty 00fU:IIeiCt4ld~. In fad for each .. in S theorem.
the set (P} is ooonected. ' T

Tlutorem 4.38 (IIflt!r~ l/taum for '"" ~ /1IlICtioM). Let f be

n:
To 1ate connectedness with continuity we introduce the concept of a two-valued
function.
real-valued and co1tlinllollS on a connected subset S allf". Iff takes on two different
wlues in S, say (l lIIfd b. then for ecu.:h real c between a and b there exists Q point x
in S such that f(x) "'" c.
~ 4.15. A reol.'C4luetJ fimClioll f which is co1ttinuo1.u on a metric apace S is
aaiii to be two-w/ued on S iff(S) s;;;; {O, l}. . Proof. The image f(S) is a connected subset of R J • Hence, f(S) is an interval.
containing a and b (see Exercise 4.38). If some value c between a and b were not
I.n other words, a two-val~ fuJldion is a COIttimtolu flJDCtjon whose only in/(S), thenf(S) would be disconnected.
possdl1e val~ are 0 and L This can be regarded as a continuous function from S
to the metric space T = {O. 1}. where T has ~ discrete metric. We recall that
tWeTy subset of a discrete metric space T is both open and closed in T. 4.17 COMPONENTS OF A METIIlC SPACE
This section shows that every metric spa<:e S can be expressed in a unique way as
T""em 4.36 A metric space S is co""ectetl if. and (}nly if, every two-valued a llDion of connected "pieces" called components. Fint we prove the following:
function On S is constfmt.
T_nm 4.39. Let E be a collection of connected subsets 01a metric space S such
Proof Ass~ S is connected and Jetfbe a two-valued function on S. We must
~how that I IS constant. Let A = f- 1 ({O}) and B = f-l({l}) be the inverse
that the intersection T = n""","
A is 'Jot empty. Then the Wlion U = A is U"d'
connected.
~ages of t~ subsets {OJ and {f}. Sinc:c {OJ and {l} are open subsets of the
discrete metrJc space {O, I}. both A and B are open in S. Hence. S = .A v B Proof Since T '" i'. there is some t in T. Let I be a two·valued function on U.
where A and B an: dis~oint open sets. But since S is connected, either A is empr; We will show thatfis constant on U by showing that/(x) = f(t) for aU x in U.
and B ... S, or else D IS empty and A = S. In either case.f is constant on S. If x e U, then x e A for some A in F. Since A is connected, f is constant on A
Conv.ers:1y, auume that S is disconneeted. so that S = A u Ii, where A and and. since t E AJ(x) = I(t).
D are dis~o~t nonempty open subsets of S. We will exhibit a two-valued function Every point x in a metric space S belongs to at least one connected subset of
on S which IS not constant. Let
S, namely {x}. By Theorem 4.39. the union of all the connected subsets which
contain x is also connected. We call this union a component of S, and we denote it
= {~
ifXEA,
{(x) by U(x). Thus. U(x) is the maximal connected lIUbset of S which contains x.
ifxeD.
 •
~", 4.«J. Every point of il metrk space S be/OIItJI to il unifpJely .tt!J'mined The next theorem relates llrcwise connectedness with connectedness.
comfJ01'U!'tl of S. In other wortl8, tire comptment. of S form (l colkcti611 of dUjoinl
sets whoae union 18 S. T1Ieorem 4.42. ErJerY orewise connected set S in R3 is connected.
Proof. Two distinct (lOltlpoDCDt8 cannot contain a point :r otherwise (by l'hcon:m Proof Let 9 be two-valued on S. We will prove that 9 is constant on S. Choose
4.39) their union would be a larger connected set con~g x. a point a in S. If x is S, join 111 to x by an arc r lying in S. Since r is connected,
9 is constant on r so gCx) g(a). But since" is an arbitrary point of S, this shows
4.18 ARCWlSE CONNECmDNIi'.;SS that 9 is constant on S, so S is connected.
We have already noted that there are connected sets which are not aTt;;wise
This section dacribes a llpecial property, «:aJJed arcwi.se t:mI1IeCledness. which is
connected. However, the concepts are equivalent for open sets.
possessed by some (but not aU) collDl.':C:ted sets in Eudideaa space R".
TMermi 4.43. Every open connected set in R" is mcwise connected.
~ #.#1: ~
and • m S tIJere IS il
#,continu0u8
S !" .- is calJed Qrcwise if/or (my two pilint.IJ •
fXHIIlU:terl
f : [0, I] .... S such tIu:It
/unciiOll Proof. Let S be an open connected set in R" and assume" e S. We will show that
" can be joined to every point y in S by an arc lying in S. Let A denote that subset
1(0) = a and f(l) = •. of S which can be so joined to x, and let B = S - A. Then S = A v 8, where
NOTE. Such II~uocti<m is ~ ~ f'!Itlt from _ to b. If 1(0) ¢ f( I). the iIn&gc of A and B are disjoint. We will show that A and B are both open in R".
[0, I] ~ r ~ ~ a.n l'II"'~ JOIIllDg • and lJ. Thus. Sis arcwise COD.lleeted if Assume that a t A and join a to x by an arc, say r, lying in S. Since a E S
every pall'" of dist.lrld. potnts JD S caD be joined by an arc lyiqa in S. Arcwise and S is open, there is an .If-ball St.) £; S. Every y in S(a) can be joined to a by
connmed sets are ~. ~ed path~ colIJJected. If f(/) = tb + (I - t)t for a line segment (in S) and thence to x by r. Thus Y t A if Y E B(.). That is,
o S t S I, the curve Jomtng • and h B ~ II liiIe 6egmmt. B(a) S A, and hence A is open.
RQIIIIIIes To see that B is also open, assume that b e B. Then there is an n-ball B(b) s S,
since S is open. But if a point y in 8(b} could be joined to x by an arc, say r'.
I. E'lr"CIY c::omct set in r it; aa:wi:llc COJI.1'.ltded,. 5it:Ice the line - t ' " two .
r ~....... 1:.....·..... -~ JOIDI.D& pomtll 'ying in S, tbe point b itself could aISQ be so joined by first joining b to y (by a
(I .......... a set ..... m ..... 1Cf. In particular, every If-ball is arcwise connected.

2. The set in Fig. 4.4 (a union of two tangent dosed disb) is arcwise connected.
3. The set in Fig. 4.5 C?mists. of.those points on the curve described by y sin (Ijx).
? < x ::;; I, along wIth the pamts on the borizontal segment -I :s x :s G. This set
IS connected but nol arewise conne'Cted (Exercise 4.46). . Tiulorelll #.N. Every open .set Sin R" can be expressed in one and rJnly one way as a
Figare4.S
line segment in .8(.» and tben using r'. But since b ¢ A, no point of B(b) can be
in A. That is, B(b) s;; B, so B is open.
Theref()re we have a decomposition S A v D, where A and B are disjoint
open sets in R". Moreover, A is not empty since x E A. Since S is connected, it
follows tbat S must be empty, SO S = A. Now A is clearly al"CWise connected,
because any two of its points can be suitably joined by "lirst joining ea.ch of them to
x. Therefore, S is arowise connected and the proof is complete.
NOTE. A path f: [0, 1] -10 S is said to be polygonal if the image of [0, 1J under f
is the union of a finite number arline segments. The same argument used to prove
Theorem 4.43 also shows that every open connected set in gil is polygonally con-
nected. That is, every pair of points in the set can be joined by a polygonal arc
lying in the set.
countable disjoint union ofopen connected sets.
Proof. By Theorem 4.40, the components of S form a collection of disjoint sets
whose union is S. Each component T of S is open, because if x € T then there is
an n-ball 8(x) contained in S. Since B(x) is connected. B{x) T, sO T is open.
By the LindelOf theorem (Theorem 3.2&), the components of S form a countable
collection, and by Theorem 4.40 the decomposition into components is unique.
1hrjiIritimt #.45. A set in R~ is called (J region if it 18 the union of on open connected
set with some, norte, Of all its boundary twints. If none of tire boundary twinls are
 !II
1'b. 4,47

An instructive exercise is to show that the function in Example :2 is not uni-

included, the regiun is called an open region. IIall the boundary points are included,
the region is called 4 closed region. formly continuous on R. t.

NOTE:. Some authors use the tenn domain instead of open region, especially in the
comple~ plane. 4.:10 UNIFORM CONTINtJlTY AND COMPACT SETS
Uniform continuity on a set A implies continuity on A. (The reader should verify
this.) The converse is also true if A is compact.
4.t9 UNIFORM CONTINUITY
Suppose/is defined on a metric space (S, ds), with values·in another metric space Tkorern 4.47 (Heine), Let f : S ..... T be a junction from Qnf metric space (S, d s)
(T, d T ), and assume thatfis continuous on a subset A of S. Then, given any point tooRother (T, dT ). Let A be 0 compact subset 0/ S and aS3Ume that / is continuous
p in A and any t > 0, there is a /j :> 0 (depending on p and on 6) such that. if on A. Then f is uniformly continuous on A.
x E A, then Proof Let l; > 0 be given. Then each point a in .4 bas associated with it a bali

drt!(x), rep»~ < e whenever dix, p) < O. BS<a; r), with 7 depending on (1, such that
In general we cannot expect that for a fixed /; the same value of 0 will serve equaHy whenever x E Bsl.,a; 1") f"'l A.
drl!(x),/(o» < ;
well for every point p in A. This: might happen, however. When it does, the
function is called uniformly continuous on A.
Consider the collection of balls Bs<.a; 7/2) each with radius r12. These cover A
lJejildfJDll 4.46. Letf : S ..... T be afunction/rom one metric space (S, d~) to another and, since II is compact, a finite number of them also cover A, say
(T, d1:)' Then/is said to be uniformly continuous on a subset A 0/ S if the /ollowing
condition holds:
For every E: > 0 there exists Q 6 :> 0 (depending only on s) such that if x E A
andp e A then In any ball of twice the radiUS, B(at; 71), we have
drl/(x),f(p» < II whenever dix, p) <: O. (6)
d.,{/(x),/(aJ) < ;
To emphasize the difference between continuity on A and unifarm continuity
or
on A we consider the following examples real-valued functions. Let a be the smallest of the nwnbers rd2, ... ,r",/2. We shall show that this .;
EumpJes works in tbe definition of uniform continuity.
For this purpose, consider two points of A, say x and p with ds(x, p) < 6.
1. Let !(x) l/x fOI" x :> 0 Iilnd take A '" (0, 1]. nus function is continuous on A
By the above discussion there is some ball BJ.all ; r,J2) containing x, so
but not uniformly continuous on A. To prove this, let l! = 10, and suppose we could
find a 0, 0 < 0 <: 1, to satisfy the condition ofthedefinition. Tllkingx '" d, P "" 0/11, t
we obtain Ix - pi < ~ and drl!(x), /(0;,.) <: 2.
l/(:x) - l(p)1 = 11 _ 1 = 10 ;:. 10. By the triangle inequality we have
o ~ I)

Hence, for these two points we would alWllYs have If(x) - l(p)1 > lO,l:Olltradieting
.
ds{p, Q~) ::::; ds<.p, x) + ds(X' Ill) < lJ + 2~.~ ~
50 -i + 2" r/!;.
the definition or uniform CQntiooity.
2. Let I(x) "" x2 if x e R 1 and take A "" (0, 1] as above. This function is uniformly Hence, p ~ Bsi.p,; rll )
(1 S, so we also have d.,{f(p),f(a.» < £12. Using the
OOIltinuous on A. To prove this. observe that triangle inequality once more we find
I/(x) /(p)j = Ix1 - p~l = I(x - pXx + p)1 < 2jx pl.
If Ix pi < 0, then I/(x) - 1(P)1 < U. Hence, if £ is given, we need only take
" = £/2 to guarantee that I/(x) - 1(P)j < 11 for every pair x, p with Ix - pI < J.
This sbows thatfis uniformly continuous on A. This completes the proof.
 93
91

4.11 FlXED-I'OINT THEOREM FOR CONTRAcrIONS Let f be defined on an interval (a, b). Assume C E [a, b). If /(x) -+ A as
x -+ c through values greater than c, we say that A is the righthalld limit off at c
Let f : S .... S be a function from a metric space (8, d) into itself. A point p in
and we indicate this by writing
S is called a fixed point off if f(p) p. The function I is called a clmtractlon of
S if there is a positive number (J; <: I (called a contraction constant), Sl1ch that lim f(x) = A.
,x-+-c+

d(/(x)J(y» ~ «d(x, y) for all x, y in S. (7) The righthand limit A is also denoted by f(t:+). In the s, <5 terminology this means
Clearly, a contraction or any metric space is uniformly continuous on S. that for every & >- 0 there is Ii 0 :> 0 such that
I!(x) ~ f{c+)1 < £ whenever c < x < c + {j < b.
TlIHnem 4.411 (Fued-Jy.litlt tMorem). A contractioll f ofa complete m£tric space 8
has a lOIique fixed point p' Note that f need not be defined at the point c itself. If! is defined at c and if
Proof. If p and p' are two fixed points, (7) implies d(p, p') S r:td(p, p'), so f(c+) == fCc), we say that/is conti"uousfrom theright ate. ..
Lefthand limits and continuity from the left at care sl1mlarly defined if
so d(p,]I) = 0 and p = p'. Hence I has at most one fixed point.
To prove it has one, take any point x in S and consider the sequence of iterates: c E (a, b]. .
If II < C < b, thenfis continuous at c if, and only if,
x, I(x). f(f(x»), ...
/(c) ;;= f(c+) = f(c~).
That is, define a sequence {P.} inductively as follows:
We say c is a discQlItinuity (If f if f is not continuous at e. In this case one of
PI}. x, p,,+ 1 f(p;.), n = 0, 1,2, ... the following conditions is satisfied:
We will prove that {PIll CQnverKes to a fixed point off. First we show that {p,,} is a) Either f(c+) or f(c-) does not exist,
a Cauchy sequence. From (7) we have b) Both f(c + ) and f(c-) exist but have different values.
d(p.,+I,PrJ = d{J(P.).!(P,,-I» S «d(p."p,,_I)' c) Bothf(c+) andf(c-) existandf(c+) == ftc-) #. f(c).
so, by induction, we find In case (c), the point c is called a removable discontinuity, since the discontinuity
could be removed by mkfining! at c to have the value /(c +) = f(c-). In cases
d(p.+I, prJ ~ a," d(p!> Po) = Cf1,.,
(a) and (b), we call c an irremovable discontinuity because the discontinuity cannot
where c = d(pl> Po)' Using the triangle inequality we find, for m >- n, be removed by redefining f at c.
• -1 C _ ~ .,..-1 c lkJilritWlf 4.49. Let f be defint!d on a dosed intmxzf (0. b]. Jfl(c+) amif(c-)
d(p"" p,,) :E d(PHI' Pt):S c L: a: c - - < -fl!'.
.It"'. .It-" 1 - « 1 - /J: both exist at some In,"lor point c, tlum;
Since rL' -+ 0 as n .... ro, this ineqoality shows that {P.} is a cauchy sequence. But a) fCc) - f(c-) is called tie le/thandjump ofI at c,
8 is complete so there is Ii point p in S such that P. -+ p. By continuity off, b) f(c+) - I(c> is called the rlghthand jump off a.t c,
c) f(c+) - f(c- ) is called the jump of! at c.
I(p) = f(lirn P..) = lim f(p,,) lim P..... 1 = p,
"-'GO .-+'X.l' It....,_
/f anyone of these three numbers is different from 0, then c u caJJed a jfmtp dis-
so P is a fixed point off. This completes the proof. continuity off
Many important existence theorems in analysis are easy consequences bf the For the endpoints a and b, only one-sided. jumps are considered, the rigbthand
fixed point theorem. Examples are given in Exercises 7.36 and 7.37. Reference jump at a, f(a+) f(o), and the lefthand jump at bJ(h) I(b-).
4.4 gives app.l.ications to numericaJ analysis.
Eumples
1, The function f defined by I(x) = xlix! if x "# 0, /(0) A, has a jump discontinuity
4.]2 DISCONTlNUffiES OF REAL-VALUED FliNCJ10NS at G, regardless ohbe value of A. Heref(O+) t IlIldf(O-) L (See Fig. 4.6.)
The rest of this chapter is devoted to special properties of real-valued functions 1. The function I defined by I(x) ... I if x #- 0, f(f/j = O. has a removable jump dis.
defined on subintervals of R. continuity at O. In this case /(0+ ) 1(0-) = 1.
 Def.4.50 Mooolooic FIlIIctioos

We shall prove that func,tioIlS which are monotonic on compa<:t intervals

always have finite right- and Jefthand limits. Hence their discontinuities (if any)
must be jump discontipuities.
TlretJrem 4.51. Ilf is increasing on [a, oJ, then/(c+) olldf(c-) both existfor each
c in (a, b) and we have
/(c-) 5,,/(c) :s; f(c+).

A f the em/points we have

FJgIIre 4.7 f(o) :0;;; /(a+) and f(b-) S /(h).

Proof Let A - {f(x): Q < X < d. Since / is increasing, this set is bounded
J. The function I defined by I{x) = l/x if x #; 0, /(0) = fI, hlllj an irremovable dis-
continuity at O. In this case neither 1(0 +) nor I{O - ) exists. (see Fig. 4.7.) above by fIe). Let a. = sup A. Then IX :S fCc} and we shall prove that/(c-)
exists and equals IX.
4. The functionl defined by I(x) =. sin (ljx) if x ::fi 0./(0) = A hann irremovable dis-
To do this we must show that for every I; > 0 tbere is a i) > 0 such that
<:ontinuity at 0 sioce neither 1(0+) nor 1(0-) exists. (See F~. 4.8.)
5. !hefu~ction I defined by I(x) ... x sin (J/x) if x ~ 0, 1(0) I. has a removable c-6<x<c implies I/(x) - ttl < II.
Jump dIscontinuity at 0, since 1(0+) 1(0- ) O. (See Fig. 4.9.)
Jlut sina: cc' "" sup A, there is an e1ementf(x l ) of A such that a - t < /(x t ) ::;; a.
Since f is increasing, for every x in (x I' c) we also have I:t - I;; < /(x) S (l, and
hence I/(x) IXI < e. Therefore the number Jj ... c - XI has the required
property. (The proof that f(c+) exists and is ';:;,/(c) is similar, and only trivial
modifications are needed for the endpoints.)
There is, of course, a corresponding theorem for decreasing functions which
the reader can formulate for himself.
Theorem 4.52. Let / be strictly increasing on t1 set Sin R. Then /-1 exists and is
strictly increasing 011 I(S).
FiKUte4.' Proof Since / is strictly increasing it is one-to-one on S, so f-·I exists. To see
tbatf-! is strictly incR:8Sing, letYI < yz be two points inj(S) and let XI = f-I(y,),
Xl = f- 1(Yl)' We cannot have XI 2:: xz, for then we would also have YI :'<!!:. Fl-
4.23 MONOTONIC FUNCTIONS The only alternative is
1Je.!i1fit~IJlI 4.50•. h!t I be a real-Mlued lunction defined on a subset Sol R. Then
!mS,saul to be Increasing (or l'tondecreosing) on S if
IS frJf every pair ofpoints x and y
and this means thatj-t is strictly increasing.
x <y implies I(x) :s; fry). Theorem 4.52, together with Theorem 4.29, now gives us:
11x :: Y impln:s.«x) < f~ y), thenf is said to be strictly increasing on S. (Decreasing Theonm 4.53. Let I be SJrictl,v increasing and continuous on (1. compact interval

functiOns are Sltmlarly defined.) A funcr;on is rolled monotonic on S if it is increasing [a, b]. Thenf-l is continuous and strictly increasing on the interval [f(a),f(b)].
on S or decreasing on S.
NOTE. Theorem 4.53 tells us that a continuous, strictly increasing function is a
. If/is an increasing function, then is a decreasing function. Because of this
topological mapping. Conversely, every topological mapping of an interval [a, h]
sImple fact, in many situations involving monotonic functions it suffices to consider
only the case Qf increasing functions. onto an interval [c, d] must be a strictly monotonic function. The verification of'
this fad will be an instructive exercise for the reader (hercise 4.62).
 Now consider the functions f defined on R as follo~:
2

EXERCISES
X2 y2 if (x, y) '# (0, 0),[(0. 0) "'" (I.
(
a ) !x,y) +Yi
Limits or sequences
. (Xy)z if (x, Yl ". (0, 0), fCO, 0) = O.
4.1 Prove each or the following statements about sequences in C. b) f (x, Y ) .. (x;)2':; ex - y)2
a) z" -> 0 if Izi <. 1; {r-} diverges if 1<1 > L
b) rr z. 0 and if k ..} is bounded, then {c.z..} -> o. c) I(x, y} - !- sin (xy) If x c# 0,[(0, y) = y.
x
c) z·jll! ... 0 for every complex z.
_ {(X + y) sin (I/x) sin O/y) if x ~ 0 and y ". 0,
d) If «If = + 2 II. then 0lr -+ O. d) f(·>:, y) - 0 if x = 0 or y '" O.
4.2 If a.+ 2 = (a,,+ I + (1.'/2 for alll1 ~ I, show that b • .... (al + 202 )/3. Hint. QIH 2 -
jf Ian x ". tan Y.
4.+1 :l(a" - a" + a· Sin:x sin y
4.3 If 0 <. Xl <. 1 and if X.+l 1- for all 11 ;c:; 1, prove that {x.} is a e) I(x, y) = tan x - tan y
(
decreasing sequence with Jimit O. Prove also that x~+tlx• .... !. cos'! x if tan x tan y.
4.4 Two sequences of positive integers {a,,} and {h.} are defined R!l;ll!'Sively by taking In each of the preceding examples, determine whether the following limits exist and
al hi = 1 and equatin, rational and irrational parts in the equation evaluate those limits that do exr.;t:
o. + on ,/2 ::. (0,,_ 1 + D,,_ I Jirz for n ?: 2; lim [lim f(x, y)] ;
g ..... O )'-0
Jim [lim [(x. )i}l ;
' .....0
lim f(x, y).
x-O {x.s)--(O.O,
Prove that a; -
U{ I for If ;c:; 2. De~uce that «,,/ft. -+ '../2 through values > .../i, 4.1% If X e [0, 1] prove that tbe following limit exists.
and that 'lb.la• .... ,,2 through values <. .../2.
lim [lim cos 2ft (m! 1fx)] ,
45 A real sequence {x,,} satisfies 7x"+1 x~ + 6 for n ;c:; L If '~l = t. prove that the ,"~J;:O « .... <0

sequence increases and find its limit. What happens if '''1 = t or if Xl = !? and tll\l.t its value IS 0 or I, according to whether x is mtional or rational.
4.6 J f I«.J <. 2 and la.. +2 - O"+II ~ il«;+ I - a=l for all It <!: 1, prove that {a.}
converges. or
COIItinuity real-valued 'lIDCdOllll
4.7 In a metric space (S, d), assume that x• ..... x and Y. -> y. Prove that d(xp Y.) .... 4.13 Let f be continuous on [0, b] and let f(x) '" 0 wben x r.; rational. Prove that
d(x, y). f(x) = 0 for every x in {o, h].
4.8 Prove that in a compact metric space (S, d), every sequence in S has a subsequence 4.14 Let f be oontinuous at the point a (01) Q2 • ••. , u,,) in R".. Keep «2' 113' ••• , 6.
which converges in S. This property also implies that Sis compacl but you are·not re- fll(ed and define a new function 9 of one reat variable by the equation
quired to prove this. (For a proof see either Reference 4.2 or 4.3.) g(x) '" I(x, Q], ••• , a,,).
4.' Let A be a subset of a JnCtric space $. If A is complete, prove that A is closed. Prove Prove that 9 r.; continuous at the point x (I._ (This is ~metimes ~tated as follo~:
that the converse also holds if S is complete.
A continl/ous fUllction of 11 variables is c()lt;tinuous in each vtJrlabfe sCfparately.)
4.15 Show by an example that the converse of the statement in Exercise 4.14 r.; not true
Limits vf flDldioos
in general.
NOli. In Exerci'!le!i 4.10 through 4.28, all functions. are real-valued.
4..16 Letf, U, and h be defined on [0, I] as follows:
4..10 Let [be defined on an open interval (a, b) and assume x E (a, b). Consider the two f.(x) g(x) h(x) O. whenever x is irrational;
statements
f(x) = 1 and g(x) = x, whenever x isrational;
a) lim I/(x + h) - lex)! "" 0; b) lim I/(x + h) - f(x ';)1 o. h(x) = lIn. if x r.; the rational number mIn <in lowest terms);
"-0 It-O

Prove that (a) always implies (b), and give an example in which (b) bolds but (a) does not. 11(0) "" J.
4.11 Let I be defined on R2. If Prove that I is not c:ontinuous anywhere in [0, 1]. that 9 is continuous only at ,\ 0, and
lim I(x, y) L that h is continuoull only at the irrational points in [0, I].
(x.v)-\4P.b)
4.17 For each x in [0. I}. let !(x) = x if x is rational, and let lex) = I x if x is
and if the one-dimensi.onallimits limN. lex, y) and limy_ofex, y) both exist, prove that
irrational. Pro,"-e (hat:
lim [Iimf(x, .I'l] = lim [Iimf(x, y)l = L. a) f(!(x» x for all x in [0. 1). b) f(x) + f(l - x) = I for all x in [0, 1).
A_d Y-t'b y_b X_lit
 c) I is continuous only at the point x = !. 11) Prove tlult I cannot be eontinlJOUll on [0, 1 ~
d) I assumes every value between 0 and 1. b) Construct a function Iwhich has the above property, . , ..
e) I(x. .J. y) I{x) I(y) is rational for all oX and y in [0, 1]. c) Prove that any function with this property has infinitely many dlscontlnult1eS on

4.18 Let lbe defined on R and assume that there ~ists at least one point Xo in R at which [0, )].
I is continuous. Suppose also that, for every x and y in R, f satisfies the equation 431 In each case, give an example of a function f. continuous on S and such that
{(8)" T, or ebe explain wby there can be no such {:
[(x + y) I(x) + fey).
a) S = (0, 1), T (O, 1].
Prove that there exists a constant a such that I(x) = ax for all x. b) S = (0, I), T (0.1) v O. 2).
4.19 Letfbecontinuous on [a, b] and ddinegas follows:g(a) = I(a) and, fora < .x :$ b. c) S at, T = the $et of rational numbers.
let g(x) be the maximum value oflin the subinterval [0. x]. Show that 9 is continuous on
d)S={O,t]u{2,3J, T={O.l}.
(0, b]. 2
e) S = {OJ 1] )( (0, I], T = R •
4.2G Lctl1 , ••• ,I... be m real-valued functions defined on a set S in a". Assume that each
Ji. is continuous at the point II of S. Define a new (unction I as follows; For each x in S. n S "'" [0, 1] x [0, 1 I. T = (0, 1) x (0, I).
2
I(x) is the largest of the m numbers 11 (x)•... ,j,..(x). Discuss tile continuity of/at a. g) S = (0, 1) x (0, I), T = R •

4.21 Let f; S -> R be continuous on an open set Sin R", assume that PES. and assume
that[(p) > O. Prove that there isan /l.ball.B(p; r}such that/ex) > 0 for every x in the
Cocdnuit;r in rneml; spaces .
ball.
In Exercises 4.29 through 4.33, we a.<\Sume that I: S -> T is a function from one metric
4.n Let I be defined and continuous 00 a dosed set Sin R. Let
space (S, tis) to another (T, d r )·
A {x: xeS and I(x) OJ. 4.29 prove thal I is continuous on S if. and only if.
Prove that A is a closed subset of R. 1-'I(lnt B) S intf-1(B) for every subset B of T.
4.23 Given a function I: R ....,. R, define two sets A and Bin R 1
all follows: 4.30 Prove that I is continuous on S if, and only if,
A = {(x, y); y < (x)}. B {(x, y) : y > j(x)}. {(;I) s J't!ij for every subset A of S.
4.31 Prove that I is continuous on S if, and ooly if, f is ~ontinuoUli on every compact
Z
Prove that lis continuous on R if. arid only if. both A and B are open subsets of R •

4.24 Let fbe defined and bounded on a compact interval S in R, If T s S, the number subset of S. Hint. If X,. .... P in S, the set {p, x I' XZ, ••• } IS compact:.. '
O,(T) = sup ([(x) ~ I(y) : x e T, y € T} ....31 A fun(;tion f: S -+ Tis called a cJt:ned nUJpping on S if the Image/(A) IS. closed in T
for every closed subset A of S. Prove that f is continuous and closed on S If. and only
is called the osciHarion (or span) ofIon T, If XES, the oscillation off at x is defined to if./(;t) M for every subset A of S. . '
be tile number .
....33 Give llnexamp Ie 0 f a conll'l\ooUS [and a CauchY sequence {x.} In some metm;
w,,(x) = lim Cl.,(B(x;h) t"I $). space S for which {{(x.)} is not a cauchY sequence in T.
.....0+ • • .. t • 110 orphic to a' This shows that
4.34 Prove tbat the interval (-I, I} In... IS ~m '
Prove that this limit alwuys exists and that m,(x) = 0 if, and only if. lis continuous at x. neither ooundedne.ss nor completeness is a topologtcal property.
4.15 Let/be continoous on a compact interval (u, oj. Suppose that fhas a local max- 4.35 Section 9.7 contains an example of a function f, continuous 011 [0, I]. with
imum at XI and a local maximum at Xl' Show that there must be a third point between I( [0. J 1) "" [0, 1] x [0. I]. Prove that no such I can be one-to-one on [0, I).
Xl and X2 where fhas a local minimum.
NOTE. To say that fhas a local maximum at .rl means tlmt there is a I-ball B(x 1 ) such
that [(x) oS If¥:1) for all x. in B(x,) r. [a, b]. Local minimum is similarly defined. O)llneeteelDeSS
4.36 Prove that a metric space S is discmlnected.if, and only if, there is a nonempty subset:
4.26 Let fbe a real-valued function, continuous on [0, 1), with the following property:
For every real y, either tbere is no x in [0. I] fOl" which I(x) = )' or there is ex.actly one A of SA". S which is both open and dosed In S.
such x. Prollc that l ill strictly monotonic on 1]. to. 4.37 P~o...-e tba~ a metric space S is connected if, and o~IY if, the only subsets of S which
4.17 Let j be 11 function defined on [0, I] with the following property: For every rea! are both open and closed in S are the empty set and S Itself. . .
number y, either there is no x in [0. I] for which/(x) '" y or there are exactly two values 4.38 Prove that the only connected subsets of R are (a) the em~y ~t, (b) $ets cOl1$lshng
of X in [0, 1) for which/(x) = y. of Ii single point, and (e) inte",-als (open, closed, half-open, or mfinlte).
 101
100

4.39 Let X be a conlledcd subset of a metrk space S. Let Y be a subset of S such that 4.55 Let [ : S... T be a funetlon from a metric space S to another metric space T.
X!,';; y ~ X, where X is the c10l1W'e of X. Prove tha,t Y is also connected. In particular, Assume j is unifonnly continuous on a subset A of S and that T ill com~ete. prove that
this shows that X is connected. there is. a unique extension ofIto A which is uniformly continuoU$ on A.
4.S6 In a metric space (S, d), let A be a nonempty subset of S. Define a function
4.40 If x is a point in a metric space S, let U(x) be the component of S contaiuing x.
Prove that U(x) ill c1l.1!!led in S. [A : S -+ R by the equation
4.41 Let S be an open subset of a. By Theorem :U I, S is the union of a countable dis-- 1.(x) = inf {d(x.y): yeA}
joint collection of open intervals in R. Prove that each of these open intervals is a com- for each x in S. The number lA(x) is call«I the distance from x to A.
ponent of the metric subspace S. Explain why this does not contradict Exercise 4.40.
a) Prove that fA is uniformly continuous on S.
4."1 Given a compact set S in ROO with the following property: For every pair of points
b) Prove that..i = Ix; XES and {.l(x) O}.
a and II in S and for every II > () tbcre exists 11 finite set of points {Xl!. It. •.•• x,,} in S
with %0 = a and '!I" b s\lCh that 4..57 In a I:l"IIrtric space (S, d).ld A aod B be disjoint dooed subse:ts of S. Prove t~at then:
exist disjoint open subsets U and Y of S such that A ~ U and B V. Hmt. Let
Ilx. - x._ll <: e fork = 1,2. .. . ,11. g(x) / ...h:) - fJ..x), in the notation of Exercise 456, and consider 9 -I{ - 00. 0) and
Prove or disprove; S is connected. g-l(O, -t (0).
4.43 Prove tbat a metric space S is connected if, and only if. eve()' nonempty proper
wbset of S has a nonempty boundary. ~..tift
1
451 Locate and c1aiSify the discontinuities of the functions I defined on R by the follow-
4M Prove that every COOVllJ( subset of R" is connected.
ing equations:
4.45 Given a function f: R" .... R" which is one-to-one and amtinuODS on R". IT A is
a) I(x) '" (sin x)fx if x '" 0.1(0) = o.
open aDd disconoeeted in R". prove that rCA) is open ll.lld disconnected in f(R").
b) [(x) et/" if x ~ 0.1(0) "" O.
4.46 Let A - {(x, y) : 0 <: x s 1, y sin Ilx}, B =- {(x, y) ; y 0, -I:s. x sO},
and let S = A v B. Prove that S is connected but not arcwise oonnected. (See Fig.
section 4.18.)
".S. c) [(x) = eli:'
d) I(x) = 1/(1
+ sin (l/x)
ell"')
jf x ~ 0, 1(0) '"
if x ~ o,[(O} o.
Q.
.
4.47 Let F {Fl' F2• .• , } be a countable colleQion of conftected compact sets in a" 4.59 Locate the points in R Z at wbidt each of the fUJletions in ExerciJe 4.1 1 is Jlot con-
such that Fl 1"1 5: Pi. for each Ie ;;; 1. Prove that the in~jon ni"a
t Fk; is connected tinuous.
and closed.
4.48 Let S be an open conncaed set in .A·. IAt Tile Ii component of R it S. Prove tbat MonGCGBie ftl8dicJm
R" - T is connected. 4AO Let/be defined in the open inten-al (0, b) and assume that for each interior point x-
4"" Let (S, 4) be a connected metric lIpa<;e: which is nOl bounded. Prove that for ewry of ea, b) there exists a I-bait Bex) in which I is increasing. Prove that [is an increasing
a in S and every r > 0, the set {x-: d(I. 0) r} is nonempty. fu~ionthrou~out~,~.
4.61 Let/be continuous on a compact interval la. b] and. assume that {does not hav~ a
lOCllI rntIxirnum or a local minimum lit my interior point. (See the NOTE followmg
UAif_ CUltinulty
Exercise 4.25.) Prove that! must be monotonic on [a. b].
4.50 Prove lbat a function which is uniformly continuous on S is also continuous on S. 4.61 If[is one-to-one and continuous on la, b], prove that I must be stric!ly monotonic
4.51 Ir [(x) = x~ for x in R, prove thai f is Dot unifonnly continuous on R. on [a. bJ. That is, prove that every topological mapping of [0, b] onto an mterval {e, d]
4.S1 A$ume that f is uniformly continuous on II bounded set S in JIM. Prove that f ml.ISt must be strictly monotonic.
be bounded on S. 4..63 Let f be an increasing function defined on [a, bland Jet XI" •. , X 6 be If points in
4.53 Let t be: a function donned on a sct S in R" and assume lhat reS) 5: a", Let g be the interior such that a -< Xl .( Xz <: ••• < XM <: b.
defined on f(S) with value in R ll, and let II den04e the composite function defined by a) Show that 2:%=1 [f(x.+) - f(x,.-)] :s. I(b-) - !(a+).
h(x) g[f(x» if Jt e S. Iff is uniformly continuous on Sand ifg is uniformly continuous b) Deduce from part (al that the set of di5(:ontinuities of[is countable.
on r(5), show that b is uniformly continuous on S.
c) Prove that [has point$ of continuity in every open subinterval of [a. b].
434 Assume f: S..... T is uniformly continuous on S, where S and T are metric spaces.
4.64 Give an example of a function J, defined and strictly increasing on a set Sin R, such
If {x.} is any Cauchy sequence in S. prove that {f{x,,)} is a Cauchy sequence in T. (Com-
that I-I is not continuous onj(S).
pare with Exercise 4.33.)
 103
1{12.

4.11 Assume that / satisfies the condition in Exercise 4.71. If xeS, let Po x.
4.65 Let/be stIi<:t1y increasing on a subset S of II. As&uJ:ne that the image/(S) has OM PH I = /(p,J, and t'" ~ d(p". P,,+t) for" ~ O.
of the following properhes: (a)/(S) is opeD; (b)/(S) is connected; (e)/(S) is closed. Prove a) Prow that {e.} is II decreasing sequen«, and let c lim c".
that / must be continuow 00 5.
b) Assume there is a subsequence {Pltal} which converges to a point q in S. Prove
that
Metric spaa::s .... bal poiItls c "" d(q,{(q» = d(l(q),j[/(q)l).
4.66 Let B(S) denote the set of all real-valued functions which are defined and bolllfded
on a nonempty set S. U f e B(S}. let Deduce that q is a fixed point of / and that P. -> q.

II/II = sup If(x)J.

-s
suGGESTED REFERENCFS FOR FURTHER STL'DY
The number 1/1 is called the "sup norm" of J:
a) Prove that tbe formula d(f, g) = II/ ~ 9 ~ defines II metric d on Be$). 4.1 Boa.'I" R, P., ,4 /'rimer of Real FINICI;Ort3. Carus Monograph No. 13. Wiley, New
b) Prove that the 'metric space (B{S), d) is complete. Hint. If {k} is a cauchy York, ]960.
sequence in B(S}, show that {f,,(x)} is a Cauchy sequence of real numbers for each x in S. 4,2 Gleason, A., FJUlr./tuneJ'ftals 0/ Abstmct AlIt1Jysis. Addison-Wesley, Reading, 1%6.
4.'7 Refer to Exercise 4.66 and let C(S) denote the subset of B(S) consisting of all func- 4.3 Simmons., G. F., IntrodllCllon to Topology and Modtrm Analysis. McGraw-Hill.
tions contlnut1fiS and bounded on S, where now S is a metric space. New Yodr, 1963.
a) Prove that ceS} is Ii closed subset of B(S). 4.4 Todd, J.• SUf"DeJI 0/ NumerkDJ AM1ysis. McGraw·Hill, New York" 1962
b) Prove that the metric: subspace ceS} is complete.
4.68 Refer to the proof of the fixed-point theorem (Theorem 4.48) for notation.
a) Prove that d(p, p,,) 5 d(x,j(x»)rl'/U - II).
This inequality, which is useful in l:lumeri~1 work. provides an estimate for the distance
from P. to the fixed point p. An example is given in (b).
b) Take/(x) ~(x + 2Jx), S = [I, + co). Prove that/is a contraction of S with
contraction constllnt « = ! and fixed point p =.Ji Form the sequence {P.}
starting with x = Po = J and show that Ip. - ../21 :s 2-°.
4..69 Show by counterexamples that the fixed-point theorein for contractions need not
hold if either (a) the underlying metric :space is not complete. or (b) the contraction
constant II ;::: 1.
4.'10 Let f: S .... S be a function from a complete metric space (5, Ii) into itself. Assume
there is a real sequence {tI.} which converges to 0 sueh thai d({"(x), r(y» :s «,p(x, y)
for all II ;::: ] and all .T. Y in S, where f· is the nth iterate of{; that is,
[lex) f(x}, /Hl{x) "" /({"(x» for n ?: l.
Prove tbatfbU a unique fixed point. Hint. Apply the fixed·point theorem tof" for a
IUitablem.
4.71 Let /: S ..... 5 be II function from a metrie space (S. d) into itself such that
d(f(x),/(Y}) < d(x. y)
whenever x # y.
a) .Prove that {has at most one fixed point, and give an example of such an f with 110
fixed point.
b) If S is compact. prove that / has exactly one fixed point. Hint. Show that
g{x) d(x,f{x» altaim its minimum on S.
c} Give an example with S compact in which / is not a contraction.
 lOS
Th.5..3

CHAPTER 5 derivative off Similarly, the nth derivative of J. denoted by fl·', is defined to be
the first derivative of fl,,-i), for n = 2, 3, . . .. (By our definition, we do nol
consider p.) unless fIn-i) is defined on an open intervaL) Other notations with
which tbe reader may be familiar are

.rCe) "'" Df(e)

d!
- (e) [where y "'" j(x)],
DERIVATIVES d~

or similar notations. The function I itself is sometimes written pOl, The process
which produces f' from f is called differrmtialion.
S.l INTRODUCfION
This chapter treats the derivative, the central concept of differential calculus. Two 5.3 DERIVATIVES AND CONTINUITY
different types of problem-the physical problem of finding the instantaneous
'Velocity or a moving particle, and the geometrical problem of finding the tangent The next theorem makes it possible to reduce some ofthe theorems on derivatives
line to a curve at Ii given point-both lead quite natura.Uy to the notion of deriva- to theorems on continuity.
tive.. Here, w~ shall not be concerned with applications to mechanics and geometry, TlwoRlft 5.1. If/is defined on (a, b) Q1Id differentiable at a point c in (0, b), then
but Instead will confine our study to general properties of derivatives.
there is a/unction f* (depending onf and on c) which is continuous at c and which
This chapter deals primarily with derivati'l'e:$ of functions of one real variable
specifically, real-valued functions defined on intervals in R. It also discuS$e~ sati#es the equation
f(x) fCc) = (x - c)!*(x), (l)
brj~fly .deriv~tives of vect?,,-~alued functions of 0n.e
real variable, and partial
denvatrves, smce these tOPICS Involve DO new ideas. Much ofthis material 'Should lor all :x in (a, b), with I*(c) = r(e). Corwersely, if there is a fUnction!,*, CQn-
be familiar to the reader from elementary calculus. A more detailed treatment of tinuolls at c, which satisfies (I), then f is differentiable at c and I'(e) = f*(c}.
derivative theory for functions or several \fariables involves significant changes
and is dealt with in Chapter 12. Pmof If!,(e) e~ists, letf'" be defined on «(1, b) as follows:
The last part of the cbapter discusses derivatives of complex-valued runctions - J(c)
of a complex variable. rex) x c
if x #; c, rCe) "'" FCc).

Thenf* is continuous at c and (I) holds for all x in (a, b).

5.2 DEFINITION OF DERIVATIVE
Conversely, if (1) holds for some/* continuous at c, then by dividing by x c
If/ is defined on an open interval Ca, b), then for two distinct points x and e in and Jetting x ~ c we see that!'(c) exists and equatsf*(c).
(a, b) we can fonn the difference quotient
As an immediate consequence of (I) we obtain:
f(x) .... fCc)
x - c TlN1qrem 5.3. If/is differentiable at c, the'll is continuous at c.
We keep c fixed and study the behavior of this quotient as x .... c. Proof Let x -+ c in (1).
DejUritiOD 5.1. Let f be defirwd on an open interval (0, b), and QS$llJlle that C E (0, b). NOTE. Equation (1) bas a geometric interpretation whieh helps. us gain. insight
Then / is said to be differentiable Of c whenever the limit into its meaning. Sincef· is continuous at c./*(x) is nearly equal to f"/(,:) /'(t:)
if x is neaT c. Replacingf*(x) by /'(1:) in (1) we obtain the equation
· !(x)-
I1m -
oX ....." X C f(x) = f(c) + !,(c)(x - c),
exists. The' limit, denoted by,j'(e), is ca/Jed the derivalim> of/at c which should be approximately correct when x c is small. In other word$, iflis
differentiable at c. thenjis approximately a linear function near c. (See Fig. 5.1).
This limit process defines a new function /', whose domain consists of those
points in (fl, b) at which I is differentiable. The function f' is caned the first Differential calculus continually explaits this geometric property of functions.

104
 lOG Th.S.4 107

Theorem 5.5 (CluUIJ rJ#i). Let/he defined on an open interval 8, let 9 be defined 011
Tangent line
/(8), and consider the composite [unction 9 " f defined on S by the ,e"qualion
with ~lope !'(~) ----._",,,,_ ~..,_.
(g f)(x)
Q oU(x)].
Assume there is a point c in S such that fCc) is an interior point of /(S). 1/1 is
differentiable at c and if 9 is dtl!erentiable at /(c) then gel is differentiDblr: at c
and we have
(9" f)'(c) = gT[(c»)J'(c).
Proof Using Theorem 5.2 we can write
5.4 ALGEBRA OF DERlVATlVES [(x) - ftc) = (x c)f*(x) for aU x in S,
The next theorem describes the usual formulas for differentiating the sum, differ- where /* is continuous at c and [*(e) I'(e). Similarly,
ence, product and quotient of two functions.
g(y) - g[f(c)] "" [y - l(c)]g*(y),
T1t«Jrem 5,4. Assume f and g are defined on (a, b) and differentiable al c. Then for all y in some open subinterval T of/(S) containing/eel. Here g* is continuous
f + g,f - g, andf' garealsoaEjfefenlitlb/eat c. ThisisalsoJl'Ueo/ffgifg(c) #- O. at/(e) and g*U(c)] = g'[f(c)].
The derivatives at c are given by the lollowing formulDS:
Choosing x in S lID that y = f(x) E T, we then have
a) (f ± g)'(c) ; /,(e) ± g'(c),
g[j(x)] - O[/(c)] = [lex) [(c)]g*[J(x)] = (x c)f*(x)g*[f(x»). (2)
b) (/'9)'(c) = f{c)g'(c) + /,(c)g(c), By the continuity theorem for composite fundions,
c) <flg)'(c) g(c)f'(c) - f(c)g'(c) g*[f(x)] ..... g*U(e)] = g'[/{e») as x
g(e):! .. provided g(c) #: O. -I- C.

Therefore, if we divide by x - c in (2) and let x ..... c, we obtain

Proof We shall prove (b). Using Theorem 5.2 we write
lim gIf(x)] - g(J(c)] = g'[f(c)]f'(c),
f(x) = ICc) + (x c)!*(x), g(x) g(c) + (x - c)g*(x). ..--" X - C
Thus, as required.

[(x)g(x) - f(c)g(c) (x - c)[f(c)g'i'(x) + !*(x)g(C)] + (x - C)2/*(X}g*(x). 5.6 ONE-SIDED DERIVATIVES AND INFlNlTE DERIVAl1VES
Dividing by x - c and letting x _ c we obtain (b). Proofs of the other statements Up to this point, the statement that / has a derivative at c has meant that c was
are similar. iltferior to an interval in which / was defined and that the limit definingl'(c) was
From the definition we see at once that iff is constant on (a, b) then f' = 0 finite. It is convenient to extend the scope ofour ideas somewhat in order to discuss
On (a, b). Also; if I(x) x, then /'(x) = I for all x. Repeated application or derivatives at endpoints or intervals. It is also desirable to introduce infinite
Theorem 5.4 tells us that jf /(x) "" x" (n a positive integer), then nx"-I rex) derivatives, lID that the usual geometric interpretation of a derivative as the slope
of a tangent line will still be valid in case the tangent line happens to be vertical.
for all x. Applying Theorem 5.4 again, we see that every polynomial has a deriva-
tive everywhere in R and every rational function has a derivative wherever it is In such a case we cannot prove tbat/is continuous at c. Therefore, we explicitly
defined. require it to be so.
Definiti6J1 5.6. ut/ be defined on a closed interval S ana assume that f is continuous
5.5 THE CHAIN RLJI,E fit the point c in S. Then f is said to have a righthand derivative at c if the rigbthand
limit
A much deeper result is the so-called chain ruJe for differentiating composite func- lim f(x) - fCc)
tions.
X-+f+ x -- C
 108 lot

f' xisls as a finite value. or if the limit is + co or - 00. This limit will be defWled by If /,(e) + 0::>, there is a I-ball B{e) in which
I:"(c). Lefl#lQ/ld dl'riMUves, denoted by I:.. (c), Qfe similarly defined. In addition
if c is an interior point 01 S, then we say t1uJ:t I has the derivative /,(e) = + ao if Ax) - fCc) > 1 whenever oX "" c.
both the right~ and leftJumd derivatives at care + 00. (The derivative /,(c) = _ 00 x-c
is similarly defined.)
In this ball the quotient is again positive and the conclusion followlI as before.
J~ is c.lear thatfhas. a derivative (finite or infinite) at an interior point c if. and
only IfJ+(c) = I -'-(c), m which case/~{c) = I'-(c) '-= f'(e). A result similar to Theorem S.7 holds, of course. jf/,(c) < 0 or ifr(e) =- co
at some interior point c of (Q, b).

.5.8 ZERO DERlVATIVFS AND LOCAL EXTREMA

lk./iJriti,fHIS.8. Let I be a real-"li-fIlued function defined on a SI1bset S 01 a metric
space M. and assume a e S. Then I is said to have a local maximum at a if there i$
II brlll B(a) such that

Ax) S I(a) lor aU x in B(a) n S.

111(x) ;:l; fla) lor all x in B(a) f"\ S, then I is said to Iuwe (J local minimum at Q.

NOTE. A IQCld maximum at a is the absolute maximum of/on the subset B(a) n S.
If I has an absolute maximum at a, then a is also a local maximum. However, I
can have local maxima at several points in S without having an absolute maximum
on the whole set S.
YIgUft 5.Z The next theorem shows a connection between zero derivatives and local
extrema (ma~ma or minima) at interior points.
Figure 5.2 illustrates some ofthese concepts. At the point Xl we havef~(xI) =
00.At Xz the lefthand derivative is 0 and the righthand derivative is L Also TltaUllf 5". Let / be defined on an open interval (a, 0) and assume that I has a
f'(x J } ~ -00, !,-(~4} '= -1: f~(X4) == +1, f'(x 6) = +co, and P.. (X7)-=2.' local maximum or a local minimum .at (pf interior point co/(a. h). III has 0. deriVtlUve
There IS no denvaHve (one-SIded or otherwise) at xs. since I is not continuous (finite or infinite) at e, then I'(e) must be O.
there.
Proof. If /,(c) is positive or +00, then J caIlnot have II. local extremum at c
because of Theorem 5.1. Similady,f'(c) cannot be negative or -a:J. However,
5.7 FUNCTIONS WITH NONZERO DERlVATIVE .because there is a derivative at c, the only ot.her possibility is/,(t::) = o.
t
T':o~m 5.7. Let I e defined (JfI an open interval (a, b) and aSSUme tlmt lor SOme
: lit ,~, b) We have I (e) > 0 or 1'(e) = + co. Then there is Q I-ball B(c} £= (a, b)
The convene of Theorem 5.9 is not true. [n general, knowing that/,(c) = 0
In which is not enough to determine whether Ihll1> an extremum at c. [n fact, it may have
neither, as can be "'entied by the example I(x) = x 3 and c = O. [n this case,
lex) > f(c) if X > C, and I(x) < I(e) if x < c.
/,(0) = 0 but I is increasing in every neighborhood of O.
Proof If/,(e) is finite and positive we can write Furthermore. it should be emphasized that I can have a local extremum at c
witoout f'(c) being zero. The example I(x) = Ixl has a minimum at x 0 but.
fCc) (x c)!*(x),
of course. there is no derivative at o. Theorem 5.9 assumes that I bas II. derivative
where 1.* is continu~us at c andf*(c)
/'(c) > O. By the sign preserving property (finite or infinite) at c. The theorem also assumes that c is an interior point of
o.f Colltmuous functions there J:5 a I-ball B(c) r;;
(a, b) in which/*(x) bas the same (a, b). In the example fix) = x, where a S x 5,; b, I takes on its maximum and
SIgn as/*(c), and this means that/ex) f(c) has the same sign as x-c. minimum at the endpoints but/'ex) is never zero in [0., b).
 110 Th.5.10 Cor. 5.15 111

5.9 ROLLE'S THEOREM

NOTE. The reader should interpret Theorem 5.12 geometrically by referring to the
It is geometrically evident that a sufficiently "smooth" curve which crosses the curve in the xy-plane described by the parametric equations x = g(t), Y = f(t},
x-axis at both endpoints of an interval [a, b] must have a "turning point" some- a:S;; t :s;; b.
where between a and b. The precise statement of this fact is known as Rolle's
theorem. There is also an extension which does not require continuity at the endpoints.
1htJu1fl 5.13. Let f and 9 be two functions, each having a derivative (finite or
Tlteorem 5.10 (Rolle). Assume f IuJs (1 derivative <finite or infinite) at each point 0/
infinite) at each point of (a, h). At the endpoints assume that the limits /(a +),
an open inteTl!QI (a, b), and assume that / is continuous at both endpoint9 a alld b.
g(a+), f(b-) and g(b-) exist as finite values. Assume further that there is no
I//(a) = feb) there is at least one interior point c at whichj'(c) = O.
interior point x Qtwhich holh j'(x) and gt(x) are infinite. Then for some ime-rior
Proof We assume f' is never 0 in (a, b) and obtain a contradiction. Since / is point c we have
continuous on a compact set, it attains its maximum M and its minimum m some- j'(c)[g(b-) - g(a+)] = g'(c)[f(b-) - f(!t)].
where in [a, b]. Neither extreme value is attained at an interior point (otherwise
/' would vanish there) so both are attained at the endpoints. Since f{a) = feb), Proof Define new functions F and G on [a. b] as follows:
then m = M, and hence/is constant on [a, b]. This contradicts the assumption
that/, is never 0 on (a, b). Therefore f'(e) = 0 for some c in (a, b). F(x) = f(x) and G(x) = g(x} if x IE (a, b);
F(o) = f(a+), G(a) = g(a+), F(b) = f(b-), G(b) = g(b-).
5.10 THE MEAN-VALUE THEOREM FOR DERIVATIVES Then F and G are continuous on [a. b] and we can apply Theorem 5.12 to F and
G to obtain the desired conclusion.
11Ieorem 5.11 (MellUf-Yalue TfIeorem). Assume that / has a derivative (finite or
infinite) at each point ofan open interval (a, h). and assume also that f is continuous The next result is an immediate consequence of the Mean-Value Theorem.
at both endpoints a and b. Then there is a point e in (a, b) such that
Theorem 5.14. Assume/has a derivative (finite or infinite) at each point 0/ an open
feb) - f(a) = j'(c)(b a). interval (0, b) and tMI f is continuous at the endpoints a and b.

Geometrically, this states that a sufficiently smooth curve joining two points a) Iff' takes only positive values (finite or infinite) in (a. b), then f is strictly
A and .B has a tangent line with the same slope as the chord AB. We will deduce increasing on [a, h].
Theorem 5.11 from a more general version whil;h involves two functions f and 9 in b) If/' takes only negative values (finite or infinite) in (a, b). then f is strictly
a symmetric fashion. decTetlJlng on [a, b].
c) Iff' is zero f!Vf!rywhe-re in (a, b) then f is constant on [a, b].
Tltevrem 5.12 (GeneraIivd Mean- Value Theorem). Let f and 9 be two functions,
each having a derivative: (finite or infinite) at each point of an open interval (a, b) Proof Choose x < y and apply the Mean-Value Theorem to the subinterval
and each continuous at the endpoints a and b. Assume also that there is no interior [x, y] of [a. b] to obtain
point x at which bothp(x) and g'(x) are infinill'. Then for some interior pcint c we
fey) - f(x) = j'(c){y - x) where c € (x, y).
have
f'(c}[g(b) - g(a)] = g'(c)[f(b) - /Ca)]. All the statements of the theorem follow at once from this equation.

NOTE. When g(x) x, this gives Theorem 5.1 I.

Proof. Let hex) f(x)[g(b) - g{a)] - g(x)[f(b) - f(a)]. Then h'(x) is finite if
bothj'(x) and g'(x) are finite, and h'(x) is infinite if exactly one of/'(x) or g'(x) is
infinite. (The hypothesis excludes the case of both rex) and g'(x) being infinite.)
Also, II is continuous at the endpoints. and heal = h(b) = f(a)g(b) - g(a)f(b}.
By Rolle's theorem we have h'(e) = 0 for some interior point, and this proves the
assertion.
By applying Theorem 5.14 (c) to tbe difference f - 9 we obtain:
Corolltuy 5.15. iff and 9 are continuous on [a, b] and har.u! equal finite derivatit'es
in (a, b), thenf - 9 is constant on [a, b].
5.11 lNTERMEDIATE-VALUE TIJEOREM FOR DERIVATIVES
In Theorem 4.33 we proved that a function f which is continuous on a compact
interval [a, b] assumes every value between its maximum and its 'minimum on
 111 111. 50Ii n.5.20 113

the interval. In particular.!assumes every value between f(a) and feb). A similar
result will now be proved for functions which are derivatives.
lMor;un 5.16 (lrIt.rllltnlitl.te-vll1lHJ tlturttmfttr dniMtitle$). Assume that I is de-
fined on a C017lpucl interval [a. b] and that I has a derilJQtive (finite or inJittih!) at each
interior point. Assume also that I hasfinite one~sided derivatives f~ (a) andf:-(6) at
the endfUJints, with Ii-(a) '" p . (b). Then, if cis 0. real mJmber between I~(a) and
/:_(b), there exists at least one interior point x such that /,(x) c.
discontinuity (by Theorem 4.51). Hence f' omits some value between /'«(1.) and
/'({f), contradicting the intermediate-value theorem,
5.12 TAYWR"S FORMULA WnH REMAINDER
As noted earlier, iff is differentiable at c, tbenl is approximately a linear function
near c. That is. the equation

Proo/. Define a new function g as follows: I(x) = I(e) + /,(c)(x - e),

is approximately correct when X c is small Taylor's theorem tells us that. more
g(x) = /(x) - I~a! if x t> a, g(o) = f~(a). gene:raDy,fcan be approximated by a polynomial of degree 11. I if[has a deriva-
x-a tive of order n. Moreover, Taylor's theorem gives a useful expression for the error
Then g is continuous on the closed interval [a, h]. By the intermediate-value made by this approximation.
theorem for oontinuous functions, 9 takes on every value between I+(a) and
[fib) - f(a)]/(b - a} in the interior (a, b). By the Mean-Value Theorem, we have Tlturem 5.19 (Taylor). Let f be a }itnction having /inite nth df;r;Vfltioo f(") every-
g(x) = /,(k) for some k in (a, x) whenever x sea, b). ThereforeI' takes on every where in an open interval (a, b) Qnd assume that 1',,-1) is continuous on the dosed
value between f; (0) and [/(b) - f(a)]/(b - a) in the interior (a, b). A similar interval [0, b]. Assume that c e [0, b]. Then.for every x in [a, b], x :F c, there
argument applied to the function h, defined by exists tl point x 1 interior to the interval joining x and c such that
,,-I/Il}( c) flnl( }
h(x) = I(x~ - {(b) jf x '# b, h(b) f'...(b), I{x) = fCc) + L: __ (x ~ c)" + -.!L (x - c)~.
11=1Ie! I'll
$h(nCs that/' takes on every value between [/(b) f(a)JJ(b 0) a.ndf~(b) in the Taylor's theorem will he obtained as a consequence (If a. more general result
interior (a, 11). Combining these results, we see that/, takes (In every value between that is a direct extension of the generalized Mean-Value Theorem.
f~«(J) and/'...(b) in the interi(lr (a, 0), and this proves the theorem.

NOTE. Theorem 5.16 is still valid if one or both of the one-sided derivatives
Tlleurem 5.20, uf I and 9 be two functions hOrJing finite nth derilJQlives n ' and r
gin) in an Ope1l intervtll (a, b) and continuous (n - l)st deril'lltives in the dosed
f!r(a), I~(b), is infinite. The proof in this case can be given by considering the interval [a, b]. Assume that c e [a. b]. Then. for every x in [0, b], x '# C, there
auxiliary function 9 defined by the equation g(x) .. I(x) - ex, if x €' [a, bJ. exists a fUJint Xl interior to the intfrMI joining,;;c and c such that
Details are left to the reader.
The intermediate-value theorem shows that a derivative cannot change sign j{x) - L: ~ (x -
o-} j(lI) ) ]
e)" ,(n)(XI) = jlIO}(X I) [0-1L: Y--!..
g(x) -
{i l ( )
(x
in an interval without taking the value O. Therefore, we have tbe following [
11.=0 k! 11=0 k!
strengthening of Theorem 5.14(a) and (b). NOTE. For the special ~e in which g(x) = (x - we have gUil(C)cr, 0 for =
Theorem 5.17. Assume f has a aeriMtive (finitl! or infinite) on (a, b) and is con- o :s; k :s: 1'1 -
I and gl")(X) = I'll. This theorem then reduces to Taylor's theorem.
tinuous 01 the endpoints a and D. If rex) '# 0 for all x in (a, b) then f is strictly Proo! For simplicity, assume that c < b and that x > c. Keep x fixed and define
monotonic on [a, b]. new functions F and G as follows:
The intermediate-\lall.le theorem also shows that monotonic derivatives are ,,-I /(")(1)
necessarily continuous. F(t) = jet) + L: - k!
""'I
(x ~ tl.
r'eQ"f!m 5.1&, Assume f' exists and is monotonic 011. on open interval (6, h). Then
.-1 (l)(t)
f' is continuous OIl (a, b). G(t) = g(t) + L:-g~ (x - It',
1;=1 k!'
PrQOf. We assume/, has a discontinuity at some point c in (0, b) and arrive at a
contradiction. Choose a closed subinterval [tI, PJ
of (0, h) which contains c in its for each t in [c, x]. Then F and G are continuous on the dosed interval xJ
interior. Since /' is monotonic on /1] the discontinuity at c must be a jump and bave finite derivatives in the open interval (c, x). Therefore, Theorem 5.12 is
 114 us

applicable and we can write 'The Mean-Value TheoIml, as stated in Theorem 5.11, does not hold for vector-
F'(x.)[G(x) - GCe)] = G'(xl)[F(x) - F(c)], valued functions. For example, iff(l) (cos t, sin I) fOT all real t, then
where XI E (e, x).
This reduces to the equation f(21f) - f(O} = 0,
but f'(I) is never zero. In fact, Ilf'(t)U = 1 for all t. A modified version of the
F'(xI)[g(x) G(e)] = G'(x1 )[f(x) - pte)], (a)
Mean-Value Theorem for vector-valued functions is given in Chapter 12 (Theorem
sioc::e G(x) = g(x) and F{x) = I(x). If, now, we compute the derivative of the sum 12.8).
defining F(t), keeping in mind that each term of the sum is a product, we find that
all terms cancel but one, and we are left with
5.14 PARTIAL DERlVATIVES
F'(t) = ----~ I.et S be an open set in Euclidean space .", and tet I : S ...... R be a real-valued
SimiJarly, we obtain function defined on $. If" = (xx, ... , xJ and e = (c., ...• cJ are two points
of S having corresponding coordinates equal except for the kth, that is, if Xi = c.
- I
G'(t) g(lI)(t). for i F- k and if Xt F- c1> then we can consider the limit
(n - 1)!
, f(x) - f(c)
If we put 1 = XI and substitute into (a), we obta.in the fonnulaofthe theorem. I1m •
" .... <l; Xl' - clJ;

5.13 DERIVATIVES OF VECTOR-VALUED FUNcrIONS When this limit exists, it is called the piUtio.l derilJQtive off with respect to the kth
coordinate and is denoted by
Let f: (a, b) ..... R" be a vector-valued function defined on an open interval (a, b)
in R. Then r = (fJ., ... ,/J where each componenth is a real-valued function D,J(e), I'f, )
Jt"C ,
of (C),
defined on (a, b). We say that r is differentiable at a point c in (a, b) if each com- vXe
ponentJ. is differentiable at c and we define or by a similar expression. We shall adhere to the notation Dd(c}.
f'Ce) = (fi{e), ... ,f~(C}). This process produces 11 further functions Dt!, DtJ, ..•• Dnf defined at those
points in S where the corresponding limits exist. .
In other words, the derivative f'(c) is obtained by ditferentiating each component Partial differentiation is not really a new concept We are merely treatmg
of f at e. In view of this definition, it is not surprising to find that many of the l(x 1 , ••• , xJ as a function of one variable at a time, holding tbe others fixed.
theorems on differentiation a.e also valid for vector-valued functions. For example, That is, if we introduce a function 9 defined by
if f and g are vector-valued functions differentiable at c and if A is a r.eal-valued
function differentiable at c, then the sum f + g, the product ).r, and the dot product g(Xt) = f(ch ... , £'1-1> Xl' ('Hi' ••.• c.,).,
f· g are differentiable at c and we have
then the partial derivative DJ(c) is exa.ct1y the same as the ordinary derivative
(f + g)'(r) f'(c) + g'(c), g'(cl ). This is usually described by saying that we differentiate I with respect 10
(..1.1)'(<.') }.'(e)l(e) + ).(c)f'(c), the kth variable. holding the others fixed.
In generalizing a concept from R 1 to R", we seek to preserve the important
(f· g)'(c) f'(c)'g(c) + f(c)·g'(e). properties in the one-dimensional case. For example. in the one-dimensional c.ase,
the existence of the derivative at c implies continuity at c. Therefore it seems
The proofs follow easily by considering <:omponents. There is also a chain rule for desirable to have a concept of derivative for functions of several variables which
differentiating composite functions which is proved in the same way. If f is vector-
will imply continuity. Partial derivatives do not do this. A function of 11. variables
valued and if Ii is real-valued, then the composite function g given by g(x) =
ean have partial derivatives at a point with respect to each oftbe variables and yet
f[ u(x)] is vector-valued. The cbain rule states that
not be wntinuous at the point. We illustrate with the following example of a
g'(e) = f'(u(c)]u'(t·), function of two variables:
if the domain of f contains a neighborhood of ute) and if u'(e) and f'[u(e)] bott! X + Y. ifx=Oory=O,
exist. j(x, y) "'" { I,
otherwise.
116 117
Def.S.21

The partial derivatives DJ(O. 0) and D:lf(O, 0) Ixlth exist. In fact, become a fieldt which includes C. Since division is possible in C, bo~ever, we can
form the fundamental difference quotient [fez) - I(c)]/(z - c).wh~ch was used
Dd(O.O) = lim f(x, 0) - f(O, 0) = Jim x = 1, to define the derivative in H, and it now becomes clear how the denvatlve should be
",-0 X - 0 ,,-ox defined in C.
and, similarly. D,1(O, 0) = I. On the other hand, it is clear that this function is lJejildtio.5.11. Let I be a complex-valued lunc~i(jn dejine.d on ~ ~pen set S in C,
not continuous at (0.0). Qnd assume C E S. Then f is said to be differenllable at e if the limtt
The existence of the partial derivatives with respect to each variable separately
implies continuity in each variable separately; but, as we have just seen, this does . f(z) ftc)
Itm f'(e)
not necessarily imply continuity in all the variables simultaneously. The difficulty r-C' Z e
with partial derivatives is that by their very definition we are forced to consider exists.
only one variable at a time. Partial derivatives give us the rate of change of a By means of this limit process, a new complex-valued ~unc!ion f~ is:efined at
function in the direction of each coordinate axis. Thete is a more general conceptof those. points z of S wherel'(z) exists. Higher-order denvatlves[ ,f , ... are,
derivative which does not restrict our considerations to the special directions of
of cou~, similatly d e f i n e d . .
the coordinate axes. This will be studied in detail in Chapter 12. The following slalements can now be proved for complex-valued functions
The purpose of this section is merely to introduce the notation for partial defined on an open set S by exactly the same proofs used in the real case:
derivatives, since we shall use them OIXaSionaUy before we reach Chapter 12.
If f has partial derivatives Dt!, ... , DJ on an open set S, then we can also a) fis dijJerl'Jttiable at c if. and only if, there is a [Ul1ction!*, colltinuous at c, such
consider their partial derivatives. These are called second-order partial derivatives. that
We write Dr.'! for the partial derivative of Dd with respect to the rth variable. f(z) fCc) = (z ~ c)!*(z),
Thus,
for all z in S, with/*(c) = I'ee).
Dr.'! DI"»i/).
NOTE. If we let g(z) = !*(z) - r(e) the equation in (a) can be put in the form
Higher-otder partial derivatives are similarly defined. Other notations are
fez) = I(c) + I'(c)(z c) + g(z)(z - c),
Dr.J
c~
---,
iJY
Dp.'l,rf.= ~iJ-"".:1l-=--- where g(z) -+ 0 as z .... c. This is called ajirst-order TaylQr Iqrmula for f.
ax. ox, xl' uX'I
b) IfI is differentiable at c, then f is continuous at c.
c) II (We) functions I and 9 have .rivafives at c, then their sum, difference. produc:,
5.15 DIFFERENTIATION OF FUNCTIONS OF A COMPLEX VARIABLE ond quotient alsq have derivatives at t~ and are given by ti,e usual formulas (as In

In this section we shall discuss briefly derivatives of complex-valued functions
defined on subsets of the complex plane. Such functions are, of course, vector-
valued functions whose domain and range are subsets of R 2 • All the considerations
of Chapter 4 concerning limits and continuity of vector-valued functions apply,
in particular, to functions of a complex variable. There is, however, one essential
difference between the set of complex numbers C and the set of n-dimensional
vectors H" (when 11 > 2) that plays an important role here. In the complex number
system we have the four algebraic operations of addition, subtraction. multiplica-
tion. and division, and these operations satisfy most of the "usual" laws of algebra
that hold for the real number system. [n particular, they satisfy the first five
axioms for real numbers listed in Chapter I. (Axioms 6 through 10 involve the
ordering relation <, whicb cannot exist among the (;omplex numbers.) Any
aJgebraic system whk:h satisfies Axioms I through 5 is called a field. (For a
thQrough discussion of fields, sec Reference 1.4.) Multiplication and division. it
turns out, cannot be introduced in Kit (for n > 2) in such a way tbat a" will
Theortm 5.4). In the case 01fig, we must assume g(c) .;. O.
d) The chain rule is valid; thaI is to say, ».£ !lave
(g" f)'{e) = g'[J(c)!f'(c),
iflh£ domain 01 9 contains Q neighborhood 01 ftc) and ifI'(c) and g'[j(c)] botl,
exist.
Whenf(;:) = z, we findl'(z) = I for all z. i~ C: Using (c) r:peatedly, we find
thatl'(z) = nz"-l whenf(z) = z" (n is a positive Integer). ThiS also holds when
t For example, if it -..vere possible to define multiplicationJin RJ so as to mal:.; R~ a field
including C. we could argucas follows: For every x m It the vector~ J, :1:;:1: ,:11: ~ould
be linearly dependent (see Reference SJ, p. SS8). Hence for each x In R • a relatlon of
the fi m II + a x + Q Xl + Q3X3 = 4) would hold, where all> Qt. 0':., aJ are real
nl·um
.:..s But ~ pol;nomial of degree three with real coefticients is a product of a
'lynomial and a quadratic polynomial with real._coefficients. The only roots such
lnellr p o , '-_
polynomials can have are either real numbers or cornp""x num"",rs.
 U9
111 ..... 5.11 Th..5.~

n is a negative integer. provided z .,. O. Therefore, we may compute derivatives wheref* is continuous at c and/"(,,) = /,(,,). Write
of complex polynomials and complex rational functions by the same tcchniques z =0 x + iy, " a + lb, and /*(z) = A(z) + iB(z),
used in elementary differential ca.lculus.
where A(z) and B(t) are real. Note that A(z) -> A(e) and B(z) -+ B(c) as z -> c.
By cOl1llidering only those z in S with y = b and taking real and imaginary parts
5.16 THE CAUCHY-RIEMANN EQUATIONS
of (5), we find
Iff is a complex.valued function of a complex variable. we can write each function u(x, b) uta, b) = (x a)A(x + ib), vex, b) !J(a, b) = (x - a)B(x + ib).
value in the form
f(Z) = u(z} + il'l(z), Dividing by x - a and letting x .... a we find
where u and v are real-valued functions of a complex variable. We can, of course, Dlu(,,) = A(c) and Dlv(,,) = B(c).
also consider II and v to be real-valued functions of two real variables and then
Since!'(,,) ".. A(c) + is(e). this proves (3).
we write
Similarly, by considering only those z in S with x "" a we find
f(z) = u(x, y) + W(X. y), if z = x + iy.
D 2 v(c) A(e) and D 2u(c) - B(e),
fn either case, we write f u + iv and we refer to u and v as the real and ;mag-
ilUlry parts off. For example, in the case of the complex exponential function f, whIch proves (4).
defined by Applications urthe Cauchy-Riemann equations are giv~n in the next theorem.
fez) = e< = e" cos y + ie" sin Y.
The81'em 5.13. Let f Ii + iv be a function with a derivative everywhere in an
the real and imaginary parts are given by
open disk D untered at (0, b). 11 anyone of Ii, II, or III is cOJlstantt on D, then
u(x, Y) = tI' COli ". v(x. y) e" sin y. I is constant on D. Also,f is constant if/,(z) = 0 for ail z in D.
Similarly, when!(z) = Z2 =: (x + iy)2, we find Proof Suppose u is constant on D. The Cauchy-Riemann equations show that
u(x, y) =r - y2, v(x, y) = hy. D'lv = nit! = 0 an D. Applying the one-dimensional Mean-Value Theorem twice
we find, for some :l between band y,
In the next theorem we shall tee that the existence of the derivative1' places a
vex, j) - v{x. b) - (y - b)Dzv(x, Jl) O.
rather severe restriction on the real and imaginary parts u and v.
TlMtlWlm 5.2'i.Let f = u + Iv be defim!d on an open set S ill C. If1'(e) exists fM and, for some x"between fl and x,
some c in S, then the partial derivative3 Dlu(,,). D 2 u(c). Dlv(e} and D1v(c) olSfJ vex, b) v(a, b) (x D)Dlv(x', b) = O.
exist and we hQfJe
Therefore v(x, y) = v(o, b} for all (x, y) in D, so v is constant on D. A similar
/,(c) = D1u{c) + I D 1*), (3)
argument sho~s that ir v is constant then u is l..--onst8n1.
and Z
Now suppose If I is constant on D. Then ifl 2 U + {,2 is constant on D.
/,(e) O2*) - i D1 u«(;). (4)
Taking partial derivatives we find
This implies, in particular. that
uDlu + rDll' = 0, uD.u + FDlv = O.
Dlu(e) = D 2v(c) and Dlv(,,) = -D 2u(c).
By the Cauchy-Riemann equations the second equation can be written as
NOTE. These last two equations are known as the Cauchy-Riemann equations.
{"DIU uDIl' = O.
They are usually seen in the form
au QI) iJu OU
Combining this with the first to eliminale DII! we find (,,2 + 1!1)D1fJ = O. if
1/ + C;l O. then u = I! =: 0, so I'" 0, If ul + [,1 :I' 0 then DIU 0; hence
ax = OJ" iJx =- iJy
u is consta.nt, so f is constant.
Proof Since1'(c) exists there is a functionf" defined on S such that
fez) ~ fCc) =: (z - c)f*(z), (5)
t Here iff denotes the function whose value at z is If(::)[·
121 12t

Finally. iff' = 0 on D. both partial derivatives. Dlv and Dzv are zero on D. EXERCISES
Again. as in the first part of the proof. we find! is constant on D. ._-- - - - - - - - - - -

Theorem 5.22 tells WI that a necessary condition for the function! = u + iv to Real-valued fUllcti_
have a derivative at c is that the four partials DIu, Dlll, DIv, D 1v, ell;ist at c and In the following cl<ercises assume, whet!: necessary, a knowledge. of ~he for~ulas for
satisfY the Cauchy-Riemann equations. This condition, however. is. not sufficient, differentiating the elementary trigonometric, eXpOnential. and logarithmIC functlofl.s.
as we see by considering the foUowing example. 5.1 A function f is said to satisfy a Lipschitz condition of order II at <: if there exists a
positive number M (which may depend on c) and a 1-0011 B(c) such that
Enmple. Let It and v be defined as follows:
!1(x) I(c)! < Mix - clc
if (X, y) :J;. (0, 0), 11(0, 0) 0, whenever x E B(c). x -.F c.
a) Show that a function which satisfies a Lipschitz condition of order II is continuous
at c if Q! > O. and has a derivative at c if II :> 1.
if (x, Y) :J;. (0, 0), ((0, 0) = o. b) Give an example of a function satisfying a Lipschitz condition of order I at c for
which !'(c) does not exist.
Itiseasily~nthaIDlll(O.O)'" D11(0,O) I and that Dlu(O, 0) == l)zv(O,O) -1, s.Z In eaetl of the following cases. determine the intervals in which the function f is
110that the ca\lchy~Riemann equations hold at (0, 0). Nevertheless, the fUllCtion / .. increasing or decreasing and find the maxima and minima (if any) in the set where each I
Ii+ tv cannot have a derivative at z It In faci. for x == 0, the diffcrenre quotient
is defined.
becomes
.a) I(x) "" x 3 + ax + 0, x E R.
I(z) /(0) = _--=-y_+_l..::...·y =t + i,
z () iy b) !(.•) log (x:t - 9), lxl :> 3.
c) f(x) = x 213(x - 1)4, 0 ~ X ~ L
whereas for x Y. it berot'l1eS
d) I(x) = (sin xl/x if x '" 0,/(0) = t, I} s x S n:/2.
/(z) - 1(0) xi =1+1 5.3 Find a polynomial I of lowest possible de;,ree such that
z-O x + Ix 2 I(xl) =" (II> f(X2) = {fl. !'(XI) hI> I'(Xl! = hz,
and hencel'(O) cannot exist.
where Xi ;J; Xl and ai' Clz , bI> bt are given real numbers..

In Chapter 12 we shall prove that the Cauchy-Riemann equations do suffice to 5.4 Define I as follows: I(xl = e-1/"" if x -.F 0,/(0) = 0, Show that
establish existence of tbe derivative of! = u + iv at c if the partial derivatives of a) f is continuous for all x.
u and v are <:ontinuous in &Orne neighborhood of c. To illustrate how this result is b) Pit) is continuous for all x, and that 1(0)(0) = 0, (n = 1,2, ... ).
used in practice, we shall obtain the derivative of the exponential function. Let
5.5 Dj:fine/.ti,andhasfollows:!(O) g(O) = h(O)" Oand,ih -.F OJ/x) sin (1/_l'),
fez) == tf = u + ill. Then 2
p(x) = x sin (l/x), hex)= x sin (1/x). Show that
u(x, y) = r cos y, v(x, y) = i' sin y, a) rex) = l/r ros (1/x), if x oF 0; 1'(0) does not exist.
and hence b) g'(x) sin (1/x) l/x cos (I/x), if x oF 0; g'{O) does not exisl.

c) 11'(x) "" 2x sin (I/x) - cos (1 Ix), if x ¥ Q; h'(O) 0;

D 2 u(x, y) = - i' sin y lim.._ Q h'(x) does oot exist.
Since these partial derivatives are continuous everywhere in ill and satisfy the """
",.v five Leibnitz's formula for the nth derivative of the product 11 of two functions
De'
Cauchy-Riemann equations. the derivativef'(z) exists for all z. To compute it we landu:
use Theorem 5.22 to obtain
d~)(.T)
n-
~
~
(n)
k
,rlj;'(X)gl"-tl(X)
J '
where (kll
).
If! (11
,,1 k)!
!,(z) r cos y + Ii' sin y .= f(z).
51 Let I and 9 be two functions defined and having unile third-order derivatives I«(x)
Thus, the exponential function is its own derivative (as in the real care). and g"(x) for all x in R.
If I(x)g(x} I for all x, show that the relations in (a), (b), (e),
 112 123

and (d) hold at those points where the denominators are not zero: Mean-Value11leorem
al f (x)l/(x) + g'(;\:)fg(x) "" O. 5.10 Given a function {defined and having a finite derivative in (a, b) and such that
b) /"(x)/f'(x) - 2f'(x)//(x} - g"{x)!g'(x) = o. lirnx~lt_ I(x) = + 00. Prove that limx-+b_ f'(x) either fails to exist or is infinite.
s.n Show that the formula in the Mean-Value Theorem can be wriUen as follows:
c) rex) 3f'(x>.u"(x) _ 3r{x) _ ~(x) ... O.
!'(x) f(x)g'(x) I{x) g'(x) [(x + h) - [(x) = f'(x + (lit),
11
d) rex) _ 3 (r(X»)Z = g"'(~) _ ~ (g"(~»):I.
where 0 < 0 < I. Detennine (J as a function of x and h when
f'(x) 2 ('{x) g'(x) 2 g'(x)
a) /<x) == x 2 , b) I(x) = x 3 •
NOTE. The expression which appears 011 the left side of (d) is called the Schwarz/an
deritlQ~ (If/at x.
c) {(x) eX, d) I(.r:) == log .~. x > 0,
Keep x¢O fixed. and find lim,,_Q (J in each cue.
e) Show thatfand 9 have the same Schwarzian derivative if
5,11 Take {(x) 3x· - 2x 3 x 2 + 1 and g(x) ~ 4.~a - 3x 2 - 2.", in Theorem 5.20.
g(x) ... [II/(X) + b ]f{e/(x) + dl, where ad - be: ¢ O. Sbow that f'(x)/u'(x) is never equal to the quotient [1(1) I(O)]/[u(l) - 0(0)] ir
o < x ~ I. How do you reconcile this with the equation
Hint. If e: ¢ 0. wrile (€if + b)l(cf + d) (a/c) + (be: ad)j[c.(t;{ + d)], and apply
part (d). - [(a) f'(x i )
g(b) - yea) == g'(x1 ) '
5.8 Letjj'/2, 91' 91 be four functions having derivatives in (a. 0). Define Fby means of
the determilUl1lt obtainable from Theorem 5.20 when n '" 11
F(x) ... I fl(x) f1('X)I. if x (a, 0).
S.13 In each of the following special cases of Theorem 5.20. take II I, C Q, X ... b,
IUl(.X-) 91(X)
E
and show that Xl (4 + b)!2.

a) Show that F'(x) exisl:$ for each x in (a, b) and that

a) [(x) = sin x, g(x) cos x; b) lex) ... e". g(x) e- X •

Can yon find Ii general class ofsuch pairs offunctionsfandg for which x, will always be
F'(x) ... IIIJx) li(x)J + J/l(X) 12(x)/. (a+ b)/2 and such that both examples (a) and (b) are in this c111llS?
01(X) gix)j gi(x) ui(x) 5.14 Given 11 function 1 defined and having a finite derivative I' in the .half-open interval
b) State and prove a more general result for mh otder determinanl:$. o< x ~ I and such that 1f'(x)1 < 1. Deline a" == {(lfn) for n - I, 2, 3, ...• and show
that lim,,_«> OJ! exists. Hint. cauchy condition.
5.9 Given If functioll!lli., •..• [", each having nth order derivalives in (a, b). A function
5.15 Assume that/bas a finite derivative at each point of the open interval (a, b). Assume
W. called tbe Wronskian of ft.· ..• fit" is defined IIll follows: For each x in (a, b), W(x) is
also that lim,,_c!'(x) exists and is finite for some interior point c. Prove that the value
the value of the determinant of order n whose ~I~ment in the ktn row and mlh column is
of this limit must be ['(c).
r,:-l)(x), where k '" 1,2, .•. , It. and m = 1,2, . . ,Il. [The expressiol1r",o)(x) is written
for I.,(x). ] 5.16 Let I be continuous on (a. b) with a finile derivative f' everywhere in (a, b). except
possibly at c. If IimH .J'(x) exists and has the value A. silo,.... that f'(e) must also exist
11) Show that W'(x) can be obtained by replacing the last row of the deletminanl and have the value A.
defining W(x) by the nth derivativestr)(x), ,n"l{x).
5.17 Let [be continuous on [0, I]. /(0) ... o. pix) finite for each x in (0, I). Prove that
b) Assuming the existence of n constants (;"
CJ!I(X) + ... + c,,[,,(x)
, c., not all zero. such that
0 for every x in (a, b). show that W(..) 0 for each
r
if is an increasing function on (0, I), then so too is the function g defined by the equa-
tion g(x) "" /(x)/x.
x in (a, b).
5.18 Assume I has a. finite deriva.tive in (a, bJ and is continuous on la, b] with l(a) ."
NOTE, A sel of functions satisfying such a relation is said to be a linearly dependent Jet /(b) O. Prove that for every real ,t there is some c in (0, b) such that f'(c) J/(c).
oo~~ .
Hint. Apply RoUe's theorem to g(:.;)/(x) for a suitable g depending On 1.
1;) The vanishing of the Wronskian throughout (a, b) is necessary. but not sufficient, S.l!' Assume I is continuous on [a, bland has a finite second derivatiVl / ' in the open
for linear dependen;;:e of h •... ,/". Show that in the case of two functions, if the interval (a. 0). Assume that the line segment joining the points A (o,[(a» and
Wronskian vanishes throughout (a. b) and if one of the funcl/oos does not vanish B ... (b.f(b» intersects the graph of {in a third point P different from A and B. Prove
in (a, b), then they form a linearly dependent set in (ii, b). that/,(c) == 0 for some c in (a, IiJ.
 124 12S

5.2D IfI bas a finite third derivative r in [a. b) and if 5.28 Prove the. foUawing theorem:
1(4) = rca) I(b) reb) = 0, Let land g be twO lunctiom having finite nth derivatives in (a, b). Fo,. some interior point c
prove that !'(c) = 0 for some c in (a. b).
in (a, b), assume that I(c) =r(e) = ... = Plf-I)(C) ... 0, and thor g(c) g'(e) =
= g(a- I)(e) = 0, but that gllfl(x) is never zero in (a, 0). S!fflw that
5.11 Assumc I is nonnegative and bas a finite third derivative / ' in the optn interval
lim I(x) r'(c)
(0, I). IfI(x) = 0 for at least two values of x in (0, I), prove that ["(e) = 0 for some e
in (0. I). .x...." g(x) flat< c)
5.12 Assume Ibu 11 finite derivative in liDJDe interval (a, + 00). NOTE. 1(·) and g~.} are not assumed to be continuous at c. Hint. Let
a) Iflex) 1 and rex) -tc as x... + 00, prove that c = O. F(x) = [(x) (
_ x - c r -l/llI-U(c) •
b) If rex) 1 as x + 00, prove that f(x)/x J as x + 00. (n - 1)1
c) Ifrex) 0 as x + ro, prove that l(x)lx 0 as x + 00. define G similarly, and apply Theorem 5.20 to tile functions Fand G.
5.29 Show that the formula in Taylor's theorem can also be written as foRows:
5.13 Let II be a fixed positive num,ber. ShQw that there is no function / sati!!lying the
(aUowing three conditions: rex)
exists for x ~ 0./'(0) = 0, ~ II for x > O. rex) f(x) = ~r,c) (x _ ct + (x ;:~ ~):lr-lr")(Xl)'
5.Z4 If If > 0 and if rex) ellbts (and is finite) for every x in (fl - h. a + h). and if I is t::!J kl
continuous on [0 h, a + h), show that we bave: .
where Xl is interior to the interval joining x aooe. Let 1 - = (x xl)/(x - c). Show e
I(a + It) - I(a h), , that 0 < 8 <: 1 and deduce the followil'l8 form of tbe remainder term (due to Cauchy):
a) _ . If ....- = I (a + 9h) + I (a - eh), 0 < {J <:: I;
(1 - fJ).-l{X - c)"r"}[8x + (I 8)c).
(n - I)!
b) led + If) - 2/(0) + fell - II} f'(a + Ah) _ f'(a _ Ah), l} <: A< L
h Hint. Take Oft) ~ g(t) = t in the proof of Theorem 5.20.
c) If rea) exists, show that
.r(a) "" lim 1,-,(_6_+_h..;..>_2...;;!::-;;(:-'a)_+--::-/(.;....Q_----:.h)
.~O liZ 5.38 If a vector-valued fuuction f is differentiable at c. prove that

d) Give an example where the limit of the quotient in (e) exists but where rea} does fcc) '" lim.!. [f(c + II)
~ ...ll h
fCc)].
not exist.
5.25 Let f have a finite derivative in (a, b) and assume that C E (a, b). Consider the Conversely. if this limit exists, prove that f ill differentiable at c.
fOllowinscondition: For every I: > 0 thereexiSls a I-balI 11(1:; 4), Whose radil.l$" depends 5.31 A vector-valued function r is differentiable al each point of (a, b) and has constant
only on t and not on c, suclt that if x s B(e; <J), and x ¢: C, then norm IiI I. Prove that f(t) • I'(t) 0 on (0, b).
lex) -/(c) 5.32 A vector-valued fLlt\clion f is never zero and has a derivative f' which exists and is
continuous on R. IF there is a real funclion 1 such that f'(1) "" l(/)f(l) (or all t, prove
x-c
that tbere is il. positive real function u and a constant vector e such that f(t) '" u(t)c
Show that/' is continuous on (a. b) if this condition holds throughout (a, b). for all t.

5.26 Assume f has a finite deIjvative in (a, b) and is continuous on la. b J, with a :s
PaI1ilIl derivatbes
I(x) :>; b for aU oX in [a, b I and Ir(x)1 $ ex < 1 for all x in (a, h). Prove that I has a
unique fixed point in [a, b]. 5.33 Consider the function I defined on R 1 by the followins formulas;
5.2.7 Give an example of a pair of functions I and fJ having finite derivati~ in (0, I),
I(x, y) = -.9..- if(x, y) (0,0) 1(0,0) = O.
such lhat
Xl + r ¢:

lim/(x) = 0, Prove that the partial derivati~ Dtf(x, Y) lind Dd(x., y) exist for every (x, yl in R 2 and
h(l g(x)
evaluate these derivatives explicitly in terms of x and y. Also, show that f is not con-
but such that lim.x_o/,(x)/g'(x) does not exist, choosing 9 so that g'(x) is never zero. tinuol.l$ at (0, 0).
126

S.34 Letfbe defined on R2 as follows: CHAPTER 6

~_y2.
f(x, y) = y - - if (x, y) #; (0,0), f(O, 0) = O.
2
x + r FUNCTIONS OF
Com:pute the find- and seamd-:Ofder partial derivatives offat tbe origin, when they exist BOUNDED VARIATION AND
C4lnIpiu-ftlued flllll:tlw. RECTIFIABLE CURVES
5.35 L,:t S be an oPen set in C and let S· be tbe set of complex conjugates i, where Z E S.
If[is defined on S. define g on S* as follows: g(i) l(zJ, the complex conjugate of1("),
If[is ditferentiable at c prove that g is differentiable at c and that g'(e) = l'fi!J. 6.t INTRODUCTION

Some of the basic properties of monotonic functions were derived in Chapter 4.

5.36 i) In each of the foUowi:Q@ lWlmples write f = u + Iv and find explicit formulas
for u(x, y) and v(x, y); This brief {"hapter discusses functions of bounded variation, a class of fum:tions
<:losely related to monotonic functions. We shall find that these functions are
a) f(z) = sin z. b) fez) = cos I,
intimately connected with corves having finite arc lengtb (rectifiable curves). They
e) [(2) = 121. d) fez) i, also playa role in the theory of Riemann-Stieltjes integration which is developed
e) fez) = arg z (: # 0).. f) fez) Log z (z #; 0), in the next cbapter.
I) fez) == e<', h) fez) =.:1$ (<< complex, z # 0).
(These functions are to be defined as indicated in Chapter 1.) 6.1 PROPERTIES OF MONOTONIC FUNCflONS
ii) Show that II and v satisfy the caUChy-Riemann equations for the following values
Theorem 6.1. Let/he an increasing funclion defined on [Q, bJ and let xo. x l' . . . • x"
of z; All z in (a). (b). (I); no I in (e), (d), (e); all z except real z :;;; 0 in (f), (b).
(In part (b). the Ca~hY-R.icmannequations hold for all : if C( is a nonnegative
be tI + 1 points such that
integer, and they hold for all z F 0 if Q; is a negative integer.) a "" Xo < Xl < x~ < ... < x. "= b.
iii} Compute the derivativej'(z) in (a), (b), (f), (g), (h), assuming it exists. Then we have the inequality
S.J7 Write f u + ivand assume toot fhas a. derivative at each point of an open disk: D n-l
centered at (0, 0). If RU2 + hv 2 ill constant on D for some real a and b, not both 0, prove
thatfis constant on D.
L: [f(x,,+) -
.~j
/(Xte-)] :5: f(b) f(a).

PrOQf. AssumethatYte e-(X., Xu I)' Fori s k S 11- l,wehave/(x1 +) 5:,/(yJ

and/(Yt_,) S f(x t -), 50 that/(Xi,+) - f(x,,-) s f{y.) - f(Yt-l)' Ir we add
SUGGESlED REFERENCES FOR FURTHER STUDY
these inequalities, the sum on the right telescopes to fCV,,-t) - f(yo}. Since
f(y,,-,) -/(Yo) s f(b) - f(a), tms completes. the proof.
5.1 Apostol, T. M., CRlclllU3, Vol 1, 2nd cd. Xerox, Waltham, J961.
5.2 ClOundy, T. W., The DifJerrntial Calculus. Clarendon Press, OxfQ"', t93.5. The difference I(xi +) f(x" - ) is. of course, the jump of/at Xl- The fore-
going theorem tells us that for every finite collection of points Xl in (a, b), the sum
of the jumps at these points is always bounded by /(b) -/(a).. This result can be
used to prove the following theorem.
Theorem 6.2. 1/ f is monotonic on [a. b]. then the set 0/ discontinuities ollis
countable.
Pr()(Jj. Assume that lis increasing and Jet SIfl be the set of points in (a, b) at which
the jump of/exceeds ) 1m. m > G. If x, < Xl < . . . < XII _ 1 are .in S.., Theorem
6.1 tells us that
n
_._-1 :5: feb)" J
- (a).
m

127
 129
1. Der.U Total V. .tJoB

This means that S". must be a finite set. But the set of discontinuities ofI in (a, b) Proof. Assume that x e (a, b). Usiog the special partition P = {a, x. b}, we find
is a subset of the union U:=l S., and hence is countable. (Iffis decreasing, the
argument can be applied to -f.)
i/(x) f(a)1 + If(b) - f(x)1 $ M.

This implies If(x) - [(a)1 $ M, l.f(x)l s If(a)) + M. The same inequality holds
ti.3 FUNCTIONS OF BOUNDED VARIATION if x = Q or x = b.
lHjiIIititm 6.1. If [a, b] is a compact interval, a set of points
Examples
P = {x o, xI> ' .•• x..}, I. It is eascy to construct a continuous function which is not of bounded variation. For
sat;$fyi1lf1 'he inequalities example, 'letf(x) = x cos {x/(2xH ifx #' O,f(O) = O. Then [is continuous on [0. tl.
0 = Xo < Xl •• , < X,,-t < Xa = h, but if we consider the partition ioto 2JI subiotervals
J'i'
is called a partition of [a. ill. Tire ikti!l'Vtll [X.-l' x.] is called the ktb subinterval p 0, ~ • 1 ..... I • !, I) ,
( 2" 2n-l 32
of P and we write Ax.. "" x.. - x,,_ I> so tJwt n~ i 6.x" = h a. The collection
ofall possible partitions of [a, b] will be denoted by 9'[a. b].
an easy calculation shaws thai we have
/JtIjiIIitio" 6.1. Let f be defined 011 [a, b1 If P =
{XII> Xl' . . . . x,,} is a partition
2~ 1 1 I J 1 1 I 1
01 [a, b], write Aft = f(x,,) ~ f(xi-l), for k .. 1.2, ...• n. If tlrere exists (J ~ IAlll = 2n + 2n + 2" 2 + 2n 2 + ... + 2. + 2 1 + i + ... + n
positive number M such that
This is not bounded for all n, since the series ~~1 (lIn) diverges. In this example
the derivativeI' exists in (0, I) butl' is not bounded on (0. I). However.1' is bounded
on any compact interval not cootaining the origin and hence f will be of bounded
lor all parJitions of [a. b]. then f is ~id to be of bounded l'arialion on [0. b]. variation on such an intecval.
Exa.mples of functions of bounded variation llre provided by the next two Z. An example similar to the fint is given by f(x) = x:l. eos (1lx) if x ". 0, [CO) = O.
theorems. This f is of bounded variation on [0, I}. since f' is bounded on [0, 1]. In fact.
/,(0) ... 0 and. for x ~ O. f'(x) sin (1/x) + 2.\' COS (l/x), so that If'(.:c)1 s 3 for
TltetJrem 6.5. Iff i.f monotonic on [Q. bJ, thenfis afbounded variation on [a. b]. all .:cin (0. 1].
Proof. Let I be increasing. Then for every partition of [a. b] we have Aft ~ 0 3. Boundedness off' is no! necessary for fto be of bounded variation. For example, let
and hence f(x) = x t /!, This function is monotonic (md hence of bounded variation) on every
ft • ft
finite interval. However, r(x}.... + 00 as x -> O.
L IAftl = "'at
t=l
1: Alk .. k=l
L [l(x",) - /(Xt-,)] = feb) I(a).
6.4 TOTAL VARIATION
neor,. 6.6. Iff is cmrtinuoul on [a, b] and iff' exists and is bounded in the
interior, say If'(x) I S A for all x in (a, b), then f is of bounded mriation on [a. b J. Defillithm 6.8. Let f be of bounded variation on [a, bJ, and let E (P) denote the sum
n~l IAftl corresponding to the partititln p .. {Xo, Xl' , . , . x.} of [a. b]. The
PrrHJf. Applying the Mean-Value Theorem. we have
number
AI". .. I(x",) - f(X"'-l) = f'(tt)(~ - Xi_I), where It e (xt - h x",). VJa,b} = sup{:E(p):Pe:1[a,b]l,
This implies is called the total variation off on the interval [a, b1

t
t= I
IAft I = t
1<= 1
If'(t.}l Ax.. ~ A tAx",
i=l
= A(b - a).
NOTE. When there is no danger of misunderstanding, we will write VI instead of
Vf(a, b).
neorem 6.7. Iff is cf bounded variation on [a, bJ, say L 14ftI s M for all par- Sincefis ofb<Junded variation on [a, b], the number Vf is finite. Also. VI 2: 0,
titions of [0. bJ, then I is bound(!d on [a, b]. in fact, since each sum E (P) 2: O. Moreover, Vf(a. b) = 0 if, and only if, fis conStant
If(x)1 .s Iffa)1 + M lor all x in [a, b). on [0, b].
 I 131
Toad Vt.rIItiod ClII. I.. xl •• Flmdion of x
I

Xlwtm!m 6.9. Assume that I ami 9 are each 0/ bounded PQTiotiun on [a, bJ. Thelt z)
This shows that each sum 1: (Pi) and 1: (P is bounded by V t<a.
b} and tbis means
so are their sum, difference, and product. Also, we have that/is of bounded variation on [a. e] and on [e, b]. From (I) we also ob-.ain tbe
inequality
and Via. C') + V,,(c, b) :S: Via, b).
where
A = sup {1g(x)1 ; x e (a, b]}, B = sup {I/(x)1 : x E [a, b]}. bec:ause of Theorem J. JS.
To obtain the reverse inequality, let P = {xo> xu' .. , x"l E £:ll'[a. b] and let
Proof. Let h(x) = f(x)g(x). For every partition P of [a, b], we have Po ... P v {e} be the (pos!>ibly new) partition obtained by a.djoining the point c.
IMal =: 1/(xJg(x1 ) I(xi:-,)g(xa-,)l If C E [XI:_ t, x.]. then we have

= l[f(x.)g(xa) - /(xt - 1 )g(x.)]

!I(x.) l(xl-I)I:s: I/(xa) - 1(')1 + I/(c) - f(Xk-l)!'
+ [j(Xk-I)g(X1) :s: AIAhl + BIA9.1.
- /(xi.-1)g(xa ··. I)]1
and hence I. (P) :s: I. (Po). Now the points of Po in [a, c] determine a
partition
PI of [a. c] and those in [e, b] determine a partition P'l of [c: b]. The corre-
This implies that his of bounded variation and that V" :s: AVr + BY,.. The proofs sponding sums for all these partitions are connected by the reta110n
for the sum and difference are simpler and will be omitted.
I: (P) s: I: (Po) = I: (P t ) + I: (P1 ) ~ V.t<a. c) + Vlc, b).
Nore. Quotients were not included in the foregoing theorem because the reciprocal
ofa function of bounded variation need not be of bounded variation. For example,
Therefore, V,,(a. c) + VJ(c, b) is an upper bound for every sum :E (P). Since this
cannot be smaller than the least upper bound. we must have
if/(x) ... 0 all X -+ x o, then II/wilt not be bounded on any interval containing Xo
and (by Theorem 6.7) JII cannot be of bounded variation on such an interval. To Via, b) ~ Vla, c) + V,,(c, b),
extend Theorem 6.9 to quotients, it suffices to ex.c1ude functions whose values
become arbitrarily close to zero. and this completes the proof.

Theorem 6.10. Let f be of bounded PQrmJion on [a, b] and usume tilat I is bounded
away lrom zero; that is, suppose that there exists 0 positive number m such that
0<: m s 1/(x)llor all x in [a, b]. Then g = Ilf is also of bounded variation on
(a, h], and V, :s: VJ}m 1 •
Pr()o/'
6.5 ADDITIVE PROPERTY OF TOTAL VARIATION
In the last two theorems the interval [1'7,11] was kept fixed and Vr(a, b) was con-
sidered as a function off. If we keep I fixed and study the total variation as a
function of tbe interval [a, b], we can prove_the following atlditilJe property.
Theonm 6.11. Let f be of bounded vaTiation on [a, b). and assume that c e (0, b).
Thl'nf is of hounded f'ariation on [a, c] and on [e, b] lUtd we have
VJa, h) "" V,(a, c) + VJCc, b).
Proof. We first prove that/is of bounded variation on [a, c] and on [c, b]. Let
PI be a partition of [a, c] and let P, be a partition of [c, b]. Then Po = PI V P1
is a partition of [a, b]. If L (P) denotes the stirn L l.6h! corresponding to the
partition P (of the appropriate interval), we can write
(1)
U 'fOTAL VARl;\.UON ON (11, xl AS A FUNCTION OF x
Now we keep the function / and the left endpoint of the interval fixed and study
the total variation as a function of the right endpoint. The additive property
implies important consequences for this function.
TltMrem 6.12. Lei/ be 0/ bounded variation Dn [a, b]' Lei V be defined un [a, b]
aslo/lows: Vex) = V,,(a, x) ifo. <: x :::;; b, V(a) "'" O. Then:
i) V is an increasing/unction on [0, b].
ii) V - / is an increasing lunction on [a, b]. •
Proof. If a <: x <: y s; b, we can write V,(a, y) = V/(a, x) + V/(x, y). This
implies V(y) - V(x) "" V,,(x, y) ~ O. Hence V{x) :s: V(y), and (i) holds.
To prove (ii), let D(x) Vex) - I(x) if x E (a, h]. Then, if a ::;; x < y :s: b,
we bave
~-~=~-~-~ ~=*~-W-R~
But from the definition of VAx, y) it follows that we have
fly) - I(;x) :s: Vf(x, y).
This means that D(y) - D(x) ~ 0, and (ii) holds.
NOTe. For some functioos f, the total variation V t<a, xl can be expressed as an
integral. (See Exercise 7.20.)
13%

"'., FUNCI10NS OF BOVNDm VARIATION EXPRESSED AS TIlE Adding more points to P can only increase the sum 2: JAlll and bence weca.n assume
DlF'FERENCE OF INCREASING FVNCIlONS that 0 < Xl XII < O. This means that
I;
The following simple and elegant characterization of functions of bounded varia- IAf.! If(x.} - f(c)1 < 2'
tion is a consequence of Theorem 6.12.
and the foregoing inequality now becomes
T1Ieo,em 6.13. Let f he defined on [0, 0]. Then f is ofhounded variation on [a. b]
if. and only if.f can. be expressed as the di/lerence 01 two increasing functions. It

VIc, b) - e < ~
2 2
+ :E jA1i1 ::; ~2 + Y.,{Xl' b),
Proof. If f is of bounded variation on [a, b], we can write f = V - D, where ''''-2

V is the function of Theorem 6.12 and D = V - f. Both V and D are increasing since {Xl> x2' ••• , .t,,} is a partition of [Xl> b]. We therefore have
functions on [a, b].
The converse follows at once from Theorems 6.5 and 6.9. Vt<c, b) V,(x 1 , b) < t:.
But
The representation of a function of bounded variation as a difference of two 0::; V(x 1) - V(c) = Y,(a. Xl) - V.,{a, c)
increasing functions is by no means unique. Iff = f. - f2' where f. and /2 are
increasing, we also have I = (f. + g) -, (h. + g), where 9 is an arbitrary in- = Y/(e, Xl) == V.,{,", b} - V/(Xh b) < ~.
creasing function, and we get a new representation off. If 9 is strictly increasing.
the.same will be true offl + 9 andfz: + g. Therefore, Theorem 6.13 also holds
I Hence we have shown that
if "increasing" is replaced by "strictly increasing." o< Xl - C < 8 implies O::s; V(x j ) - Vee) < (I.

This proves that V(c+) = V(c). A similar argument yields V(c-) = V{c). The
6.8 CONTINUOUS FUNCTIONS OF BOUNDED VARIATION theorem is thernfore proved for all interior points of [a, 0]. (Trivial modifications
are needed for the endpoints.)
T1u!orem 6.14. Let f be 01 bounded variation on [a, bJ. // x E (a, h], let Vex) =
VAa, x) and put V(a) = O. Then every point of continuity off is also a point of Combining Theorem 6.14 with 6.13, we can state
continuUy of V. The converse is also l1'ue.
1JIeqre1ll 6.15. Let / be continuous on [a. b]. Tlten f is of bounded ooriation on
Proof. Since V is munotonic, the right- and lefthand limits V(x+) and V(x-) La. b] if, and only if,f can be expressed as the di/ll"rence af two inereasing continuous
exist for each point x in (a,o). Because of Theorem 6.13, the same is true of functioftS.
f(;t;+) andf(x-).
Nom. The theorem also holds if "increasing" is replaced by "strictly increasing."
If., < x < Y s b. then we have [by definition of Vf(x, y)]
Of course, discontinuities (if any) of a function of bounded variation must
os I/(Y) - f(x}] s V(y) ~ Vex). be jump discontinuities because of TIu~orem 6.13. Moreover, Theorem 6.2 tells us
Letting y ..... x, we find that they fonn a countable set.
O·s I/(x+) - l(x)1 s V(x+) - Vex).
6.9 CllRVES AND PATHS
Similarly,O s If(x) - f(i-)I s Vex) - V(x-). These inequalities imply that
II point of continuity of V is also a point of continuity off.
Let f : [a, b] -+ RIO be a vector-valued function, continuous on a compact interval
To prove the converse, letfbe continuous at HIe point c in (a, b). Then, given [a, b] in R. As 1 runs through [a, b], the function values f(t) trace out a set of
~ > 0, there exists a 6 > 0 such that 0 < Ix ci < (j implies lfix) f(c)! < e/2. points in a" called the graph of f or the curve described by f. A curve is a compact
For this same Il, there also exists a partition P of [c, b], say and connected subset of R" since it is the continuous image of a compact interval.
The function r itself is called a path.
Xo c, x. = b, It is often helpful to imagine a curve as being traeal out by a moving particle.
such that The interval [a, b] is thought oras a time interval and the vector f(t) specifies the
position of the particle at time t. In tbis interpretation, the function f itself is
called a motion.
 DEf.6.16 135

Dill'erent paths can trace out the same curve. For example. tbe two complex- defined by the equation
valued funcUons Ada, h) sup {t\r('P): P E !P[a, b]}.
J(t} o :s; t :s; I,
If the set ofnumbers Al,.P) is unbounded, r is CDlled ncnrectifiable.
eaeh trace out the unit cirele r+ y2 I, but the pojnts are visited in opposite It is an easy matter to cbllracteriu all rectifiable curves.
directions. The same circle is traced out five times by the function h(t) = e1 o.. fr ,
O:s;.tS;1. T'lreorem 6.17. Consider a path f: [a, b] -+ Kit with COfflpllnents f (/1> •••• fit)'
Then f is rectifiable if, and only if, each COfflpqnent h is of bounded variation on
[a, b]. If f is rectifiable, we have the inequalities
6.l0 RECTIFIABLE PATIIS AND ARC LENGTH
V.(a, b) ~ Al..a, b) s: V (a. b) + ... + V,,(a, b),
1 (k 1,2•... ,n), (2)
Next we introduce the concept of are leI18th of a curve. The idea is to approximate
the curve by inscribed polygofl$, a technique learned from ancient geometers. Our where V.(a, b) denotes the tOlal variation off. on [a. b].
intuition tells us that the length of any inscribed polygon should not exceed that .'i
pfQOf If P {to, t 1• •••• I",} is a partition of [a, 11] we have
of the curve (since a straight line is the shortest path between two points). so the
length of a curve should be an upper bound to the lengtlm of all inscribed polygons.
Therefore, it seems natural to define the length of a curve to be the least upper
ill

~ IftC!j) - !t(t i - 1)! s A,(P) s ~

•

r;; Ih(';) - 1/"t

•

i- I )I. (3)
bound of the lengths of all possible inscribed polygons. for each k. All assertions of the theorem follow easily from (3).
For most curves that arise in practice, this gives a useful definition of arc
length. However, as we will see presently, there are curves for which there is no Examples
upper bound to the lengths of tbe inscribed polygons. Therefore. it becomes I. As noted earlier, the function given by j(x) x COS {l't/(2x)} for x ;I: 0, f{O) = 0,
necessary to classify curves into two categories: those which have a length, and I is rontinuOU'lI but not of bounded variation on {O, Il 1l1erefore its graph is a non·
rectifiable curve.
those which do not. The former are called rectijiable, the Jatler lWn,ectijiahle.
We now tum to a formal description of these ideas. ~ It can be shown (Exercise 7.21) that iff' is continuous on [a, b l, then f is rectifiable
Let f: [0, b) -+ R" 1;:lc a path in R". For any partition of [0, b] given by and its arc length can be expressed as an integral,

P = {to, 11••••• t..}, A,(a, b) = f 11f'(t)1I dt.

the points I(to ), 1(11 ), ••• , f(lm) are: the vertiCCjlof liD inscribed polygon. (An
example is shown in Fig. 6.1.) The length of this polygon is denoted by NP) and 6.11 ADDITIVE AND CONTINUITY. PROPERTIES OF ARC LENGTH
is defined to be the sum
. Let r= (fl' ... ,I.) be a rectifiable path defined on [a, bJ. Then each component
J.. is of bounded variation on every subinterval [x. y] of [a, b]' In this section we
A,(P) = :E IIf(t
• =1
l) - l(ti-I)H·
keep r fixed and study the arc length At(x, y) as a function of the. interval [x, y] .
First we prove an additive property.
Defillitioll 6.16. If the set ofnumbers AdP) is b<JumJedfor aU partitiOtLf P of [a, b],
tlten the path f is said to be rectifiable tmd its arc length, deJwted by "1-0. b), ;8 Der1N" 6JlJ. If c EO (a, b) we have
Ala. b) = Ada, c) + A,(c, b).
Proof Adjoining the point c to a partition P of [a, b], we get a partition PI of
[a, c] and a partition PI. of [c, b] such that

• •
AlP} s: A/..P1) + AlP;) s: At(a. c) + At(c, b).
This implies Ala. b) s: Ma, c) + Ac(c. b). To obtain the reverse inequality. let
PI and P z 1;:lc arbitrary partitions of [a, c] and [c. bJ, respectively. Then
P == P, U P1.'
 137

is a partition of [a, b] for which we have the compact set [a, b], Theorem 4.29 teIb us: that ,-1
exists and is continuous on
its graph. Define U(/) = ,-1[g(l)] if te [c, d]. Then f.l is continuous 011 [c, d]
At<P 1) + At<Pz) = At<P) s; Ma, b). and get) = f[u(/)]. The reader can verify that u is strictly monotonic. and hence
, and g are equivalent paths_
Since the supremum of all sums A/..P1) + A,{P:z) is the sum A,(a. c) + Al(c. b)
(see Theorem 1.1 S), the theorem follows.
EXERCISES
TIuIonm 6.19. Consider a rectifiable path f defined on [a, b]. If x E (0, b], let
sex) = A,(o, x) and let s(o) = O. Then we have:
Functions 01 boouded VlII'iation
i) The function 880 defined is increasing and continuouJ on [0, b].
ii) 1/ there is 1'10 subinterval of [a, 11] on which f is conJtant, then sis Jtrictiy in- 6.1 Determine which of the following functions are of bounded variation on [0, 1].
creasing on [a, b]. 11) lex) x 2 sin (l/x) if x l' 0,/(0) = O.
b) I(x) sin (l/x) if x #- 0./(0) = o.
Proof If a S; x < y S; b, Theorem 6.1 g implies .~(y) - sex) = A/..x, y) ~ O.
This proves that s is increasing on [a, b]. Furthermore, we have s(y) sex) > 0 6.'Z A function f. defined On [a, b], is said to satisfy a uniform Lipschitz condition of
order « :> 0 on [a, b I if then! exists a constant M :> 0 lSuch that I/(x) -/(y)J <
unless At<x. y) = O. But, by inequality (2), Mx, y) =
0 implies Vk.(x, y) = 0 fOt'
Mix yr
for all x and)' in [ll, b). (Compare with Exercise 5.1.)
each k and this, in turn, implies that f is constant on [x, y]. Hence (ii) holds.
To prove that s is continuous, we use inequality (2) again to write a) If/is such a functiQIl, show that IX > 1 implies / Is wnstant on [a, b], whereas
IX "" 1 implies f is of bounded variation [II, b].
..
o :s s(y) - sex) = A,(x, y) :s :E v.,(x, y).
1~1
b) Give an example of a function/satisfying a unlfonn Lipschitz condition of order
IX < 1 on [a. b] such that / is not of bounded variation on (a, b].

Hwelet.v"" x,wefindeachtenn Ji;.(x.y) -P Oandhences(x) = s(x+). Similarly,
sex) = s{x-) and the proof is comp1ete~
6.12 EQUIVALENCE OF PATHS. CHANGE OF PARAMETER
This section describes a class of paths having the same graph. Let f: [a,b] ..... R"
be a path in R". Let II: (c, d] -. [0, b] be a reaI,valued function, continuous and
strictly monotonic on [c, d] with range [0, bJ. Then the composite function
g = fougivenby
g(t) = 1(lI(t}] for (; ,$ t S; d,
is a path having the same graph as f. Two paths f and g so related are called
equivalent. They are said to provide different parametric representations of the
same curve. The function 11 is said to de.fine a change of parameter.
Let C denote the common graph of two equivalent paths f and g. If u is
strictly increasing, we say that 1 and g trace out C in the same direction. If u is
strictly dlX:reasmg, we say that f and g trace out C in 0PPoliite directions. In the
first case, Ii is said to be orientatIOlI-preserving; in the second case, Qrientatlon-
reversing.
Tlleort!m 6.20, Let r: [a, b] ....;. R" and g: [c, d] ..... R" be two paths in R", each
ofwhich is one-({H)m! on its domain. Then f and g are equivalent if, and only if, they
hove the same graph.
Proof Equivalent paths necessarily have the 5anle graph. To prove the converse,
assume that f and g have the same graph. Since f js one-to-one and continuous on
c) Give an example of a function / which is of bounded variation on [ll, b J but
which satisfies no uniform Lipschitz roodition on [a, b].
6.3 Show that a polynomial lis of bounded variation on every compact interval [a, b J
Describe a method for finding the total variation off on [a, b] if the zeros of the derivatiw
r are known.
6.... A oonempty set S of real-valued functions defined on an interval [a, b] ill called a
linft(U spaceaf/u7Iction$ ifit has the following two properties:
a) Iff € 5., then if e S for every realllumber c.
b) !fIE S andgE S. then/ + 9 E S.
Theorem 6.9 shows that the set Vofallfunetions of bounded variation on [a, b] in linear
space. If S is any linear space "rtlich contains all monotonic functions on la, b J, prove
that V s; S. Thili can be described by $aying that the fUDCtions of bounded variation
form the smallest linear space containing aU monotonic fllm;:tiolll>. .
6.5 Let roo
a Ral-valued function defined on [0. I] such that /(0) :> 0, f(x) ¢ x for
all x. and/(x) :S I(y) whenever x :S y. Let A = {x :/(x) :> xl. Prove that sup A e A
and that/{l) :> L
6..6 If / is defined everywhere in R I , then / is said to be of bounded variation on
( - 00, + a?) if/is of bounded variation on every finite interval and if there exists a positive
number M such that V;(a, b) < M for all compact intervals la. b]. 1be total variation of
/ on (- a?, + 00) is then defined to be the sup of all numbers V;(u, b), - 00 < a < b <
+ 00, and is denoted by VA: - 00. + (0). Similar definitions llDply to half-open infinite
intervals [a, + and ( ~ w, b].
a) State and prove theorems for the infinite interval (- 00, + analogous to
Theorems 6.7,6.9,6.10,6.11, and 6.12.
 139

b) Show that Theorem 6..5 is true for (- 00, + co) if "monotonic" is replaced by a) Show that h describes a rectifiable curve r.
"bounded and monotonic." State and prove a similar modfficatioo of Theorem
6.13. . b) Explain. by means of a sketch, the geometric relatiooship between/. D, and h.
c) Show that the set of points
6.7 Assume that f is of bounded variation on [0. II J and let
P {.ra, x" ... , x,,} e 9'[a, ill S'" {(x,y);o:S: x $ b, I(x) $ y:s; g(x)}

As usual, write Aft "" f(xJ - f(Xt.-1)' k = 1, 2•••. ,n. Define is a resion in R.2 whose boundlUY is the curve r.
d} Let H be the complex-valued function defined on [el,2b - .a] liS follows:
A{P) .. {k: Af" :> OJ, B(P) = {k: Aft <: O}.
The num1::lerl H(t) = 1 - ti [g(t) - f(t)]. if a $ I b.

p:r,a, b) = sup { L t::.h: PetPIiIl. b]}

H(t) '" t + ti[g(2b - 1) f(2/) t»), if b $ t.s; 2b -: D.

hAl?)
Show that H describes a rectifiable curve r o which is the boundary oftbe region
and

nJ.a, b) ;; sup { L: IAftl : P

IiiiBilP)
G £P[a, l}
b
So "'" {(x, y) . a :S: x :S: b, I(x) - g(x) ;S Zy s g(x) - f(x)).
e) Show that So has the x-axis as a line of symmetry. (The region So is called the
are called, respedively, the positive and negative variations of Ion [a, b]. For each x in sYmmetrization of S with respect to the x-QXis.)
~~l.et~=~4M-~~~=~4~l.et~""*­ f) Show that the Jength of r(} does not exceed the lengtb of r.
mo) = O. Show that we have:
a) Vex) p(x) + n(x). Absolutely etlIltimH'lo8 fundIons
b) Q s p(x) $ V(x) and 0 $ n(x) :S: V(x).
A real·valued function I defined on la, b] is said to be ofMqlutely rontimtl)us 00 [a, b] if
c) p and n are increaIlin& on [a, b]. for every t! > () there is a J > () l;I.lCh that
d) f{x) 1(0) + p(x) - n(x). Part (d) gives an alternative proof ofTheo.rem 6.13.
" I/(b
:E f(a~)J <: e
e) 2p(x) = V{x) + I(x) - !(a), 2n(x) "" "'(xl - /(x) + 1(0). ll) -
k=l
f) Every point of continuity off is also a point of continuity of p and of n.
for ewry n disjoint open subintervals (ab bl ) of [a, b]. n ... 1,2, ... , the sum of whose
lengtlls n~ I (Ok ail is less than ~.
Absolutely cootinuous functions Q<;l;ur in the Lebesgue theory of integration and
6.8 Let f and g be complex-V",dued functions defined as follows: differentiation. The following cxercises give some of tbeir elementary properties.
f(t) ... e 2lt/f if t E [0, I], get) = e2~1t if t e [0,2]. 6.11 Prove that every abS(llutely continuous function on [a, b] is continuous anti of
a) Prove that f and 9 have the same sraph but are not equivalent according to the bounded variation on [0, b].
definition in Section 6.12. Non. There exist functions wbich are continuous and of bounded variation but not
b) Prove that the length of 9 is twice that of f. absolutely continuous.
6.9 'Let f be II rectifiable path of length L defined on [a, bl and assume that f is not 6.12 Prove that I is absoJutely continuQus if it satisfies a uniform Lipschitz condition of
constant on any subinterval of [a, b]. Let $ denote the are-length function given by order 1 00 [a, b]. {see Exercise 6.2.)
s(x} '"' AJ,a. x) ifa <: x S; b, s(Q} = O. 6.13 If I and II are absolutely continuous on [a, IIl, prove that each of the following is
a) Pwve that ,,-1 exists and is continuous on [0, L J. also: Ill, c/(c constant),f + fl. I· g; aJsoflg if II is bounded away from n,!TO.
b) Define g(t) f[s-'(t)] jf , E [0, L] and show that g is equivalent to f. Since
f(t) gls(t)], the function g is said to provide II fel:\resentation of the graph of f
with arc lengtb as parameter. SUGGESTED REFERENCES FOR FUlllHER SnJDY
6.19 1.4t f and 9 be two I"l:'al-valued continuous functions of bounded variation defined 6.1 Apostol, T. M., CalcuJltJ, Vol. I, 2nd ed. Xerox, Waltham, 1967.
on [a. b l, with 0 < f(x) < g(x) for each X in (a, b), f(a) == y(a),/(b) == g(h). Let h be
the complex-valued function defined on the interval [a, 2b - a] as follows: 6.2 Nata.l11lOn, 1. P., 1'1rury of Flmctions of" Real Variable. Vol. I, rev. ed. Leo F.
Boron. translator. Ungar, New York. 1961.
h(t) I + f!(f), if a ~ t S b,
h(l) 2b - t + ig(2b - t), ifb~ts2b fl.

CHAPTER 7
THE RIEMANN-8TIELTJES INTEGRAL
7.1 INTROOOCl10N
Calc:ulus deals principally with two geometric problems: "finding the tangent line
to a curve, and finding the area of a. region under a curve. The first is studied by a
limit process known as d!fferenti4tio1J; the second by another limit pro.;:ess-
integration-to which we tum now.
The reader win recall from elementary calculus that to find the area of the
region under the graph of a positive function f defined on [a, b]. we subdivide
the interval [a, b] into a finite number of subintervals, say n, the kth subinterval
having length .t1xa, and we consider sums of the form :E:=1 f(tJ 4.:4;. . where tl: is
some point in the kth subinterval. Such a sum is an approximation to the area by
means of rectangles. Iff is sufficiently well behaved in [a, bJ-rontinuous, for
example-then there is some hope that these sums will tend to a limit as we let
If -I> 00, making the sua:essive subdivisions finer and finer. This, roughly speaking.
is what is involved in Riemann's definition of the definite integral J:f(x) dx. (A
predse definition is given below.)
The two concepts, derivative and integral, arise in entirely different ways and
it is a remarkable fact indeed that the two are intimately connected. If we consider
the definite integral of a continuous function f as a function of its upper limit,
say we write
F(x) = IX f(1) dt.
then F has a derivative and F'(x) - f{x). This important result shows that
diffcl"CI1tiation and integration are, in a sense, inverse operations.
In this chapter we study the process of integration in some detaiL Actually
we consider a more general concept than that of Riemann: this is the Riemann-
Stieltjea integral, Wllich involves two functions / and a. The symbol for such an
integral is J:f(x) da(x), ot' something similar, and the usual Riemann integral
occurs as the special case in which a(x) = x. When a has a continuous derivative,
the definition is such that the Stieltjes integral J:f(x) rh(x) becomes the Riemann
integral J:f(x) a'(x) dx. However. the Stieltjes integral still mak.es sense when a
is not differentiable or even when a is discontinuous. In fact, it is in dealing '*ith
discontimlous ()( tbat the importan<:e of the Stieltjes integral becomes apparent. By
a suitable choice of a discontinuous a, any finite or infinite sum can be e)l;pressed
as a Sticltjes integral, and summation and ordinary Riemann integration then
140
Dtf.7.1 141
become special cases of this more general pro<:ess. Problems in physics whicb
involve mass distributions that are partly discrete and partly continuous can also
be treated by using Stieltjes integrals. In the mathematical theory of probability
this integral is a very useful tool that mak.es possible the simultaneous treatment
of continuous and discrete random variables.
In Chapter 10 we discuss another generalization of the Riemann integral
known as the LebellflUe integral.
7.2 NOTATION
For brevity we make certain stipulations concerning notation and terminology to
be used in this chapter. We shall be working with a compact inlen1!l [a, b] and,
unless otherwise stated, all functions denoted by f, g, (I, fl, etc., will be assumed to
be real-valued functions defined and bounded on [a, b]. .Complex.valued functions
are dealt with in Section 7.27, and extensions to unbounded functions and infinite
intervals will be discussed in Chapter 10.
As in Chaptet' 6, a partition P of [a, b] is a finite set of points, say
P = (xo. Xl> ••• , x..},
such that a: = Xo < Xl < ... < X._I < X,,.= b. A partition P' of [a, b] is said
to be finer than P (or a r'e.finement of P) if P ~ P', which we also write P' ;2 P.
The symbol ~ denotes the difference ~1X1o = a(xJ - «(Xt-I). so that
'E" b,a:. - Q(b) '7 ~(l).
.*1
The set of aU possible partitions of [a. b] is denoted by 9'[a, b].
The norm of a partition P is the length of the largest subinterval of P and is
denoted by IIPII. Note that
P';2 P implies IIP'II s IIPIi.
That is, refinement of a partition decreases its norm, but the converse does not
necessarily hold.
7.3 THE DEfINITION OF THE IUEMANN-STlELTJES INTEGRAL
DejinltitJlJ 7.1. Let P = {Xp. Xl' •.. ,x,,} be a partition of [a, b] and let ta be a
point iii lhe subinterval [Xk-" Xl]' A sum of the form
..
S(P./. (I) = Ef(tJ 1\14
is I
is called a Ritmlann-Stieltjes sum of/with respect to ce. We say / i6 Riemann-
integrable with respect to C( (m [a. ill, Qlfd we write "fE R(a) on [a, b)" if there
exists a number A hauing the following property: For every £ > O. there exists a
partition p. of [0, b) such IMt for every partition P finer than p. and fQr every
clwice of the points tl: in [Xk-l, xJ, we have IS(P,J. a) - A) < £.
 n.7.1 Del. 1.5 143

When such a number A exists, it is uniquely determined and is denoted b)' Tllunm 7..4. Assume that c e (a, b). [ftwo ofthe three integrals in (I) exist, then
raf dt.t. or by J':/(x) d«(x). We also say that the Riemann-Stiehjes integral. J~f da. the third also exists and we Jume
exists. The functions f and ct are referred to as the integrand and the int~mt01',
respectively. In the special case when lX(x) = x, we write S(P,/) instead of
S(P, f, Of), and fER instead off E R(a:). The integral is then called a Riemann
integral and is denoted by 1:1
dx or by J:/(x) dx. The nume:rical value of Proof. If P is a partition of [a, h] such that cEO P,le!
J:f(x) dt.t.(x) depends only on/. IX, a, and b, and does not depend on the symbol x.
The letter x is a "dummy variable" and may be replaced by any other convenient P' Pn[a,c] and P"=Pn[c,b],
symbol.
denote the corresponding partitions of [a, c] and [c, It], respectively. The Rie-
M011!. This is one of several accepted definitions of the RiemanJHitiel1jes integral. mann-Stieltjes sums for these partitions are connected 'by the equation
An alternative (but not equivalent) definition is stated in Exercise 7.3.
S(P,f, 1%) S(P',f, IX) + S(P",/, a).
1'04 LINl?AR PROPER11llS Assume that J~I arK. and J~I dtt. exist. Then, given .& > 0, there is a partition
P; of [a, ('] such that
It is an easy matter to prove that the integral operates in a linear fashion on both
the integrand and the integrator. This is the context of the next two theorems.
IS(P'>.r. ([) - s: I dill <: i whenever P' is finer than p~.
11Ietw_ 7.1. If Ie R(a.) and if 9 e R(<<) 011 [a, b], then cd + c2tl e R(<<) on
[4, b1(for lilly two COlUUlnts Cl and (2) and we have and a partition P: of [c, b] such that

f (cd + C2SJ) da. = Cl r r f d« + Cz 9 da.. lS(p",f, ex) - f f dal <: i whenever P" is finer than P~.

Proof. Let h = cd + c:r.g. Given a partition P of [a, b], we can write Then p. P; v P: is a partition of [a, b] such tbat P finer than p. implies
• It n P' ;l P; and P'" ;2 P:. Hence, if P is finer t.I:wt p., we can combine the foregoing
S(P, h, IX) "" L h{t1) All:!: = (:1 'Ef(tJ AlX1 + (:2. L g(t,J AI.lJ: results to obtain the inequality
1-1

.., CtS(P,f, lZ)

1-1

+ C2S(P, y, Il).
'-1

!S(P,f, IX) - f f dll - f I dlXl < Il•

Given £ > O. choose P; so tImt P P; implies IS{P, f, a) J:I I'kl<: tl, and J: J: S:
This proVes that I da. exists and equals I da. + Ida.. The reader can easily
choose P: so that P 2 P: implies IS(P, g, ll) - J: g drxl <: t. If we take verify that a similar argument proves the theorem in the remaining cases.
P~ P~ v.p;, then, for P finer than P., we have

IS(P, h, Il) - c1 1~ f ria. - c2 f 9 da! ~ leJ 1£ + Ic2 1£,

Using mathematical induction, we can prove a similar result for a decomposi-
tion of [a, b] into a finite number of subintervals.

NOTE. The preceding type of argument cannot be used to prove that the integral
and this proves the theorem.
J:I da. exists whenever J:I drx exists.The conclusion is correet, however. For
Theorem 7.3. IIIe R(a) andle ROO on [a, bJ, then IE R(c1tJ. + C2f1J on [a, b] integrators« of bounded variation, this fact will later be proved in Theorem 1.25.

r r
(for any two constants (:1 and cz) andwe have
DejilliliolJ7.5. I/o < b, we define ,:Ida: = -S:fdCl )'"hetlever J:/dt.t. exists.
f d(cla + elfJ) (:1 I au. + c:r. f f dll
We also define I:I
drx. = O.
The equation in Theorem 7.4 can now be written as follows:
The proof is similar to that of Theorem 7.2 and is left as an exercise.
A result samewhat analogous to the previous two theorems telIs us that the
integral is also additive with respect to the interval of integration.
s: f + f
dll fda. + r Ida. O.
144 Th.7.7 145

7.5 INIEGJtAnON BY PARTS b = g(d). Let hand Pbe the composite functions defined as follows:
A remarkable connection exists between the integrand and the integrator in a hex) = ![g(x)], p(x) = a(g(x)], eS.
Riemann-Stielijes integral. The existence of $: fda. implies the existence of
J:a dJ. and the converse is also true. Moreover, a very simple relation holds Then h E R(fJJ on S md we have J~f dt:t: = J~ h dp. That is,
between the two integrals.
ll<d J
= fd f(g(x)]
T1Ieorem 7.6. Iff e R(a) OR [a, b], then IX e Rif) on [a, b] rmd we have

f f(x) d«(x) + f o:(x) d/(x) - f(b)a;(b) -j(a)ct(a).

i iK"J
.f(t) drx.{t)
"
dfll[g(X)]}.

Proof For definiteness, assume that 9 is strictly increasing on S. (This implies

, c < d.) Then 9 is one-lo-one and has a strictly increasing, continuous inverse g-1
NOTE. This equation, which provides a kind of reciprocity taw for the integral, is defined on [a., b]. Therefore, for every partition P = {Yo, ... , Y.J of [c, d],
known as theformutajor integration by parts. there corresponds one and only one partition P' = {xo, . __ , x,.} of [0, b] with
Xl; = g(y.). In fact. we can write
Proof. Let B > 0 be given. Since J:f da: exists, there is a partition p. of [a, iI]
such that for every P' finer than p., we have p' = g(P) and

IS(PI,t. lX) - ffdal<e. (2)

Furthermore, a refinement of P produces a corresponding refinement of pi, and
the converse also holds.
If IJ > 0 is given, there is a partition P~ of [0, b] such that pi finer than P;
Consider an arbitrary Riemann-Stieltjes sum for the integral J: a df, say implies IS(P',f, 0:) - r:fdt'tl < 8. Let p. g-I(P;) be the corresponding par-
tition of [c. dJ, and let P = {Yth' ..• Yo} be a partition of (c. dJ finer than p •.
S(P, a,f) :E rx(tJ Af. = L: a.(tJj(xJ - k'":E a.(tJj(x,,-I),
"

~~I
"

k~1
If

I
Form a Riemann-8tieltjes sum

= f(b)a.(b)
where P is finer than Pt. Writing A
II If
- !(a)a(a), we have the identity
S(P, h. fJ) = L" h(uJ APIi-'
It.~l

A = ~f(xJl.l(xJ - ;;;f(Xi-1)x(Xk-1)'
where III e [Y1-1> Yk] and APl = {J(Yl,) {1(Yl-I)' If we put I. g(lll} and
Subtraeting the last two displayed equations, we find xli- = g(y.), then P' = {xu, u. • isa partition of [a, 0] finer than P;. Moreover,
.. . we then have
A - SCPo a;,f) = :Ef(xJ[a(x~) - aCt,,)] + :Ej(Xk-l)[o:(t.) - a(x l _ 1 )]. o
1-1, i=1 S(P. ii, fJ) = L ![g(Ut)] {«[g(Y1)] -
I.~I
a[gCh-l)]}
The two sums on the right can be combined into a single sum ofthe form S(P' ,f. IX),
where P' is that partition of [a, b] obtained by taking the points x. and lit. together. "
Then P' is finer than P and henGe finer than p •. Therefore the inequality (2) is = L!{tt){cx(Xt) - «(Xt-I» = S(P',f, IX),
k~1

valid and tbis means that we have

since xJ. Tberefore, IS(P, h. fJ) J:f da:1 < and the theorem is
1.11 - S(P, (X,I) - f/dlXi < fl,
proved.
Iii- € [X':-I,

NOTE. This theorem applies, in particular, to Riemann integrals, that is, when
I>

whenever P is finer than p.. But this is exactly the statement that S: IX df exists (X(x) x. Another theorem of tbis type, in which 9 is nol requiTed to be mono-
and equals A - J:f da. tonic, will later be proved for Riemann integrals. (see Theorem 7.36.)

7.6 CHANGE OF VARIABLE IN A RIEMANN-STIELTJES INTEGRAL 7.7 REDUCTION TO A RIE..l\.IANN INTEGRAL

Theorem 7.7. Let R(Cl) on [a, b] and leI 9 be a strictly monotonic continuous The next theorem tells us that we are permitted to replace the symbol da.(x} by
jullction defined on I:/lf interval S having endpoints e and d. Assume that a g(e), «'{x) dx in the integral r:f(x) dt:t:(x) whenever (X has a continuous derivative «'.
146 'l1t. 7.' 111.7.9 147

Theorem 7.8. Assume R(a) 011 (a, oj and assume that a. has a contm1J(}U$ 7.8 STJj'.p FUNcrlONS AS INTEGRATORS
derivative (1: on [a, bJ. Then the Riemann integral I:f(x)a:'(x) dx exists and we have If « is constant throughout [a, bJ, the integral J:f
Uf;, exists and has the value 0,
since each sum S(P,J. ex) O. However, if II is constant except for a jump dis-
f I(x) d«(x) = f·/(X):r'(X) dx_ continuity at one point, the integral r:1
dct need not exist and, if it does exist, its
value need not be zero. The situation is described more fully in the following
Proof. Let g(x) f(x)r:t'(x) and ~onsider a Riemann sum theorem:
Theorem 7.9. Given a <: c <: b. Define on [a, b] us follows: The values Cl(a),
= L" = L"
IX.
S(P, g) g(/1) Ax!: f(tJa'(rJ Ax!:. !X(c), a:(b) are arbitrar,V"
I:~I .~I

The same partition P and the same choice of the I" >:an be med to form the a(x) = a(o) if a :s; x <: .c,
Riemann-Stielues sum and
a(x) = a(b) if c <: x ~ b.
"
S(P,f, a) = L: I(t~) 6a•.
!:~1
Let f be defined on [a, b] in mch 0 WQY that at least one of the lunctions lor IX. is
continuous from the left at c and at [east one is continuous from the right at c. Then
Applying the Mean-Value Theorem, we can write Ie R(a} on [0, bJ and we haIJe

and hence
~ = a'(vJ Ax.b f Id(/. = f(c)[«(c+) - a{c-)].

NOTE. The result also holds if c = a, provided that we write .x(e) for a(c-), and
"
S(P,f. a.) - S(P.9) = :E I(t~)[~t(vi)
"'=1
- a'(t':>] Ax". it holds for e = b if we write ate) for a:(e+). We will prove later (Theorem 7.29)
that the integral does not exist if both / and IX are discontinuous from the right or
Since/is bounded, we have If(x)1 . .,; M for an x in [a, b], where M > O. Con- from the left at c.
tinuity of tr on [a, b] implies uniform continuity on [a, bJ. Hence, if B > 0 is Proof. If C E P, every term in the sum S(P,f. (X) is zero except the two tenus arising
given, there exists a ~ > 0 (depending only on e) such that from the subinterval separated by c, say

os Ix - yl <: (j implies 1!I'(x) - a'(y)1 <: e S(P,j, «) fVt-t)[oc(e) - a(c-)J + /(t.l:)[a(c+) «(c)],
2M(b -
where 11;-1 ~ c :s;; ti • This equation can also be written as fonows:
If we take a partition P; with norm I P;II <: D, then for any finer partition P we
will have !tr(v,,) ~ (l'(t.) I <: a/[2M(b - a)] in tbe preceding equation. For such A = [f(I"-I) - !(c)] [a(c) - «(c-)] + [f(tJ f(c)][a,(c+) - a(e)],
P we therefore have where 6 = S(P,f, .x) - f(e)[«(c+) - a(c-)]. HeDce we have

IS(P,f. !X) - S(P, g)l <: -.

e 161 :s; IJ(lk-l) - f(c)lla(e) - (1(c-)1 + I/Ok) - l(c)1 hx(c+) a(c)l.
2 Jf/is continuous at c. for every s > 0 there is a;} > 0 such that IIPJj <: (; implies
On the other hand, since f e R(a.) on [a, oJ, there exists a partition P: such that
If(tt-I) /(c)1 <: sand If(tJ - f(c)1 < e.
P finer than P:implies

\S(P, I, Il)" f/dal <: ~.

In this ease, we obtain the inequality
IAI :s: lJ:!a(c) - a(c-)I + 61a(c+) a(e)l.

Combining the Iast two inequalities. we see that when P is finer than p. = P~ u P;, But this inequality holds whether or not f is continuous at c. For example, ifI is
we will have IS(P, g) J~/actl <: ~. and this proves the theorem. discontinuous both from the right and from the left at c, then IX(C) = a(e-) and
aCe) = a(c+) and we get 6 = O. On the other hand, if/is continuous from tbe
NOTl'!. A stronger result not requiring continuity of (1,' is proved in Theorem 7.35. left and discontinuous from tbe right at e, we must have aCe) = a(c+) and we get
148 ner. '''0 149

IAI ~ eIOl(c) - IX(C- )1. Similarly, if 1 is continuous from the right and discon- discontlnU()U$ frqm the rigbt or from the left at each X,t- Then J: f da; exists and we
tinuous from the left at c, we have «(c) = a:(c-) and IAI ~ lllt%(c+) - a:(e)j. have
Hence the last displayed inequality holds in every case. This proves the theorem.

Example. Theorem 7.9 tells us that the value ofa Riernann-Stieltjes integral can be altered
J: f(x) drx(x) = i:;/(XkPl'
by changing the value of f at a single point. The following example ~hoW$ that the
exi$ttmce of the integral can also be affected by such a change:. Let
Proof. By Theorem 7.4, r:f da; can be written as a sum of integrals of the type
c:onsidered in Theorem 7.9.
«(x) = 0, if x oF 0, «(0) "" I, One of the simplest step functions is the greatest-integer function. Its value at
I(x) = 1, . if I:s; x :s; + I. x is the greatest integer which is less than or equal to x and is denoted by [x].
Thus, [x] ill the unique integer satisfying the inequalities [x] .s; X < Ix] + l.
In this case Theorem 7.9 implies J:'1 f drx = O. Butifwe re-definefso that/eO) = 2 and
f(x) 1 if x ¢ 0, we can easily see that f:' l { drx will not alit. In fact, when P is a par- T1IefJ'eIn 1.1Z. Every finite sum can be written. as a Riemann:--Stieltjes integra/. In
tition which includes 0 as a point of subdivision, we find jact, given I'J sum I::~ J 0 1 , define f 011 [0, n] as follows:

S(P'/, fl.) {('J[«(x~) - <1(0)] + l(t1:_ 1 )[a(O) «(x.-_:l)] f(x) ak if k - 1 < x S k (k = 1, 2, ... , n), 1(0) = o.
.. {(tl ) - 1(11 -t), Then
where xl<_ 2 s: 14 _ t s: 0 s: I k s: Xl' The value of this sum is 0, 1, or - I, depending on
the choice of It and 1i<-l' Hence, J:'l f d« does not exist in this case. However, in a
~ ak :; ~ f(k) = f: f(x) d[x],
J:
Riemann integral I(x) dx, the values of 1 can be changed at a finite number of poists
where [x] is tile greatest integer S x.
without affecting either the existence or the valu~ of the integral. To prove this, it suffices
to consider the case where {(x) 0 for all x in [a. b] except for one point say x c. Proof The greatest-integer function is a step function, continuous from the right
But for such a function it is obvious that IS(P, n! :;;; !f(c)1 UPI!. Since IIP~ can be made and having jump I at each integer. The function 1 is continuous from the left at
arbitrarily smaU, it follows that I(,x) dx Q, J: 1. 2, •.. , n. Now apply Theorem 7.11.

7.9 REDUCTION OF A RlEMANN-STIELTJFS INTEGRAL TO A FINITE SUM 7.1.& EULER"S SUMMATION FORMULA
The integrator IX in Theorem 7.9 is a special case of all important class of functions We shall illustrate the use of Riemann-Stieltjes integrals by deriving a remarkable
known as step functions. These are functions which are constant throughout an formula known as Euler's summation jormula, which reJates the integral of a
interval ex.cept for a finite number of jump discontinuities. function over an interval [a, bJ with the sum of the function values at the integers
in [a, b]. It can sometimes be used to approli.imateintegrals by sums or, conversely,
D4!jinitiDIl 7.10 (Step /lIlIetiDn). A funcJion (X defined on [0, b] is called a step function
to estimate the values of certain sums by means of integrals.
if t.here is (J partition
1'Aeorem 7J3 (E"ler's IlIlfIJfUltiOlljor""'). Iff has a continuous derivative f' on

such that
(1!(xt
rt is constant on eaeh (}pen subilllervol (Xl- U Xl)' TIfe /lumber r:l(xk +}
is called Ihe jump at Xli: if I < k <
-)
and the jump at x n is :x(x,,) «(x" - ).
It. The jump at Xl is :x(x l +)

Step functions provide the connecting link between Riemann-Srieltjes integrals

x(x 1).
[a, b]. then we have

Q~. fen)
where «x») =
=

X -
r r f(x) dx + !,(x)(x» dx + f(o)(o»
[x]. When a and b Ofe integers, this bet"Omt$
f(b)«b»,

and unite sums:

Tlleo,e", 7.1I (Retlllction 0111 Riem«rm-Stieltjes mtegral to tl jillite 1m",). Let Cl be

a step jUlletion defined ()ft [a, b] wilh jump :Xl Qt x~, where x 1> ••• , x. are as described
"
Lf(n)
8=(1
f f(x) ax + f j'(x) (~ - [x] -. nax + f(a) ; feb) .

in Definilion 7.10.ut j be defined on [a, b] in such a way tliOI not both f llnd oc are NOTE. ::E."";l;. means the sum from n = [a] + 1 to" [6].
 the !>maHest value of the upper sums? This !e<lds
sums, a number called the upper f The
to bl;: the sup of aU lower sums, for ne:,lsonable
eX<ilml)!e, continuous both these wiH be
HClwl;ver, in these wiH be dilIerent and it be,;Ol1tlCS
has unit at tbe i,
impmrtallt !,roIJleJtl1 to find conditions on the function which will ensure that the
integrals win be the same, We now discuss this type of prlJblem

Detinitt.fJn 7.14. p 0] and

sup > x €

7.11 MONOTONICAU'.£Y INCREASING iNTEGRATORS. tJPPER AND

LOWER lL"'lTEGRALS
Ri,em'ann-iSti,eltiies iJlte,!ln3it!Cllj will now he de'vel,:::rr'l~d
mClllol,onjically irlCrea5irl~ Iatc·r Theorem
gl;lJ:<:l<il a~ litUlJylrlg the for inte:gratorn
re.'JJ??clivei~f, the
appear in the Riemann~ partition P.
:it vital rule in the Ge','el,JP-
on

Therefore, when we have tile illcqUlIUties

The for (1" re!lnernent of the pUlrtition

~;re~lses the upper sums,

Then.

have
151 Ikl.7.16 n. 7.19 153

Proof. It suffices to prove (i) when P' contains exactly one more point than p. Then for every partition P of [0, 1], we have Mk(f) =
1 and mk(/) = 0,. since every
say the point c. If c is in the itll subinterval of p. we can write subinterval contains both rational and iml.tionaJ numbers. Therefore. U(P, j) = 1 and
L(P, f) 0 for all P. It follows that we have, for [a. b] [0. 1I,
•
L: Mt.(f).&l,t; + M'[a(c) - +
D(P'.!. lX) =
i-I
t#i
«(XI-I)] M"[a(xJ - aCe)].
and L" f dx O.

where ME and M" denote the sup offin [X'-I' e] and [e, Xi). But. since
Observe that the same result holds if I(x) = 0 when x is rational, and [(xl = 1 when x is
M' :$ MI(n and M" ~ Ml.f), irrational.
we have U(P',f. «) :$ U(P,/, «). (The inequaJity for lower sums is proved in a
similar fashion.) 1.12 ADDITIVE AND LINEARITY PROPERTIES OF UPPER AND
To prove (ji). Jet P = PI U Pz.. Then we have LOWER INTEGRALS
L(PI.I. «) :$ L(P,/, 0:) :$ U(P, I. 01:) ~ U(Fz..1. a}. Upper and lower integrals share many of the properties of the integral. For ex-

r
ample, we have
NCl'll'. It follows from this theorem that we also have (for increasing a:)
m[a(b) - a(a)] ~ L(P.. 1. a) ~ U(P",f, a) S; M[a(b)
where M and m denote the sup and inf off on [a, b].
<x(a}], J: f da = f d« + J: f d~>
jf Q < C < b, and the same equation holds for lower integrals. However, certain
Dt'jillitiolf 7.16. Assume that «/' on [0, bJ The upper Stittltjes imegral of/with
eqnations which bold for integrals mUBt be replaced by inequalities when they are
resp~et to 0:

r
is defined as follows:

fda = inf {D(P,1. Il): P

The lower Stieltjes integral is similarly dejilled:

€ ~[a. b]}. g) cia ~ r
stated for upper and lower integrals. For example, we have

J: U + f d« + J: 9 da,

and
1.: I da = sup {L(P,!, a): P E 9'Ia, b]}.
I
I>
_" (/ + g) drJ 2:': l"r" f drx + 1
. g da.
4"
NOTE. We sometimes write 1(f. a) and 1(1. a) for tbe upper and lower integrals.
These remarks can be easily verified by the reader. (See Exercise 7.11.)
In the special case where ~(x) = x, the upper and lower sums are denoted by
U(P,fJ and L(P.fJ and are caJ!ed upper and lower Riemann sums. The corre-
J:
sponding integrals. denoted. by J:f(x) dx and by f(x) dx. are called upper and 7.l3 RIEMANN'S CONDITION
Jower Riemann integrals. They were first introduced by J. G. Darboux (1875).
[f we are to expect equality of the upper and lower integrals, then we must also
1'1Ietwellt 7.17. Assume tltat fI.,J' tm [a, bJ. The" l(f. tI) S; l(f. Il). expect: the upper swns to become arbitrarily close to the lower sums. Henee it
Proof. If s > 0 is given, there exists a partition PI such that seems reasonable to seek those functions/for which the difference U(P,f. a)
L(F,/, (1:) can be made arbitrarily small.
U(P 1, I. a) < 1(f. IX) + ~.
D(/inititJII 7.18. We say that f satisfies Riemann's condition with respect to IX on
By Theorem 7.15, it follows that 1(1. tI) + I> is an upper bound to all lower sums [a, h] if.for every t: > O. there exists a partition p. such that P filler than p. implies
L(P. I. 4). Hence. l(f. IX) $ 1([. IX) + ii, and, "inee JL: is arbitrary, this implies
!Jf. IX) :;:E; 1(f. IX). Os. U(P,/, a) 4P./, ex) < s.
hample. II is easy to give an example in which l(j, «) <: 1(J, «). Let «(x) x and Theorem 7.19. Assume that a)" on [a, b]. Then the following three statl!ments are
define f on [0, J las follows: equivalent;
[(x) J, if x is rational. f(x) = O. if x is irrational. i) R(c:) on [a, b].
lSI Th.1.1'

ii) Isatisfies Riemann's condition with respect to a on [a, b]. 7.14 COMPARISON nJEOREMS
iii) 1(1. a) .. I(f, a). TU6nrJ17.1O. Assume that fl.'"
on [a, b]. IIi e R(II) tmtl 9 E R{a) on [a. b) tmtl
fff(x) ::::: g{x)/or all x in [0, b]. thnz we Iuwe
Proof. We will prove that part (i) implies (ii), part (n) implies (iii), and part (m)
implies (i). Assume that (i) holds. If ([(b) .. «(tI), then (il) holds trivially. so we
can assume that «(a) < cx(b). Given Il > 0, choose p. so that for any finer P and
f f(x) dcx(x) s f g(x) dlX(x).

't
all choices of and tk in [Xl-I> xJ, we have Pr()()/' For every partition p. the corresponding Riemann-Stieltjes sums sa.tisf'y

Itf(tJ Aa.
.t;1
- AI < t
3
and Itf(t;;) &La. -
i-l
AI < ~,
3
•
S(P./, ([) .. E/(tJ.&r. s
•
I: g(tJ Aa t "" S(P, g, a),
l=l .t-l
where A f:1 drx.. Combining these inequalities, we find since 0: '" on [a, b]. From this the tbeot'em follows easily.

jt U(ti} - l(t.J) Aa I < ~ t. In particular, this theorem implies that r. g{x) dix(x) :;:: 0 wheneYer g(x) :<!: 0
1;=1 ~ 3 and to on [a, b].
Sin<:e M..(f) - ,",,(n = sup {/(x) - /(x'): x, x' in [XI;-17 Xi)}, it follows that Tl¥tmllf 7.21. Assume that «.'"
011 [0, b]' Ifl e R(IX) on [a, b], thnz III e R(lli) on
for every h > 0 we can choose tli; and Ii-. so that [a, b] and we IraN the tnequallty
/(IJ - l(tfJ > M,.Jf) - m,.(f) - h.
Making a choice coI'l'Cllponding to h = t&/[a(b} - tx(a)], we can write
If I{x) 4l1(X)1 s f If(x)1 da(x).

.. Proof. Using the notation of Definition 7.14, we can write

U(P, 1,02) u...p./. a) = L [Mot(/) - m.(f)] &La. M1(f) - m.(f) = sup {f{x} - f(y) : X, yin [Xl:-l, xJ}.
• "1
Since the inequality 1l/(x)1 - If(y)!'i :S 1/(%) -ICy)1 always holds, it follows that
< L" [f{tJ f(t,t)] Att. + II L" Aa4 < 8. we have
It=l 121
Hence, (i) implies (ii). Ma(lfl) - mlt(l/l) ::::: M..(f) - m,,(f).
Next, assume that (ii) holds. If £ > 0 is given, there exists a partition p. such Multiplying by ~. and summing on k, we obtain
that P finer than P. implies U(P,/, IX) < L(P,f. a) + t. Hence, for such l' we
have U(P, Ill. «) - u'p.lfl. «) ::::: U{P,f. «) - L{P,f. a).
1(f, (1;) :s: U(P,/, «) < L(P,/, Il) + t s;: l(f, a:) + t. for every partition P of [a, b]. By applying Riemano's condition, we find that
That is. 1(J, a) -s; l(f, IX) + Il for every t > O. Therefore, I(/, 11:) S l(f, II). But,
III e R(a) on [a, b]. The inequality in the theorem follows by taking 9 .. IfI in
by Theolem 7J 7, we also have the opposite inequality. Hence (0) implies (iii). Theorem 7.20.
Finally, assume that 1(f, «) .. 1(f, il} and let A denote their common value. Nom. The converse of Theorem 7.21 is lIot true. (See Exercise 7.12.)
We will prove tbat J:I da. exists and equals A. Given It > 0, choose P; so that
U(P,f, «) < l(f, a) + e for all P finer than P:. Also choose P~ such that 11IetJrem 7.22. Assume that (I] Dn [a, b]. lile R(ll) on Ill, b]. thenp e R(lt) on
[a, b].
L(F,/, IX) > l(/' a) - 1;
Proof. Using the notation of DeJinition 7.14, we have
for all P finer than r;. If p• .. p; v P:, we can write
Ma(f'l) = [Ma(]fl)J2 and ,",,(/'-) = [mA;<I/I)]2.
IU Il) - £ < L{P,f. IX) :s: S(pJ, «) :s: u(p./. Il) < I(/, IX) + II
Hence we can write
for every P finer than P,. But, since I(f, a) .. i(f, II) .. A, this means that
IS(P,f, a:) AI < II whenever P is finer than p•. This proves that J:f da. cxist»
MI;(f'-) - mi(f2) = [MiO/I) + m.(I/l)][M,,(lflJ - maCI/I»)
and equals A, and the proof of the theorem is now complete. ::::: 2M[M'<I/I) - m.t(lfl)].
 n.1.2S 157

where M is an upper bound for Ilion [a, bJ. By applying Riemann's condition, To prove the first inequality, we note that AY" - IA«.I ~ 0 and hence
the conclusiefi follows.
• n

XWorem 7.23. Assume thot C(? (In [a, b]. Ilf e R(a) and 9 e R(tl) Olt [a, b J. 'hen E [Mji{/) -
.t~1
mJl)J(AY,t - IAail) ::;; 2M L
1=1
(A~ - IAall)
tire productj'g E R(rx.) on [a, b).
Proof. We use Theorem 7.22 along with the identity 2M (V(b)

2f(x)g(x) = [I(x) + g(xW - [f(x)r - [g(xW· To prove the SC(:ond inequality, let

A(P) = {k: .dIXie :2.:: O}, B(P) = {k: ~ < O},

7.15 INTEGRATORS OF BOUNDED VAlUATION
and let h = ltl/ V(b). If k e A(P), choose tIl and t; so that
In Theorem 6.13 we found that every function a: of bounded variation on [a, b J
can be expressed as the difference of two increasing functions. [fIX = (Xl 0:2 is f(tJ - l(t~) > M.(J) - m.(f) - It;
such a decomposition and ifIe R(O:t) andje R(a,) on [a, b], it follows by linearity
thatfe R(o:) on [a. b]. However. the converse is not always true. Iffe R(a) on but. if k e B(P), choose II: and tl so that f(tt) - f(t,,) > M,t(f) - miff) - h.
Then
[a. bJ, it is quite possible to choose increasing functions at and txz such that
a Ilt - 1%,1, but such that neither integral f:f df1.t,
S:jda. 2 exists. The difficulty,
of course, is due to the nonuniqueness of the decomposition IX 1X1 - IXZ' How- L"
.~t
[M.(/) - mi(f)] 14lZ.1 < L
b;AV')
[f(t.} - f(tm l.datl
ever, we can prove that t)lere.is at least one decomposition for which the converse
is true, namely, when at is the total variation of a: and «2 = 0:1 - 0:. (Recall
.
Definition 6.8.) + L [J(tt) - J(t.)] I~I + h :E IAatl
_(I'~l .-1

TMDHlII 7.24. Assume that « is 01bounded variation on [a, b1 Let Vex) t:knote the " .
total variation oj« an [Q, x] if a < x :s;; b, and let Veal = o. Let I be defined and =
.~t
:E tAa.1
2: [f(t.) -I(tm Acz. + h .-1
bounded 011 [a, bJ. lllE R(a) M [0, b]. then/e R(V) on [0, b].
g t
Prooj. If Y(b) = 0, then Y is contant and the result is. trivial. Suppose therefore, < + hJl(b) = ..8 + 8 = ~.
444 2
that V(b) > O. Suppose also that If(x)1 ~ M if x € [a, b]. Since V is increasing,
we need only verify thatlsatisfies Riemann's condition with respect to Von [0, b]. It follows that f e R(V) on [a, b1
Given (; > 0, choose P,. so thit for any finer P and all choices of points til; and
t~ in [Xl~1> Xl] we have NOTE. This theorem (together with Theorem 6.12) enables us to reduce the theory
of Riemann-Stieltjes integration for integrators of bounded variation to the case

I~ [J(tJ - Aatj < 1

of increasing integrators. Riemann's condition then becomes available and it
J(tm and V( b) < E" /.datl + ~
l~l 4M
. turns out to be a particularly useful tool in this work. As a first application we shall
obtain a result which is closely related to Theorem 7.4.
For P fiDer than p. we will estabiish the two inequalities
T/worem 7.25. Let a..hl! 01bounded variation on [0. b] tmd asaume that f e R(<<) on
[a. b]. T'henjE R(<<) on every subinterval [e, dJ of [a, b].

and Prot>j. Let Vex) denote the total variation of« on [a. xJ, with yea) = O. Then
IJ = V - (Y (I), where both V and Y - IX are increasing on [a, bJ (fheORml
6.12). By Theorem 7.24,/e R(V), and hencefe R(Y - «) on [a. b]. Therefore,
if the theorem is true for increasing integrators, it follows that f E R( V) on [c, d]
Which, by addition. yield U(P,f. Y) - L(P,f. V) < e. and/e R(V - Ct) on [c. dJ, sofe R{IX) on [c, d].
 n.7:v. n.7.28

Hence, it wffices to prove the theorem when IX;" on [a, h]. By Theorem 1.4 = sup {lg(x)1 ; x IE [a, b]}, we have
r
Therefore, jf M g
it suffices to prove that each integral J~f tltJ: and J:f da. exists. Assume that
a < c < h. If P is a partition of [a, x], let A(P, x) denote the difference
A(P, x) U(P,f, (I) - L(P,f, IX),
IS(F,f, G) - f·g dill = Ii; f:-. {J(t.) - f(t)}g(!) da.(t)1

of the upper and lower sums associated with the interval [a, x]. Sincefe R(a) ~ Mil t
ll:=t
r~·
J~-.
IfOt) - f(t)1 dlX(t) ::r; M. t
1.:a1
r""
J.:4'k-l
[Mi (!) - m.(!)] da(t)
on [a, b], Riemann's condition bolds. Hence, if t > 0 is given, there eXi$lS a
partition p. of [a,. b] such that A(P, b) < .. if P is finer than p•. We can assume = M,{U(P,f, a.) - L(P.f, I.l)}.
that e E P r The points of p. in [a, cJ form a partition P; of [a, c]. If P' is a Since f E R(<<). for every l': :> 0 there is a partition p. such that P finer than p.
partition of [a, cJ finer than P:. then P = P' v p. is a partjtion of [a, b] com- implies U(P.f, «) - L{P,f, a.) < 1;. This proves that It: R(G) on [a. b] and
posed of the points of P' along with those points of p. in [e, b]. Now the wm that J:f' g drx. = r~f dG. A similar argument shows that 9 e R(F) on [0, b] and
defining A(P', c) contains only part of the terms in the sum defining A(P, b). Since
each term is ~O and since P is finer than p .. we have
that J:f'u da = dF. r:U
NOl"E. Theorem 7.26 is also valid if IX is of hounded variation on [0, h].
A{P', c) ~ A(P, b) < t.

That is, P' finer than P; implies A(r, c) < G. Hencc;fsatisfies Riemann's con-
dition on [a, c] and 1;f da. exists. 'fhe same argument, of course, shows that
f:f da. exists, and by Theorem 7.4 it follows that J~fda. exists.
The next theorem is an application of Theorems 7.23, 7.21, and 7.25.
TMDrem 7.26, Assume Ie R(lX) and g e R(a:) on [a, b], where tV on [a, b].
Define
7.16 SUFFICIENT CONDfil0NS FOR EXJ.S'IEN"CE OF RIEMANN-S'l'I.ELTJES
INTEGRAI.S
In most of the previous theorems we have assumed that certain integrals existed
and then studied their properties. It is quite naturel to ask: When does the integral
exist? Two useful sufficient conditions will be obtained.
1'IN!orem 7.17. Iffis continuous on [a. b] ondif a is ofbounded variation on [a. b],

and
F(x) = r f(t) da(t)
Ihetlfe R(\7;) on [a, b].
Non:. By Theorem 7.6, a second sufficient condition can be obtained by inter-
changingfand a in the hypothesis.

G(x) = f' g(t)d!X(t) ifxe[a,b].

Proof. It suffices to prove the theorem when cc l' with a(a) <: a.(b). Continuity
of f on [0, bJ implies uniform continuity, so that if I: > 0 is given, we can find
Jj :> 0 (depending only on 6) such that Ix - JlI < b implies IJ(x) - f(JI)1 <: tlA,
Thenfe R(G), U E R(F), and the productf'g e R(IX) on [a, b], and we have where A "" 2[(X(b) - Il(a)]. If p. is a partition with norm <: d, then for P uP.n
f f(x)g(x) drx(x) = r I(x} dG(x)
finer than p. we must have
M.C!) mr.(f) ~ &/A,
since M,Jl) - m.(/) = sup {f(x) - f(y) : x, y ill [Xt-I' x.]}. Multiplying the
f g(x) dF(x).
inequality by Atl:t and summing, we find

U(P,/, (I) L(P./, II) :<;; & t A:xl 2" <: £,

Proof The integral J:J-g drx. exists by Theorem 7.23. For every partition P of A 1=1
[a, bJ we have and we see that .Riemann's condition holds. Hence,f E RUt) on [a. b].

S(P,/, G) ~
= (;;f(tJ 1"".r.<-. g(l) dlX(t) For the special case in which IX(X)
corollary:
x, Theorems 7.27 and 7.6 give the following

and Tlieorem 7.28. Each of the following conditions is sufficient for tlte existence of 11Ie

f f(x)g(x) drx(x) t 1:. f(t)g(t) da(t).

Riemann integral J:f(x) dx:
a) f is continllCffls on [a, bJ. b) f is of bounded varia/ion an [a, b].
,d':
 Th.7.32 '61
lb. 7.19

7.17 NECESSARY CONDmONS FOR EXISTENCE OF KIEMANN-S'l1ELTJES

INTEGRAlS
When lX is of bounded 'lll.riation on [0. bJ. continuity Of/is sufficient for the exis-
tence of S:/ da.. Continuity of / throughout [a,. oJ is by no means necessary.
m :S;; c S M such Ilwl

In particular,
f I(x) drl(x) - c r da(x} - c[a(h} - a(a)J.

however. For example, in Theorem 7.9 we found that when Ii: is a step function.
then I can be defined quite arbitrarily in [a. b] provided amy that I is continuous
at the discontinuities of IX. The next theorem tells us that common discontinuities
from the right or from the: left must be avoided if the integrid is to exist.
TMoron 7.19. Assume tlwt «;I' on [tZ. bJ and let a < c < b. Assume further
that both II andlore diJ:continuousfrom the right at x t:; that is, flSSUmf! that there
exists on II > 0 such that lor every (j > 0 there are values 01 X and y in the interoal
(c. c + Ii) ICT which
l/(x) - f(c)l ;:::: e and lac(y) - «(e) I ~ a.
Then the IntegI'm J:f{x) ti(x) ctl1I1fOt exist. The lIttegral also /alla to end if oc and
/ are discontinuora from the left at c.
Proof. U:t P be a partition of [0. bJ containing c as a point of subdivision and
ifl is continuous on [a, b], then c "" /(x,,)/or some Xo in [a. b].
Prooj. If a(a) = «(b), the theorem holds trivially, both sides being O. Hence we
.can assume that t:.I(a) < a(b). Since all upper and lower sums satisfy
m[a(b) - 12(0)] S L(P./, IX) s U(PJ, 12) ~ M[a(b) - 0:(0.)].
the integral S:f do: must lie between the same bounds. Therefore, the quotient
c = (J~I d«)/(J: da) lies between m and M. When f is ~ntinuous on [a, b], the
intermediate value theorem yields c ". I(xc) for some X o In [4. b].
A second theorem of this type can be obtained from the first by using integra-
tion by parts.
TllitlorlUll 7.31 (&comJ M.,..Vtt1lle neo,~m lor RiemmJlt-Slie.ltje.s wetP'IIls).
Assume tllat IX is continuous and that I.l' on [a, b]. Then. there exists a point xI}

r'
form the differmce in [a, b] such thot

U(P./. a) - u.P,j. lX} =

•
L: [M.(/) -
1;-1
ffll;(f)] Alit. s: I(x) da(x) = f(a) da(x) + feb) fa da(x).

If the Itb subinterval has c as its left endpoint, then

U(PJ. «) u'p.J. tX} ;:::: [M;(I) - m.<f)][«(xJ - «(e)],

since each term of the sum is ;::::0. If c is a common discontinuity from the rigbt.
r
Prooj. By Theorem 7.6, we have

I(x) da(x) = I(b)rx(b) l(a}tX(a) - f 12(X) dl(x).

we can assume that the point x,: is chosen so that o(x.) - «(c) ~~. Furthermore.
the hypothesis of the theorem implies M ffi - mffi ~ il. Hence,
U(P.f. IX) L(P.f. «) ~ il~,
where Xu E
r
Applying Theorem 7.30 to the integral on the right, we find

f(x) drx(x) = I(a)[a(xo) - ~a)J + I(b)[u(b)

[a, b]. which is the statement we se; out to prove.
- oc(xo)],

and Riemann's condition cannot be satisfied. (If e is a common discontinuity

from the left, the argument is similar.)
7.19 THE INTEGRAL AS A FUNCITON OF TIlE INTERVAL
7.18 MEAN-VALUE TIIEOREMS FOR RIEMANN-STIELTJES INTEGRALS If/e R(tX) on fa, b] and if« is of bounded variation, lhen (by Theorem 7.25) the
Although integrals occur in a wide variety of problems, there are relatively few integral f: f da. exists for each x in [«, bJ and can be studied as a function of x.
t::alIeS in which the explicit value of the integral can be obtained. However. it Some properties of this function will now be obtained.
often suffices to have an estimate for the integral rather than its exact value. The
Mean Value Theorems ofthis section are especialIy useful in making such estimates. Tlle.orelll 7.12. Let« be 0/ bounded variation 011 [a, b] and assume that Ie R(II) on
[a. h]. Define F by the equati01l
T1Iureld 7.JfJ(1'irtil Me....VlIIMe 1'ItttJrmr/ur llUlIfIl1fIt-Stiehe6 illtegriib). Assume
that a r and let/ e R(a) 011 (a, b J. Let M and m denote, respectively, the sup and F(x) = J.'"I dlX. if x e [Q, b]'
int 0/ the set {I(x): x e [a. b]}. Then there exists a real number c sotis/fing
1& n.7.33 1()J

Then we have .~ (a, b) and has the value

i} F is ofbounded variation 011 [a. b]. g'(x) = f(x) for evuy x in (a, b).
il) Every point of continuity of ~ i1 a/se Q point ofcontinuity of F.
At the endpoints t1S$U11Je that g(a+) and g(b-) exi$t Ulld satisfy
iii) If (1.1' on [a. bJ, the derivative F'(x) exists at each point x in (a, b) where «'(x)
exists and where f is continuous. For such x, we have g(a) - g(a+) = g(b) g(b-).
F'{x) = f(x)«'(x).
Proof It suffices to assume tbat rzl' on [a, b]. If x #: y, Theorem 7.30 implies
f I(x} dx = f g'(x) dx = g(b) - yea).
that
Fh') - F(x) = fJ da = c[t!(y) - a(x)],
Proof For every partition of [0, bJwe can write

g(b} g(a) =
~

.E [g(x.) - g(Xl - I)] =

~

E D'{t.).Ax.
•
E/(fl ) Axle>
where m ~ c :s; M (in the notation of Theorem 7.30). Statements (i) and (ii) i~1 t~1 lEI
follow at once from tbis equation; To prove (iii), we divide by y - x and observe where tic is a. point in (Xt-tt xi) determined by the Mean·Value Theorem of
that c -+ j(x) as y -+ x. differential <:a1culw;, But, for a given 8 > 0, the partition can be taken so fine that
When Theorem 7.32 is used in conjunction with Theorem 7.26, we obtain the
fonowing theorem which converts a R.iemann integral of a product f· 9 into a
Rie:mann-Stfeltjes integral J~f dG with a continuous integrator of bounded
Ig(b) - g(a) - f f(x) axj = I~ fe,t) 4x k - f I(x) axl < 8.

variation. and this proves the theorem.

r r
Tie()r~m 7.33. lffe R and 9 e R on [a, b], let The second fundamental theorem can be combined with Theorem 7.33 to give
the following strengthening ofTbeorem 7.S.
F(x) = I(t) dt. G(x) gCt) dr t[x e [a, b].
TAtlt1f'tim 7.35. Assume feR on [a, b]. L!t IX be a junCtKm which is continuous on
[a, b] and whose derivative rx.' is RiemOM integrable Dn [a, b]. Then the follfJwing
Tlum F IlIId G tire contfnuolI$ fimCtiOTlS of oounded lIlIfiation on [a, b]. Also,
integral.! exist and are equal;
f
f I(x)g(x) dx = r
E RCG) fmd 9 E R(F) 011 [a, b], and we haDe

I(x) dG(x) = f g(x) dF(x}.

s: I(x) da.(x) = f I(:£p'(x) dx.

r
Proof By the second fundamental theorem we have, for each x in [ a, b),
Proof Parts (i) and (ii) of Theorem 7.32 show that F and G are continuous func-
tions of bounded variation on [a, b]. The existence of the integrals and the two
formulas for J:f(x)g(x) dx follow by taking a(x) x in Theorem 7.26. a(x) - F!(a) = «'(t) dt.

NOTE. When a(x) .. x, part (iii) of Theorem 1.32 is sometimes called tbe first Taking 9 "'" (I.' in Theorem 7.33 we obtain Theorem 7.35.
fundamental theorem Qfi"tegra{ calculus. It states that rex)
= j(x) at each point
of continuity off. A companion result, called the secrmd funtlamental theorem, is NmE. A related result is described in Exercise 7.34.
given in the next section. ."
"1.11 CHANGE OF v ARJABLE IN A RIEMANN INTEGRAL
UO SECOND FUNDAMENTAL nlEOREM OF INTEGRAL CALCULUS
The formula J~ f d« == J~ h d{J of Theorem 7.7 for changing the variable in an
The next theorem tells how to integrate a derivative. integral assumes the form
f" j[g(t)Jg'(t) at,
Tlleorem 7.34 (Secoml fiillt/lmt.ellttll t~ of illtel,1I1 ~). Assume that feR
on [«, b]. L!t 9 be a junction defined on [a. b] SlIeR that the derivative g' exists in 18(1)

f(~)
I{x) ax =
<
 'I1t.7.36 'Ih. 7.:37 165

when «(x) x and when 9 is II. strictly monotonic function with a continuolJll In particular, the result is valid if g(c) = g(d). This makes tbe theorem especially
derivative gl. It is valid iffe R on [a. b]: When I is continuous, we can use useful in the applications. (See Fig. 7,2 for a pennissib1e g.)
Theorem 7.32 to remove the restriction that 9 be monotonic. In fact, we have the Actually, there is a more general version of Theorem 7.36 which does not
following theorem: require continuity off or of g', but the proof is considerably more difficult. Assume
that 11 E- R on [e, d) and, if x e [e, d), let g(x) = J~ h(t) dt. where a is a fixed
Iheou", 7.36 (C~ olltM'idle ill. R.iemt,w, ~). Assume that 9 hQ8 a
point in [c, dJ. Then if Ie R on g([c, d]) the integral J~f[g(t)J h(t) dt exists and
continuous deritla1ive gl on QJJ interval [c, d]. Let I be contiml.t>tu on 0([c. d'J) and we have
define F b" the equation
JIi f[g(t)]h(t) dt.
F(x) == r'"
Jilt:)
f{t) dt if x e g([c. d]). 1 9(')

git)
f(x) dx ==
c

This appears to be the most general theorem On ehange of variable in a Riemann

Then, for each x in [c, d] the integral J;f[g(t)]g'(t) dt exi.rts tlIId has the t'tliut!
integral. (For a proof, see the article by H. Kestelman, Mathematical Gazette,
F[g(x)]. In J1'Il'ticular. we have

I
1(4)

,(c)
f(x}dx r f[g(t)]g/(t) dt.
45 (1961), pp. 17-23.) Theorem 7.36 is the special case in which h is continuous on
[c, d] andfiHontinuous on g([c. d]).

7.Z2 SECOND MEAN·VALUE THEOREM FOR RIEMANN INTEGRALS

Proof. Since both gl and the composite function f 9 are continuous on [c, d]
Q

the integral in question exists. Define G on [c, d] as follows: Theorem 7.17. Let 9 be continuous and assume thatf)' 0" [a, b]. Let II and B be
two rea/numbers salisfying the inequalities
G(x) = [' f[g(t)]g'(t) dt. A .s f(o+) and B ~ I(b-).
"c
The" there exists.Q point X o In [a, b] such that

r
We are to show that G(x) F[O(x)]. By Theorem we have
G'(x) = f[g(X)]g'(X),

and, by the chain rule, the derivative of F[g(x)] is also ![g(x)]g'(x), smceF'(x) =
.I).l.i·.
",

.
'¥·it9i
I

, i) f(x)g(x} dx = A i"" g(x) dx + B J: g(x) dx.

, ... !

c, we get G(e) = 0 and ~

~ttf '

f(x). Hence. G(x) - F[g(x)] is constant. But, when x In particular, iff(x} Ofor all x in [a. b], we Iulve
pr ~;:':
F[g(e)] == 0, so this constant must be O. Hence, G(x) = g(x)] fof all x in
f·
I'

[c, d]. In particular, when ;t = d, we get G(d) F[g(d)] and this is the last
equation in the theorem.
. ,

ii)
a
f(x)g(x) dx = B r' g(x) dx,
J:-:o
where Xl} € [a, bJ.
NOTE. Some texts prove the preceding theorem under the added hypothesis that NOTE. Part (ii) is known as Bonnet's theorem.
g' is never zero on [c, dJ. which, of course, implies, monotonicity of g. The above
Proof. If (l(x) = J: get) dt, then a' = g, Theorem 7.31 is applicable, and we get

r"
proof shows that this is not needed. It should be noted that 9 is continuous on
[c. dJ, so g([c, dJ) is an interval which contains the intervll1 joining g(c) and g(d).
f f(x)g(x) dx = f(a) g(x) dx + feb) f: gCx) dx.

This proves (i) whenever A = f(a) and B feb}. Now if II and B are any two
real numbers satisfYing A ::; f(a +) and B ~ feb -), we can redefine fat the end~
points a and b to have the values/Cal = A andf(b) = B. Themodifiedfis still
itl\.-reasing on [a. 0] and, as we have remarked before, changing lhe value off at
a finite number of points does not affect the value of a Riemann integral. (Of
course, the point Xo in (i) will depend on the choice of II and B.) By taking A == O.
part (ii) follows from part (i).
 n.7Al 167
1.

'7.24 DIFFEREN1lAnON UNDER THE INTEGRAL SIGN

7.23 ItIEMANN-STIELTJES INTEGRAI.S DEPENDING ON A PARAMETER
rlwJrem 1.40. Let Q = {(x. y): a :s: x :s; b. c :s; Y :s; d}. Assume that a: is (If
T#u!or.1II 7.JB. Let f be contimKJus at each paint (x. y) ofa rectongle bounded variation on [a. b] and,[or eachjixed yin [c, d], assume that the integral
Q = t<x, y): a S; X S; b. c S; y :5: d}..

Ar.nm!e that a. i8 01 bounded variation"", [a, b] und let F be the fimction defined tm
F{y) f I(x, )1) da.(x),

[c, d] by the equation exists. /ftne ptlTtial deriootwe Dd is continuous on Q. the derivative F'(y) exists
F(y) = f I(x. y) d«(x).
for each y in (c. tl) and is given by

F'(y) = s: D.J(x, y} d(1:(x).

Then F ;s continuous on (c, d]. In other words. if Yo e [c, d]. we have
6 NOTE. In particular. when 9 € R on [a, b] and a(x) = J: get) dt. we get
5. f{x, y) d«(x) = JII[" 'lim
lim I(x. y) da(x)
f f
,-". .. -0'"
= r f(x, Yo) da(x).
F(y) = g(x)f{x. y) dx

Proof. If Yo e (c, tl) and y :ft. Yo, we have

and F'(y) = g(x} Dzf(x. )/) dx.

Proof. Assume that «l' on [a, b). Since Q ill a compact set, f is uniformly con-
tinuous on Q. Hence. given 8 > O. there exiwl Ii 0 > 0 (depending only on .)
--""-"------'= "'"
y - Yo
i"
"
fex, y) - fex, Yo) da(x) =
Y - Yo
1"" Dd(x. n d«(x),

such tbatforevery pairofpointu = (x. JI) and z' ;;;; <X', y) in Q with Iz - z'l < a,
we have If(x. y) f(r, y')1 < 8. If IY - y'l < I, we have where ji is between ]I and Yo. Since DJ is continuous on Q. we obtain the c:on-

IF(y) - F(y')1 ~ r If(x, y) f(x, y')l drx(x) S l{a(b) rx(a)].

elusion by arguing as in the proof of Theorem 7.38.

7.25 INTERCHANGING THE ORDER OF INTEGRAnON

This establishes the continuity of F on [c, d]. neo,... 7.41. Let Q {(x, y) : a S; x s: b. c S; y :s; d}. Assume that oX is of
oounded variation. on. [a, h], Pis ofoounded variation on [c, dJ. andf is continuous
Of course, when a(x) = x. this becomes a continuity theorem for Riemann on Q. If(x, y) E Q, d£jine
integrals involving Ii parameter. However, we can derive a much more useful
result for Riemann integrals than tbat obtained by simply setting «(x) = x if we
employ Theorem 7.26.
F(y) - r f(x. y) df.l(x). G(x) f I(x, y) dP(Y).

r
':I1I«Jftm .,.39. /ff is continuous "", the rectt:lJJfl/e [0, 0] x [c, d], tUrd if g E R on Then Fe R(P) (Ill [c, d]. G E B(<<) on [a, bJ. tUrd we have

.F(y) = r
[a, b], then the functi(ln F defined by the equation

g(x)f(x, y) dx,
F(y) dfJ(y) f G(x) dix(x).

In other wordf, we may in.terchange the order ofintegration as follows:

is COlltinuous 011 [c, d]. That is,

lim 1"
if Yo E [c, d], we harJe

g(x)f(x, y) dx = [II g(x)f(;x., Yo) dx.

f [f f(x. y) dP(Y)] da(x) = f U: f(x, y) da(X)] dP(y)·

1-+10 • ..a ProQf, By Theorem 7.38, Fis continuous on [c, d] and hence F E ROO on [c. d].
Similarly, G E R(a.) on [a, b]. To prove the equality of the two integrals, it suffices
Proof If G(x) = J~ get) dt, Theorem 1.26 shows that F(y) = J:f(x, y) dG(x). to consider the case in which IX)' on [a, b] and P)' on [c, d].
Now apply Theorem 7.38.
168 Do 7."1 Def.1.G 16!1

By uniform continuity. given e > 0 there is a (; > 0 such that for every pair of Tllurem 7.42. Let f be continuous on the rectanglfr. [a, b] x [c, dJ. If 9 E R on
points:z = (x, y) and z' = (x'. y') in Q. with Iz - z'1 < &. we have [a. b] and if heR on [e, d], then we haDe

lAx, y) - f(r, y')1 < 8.

Let us nOw subdivide Q into n1 equal rectangles by subdi'viding [a, b] and [c, d]
f U: g(x)h(y)f(x, y) dY] dx = f [f g(x)h(y)jex, y) dX] dy.

each into 11 equal parts. where n is chosen so that Proof let a(x) ::: !: g(u) du and let /I(y) = J~ h(l) do, and apply Theorems 7.26
and 7.41.
(d - c) lJ
and -n- < 'J"2' 7.26 LEBESGUE'S CRlTERlON FOR EXISTENCE OF RIEMANN INTEGRALS
Writing
Every continuous function is Riemann integrable. However. continuity is certainly
llnd YIr. =C+ ked - c)
. •
not necessary, for we have seen thatf E R whenfis of bounded variation on [a, b1
If In p81'tieular,fcan be a monotonic function with a countable set of discontinuities
and yet the integral r:f(i) dx will exist. Actually, there are Riemann-integrable
for k 0, 1, 2, ...• n, we have functions whose discontinuities form a noncountable set. (See Exercise 7.32.)

f.. \j"r"
b / !(x, y) dtJ(Y») da(x) = ~
1-0 J
't 1"'' +1 (f'JI'JJ+1
0 "'"
f(x, Y) dfJ(Y}) dlx(x}.
Therefore. it is 11llturaI to uk ·'how many" discontinuities a function can have and
still be Riemann integrable. The definitive theorem on this question was dis--
covered by Lebe$gue and is proved in this section. The idea behind Lebesgue's
We apply Theorem 7.30 twice on the right. The double sum becomes theorem is revealed by examining Riemann's condition to see the kind of restriction
.-1 .-1 it puts on the set of discontinuities off
The difference between the upper and lower Riemann sums is given by
L JAO
L!(Xk, YJ)[P(YH1)
~~O '
- P(Y;)][O:(XH1) - «(xJ].
.
where (x~, yj) is in the rectangle Qt.j having (::rl<' Yj) and (XH1' Yj+1) as opposite
L
i=1
[Mi(f) m,,(f)J Ax",

rU:
vertices. Similarly, we find
and. rOUBhly speaking, f will be integrable if. and only if, this sum can be made
arbitrarily small Split this sum into two parts, say Sl + $2' where 51 comes from
J(x. y) drl(X») dP(y) subintervals containing only points of continuity of J. and 8'1. contains the re-
maining terms. In S1> each difference M k(/) - m,,(/) is small because ofcontinuity
..-1 .. -1
and hence a large number of such terms can occur and still keep S 1 small. In S:z.,
L L
k-O j=O
I(x;, yj)[jJ(;-'j+ I) - P(YJ)][«(XH 1) - a(xJ], however. the differencesM.(f) - ml(f) need not be small; but because they are
bounded (say by M), we have 1821 ~ M I:Ax", so that $2 will be small ifthe sum

r
where (xi. yj) E Ok,i' But Jf(x~, yj) - f(xi, yj)1 < e and hence of the lengths of the subintervals corresponding to 8 z is small. Hence we may

If (I(x) da(x) - F(y) d/l(y)j

expect that the set of (liljCODtinuities of an integrable functioD can be covered by
tervals whose total length is small. ,
This is the central idea in Lebesgue's theorem. To formulate it more preci5ely
,,-I ,,-1 we introduce sets of measure zero.
< t L [.8(Y)'+I) -
JEO
P(y})] L
l~O
[«(X1U) - «(xc)]
Defiititio" 7.43. A set S of real numbers is 8tlid to hlllle measure zero if, fo, ePery
B > 0, !heTe is a couNtab1i.! covering of 8 by open intervals, the sum of whose length,
= 1J[P(d) - p(c)][lI{b) - «(a)]. i~ less than t.. .
Since IJ is arbitrary. this implies equality of the two integrals. If the intervals are denoted by (as,. ht), the definition requires that
Theorem 7.41 together with Theorem 7.26 gives the following result for Rie- S U (dl> bJ and L (bi - a.) < e. (3)
mann integrals. * •
t'7G 1h.1M 111. 7.48 171

If the collection of intervals is finite. tbe index k in (3) runs over a finite set. If tbe only on 1:) such that /01' every elo$ed subinterval T E [Q, b], we have OAT) < t
collection is countably infinite, then k goes from I to co, and the sum of the lengths whenwer the length of T is less than fJ.
is the sum of an infinite series given by
Proof. For each x in [a, b] there exists a I-ball Bx: R(x; "..) such that
N
oJ lim
If.... m
i: (bl; -
t.1
oJ. e.

Besides the definition, we need one more result about sets of measure zero. The set of all balfsize balls B(x; 0,,/2) fol"D'l:S an open covering of [a, b]. By
compactness, a finite number (say k) of these cover [a. b]. let their radii be
DeoT(fIlII 7.44. Let F be a countable collection 0/ sets in R, say 8 1/2•..• , ~t/2 and let {} be tbe smallest of these k numbeI'll. When the interval
T has length <6, tben T is partly covered by at least one of these balls, say by
F = {Fl' Fl' ... l.
B(xl'; d,J'l}. However. the ball B(x 1' ; 81'} completely covers T (since ii, :il1:: 2c5).
each o/which has measure zero. Then their WlW" Moreover. in B(x,.: /1,.) f'"I [a, b] the oscillation of/is less than e. This implies
that OAT) < B and the theorem is proved.
T1Ieerem 7.47. Let/be defined and bounded on [a. bJ. For each t > 0 dtifine the
also has a measure zero, set J. as/oflows:
Proof. Given 8 > O. there is a countable covering of F" by open intervals, the sum J. {x: x E [a. b]. (r),,(x) ~
of whose lengths is less than 8/2'/1:. The union of all these coverings is itself a Then J. is a closed aet.
countable covering of S by open intervals and the sum of the lengths of all the
intervals ill less than . Proo}. Let x be an accumulation point of J,. If X" J•• we have wfix) < t.
Hence there is a I-ball B(x) such that
DAB(x) n [a, oJ) < e.
EumpIes. Since a set consisting ofjust one point has measure .u:ro, it follows that every
Thus no points of B(x) can belong to J.., contradicting the statement that x IS an
countable subset of R bas measure zero. In particular, the !let of rational numbers bas accumulation point of J.. Therefore. x IE J. and J. is closed.
measure zero. However, there are uncountable sets wbich have measure zero. (See Exer-
Theorem 7.48 (Le1Jesg.·s eriterUlJl for Riell'lllllll-iJltegl'tlbility). Let / be defined
cise 7.32.)
and bounded on [a, b] and let D denote the set o/discontinuities of/in [a. b]. Then
Next we introduce the concept of oscillation. / E R on [a, b] if, ond only if. D has measure -zerQ.

Dqinitll1tt 7.45. Let f be dtifined and bounded on an interval S. 11 T s; S, the Proof (Necessity). . FiI'llt we assume that D does not have measure zero and show
nllmber that/is not integrable. We can write D as a countable union of sets
(l/(T) = sup {f(x) - f(y) : x E T, yen.
i6 coiled the oscillation ofIon T. The 08ciilation of!al x is dtifined to be the number
where
(Vfix) = lim "lr(8{x; h) f1 5).
lo-O+

NOTE. This limit always exists, sin<:e Q/{B(x; h) f'"I S} is a decreasing function of
Dr = {x: ro,,(x) ~ ;}.
h. In fact. T. ~ T z implies nfiT.) ::s; niTz}. Also, wix) = 0 if, and only if, If xeD, then WAX) > 0, so D is the union of the sets Dr for r = I, 2, ...
lis continuous at x (Exercise 4.24). .1
Now if D does not have measure zero, then some set Dr does not (by Theorem
The- next theorem tells us that if wfix) < £ at each point ofa compact interval 7.44}. Therefore, there is some I: > 0 such that every countable collection of open
[a, b]. then DiT) < I; for all sufficiently small subintervals T.
..1 intervals covering Dr has a sum of lengths :2:;6. For any partition P of [a, b] we
have
TIteo~..7.46.. Let / be dtifilled and bounded on [~ b], and let I; > 0 be given.
Assume that l»"(x) < II/or erlery x in [a, b]. Then there exists" 0 > 0 (depending
·r U(P.f) - L(P,f) =
II

L: [M ,(f) - m.(f)) Ax. St + Sz ~ S..

1
l;.
112 111.1.0: Th.7.50 ]73

where 8 1 contains thOlle terms coming from $llbintervals containing points of D
in their interior, aDd 8 2 contains the remaining terms. The open intervals from St
cover Dr except possibly for a fmite subset of Dr' which bas measure 0, so the sum
of their lengths is at least £. Moreover, in these intervals we have
I fJ
M .(/) - m.U) ~ and hence SI 2:: •
r r
This means that
U(P.j) - 11..P,J) 2::
£
, 1/1 e R and 1 2 E R an [a. b]. Also. /.g E R on [a, bJ whenever 9 E R on
r [a, b].
for every partition P, so Riemann's condition cannot be satisfied. Therefore / is
not integrable. In other words, ifIe R. then D has measure UfO.
(Sufficiency). Now we assume that D has measure zero and show that the
Riemann condition is 1Wltisfied. Again we write D = U~ I' D,. where Dr is the set of
points x at which wp) ;;:.: 1/1'. Since Dr ~ D. each Dr has measure 0, so Dr can
be covered by open intervals, the sum ofwhose lengths is <: 1/,. Since D,Js compact
(Theorem 7.47). a finite number of these intervals cover Dr. The union of these
intervals is an open set which we denote by Ar • The complement Br = [Q, b] - A,
is the union of a finite number of closed subintervals of [ a. b). Let 1 be II typical
SUbinterval of B,. )f x e I, then WAX) < IjT so, by Theorem 7.46, there is a lJ > 0
(depending only on r) such that I can be further subdivided into a finite number of
subintervals T of length <lJ in which OAT) <: I/r. The endpoints of all these
subintervals determine a partition P, of [a, bl If P is finer tban Pr we can write
It
that a bounded function/on a compact interval [a. Il] is Riemann integrable on
[0, b] and only if./is continuous almost everywhere on [0, b].
The following statements (some of which were proved earlier in the chapter)
are immediate consequences of Lebesgue's theorem.
1'/Ittvre1lt 7.49. a) IffisolboundedvoriatWnon [a, 61 thenle R an [a, b].
b) 1// e R on [a. b]. then IE R 011 [c, d] lor every subinterval [c. d] c [a, b1,
c) IfIe R and 9 EO R on [il, b], then/ID e R on [a. bJ whenever D is boUt/ded away
ftomO.
d) II/ and 9 are bounded functions haDing the sanle discontinuities on [a. b]. then
Ie R on [a, b] if, and only if. 9 EO R on [a, b].
e) Let 9 e R on [a, b] and t.J8Sflme that m S g(x) s M for all x in [a. b]. If/is
continuous on [m, M], the comp03;te function If defined by hex) = I[g(x)] is
Riemann-integrable on [a, b].
NOTE. Statement (e) JJeed not hold if we assume only that R on [m. M].
(See mn:isc 1.29.)
7.27 COMPLEX·VALUm RIEMANN-STIELTJFS INTEGRALS
Riemann-Stieltjes intqrals of the (orm J~I th. in which / and ex: are complex-
oolued functions defined and bounded on an interval [0, bJ. are of fundamental

U(P,!) - L{PJ) = 'E [M,U) -

t=1
m"en] Ax" = 51 + 8 2, importance in the theory of fUnctions of a complex variable. They can be intro-
where 51 contains those terms coming from subintervals containill! pOints of
duced by exactly the same definition we have used in the real case. In fad,
Definition 7.1 is meaningful when / and IX are complex.-valued. The sums of the
D" and 8 2 contains tbe remaining terms. In the kth term of 8 2 we have
products f(tJ[Gt(xt> - !X(Xt-l)] which are used to form Riemann-Stieltjes sums
1 b - a need only be in.terpreted as sums of products of complex numbers. Since compie.x
M1(f) - nl"U) < - and henCe 52 < -- . numben satisfy the commutative. associative, and distributive laws which bold
r r
for real numbers, it is not surprising that complex-valued integrals share many of
Since A. covers all the intervals contributing to 5" we have
the properties of real-valued integrals. In particular, Theorems 7.2, 7.3. 7.4, 7.6,
M-m and 7.7 (as well as their proofs) are all valid (word for word) wben/and (% are
51 $ ---
T comple.x-valoed functions. (In Theorems 7.2 and '7.3, tbe constants Ct and Cz may
now be complex numbers.) )n addition, we bave the following theorem which, in
where M and m are the sup and inf ofIon [D, b]. Therefore effect, reduces the theory of complex Stieltjes integrals to the real case.
V(r./) _ L(P,f) < M - m + b - a . TMer~m 7..so. Let / = 11 + if: llIJIi (t == III + 1«2 be complex-valued junctions
r d¢ned on an intel'VQ/ [a, b]. Then we have
Since this holds (or every r
on [0, b).
NOT.F_
?:::" I, we see that Riemann's condition holds, S()/E

A property is said to hold almost everywhere on a subset 8 of R 1 if it holds

R
r u: r .2)
1 d~ = 11 dctt - Iz + j (f 12 dal + r/1 d~l) ,
everywhere on S except for a set of measure O. Thus, Lebesgue's theorem states wlumever ail jour integrals on the right exist.
114 175

The proof of Theorem 7.50 is immediate from the definition and is left to the and hem;e U(P.n < 1 + e. Similarly,
reader.
L(p,n > 1 B iQPjl <: 6' for some 0'.
The use of this theorem permits us to extend most of the important properties
of real intqvals to the complex case. For example, the connection between H~ IS(P.n - 11 < t: if ~PU < min (d. 0').
differentiation and integration established in Theorem 7.32 remains valid for 7.5 Let {o.. } be uequence ofreal numbers. For x 2!: O. define
complex integrals if we simply define such notions as continuity, differentiability
0<]
and bounded variation by components, as with vector-valued functions. Thus, we
say that the complex-valued function " =- (II + ilt.2 is of bounded variation on
A(x) "" .E
iJI:tIl:'x
0 .. = 2: a..
.=1
[6, b] if each component (Xl and 1X2 is of bounded variation on [0, b]. Similarly, where [x] is the greatest integer in x and empty lIums ll}l; int«preled as ;reTO. Let {have
the derivative a'(l) is defined by the equation a'(t) == ClW) + ilX2(t) whenevm- the a contiR\lous derivative in the interval 1 s x :!i a. Use Stielijes integrnls to derive the
derivatives IXi(t) and aW) exist. (One-sided derivatives are defined in the same foBowing formula:
way.) With this understandins, Theomns 7.32 and 7.34 (the fundamental theorems
of integral aUculus) both remain valid when I and a are complex-valued. The I: aJ(n) - [A(X)j'(X) dx + .4«(I.)/(a).
proofs follow from the real case by using Theorem 7.50 in a straightforward ""'"
manner. 7.' Use Euler's summation formula, or integration by parts in a Stieltjes integral, to
We shall return to complex-valued integrals in Chapter 16, when we study derive the fonowing identities:
functions of a complex variable in more detail.
a)
"Iii"
L: u =
t~l "
+ $
1
[x]1 dx
x'+ if $ '" 1.

EXERUSES
b) Y'
.. -1 == log n -
t;f k
1" I
=-~~ dx + 1.
Riemtum-SdeItje integrals
7.7 AssumeI' is continuOl.l$ on [I, 2n] and use Euler's summation formula or integra.
7.1 Prove thai I: d«(x) II({) lI(a), directly from Definition 7.1. tion by parts to prove that
7.2 If IE R(o:) on [a, h] and if f.1 d« ... 0 for every Iwhich is monotonic on ra, h],
prove that lit must be constant on [a, b].
7.3 'The foUowing definition of a Riemaon-Stieltjeli integral is often usW in the literature:
i.;. (-I)l/(k) = [!'(X)(rx } - 2[x/2]) dx.

We say lis integrable with respect t.o lit if there eJl;iscs a real number A having the property 7.8 Let 9'l(X) ... x - [x] - ! if x '" integer. and let 1I'1(x) = 0 if x = integer. Also,
that for every 6 > 0, there eJl;lsts a b > (l such. tbal for every partition P of [a, b] with let "1(X) Jij "1(1) dt. If r is continuous on [1. n] prove that Euler's summation
norm liPl1 <: J and for every choice of tk in [Xk-I, XlI. we have IS<P,f, II) - AI <: 6. fannula implies that
r.
a) Show that jf' I dlJ: exists according to tbis definition, then it also exists accordi'lg
to Definition 7.1 and the two integrals are equal.
b) Let/(x) a:(x) '" 0 for 0 ~ x <: t, I{x) ~ a:(x) =: 1 tor c < x S b./(e} == 0,
L:" /(k)
It_Ill
=
1" lex) dx - i· fJl(x)fn(x) dx + 1(1) +2 fen) .
tZ(£') == 1. Show that 1:1 d« exislS acoordlng to Definition 7.1 but does not exist 7.9 Take f(x) = log x in.Exe:rcise 7.8 and prove that
by this second definition.
7.4 If/E R aa:ordillg to Definition 7.1, prove that S:/(x) dx also exists according to the 101 ... ! "" (n + i) loa If n + 1 + (. '2~t) dt.
definition of ~en;ise 7.3. [Contrast with Exercise 7.3(b).] Hittt. Let 1 ". r.1(x) dx. Jl t
M = sup {1/(x)1 : x E (0. b]J. Given Il > 0, choose p. so tbat U{P.. n
< J + a/2
7.10 If x ~ I, !ebr(x) denote the number of primes :!>x. that is,
(notation of Section 7.11). Let N be the Dumber of subdivision llOints in p. and let
o'" BI(2MN). If IPII < 0, write »:(x) = 1: I,
JI'::I:X
U(P.n == L: Ml;(J) Axl; == Sl + 52'
wbeR: the sum is extended over all primes p :!i x. The prime number theorem states that
where S 1 is the sum of terms arising from thOlSe subintervals of P containing no points or
p. and Sl is the sum of the remaining terms. ;:men
lim lZ(x) loa z == I-
Sf s U(I·.,/) < I + el2 lind S2 s NMllPl1 < NMo = £/2, ,;;c-..Q) X
116 117

This is usually pr:oved by studying .. mated tunction 8 sMm by 7.14 Assume f E R(eI) on Ill, bJ. where II is of bounded variation On [a,. b]. Let Vex)
denote the total variation of (f on [a. x Jfor each x in (a. b J. and let yea) = O. Show that
8(x) "" ~ log P.
fg
where again tire sum is ~tended ewer all pri.mellp :S x. Both functions Ir and 9 arc step
If1th:15 fill dV :S MV(b),
fl,JD(:tions with jumps at the primes. This ~ shows how the R.i.emll1m-Stieltjes
iIltep:a] can be used to relate tbese two functions. where M is an upper bound for ifI on [a. b]. In particular, when «(x) "'" x. the inequality
becomes
a) Jr x ;;:: 2. prove that lI(x) and 9(x) can be expressed as the {oRowing Riemann-
Stieltjes. intesrals:
Iff(X).' s M(b - a).
S(x) = ~
i 31:1
101 t tl/r;(t), 2(x) ... L"
3/2
- 1
log t
d8(t).
7.15 Let {«,,} be a seqlll.:JJCe of functions of bo\lDded variation on [a, b). SUppo$!,!. there
NOTE. 1be lower limit can be replaced by any number in the open inlerval (1, 2). exists a function lZ defined on [a, b] such that the lotal variation of II - «,. on [a. b] tends
to 0 as 11 ..... co. Assume also that «(a) a,,(a) = 0 for each n = 1. 2,.. If I is con-
b) If x ~ 2. usc integration by parts to show that tinuous on [a. b], prove that

8(x) = n(x) log;x -1" .2

nCt) dJ.
t lim
,......'00
i"
..,
I(x) "(x) = [/(X) fAI<.l')•
ill

x(x) = 8(x) + f'" 8(t) dt. 7.16 Iff e R(lZ},/~ e R(<<), 9 e R(<<), and IJz e R(o) on [a, b], prove that
log x Jz t log2 t
Tbeseequationscan be used to prove that the prime number theorem is equivalent
to the relation JiIQ;r..,.<tl 8(x)/x = J.
1 ill [1"
2..
i lex}
,,110')
1.11 H,,? on [a. b]. prove that we ha.ve

. a) f'" = r I· + r'''' (a < c < b). When lZ/ on [a, b J. deduce the cauchy-scllwarz inequality

b) rif r r+ /I) da.:S f tl« + IJ da.. (f /(x)g(x) d«(X») 1 :S (f f(;xfl fh(X») (f g(X)2 d«(X») •

c) [if + g) da. C!: I: I. + r II th..

(Compare with Exercise 1.23.)

7.17 ASlWme thatfe B(lI), g e R(I!). andf· 9 E R(I%) on [a. h]. Show that
'7.l2 Give an example of a bounded function I and an ~ function « defined on.
[0. b) lIUCb that f/l s R(<<) but for which J:I. does not exist. i[ [f (J(y) - f(x»(g(y) - g(x» d«(Y)l d«(x)
7.13 Let 0; be a continuous fuoctioo of bounded variation on [a. b]. Assume II;: R(<<)
e
on [a, b] and define P(x) = (J(t) th(t) if x Ii 10, b]. Show that:
a) Itf I' on [ll. b]. there exists a point Xo in [a, b] sudt that
(<«0) - a(a») [ I(x)g(x) ~x) - u: I(x) til(X») (1" g(x) d«(X») .

1•"
If ell' on {a, b]. deduce the inequality
fdJl =/(0)1"" II" + f(6) flo IJ".
..
b) If, in addition, I is continuous on [II, b l. we also haw
J~O'
(f I(x) th.(x»)(f g(x) 4I(X») 5(<«b) - a(a» f I(x)g(x) da(x)

f f(x)(J(x) th(x) = I(a) r '* II + feb) J~ II th.•. when both I aDd 9 are increasing (or both are decreasing) on [a, b]. Show that the reverse
inequality holds iff irac:reases and II decreases on [II, b].
178 1."

........ IategraI.s
c) Use (b) 10 PI'(MI:l tho roUowioa t!Icoran of L. PC)j6t: The number of cbanp:s in
7.18 Assume/e ROD [a, b]. Use Exercise 7.4 to prove that the limit

lim b -
.... "". n
Q t /(0 +
.~1
k b -
11
tJ) /(0). r dI.J:
f(t) iff') dt. ••.• r
silo offin [0, Q] is Dot ... dian tile mmd:la' efc:barlgies in sisn ia the ordm.'ed set

7.24 I..et lbe a PQIIidve ~tinuous fuDcIioD in [4Z, II]. Let M denote the maximum value
t"J(t)dt.

exists and has the value J:/(J:) dx. Deduce that off on [a, 6}. Show that

lim ~ _11_. = :II: l--

i~ f:1
~~·1 + k"r 1/2 = log (1 + ..[i). lim I ('" I(x'f dx) 1'" ... M.
. •....., f::1. k" +,,2 4 • .. {,,"
..... u.
7.1' Define 7..25 A ftmction! of two :n:aI ~ is deIined for flI.Ch point (x. y) in the unit liIllua:re
lex) (f'" ,,~12 dt)%, g(x) (1 e-:t2(tl+1} dr.
o :s; x s I, 0 :S )1 :!> I as fotOWi:

Ueo Jo 2
1 + I if x is rational,
a) Show that g'(x) + rex) 0 for all x and deduce that g(x) + I(x) =- '!C14.
I(xt ,) - {1y:1 if' x is irrational.
b) Use (a) to prove that a) COmpute fA I(x. y) dx and 1& I(x. y) dx ill terms of y.

lim 1'" e- 11
dt = I ..r;. b) Show that fA {(:Xt y) fly emts foc each filled x and compute ro I(:x, y) dy in teIms
of x and tfot 0 :s; x ;$ I, 0 ::;; t :s 1.
"'.. '" 0 2
e) Let F(x) l~ !(x, y) dy. Show that Ii F(x) dx exists and find its value.
7.20 Assume 9 E R on [at bj and define I(x) - 1: g(t) dt if x E La. b]. Prove that dIe
'73ti Let/be de:fi.ned on [0. I] as follaws:.fflJ) = 0; if 2-a - 1 <; .:r: :!iii 2--, then/(x) "" 2--,
in~ 1: IU(I)I tit gives the total variation of I on (a. x).
for 11 "'" O. 1,2. ••.
7.21 Let f - (11)''' JJ be a ftdor-valued fuootion with a continuous derivative f' on
a) Give two teallODt why IJ/(x) dx. exists.
[a, b]. Prove that the cmve described by f has longtb

7:rJ. If/(HH is continuous on

A,(Q" b)

ra, x], define

r 1If'(I) II tit.
b) Let F(x) = ru/(l) dt. Show that for 0 <;

F(x) = xA{x) - tA(x~,

x s 1 we ha1e

where A(x) "" 2""[ -JoiIziJoil2] and where (yI is the grea1e8t integer in y.

I,,(x) =~ f (x - IY'/Uo+I J(t) dt.

7:J:7 A:ssum.e I has a derivative wbic:b is monotonic
1ft > 0 for all x in [a, h]. Prow that
decreasinB and satisfies !'(;k) ~

a) Showtbat If cos/(x) dxl :s ~.

II H (x) - 1,(x) = r)(a~~ - at, k = 1, 2, ... , n. Hint. Multiply and divide the inte,srand hy {'(x) and use Theorem 7.37(ii).
7..28 Given a dcacasing lICql.lClDeC of RIll Dumbers {G(n)} lIUCh that G<n) .... 0 as " ..... 0);
b) Use (a) to expTeS3 the remainder in Taylor's fonnula(Tboorem 5.19) llno intesral. Define &function/on [0. I] in terms of (G(n)} as foDows:/(O) = 1. if x is imltiona.l. then
1.23 Letlbe continuous 00 [0, a]. If x E rO, a], definefo(x) I(x) and let I(x) '= 0; if x is the raliooal ml" (m lowest tmns). thenf(m/n) = G(n). Compute the
oscillation m,,(x) at each x in [0. I] and show that {e R (lQ. [0, 1].
1.+1(x) "'" 1 ('" (x - ')"/(t) Qt, Ii = O. I, 2, ... 7.29 Letlbc defined as in &l:rcise 7.2.8 with G(n) = lIn. Le1 g(x) ... 1 if 0 < x:!iii 1.
111 Jo g(0) O. Show that the rompasite fUPCIion 11 de.6ned by 1I(x) = u[f(x)] is not R..irmaDn-
a) Show that the 11th derivative of I. exists and equals f integrable on [0, 1]. although both I € R and 9 e R on [0. I].
b) Prove dIe following theorem of M. Fekete: The number of changes in sign of I 7.30 Use Lebesgue's theorem to prove 'I"beorem 7.~.
in [0, a] is not kss than the number of changes in sign in the ordered set of 7.31 Use Lebesgue's tbcorem to prove that jf fER and 9 iii R on [a, b] and if lex) ~
Dllrtlbers '" > 0 fot all x in [0, b], then the function h ddined by
!(a),!t(a), ... ,[,.(a).
1(%) "" !(xyN')
Hinl. Use mathematical. induction.
is R..iemann--integrab.le on [ll, b].
 ...
7.3l Let I = [0. I} and let Al = 1 - <!. i) be that subset of I obtained by I'elllOVins Edstence tIHJorems for Integral_ ~ t'JIIIB....
t.bow; }'lOmb whk:b tie in the open middle thiJ'd of 1; that is,. Al = [0. t 1v [i, 1]. Let
A;l be that subset of' Al obtained by nmoying the open middle third of' [0, H and of The followiIJs execciscs illustrate bow the fixed..pomt dleon:m fOl' oontractiom (1beorem
4.48) is used to pI'()\'e e:'I.i.stellce theorems tor solutions of c:ertain intqral and differential
[t, 1). Continue tbis.J.:ll'{lQl:lSS and define. A 3• if...... Tbe: set c fl:"l A" is called the
Cantor llet. P.rave that: equations. We denote by C {a, b] the metric space of all real continuous functions 00
[a. b] with the 1'IletJ:k:
a) C is a Q(lJ:IIIllIC'I set having measure zero.
b) x E C if, and ooly if, " = L..~ 1 ".03-", whtn each a,. is either 0 or 2. d(/. (I) 1/- 61 = IIIlaX 1/(.1') - g(x)l,
."Ii......
c) C is tmeoUDtable.
and recall that C [a. b] is a complete metric sP80C (Exercise 4.67).
d) Let /(%) = 1 ilx e C.!(x) = 0 if x ; C. Prove that! E R 00 [0, 1].
7.36 Given a function 9 in C [a, b J, and a fonelion K contirluous on the n::ctangIe
7.33 nis exercise: outlines a proof (due to Ivan N"IVeD) that ~ is irrationaL Let/(x} = {1 ... [a, bJ x [a. b], consider the function T defined 00 C [a, bJ by the equation
x"(l - x'l'ln!. Prove that:
a) 0 < I(x) < lin! if 0 < x < 1. . T(IP)(x) = o(x) + 1 [ K(x./)fI(t) dt.
oo
b) Each kth dcrivativept)(O) and/ (l) is an integer.
where 1 is a given WDStaDt.
Now assume that ~ "" alb, where a and b are positive integers, and let
a) Prove that T maps C [a, b Jinto itself.
b) If IK(x, Y)I s; Moo Q. where M > O. and if 111 < M-l(b - a)-I, prove that
T is a contraction of C la, b) and benl:e bas a fixed poiot , which is a solution of
Prove that: the integra] equation fl(x) = g(x) + l .r:
K(x. t)fI(t) tit.
c) F(9) and F(I) are integers. 7.37 .Assu.tne I iii oontinuOl18 on a rectaD3Ie Q [a - If. Q + It] x [b - k, b + k],
where" > O. k > O.
d) ~tI'l(x) $in u ... ~ {F(x) siD :IfX - ffF(x) cos xx}.
a) Let " be a function, continuous on [a - II, a + "]. such that (x, fl(x» E Q for
Jx

e) F(J) + F(O) = 'flO:- f lex) sin u Jx.

all x in [a II, (I + h]. If 0 < c s; II, prove that II' sati8fies the differential
equation y = I(x. y) on (a - c, a + c) and the initial condition tIIC.a) = b if,
and only if. , satisfies the integral equation
f) Use (a) in (e) to dedlXC that 0 < F(l) + F(O) < 1 if If is sufficiently large. This
contradicl:a (e) and shows that ar
(and hem;e n) is irrational. f(x) =b+ f /(t. fl(t» tit OD (Q - C. Q + c).
7.34 Given a reaJ..valued function a, coutinuous 00 the interYal [a, b] and haviog a finite
bounded derivative Ii' on (a, b). Utfbe defined and bounded on [a, b] and assume that b) Assume that 1/(x" Y)I s M on fl. where M > 0, and let c "" min {h. kiM}.
Let S denote the metric subspace of C [a - c, Q + C J roDllistiIJs of all , such

r r
both integrals
that IfI(x} - hi s; Me on Ca - c, (l + c]. Prove that S is a closed subspace of
lex) dx(x) and I(x) rr'(x) dx C [a (;, a + c) and hence that S is itself a complete metric spare.
c) Prove that the function T defined on S by the equatioo
exist. Prove that these intcrJ:ra1s are equal. {It is not assumed that (I.' is continuous.)
7.35 Prove the fonowinB theorem,. which Implies that a fuoctioll with a positive integral
must itself be positive 00 some irltervaJ. Assume that I E R on [a, b] and that () ~ I(x) ::s;
T(,,)(x) .. b + J: /(t. (ll(t» dt
Moo [a, oj. where M > O. Let 1 =
1:/(x) dx, let h iI/(M + b - a). and assume maps S into itllelf.
tbatl > O. Then the set T",. {x :/(.1') ::i!: II} contains a finite number of intervals, the d) Now assume that I satisfies a Lipschitz oooditioo of the COnn
sum of whose lengths is at Jeast It. Hint. Let P be a .Partitioo of la, b 1such that every
n
RiernanD sum S(P, I) = D-l l(tJ Axl satisfies SCP, > 1/2. Split SCP, /) into two 1/(.1', y) -/(x, %)1 S Aly - zl
parts, SCP,/) '* L...t + ~ wbcre
for fNU':I pair or pomb (x. y) and (x. z) in Q. whom A > o. Prove that T is It
A {k: [Xl-I' Xi] £ T}. and {k : k ¢ ..f}. contradion of S if II < 1/.14. Dcdu<:c that fOl''' < 1/A the differential equation
Uk e A. use the ioequaIit:y /(tJ S; M; if k e B. choose 't so that l(tJ < It. Deduce that y = lex. y) has exactly one solution )' = (11(.1') on (a c, Q + c) such that
fICa) = b.
I:a...t Ax.. > h.
-
SUGGESrED REFER.BNCES FOR FIJR"IHI!:R STUDY CHAPTER g
1.1 Hildebrandt,. T. It.,lntrtJdrletkm to the TIIeory (1j [lleegrotkm. Academic Prm. New
York, 1%3.
1.2 Kestelman. H., Mutlem T1betJries o/Integration. Cbford University Press. Cbford, INFINITE SERIES
1931.
1.3 ltaDkin, R. A., All bltrodudion to MQllre1llQtieQl Analyals. Pergamon PR:ss. OXford,
AND INFINITE PRODUers
1963.
7.4 'Rogosinski, W. W., Volume and Integral. Wiley, New York, 1951.
7.5 Shiov, G. a, and Gurevich, B. 1..., Integral, Measun: and Derivatiue: .If Unified U lN11l0DUcn:ON
A~ R. Silverman, translator. Prentico-Hall, Englewood Cliffs. 1966.
This chapter gives a brief de¥elopment of the theory of infinite series and infinite
products. 1'b.elle are merely special infinite sequences whose tenns are real or
complex numbers. Convergent licqueIQI were discussed in Olapter 4 in the settiJJB
of aenerat metric spaces. We recall some ofthe concepts of Chapter 4 as they apply
to sequences in C with the usual Euclidean metric.

&2 CONVli:llGma' AND DIVERGENT SEQUENCES OF COMPLEX NUMBERS

~ 8.1. A sequence {a.} 0/points in C is mid to comJerfJf! if there is a point p
in C with the joilowfJIg property:
For every B > 0 there is an integer N (depending on .) IJtCh that
la. - pi < I whsrerJer l'l: ~ N.

If {a,.} CODVCfRCS to p, we write Um.-... a,. = p and caJl p the limit of the sequem:e.
A sequence is caIJed dirJl!rgent if it is Dot converaent.
A sequence in C is called a CtlIIChy #qWnce if it satisfies the Coudly con4ition;
that is, for every 6 > 0 there is an integer N such that
1.0-.- 0.1 < eo whenever II ~ N and m ~ N.
Since C is a complete metric space. we know from Cbapter 4 that a. sequence in C
is oonvergent if, and only if, it is a Canchy sequence.
The Cauchy condition is particularly useful in estabJishins converpnce when
we do not know the actual value to which the sequence converges.
Every conveqent sequence is bounded (Theorem 4.3} and hence an unbounded
sequence necessarily diverges..
If a sequence {.o-.} converges to P, then every subsequence {at.,} also converges
to p (Theorem 4.5).
A sequence {a,.} whose terms are md numbers is. said to diverge to + 00 if,
for every M > O. there is an integer N (dependins on M) such that
a.. > M whenever 1J ~ N.
In this case we write Jim........ a" = + 00.
If Iim,,- '"" (-oJ = + rr:I. we write lim......., a..
= - 00 and say that {a..} diverges
to - 00. Ofcourse, there are divergent real+valued sequences which do not diverge

113
 tl4 1M

to + GO or to - 00. For example. the sequence {(-1)"(1 + lIn)} diVCf'llll:S but does NOTE. A sequence for which lim inf...,., a", " lim lIUp"...", a. is said to oscillate.
not diverge to +00 or to -00.
Tlu!OUllf 8.4• .Assume that a. S b.lar each n "'" 1,2.... Then we have:
1.3 LIMIT SUPmIIORAND LJMlT INFEIUOR OF A REAL.-VALUJi".D SEQIJI!'.NCE lim inf 0" S lim in! b" and lim sup a" S lim sup b".
" .... ¢ It-+«io . . . . at) .-aD
lht/i1IiIiM IU. Let {II.} it a ~ oj real TlIPflber& Supptne there is II real EuJqIes
1IIImber U stl1i!Jfpillg 1M following two CMditimu:
I. a..= (-1)"(1 + lIn), lim inC".. ", a,. = -I, lim sup a" + 1.
i) For e'Df!'7 t: > 0 there e:1dfltlaa integer N BUeh 'hilt II > N implit!$ 1. <l" =(-rr. lim inf._ 1M> fl. -1. lim ,uP ac> ll. = + 1.
3. Q. = (-1)" ll, 6m inf a. - 00, lim SUP ", a., = + co.
"" < U + £.
4. "" = 112 8in2 Him), lim inf .., a. = o. lim sup a" + 00.
ii) GiDen e > 0 and gifJen m > 0, there exi$t$ 41J buege.r n > m such thllt
a", > U-e. 8.4 MONOTONIC SEQUENCES OF REAL NUMBERS
TAm U is t:alled the limillVPtrior (or IlPfJf!llimit) oj fa.} and we write lh./illitift BS. Let {a,.} be tl seljUt!lfl.:e 01 rem numbers. We say the sequence is
increasing and we wrilea,,/' ifa,. S a.+1Jor 11 = 1.2, ... Ifo,. ~ a.+Iforallrr,
....... a._
U = lim sup
we say the sequence is deaelJSing llIId we write 0,. "\0 • A sequence is rolled monotonic
Statement (i) ~.r t/mt the Mit {a~. liz, •.. } is bou1rt/;d abof:te. II this set is not iii' is increMing t)I' ifills decreasing.
bounded aborJe. we t:lejillt The convergence or divergence of a monotonic sequence is panienlarly easy
to determine. In faa. we have
lim sup 6" = +00.
..-"" nu.... IS. A nrOlwtonk sequence converges if. and cmJy if, il i3 bounded.
If the sel is btnuttkd abmJe but not bounded below and if {a",} has no finite limit
superior. then we.ray lim sup...."" II• .. - OJ. The limit inferior (or lower limit) of Proof. If o,./'. Iim"..... a. sup {a" ; n .... I, 2, ... }. If a. "', lim....'" (I" =
{a",} is defined aafolloW8: tnf {a" : n .... I, 2•... }.

Jim inf a. = -lim sup b., where b. = -a. for n == I, 2•...

..... ;)11> .... <b
1.5 INF.INI'JE SER.IES
NOTE. Statement (i) means tiat uhimately 011 t.erms of the sequence lie to the left
Let {a,.} be a Jiven sequence of real or complex numbers, and form a new sequence
of U + t. Statement (it) means that i".p"il~JI many terms lie to therigbt of U - s.
{s"l as follows:
It is clear that there ClUiOOt be more than one IJ which satisfies both Q) and (ii). •
Every real sequence hall a limit superior and a 6mit inferior in the extended real !I" .. al + ... + tilt = L a" (n = 1.2. ... ). (1)
number system "". (See Exercise 8.1.) .t~l

IhjiIfi;ti4a &.1. The Drtlered pair ofsequences ({a",}. (a.}) is called an i1f/il1ite series.
The Rader sbo'llld lftlpply the proofs of the followinl thl:oRms:
The number s" is Mlled the nth partial BUm ofthe $eries. ThI: series is SQid to con·
.D.too.tw. ,.1.LeI {Q,,} be g ~i! of,.eu/ mmzbers. Then we hiwe: IJf1rge or to d;()fJ;I'ge accortiing as {s..} is coneergent D1' tlilJf1l'f}ent. The following
a) Jim i~ ....... 8. S. Jim SDp.-", a... symbo& are used to denote the series defined by (l):
b) The sequettee ~ If, fJltd otIly if, lim SUp..."" a. and lim fnf.-+,., a. tlTe both
finite ami t!fJ'IIII. ;" wlrich t:rISe :Ji.m.-"" a,. = lim. mr.-a<> a" =; lim sup,. a.,.
c) The ~ divergrs to +co if, and only if. lim inf,..-.... Cl. = lim suP" '" a" .... NOTE. The Jetter k used-in E:'.l at is. a «<dummy variable" and may be replaced
+00.
by any other convenient symbol. If p is. an integer ~O, a symbol of the. form
d) The sequence Jivel'gt!I!o - <Xl if, and ort:ly if, Jim inf,....'" a.. = Jim SUp.,-.., a. F...~,. b.. is interpreted to mean :E:"-1 "" where 0.. b.+ r 1- When there is no
-00.
danger of misunderstanding. we write Lb.. instead of F.~.P b•.
116 n..u aLl4 187

If tIJe seqW'lDO:l {s.} defined by (1) COIlverge$ to s. the Dumber II is calJ.ed tIJe.rum 8,6 INSER'DNG AND REMOVING I:'~
of tIJe llmies and we write De,/iltitimr 1.11. Let p be a}ioretion whose dolt'lQiII is the set ofpositive integers tmd
whose mnge is a ktlbset of the positme integers such that

i) p(n) < p(m). ifn < m.

Thus, for oollVClllCnt series the symbol LA is used to denote both tIJe series and
its sum. Let 1:-.. and :Eb. be two aeries related tU follows:
&unpIe. If x has the infiDite decimal expansion x = ao.1I1"2··· (llI!le section 1.11). thm b l = al + at + ... + Ojl(l).
the series Ia"'.o tlto10-a converges to x.
Ii) i/n=I.2•...
'.I'1IetNe", 8.8. Let= Ets. t11UI. b = Lb. be convergent seria. Then. for eoery
(I

pmr of amslmrls II and fl. the series Dilts. + Ph,,) cOmJergea If! the sum «a + IJb. Then we say thllt :I;b. ia oblainedfrom :Ea. by inserting parentheses. mul that IA. is
That is, obtainedfrom Eb. by removing parenlheses.
'" ......
I: (lUI. + PbJ = :r; a. + fl a-I
.~l
I: b•.
II
w~l
TIruH. 8.13. If:Ea. COIfVtfr[It!s to s, every aeries Lb. obtained from La. hy m-
s«tinr/ prM'oohese:!J al3tJ CO'IWel'ges to s.
Proof, :E:=I (CUl,t + Pbt> = II II-I aa + fJ 1::"1 b...
Proof. Let La.. and Eb. be related by (ii) and write 8. = !::"1 I1&. t. = I::~I 6••
71«1,.., 8.9. AiI8U1ne Ihtsl a.. ~ 0 for each n = I. 2, . .. 111m Dr. ctHfIJet'ge8 V. Then {t.} is a subsc:quence of {s.}. In fact, t. = '1<.)' Therefore. convergence of
and <Jnly if. the sequence of prM'titll sums is bounded abore. {s.} to s implies convergence of (t.} to s.
Proof, Let SIt = 01 + ... + II. Then $. '" and we can apply Theorem 8.6. RemovinJ parentheses may destroy convergence. To see this, consider the
series D. in which each term is 0 (obviously COllVergent). Let p(n) = 2n and let
'l'1Iteonm8.19 (T~kM:OJlilw 8D'iu). Let {a..} IIltd {b.l be two ~ IUch t1IIIt a. = (-If. Then (i) and (ji) hold but :Ea. diverges.
ts. == b.+ t bIt for l'J 1. 2. . . . Then La. c:omJe!'gU if. t11UI. tJIIIly if. Jim,,-. 6. Parentheses can he removed if we further restrict Ets. and p.
exists. ill which ctl3e we Iume
~ 8.14. Let:Ea.. Eb. be relllted Ill. in /Jeftni.tWn 8.11. Auume thtst there
'"
I: a.. =
.el
lim bIt - hi'
.-+~
exists a constant M > 0 auch that p(n + 1) - p(n) < M for 411 n. and usmme t1uJt
Iim._", a" == O. Then:Ea. conrerges if, rmd only if, Eb. contJerges, in which ctUe
Proof· 1::"1 lia = 1::",. (bH1 - bJ =' h.+1 bl • they 1u:we the aome sum.

Deol't!lflllJl (C;GIIfCAy CINIIlititmfor .ria). The aeries La.. C01We1'ge. if. and only Proof, If La.. Cbnverges, the result follows from Theorem 8.13. The whole
if, for every II > 0 there exists mr mteger N mch that" > N implies difficulty lies in the convene deduction. Let

+ '" + a,. +...1 < s. = a. + ... + I.. bi + ... + b., t=limt..

1a,.+1 6 for eachp == 1,2,... (2) (I.,
....'"
Proof, Let s. II.,.ot> write 8.+,. - $. = ".+1
+ '" + -"+,.. and apply Let B > 0 be Jiven and chOOlle N 10 that" > N implies
Theorem 4.8 and Theorem 4.6.
Taking p = I in (2), we find that lim._... ts. = 0 is a necessary condition for I> B
convergence oCEa•. That this condition is lWt sw,fficioo is seen by considering the jt. - tl < 2 and la.1 <
2M
example in which a. = lIn. When If = rand p == 2'" in (2). we find
H n > P(N). we can find m t!: N lKl that N ::::; p(m) s n < p(m + I). [Why?]
I 1 2'" 1
41,,+1 + ... + (1.+_
r 2"+1
+ ... + 2-+2"'-2"'+2--2'
:> - - For such 1'1, we have

. and hence the Cauchy condition cannot be satisfied when 4 S 1. Therefore the
S. == 01 + ... + 01<..+1) - (a" + 1 + 0..+:& + .,. + ajl(_+ 1'>
series :E:~ I lIn diverges. This series is called the harmonic seria. 1... +1 - (-"+1 + ts.+2 + .. , +:lJ,p(",+l»'
111 Th.8..19 .8
and hence &.8 ABSOLUTE AND CONDITIONAL CONVERGENCE

Is" - tl s; It''+ l - II + la"+1 + 0,,+.1 + ... + t.lp(,.,+1)1 DejUUtio,. 8.17. A series La" is called abBotutely convergent ifI:Ia.1 CQnvet"geI. It
is called conditionally eonvergelll i['E.a,. converges but :Ela"l diverges.
S 11..+ 1 - tl + lap(or)+ll + Iap(..) ul + ... + Iap(.. +l II
Tieonm 8.18. Absolute convergence oj'Z:P. implies CQIIfJf!'rgence.
< tl
2
+ (p(m + 1) _ p(m» -=-
2M
< + t = a.
2 2
tl Proof. Apply the Cauchy condition to tbe inequality

This proves that lim......... 3. = t. 10.+1 + ... + 1i'l,,+,1 S lad" + ... + Ia,,+11'1·
To see that the converse is not true. oonsider the example
1.7 ALTERNATING SERIES
De./iaitittn 8.15. If all > 0 for each n. the aeries :E:'~1 (_I)"H a" is called IDI
alternating series.
This alternating series converges, by Theorem 8.16,. but it does not con~
neon. 8.16. If {a,,} is a decl'e&ing sequence corwerging to 0, the alternating absolutely.
series D - I r+ 1 a" converges. If s denotes its $Um and '. its nth partial sum, we harte
T_rem 8.19. Let La" be a given series with relit-valued terms and dt;/ine
tlJe inequality
o < (-1}"{6 - 6,,) < Q.+1> for" = 1,2, ... (3) lanl + a" (II = 1, 2, ... ). (4)
, .. = 2 '
~, Inequality (3) tells us that when we "approximate" s by 8... tbe error made
has the lIIIJDIC sign as the first neglected term and is less than the absolute value of
Then:
this term. i) If"Ea. is conditionally con;;ergent. both Ep" and !:q. diverge.

Proof. We insert pa.renthellCS in 1:<

_1)'+1 a.., grouping together two tenus at a
ii) IfEla.1 converges, both ¥:.p" and¥:.q. CQlWCTge and we have
time. That is, we take p(n} = 2If and form a new series Lb.. according to Definition
8.12, with

NOTE. p" = a.. and q. = 0 if a" :-=: 0, whereas q.. -a. and P. = 0 if all .:So: O.
Since a" -+ 0 and p(n + 1) - p(n) = 2. Theorem 8.14 tells us that IX _1),,+1 a" Proof. We have a" "" p. - q.. Ja..1 = P. + flr To prove (i). assume that IP.
converges if "'.fP.. converges. But Lb.. is a series of nonnegative terms (since Q" ",), converges and :E1a.1 diverges. If Lq" converges. then LP. also converges (by
and its partial sums are bounded above, since Theorem 8.8), since PII = a,. + '1". Similarly. if ¥:.p" converges, then Lq.. also
converges. Hence, if either 2:P" or IN" amverges. both most converge and we
. deduce that 2:la.. 1 converses, since la.1 -"lIt P. + q". This contradiction prows (i).
Lb. = a, (a2 - t.l,) .•• - (a:ta-2 - dz,,-I) t.l2" < al'
To prove (il), we s.imply use (4) in conjunction with Theorem 8.8.
""'I
Therefore 'l:-b" converges, so 2.1- J}"+1 a lt also converges.
Inequality (3) is a consequence of the following relations: 8.9 REAL AND IMAGINARY PARTS OF A COMPLEX SER.IES

«l Let I;c" be a series with complex terms and write e.. a" + ib". where t'l,. and b.
(-1)"(5 - oS,,) = 1)1+ ta"H = L
lut
(aH 2t-l - 0,,+2.) > 0, are real. The series iA. and Lb.. are called. respectively, the real and imaginary
parts ofI:c... In situations involving complex series, it is often convenient to treat

(-If(8 S,,) 0..+1 -

.
L (ll.. +~l - ""+21.+1) < ".. +1'
the real and imaginary parts separately. Of course, con~ of both :Ea. and
:Ebn implies convergence of :Ec.. COllversc:Iy, convergence of Ec" implies con-
="'
J;=1 versence of both La. and Lb". The same remarks bold foc obsolute convergence.
 1h

However, when Le" is CfJnditioflfJily convergent. one (but not both) of LA. and 1.12 THE INTEGRAL TEST
"iP. might be absolutely conversent. (See Exeteise 8J9.) Further examples of $eries of known behavior can be obtained very simply by
If 1:-=" converges absolutely, we can apply part (ii) of Theorem 8.19 to the rea) applying the integral test.
and imaginary parts separately, to obtain the decomposition.
Tlwtrem B.23 (111tltflrtll tat). Let f be a positive decreasing junction defined on
!:c" -= I:(p" + iuJ - L:(q. + ;oJ. [I. +(0) such that lim_hJ(x) = O. For n -= 1,2, ...• define
wbere LP., 1:Qn' LUn• LV" are con'fergent $eries of nonnegative terms.
s. == i; f(k),
lei
tIll = flft I(x) dx. d,. = s. - t...

L10 TESTS FOR CONVEllGENCE OF SERIES WITH POSITIVE TERMS The" we have:
"lIure1n 8.20 (COlIfl'IIl'isoa ttlst). If a. > 0 and b" > 0 for n = 1.2•...• and i)O<[(n+ 1)S;d,.+1 s:d"s;f(J), forn= 1,2, ...
if there exist ptJ3itive <:omtants c and N lIUch that ii) lim..... U) d,. exists.
ill) 1 [(n) convergel if, and only if. the sequence {t.} converges.

iv) 0 ~ d. - lim._.., d,. S; f(k), for k = I, 2, ...

then convergence ef"iP.. impliea canvergellce ofD".
Proof. To prove (i), write
Proof., The pam8l sums of:Ea. are bounded if the partial mIllS orLD.. are bounded.
By Theorem 8.9, this completes the proof.
r ·+
t a .. 1 "" .; 1
1
f(JC) dx = 61 1"+ I(x)
"
II:
1

dx ~ (;
.. li+l
" f(k) dx
1'1Ieorem 8.21 (Limit c ~ teat). Assume that 0" > 0 and b. > 0 for
n = I, 2, ... , and suppqae that "
= LI(k)
l~l
= s•.
This implies thatf(n + J) = $.+1 - a" S; s..u - t.+l = dnH' and we obtain
The" La. convergea if, and only if. Lb. convergel. o <fen + J) ::5 d"+l'
Proof. There exists N such that n <T!: N implies I: < a,Jb. < 1. The theorem faJ.. But we also have .
lows by applying Theorem 8.20 twice.
NOTE. Theorem tt21 also bolds if lim._«: a.lb. = c. provided that c ¥ O. If
d. d"+l = f"'+1 - tIll - (s"+1 - $J f+l f(x) dx. - fen + 1) (5)

lim.,... .., a,Jb" == O. we can only conclude that convergence of "'£b" implies con·
vergenCe of D •. ~ f+1 I(n + 1) dx - J(II + I) == 0,

and hence d".. J ::5 d" :s; d 1 = [(1). This proves (i). But now it is clear that (i)
8.U THE GEOMETRIC SERIES implies (ii) and that (ii) implies (iii).
To use comparison tests effectively, we must have at our disposal some examples of To prove part (iv), we use (5) again to write
series of known behavior. One of the most important series for comparison
purposes is the geometric aeriu. o s d" - d.+1 S f+l fen) ax - f(n + 1) = /(11) - 1(11 + 1).

f'MorDlf B.22. If Ixl < !. the aeriea I + x + .:r + ... tXJmJerges and has sum Summing on Tt, we get
1/(1 - x). Iflxl ~ 1, the aeries divergell.
'" (tIn -
o s L: d.. + l ) s E'" (f(n) - + 1». if k ~ I-
Proof. (1 - x) neo X" = I:;;i) (x" - .xk+ 1 ) = 1 - .x"+ I. When Ixl < 1. we f(1I
find Iim.~.., x"+1 = O. If Ixl 2: I, the g\':nera} term does not tend to zerO and the
.-t JI':':l:,t

series cannot converge. When we evaluate tbe sums of these telescoping series. we get (iv).
 Def.tu4 193

NOrL Let D =::; lim"...", d,.. Then (i) implies 0 :s; D S f(l). whereas (iv) gives us 8.14 THE RATIO TEST AND ROOT TEST

os f- I(k) - J.r· I(x) dx -

t::1.
D S fen). (6)
1I.wrem8.25 (R4t1D t~st). GWen a series La.. o!fWIlzerfJ complex terms, let

This inequality is extremely useful fot approximating certain finite sums by

. -0£1""+11
,. = Imll
• -00
--,
a,. R ,., I'1m
....
0)
sup -"- .
a. la"+ll
integrals.
a) The suitt I:o" converges absolutely if R < I.
b) The :series La" diverges if r > L
8.13 THE BIG OH AND J.JTn..E OR NOTATION
e) The test is inconclusive if" ::s; 1 ::s; R.
De}i1!1ititM 8.11. GifNm two :sequenct!s {a,,} and {b.} .clt l1u1t h" ~ 0 for 17/1 n. We
write Proof Assume that R < J and choose x so that R < x < I. The definition of R
implies the existence of N such that la.u/a..1 < x if n 2; N. Since x = x"+l/x",
a.. =::; O(b;,) (read: "a" is big oh of 6....).
this means that
if there exists Q constant M > O.ch that 117..1 s: Mb,.!or all n. We write
if II ;:: N,
a. = o(b.) 0811 - 00 (read: "a. is little Db of6.."),
ifJim"_,,, a,Jb,. = O. and hence Ia.l S; ex" if n 2; N, where c = I«Nlx- N. Statement (a) nOw fonows by
applying the comparison test.
NOTE. An equation of the form a. = c. + O(b;,) means a.. - c" = O{b,,). Sim.
To prove (b), we simply observe that r > I implies la.+ 11 > la..l for all n 2; N
ilarly. a., c. + o(bJ means 4.. ~ C" = 0(6,;}. The advantage of this notation for some N and hence we cannot have lim.. ~ .. a. = o.
is that it allows us to replace certain inequalities by equations. For example. (6)
implies
To prove (e), consider the two examples .En-I and :ur-.z.
In both cases,
r = R = I but :En -1 diverges, whereas converges.
tl(k) =
1:-)
I" f(x) dx + 0 + O(f(II).
1
(7) .' T1f.e«tm 8.26 (R_I tnt). Given a seriu I;a,. of complex terms, let

EumpJe 1. Let j(x) 1/x in Theorem 8.23. We find I" Jog n and hence I;11n p = lim sup Vlla"l.
JIi'-r;t)
diverges. However. (ii) establishes tbe existence of the limit
a) The series I:o.. converges absolutely if p < L
b) The series I:a. diverges if p > I.
c) The test is inrondusive: if p = 1.
a famous number known as EuJer'g constant, usually denoted by C (or by 1). Equation (7)
becomes Proof Assume that p < I and choose x so that p < x < 1. The definition of p
"1
L-=JogR+C+O- .
leik
(1)
11
(8)
implies the existence of N such that lu,,1 < :x!' for n ~ N. Hence, I:la,,1 converges
by the comparison test. This pro'Yes (a).
To prove (b), we observe that p > I implies la.1 > 1 infinitely often and
EDmpIe 2. Let j(X) "" X-·, s ". I, in Thcomn 8.23. We find that D-o wnverges if hence we cannot have lim.~ '" a" O.
s :> 1 and diVCfl,'eS jf s < 1. For s :> I, this series defines an important function known Finally, (c) is proved by using tlte same examples as in Theorem 8.25.
as the RiemfJnn zetajil1lCliM:
Ul 1 NOTE:. The root test is more "powerful" than the ratio test. That is, whenever the
«s) E- (0:> n. root test is inconclusive, so is the ratio test. But there are examples where the ratio
"-1 tI
test fails and the root test is conclusive. (See Exercise 8.4.)
For s :> 0, s ". 1, we am apply (7) to write

8.15 DIRICHLET'S TE.ST AND ABRL'S TESI:.

All tbe tests in the previous seetion "help us to determine absQlute convergence of a
series with complex terms. It is also important to have tests for determining
 195

convergence when the series might not CODveI.lJC absolutely. The tests in this 8.16 PARTIAL SUMS OF THE GBOMEI1UC SERIES 1:.:" ON THE
section am parti.cularly useful for this purpose.. They all depend on the portioJ UNIT ORCLE 1::1 1
summation formula of Abel (equation (9) in the next theo~). To use Dirichlet's test effectively, we must be acquainted with a few series having
oollDded partial sums. Of course, all convergent series have this property. The next
Tllt!tJrtlm 8.17. If {a,,} and {b.} tB'e tWD sequences of complex lIWf'Ibers. define
theorem gives an example of a divergent series whose partial sums are bounded.
A.. =;; 0.1 + ... + a". This is the geometric series D" with Izl 1, that is. with z = e;" where x is real.
The formula for the partial sumll of this series is of fundamental importance in the
Then we have the identity theory of Fourier series.
. .
L tlteht. = A.b.
tEl
H - E A,,(bt.+l -
t-l
b&>. (9) TlMorem 8.30. For every Teal x " 2nnI: (m is an integer), we have

Therefore. L""'... atPt, rollvel'gt!S if both the series I::'~ I A..(ba+ I bJ and the
sequence {A,/J,,+ I} cOmJerge. (to)

Proof Writing Ao = 0, we bave

.. .
:E alb. = E (A. E
= i-I
" .
E +
NOTE. This identity yields the following estimate:

It tlbl.s
Ai_l)b.. Alb" - A.bH1 A.b.+!.
i-I .1:-1 i~1
1 . (11)
The second assertion follows at once from this identity. 1m 1 lsin (x/2)1

NOTE. Formula (9) is analogous to the formula for integration by parts in a Proof. (l ~ ll-l tfh = :r:~l (elh - e'{A:+Ilx) = tl'" - e'(R+O.... Thisestab-
Riemann-Stieltjes integral. fishes the first equality in (IO). The second foUows from the identity
--/2 - u..../2
TMorem 8.18 (Diricldn'8 ttt"'), Let I:o.. be a series 0/romplex terms whose partial e'''' __.lID:
1 e'_ = e . - e l?'<"+ 1)",/1
sums form a bounded sequence. Let {b..} be a decreasing sequem:e which ronverges I - e lJc t!>:/2 _ e-i.I</1. •
to O. ·Then 1:.a"b" converges.
N(ITE. By considering the real and imaginary parts of (10), we obrain
Proof Let A" a. + ... + "" and assume that IA"I ~ M for all n. Then
Jim A.b. H = O. t
1<=1
cos kx = sin nx cos (n
2
+ I) :!jsin ~
2 2
Therefore, toestablisb convergence ofDl..b.. we need only show that LA..(b. + 1 - oJ
is ronvergent. Since b.. " , we have .=--+
1
2
ISIn
2
. (2 n+ I) - 5 l Dx-
2 2'
Xl' (12)
IAl(bH I - b.)l ~ M(b. - ~+l)'

But the series 1:.(6. + 1 - b.) is a convergent telescoping series. Hence the com-
parison test implies absolute CODvergence of :EA.(bu 1 - hi.)'
" Sin. lex =
I:
1:-1
. nx .
mD
2
Sin (n + l). x- sm
. x
2
•j 2
(13)

TIuwem 8.19 (A~l's ten). The serif'S :Ea,/J" converges if DIll converge$ ami if
Using (10), we can also write
{b,,} is tlmQm;tcmie convergent s.equence.

Proof. Convergence of :Ea,. and of {b,,} establishes the existence of the limit
(14)
lim.__", A,pHl> where A" = Ql + ... + a". Also, {A,,} is a bounded sequence.
The remainder of the proof is similar to that ofTheorem 8.28. (Two further tests,
similar to the above, are given in Exercise 8.27.) an identity valid for every x :f:; mlf (m is an integer). Taking teal and imaginary
 Def.8.31

parts of(!4) we obtain 8.11RII!'.MANN'S THIiXJREM ON CONDITIONALLY CONVERGENT SERIES

• The hypothesis of absolute COfl~ is essential in Theorem 832. Riemann
I: COS (2k 1) _ sin 2nx
x-2sinx'
(15) dilK:oven:d that any conJitioRtllly co~t series of real terms can be rearranged
"=1 to yield a series which converges to any prescribed sum. This remarkable fact is a
~ 2
8in !'IX con~ of'the following theon:m:
£...t sin (2k -
1;1
t)x = -.-
SIn X
. (16)
1'ItftwnrI • .n. Let La" IK a a.wIitionlflly convergent series with real·valued terms.
Fonnulas (12) and (I6) occur in the theory of Faurier serie£. lei .% tmd y be givot Rl.IRlbeTs.;" tire clQiU::ff inttroal. [ - 00, + 00]. with x ~ y. Then
there exists a rearrlllf(Jmlml Lb.. '''IT.e. sueh that
8.l7 REARRANGEMENTS OF SERIES lim iof t.. = .x lim sup tlf = JI.
"-'a:;
We rec:all that Z+ denotes the set of positive integers, Z+ = {I,2. 3, ... }.
when tit = b1 + .. , + b".
DeJbtitio1l 8.31. Let I be a /unclwn whose domain i$ Z" and whose range is Z +,
and assume that I is mre-to-one on Z +. Let Ea" and :Eb. be two series such that Proo/. Discarding those terms of a series which are zero does not affect its con-
YefBence or diveq;ence~ lIeDte "'1.': might as well assume that no terms of La" are
b" = (I.ff./l lor n = I, 2, ... (17) zero. Let P.. denote the nth positi¥e tam of r....
and let - q" denote its nth negative
term. Then D" and :Elf" are both divergent series of positive terms. [Why?]
Then Lb. is said to be a rearrtmgement oIEa.- Next. construct two sequena:s cfrul nllDl-bcrs, say {xJ and {Y"h such that
NOTE. Equation (11) implies a. hl-i(l<) and hence ED" is also a rearrangement
with x.. < Y.., 11 > O.
ofLb.. ....lim"" .x. = x.
... '" J.. =Y,
.lim.
TMOIVII 832. Let La. he an absolutely ron.vergent serieg htming sum s. The" The idea. of the proof i$ now q1Iite simple. We take just enough (say k l ) positive
every rearrangement 01"£.4. also ~ges absolutely and has sum s. terms so that
Proof. Let {b.l be defined by (17). Then
PI + ... + Pt.l > Y..
. followed by just enough (say 1"1) nqative terms so that
Ib1 l + ... + Ih.1 = laf(!)1 + ... + ja/(It)1 S E"" la"l.
t-I
.PI + + Pi.I rlfJ - ••• ~ q., < Xl'

so L jb,,1 has bounded partial sums. Hence ."i:.b. converges absolutely. Next, we take just enough further positive terms so that
To show that :Eb. = s, let tIl = hi + ... + b•• s" = fl. + ... + all_ Given
PI + ... + Pt, - ql - ••• - q~ + Pt. + I + ... + Pt. > Y2.
II > 0, choose N so that Is;\' - sl < B/2 and so that I laHul S llt2. Then
followed by just enough further negatiR tmns to JIlltisfy the inequality
I:
sN! + . PI + ... + P'" - 411 ••• - ..... + Pt, + 1 + ...
2
Choose M so that{l, 2. HI f!(l),!(2), ... ,j(M)}. Then n > M implies
H • ,

fen)> N, and for such n we have These steps are possible sina: D .. IlJJd L:q. are both divergent series of positive
terms. If the process is continued in this way. we obviously obtain a ~rrangement
It" - 5,.,1 = jb1 + + b" (al + ... + aH)1 of :Ea•• We leave it to tIE r::ader io showthat the partial sums of this rearrangement
= lam) + + ale,,) - (al + .n + aN)! have limit superior y and limit inferior x.

~ latHll + laN+%1 + ... ~ Il •

2 8.I9 SUBSERD'S
since all the terms aI' •..• aN cancel out iD the subtraction. Hence, If > M im- lH/illitiMI 1.34. Let f be a./iMctfoa lfII1to&'e donu:Jin is Z+ and whose range is an
plies It. - sl < I: and this meant! ."i:.b. = J. infinite subset of Z +, Q1ld llSSUlfre thtlt f is tme-to-one on Z +. Let La.. and Eb" be
 1911

two series suck that Choolle enough functions!., ... ,j,. so that each term !II> ";1>'" , aN will appear
somewhere in the sum
'" ..,
Then r:.b. is said to be 0 su/)series of1:.a,,: L: "11(..) + ... + L
.-1 .. - I
"Ire,,)·

ThuRm 8.15. q D. converges absc/utely, elJery subseries "E.b" also converges The number r depends on N and hence on 8. If" > rand n > N. we have
absolutely. Moreover, we be

\~ bal s i; Ib,,1 S i; la.l· Is. + t a)I .s laN+t1 + la +

';I + ... + s". - a-1 R 21 + ... <
2
Il. (19)

because the terms a l • O2 •••• I tiN cancel in the subtraction. Now (18) implies
Proof Given II. let N be the laraest ill~ in the set (f(l)•... ,f(n)}. Then

t bal S t Jb,J s lal:! s t=1t It t

The inequality
I
:u"'.
/<=1 1=1 /<al
f< la.l·
Ih/<I :s: r:.:o.. la,,1 implies absolute cOnvergence of :rb".
1
When this is combined with (I'l) we find
am'
at -
A-I
(J.I < g.
2

Deenm 8.36. Ld {II, 12 , ••• } be a countable collectlori ofjimclWtut. each «fined

Z+, hIWmg thefollowing properties:
Ql'I
lSi + ... + SIt tall <
,,-. g,

a) Each f.. is .one-to-one on Z + . if n > r. n > N. This completes the proof of (il).
b) The rangeJ.(Z+) is a sublet Q. o/Z+.
c) {Qh Q2' ••• } is " collection of disjoint sets whose unum is Z+. 8.20 DOUBLE SEQUENCES
Let 2:u" be an absolutely convergent series (IN/ dtfine Ih}illitiM 8.37. A/unctiotllwhose domaitl is Z+ x Z+ is called a double sequence.
I\,(n) = a Ike,,). ifn e Z+, k e Z+. NOTE. We shall be interested only in real- or complex-valued double seque~s.
Then: De,/ildtioll B.3IJ. 11 a E C, we write lim".t_",f(p, q) a llIId we say tlull the
i) For each k, 1:.."'=1 hlJn) is an absolutely con.vergent subserie1/ o/1:.tI". double sequl'nce / cOlWerget to 0, provided that the following ctJrulit;Qn is satisfied:
For every e > 0, there exists an N iuch that If(p, q) - at < 8' whenever both
ii) If 3i = 1::'• • b.(n).the serie8 1:.""=1 3. com;erges absolutely and has the same
p > N "tid q > N.
sum Q.f I.t~ 1 "t.
~.rem B.39. Asstmll' that limM_",J(p, q) = Q. For eachjixed p, l13Sume llull
Proof Theorem 8.35 implies (I). To prove (ii).1et I" = ISII + ... + Is.J. Then
the limit lim._...J(p. q) exisis. Then the limit lim,..."" (lilDq..""I(p, q» also exists
co llI:I IiiD
and htlS the value a.
I" S I: Ihl(n)1 + ... + L
11;;;;-1 l1li=1
Ih..(n}1 = 2: (lh.(n)1 + .. ' + Ib.(n)!)
,.-1
NOTE. To distinguish limp.4:_.o!(P. q) from limp_<» (limq.... a,,!(P. q». the first is

= !:1
ac>
(1"/1(1.)1 + ... + 11'1h(.d)·
called a double limit, the second an iterated limit.
Proof. Let F(p) = Iim,__ >; f(p, q). Given € > O. choose N. so that
But &"''''. (laN,,)1 + n ' + 11l/1d).)I) S; 1::'• • 1",,1. This proves that Eisil has e
bounded partial sums and hence Est converges absolutely. Ilb. q) - 01 < 2' if p > N. and q > N I' (20)
To find the sum orDt. we proceed as feUews: Let t > 0 be given and choose
N so that n 2': N implies For each p we can choose Nt. so that
8
(18) IF(p) - f(p, q)1 <2"' if q > N 2 • (21)
 ZOI

(NotethatN;r.dependsonpasweJlasona.) Foreacbp > N i choose N:b and then U1 REARRANGEMENT THEOREM FOR. DOUB.1...E SERIES
choose a fixed q greater than both N I and Hz. Then both (20) and (21) hold and
Dejillitum -8.41. Let f be a double sequence and let 9 be Q one-to-one function
hence defined on Z+ with range Z+ x Z+, Let G be the sequence defined by
tF(p) - at < &. ifp> N i •
Therefore, fun,__,., F(p) = a. G(n) [[,en)] if n E z+,
NOTE. A similar result holds if we interchange the roles of p and q. Then 9 is said 10 he af! arrangement of the double slYJuence f into the sequence G.

Thus the existence of the double limit lim,....",!(P. q) and oflim".. ",'/(p, q) TlurtJrefIIJ 8.42. Let .EJ1m, n) be a gilllw double series ll1ld let II be on arrongement
implies the existence of the iterated limit of the double Jlequence f into a sequence G. Then
a) 1:G(7I) converges absclutely if, and ()n~v if, I:f(m, n) eonvt!rges absolutely.
lim (lim
p-Q) , .... <a
f(p, q»).
Assuming that "'Ef(m. n) does (;f)nverge absolutely, with sum S, we hove further:
'Ibe following example shows that the convene is not true. b) L"'",j G(n) = S.
E:umple. Let c) f(m,1I) and 'i:::=j [(m, n) both converge abs()lutely.

/(p, q)
pq
= -:1--2' (p = 1,2, ... , q = 1, 2, ... ).
d) If A.. = :E.~1 f(m. n) and B" = .L:~J f(m, n), both series ::~:>" .. and ::EB.
p + q corrtJerge absolutely and both hall/! sum S. That is,

Then lilllq.. ",[(p.q) = 0 and heD.oe Iim.,... ", (lim"...,.,j<p,q») = O. But !(p,q) = 1- ro ~ ~ ~

when p = q and/Cp, q) = ! whm p = '2q, and hmce il is clear that the double limit L L[(m, n) = L Lf(m, n) = S.
",:=.1 n=.c, 11=1 ,"=1
cannol exist in this case.
A suitable converse of Theorem 8.39 can be established by introducing the Proof Let Tk iG(I)1 + ... + IG(k)t and let
notion of uniform convergence. (This is done in the next chapter in Theorem 9.16.)
Further examples ifIustratins the behavior of double sequences are given in
Exercise 8.28.
S(p, q) = L L
I'

..=1 JI=l
"
I!(m, n)l·

Then. for each k, there exists a pair (p, q) such that T. :S: S(p, q) and, eonverliely,
8.11 DOUBLE SERIES for each pair (p, q) there exists an integer r such that S(p, q) ::;; T,. These in+
equalities tell us that 1]G(n») has bounded partial sums if, and only if, I:lf(m, n)1
JJqiJUtion 8.40. Li't [be a double sequence and let s be the douMe sequence defined has bounded partial sums. This proves (a).
by the lYJuation Now assume that "Llf(m, 1'1)1 converges. Before we prove (b), we will show that
p " the sum of the series LG(n) is independent of the function g used to construct G
s{p, q) = L L!(m, 1'1). from f To see this, let h be another arrangement of the double sequence f into a
. = l It-I
sequence H. Then we have
The pair (j, s) Is called a double series ond is denoted by the symbol L",... f(m, tt) or,
more briejiJ', by "'Ef(m, n). The double serieJl ;s said to cMvt!rge 10 the sum a if G(n) = l[g(I'I)] and H(n) = f[lI(n)].
lim s(p, q) = Q. But this means that G(n) = H[k(nl], where k(n) = h- 1 [g(n)]. Since k is a one~
ll",I/-'"
ta-one mapping of Z+ onto Z +. the series 'LH(n) is a rearrangement of :EG(n),
Each number f(m, n) is called II term of the douhle series and each s(p, q} is and hence bas the same sum. Let us denote this c(Jmmon $um by S'. We will
a partial sum. If "L.f{m, n) has only positive terms, it is easy to show that it con- show later that S' = S,
verges if, and only if, the set of partiall;ums is bounded. (See Exercise 8.29.) We Now t>bserve that each series in {c) is a subseries of'LG(n). Hence (c) follows
say l:..f(m, n) converges absolutely if Ilf{m, n)1 converges. Theorem 8.18 is valid from (a). Applying Theorem 8.36, we conclude that 'LA., converges absolutely
for double series. (See Exercise 8.29.) and has sum S'. The same thing is true of L.8•. 11 remains to prove that S' '" S.
 D.L43 'Th. 8.44

For this purpose let T = lim."".... '" S(P, f). Given e: > 0, choose N so that ¢) Both iterated series 2:.""=1 2::'=I/(m. n) and L:'= 1:E:'~ 1f(rn, 'I) corwerge
Os: T - S(P. q) < 8/2 whenever p > Nand q > N. Now write absolutely and we have

r: r: E J(m. n) = LJ(m, n).

(OI:Q iOm'

sCPo q) = r: P

.:;111 11=1
t
Ef(m. n). .-1
Lf(m, lI)
1t~1
=
.=1 • .at M,ll

Choose M so that t!ll includes aU termsflm, n) with Proof Let g be an arrangement of the double sequence I into a sequence G. Then
'1:G(II) is absolutely convergent since all the partial sums of '1:1G(n)l- are bounded
I ;$ m s: N + I. l:::;nS;N+l.. by 1::"1 :E,,"'.. I If(m, n)l. By Theorem 8.42(a). the double series :E..... f(m, n)
converges absolutely. and statements (b) and (c) also follow from Theorem 8,42.
Then t M ~ seN + I, N + 1) is a sum of terms f(m, n) with either m > N or
n > N. Therefore, if n. ~ M, we have As an application of Theorem 8.43 we prove the following theorem roncerning
double series L .f(m, n) whose terms can be factored into a function of m times
It. - s(N + 1, N + 1)1 :s T - SeN + I, N + 1) < !.
2.
a function of n. •

Similarly, Tllurt11f1 1l.44. Let I:a.. and D. be two absolutely convergent series with sums
t A and B. respectively. Let f be the double sequence defined by the equation
IS - seN + 1, N + UI :S T SeN + 1. N + 1) <
2
.
f(m, n) = a.p..,
Thus, given £ > 0, we can always find M so that It. 81 < £ whenever n ~ M.
Since Jim...."" t" '0= S'. it follows tltat 8' = S. T1Ien L-...f(m. Ill) ronoerges absolutely and /uu the sum AB.
NOTE. The series :r.:=
1 L""= 1 f(m, n) and 2::'= 1 1::.1 f(rn, n) are c:a1led "iterated Proof. We have
series". Convergence of both iterated series does not imply their equality. For
example. suppose
I, if m = n + I, n = 1,2, ,
if m = n - I, n = 1,2, , Therefore, by Theorem 8.43. the double series I:...... a'p. converges absolutely and
f(m, n) = -I,
( hassumAB.
0, otherwise.
Then
8.24 MULTIPLICATION OF SERIES
'"
L:
• -1 .-1
'"
L!(m, n) = ~ 1, but E'" r:'" J(rn, n) = 1.
.=1 .~J Given two series :Ea.. and D •. we can always form the double series :Ef(m, n)•
where f(m, n) = a'p.. For every arrangement 9 off into a sequence G. we are led
to a further series I:G(n). By analogy with finite sums, it seems natural to refer to
8.13 A SUFFICIENT CONDITION FOR .EQUALITY OF ITERATED SERIES L/(m. n} or to '1:G(n) as the "product" ofI:a. and :Lb.. and Theorem 8.44 justifies
Theorem 8.41. LetI be a complex-valued double sequence. Assume that I::'= [f(m, n) this terminology when the two given series :Ea.. and D. are
absolutely convergent.
converges absolutely lor each fixed m and thot However. if either :Eo.. or D. is conditiona/ly convergent, we have no guarantee
that either Lf(m. n) or 1:G(n) win converge. MORover. if one of them does
r:'"
1'1-1 l:Ial
'"
L: If(m, n)l,
converge. its sum need not be AB. The convergence and the sum will depend on
the arrangement g. DifFerent choices of9 may yield different values of the product.
'Ihere is one very imponant case in which the terms fern, n) are arranged "diag-
converges. Then:
onally" to produce I:G(n). and then parentheses are inserted by grouping together
a) The double series :E..,.. }tm, n) converges absolutely. those terms a",bn for which m + n has a fixed value. This product is called the
b) The series !::: 1 Am, n) conr;erges absolutely for each n. Cauchy product and is defined as follows:
 C.. E" Q...b,,-Io.'
= 1.-0 ifn=O.1.2.... (22)

The series I:.,"'.o c" is CII1led tile Cauchy product of Dr.. and D •. '" '"
:s: ~. L
2K l~O
la.1 + M L
...1(+1
laal < ~ + .:
2 2
= e.
NOTE. The Cauchy product arises in a natural way when we multiply two power
series. (See Exercise 8..33.) This proves that eJ> ..... 0 as p -+ 00. aDd hence Cp -+ AS as p -4 00.

Because of Theorems 8.44 and 8.13. absolute convergence of both Dr.. and A related theorem (due to Abel). in which DO absolute convergence is assumed,
Lb.. implies convergence of the Cauchy product to the value will be proved in the next chapter. (See Theon:m 9.32.)
Another product, known as the Dirichlet product. is of particular importance
(23) in the Theory of Numbers. We take DO - ho = 0 and, instead of defining c. by
(22). we use the formula
This equation may fail to hold if both L4. and Lb.. are conditionally convergent. (n - 1,2•..• ), (25)
(Sec Exercise 8.32.) However. we can prove that (23) is valid if at least one of
La", Lb. is absolutely convergent. where LI" means a sum extended over all positive divisors of 11. (including I and
~1l.46(Merte8). A.s:sume that I::'.o a. converges ~utely _ has sum n). For example, c, ... alb, + Qzb) + aab2 + a6 b h and c, = <lIb, + a,b 1 •
The analog ofMertens' theorem holds also for this product. The Dirichlet product
.4, _suppose I:'.. o h. comJt!rges with sum B. Then the Cauchy product of these
arises in a natural way when we multiply Dirichlet series. (See Exercise 8.34.)
two series converges and has sum AB.
Proof Define A.. = 1::=0 a.... B" = 1::-0 hi. C" = 1::.0 cJt, where cJt is given by
(22). Let d" = B - B,. and e'" = 1::-0 aA.-a. Then IUS CESARO SUMMABll.JTY

'. f
lhjilfilio" 8.47. Let s.. denote the nth portial sum of the series La", _let {u..} be
(24) the sequence of flrithmetic means defined by
where
i!n=I.2.... (26)
ifn ~ k,
un < k. The series La.. is said to be Culiro summllble (or (c, I)summable) if {a"l CQI1Derges.
If lim....", a.. = S, thell S is called the Cesaro sum (or (C, 1).rum) of'£plj, and we
Then (24) becomes
write
l' It p, II' II'-l " La.. S (C, I).
C" - E :E 1.(1) = .-0
10.-0 .-0
L ,:E
"'. 0lb ._Jt - E at :E 6... = :E a~;_"
."'0' ",-0 ""0 Example 1. Let D. == z·,lrl I, z #; I. Then
I z· (J _ I _ t z(l - z")
8 =------ and
" t-z I-z " - I - Z II (1 - z)2 •

To complete the proof, it suffices to show that ep ..... 0 as p -4 00. The sequ.enee Therefore,
{d..} converges to 0, since B = :Eb... Choose M> 0 so that 1tJ.1 s: M for all n,
and let X = 2:.."'.0 la"l. Givens> O. choose N so thatn > Nimplies IdJ < 1l/(2K)
and also so that
In particular,
'"
~ (~rl"-I ,. ! <c.. 1).

I
 Jactor oj tile product. The following symbols are used te denote the prtxJuct dfdined
by (28):
lim sup q .. = i. lim inf u" = 0, OIl
J:I_CO ........ /Xi
II
,,-I fl". (29)
and hence 1:<- (),,+1/f is not (c, 1) itummablc.

TluNm!m 8.411. If /I Beries is clJIWergent with sum S, then it is also (C. 1) summable
NOTE. The symbol n:"'N+l u. means II:'-l UN+.' We also write nu" when there
is no danger of misunderstanding.
with Cestiro sum S.
By analogy with infinite series. it would seem natural to call the product (29)
Proof. Let a" denote the nth partial sum of the series, define 11. by (26), and convergent if {p,,} converges. However, this definition would be inconvenient
introduce t" s. - S, 'f.. = 0'" - S. Then we have since every product baving one factor equal to zero would converge, regardless of
the behavior of the remaining factors. The following definition turns out to be
(21) more useful:
DtJ./iIrition 8.58, Given tl1I infinite product ILl(>w I "". let P.. = rr:= 1 lit·
and we must prove that 'f.. -+ 0 as 11 .... 00. Choose II > 0 so that each It..1 :<; A.
Given It > 0, choose N so that n > N implies It,,1 < e. Taking 11 > N in (27),
a) If infinitely many factors u.. are zero, we SO)' the product diverges to zero.
we obtain b) If no factor Ii" is zero, we say the product conoerges if there exurs a number
p '" 0 suelt tltat (p.} converges to p. In this case, p is aJled the value oj the
proiluct and we write p = n:"l u". If {p..} c01Werges to zero. we say the product
diverges to zero.
Hence, lim sup.... ., IT"I ~ 8. Since 8 is arbitrary, it follows tbat lim....'" 11:,,1 = o. c) If there exists an N such that" :> N implies u.. -# 0, we say rr:~ 1 u" converges,
provided that n:"N+lu" corwerges as described in (b). In this case, the value
NOTE. We have really proved that if a seqlKlnce {s,,} converges" then the sequence of tire product IL"'= I "" U ..,
{a..} of arithmetic means also converges and. infaet, to the same limit.
U1U2~"Ull: II "JI'
,,-=/!/+1
Cesaro sunnnability is just one of a larp class of ··slJ.IJUDability mmhOOs"
which can he used to assign a "sum" to an infinite series. Tbeorem 8.43 and d) n~'= 1 U.. is called di»ergen, if it does not converge as described in (b) or (c).
Example I (following Definition 8.47) show us that Cesaro's method has a. wider
Note that the value of a convergent infinite product can be zero. But this happens
scope than ordinary convergence. The theory of aummability methods is an
if, and only if, a finite number of factors are zero. The convergence of an infinite
important and fascinating subject, but one which we cannot enter into here. For
product i.s not affected by inserting or removing a finite number of factors, zero or
an excellent account of the subject the .reader is referred to Hardy's Divergent
not. It is this fact which makes Definition 8.50 very convenient.
Sma (R.erererte:e 8.1). We shall see later that (c, 1) summability plays an impor·
tant rote in the theory of Fourier series. (See Theorem 11.1 S.) EumpJe. n:'' '1
(I + l/n) and n:=2
(1 - II") are both divergent. In tbe fin! case,
PIt n + I, and in the ~nd case, P. = lin.
rhMJrem 8.51 (CfllIC!ry C9/iditiq" fiJI' prodRcts). The infinite proiluct Ilu. con-
8.26 INFJNfI1i: PRODUCI'S
verges if., ond only if, for ellery 8 > 0 thert' exists an N such thaI rt :> N implies
This section gives a brief introduction to the theory of infinite products.
lu,,+ ,11,,+2'" ll..H II < Il, for k = 1,2,3,... (30)
~ 8.49. GivtlI a sequence {Ii,,} ojretl1 or complex numbers, let
Proof. Assume that the product nu.
converges. We can assume that no Ii" is
.. zero (discarding a few terms if necessary). Let p" ". "I ...
u,. and p ... lim..... '" P...
'2 = tl 1112' p~ = tll"Z ••• u" = II Ut· (28) Then p '" 0 and bence tbere exists an- M > 0 such that Ip..1 > M. Now {p,,}
t'"1
satisfies the Cauchy condition for sequences. Hence, given IJ > 0, there is an N
The ordered pair of sequences ({U,,}. {P,,}) is called on infinite product (or simply, such that n > N implies Ip.u - p.1 < 8M for k = 1,2,... Dividing by Ip.l,
a product). The numhf!l p.. is coiled tire nth ptlal product 1mf1 Ii. is t:oJled the nth we obtain (30).
- Now asSl,IlD.e that condition (3O) holds. Then If > N implies u~ 'I- O. [Why?]
Take £ = tin (30l,let No be the corresponding N, and let q. "No+1UNo+2 ••• u..
11L.ll.56

NOTE. Theorem 8.52 tells us that n(l + a,,} converges absolutely if, and only if.
2;a.. converges absolutely. In Exercise 8.43 we give an example in which + oJ no
-
t
if n > No. Then (30) implies < Iq,,1 < !. Therefore, if {q,,} converges. it cannot converges but La. diverges.
converge to zero. To show that {q.} does converge, let 8 > 0 be arbitrary and
write (30) as follows: A result analogous to Theorem 8.52 is the following:

Iq;:· - 11 < E.
T1IetJrnn 8.55. Assume that each a,. ~ O. Then the product
if, and only if, the series D. converges.
nu - a.,) converges

This gives us Iq.+. - q.1 < elq.1 < IE. Therefore, {q.} satisfies the Cauchy Proof. Convergence of:Ea" implies absolute convergence (and hence convergence)
condition for sequences and hence is convergent. This means that the product of no - aJ.
nu. converges. . To prove the converse. assume that :Ea" diverges. If (a.} does not converge to
zero, then ITO - aJ also diverges. Therefore we can assume that a• ..... 0 as
NOTE. Taking k'" 1 in (30), we find that convergence of implies nUll n -+ co. Discarding a few terms if necessary. we can assume that each a" ~ !-
u. = I. For this reason, the factors ofa product are written as U" = 1 + 0".
lim,,~ ""
Then each factor I - a,. :::: t (and hence '" 0). Let
Thus convergence of n(1 + ti,,) implies lim.._"" Q.. = O.
P. = (l - a.)(l - a2) ..• (l - oJ. q. = (I + a\)(1 + U;l) ••• (1 + aJ·
Tlt«Jrym 8.52. Assume that each a" > O. Then the product ITO + a.,) converges
if, and only if. the series D. conllerges. Since we have

Proof Part of the proof is based on the following inequality:

(1 - aJ(l + aJ = 1 - gi : :;,; I,
we can write P. :s; 1{q". But in the proof of Theorem 8.52 we observed that
I +x S; e"'. (31)
q" - + 00 if I;a" diverges. Therefore. PIt -+ 0 as n -+ 00 and. by part (b) of
Although (31) holds for all real x. we need it only for x ::2: O. When x > 0, (31) Definition K.SO, it follows that II{I - a,.} diverges to O.
is a simple consequence of the Mean-Value Theorem. which gives us
8.27 EULER'S PRODUcr FOR THE RIEMANN ZETA FUNCTION
where 0 < Xl) < x.
We conclude this chapter with a theorem of Euler wbich expresses the Riemann
Since e"O :i!: I, (31) follows at once from this equation. zeta function C(s) = E:'K 1 n-~ as an infinite product extended over all primes.
Now let s" = 01 + a2 + ... + o~,P. = (I + 01)(1 + a2)'" (l + 0,,). Both
sequences {s.} and {p,,} are increasing. and hence to prove the theorem we need Theorem 8.56. Let P. denote the kth prime number. Then if s > I we have
only show that (s.l is bounded if, and only if, {p.} is bounded. '" 1 '" 1
First, the inequality P.. > sIt is obvious. Next, taking x = a. in (31), where (s) = I: - = II ~-.
,,-1 n' i-II - Pt'
k = 1,2, ... , n, and multiplying, we find P. < r. Hence, {s.} is bounded if,
and only if, {P..} is bounded.. Note that {p.} cannot converge to zero since each The product converges absolutely.
P.. ::2: 1. Note also that
Proof. We consider the partial product p.. = n~=l (l - pt")-1 and show that
P. + co
-+ if s" ..... + co. P", .... Us) as m
-+ co. Writing each factor as a geometric series we have

/kfinitiolt. 8.51. The product IT(l + 17..) is said to converge absolutely ifnO + la,,1)
conoerges.

Theorem 8.54. Absolute convergence o/II(1 + a.) implies convergence.

P", =
.-lII
.. ( 1 + ...1 + -r.
.I'k
1 + ... ) ,
Pk

a product of a finite num ber of absolutely convergent series. When we multiply

these series together and rearrange the terms according to increasing denominators,
Proof Use tbe Cauchy condition along with the inequality
we- get another absolutely convergent series, a typical term of which is
10 + 0.+1)(1 + o,,+z)"'(1 + a.H) - II
where n = p~J ... P:,...,
:::;,; (L + 10.+11)(1 + la•.d)···· (I + la"HI) - 1.
:no 211

and eadl elf ;t O. Therefore we have b) Lim sup... .., (aAJ :s; (lim sUP.._.., a.,){Jim suP".. "" b,J if a,. > 0. b. > 0 for all 11"
and if both lim sup"..... a.. and lim suP...."" b. are finite or both are infinite.
IL3 Pro"" Theorems 8.3 and 8.4,
8.4 H each a. > 0. pro"" that
where Ll is summed over those n having all their prime factors ~P.... By the
unique factorization theorem (Theorem 1.9). each such n occurs once and only lim inf O.+l s lim inf~;: s lim sup ~;: :s; lim sup
once in L1' Subtracting P", from ns) we get 11-+<0 a. If"'~ ~«:) It.... CO a.

.., 1 1 1 8.5 IAt a.. = "rt/n!. Show tbat limN"" o,,+llo. = e and use Exercise 8.4 to deduce that
((8) p .. =L .. -I II'
-L~=L:-.
1 n' rf
:l
lim - " -
......, (nl)l/.
= e.
where 1:2 is summed over those n having at least one prime factor> P.. Since these
II oc:cur among the integers > P•• We have 8.6 Let {a.} be a real-valued seqwma:: and let 0 .. "" (al + ... + o,,){n. Show that

lim inf a. :s; lim inf 0 .. :s; tim sup 0 .. s Um sup 0 ...
K_m ._00 .~~ .... ~

8.7 Find lim suP.... '" 1'1.. and lim inf.... "" Q. if a" is given by
As m -I> ro the last sum tends to 0 because D-'" converges. so P", --4 '(s).
To prove that the product converges absolutely we use Theorem 8.52. The a) n. c)nsin
lfJr

product has the form n(l

+ at>. where
()QS
3
,

1 1 d) sin cos tin. e) (-I)·n/O +

a,,--+-+'" 1m 11)",
P' pi- 1 2.

The seriesLat converges absolutely since it is dominated by D -S. Therefore NOTE. In (f), Lx:] denoies the greatest integer :s: x.
no + at) also converges absolutely. U Let a.. = 2../;; - ll"'l II·/ie Prove that the lleq\lCllce {a.} convergn to a limit J1
in the interval 1 < p < 2.

In each of Exercises 8..9 through 8.14, show that the real·valued sequence {a.} is ron-
vergent. The given conditions are llSSUmcd to hold for all n ;;: 1. In E1l.etcises 8.10
through 8.14, show that (a.} has the limit L indicated.
Seque&ees
8.1 a) Given a real·valued sequence {o,,} bounded above, let u,. sup {aa : k .II}. &9 10..1:s; 2. 10..... 2 - QHll S II«iH - 0;1.
Then II,,"'" and hence U = lim,.... '" II" is either finite or - OJ. Prove that
8.10 al i!: O. 02 2: 0, a,,+2 (a.,a.+l)1I2, L (alaiYI3.
U = lim sup a.. = lim (sup (a.t: k <!: tI}).
"-(lO ...... ~ 1.11 al = 2, 02 8. QIdl = Malo + a1.",,1), lJ2o +2 == 0;z.,42.-1 , L = 4.
"2.+1
b) Similarly, if (a,,} is bounded below, prove that
V = tim inf a" = lim (mf ta: k ;;: n}). IU2 /1'1 = 3a,.+ 1 = 2 + a:, L = I. Modify til to make L = - 2.
3(1 +
If U and V are finite, show that: 3, tl,,+I"" - - • L = ../3.
3 + 0..
l,l) There exists a. subsequence of fa.} whkh oon~ tp U and a subsequence
whkh Cl,lnverges to V. b" b
1 + .JS
8.t4 aM ........±.!
11,,' whereh I 2 = i •b0+1 b.. +,,+1>
bL 2
d) If U"" Y, e1I'IlrJ subsequence of {a.. } converges to U.
tu Given two :real-valued sequences {a..} and lb.} bounded below. Prove that Hint, Show that boub" b~+1 = (-lr+ 1 and deduce that 10" - Q".t! < ,.-2. if'
a) lim sUP.._"" (a.. + b.l :s; lim sup.._ .. alf + lim suP..... ", bit' n> 4.
 Series B.1t Use Theorem 8.23 to derive the following fonnuJas:

8.15 Tat for converxence (1' and q denote fixed real numbers).
a) ~k
II log k
= :2t l~ + A + 0 (log
-n-
11
If) (A is constant).
""
...
b) ~ (log n)"
b)
" 1
~ k log k ... log (log II)
. (I)
+ B + 0 n log II (B is constant).

E II'tf' '" 1
= I::'-o (If + a)-So
c)
.-1 (p > 0),
d) ~n' _".. (0 <: q <: 1'), fU,1 If 0 < a S J, &' > I, define {(s, a)

f} t-
..-1 II'
1
-.
~ 'I
(0 <: q <: 1'),
a) Show tbat this ll¢rie$ converges absolutely for s > 1 and prove that

t C(I. i) = k'C(II) if k ... t. 2. ... ,

'" 1 1
k
<tl

S-) 11 Jog (1 + lIn)' h) ~ (log 1l'f't'''' where C{z) '(s, l) is the Riemann zeta function.
b) Prove that L~l (- rr- 1 /". = (1 - 21 -")C(s) ih >' 1.
i)

.
..,
I:-·-----
log (log log 11)"
._3 11 If
I
j) i; (log )~g ,J".", 8.22 Given a convergent series La... where each Q" ~ O. Prove that r..,{;,.,.-l' WDVeqes
if l' > t. Give a countel'fllWnP1e for l' - t .
E (~ - 11), '" 1 I )
k)

m)
--E... (va I)",
1)

n)
~".
It>

L R'(~
- ..r;, ,

2..[;, + ..J" - I).

U3 Given that IP.. divcrp'S. Prave that LIfO,. also diverps.
8.24 Given that La. C01lVCJ:'l'ClS. where each a,. > O. Prove that
!:(llAH)1i2.
"=1 _1
also oooverges. Show that the converse is also true jf {a,.} is monotomc.
8.1' Let S = {nit n:! ••• . ) denote the collection of those positive integers that do not
.involve the digit 0 ill their decimal representation. (For ClII:amp.lc., 1 S but 101 ~ S.) *' 1.25 Given tbat :Dz. converges absolutely. Show that each of the following series also
Show that E:'~ 1 lIn). OODYergilS and has a sum less than 90. . oonveqes absolutely:
8••7 Given in~ ai' 0:;1, H ' such that 1 :s: a. :S II I, If 2, 3, ... Show that the
sum of the series :Eo'";, 1 aJIf! is rational if, and only if, there exists an integer N such that
a) :E~, b) E I ~ a. (if PO a.. = ~ I),
a", = 11 1 for all II ;:: N. Hint. For sufficiency, show that 2':=2 (n I)/n! ill a tele- a;
scoping series with sum I. c) E -2'
1 + a...
8.18 Let l' and q bf.l,:fixed integers, l' :ii!: q ~ I. and let

X,,=
...
L '
1
«=4II+J k
±
«""J
(-11+
k •
1
8.26 Determine all real values of x for which the following series conv«ps:

. . (I
:E 1+ ....... +-I) -
sin - . IfX

• =1 2. n n
a) Use formula (8) to prove that Iim._,.., x. log (plq).
b) When q = I, l' = 2, show that &'2.0 = x .. and deduce thai 8.n ProYe the fonowiog statements:
«l (_l)H1 a) D..b.converges ifIA. converges and ifI(b. - b"+1) converges absolutely.
E-- '" log 2.
II=J 11
hI D..b.. oooverges If'DI" has bounded partial sums and if!:(b. - b.+ t) conv«ga.
absolutely, provided that b• .... 0 as n .... t:Q.
c) Rearranze tbe series in (b), writing alternately l' positive lerms followed by q
negative terms and use (a) to show that this rearrangement has sum
log:2 +- 1 log (1'1'1). 8.28 Investigate the existence of the two iterated limits and the double limit of the double
d) Find the sum OQ:..""=1 (-Iyr+ 1(1/(311 - 2) - lIOn _I». seq11e'l'lCC: [defined by

1.:19 Lerc.
convergent.
= a. + Ib",wbereo. = (-IY'/-J;', b. 0= 1/,,2. SbowtbatIcwisoondiuonally I
a) /(1'. 'I) = - " - ,
p+q
b) [(p, q) --.
p+q
l'
114
215

c) !(P, q) ~ d)f(p, q) = (_1)1'+17 (~ + ;), 8.34 A series of the form L"".I aJrf is caLled a DirichItJ' ;series. Giwn two absolutely
p+q
CODVCJ"gCI\t Diridtlct serielI. say 'L....... l aJlf and r:'al bJIf. having sums A(.f) and B(8),
e) !(p, q) = f) !(J1, q) = (_])1'+4, =
respectively, show that r:'.1 c,,/If A(s)B(a) where c" Eil" aJ>..,fl'
8.35 If C(s) = L"'-I Ilff, is > I, show thai ,2(~) '" :r:..l d(n)/ff, where d(n) is the
number of pOlIitive divisors of It (including I and 11').
g) rep, q)
q
h)f(p, q) = """2 E
p " • J.l
q ."'1
SIn ,
P
Cftil.ro IlI1OO1IIlIJiIty
AfIStlIer. Double limil exists in (a), (d), (e), (g). Both iterated limits exist in (a), (b), (h).
Only one iterated limit exists in (c), (e). Neither iterated limit exim in (d), (t). 3.36 Show that each of the following series has (C, l) sum 0:
1.19 Prove the following statements: a)I-1-1+1+111+1+1 ++'''.
a) A double series of positive terms converges if. and oply if, the set of partial sums b) ! _e 1 + , + ! - 1 + :t + ! - 1 + + - .. , .
isoounded.
c) Q)S x + cos Jx + cos 5x + ... (x real. x ¢ nm).
b) A dQuble series convuges if it conVerge.<> ab$olutely.
c) ~.,.e-(III'-+"") converges.. 8.37 Given a series DJ." let

8.30 Assume thai the double series L..."

a(n)x"'w converges absolutely for Ixl < J. carl
its sum
Sex). Show that each of the following series also converges absolutely for < 1 Ixl
and has sum Sex): Prove that
= (n + l}r"
k.. r'
a(n) I _ x" ' k;'" A(If)x", where A(n) = ~ a(d).
a) t" lW"".

b) IfLa. is (C,l) llummable, then:Ea..oonverges if, and only if, t" = o(n)a.s n... 00,
&31 H II is real, show that tbe double series L...,,, (m + iIf)-O: convt:cges absolutely if, c) IP. is (C, I) summabl.e if, and only if, r."'..1 1.111(11 + I) converges.
and only if, it > 2. Hint. Let s<P. q) :: 1::"11::-1 1m + i"I-"'. The set 1.38 Givtln a monotonic ~ {a,.} ofpooitive terms, such that Iim"..", a" "" O. Let
{m + in:m = 1,2, .... p,n = I,2, .... p}
consists of pl complex numbers of which ope has absolute value .J2, three satisfy 0.. = E" (-I)t't.
.t~1

II + 211 ~ 1m + i.1 :s Z./Z, five satisfy II + 3;1 ,.,; 1m + inl ~ 3.J2, etc. Verify this Prov.e that:
seometrically and deduce the ioequality a) v. ill. + 11'8,,/2,
b) r:~1 (-I)""" is (C, l) summabJe and has Cesaro sum! r:'.l (-I)"a",
2-../:1 E.1'211-1
,.,; s(p,p)"'; E"211 I
. I::'.l (-I,r(l + ! + ... + = -1og.J2
• =1 "' ,,=1 + c) 1/n) (C, I).
1.3:! a) Show that the Caucbyproduct ofL:'=o (- rr+!/·J"~+I with itselfiu divergent
series.
h) Show thai the Cauchy Jlf'oouct ofE."'.,o (-I)"+I/(n + J) with itself is the series 8.39 Determine whether or not the following infinite products converge, Find the value
'" (_1)"+1 (1 I) of each l;011vergeD.t product.
2E--
~ this converge? Why?
"-I + I
If
1+-+···+-.
2 It
a) it (I - ;(~m~ 1») , .,
1.)3Given two absolutdyoonversent poweI' series, llll.y L:.o V and'L..""=o b.,x". having
sums A(x) and B(x). respectively. show that L"'so c.,x" A(x)B(x) where
c)
"''''-1
IT ,,3 + 1 '
M
d) 11 (t + z~') if Izj < J.

8.40 If each partial sum s. of the l;011~t series La" is Dot zero and if the sum itsdf
is not zero, show that the iDdnite product tll II:'.2 (I + a,,/S._I) converges and hll.ll the
valu~ I::, 1 a".
D6 217

tlAl Filld the valUCI of the following products by establishing the foJlowitl8 identities and Use the formula of &en.:ise J.49(c) to daduce the mcqual.Ry
summing the urios: m(Zm - J)si" • 1 2m(m + ')r"
b; k" <
IT. , (I + - I) "" ro. IT"" (1 + 1) . , I 3(2m + If < 3(2m + 1)2
- == 2 L:
a)
..=2 2" 2 "-I
b)
"~;l r -- -1 == 2L:-~-
.." + I 11(11. Now Jet m'" co to obtain (2) = 16.or
1.41. Determine all real x foc wb~h the product n:. I cos (xf2") converges and find the ....,. Vie an ~ t similar to that outlined in Exercise 8.46 to prove that {(4) rc4/90.
value of the product when it does converge.

8.43 a) Let a" "'" (-IY'/~ for 11.
I:a.. con~.
b) L.eh zll - 1 == -1/';;;,02.. = 1/,{;,
CODVef1C'l but that :Ea" d.iverges.
...... Assume that a" 2: 0 for eadl 11.
1,2,... Show that
+ 1/llfou
= 1,2,... Assume fu.rther that
nO + 0,,) diverges but that
1,2, ... Show that ITo
+ a,) 8.l HI.IRI)'. G. R•• DirJergelft Series. Oxtord University .Press, (bford, 1949.
U Hils<:.hmann, I. J•• lRfUrit« Sen.,. Holt. IUoebart and Winston. New York, 1962.
U I.:l:lopp, It.• 77Irory aIId ~ of Jnjitflt~ &riu., 2nd cd. R. C. Youug, traJl$..
lator. Hafner. New Ymt.::. 1~.

Show that n:=1 (I + (-ltak) CODVCf'ICS if, and only if, I::"., (-Ita. converges.
lAS A complex-valued sequence (f(n)} is called multiplicative if I{l) ~ I and if [(mn) ==
I{m)[(n) whe:oe\'er m and Jf ace relatively prime. (See Section 1.7.) It is called com-
pletely multiplWztilJe if

f(1) = I and [(mn) =l{m)l(n) for all m and 11.

a) If {J '(n)} is multiplicative and if the urios I:!(1I) converges absolutely, prove that
.
~ fen) n""
{I + f{ptJ + !(pi) + ... },
where P. denotes the kth prime, the product being absolutely cooevergent.
b) If, in addition, (fen)} is completely multiplicative, prove that the formula in (a)
becomes
""
:ERn) = i - I
"=1
n .. I
1 - f(-) ,
P.
Note that Euler's product foc {(s) (Theorem 8.56) is the special case in whidl
!(") n-'
8.46 This exetcise outlines a simple proof of the fonnula C(2) n 2 /6. Start with tbe
inequality sin x <: x <: tan x, valid for 0 <: x <: 11:/2, take reciprocals, and square eacb
member to obtain
oot2 X <: J <: 1 + cot:! x.

Now put x "" lor/(2m + I). where k and m are integers, with I ~ It; ~ lIf, and sum on k
to obtain
 21'

CHAPTER 9 f(c). We encountered a similar situation in Chapter 8 in connection with iterated

series when we found that L:~ I f(m, II) is not necessarily equal to
z..""= t I:'~ I /(m. n).
The general question of whether we can reverse the order of two limit pro.
SEQUENCFS ceISelI arises. again and again in mathematical analysis. We shall find that uniform

OF FUNCfIONS CODYeJ:BeIlce is a faNeaching sufficient condition for the validity of interchanging

cata.in limits, but it does not provide the complete answer to the question. We
shall encounter examples in which the ol"der of two limits can be interchanged
although the sequence is not uniformly convergent.
U POINTWISE CONVERGENCE OF SEQUENCES OF FUNCI10NS
This chapter deals with sequences u,} whose terms are real· or complex-valued 93 EXAMPLES OF SEQUENCES (W REAL-VALUED FUNCTIONS
fum:tions having a common domain on the real line R or in the complex plane C. The foUowing examples illustrate some of the possibilities that might arise when
For each x in the domain we can (orm another sequence t(.(x)} whose terms are we form the limit function of a sequence of real-valued functions.
the corresponding function values. Let S denote the set of x for which this second
sequence converges. The function f defined by tbe equation
f(x) "'" lim j,,(x), if xeS,
..... «1

is called the limit function of the sequence {fir}, and we say that fl.} converges
pointwise 10 / on the set S. • •
Our chief interest in this chapter is the following type of question: If each
function of a sequence {fa} has a certain property. such as continuity, differen-
tiability, or integrability, to what extent is this property transferred to the limit
function? For example, if each function /.. is continuous at c, is the limit function
f(z) = lim /. (:r).
faI'SO continuous at c1 We shall see that, in general, it is not. In fact., we tihaU .····il.
find that pointwise convergence is usually not strong enough to transfer any of tbe
properties mentioned above from. tbe individual terms.r,. to the limit function f.
Therefore we are led to study stronger methods of convergence that do preserve
these properties. The most important of these is the notion of uniform convergence. EumpIe t. A sequence of ccntinU/1us /Illretions with a discontinuous limit function. Let
Before we introduce uniform convergence, let us formulate one of our basic f.,(x) "" x 2w/(1 + xJ.1t) if x t=: R, II 1, 2,... The graphs of a few terms are shown in
questions in another way. Wben we ask whether continuity of each/.. at c implies Fig.. 9.1. In this case lim"..."" fJ..x) exists for every real x. and the limit fuoctionjis given by
continuity of the limit function fate, we are reaIly asking whether the equation if Ixl < I,
lim f,lx) "" J..(c), /(x) = {! if Ixl = I,
if Ix\ > 1.
implies the equation Each /" is continuous on R, but f is discontinuous at x I and x = - I.
limf(x) ;;; f(c). (I)
EXBmpIe 2. A sequem:eojfunctiuusjorwhichlim"-.,,, JAJ;.(x.) dx #: fA lim........ f..(x) dx. Let

But (I) can also be written as follows:

f,/.x) ,rx(1 - xr
if x E R, n I, 2, ••. If 0 S x S 1 the limit f(x) limJl~~ J.(x}
exists and equals O. (See Fig. 9.2.) Hence J~ f(x) dx = O. But
lim lim f.(x) "" lim lim f,,(x}.
~-f: If-CD JI-+l;Q ,r ..... ~
(2)
L 1
J;.(x) dx = n~ L' xCI x)· dx

Jlr:..
Therefore our question about continuity amounts to this: Can we interchange the
2
limit symbols in (2)? We shall see that, in general, we cannot. First of all, the = 11
2
(l - I)t" dt n2+ 1 - n 11+ 2 "" ...._---=:":..-_ _
limit in (I) may not exist. Secondly, even if it does exist, it need not be equal to ••
H

(If + I)(n + 2)

ZlS
 S 2

If the same Nworks equally well for every point in S, the convergence is said to be
uniform on S. That is, we have
~ 9.1. A sequence ollunctions {fa} ;s said to C01Wef'ge uniformly to f on a
set S if, /01' every 8 :> 0, there exists an N (depending only on e) such that 11 :> N
implies
f/"(x) - I(x)' < e, 101' erery j; in S.
We denote this symbolicaUy by writing
t.. - / uniformly on S.
When each term of the sequence {fJ is real-valued, there is a useful geometric
interpretation of uniform convergence. The inequality II.(x) - f(x)f < e is then
equivalent to the two inequalities
f(x) Ii < I.(x) < I(x) + t. (3)
If (3) .is to hold for all n :> N and for all oX in S. this means that the entire graph
off,. (that is, the set {(x, y) : y l.(x1 x E Sn lies: within a. "band" of heiaht 2s
situated symmetrically about tbe graph off. (See Fig. 9.4.)
so lim....... IAf.,(x) Ibt ,. I. In od1cr wonIs, tho limit of tho inteanda is not equal to tho
integral of the limit fUlM:tion. ~ tho 0J)IlI'tl.ti00s or "limit" and "intepatiOO"
cannot always be~_

...... 3. A ~ 01t/iJfemrtiabk /IIlrctfmfs {J.,) whir liMIt 0 for wItkh U;;} divt!rgtIs.
Let I.!..x) =: (sin IIX)/.[;, if x E R, " = I, 2. . " Then lim"...., ItAx) "" 0 for ew:ry x. But
fJ.~) = J" oos IIX, so lim,,_,., 1:I.:x) does not exist for any x. (See Fig, 9.3.)

A sequence fl.} is said to be uniformly bounded on S if there e~sts a constant

M :> 0 such that 1J..(x)1 ~ M for all x in S and all n. The number M is caned a
uniform bound for {J,,}. If each individum function is bounded and if I. ... f
uniformly on S, then it is easy to prove that {J,,} is uniformly bounded on S. (See
Exercise 9.1.) This observation often enables us to conclude that a sequence is
not uniformlyeonvergeJit. For instance, a glance at Fig. 9.2 tells us at once that
. the sequence of Example :2 cannot convetge uniformly on any subset containing a
neighborhood of the origin. However, the convergence in this example is lJDiform
on every compact subinterval not containing tbe origin.

9A UNIFORM CONVERGENCE AND CONTINUITY

9.3 DEFINITION OF UNIFORM CONVERGENCE
~t. {I.} ~ a sequence of functions which converges pointwise on a set S to a
limIt fUllcUon J. Thill> I.Ile&DS that for each point :x in S and for each • > 0 there
exists an N (depcndiD8 on both x and s) such that
TltetJrMt 9.2. Assume that f. -+ f uniformly on S. If each /" is contiltt«Jus at a
point c of S. then the limit lunctilm f is o/sv continuous at c.
• Non. If c is an accumulation point of S, the conclusion implies that

n :> N implies fl.(x) - f(x)1 < ~ lim lim !,,(x) lim Iim/.(x).
 Tb.. '.7
PrQQf. If c is an isolated point of S, then I is automatically continuous at e. Theorem 9.3 is valid in this more general setting and, if S is a metric space, Theorem
Suppose, then, that e is an accumulation point of S. By hypothesis, for every 9.2 is also valid. '"I"he same proofs go through, with the appropriate replacement
£ > 0 there is an M such that n ~ M implies oethe Euclidean met:ri<l by the metrics d, and dr. Since we are primarily interested
in real· or complex.valued functions defined on subsets of R or of C, we will not
If"(x) - f(x)! < ~ for every x in S. pursue this extension any further except to mention the following example.
3
:EDDIpIe. Consider the metric Splice (B(S), d) of all bounded real-valued functions on a
Since fM is continuous at c, there is a neighborhood B(e) such that x E.' B(e) n S nonempty set S. with metric d{f. g) 1/ gil, where II/II = sUPus l/(x)j ill the sup
implies norm. (See.Exercise 4.66.) Then f" / in the metric space (B(S), d) if and only iff" -+ f
uniformly on S. In other word&, unifonn convergence on S is the same as ordinary con·
If.v<x} - fHtc)1 <; ; • vergence in the metric space (B(S), d).
But
I/(x) - l(c)1 ::;: I/(x) f.w<x)1 + Ifr,,(x) - fM(c)1 + IfAl(c) - /(c)l. 9.6 UNIFORM CONVERGENCE OF INFlNI1E SERIES OJ? WNCTIONS

If x e B(e) n S, each term on the right is less than 6/3 and hence I/(x) - f(c)1 < B. Dejilritiga ·9.4. Given Q sequence f/.} 01functions defined on a Ht S. For each x in
This proves the theorem. S,let
NOTE. Uniform convergence of f/.} is sufficient but not necessary to transmit s..(x) = E" hex)
I:~ I
(n = 1,2, ... ). (4)
continuity from the individual terms to the limit function. In Example 2 (Section
9.2), we have a nonuniformly convergent sequence of continuous functions with If there exi$ts a function I meh that SII - I uniformly on S, we say the series "£J..(x)
a continuous limit function. convergea uniformly on S and we write
...
9" 1HE CAUCHY OONDmON FOR. UNIFORM OONVER.GENCE E f..(x) = f(x}
,,=1
(uniformly on 8).

T1Ieore. 9.3. Let {/.} be a sequen.ce offuncriONJ defined on a set S. There existl U
'l7u!orem 9.5 (CtlMClly ~ IDr _form comter,ellCt! of1IeTies). TIu! itffinite series
function 1 meh that J. -+ f uniformly on. S if. and only if. the following COIIdition.
L/,,(x) converges uniformly on S if, and only if, for every e > 0 there is an N such
(called the Cauchy condition) is satisfied: For every r > 0 tlu!re exists on N sudl
that m > Nand n > N implies thai n > N implies

If..(x) - J..(x)1 <; 6, for eDery x in S.

Proof. Assume that/. -+ f uniformly on S. Then, given £ > 0, we can find N so
II:
11-,,+1
fJX)\ < 6, for each p = 1. 2, ... , and every x in S.

Proof. Define a" by (4) and apply Theorem 9.3.

that n > N implies r.r..(x) - /(x)1 < £/2 for all x in S. Taking m > N, we also
have If"'(x) - /(x}1 <; r42, and hence II.(x) - /.(x)1 < It for every x in S.
T1IefHelll 9.6 (WdI1rltrlUl M-te6t). Let {M,,} be a sequence ol1lO1UU!tJt1tive 1fIlTI'I1Jera
Conversely, suppose the Cauchy condition is satisfied. Then, for each x in S,
mch that
the sequence (Ux)} converges. LetI{x) = I.im,........ /,,(x) if XES. We must show
that I .. -+ f uniformly on S. If I; > 0 is given, we can chOOlle N so that n > N o S; t/,,(x)[ ::;: Mil' lor n = I, 2, •.. , and/or every x in S.
implies 1J.(x) - .f.u(x)1 < e/2 for every Ie = 1,2, ... , and every x in S. There-
fore, till'lt:-..., I/,,(x) - !.+t(x)l = I/"(x) - f(x)1 ~ £/2. Hence, n > N implies Then Lf'<x} converges uniformly on S if EM.. CC1Werges.
1J:.(x) - /(x)1 < £ for every x in S. This proves that!. ..... 1 uniformly 00 S. Proof. Apply Theorems 8.11 and 9.5 in conjunction with the inequality
NOTE: Pointwise and uniform convergence can be formulated in the more general
setting of metric spaces. IfJ. and1 are funai ODS from a Donempty set S to a metric
space (T, dT ), we say that/. -+ funiformly on S, if, for every a > 0, there is an
1",%JtC )! l};l M~
X
S;

N (depending only on Il) such that 11 ~ N implies T1IetJre. 9.7. AlSUme thot U(x) = f(x) (uniformly on. S). [leach!. is contimfqua
drl./,(x),/(x» <; I.l for all x in S. at a point Xo of S, then I is also continuous at Xc'
 Proof, Define 3.. by (4). Continuity of each f. at Xo implies continuity of 8 at "a, b) E r whenever (a, b) e [0, I] )( [0, J]. For this purpose we write Q and b
and the conclusion follows at DDa: from Theorem 9.2.
XI), " in the binary system. That is, we write
Na'l'E. If X o is an accumulation point of S, this theorem permits us to interchange
limits and infinite sums. as follows:
flO '"
where each a" and each b. is either 0 or I. (see Exercise 1.22.) Now let
lim E f..(x) = E
x-JlI:.I:I=l 1e-1
Jim f,.(x).
x~;('o

;~~' I

9.7 A SPACE-FILLING CURVE ~I

I'
We ~ ap~IY Theorem 9.7 to construct a space-jilling curve. This is a continuous
Oearly, 0 :S: c S 1 since 2E:'=1 3-· ... L We will show that/1(c) =Q and that
hJc) = b.
curve 1ft R that passes through every point of the unit square [0, 1] x [0, I]. If we can prove that
Peano (l890) w~s the first to give an example of such a curve. The example to be
presented here IS due to I. J. Schoenberg (Bulletin 01 the Americdn MothemtltiCtJI f/JlYc) == CH 1> for each k = O. 1. 2, . . . • (5)
SOCiety, 1938) and can be described as foUows:
then we will baveq,(3 21o - 2 C) h 1
C2,,-1 = a" and ¢(3 - c) "" c2.B """ b.., alld this
Let ¢ be defined on the interval [0, 2] by the following formulas:
,
"
"
will give us/1 (c) = a.};(c) b. To prove (5), we write
0, ~r.o ;5; t ;5; l. or if i ~ t ;5; 2, ,
¢(t) = 31 - I, If! ~ t s; i,
{ I,
-3t + 5,
if t
ift;5;
~ t s; j:,
1;5; 4.
"
'~,.'
.~;.

where d. = 2I'..."'.1 c..u/3", Since tP Us period 2, it follows that

Extend the definition of 41 to all of R by the equation

t;<t + 2) = 4'(t).
This makes 4> periodic with period 2. (The graph of'" is shown in Fig. 9.5.) 1
~.
1:1;,
,p{3"c) = f/J(d}).
If 4+1 := 0, then we have 0 :s; t4 :s; 2L"'.z ;r" = t, and hence t/J{dJ = O.
Therefore. t/J{3~c) := CHI in this case. 'l'be only other case to consider is "'1+ 1 ... l.
But 1hen we get i :'S: di. ;5; I and hence q,(dJ := L Therefore, tPWc) = 4+1 in
all ca.ses and this proves that/.(c) "" a.!z(c) = b. Hence, rfills the unit square.

~,C\,Q,C\,I t""',;;,
9JI UNIFORM CONVERGENCE AND RlEMANN-S'11ELTJES INTEGRATION
-2 -1 0 :1::1 4
"{~~ ,
TMtJrem 9.8. Lela: be t)j' bounded r>tII'iation on [d. b]. Asmme that each term 01
Now define two functions/1 and}; by the following equations: the 8e{Jtl£IfCf! {f.} is a real-valued jUnctimt such tltat /" e R(eI} on [a, b] for ellen
If = 1,2., .. Auume thatf. - lunilormJyon [a, b] anddejineg..(x) J:/,,(t)da(t)
11(1) = f:. 4>(3 2"
.~1
2
.-
1
t) , 11(t) = f; :,.:_--"
.~1 2"
ifXE [a,b],,, = 1,2, ... The" weharJe:

a) If; R(1l) on [a, b].

Both serie~ converge absolutely for each real t and they converge URijorm{y on b} g. - 9 uniformly on [a, b], where g(x) = J: f(t) d1(1).
:R., In fact, sma:: ItP{t)1 5 1 for all t, the Weierstrass M-test is applicable with
:Non;. The conclusion implies that, for each x ill [a, b], we am write
M" r~. Since tP is continuous on R, Theorem 9/1 tells us that II and/2 are
~so contmuous on R. Let / (II> 12) and Jet r denote the image of the unit
Interval [0, I] under f, We will show that r "fills" the urnt square, i.e.• that
r = [0, I] x [0, I].
!~n; r f'£l) dt!(i) = r !~~ f ..(t) da(t).
First, it is dear tbat 0 s; I.(t) ;5; I and 0 512(t) 5 1 for each t, since This property ill often described by saying that a unifonnly convergent sequence
L-= I r· = I. Hence, r is a subset of the unit square. Next, we must show that can be integrated term by term.
 n.9.9 Th.UI U1

Proof. We can assume tbat IX is: increasing with <X(a) < a,(b). To prove (a), we
will show that f satisfies Riemann's condition with CC5pect to IX on [a, b]. (See
Theorem 7.19.)
.,
Given Ii > O. choose N so that :I

I/(x) - IN(X)! < 3[«(b) ~ a(D)} for all x in [a, b].

Then, for every partition P of [a, b]'. we have

IU(P,I - JN' all :S ; and IL(P,J IN' a)[ s: ;,

Example. Let/,,(x) = x" if 0 s x s 1. (8eeFig.9.6.) TholimitflInction/hastheva!ue
(using the notation of Definition 7.14). For this N, choose p. so that P finer than
o in[0,1) and /(1) = L Siru:e this is llllequence of continuous (unctiom with discon-
p. implies U(P,fN,I.'I:) - ~PJN' IX) < 6/3. Then for such P we have tinuous limit, the convergence is not uniform on [0.. 1]. Nevertheless., term-by..term
U(p,j. a:) - L(P,h IX) U(P,j - iN' a) - 11..P,J - IN, a;) integration on [0. I] leads to a correct result in this cue. In fact, we have

+ U(P,fN, IX) - L(P, IN' IX) f {,Ax) dx L 1

JI' dx n : I -+ 0 as n ..... 00.

< IU(P, fiN' all + IL(P, I IN. IX)l + ; :S e. 50 lim~_", S&J.(x) dx = IU(x) dx ~ O.

This proves (a). To prove (b), let l> > 0 be given and choose N so that The sequence in the foregoing example, although not uniformly oonveraent
on [0, 1], is uniformly convergent on every closed subinterval of [0, 1] not con-
IUt) - 1(1)1 < --,-_.I:=.......-._ taining 1. The next theorem is a general result which permits term-by-term inte-
- a(a)] ,
gration in examples of this type. The added ingredient is that we assume that {!.}
for all n > N and every t in [a, b]. If x e [a, bJ, we have is uniformly bounded 0:0 [«. b] and that the limit function f is integmble.
De.,/illitiJ'l. !).]O. A 8eqUelfce 01jimcti01l8 {I.} is said to be boundedly convergent on
111.(x) - g(x)1 :S J.",. IJ..(t) - I(t) I da;(t) :S a;(x)~
a(b) - a;(u) 2
~ ::s: e < e.
2 .1 T if {I.} is pointwi8e oom;ergent and URiformly bmmded on T.
This proves that 9..... g uniformly on [a, h]. 1'1It!t1relft !J.11. Let {f.} be a boundedly convergent sequence on [Q, bJ. Assume that
each / .. e R on [a. b], and that tire limit function Ie R on b]. Assume also that
TMtH'I!lIIJ 9.9. Let IX be lifboundedflariatwn on [a, b] andanume that Lf,,(x) f(x) there is apartition P o/[a, b], say
(unifl),.",'Y on [a, b]), where tach I" is a reaf..valuedluttelion such thatf. € RCa) on
[a, b]. Then we have: P = {xo. XI> ••. , x",},

a) fe R(IX) on [a, oJ. such thot, on every .fUbintetTlfll [c. d] not containing any ofthe poims Xl> the sequence
{f..} converges unifonnJ.y to f Then we have
b) ,: 2:.,'<l=1.l.(1) &xCI) :E:'= I r=.r..(I) th(t) (uniformly on [a, bJ).
b
Proof. Apply Theorem 9.8 to the sequence of parlial sums. lim ~. };,(I) dt = i lim f.(t) dt = fb f(t) dt. (6)
NOTE. This theorem is described by saying that II uniformly convergent series
iII-QI) J~ J. Jj-(() •

can be integrated term by term. Proof. Since I is bounded and {J..} is uniformly bounded, there is a positive
numbe[ M such that If(x)! s: M and If,,(x) I ::s: M for all X in [0, b) and all
11 ;;:: l. Given IJ > 0 such that :a < IIPII, let It. = a/(2m), when: m is the number
9.9 NONUNIJlORMLY CONVERGEN'f SEQUENCES THAT CAN BE
of subintervals of P, and consider a new partition P' of [a, b] given by
INTEGRATED TERM BY 1ERM
Uniform convergence is a sufficient but not a necessary condition for term-by-
P' = {xo, Xo + h. Xl h. X~ + h, ... , x.._ 1
+ h,.T.. ~ h, x..}.
- h, X",_I

term integration. as is seen by the following example. Since II -I.I is integrable on [a, b] and bounded by 2M, the sum or the integrals
 n.9.13 Uniform C~ a.... Dilren:ntiation

of II - .1.1 taken over the intervals TIteorem 1M3. Assume that each term 01 U:} is Q rl!QI-valued function having a
[X.,. Xo + h]. [Xl - h, Xl + h).
..., [XlII - 1 - h. Xm - I + h], [x.. - h, XIII]' finite derivative at each point ofan open interval (a, b). Assume that lor at least one
point Xl) in (a, b) the sequel'lce {f.(xo)} converges. Assume further that there exists
is at most 2M(2mh) = 2Me. The remaining portion of [a, b] (caJI it S) is the alunctlon 9 such llull I~ -+ 9 uniformly on (a, b). Then:
union of a finite number of closed intervals, in each of which Cr.} is uniformly
convergent tof Therefore, there is an integer N (depending only on 6) such that a) There exists afunctionf such thatf. -+ I uniformly on (a, b).
for all X in S we have b) For each x in (a, h) the derivative rex) exists and equals g(x).
I/(x) - IJx)1 < s whenever n :2: N. Proof. Assume tbat c e (0, b) and define a new sequence {gft} as follows:
Hence the sum orthe integrals of II - 1.1 over the intervals of S is at most r.(b - a),
/,,(X) - f.{c)
so if x =f. c,

f I/(x) - l"{x)1 dx (2M + b - a)l': whenever n ~ N.

9H(X) =
{
x
f~(c)
c
if .x c.
(8)

This proves that f:J..(x) dx -!' J:/(x) dx as n ..... 00. The sequence {g.} so formed depends on the choice of c. Convergence of (gft(e)}
follows from the hypothesis,. since g,,(c) =:: I;(c). We will prove next that {g.}
There is a stronger theorem due to Arzelil. which makes no reference whatever
converges unifonnly on (a, b). If x + c, we have
to uniform convergence.
TkoT(mf 9.12 ("-,zeta). Assume that {J..} is bounded/y conlJerg~nf on [a,b] and .sup- UJ.x) - g..(x} = hex}x - h(e)
(9)
pose each 1. is Riemann.-integrable on [a, b]. Assume aigO that the limit function c
I is Riemann-integrable on [a. h]. Then

;~n;, r r
I.(x) dx = ;~~ f.(x) dx = f
The proof of Arzela's theorem is considerably more difficult than that of
I(x) dx. (7)
where h<x)
I~(x)
J..(x) - Im(x). Now 1I'(x) exists for each x in (a, b) and has the value
- I:"(x). Applying the Mean-Value Theorem in (9), we get
(10)

Theorem 9.11 and win not be given here. In the next chapter we shall prove a
theorem on Lebesgue iotegralll which includes Arula's theorem as a special case.
(See Theorem 10.29).
NOTE. It is easy to give an example of a boundedly convergent sequence {f.}
of Riemann-integrable functions whose limit f is not Riemann-integrable. If
{r], r1' ..• } denotes the set of rational numbers in [0, I], define f.(x) to have the
value 1 if x r. for all k = I, 2, ...• n. and put I.(x) 0 otherwise. Then the
integral nf,,(x) dx =:: 0 for each n, but the pointwise limit function f is not
Riemann-integrable on [0, I].
where Xl lies between X and c. Since {I';} converges uniformly on (a, b) (by hy-
pothesis), we can use (10), together with the Cauchy condition (Theorem 9.3),
to 4educe that {gn} converges uniformly on (a, b).
N(}w we can show that fl.} converges uniformly on (a, b). Let us form the
particular sequence {g.} corresponding to the sj:leClal point c x., for which
{f.,(xo)} is assumed to converge. From (8) we Clln write
.r.(x) = f,,(x o) + ex XO>Un(X)'
an equat.ion which holds for ever)' x in (a, b). Hence we have

.(.(x) - (",(x) !.(xo) - f ..(x o) + (x - xo)[g.(x) g,.(xo)].

9.10 UNIFORM CONVERGENCE AND DIFFERENTIATION
This equation, with the help of the Cauchy condition, establishes the uniform
By analogy with Theorems 9.2 and 9.8, one might expect the following result to convergence of {I.} on (a, b). This proves (a).
hold: If!. ... funiformly on [a, b] and iff~ exists for each n, then/, exists and To prove (b), return to the sequenco {Un} defined by (8) for an arbitrary point
I~ -+ / ' uniformly on
[a, b]. However, Example 3 of Section 9.2 shows that this c in (a, b) and Jet G{x) = Hm._,. g,,(x). The hypothesis that r:
exists means that
cannot be true. Although the sequence fl.} of Eltample 3 converges uniformly on limx _.9.(X) g.(e). In other words, each gn is cOnlinuous at c. Since gft -> G
R, the sequence {f~} does not even converge pointwise on R. For example, uniformly on (a, b), the limit function G is also continuous at c. This means that
{/~(On diverges since f~(O) .,j;. Therefore the analog of Theorems 9.2 and
9.8 for differentiation must take a different form. G(e) lim G(x), (II)
 111

Therefore, if M is a uniform bound for {Fll } , we have

the existence of the limit being part of the conclusion. But, for x -#- c, we have

G{x) ... lim g,,(x) = lim J.(x) - f.(c) ... /(x) - fee) . 15~(.x) - 5..(x)l :S M L:"
a-",+l
(g,,(x) - Yu ,(x» + Mg..... ,(x) + Mg~+ ,(x)
.....'" ~.... x - C x - c
M(a..+I(x) - g,,+t(x» + M9..... 1 (.x) + Mg"'+1(x)
Hence. (11) states that the derivative I'(c) exists and equals G(e). But
= 2M9. H {x).
G(c) = lim g,,(c) = lim f~{c) gee);
Since 9.. -+ 0 uniformly on S, this inequality (together with the Cauchy condition)
hence I'(e) gee). Since c is an arbitrary point of (a, b). this proves (b). implies that V,/..,x)g,,(x) converges uniformly on S.
When we reformulate l1teorem 9.13 in terms of series, we obtain The reader should have nO difficulty in extending Theorem 8.29 (Abel's test)
in a similar way so that it yields a test for uniform convergence. (Ex.ercise 9.13.)
Tk6UM 9.14. Assume tiwt eQch f.. is a real-valued function defined on (a, b) melt
that the cferivatioe j~(x) exists for each x in (a, b). A$$Ume that, for at letl$t (JlIe Rumple Let F,.(x} ~ ll~l e 1tz• In the last chapter (sec: Theorem 8.30), we derived the
point X o in (u. h), the series LJ,,(xo) converges. A.uume further that there exists a inequality 1F,.(x:)! :s: lilsin (x/2)!. valid for every real x 1:- 2nm (m is an integer). There-
ju.n.ction 9 such that Lf~(x) := g(x) (uniformly on (a, b». Then: fonl, if 0 < If -< '11:, we have the estimate
::;
a) There exists afunctionf such that U(x) = /(x) (uniformly on (a, b». IF.(x)l .:s: I/sin (0/2) if t5 :s: x :s: h - J.

b) If x E (a, b), the derivative I'(x) exists and equals :Ef~(X). IIeoce.. {F..} is unifOrmly bounded on the interval (I, ~ 3]. If {g,,} satisfies the condi.
tlons of Theorem 9.15, we am conclude that the series U,.(x)eilU oonveq:es uniformly
i on [a.2l'& - I]. In particular, if we take g,.(x) l/n, this establishes the unifonn con-
'.11 SUFFlCIE!'ol'T CONDITIONS FOR UNIFORM CONVERGENCE OF vergence of the series
A SERJES

The importance of unifonnly convergent series has been amply illustrated in some
of the preceding theorems. Therefore it seems natural to seek some simple ways of on 16,2l'& - If] if 0 < 0 < z. Note that the Weierstrass M-te&t cannot be used to estab-
testing a series for uniform convergence without resorting to the definition in each lish uniform conveI'lJCllCO in this case, since [,lax I .. 1.
case. One such test, lhe Weierstrass M·test. was described in Theorem 9.6. There
are other tests that may be useful when the M-test is not applicable. One of these
is the analog of Theorem 8.28. 9.11 UNIFORM CONVERGENCE AND DOUBLE SRQUENCES
As a different type of application of uniform convergence. we <kduce the following
TIuJorem 9.15 (Diriddet', t"It for ni/orm ~ ) . Let F,,(x) denote the nth
theorem on double sequences which can be viewed as a converse to Theorem 8.39.
partial sum of the series :EJ.(x), where each I .. il Q complex-valued flDletion dejirJed
on a set S. Assume lhal {F"l is uniformly bounded on S. Let {gIl} be a sequence oj TIu!ortJ,. 9.16. Let I be a double sequence and let Z+ denote tllt set of ptJlitive
real-valued functions such thar 911+1(X) s; g,.(x) for each x in S and for every integers. For each 11 = 1.2•... ,dejineajunctionD,,01IZ+ fl8jQ/fows:
12 1,2, ... , and assume that 9" -+ 0 uniformly on S. Then the series'L!.(x)g,,(x)
conr;ertps uniformly on S. g.(m) = f(m, n), f/m E Z+.
Proof, Let s,,{x) = U .. , f",(x)g,,(x). By partiailiummation we have Assume t'hotD" ..... 9 uniform/yon z.. ,
where gem) = !.im.-""f(m., n). lIthe iterated
limit Ijm".~"" (lim.~,.J(m,1J») exists, then the double limit lim....._""j{m. n) also
"
s,,(x) = L: F.(X)(9a(X) -
1:"'1
9Hl(X» + 9"u(x)F,,(x), exists and has the SI11'fle value.
Proof Given £ > O. choose N. so that n > N l implies
and hence if n > m, we can write
s
" If(m, 1'1) - g(m)l < 2' for every m in Z+.
s,.(x) 3".(X);= E
" • • +1
F.(xXg.(x) - 9'HI(x» + 9,,+,(x)F,,(x) - 9.+1(X)F.(X).
.
m Dtf. 9.17

Let a lim........, (lim..-+rof(m, n» lim.. ~", g(m). For the same ll. choose N z so Xllttornn 9.1B. Assume t1Kz11.i.m..... ..,f.. =f Dn [a, b]. If 9 e R on [at b], define
that m > N z implies Ig(m) - 01 < t/2. Then, if N is the larger of N I and N z, we
have I/(m, n) - 01 < Il whenever both m > N and n> N. In other words,
lim........ '" f(m, n) = a.
hex) = f /(t)9(1) dt, h.(x) = f h(t)9{t} iI,

ifx e [ot. b]' Then. h. -+ h uniformly on [a, b].

9.13 MEAN CONVERGENCE
",: I Pr()(Jf. The proof is based on the inequality
1l\e functions in this section may be eeat- or complcll-valued.
IkjUtitioll 9.17 Let U:'J be a sequence of Riemarr1l-integrable Juneti.ms defined on
j:

41
I
o5 u: If(t) -1.(1)119(1)1 dtr
(a. bJ Assume that feR on [a, bJ The sequence {.r..} is said to converge in the
a:
J
mean 10 f on [a. b], and we write ~I s If(t) f..(lWI dtXf Ig(t)l.1 dt), (12)
U.m.f. =/ on [a, b],

r
ft- ..
., which is a direct application oCtbe Caucl1y-5cbwl1l'Z inequality for integrals. (See
if Exercise 7.16 for the statement of the Cauchy-Schwarz inequality and a sketch of
lim II.(x) f(x)1 1 dx O. I its proof.) Given B > 0, we can choose N so that n. > N implies

I'
...&4«;1 ..
h 2

J:
If the inequality I/(x) - J.(x)1 < £ holds for every x in [a, bJ, then we ha~
II(x) - f/,x)I" dx s. e.2(b - a). The~fore, uniform convergence of {I.} to f
r
,ill
If(t) - fJ.t)fZ dt < ~•
A
(13)

on [0, b) implies mean convergence, provided that each!.. is Riemann-integrable where A = I + $: Ig(l)I* dr. Substituting (13) in (12), we find that If > N implies
on [a, b]. A rather surprising fact is that convergence in the mean need not imply o :sIh(x) - h,,(x)1 < s for every x in [a. b].
pointwise convergence at any point of the interval. This can be seen as fOJlOWli: This theorem is particularly useful in the theory of Fourier series. (See Theorem
For each integer n ~ 0, subdivide the interval [0, 1] into 2" equal subintervals 11.16.) The following generalization is also of interest.
and let 12"+l denote that subinterval whose right endpoint is (k + 1)/2", where
k == 0, I, 2, ' .. ,2" 1. This yields a oollection {Il> 12 " •• } of subintervals of Tltorem 9.19. Assume tluJt U.m.• _""f.. = I tmd l.i.m..... '" g. = 9 on [a. b].
[0. I], of which the first few are: Define
[1 [0, I], [2 = [0,1], 13 H, I], h(x) = s: f(t)g(t) dt, h.Cx) = f.'" J.(t)g,,(t) dt,
I", "" [0, tJ. Is = U,U I" = [to il, ifx E [a, b]. nen. hIt -+ h uniformly on [a, b].

r
and so forth. Definef" on [0, I] as follows:
Proof. We have
= {~
ifxEl.,
f..(x)
ifxe[O,l]-l". hix) - h(x) = (f ~ fJ(g - gJ dt
Then fl.} converges in the mean to 0, since J~ !f..(X)jl dx is the length of 1., and
this approaches 0 as ~ ...... 00, On the oilier hand, for each x in [0,1] we have + (J.~ f..g dt - I' fg dt) + 04" Igft dt - r f9 dt) •

lim sup f..(x) = I and lim inf t..(x) = o. Applying the Cauchy-ScbwarL inequality, we can write

[Why?] Hence, {J.(x)} does Dot converge for any x in [0, I]. o ;:; (J: IJ - 1..119 - dty s ({"gIll If - f.fl d,xr 19 - 9.l
z
dt) .
The next theorem illustrates the impottance of mean convergence.
The proof is now an easy consequence of Theorem 9.18.
 '.:14 POWER SERIES EDmple 1. The series ~1 Z"'II w
radius of convergcm:e r ""' t, but it does not con-
verge at z = 1. However, it does COflver,ge everywhere else on the boundary because of
An infinite series of the form
DirichIeI's test (Theorem 8.28)•
....
00 .E (I.(Z
+ ,,-I - Zo>-, These examples illustrate why Theorem 9.20 makes no assertion about the be-
havior of a power series on the boundary of the disk convergence. or
written more briefly as
n..n". '..11. Assume tlult the power serle! E."';o o.(z zor conver!Jt!8 for eaeh
(14) .I' in B(zo; r). Then the fWlcoon I defined by the equation

is called a power series in z - Zo- Here z, zo, and a,. (n = 0, I, 2, ... ) are complex
..
I(z) = ~ a,,(z - 1:etr, if Z E 8(zo; r), (15)
numbers. With every power series (14) there is associated a disk, called the disk
0/ comJergence. such that the series converges absolutely for every z interior to is continumn on B(zo; r).
this disk and diverges for every z outside this disk. The center of the disk is at Zo
Proof. Since each point in B(zo; r) belongs to some compact subset of B(zo; r),
and its radius is called the mdiua ofcOlfOergence of the power series. (The radius
the conclusion foUows at once from Theorem 9.7.
may be 0 or + 00 in extreme cases.) 1be next theorem establishes the existence of
the disk of convergence and provides us with a way of calculating its radiUs. NOTE. The series in (IS) is said to represent fin B(zo; r). It is also called a power
series expansiOl! of f about Zo. Funetious having power series expansions are
TIltrar. . 9.20. Given 0 power series E."';,o u.(z - %0>-' let continuous inside the disk of convergence. Much more than this is true, however.
We will later prove that such functions have derivatives of every order inside the
I
1
...
= lim sup V'la.l.
""
r =-,
1.
disk of convergence. The proof will make use of the following theorem:

Tllurem 9.11. Assume that LD,,(Z - zo)" Cl1mJerges if Z E 8(zo. r). Suppose that
(INhere r = 0 if 1 = + CQ mid r "'" +00 if 1 ... 0). Then the serk, COllVerges
alMolute/y il I:: - zol <: rand dlverges if Iz Eol > r. Furthermore, the series the equati<Jn
'"
t.:OmJerges uniformly on eDeI'y compact 8Ub3et interior to the di8k ofconvergence. f(z) = .E
..~O
tJ,,(z - 20'1',
Proof Applying the mot test (Theorem 8.26), we have
is known to be valid lor eaeh z in HOme open $Upset S of B(zo; r). Then,!or etlch
point ZI in S, there exurs a neighborhood B{zl; R) !:;; S in which / has a power
lim sup ;!Ia.(z - zo>-t "" '------'=
" .... «; r series expansion of the form
..,
and hence Dr,,(z - zo)" conveqes absolutely if lz - Zol < r and diverges if
)z - ZoJ > r. .
I(z) ... E b~(z -
4=0
%1)t, (16)

To prove the second assertion, we simply observe that if T is a compact subset where
of the disk ofeonvergenee, there is a point p in T such that Z E T implies

1.1' - .1'01 ::;; Ip - z~ <: r.

be = it(:) G,,(Z. - ZoY'-1 (Ic: = 0,1,2, ... ). (17)

Proof. If 1: € S. we have
Heoce, Ia.(z - %0>-1 .:<;; Io,,(p - zo)"r for each z in T, and the Weierstrass M.test
m
is applicable.
fez) = E"" aJ,z ZoY' E aJ,z - Z1 + z. -ZOY'
NOTE. If the limit lim........, laJa.HI exists (or if this limit is +(0), its value is also lI~O ,,~(l

equal to the radius of convergence of (14). (See Exercise 9.30.)

-11
<=0)"
E:bmpIe 1. The two series L:';o z" and I;:'; 1 z"/n?' have the same radius of convergence,
namely, r = 1. On the boundary of the disk of ~ the ~ convc[JeS nowhere.
the second -comerges everywhere.
where By continuity. the right member of (22) tends to b 1 as z -+ %1' Hence.,j'(Zl) exists
and equals hi' Using (17) to compute 61 , we find
c,.(k) = {(~) fJ,,{z Zl'f(ZI - ZO)"-l, ifk S n,
."

0, if k > ".
hi = I: na.(zl - zor- 1,
..-1
Now choose R so that B(z I; R) £; S and assume that Z EO B(ZI ; R). Then the Since ZI is an arbitrary point of B(z.; r). this proves (21). The two series have the
iterated series L:'",o Et..,=o c.(k) converges absolutely. since
(0 co ~ QO:
same radius of convergence because $ .....
1 as n -+ 00.

L L
."'0 t .. o
Ic.(k)1 = L
,,"'0
10.1(lz - III + IZl - Eol)" = L
.~O
la"l{zz - Eft)", (18) NOTE. By repeated application of (21). we find that for each k = 1,2, ... , the
derivativert)(z) exists in B(z.; r) and is given by the seriei
where
.., I

But
100(:) = E (n -n. k)l a.(z -
.-A zo'f- A• (23)

IZ2 - zol < R + IZI - zol 5 F,

If we put z = Zo in (23). we obtain the important formula
and hence the series in (IS) converges. Therefore, by Theorem 8.43, we can inter-
change the order of summation to obtain r~zo) = k!d A (k = 1,2, . ,.). (24)

>,1
This equation tells us that if two power series Th,,(r - zo'f and D.(z - zo)· both
represent the same function in a. neighborhood B{zo; r), then a" = h.. for every n.
That is, the power series expansion of a functionl about a given point %0 is llniquely
'" determined (if it exists at all), and it is given by the formula
= L:
t~o
blt(r - 2'1'1',
, '
= t.rlt}(zo) (z -. zor,
where bIt is given by (17). This completes the proof.
fez)
.-0 III
NOTE. In the course of the proof we have shown that we may Ulie any R :> 0 that valid for each z in the disk: of convergence.
satisfies the condition
(19)
!U5 MULTIPLICATION OF POWBR SERIES
T_onm 9..11. Assume Ilwt !:t.i,,(z - %0)" converges fDr each z in B(zo; r). Tken
tke fwu:tiorl 1 dejined by rite equation ~ ,.l4. GifJell two power series eXpalUions about the origin, say
co
I(z) = L'" aJz - %0)", (20) fez) = I: alIt', if Z EO B(O; Fl,
JII'=o .. -0

has a derivative 1'(2) for each z in B(z(); r), gilwn by co

g(z) = L b"t'. if Z E 8(0; R).
I'(z) = L:'" naIl(z -
n=l
2 0 )"-1. (21)
,,-0
nm ,Ire product f(:i)g(z) is gimf by the power series
NOTE. The series in (20) and (2J) have the same radius of convergence.
If>

Proof Assume that z, e B(zo; r) and expand 1 in a power series about Zh as I(z)g(z) = E c.z",
....0
if Z EO B(O; r) n B(Oj R),
indicated in (16). Then, if z E B(z I ; R), z <# Z I' we have

(22) (1'1 = 0, 1, 2, ... ).

 ..... 9,25 ..... ,.26

Proof The Cauchy product of the two given series is Proof. By hypothesis, we can choose z so that ::En"'. Q Ib.z"1 < r. For tbis z we have
Ig(z) I < r and hence we can write
:t (t
.=0
t t) = t
O:t zAcb"_ Z "- C"z".
'" '" '"
,,=0 ,,_0
f[g(z)] =L a,.g(zr =L L a"bJn)z".
.=0 .=0 1-0
and the conclusion follows from Theorem 8.46 (Mertens' Theorem).
If we are allowed to interchange the order of summation, we obtain
NOTE. If the two series are identical, we get

/(%)1. = L
..,
c.z:",
/[g(z)J = ~ (~ aHbt(n») z" = ~ Ct?!,
,,=0
which is the statement we set out to prove. To justify the interchange, we will
where c" = 2::=0 "til.-1 = L..+",.=. a""a"". The symbol 2:...,+... =" indicates establish the convergence of the series
that the summation is to be extended over all nonnegative integers m 1 and nil:
r: :E Ia.Mn)z"I = :E 100HI :E IMn)?!I.
IX) 00. 00 «)
whOlie sum is n. Similarly, for any integer p > 0, we have
(25)
.., ... -0 1-0 JI!!!!.O I;!!!!.O

fez)' = :E c,,(p)z",
,,-0 Now each number b,ln) is a finite sum of the form
where b.t;(n) = :E
m,+ ·"''''+m"-.1
hilt•... b...,

and hence IMn)1 ::s: :Ea.. + no h,.at. Ib...1... Ib.... I. On the other hand, we have

U6 THE SUBSTITlJTION THEOREM

~m 9'». Given two power series expansiolls about the origin, say
(t
1:-0
t
Ib"!?!)" = t-O BAc(n)z",

GO
where B1(n) = 2:...t +... +.... _1: IbM,1 .•• Jb...i- Returning to (25), we have
fez) = E a"z",
• =0
..,
if z e B(O; r)•
~ jo,,1 to IbJn)z" I :;; ~ 10,,1 ~ B.(n)lzil = ~ la.1 (~lbl~l)".
and this establishes the convergence of (25).
g(z) :E b"z:",
= ,,-0 if Z E 8(0; R).

Q,for ajixed z in B(O; R), we have ~=o Ib.,z"1 < r, then/or this z we can write ".7 RECIPROCAL OF A POWER SERIES
As an application of the substitution theorem, we will show that the reciprocal of
r: c"z",
OD

f[g(z)] = a power series in z is again a power series in z, provided that the constant tem is
"-0 notO.
where the coefficients Ct are obtained as follows: Define the numbers bien) by the 1leorem 9.26. Assume that we have
equation
p(z) =
'" p.,z",
:E if Z E B(O; h),
,,~O

where P(O) # O. Then there exists a neighborlwmJ R(O;~) in which the reciprocal of
Then c. = I:..""=o o..o,,(n) for k 0, 1,2, ... p has a power series expansion of the form
1 '"
NOTI!. The series L.a:"'..o caL' is the power series which !1risesformally by substituting
the series for g(z) in place of +in the expansion off and then rearranging terms in
-
p(z)
= :E q~z".
,,-0
increasing powers of z. Furthermore, qo = l/po-
 S'..... 01 ........ Ul

Proof. Without loSll in generality we eatI assume that Po = 1. [Why?] Then pal(xcJ = n fa" so the sum function is represented by the power series
P{O) = I. Let P(z") = I + I::''''t IPFI ifz E B(O; 11). By continUity, there exists
a neighborhood 8(0; fS) ~uch that IP(z) - If < 1 if Z E B(O; 5). The conclusion (26)
follows by applyins Theorem 9.25 with
1 .., We tum now to question (2). Suppo~ we are given a real-valued function f
f(z) = -
1- z
;= :E z"
..-0
and g(z) = I - p(z) = E'" P..r!'.
.. -t
defined on some open interval (xo T. XO + rJ. and supposefhas derivatives of
every order in this interval. Then we can certainly form the power series on the
right of (26), Does this series converge for any X besides x = x o ? If so, is its sum
9.18 REAL POWER SERIES equal to lex)? In general. the answer to both questions is "No." (See Exercise
9.33 for a counter example,) A necessary and sufficient condition for answering
If x, xo, and 0" are real numbers. the series Th.(x - Xo'! is called a reo! power both questions in the affirmative is given in the next section with the help of
series. Its disk ofconvergence intersects the real axis i.n an interval (Xo - r, Xo + ,.) Taylor's formula (Theorem 5.19.)
called the interval of convergence.
Each rea.! power series defines a real-\'alued sum function whose value at each
x in the interval of convergence is given by 9.19 THE TAYLOR'S SERIES GENERATED BY A FUNCI10N
De/illitWn 9.21. Let f be a real-valued function defined on all interllQll in R. Iff has
f(x) "" :E'" Cl,,(X -
.. -0
Xi)f· derivaUves of every order at each /Wint D/ I, we write f E C'" on I.
The series is said to represent J in the interval of convergence. and it is called a Iff e e'" on some neigh borhood of a point c, the power series
power-series eXpllll8Um off about Xo.
Two problems concc:m 11$ here:
I) Given the series, to find properties of the sum fWlctionf.
2) Giveo a function/, to 'find whether or not it <:an be represented by a power is called the Ta)·Jor'ij series about c generated by f. To indicate that f generates
series. this series. we write
It turns out that only rather special functions possess power-series expansions.
Nevertheless, the class of such functions includes a large number of examples that
arise in practice. so their study is of great importance.
The question we are interested ill is this: When can we repla<;e the symbol,.., by
Question (I) is answered by the theorems we have already proved for complex
the symbol = ? Taylor's formula states that iff E C'" on the closed inteNal [a, b]
power series. A power series converges absolutely for ellcll x in the open subintemll
and jf c e [a, b], then, for every x in [a, b] and for every 11, we have
(Xl) - " Xl) + r) of convergence, and it converges. uniformly OD every compact
subset of this interval. Sinoc each term of the power series is continuous on :R, the ~-I (.1 (~l(x )
sum functionfis continuous on every compact subllet of the interval ofconvergence /(x) = L:L(<?) (x C)l
,
+ f t 1 (x - c)"
'
(27)
and bence/ill coatinuOllS on (xo - r. Xc + r).
kaO k! flo

Because of uniform convergence. Theorem 9.9 tells us that we can integrate a where XI is some point between x and c. The point Xl depends 011 x, t; and on n.
power series term by term on every compact subinterval inside the interval of con- l-lence a necessary and sufficient condition for the Taylor's series to converge to
verge~, Thus, for every X in (xo - r. Xo + r) we have f(x) is that

i'" " P~)(x )

"'"
J(t) dt =; L: a" IX (t -
" .-0 "'"
"0)" dt = E'" ~ (x -
,,~ll n + 1
xof H •
lim
.-«:1 n!
I (x c)" O. (28)

The integra.ted series has the same radius of convergence. In practice it may be quite diffk:ult to deal with this limit because the unknown or
The sum function bas derivatives ofevery order in the interval of convergence position of Xl- In some cases, however, a suitable upper bound can be obtained
and they can be obtained by differentiati.ng the series term by term. Moreover. for p·)(x j ) and the limit can be shown to be zero. Since A"In I --. 0 as 11 -+ r;t) for
all A, equation (28) will certainly hold if there is a positive constant M such that We write £,,(x) as an inter;ral and notc that (x - c'f+1 = (II + I) J~ (x - l'f dt
to obtain
Iro}(x) I :s; M",
for all x in [a, bJ. In other words, the Taylor's series of a function/converges if E (x) = 1 1'" (x - ---~- fX (x - t)'" dt
t)"P"+I>(t) tit - p,,+U(c)
r") .. +1 111" n! "
the nth derivative grows no faster than tbe nth power of some positive number.
This is stated more formally in the next theorem.
DuN",9.2B. Assume that/E C~ on [a, b] and let C E [a, b]. A$sume tho.t there
= 1
n! "
i X
(x _ t)" U(dl~t) - p.. +1)(c)] til = \
n. "
1%
U(l) dv(t).

is a neighborhood B(C') 4nd a constant M (which might depend on e) such that where u(t) """ p"+ 1)(t) - poHl(,,} and v(t) = -(x - t)"+1/(n + 1). Integration
,r">(x)! .5; M Jl Jor every x in B(e) n [a, b] and every n = 1,2,... Tlren./or by parts gives us
each x in B(c) n [a, b]. we hm.'If!
E"+1(x) == - 1 r'" v(t) duet) = __+1_1). i'"" (x - I)"'H P"+2~t) dt.
I(x) = :t p">(c)
II~O n!
(x - c'f. II! J., (II 1

Thill proves (30).

NOTE. The change of variable r = x + (c - x)u transforms tbe tDtesral in (30)
9.20 BERNSTEIN'S TIJEOREM
to the form
Anotber sufficient condition for convergence of the Taylor's series off, formulated
by S. Bernstein, will be proved in this section. To simplify the proof we first obtain
E.(x) = (x )"+1
-::~_ 11 u"r,,+l)[x + (e - x)u] du. (31)
n! 0
another form of Taylor's formula in which the error term is expressed as an
DuN'" 9.3(1 (&rlUteill). Assume 1 and all its derl»atives are nonnegative em a
integral.
compact interval [b, b + r]. Then, if b :S x < b + r, the TaylN's aeries
'lMorem 9.29. Assume I has a continuous derivative of order n + I in 30me opfn
interval t containing c, and define E.(x)Jor x in / by the equation
pll
= :E -kl(e) (x -
II
I{x) cl + E,.(x). COlWerges to j{x).
(29)
l=O Proo! By a transla.tion we can assume b = O. The result is trivial if x = 0 so
Then E,.(x) is also gilJen by the integral we assume 0 < x < r. We use Taylor's formula with remainder and write

E,,(x) "" ~ J'" (x

Il! c
- tf pJJ+ net) dt. (30) I(x) = 1:ft)(O)
k!
Ir~ll
r + E..(x). (32)

We wHl prove that the error term satisfies tbe inequalities

r r
Proof. The proof is by induction on fl. For 11 = I we have

E 1{X') = I(x) fCc) r(cxx - c) = [ret) - r(e)] dl = u(r) dv(t). 0.'£ E,.(x) $ (;)"+1 fer). (33)

This implies that £,,(x) ~ 0 as n .... ex;) since (x/r'fH 0 if 0 < x < r.

r = f'(t)
r
--+
where u(t) r(e) and V(/) = , - x. Integration by parts gives
To prove (33) we use (31) with c = 0 and find
14(1) duC.t) = u(x)lJ(x) - u(e)v(c) - v(t) duCt) = s: (x I)/"(t) dt. E,,(x) = x·+
n!
Iii (I
ua/(a+l)(x xujdu,

This proves (30) for n = I. Now we assume (30) is frue for n and prove it for
n + 1. From (29) we have
for each x in [0, r]. If x "" 0, let
pw+ l)(e)
E,.(x) - -
+1
--(x - c)" • F (x) = E.(x)
- -1
x..+
= 1
n!
11 '11"/(0+ I)(X - xu) duo
(n + 1)!
o (I
The function j1-+ 1) is monotonic increasing on [0, 1'] since its derivative is non· gives us the series expansion
neptive. Therefore we have . w "
log (1 x) =- !: ~ , (37)
j1rr+l)(x -.w) j1"+1)[x(I u}] :s: j1"+lI[1'(l - If)], .- 1 11

jf 0 :s:; u :s:; I, and this implies F.(x) S F,,(r) if 0 < x ~ T, In other words, also valid for -I < x < I. If we put x -I in the rishthand side of (37), we
E,,(x)/X'+l ~ £,,(T)/1'''+ 1, or obtain a convergent alternating series, namely, IX _1)-+ lIn. Om we also put
x = -1 in tbe lefthand side of (37)? The next theorem answers this question in
E,,(x} ~ (:;)'+1 E,,(r). (34) the affirmative.
'£More", 9.31 (Abel's limit tlu!tJnm). Assume that we 1uwe
Putting x = T in (32), we see that E,,(r) ~ fir) since each term in the sum is
nonnegative. Using this in (34), we obtain (33) which, in turn, completes the proof.
f(x) := :E'" a,.x",
• =0
if -r < x < r. (38)

9.21 THE BINOMIAL SERJll'S

If the series also wntJerges at x '= r, then the limit lim,,_r_ f(x) exists G1$d we have
As an eXlUl1ple illustrating the use of Bernstein's theorem. we will obtain the fol-
lowing expansion. known as the binomial aeries:
lim
x-r-
lex) = :E'" a.r".
11-0
if 1 < x < I, (3S)
Proof. For simplicity, asswne that r = I (this amounts to a change in scale).
Then we are given that I(x) La..:" for -1 < x < I and that Dz. converges.
where a is an arbitrary real number and (:) ala 1)'" (4 ~ 11 + 1)/1.l. Let us write f(1) = l:.:'=o a". We arc to prove that lim".... l I(x) = f(l), or, in
Bernstein's theorem is not directly applicable in this case. However we can argue
other words, thatfis continuous from the left at x = l.
as follows: Let/(x) = (I xr e , where c > 0 and x < 1. Then
If we multiply the series for fix) by the geometric series and use Theorem
f''')(x) = c(c + 1)'" (c +" - I)(l xr c
-", 9,24, we find

and hence PIO)(X) ~ 0 for each n, provided that x < L Applying Bernstein's
1
~- f(x) ==
1 - x .. ~O
,.,x",L:
""
where eft L:" a•.
= i::w::O
theorem with b -I and r = 2 we find that f(x) has a power series expansion
about the point b = -I, convergent for -I ~ x < 1. Therefore, by Theorem Hence we have
9.22, f(x) also has a power series expansion about 0, f(x) = l:.i=()f(ll)(O)~/k!, 00

convergent for J < x < L Butj<t)(O) = (t<l(- I f k!. so I(x) - f(l) = (1 - x) !: [c. -
..=0
ft
f{l)]x , if-l<x<L (3.9)

_1_ = t(-C\-lt~, if-l<x<l. (36) By hypothesiS,1im.._." c,. = f(l). Therefore, given 6 > 0, we can find N snch that
0"- two k )' n :;::>: N implies Ie" - f(l)1 < £{2. If we split the sum (39) into two parts, we get

Replal;ing c by -a and x by -x in (36) we find that (35) is valid for each a < O. N-1 ~

But now (35) can be extended to all real a by successive integration. f(;x.) - fO) = (l - x) :E [c" - !(l)JX' + (1 -
n~O
x) L: [en
ft~N
!(1)]x". (40)
Of course, if a is a positive integer, say a = m, then (;) 0 for n > m, and
(35) reduces to a finite sum (toe Binomial Theorem). Let M denote the largest of the N numbers Ie.. - /(1)1. n = 0, I. 2, •.. , N - 1.
If 0 < x < J, (40) gives us
9.22 ABEL'S UMlT THEOREM
If - I < x < I, integration of the geometric series
I/(x) - f(I)1 :s; (1 - x)NM + (I - x) ~ .t x"

1 '" /l. x1l/ B

-=Lx" = (1 - x)NM + (I ~ x)·_-- < (l - x)NM +-.
1 - x .. "'0
21 - x 2
 'Th.9.33 247

Now let 6 = 'iJ/2NM. Then 0 < 1 - x < 6 implies If(x) - f(1)1 < £, which we can choose N so that R ~ N implies
means limx _ I _ f(x) = /(1). This completes the proof.

Eample. We may put x "'" - I in {37) to obtain If(x.)

... < x < I, we can write
log 2 =- L n
Now let s" "'" ll-o at. Then, for
JJ~l
. '"
(See Exercise 8.18 for another derivation of thill formula.) s" - S = f(x) - S 1: ll.t(l
+ .-0 - xi) - L
k=JI+ I
Q"xi.
As an application of Abel's theorem we can derive the following result on Now keep x in (0, 1). Then
multiplication of series ;
(I ~ r) = (I - xXI + x + ... + xi-I) ~ k(l - x),
TIteor~m 9.12. Let 2:.""=0 a.. and I::'.o b,. be two convergent series and let :£:'50 c" for each k. Therefore, if 11 ~ Nand 0 < x < I, we have
denote tlleir CQUcny product. If:E..''''~o e" ccmverges, we hnve
Is" - SI ~ [!(x) - 51 + (I - x) t
l~O
kla,,! + 8
3n(1 - x)
•

Taking x =- XII = I - lIn, we find Is" SI < £/3 + 8/3 + 8/3 = &. This com-
NOTE. This result is similar to Theorem 8.46 except that we do not assume absolute pletes the proof.
convergence ofeither oftbe two given series. However. we do assume convergence
of their Cauchy product. NOTE. See Exercise 9.37 for another Tauberian theorem.

Proof. The two power series I:a,.x" and D..x" both oonverge for x = I, and hence EXERCISES
they converge in the neighborhood B(O; 1). Keep Ixl < 1 and write

UDifOl:Dl ala"ergence
9.1 Assume that f. --. I uniformly on S and that each!. is bounded on So hove that
{f..} is uniformly bounded on S.

I
using Theorem 9.24. Now let x .... 1- and apply Abel's theorem.
9.2 Define two sequences fJ..) and Ig,,} as follows:

9.23 TAUBER'S 1HEOREM !.(x) = x (J + ~:) if x E R, n = 1,2, ... ,

The converse of Abel's limit theorem is false in general. That is, if! is given by ,
(38), the limitf(r-) may exist but yet the series LU"''' may fail to oonverge. For irx o or if x· is irrational,
1/(1 + x) if -I < x < I and f(x) ...... ! I.(X) {;
eXllmple. take a" ( - I)". Thenj{x) ~:
as x .... 1-. However,.'E( - I)" diverges. A. Tauber (1897) discovered that by b+~ if x is ralional, say x Q.
b
b>O.
placing furlller restrictions on the coefficients all' one Clln obtain a converse to
Abel's theorem. A large number of such results llre now known and they are Let h.(x) I.(x)o,,(x).
referred to as Tauberian theorems. The simplest of these, sometimes called Tauber's a) Prove that both (f.. l and {g.) converge uniformly on every bounded interval.
first theorem. is the following: b) hove that {h.. } does not converge uniformly on any bounded interval.
9.3 Assume that f" ... l' uniformly on S, 9. -> g uniformly on S.
Theorem 9.31 (TlUIber). litf(x) = L:'=o a,.x" for I < x < 1, and assume that
Jim..... '" nt1" O. /ff(x) .... S as x .... 1-, then L..";.o a. converges and has sum S. a) Prove that II! + U. -c> f + U uniformly on S.

b) Let h.(x) I.,(x)g,,{x), h(xl = f(x)g{x). if xES. Exercise 9.2 shows that the
Proof. Let !lu.. = I::~o kID"l. Then Ii" - 0 as 11 .... 00. (See Note following assertion II" --.+ II uniformly on S is, in general, incorrect. hove that it is correct
Theorem 8.48.) Also, lim"~,,J(x,,) .... S if x" = I lin. Hence, given 8 > 0, if each I. and each g.. is bounded on S.
 t.4 Asmme that Iff ..... I uniformly Oll S and suppose thm> is Ii ~tatlt M > 0 SlJdl is uniformly bounded on T and jf "E/,.(x) oonvef]JeS uniformly on T, then I.:/"(x)g.(x)
that 1/"(x)1 5 M for all x in S and alln. Let 9 be OODtinuoos QI1 the closure of the disk also converges uniformly on T.
B(O; M) and define lJ,.(x) g{J.(x)), h(x) = g[f(x)J, if XES. Prove that II ..... h
unifonnly on S. II
!1.14 Let J,,(x) x!{1 + nx 2 ) if x E R, n '" 1,2,... Find the limit function f of the
sequence {f..} and the limit function 9 of the sequence U;}.
'.5 a) ~!..(~) l/(nx + I) if 0 <: x <: I, " "" 1,2.... Prove that ff,.} converaes
pomtwise but not uniformly on (0, 1). a) Prove tbat/'(x) exists for every x but thalJ'(O) * g(O). For what values or x is
b) Let fi,.(x) xl(nx + I) if 0 <: x <: I, n '" 1.2,... Prove that 9" -.. 0 uni-
rex) = g(x)?
fonnly on (0, I). b) In what subintervals of R does/" -t junifonnly?

IJ.i Let/,.(x) x". The sequence If,,} converges pointwise but not uniformly on [0 J]. c) In what subintervals ofR does/; ..... 9 uniformly?
Let g be continUOUlI on (0, I] with g(l) = O. Pro,,~ that the seqllel'X:C {g(x)x"} con~s 9.15 LetJ.(x) = (lln)e-...•• if x E R, 11 = J, 2, ... Prove that r,. -> 0 uniformly on a,
unifonnly on [0, I]. that I: - 0 pointwise on a, but that the convergence of {f;) is not uniform on any interval
'.1 Assume that!.. ..... IUnifonnly on S, and that each!.. is OOIltinuOUS on S. If XES containing tbe origin.
let (x,,} be a sequence of points in S such tbat x" -0 x. Prove tbatIJx.) -t I(x). ' 9.16 Let (/,,} bB a sequeoce of real-valued continuous fl.ll1Ctions defined on [0, J] and
,.II Let {/,,} be a sequence of continuous fuoctions defined on a compact set Sand assume thatf,. - funiformly 00 10, I]. Prove or disprove
assume that !h}OOIlVerges pointwise on S to a limit function j: Prove that J:. ..... I uni-
il
i
formly on S if, and only if, (he foUowing two conditions hold: i-If"
lim f..(x) a '" /(x) a.
0
i) The limit function f is continuous on S. ..... IX) 0:

ii) For every ~ > 0, there exists an m > 0 and a 4 >' 0 such that n > m and 9.n Mathematicians from Siobbovia decided that the Riemann intelJI'al was too compli.
Ih(X) - f(x)1 <: DimpliesIh+..(x) - l(x)1 <: efonllxinSandaUk '" 1,1, ... <:ated so they replaced it by the SlablJovian. integral, defined as follows: If / is a function
Hint. To prove tbe sufficiency of (i) and (ii), show that for each Xu in S there is a neigh- defined on the set Q of rational numbers in [0, 1], the Slobbovian integral of 1. denoted
bodJood B(xo) and an integer k (depending on xu) soch that by S(f), is defined to be the limit

IfJx) - f(x)l < 0 i( x E B(xo). I II

S(f)=lim-I;f- ,
11-.00 It i=I
(k)
Ii
By compactness, a finite set of inteaezs, say A = {k l , •.. , k.}, has. the property that for
eaeh x in S, some k in A ililtis6es Ih(x) - I(x)l < 6. Uniform OOIlYeQlenCC is an ~ whenever this limit exists. Let {/,,} be a sequence of functions such that S(fJ exists for
consequence of this fact each n and such that /" -> / uniformly on Q. Prove that {S(/,,)} converges, that S(f)
exists, and that S(/,,) .... S(I) as n -> co.
t.9 a) Use Exercise 9.8 to prove the following theorem of D.ini: If f.t..Jis a seqflt!nt:e 01
=' 1/(1 + lI' x ) if 0 x ~ I, n 1,2, . . Prove that {j~} converges
rea1-Dallll!d CQf1tinllOllS lunct/Qlu com;;ergingpointwise to a continuous limit flmCtion US Let j,.(x) l 2

fon a compact set S, andtff.(x) ;;:; J.+l(x)foreoci x in S rmdtfveryn .... 1,2, .••• pointwise but not unifonnly 00 [0, I]. Is term-by-tenn integration perrhissible?
tMn J. - f UJli/ormly on S.
9.19 Prove that L:~ 1 xltf(1 + nx2 ) converges uniformly on evexy tillite intef'li'W in a
b) Ulle the sequence in Exercise 9.5(a) to show that wmpadDCSll of S is essential 10 if a > t. Is the convergence uniform on R?
Dini's tl:leonlm.
9,20 Prove that the series I:.,"':.l «-IV/oj;;) sin (l + (X/II» converges uniformly on every
9.10 Let/,.(x) = n"x(J - for x real and n ;.:: L Prove that {f.} converges polntwille
Xl)"
compact subset of R.
on [0, 1] for every reaI~. Determine those c for which the convergence is uniform on
10, 1] and those for which term-by-tenn integration on (0, 1 Jleads to a correct rcllult. '.11 Prove that the series L:'= 0 (x lo +! 1(211 + 1) - x'l+1/('br + 2») converges pointwise
but not uniformly on [0, 1].
!J.n Prove that YO - x) converges: pointwise but not uniformly on (0, 1], whereas
1:<- 1)"X"(1 - x) converges unifonnly on {O, I}. This iDustrates that uniform convergence 9.21 Prove that I D. sin nx and a. cos nx are uniformly convergent on a if
ofI:r..(x) along with pointwise wn~ ofI.:l/J.x)! does not f'IOC.e8!larily imply uniform 1:'.J laol converges.
OOIlvefgel'K:e of LIJ.(x) I.
9.13 Let {a,,} be a decreasing sequence of positive terms. Prove that the series La" sin IfX
9.12 ASliume t!'at g..+1(x) ~ 9..(x) for each xin T and each 11. '" I, z, ...• and suppose converges uniformly 011 R if, and only if, IW. -> 0 as If ..... 00.
tbatg""" OunifonnlyOD T. Prove that I.:(-I)"+lg ,.(X) converges uniformly on T.
9.14 Given a convergent series a.. Prove that the Dirichlet series L,"':.l a,.n-·
'.13 ~ve Abel's test for uniform convergence: Let {g,,} be a sequence of real-valued converges uniformly on the half-infinite interval 0 s < + 00. Use this to prove that
functions such that go+ I (x) g•.(x) for each x in T and for every 11 = I, 2, . .. If {o,,} lim..... o+ ~:=l Dn!l-s a".
 251

,.25 Prove that the seriel.i. '(3) L.:,1 n-' converges uniformly 011 every half-infinile
interval 1 + h 5 s < +~. where It. > O. Show that the equation
,.34 Show that the binomial series (1 + xf = L"';,.o t) x"
exhibit:> tbe following be-
havior at the points x ... ± I. .
i:
,,~1
!og n
Ii'
a) 1f:x = - 1, the series converges for:« ~ 0 and diverges for: II: < O.
b) If x. = 1. the series diverges for i.l :S -I, converges conditionally for II: in the
interval - 1 < a < Q, and converges abllOlutely for IX ;", O.
is valid for each s > 1 and obtain a similar formula for the kth derivative C(ll(s).
9.35 Show that La,..x" converges uniformly on {O, I} if La" converges. Use this fact to
give lIDother proof of Abers limit theorem.
MeIIUI~ 9.36 If each fl" :2:. 0 and If La. diverges, show that LQ..r' .... + 00 as x .... 1-. (Assume
,.26 Let 1,1..") = r/'12X e:-"'JSi>. Prove that (f.) converges pointwise to 0 on [-1. I] but Ltl"x" converges for Ixl < 1.)
that 1.i.m.""",,"" f. ;j; 0 on [-1, I].
9.37 If each a.. 2: 0 and if Iim"'->l- I:o..r' exists IIDd equals A. prove that La" converges
9:rt Assume that fl.} C(l1lVerges pointwise to f on [a. b Jand that I.i.m.""""",, J.. '"' 9 on and has sum A. (Compare with Theorem 9.33.)
[a, b]. Prove thatf = 0 ifooth[andg are continuous on [0. oj. 9.38 For each real t. define /,(x) ... xe"l/(e'" - I) if x. e R. x 'fc 0, /,(0) = I.
!U8 Let!..(:x:) cos' x if 0 5 x. 5 'f. a) Show that there is a disk B(O; J) in which/, is rep_nled by a power series in x.
a) Prove that Hm."....'" I .. '"' 0 on [0. 1'1] but that (J,.(1t)} does not converge. b) Define PoCt), Pt(I), P2 (t), ... , by the equation
b) Prove that {/,,} converges pointwise but not uniformly on [0.1'1/2]. '" x"
9.29 LetJ.,(x) = OifO ~ x S lIn or: if2/n ~ x 1, and let!.(x) n if IJn < x < 2/n.
hex) = I:
__0 P"(t),,
II. if x e B(O; 8).
Prove that {j;'} converges poinlwise to 0 on [0.1] but that I.i.m,,,"",,,,, t. ,p. 0 on [0, I J.
and use the identity
'" ;xii '" ;xii
Power series I: P..(O I .. e~ I: p..(O) I
,,~O It ll~O
n
9.30 If r is the radius of convergence of La,,(2 - ZIJ)", where each a" ;j; 0, show that
to prove that P,,(t) ... n",o (:) Pl(O)t"-I:c. This shows lilat each function PIt is a
lim inr
......""
1....5!-!
0,,+ I [
s r 5 lim sup
" ....'"
I..!!.!-I'
a..+, polynomial. These are tho Bernoulli polynomials. The numbers H" P,.(0)
(n 0, 1. 2, ... ) are called the Bemou/li numbers. Derive the following further
9.31 Given that the power series L..~(l Q,.'Z" has radius ofoonvergence 2. Find the radius
properties:
of oonvergence of each of the following series:

c) Bo = I, B1 = -i, ~ (Z) H" - 0, ifn = 2,3, ...

d) P~(t) = nP,,-l(t). if n = 1,2,_ .•

In (a) and (b), Ir; is a fixed pOSitive integer.
e) P,,(t + 1) -:- P..{tl = nt"-l ifn = 1,2, ...
,.32 Given a power series L..~o a..r' whose coefficients are related by an equation of the f) P,,(l - t) ". (~I)"P..(t) g) B:/.. H 0 if II .. 1,2, ...
fmm
11" + As,,-t + &"-1 '" 0 (It = 2,3, ... ). h) 1" + 2" + .,. + (k - l)" .. !,"+l{k) - Pn1 (O) (II 2, J •. ,.),
n+ 1
Show that for lIDy x fo.. which the series converges, its sum is

"0 + (al + AUg)x

-.-+ Ax+ Dr' SUGGESTED REFERENCES FOR FUR'IHEll STIIDY

9.33 Let/(x) = e-lfJSi> if x ;j; 0,/(0) = O. lU Hardy, G. H" Divergent series. Oxford Unlv. Press, Oxford, 1949.
9.2 Hirschmann. I. I., Infinit4 series. Holt. Rinebart and Winston. New York, 1962.
a) Show that/(ol(O) exists for all n .:?: 1.
9.3 Knopp, R,t Theory tmd AppJicatitm o[ Infinite Series. 2nd ed. R; C. Young, trans-
b) Show that the Taylor's series about 0 generated by I ronv~ everywhere on R
but that it ~pn:scnts / only at tbe origin. lator. Hafner, New York, 1948.
 Del..,.•
CHAPTER 10 10.2 THE INTEGRAL OF A STEP FUNCfION
The approach used here is to define the integral first for step functions, then for a
larger class (called upper functions) which contains limits of certain increasing
sequences of step functions, and finally for an even larger class, the Lebesgue-
integrable functions.
We re<:atl that a function s, defined on a compact interval [a, b], is called II
THE LEBESGUE INTEGRAL step function jf there is a partition P = {x(!> XI' •.. , x,,} or [a, b] :mch that s is
constant on every open subinterval, say
s(x) = c~ if x E (Xk~I' xJ.
A step function is Riemann-integrable on each subinterval [Xk;~1> Xl] and its
integral over this subinterval is given by
10.1 INTRODUCTION
The Riemann integral f:f(x) dx, as developed in Chapter 7, is well motivated,
simple to describe, and serves aU the needs of elementary calculus. However, this
integral does not meet all the requirements of advanced analysis. An extension,
f....
Xk

-,
sex) dx = C.(Xi - Xi-I),

regardless of the values of .$ at the endpoints. 11Ie Riemann integral of s Over

called the Lebesgue integral. is discussed in this chapter. It permits more general [0, b] is therefore equal to the sum
functions as integrands, it treats bounded and unbounded functions simultaneously,
and it enables us to replace the interval [a, h] by more general sets.
The Lebesgue integral also gives more satisfying convergence theorems. If a
f S(x) dx j;;. C.(Xk Xl-I)' (J)

sequence of functions {fJ converges pointwise to a limit function f on [0, b], it

is desirable to conclude that
lim
"~Q()
fl> f.(x) dx = fl> f(x) dx
4J G
with a minimwn of additional hypotheses. The definitive result of this type is
Lebesgue's dcminated convergence theorem, which permits term-by-term integra-
tion if each {I.} is Lebesgue-integrable and if the sequence is dominated by a
Lebesgue-integrable function. (See Theorem 10.27.) Here Lebesgue integrals ate
essential. The theorem is false for Riemann integrals.
In Riemann's approach the interval of integration is subdivided into a finite
number of subintervals. In Lebesgue's approach the interval is subdivided into
more general types of sets called nreasurClbk sets. In a classic memoir, Integrate,
Jolft/ueur, due, published in 1902, Lebesgue gave a definition of measure for point
sets and applied this to develop his new integral
Since Lebesgue's early work, both measure theory and integration theory have
undergone many generalizations and modifications. The work of Young, Daniell,
Riesz, Stone, and others has shown that the Lebesgue integra! can be introduced
by a method which does not depend on measure theory but which focuses directly
on functions and their integrals. 'fh.il> chapter follows this approach, as outlined
in Reference 10.10. The only eoncept required from measure theory is sets of
NOTE. Lebesgue theory can be developed without prior knowledge of Riemann
integration by using equation (I) as the ddi"ition of the integral of a step fu:ru.:tion.
It should be noted that the sum in (I) is independent of the choice of P as long as s
is constant on the open subintervals or P.
It is convenient to remove the restriction that the domain of a step function be
compact.
De./illitiOll 10.1. Let 1 denote 0 general interval (bounried, unbounded, open, dosed,
or half-open). A functiQll $ is called a step fimt:tion on I if there is a compact
subintenJQl [a, b] of / such that s is 6 step function on [a, b] and 8(X) = 0
ifx e I ~ [a, b]. TheintegrQlojsot'f'r l,t/enotedby II $(x) dxorby II s, isdejined
to be the integt'ol of SODer [6, h]. as given by (I).
There arc, ofcourse, many compact intervals (Q, b] outside of which s vanishes,
but the integral of s is independent of the choice of [a, b].
The sum and product of two step functions is also a step function. The follow-
ing properties of the integral for step functions are easily deduced from the fore-
going definition:
1 (s + t) = f, s + I t, for every constant c,

measure zero, a simple idea introduced in Chapter 7. Later, we indicate briefly

how measure theory can be developed. with the help of the Lebesgue integraL
ls~f,t if sex) :s; t(x) for all x in 1.
 1.b. 1&.1 1.b.18.2:

Also. jf I is expressed as the union of a finite set subintervals, say or some partition of [a, b]. Let D" denote the set of endpoints ofthese subintervals,
I = U~= I [a" b.], where no two subintervals have interior points in common, then and let D = U:= I D,.. Since each D" is a finite set, the union D is countable and

1 sex) dx = ~ i: sex) dx.

therefore has measure O. Let E denote the set of points in [a, b] at which the
sequence {8,,} does "01 converge to O. By hypothesis, E has measure 0 so the set
F=Dv£

10.3 MONOTONIC SEQUENCES OF STEP FUNCflONS also has measure O. Therefore, if e > () is given we can cover F by a countable
collection of open intervals Fl' F2 , ••. , the sum of whose lengths is less than t.
A llequence of real-valued functions {fwl defined on a set S :is said to be increasing Now suppose x t [a, b] - F. Then x if: E, so ,,"(x) -.. 0 as n -'> 00. Therefore
on Sir there is an integer N = N(x) such that sr;(x) < 8. Also, x ¢ D so x is interior to
f,,(X) s: I,.•• (x) for all x in S and all n. some interval of constancy of SN' Hence there is an open interval R(x) such that
A title-reasing sequence is one satisfying the reverse inequality. SN(I) < & for all tin B(x). Since {SIt} is decreasing, we also ha.ve

NOTE. We remind the reader that a subset T of R. is said to be of measure 0 if. s,,(/) < c for all n ~ N and all t in H(x). (2)
for every 6' > 0, T can be covered by a countable collection of intervals, the sum The set of all intervals B(x} obtained as x ranges through [a, h] - F, together
of whose lengths is bs than 8. A property is said to hold almost everywhere on a with the intervals Fl• ... , form an open covering of la, b], Since [a, b] is
set S (written: a.e. on S) if it holds everywhere Oll S except for a set of measure O. compact there is a finite subcover. say
NOTATION. If {f.,} is an increasing sequence of functions on S such that /,. -+ f J' q
almost everywhere on S, we indicate this by writing [a, b] !;; UI B(x;) v r=U1 F,.
$=

/,. ,I' f a.e. on S. Let N Q denote the largest of the integers N(x.), ... , N(x p ). From (2) we see that
Similarly, the notation f" ''It f a.e. on S means that {I.} is a decreasing sequence f'

on S which converges to f almost everywhere on S. s,.(I) < £ for all n ~ No and all tin U B(x!).
;= l
(3)

The next theorem is concemed with decreasing sequences of step functions on Now define A and B as follows:
a general intervali. 'I

Theo,em 10.2. Let {s..} be a decrea8ing sequence ofnonnegative step fmrclions such
B = U F..
.~.
A = [a, b] - B.
that s. '10 Q a.e. 011 an interval I, Then
Then A is a finite union of disjoint intervals and we have
lim
It.... QO J,r s. = O.

Proof. The idea of the proof is to write First we estimate the integral over B. Let M be an upper bound for s! on [a, b]'

L s" L L s" +
Since {s.} is decreasing, we have s,,(x) s; ",(x) S M for all x in [11, h]. The sum
of the lengths of the intervals in B is less than 1:, so we have

t
$••

where each of A and B is a finite union of intervals. The set A is chosen so that '~n S Me.
in its intervals the integrand is small if n is sufficiently large. In B the integrand
need not be small but the sum of the lengths of its intervals will be smalL To carry Next we estimate the integral over A. Since A !;; Uf~ I R(xj), the inequality
out this idea we proceed as follows. in (3) shows that s,,(x} < 8 if x E A and 11 2:. No. The sum of the lengths of the
There is a compact interval [a, b] outside of which Sl vanishes. Since intervals in A does 110t exceed b - o. so we have the estimate
oS s,,(x) S Sl (x) for aU .~ in I,
each s" vanishes outside [a, bJ. Now s. is constant on each open subinterval of
 The two estimates together give us I, s. :5: (M + b - a)e if n ~ No, and this Nom Since {I,.rIO} is an increasing sequence of n:aI numbers, condition (b) is
shows thatlim._"" II S. = o. equivalent to saying that HI s,,} is bounded above.
Til«JNm 19.3. Let {t.} be a sequence of step fim,ctions on an inten>al 1 such drat: The next theorem shows that the definition ofthe integral in (5) is unambiguous.
a) There is a/unctionfauck that t. /' f a.e, on I, ~ 10.5. .A.3SUIHe f e U(I) and let {s,,} and {t.} be two ~ generating
mrd f. Tnen .

Jlr J,r tilt.

b) tlte sequence {JI tM} converges.
lim $" = lim
Then/Of" any step function t sueh that t(x) :S: f(x) a.e. 011 I, we hiIv£ rt-w JIIt-'!OO

i Jl'r t,...
t 5: lim (4) Proo/. The sequence {t.} satisfies hypotheses (a) and (b) of Theorem 10.3. Also,
.. f ...... l;() for every If we have
",,(x) .s lex) (I.e. on I,
Proof Define a new sequence of nonnegative step functions {s,,} on 1 as follows:
So (4) gives us
{~X) - t.(x)
f 'lOS lim r t....
sIlex) if I(X) 2 tix),
.... if I(X) < I,,(x).
J, "'-'" Jl
Note that .I'.{x) = max {I(X) t,,(x),O}. Now {.ra } is decreasing on 1 since (I,,} is Since this holds for every n, 'We have
increasing, and s,,(x) - max (t(x) I(x), O} a.e. on I. But I(X) ~ I(x) a.e. on I,
and therefore s.. \t 0 a.e. on 1. Hence, by Theorem 10.2, lim,,~., II s. = O. But
a.(x) ~ t(x) - I,,(x) for all x in J, so
lim
..... 00 Jlf :r,,:S; ......
lim f '•.
Jl
40

The same argument, with the sequences {a,,} and {t..} interchanged, gives the reverse
inequality and completes the proof.
Now let n -+ 00 to obtain (4). It is easy to see that every step function is an npper function and that its
integral, as given by (5), is the same as that given by the earlier definition in
Section 10.2. Further properties of the integral for upper functions are described
lOA UPPER FUNCTIONS AND 1HEJH INTEGRALS in the next theorem.
Let S(I) denote the set of all step functions on an interval/. The integral has been TIt.eo".10.6. Assume!e UrI) and 9 e U(I). Then:
defined for all functions in S(I). Now we shall extend the definition to a larger a} U + g) e U(I) and
class U(l} which contains limits of certain increasing sequences of step functions.
The functions in this class are called upperfunctions and they are defined as follows: l U+ g) = 1/ I + g.
DtJjinitiDIl 1904. A reaJ-vaJued function f dejined on an iRieroal I is coiled an upper b) cf e U(I) for erery coMtant c ~ 0, and
function on J. and we write f e U(l), if there exist8 tm mcreasing sequence 01 step
functions {a,,} such that
a) s. /' 1 a.e. on I.
and c) IdS; I,g iff(~):s: g(x)a.e. onT.
b) Iim,,_.., II s. isftnite. NOTE. In part (b) the requi.rement c ~ 0 is essential. There are examples for
The sequence {sIll is :raid to generate f The integral vii ()Ve, J is defined by the which/E UtI) but -1* U{I). (See Exercise lOA.) However, iife Um and if
equation s e SCI), then! - s e U(I) since! - s = 1 + (-s).
ff=limfs". (5) Proof Parts (a) and (b) are easy consequences of the corresponding properties
JJ J(-«) J, for step functions. To prove (e), let {s..l be a sequence which perales f, and let
 Th.ll).7 Tl.lo.n

{t.} be a sequence which generates g. Then $", l' / and til l' 9 a.e. on I, and 17If!:orem 10.10. Let 1 be an intefVtll which is tM union of two .rubinlervals, .$tly

lim r
.-00 ], SIlO =
JlrI: lim
"--a)
i
1
tIO =
Jlrg.
1 "" 11 V 1'1.' where 11 and I']. htme no interior points in common.

a) (ffe V(l) andilf-z:. 0 a.e. on I, tMn/e U(l.),!e U(l,J,and

BDt for each m we have
s..(x) :S lex) :5: g(x) ... lim I..(X) a.e. on 1.
r
Jl
f= f
j"
f+ f
J,.
j. (6)

Hence, by Theorem 10.3. b) Aasumefi e U(l,),f1. E U(I2.)' and let/be defined on I as/ollows:

f s'" S; lim f t,,'" rg. f(x) "" {f.(X} ij'x e I.,

J, JJ If-«)JI f2(X) ifx E 1 ~ [I'

Now, let m -+ 00 to obtain (e). Then/e U(l) and

The next theorem describes an important ..onsequence of part (c).
1.'lJeorem 10.7. If/ E U(I) and 9 e V(l), and iflex) = g(x) almost everywhere on I,
then II! = II g.
Proof If {s..} is an increasing sequence of step functions which generates / on [.
Proof. We have both inequalities/ex) s; g(x) and g(x) :S lex) almost everywhere let a:(x) max {s,,(x). O} fouach x in I. Then {.t:} is an increasing sequence of
on /, so Theorem 10.6 (c) gives II! s 9 and II 9 S j.fl I, lWtmegative step functions which generates f on I (since f -z:. 0). Moreover, for
Dejinitioll ](J.8. Let / and 9 be real-valued functions defined on J. We define every subintervaIJ of lwe have 11 s; :S s: s I, II
fso {s:} generates/onl, Also
max U; g) and min U; g) to be tM functions whose values at each x in I are equal to
max {I(x), g(x)} and min {I(x), g(x)}, respectioely. r s: + JI2f s:.
J"
The reader can easily verify the following properties of max and min:
so we let n - IX) to obtain (a). The proof of (b) is left as an exercise.
a) max (f, g) + min (f, g) ... f + g,
NOTE. There is a corresponding theorem (which can be proved by induction) for
b) max (j + It. 9 + h) == max. (f, g) + h, and min (j + h, 0 + h) min (I: 0) + h.
an interval which is expressed as the union of a finite number of subintervals, no
Iff,.I' f a.e. on /, and ir Utt /' 9 a.e. on /, then two of which have interior points in common.
c) max (j", gJ l' max (f, g) a.e. on I, and min (f".o.) /' miD (j, g) a.e. on 1.

'TIreorem 10.9. Iff e U(I) and0 E U(1), then ma.l( (j, 0) E U(1) ondmin (j, g) e U(I).
Proof. Let is,,} and {t.J be sequences of step functions which generate f and g,
respectively, and let u" == max (s.., t,), v. = min (s., I,). Then u" and v. are step
functioIlll such that II", ~ max (I: g) and 0 l' min (J: g) a.e. OD 1.
10
To prove that min (f, g) e U(1), it suffices to show that the sequence HI v,,} is
bounded above. But tl" = min (9,.. t,) :5: f a.e. on I, so II.. S fI f. Therefore the II
sequence HI II..} converge;s. But the sequence HI u,,} also converges since. by
property (a), u. = .$.. + t. - v.. and hence
10.5 RlEMANN-INTEGIlABLE FUNCIlONS AS EXAMPLES OF UPPER
FUNCItONS
The next theorem shows that the class of upper fUl1ctiOIlll includes aU the Riemarin-
integrable functions.
Tlturem 10.11. Let / be defined and bounded on 4 compact intero41 [a, b], and
tlSSlJme tho.t/ is continUOlf3 almost everywhere on [a, b1 Then f e U([4. b]) and the
integralo/f, tlS a/unction in U([a, b]), i.Y equollo the Riemmm integral J:/(x) dx.

L 1 L L L+ 1 1
u. = s. + flO v" -+ f g - min (f, g).
Proof. Let p• ... {xo, Xl' .•. ,X2"} be a partition or [0, b] into 2" equal sub-
intervals of length (0 - 4)/2". The subintervals of p.+! are obtained by bisecting
those of P". Let
The next theorem describes an additive property of the integral with respect
to the interval of integration. for I :oS k :5: 2",
 Def.IUS

and define a step function s" on [a, b) as fOUOWll: Iff E L(J) it is possible to write I as a difference of two upper functions u - v
in more than one way. The next theorem shows that the integral oflis independent
s,.(x) = ma: if Xl- 1 < X ~ Xl' s,.{a) = mi' of the choice of u and v.
Then s,.(x) :s;; f(x) for all x in [a. b]. Also, {s,.} is increasing because the inf of1 TIte.rem lOJ3. Let u, V, Ul, and VI befunCliOTl3 in V(i) such that 41 - Ii III VI'
in a subintetval of [XI:-1. xJ cannot be less than that in [XI:_I> xJ. Then
Next, we prove that s.(x) - [(x) at each interior point of continuity off. Since
the set of discontinuities off on [a, b] has measure 0, this will show tbat S...... 1 (8)
almost everywhere on [a, b]. If1 is continuous at x,. then for every ll' > 0 there is
a 6 (depending on x and on I) such that/(x) - l; <f(y) </(x) + 8 whenever Proof. The functions u + VI and 1.11 + V are in U(l) and u + VI = "1 + v.
x - 0 < Y < x + 8. Let m(J) = inf {fey): y € (x lJ. x + t5)}. Then Hence, by Theorem lO.6(a}. we have II U + II fl i = II 1:11 + fIll, which proves (8).
f(x} c 5 m(6). so I(x) ;$ m(6) +.e. Some partition P N has a subinterval
NOTE. If the intervall has endpoints a and b in the extended real number system R.*,
[Xt,-t> xJ,containing x and lying within the interval (x - 0, X + l5). Therefore
where d ~ b, We also write
szy(x) = ml: =s; I<x) $. m(6) + 8 ;$ m,. + I: = s~x) + s-
f.~" [(x) dx
But 8,.(X) :::;; f(x) for all nand SN(X) :s:: s,.(x) for all n ~ N. Hence
8.(X) 5 f(x) ~ s.(x) +t jf 11 ;;;: N, for the Lebesgue integral
f
Id.
•lOf or

We also define Ju ;;: J:.r.

which shows that 8.(X) ..... I(x) as n -+ 00. If [a, b] is l'l compact interval, e.'cry function which is Riemann-integrable on
The sequence ofintegrals H: sJ converges because it is an increasing sequence, [a, bJ is in U([o. b]} and therefore also in L([o, bJ).
bounded above by M(b - a), where M = sup {I(x): x EO [a, b]}. Moreover,

r s" .. t; m.<x.: - Xi-I) = L(p., n,

where L(P .f) is a lower Riemann sum. Since the limit of an increasing sequence
10.7 BASIC PROPERTIES OF THE LEBESGUE INTEGRAL
Tlteortmt 10.14·. Assume 1 E L(l) ond 9 e L(I). Then we have:
a) (af + bg) E L(l)for every real a and b, and
is equal to· its supremum, the sequence U: s.} converges to the Riemann integral
of f over [a, b]. (The Riemann integral J:[(x) dxexists because of Lebesgue's
criterion, Theorem 7.48.)
1 (af + bg) = a If + S, b y.

N01E. As already mentioned, there exist functions fin V(l) such that -If: U(l). b} fI!;;:: 0 if f(x} 2: 0 a.e. on i.
Therefore the class U(l) is actually larger than the class of Riemann-integrable c) Itf;;;: JI 9 if/ex) ;::.. g(x) a.e, on J.
functions on 1, since ~fE R on fif/s R on I. d) II! = fIg iff(x) = g{x) a.e. 011 1.
Proof. Part (a) follows easily from Theorem 10.6. To prove (b) we write
10.6 THE CLASS OF LEBESGl.JE.IN1'EG1lAIILE FUNCTIONS ON A [ .. u v, where It € V(I) and II E U(l). Then u(x) 2 l.o'(x) almost everywhere
GENERAL INTERVAL on J so, by Theorem 10.6(c), we have .rr u 2: v and hence II
If u and tl are upper functions, the difference It - v is not necessarily an upper
function. We eliminate this undesirable property by enlarging the class of inte-
grable functions.
DejittitWlIIIJ.12. We denote by L(I) the set ofallfunctionsfolthe/orm[ = U - Ii,
Part (c) follows by applying (b) to f - g, and part (d) follows by applying (e)
where u e V(I) and v e V(/). Each function [ in L (1) is said to he Lebesgue- twice.
integrable on I. and Us integral is defined by the equiltion lhjillitum /0.15. Iff is a real-valued function, its positive port, denoted by f+ , and
its negative pari, denoted by f-, are defined by the equaliollS
(7)
f+ = max (f, 0), f- = max (-f, 0).
 11a.l0.16

c) Invarkmce under reflection. If g(x) ... I( - x) lor x i'I -I. then gEL( -I) and

, I f-I 9 rf.
JI
\ I
\../ NOTE. If I has endpoints a < b, where a and b are in the extended real number

Y..-lo..l system R*, the formula in (a) can also be written as follows:
II> I(x) dx.
Note that/+ and/- are nonnegative functions and that
III. r +1-·
f 17+C

4+c
I(x - c) ax =
•

Properties (b) and (c) can be combined into a sinsle formula which inclades beth

r
Examples are shown in Fig. 10.1. positive and negative values of c:
Tho,.~m
max
10.16. IfI aJrd 9 are ill L(/), then so are the junctions f+, f-, III,
if. g) and min if. g). Moreover, we have f: !(x!f:) dx = lei I(x) dx if c 'I O.

11fl s 1 I. If (9) Proof. In proving a theorem of this type, the proc:edure is always the same. First,
we verify the theorem for step functions, then for upper functions. and finally for
Proof, Write I = U v, where u e U(I) and v E V(I). Then Lebesgue-integmblc functions. At each step the argument is straightforward, so
we omit the details.
j+ = max (u ~ 11, 0) = max (u, D) - v.
But max (u, v) e U(l), by Theorem 10.9, and IJ e V(I), so 1+ e L(I). Since Tilursta 10.18. Let I be an i'lterval which is the lJJ'li()1l of two subinte1'l'J61s, say
f- = 1+ - f, we see thatf- e L(I). FinallY,lfl = f"" + ,so lit e Len. J = I. V 1'1.' where I. and I" haJJe no interior point.t in common.

Since ~ I/(x)1 s j(x) s; I/(x)1 for aU X in I we have a) /fIe L(I), thenje L(I1)./e L(1,J, and

-L J/s; 1
If I s; III. r1= J11r 1+ j,zr
J,
f.

which proves (9). To complete the proof we use the relations

b) Assume f1 E L(lt ).!" E L(I,,), and U!l I be defined on lasIollows:
max (f, g) = ·HI + 9 + II - gl), min (f, g) = W +9 - If - 91)·
f(x) "" {/I(X) ifx eo I h
The next theorem describes the behavior of a Lebesgue integral when the inter- Iz(x) ifxf'd -It·
val of integration is translated, expanded or contracted. or reflected through the
origin. We use the following notation, where c denotes any real number: Thenle L(l) and II! 11.11 + J,.lZ-
1 +c = {x + c: x e I}, cl = {ex: x e I}. Proof. Write! = u - v where It E U(l) and ve U(l). Then u = u+ - u- and
v ... v+ - 0-. so f ... u+ + p- - (u- + 1)+). Now apply Theorem 10.10 to
TAet.we",ltJJ7. Assumele L(I). Then we have: each of the nonnegative functions u+ + v- and u- + v+ to deduce part (a). The
proof of part (b) is left to the reader.
a} ltwariance under translation. Ifg(x) = f(x - c)for x in I + c, then 9 E L(I + e), .. t
and NOTE. There is an extension of Theorem 10.18 for an interval which can· be
r
J1+"
g= ff.
JI
expressed as the union of a finite number of subintervals. no two of which have
interior points in common. The reader can formulate this for himself.
b) Beh.avior Ulllkr expansion or contractiOR. If g(x) = I(x/c) lor X in cl, where We conclude this section with two approximation properties that wilt be
c > 0, then 9 e L(d) and needed later. The first tells us that every Lebesgue-integrable function! is equal
to an upper function u minus a nonnegative upper function v with a small integraL
fd g=crf.
Jl The second tells us that! is 'equal to a step function s plus an integrable function

I
.I
I
 n.lo.1'

Tbe:ll./ = 0 almost everywhere on [(I, 1] so Ii3 I..ebcsguc-intqrable on [0, I] and its

9 with a small integraL More precisely, we have: Lebesgue integral is O. As noted in Chapter 7, this function is not Riemann-intesrable
TitIoftilf 10.19. A,38Ume[e L(I) m:d let e > 0 be given. Then: on [0,1].
NOTE. Theorem 10.2J suggests a definition of the integral for functions that are
a) There exist Junctions u and p m U(1) such that J = Ii - 11, where v ia non-
defined almost everywhere on I. If e is such a function and if g(x) = [(x) almost
If
ne,gtltive a.e. on I m:d II < e.
cvpywhcre on I, where/ e L(1), we say that 9 E 1.(1) and that
b) There exists a step function s ond a function 9 in L(1) $Uch thtzt f = {/ + g,
JI
where lui < a.
Proo/. Sinal' [e L(I), we can write f = "I - Vt where "1 and Vl arc in U(1). .1\
I,
Let (I,,) be a sequence which generates Ill' Since f" -+ lJ h we can choose N so II I lOS THE LEVI MONOTONE CONVERGENCE TImOREMS
II
that 0 ~ (Vt - IN) < e. Now let v = VI - IN and u = t!'l' Then both "1 -
u and v are in U(l) and " - v lit - VI = J. Also, v is nonnegative a.e. on I We turn next to convergence theorems concerning tenn·by-term integration of
II
and v < lJ. This proves (a). monotonic sequences of functions. We begin with three versions of a famous
To prove (b) we use (a) to ch()l)fl¢ U and v in U(l) so that II ~ 0 a.e. on I, theorem of Beppo Levi. The fust concerns sequences of step functions, the second
sequences of upper functions, and the third sequences of Lebesgue-integrabJe
/=u-l'l and OS;
J,r v<-"'.
2
functions. Although the theorems are stated for increasing sequences, there are
corresponding results for decreasing sequences.
Now choose a step function s such that 0 :s: II (u - $) < e/2. Then 1'ftI«J,~mlO.ll(ullitlteo,emfo,mpflllll:tknta). Let {SIt} be a sequence 0/ step
I '"' U - II :t + (ll - 8) - tl = S + g. junctions such that
a) {s..} increases on an intenJ(lf 1, and
wl1ere U - (u - s) - v. Hence 9 e L(I) and
b) lim"....", II 3" e)Cists.
J'" lei
r
S f
JI
lu - sl + r Ivl < .:+
JI 2
: = e..
2
Then (s.. l converges almost everywhere on J to a limit !unctiM! in U{l). and

18.. LEBESGUE lNTEGRAUON AND SETS OF MEASURE ZERO J1r/ "'" If"'~
lim r
Jr
SIt'

The theorems in this section show that the behavior of a Lebesgue-integrable Proof. We can assume, without Joss of generality, that the step functions s. are
function on a set of measure zero does not affect its integral nonnegative. (If not. consider instead the sequence {so If the theorem is
true for {a" - Bt }, then it is also true for {s..}.) Let D be the set of x in /for which
1'Itf.,rnr IfJ.JO. Let / be tkfined on I. If / = 0 almO:tt everywhere Qn J, tJurn {s.(x}} diverges. and let II > 0 be given. We will prove that D has measure 0 by
/e L(I) and frl = O. showing that D can be covered by a countable collection of intervals, the sum of
Proof. Let s..(x) = 0 for all x in I. Then {.f,,) is an increasing sequence of step whose lengths is < B.
functions which converges to 0 e..-erywhere on 1. Hence {.r,,} converges to / almost Since the sequence {II SI} c::onverges it is bounded by some positive constant
everywhere on 1. Since II s" = 0 the sequence HI
3,,} converges. Therefore / is M. Let
anupperfunction,so/eL(I)andJIf= lim"__ ,,, fIS. = O. t.,(x) '"' [2~ s,,(X)] if x e I.
1'_re.l0..11. Let I artd 9 be defined on I. /f/e L(J) and ifl = g almost every- where [y] denotes the greatest integer Sy. 1ben {I,,} is an increasing sequence of
E L(l) and I = II
where on I, tJum 9 If u· step functions and each function value t.(x) is a nonnegative integer.
Proof. Apply Theorem 10.20 to! - g. Then! - 9 e L(I) and (f - g) "" O. II If {s..(x)} converges, then {s.(x}} is bounded so {/,,(X)} is bounded and hence
llence e = I - (f - 9) EO 1.(1) and I, 9 = Jd - (f - g) = Sri. JI I" ... l(X) t,,(x) for all sufficiently large ft, since each t,,(x) i:) all integer.
If {s,,{x)} diverges, then (t,,(x)} also diverges and t.+ I(X) - t"C~) ;:;;:. J for
EuID)IIe. Ddioe Ion the joterval [0. 1] u folJows:
infinitcly many values of tt. Let
I jf x is rational
IJ" = {x: x e I and 1"+l(X) - 1,,(X) ;::: J}.
I(x) "" {0 if x is in'atiomd.
Then D" is the union of a finite number of intervals, the sum of whQ$(: lengths we But "....(x) S; heX) and {It} increases almost everywhere on I, so we have
denote by ID..I. Now
,,,(x) :s: max {f1(X). ' •. • I.(x») = /,.(x) (10)

almost everywhere on I. Therefore, by Theorem IO.6(c) we obtain

so if we prove that L";.l ID..I < e, this will show that D has measure O.
To do this we integrate the nonnegative step function (,,+1 - tIl over 1 and
obtain the inequalities
I ft.·
fa :S' (11)

But, by (b), {Sf f ..l is bounded above so the increasing sequence {iT t ..} is also
bounded above and hence converses. By the Levi theorem for step functions,
{t.} converges almost everywhere on 1 to a limit function fin U(I), and $I! =
Hence for every m :2. I we have Iim"_",, $1 t". We prove next thatf.. ..... falmost eVel)'Where on J.
The definition of '/l(x) implies S•.l(X) :s; tJ.x) for all k :S' n and all x in 1.
Letting n ..... €X) we find

f.(x) :S' f(x) almost everywhere on 1. (12)

Therefore L:~ t ID.. I :S' £}2 < 8, SO D has measure O.
Therefore the increasing sequence fAlx)} is bounded above by {(x) almost every·
This proves that {s.l converges almost everywhere on 1. Let
where on 1, so it converges almost everywhere on 1 to a timit function 9 satisfying
g(x) :S' f(x) almost everywhere on L But (10) states that I,.(X) :S' f,,(x) almost:
[(x) {~rn,,-+,» 5,,(X) If x e 1- fl,
everywhere on I so, letting n ..... 00, we lind f(x) ::!!l: g(x)almost everywhere on I.
if xeD.
In other words, we have
Then f is defined everywhere on 1 and 8...... f almost everywhere on 1. Therefore,
I€ U(/) and Id
= lirn".... oo S". If lim .t..(x) = f(x) almost everywhere on I.
,,-'"
liBorem 10.2J ( Ltwi theorem for IIp~r/ullCtitMa). Let {f.} be a sequence of upper Finally, we show that III = lim".. ", $l/'" Letting n --'t co in (ll) we obtain
functions such that
a) tf.l incremes almost evt!rywnere on an interval I, rf:S' .~~
JI
lim rJ...
J,
(13)

and
b) lini"-+,,, rd. exists. Now integrate (12), \Ising Theorem IO.6(c) again, to get Jdt .s Letting ill
k .....
CD we obtain lim1 _ m Ilh :s:: Id
which, together with (13), completes the
Then {f.} CQnverges almost everywhere on 110 a limit function f in U(/), and proof.

lim
1III~«:l
f 1
!".
NOfE. The class U(l) of upper functions was constructed from the class S(l) of
step functions by a certain process which we can call P. Beppo Levi's theomm
shows that when process P is applied to U(I) it again gi~s functions in U(l). The
next theorem shows that when P is applied to L(i) it again gives functions in
Proo/. For each k there is an increasing sequence of step functions (s.. .k} which
L(1).
generatesJ.. Defi"e a new step function t. 011 I by the equation
TMDmn 10.24 (wi tllMwenjo, Uf~ ~j ubesgw-illUg"'" jlJlllCtimllj. Let
t~(x) max {S... I(X), S",2(X), .•• , s.....(x)}. {f.} be a sequence offunctions in L(/) such that
Then {t..} is increasing on I because a) {f.} increases almQst everywhere on I,
flf+l(x) = mal{ {.r.. +t.t(x)•...• S"+I.ff+l(X}} ::2. max {s..,lx), . .. ,s..",+ I (x)} and
::2. max {S~.l (x), •.. , s....,(x)} = fix}. b) lim._.., Irf. exists.

I
.1
 111. ll).l(i

Then {I.} cmwerga almost esuywhere 0111 to a lim1tfunctionfin L(l). tmd

Jsr f= ft-m
lim
Jlr J... ~.,

Similarly, the &equence of partial sums {V,,} given by

We shall ded'UCe this theorem from an equivalent result stated for series of
functions_.
V,,(x) L " v..(x)
ThoNm 10,25 (Lni t1w4J'e11f for snk, of Lt!IM.,~1'II».fruIetimu). Let ''''1
{D.} be Q sequem:e ojfimctitms in L(/) such that converges almost everywhere on 1 to a limit function V in U(I) and
a} each g. is lfIJlInegQtive almost everywhere on I,
Q1Id
b} the series 1::-1 110. colWer(Je$.
Therefore U - V EL(I) and the sequence U::-I Dot} = {U,. '- V,,} converges
Then the series
L{l). and we have
I::~ I D" converges almost everywhere on 1 to a sum function D in almost everywhere on 1 to U - Y. Let D =
U - Y. Then 9 e L(1) and

(14)

This completes the proof of Theorem 10.25.

Proof. Since D,. e L(/}, Theorem 10.19 tells us that for every .& > 0 we can write
Proof of Theorem 10.24. Assume {!.} satisfies the hypotheses of Theorem 10.24.
o. "" u.. v... '~.. Letg 1 = II and let 0" "" I .. - J"-1 for n ~ 2, so that
where u,. E U(1), v.. e U(1), v. ~ 0 Q.e. on 1. and II v. <: 8. Choose u,. and ll,. .
corresponding to 6 = (!)". Then f. = E U.·
N.. = g. + "., where S, v" <: (')". .'
.~
t-l

Applying Theorem 10.25 to {g..}. we find that::E:'~ 1 o. converges almost everywhere

on I to a sum function g in L(1). and Equa.tion (14) holds. Therefore f. -+ 9
The inequality on JI
v,. assures us that the series. E:'=1 If V" converges. Now almost everywhere on 1 and If 9 = lim._"" f.. if
at,. ~ 0 almost everywhere on 1. so the partial sums
In the following version of the Levi theorem for series, the terms of the series
U,,(x) =:
"
' ) ' ".(x)
are not assumed to be nonnegative.
t:: Thortm 10.16. Let {g,,} be a se'luence ojfunctions in L(l) such that the series
ronn a sequence of upper functions {U,,} which increases almost everywhere on I.
Since ~llg.,
J,r~=rt~=tr~=tr~+tr~
J,k- l ~"'1 Jl ot"l JI
s
t=1 Jr
is convergent. Then the series :E:'~ I 9. converges almost everywhere on I to a sum
function gin L(/) (lfId we have
1 $1 Dt. and
the sequence of integrals HI U,,} converges because both series
Lt""..1 II v. conver:ge. Therefore, by the Levi theorem for upper functions. the
sequence {U,,} converges almost everywhere on I to II limit function U in V(l),
Lt g
« = ~ f, 9n'
and Jr U = lim.._ .. II U... But ProD! Write g" g: - g; and apply Theorem 10.25 to the sequences to:}
and {g:} separately.
The following examples illustrate the use of the Le\ti theorem for sequences.
 Th.ll).,2'1 171
'lb.llU7

where {U,,} increases and {G,,} decreases almost everywhere on I to the limit function
ElwDpkll. Let I(x) = X' for x > 1(0) o. o. Prove that the Lebesgue integral
f Then we use the Levi theorem to show that fe L(I) and that Itf
I~f(x) dx exists and baa the value 1!(3 + I) if s > I,
lim"..", II U. = lim"..", f, G", from which we obtain (15).
SolflliDlf. It s ::: 0, then 1 is bounded and Rie\rrJann·integrable OD [0, 1] and its Riemann To construct {u.} and tG,,}, we make repeated use of the Levi theorem for
integral is equal to 11(6 + 1). sequences in L{I). First we define a sequence tG•.Il as follows:
It 8 <: O. thco I is not bounded and b.em:e not Riemann-integrable on [0, 1]. Define
a sequence of functions {/"l as fo1low&: G".I(X) = max {fl(X),!Z(x), . .. ,I.(x)}.

f,J.x} = (oX' if x ~ l/n, Each function G.,I e L(l). by Theorem 10.16, and the sequence {G",l} is in-
if 0 :s; x <: I/n. creasing on 1. Since 16"" (x) 1:s;; g(x) almost everywhere on I, we have
Theo {fa} ill inC£eMing and I. .... 1 everywtu:Rl on [0, I]. EadIfa is Riemann-intefp'able (17)
and hence Lebesgue..intejrable on [0. 1] and

(1
Jo /
,J.x) dx = (1
Jll.
)f dx =
S
I 1 (1 _~) ,
+ ,(+
Therefore the increasing sequence of numbers HI G.. ,I} is bounded above by
II g, so lim....", I, G..,. eXIsts. By the Levi theorem, the sequence {G".1} converges
almost everywhere on 1 to a function G. in L(I), and
If 8 + 1 > 0,. the sequence ut t..} converges to I/<.r + I). Therefore, the Levi theorem
fa
for sequenees shows tbat ll!!1tists and equals I!{;, + 1).
EUJQIe 2. The lIilJ'I)f; type of aqumeot shows that the Lebesgue intesnJ I~ e-"'x!-l dx J'" 0,
I
= lim
.. --'"
f
1
6"., :$ r
Jr
g.

exillf3 for every IClI1 y > O. This integral will bcuscd later in d.i$cussiog the Gamma Because of (17) we also have the inequality -frg :$ II 01' Note that if x is a
fuDctioD. point in I for which G•• 1(x) -l< Gj(x). then we also have
Gt(x) = sup {f,(X),!Z(x), ... }.
lo.tO THE LEBESGUE DOMINATED CONVERGENCE TfIEOREM
[n the same way, for each fixed r :<.': 1 we let
Levi's theorems have many important c:onsequences. The fim is Lebesgue's
dominated c:onvergence theorem, the c:ornerstone of Lebesgue's theory of inte- G...,(x) max tf.(x),.(,.+ l(X}, ... J,,(x)}
aratiqn.
for n ~ 1'. Then the sequenre {Gft •• ) increases and cODverges almost everywhere
r...... IfJ,77 (Le~.,. tltJmiIIIIIe4 ~ tltttnvllf). Let {I.} be a lfequeru:e on I to a limit runction Gr in L(1) with
ofL!besgue-intl'/lrable functions on an intenJfl/ I. Assume that
a) {f.} COllrJe1'gu almost everywhere on 1 to a limit /unction /.
r.tl'Id Also, at those points for which G.,r(x) ..... G.{x) we have
b) there is a ROnnegaliDefiot.ctioll gin L(l) BUell tlwt, for aliI'! :l!: I,
G,(x) = sup fl.(x), f. + I (x), ..• },
11..(x)1 ~ g(x) a.e. 01'11. so
I.(X) ~ Gr(x) a.e. on 1.
Tiu!n the limit function! e L(I), the sequence Hr I.} converges and
Now we examine properties of the sequence (G,,(x)}. Since A f; B implies
(15) sup A ~ sup 0, the sequence {G,.{x)} decreases almost everywhere and hence
converges almost everywhere on I. We show next that G,,(x) ~ f(x} whenever
NOTE. Property (b) is described by saying that the sequence fl.} "is dominated by lim I.(x) = I(x). {I 8)
9 almost everywhere on 1.
Proof The idea of the proof is to obtain upper and lower bounds of the form If (18) holds, then for every 8 > O'there is an integer N such that
I(x) - B < IJ.x) < I(x) + I; for all n ~ N.
gJ.X} S J,.(x) ~ G..(x) (16)
Hence. if m :;;:; N we have

i Lg.. E 1
f(x) - a ::; sup {f",(X),f...+l(X), ... } ::; [(x) + F..' «> <n
= BII'
In other words, 1""'1 .. -t I

m ;;;:: N implies [(x) - e So GIIl(x} ::; f(x) + £, Proof. Let

•
and this implies that f,,(x) = L
.t~1
gix) if x Iii: 1.

lim G.(x) == f{x) almost everywhere on I. (19)

M ....... Then /,. -J> B almost everywhere on I. and U;'} is dominated almost everywhere
On the other .hand, the decreasing sequence of ~umbets G.} is bounded below H, on I by the function in L{I) which bounds 9 from above. Therefore, by the Le-
by - fl 9, so.t converges. By (t9) and the LeVI theorem, we see thatfe L(I) and besgue dominated convergence theorem, g e L(I), the sequence {J,/,,} converges.
and fI g = lim.... '" $1/'" This proves the theorem.
lim
Jf-+~
r G Jxr f.
Jl N
0;: The next application, sometimes called the Lebesgue bounded corwe'gence
theorem, refers to a bounded interval.
By applying the same type of argument to the sequence T1wJnm 10.29. Let J be a bOWfded interval. Assume {fJ is a sequeru:1!! offimctiom
U•.r(x) = min {f,(x),.h+ I(X}, .•• ,!.(x)}, in L(I) which islwundedly corwergent alnwst everywhere on. J. That is, assume there
is Q limit function f and a positive comt(UJt M such that
for n ~ T, we find that {g...} decreases and convccges almost everywhere to a
limit function g, in L(I). where lim J.(x) = f(x) (/lld If..(x)j ::; M. almost ererywhere on I.

g,(x) = inf {f,(X)'f.+l(X)••.. } a.e. on I. Thenfe L(I) andlimll.... "" I,l. It!
~Iso
..• almost everywhere on 1 we have g,(x) 5: f,(x), {g..} increases. Iim"_",, g.(x) = Proof. Apply Theorem 10.27 with g(x) = M for all x in I. Then 9 e L(I), since
J\x),and J is a bounded interval.
lim
"-Q',J
r
Jl
gil = rf.
Jl
NOTE. A special case of Theorem 10.29 is Anela's theorem stated earlier (Thcorem
9.12). If {J..} is a boundedly convergent sequence of Riemann-integrable functioll8
Since (16) holdli almost everywhere on I we have II gil So J, f" :s: I, G... Letting on a compact interval [a,I1], then each f" E L([a, b]}, the limit function
fe L([a, b]), and we have
n .... (Xl we find that H, fff} converges and that

lim
II-a;
rJ. Jlrl-
J,
=== lim
«-il'.t>
1 6

fI
J.. =; f." f.
41

If the limit function f is Riemann.integrable (as assumed in ArzeUt's theorem),

18.11 APPLICAnONS OF LEBESGUE'S DOMINATED CONVERGENCE then the Lebesgue integral I:fis the same as the Riemann integral J:f(x) dx.
nlEOREM
The next theorem is often used to show that functions are Lehesgue-integrable.
The first application concerns term· by-term integration of serieund is a companion
T!wwftlal0.JO. Let {/.,J be a sequence offuncli(mJ in L(I) which converges amwst
result to Levi's theorem on series.
everywhere on I to II limit function f. Assume that there is a nonnegative function 9
Tlleonm 10.18. Let {g,,} be tl sequence offunctions in L(J) such tllal: in L (I) such that
If(x)! ~ g(x) a.e. on 1.
a) each gN is nonnegtltiv~ almost everywhere on J, Thenfe L(l).
and
Proof Define a new sequence of functions (g..} on J as follows:
b) the series I::;" I gtl cQ/we'!!es almost everywhere on I to II function 9 which is
boumled above by a function in L(I). g" = max (min (f", g), -g}.
 175
174 T1I.IUt 'p.10.31

There is, of course, a corresponding theorem for the interval (- 00, a] which
concludes that

J"
-00
1= Jim
/:--11">
Sill,
t:

prOVided that J= IfI s M for all c S ll. If 111 s M for all real c and b with e
c s: b, the two theorems together show thatf e L(R) and that

S'" f+ II> f
Geometrically, the function .f" is obtained from f. by cutting off the graph off.
J 1= +..
_ 00

Example 1. Let I(x) = 1/(1 + XZ) for aU x in R. We shaU prove that f

lim
C" ..... - ~ t:
lim
i- + gO Q

E L(R) and that

from above by 9 and from below by -g, as shown by the example in Fig. 10.2. i" I If. Now lis nOlll'lep.tive, and if c :S b we have
Then Ig.(x)l s:: g(x) almost everywhere on I, and it is easy to verify that g. -+ J

JI>I= il>
almost everywhere on 1. Therefore, by the Lebesgue dominated convergence _ dx = arctan b - arctan c ;S; n.
theorem, I e L(1). c _ c 1 +
Therefore, / (0 L(R) and
10.12 LEBESGUE INTEGRAlS ON li'NBOUNDIID INTERVALS AS LIMlTS
OF 1N'JEGRA1.5 ON BOtJNDED INTERVALS +"" I" lim JO I +dx + f~
~1II10.11. Letfbe tiejilJed on the IIalf-ilIfinlle interval I = [a, +«1). Assume
thm f is Lebesgue-integrable on tire compact interval [a, b] for each b ~ a. tlIId
f -00 .... - . . "

Ell'.Im(lJe 2.. 10 tbis 1ilXl1mpll~ the limit on the right of (21) exists but
lim
I>... +<;" Jo 1 +
tb; 11:
2
+ !! = :rr.
2
f 11- 1.(1). Let
that there is a poaitive CONtant M such thal I = [0, + w) and define f on 1 as follows:

fill :s: M lor all b :ll:: s. (20) I(i) '"' if n 1 ;S; x < n, forn 1,2, ...

1'ien/e L(l), the limit lim".. +«> f:lexists. und If b > 0, let m = [b], tbe greatest integer :,; b. Then

J 1= 1" ['" i"

i
~ (-If
•
+ .. lim
b-+a;. •
f (21)
II
f=
wO
f+
..
f= E JIll

,,~1
- + (b - 11
m)(-I)"'+l
m +
l'

Proof Let {b,,} be any increasing sequence of real numbers with b.. <t a such that As b..... + 00 the last tenn .... 0, and we find
lim,,_.., b.. "'" + 00. Define a sequence {f.} on I as follows: (-I)"
E--
m
"'" -log2.
I
I,
lim f=
"'(x) if a :s: x :S b... ".1 n
f,/.,x) =
{
oj' 11"+'" (l

otherwise.
Now we assume / e L(l) and obtain a contradiction. Let /" be defined by
Each I. IE L(I) (by Theorem 10.18) andI" -+ 10D 1. Hence, II'" -+ Ilion 1. But
X)! for 0 ::S x :,; n.
rf..1 is increasing and. by (20), the sequence ti, If.H is bounded above by M. [.(x) = {If(
0
for:x: > If.
Therefore lim...... ff Lt.1 exists. By the Levi theorem, the limit function Ifl e L(l).
Now each Ihl :S III and J:. -+ 10n I, SO by the Lebesgue dominated convergence Then {in} i.JlcreaSllS and !.(x) -+ If(x)1 everywhere on I. Since I€ L(1) w~ also have
theoremJe L(I) and lim,,-+ ... id.. = ftf Therefore 111 E L(f). But Lf,.(x)1 s I/(x)1 everywhere on 1 SO by (he Lebesgue ~~ted con-
vergence theorem the sequence HI J,,} converges. But this is a contradictiOn smet:
Jim f."" f = i+"" f "If . 1

I i
.IJ-+QO .. 4
I" = I = ")' -> + co as n .... co.
for aU sequences {b.} which increase to +co. This completes the proof. I 0 f;;:f k
 'l1L1033

10.&3 IMPROPER RIEMANN INTEGRALS

lh}btitiotll0.n.
limit
1/I is RiemI:wt.-integroble on [4" b] for every b :<:!: a, and

lim i > f{x) dx exists,

if the
and
f f(x) dx =

which the reader can formulate for himself.

,,~ r I(x) dx,

b~+iiO ,.

then I is said to be improper Rielfll11ln-illtegrable on [a, + a,) and the improper

If both integrals l~",/(x) dx and J:'" f(x) d:x exist, we say that the integral
Riemtllm integral of J. denoted by J:'" f(x) d:x or J:
f(x) dx, is defined by the
J!: f(x) d:x eltists, and its value is defined to be their sum,
equatwn
J" I:: I(x) dx = f,., f(x) dx + L+«> I(x) dx.
f.
•
+«J f(x) dx = lim
)-+1;10 •
f(x) dx.
If the integral J!:/(x) dx exists, its value is also equal to the symmetric limit
In Example 2 of the foregoing section the improper Riemann integral
It.. f(x) d:x exists but.f is not Lebesgue-intearable on [0, +(0). That. example lim f~ I(x) dx.
.... +.. -b
should be contrasted with the following theorem.
However, it is important to realize that the symmetric limit might exist ~en when
~1II1'U3. A.JSUme I is Ril!mflJUl-integrable on [4" b] for every b 2: a. and
fJ#ImltI there i3 a positive constant AI such that
l!:: I(x) dx docs not exist (for example, take I(x) = X for all xl. In this case the
symmetric limit is called the Ctnlchy principal vtJ1ue of f::: f(x) rlx. Thus x dx f!:
f lI(x)1 dx S; M for efJery b ~ Q. (22)
.. has Cauchy principal value 0, but the integral docs not exist.

EDmpIe 1. Let/(x) = e-"'r- 1, where y is a fixed real number. Sinoo e-#'1.x!-l - 0

Then both I and III are improper Riemann-integrflble on [a, +00). Also, f is as x .... +00, there .is a constant AI Inch that 1
.-""271-
:s M for aU x;:: 1. Then
Lebesgue-integrab/e on [a. + 00) and the Lebesgtle integrol off is equal to the im- e-lfi.r-l 5 Me- xt2 ,l10
proper RJemID/II integral off.
Proof. Let. F(b) = J: If(x)1 dx. Then F is an incn;asing function which is bounded
[ 1/(x)1 fix :S M £ e-:I<J2 dx = 2M(1 - e- m ) <: 2M.

above Oy AI, so 1im,.- + '" F(b) exists. 1bercfore IfI is improper Riemann-integrable
on [a, + 00). Since Hence the integral It'" e-"'x"-l dx exists for every
inteamJ lIDd ILl a J...ebes&uc ioteeraJ.
real,. both as an improper Riemann
o$ If(x)1 - f(x) :s 21/(x)l,
the limit ~ 1. TIre GtImmo lunctiM integml~ Addin,g; the integral. of FJram~ 1 to the
inteara1 14 e-
lim J.. {If(x)1 - f(x)} dx
Jt
x!-1. dx of Example 2 of Section 10.9, we find that the Lebesgue integral
.... +.., "
also exists; hence the limit lim".... + .. J:f(x) dx exists. This proves thatfis improper
r(y) = L+'" e-"x!-I dx
Riemann-integrable on (a, + (0). Now we use inequalit:r(22), along with Theorem exists for each real y > O. The furu;tion r so dafioed is called the GC1m1ff41 flllK:tkHt.
10.31, to deduce that/is Lebesgue-integrable on [0, + 00) and that the Lebesgue &ample -4 below shows its relation to the Riemann :zeta fl,l.Dl:tion.
integral off is equal to the improper Riemann integral off.
NOTE..Many of the theorems in Chapter 7 concerning Riemann integrals can be
NOTfl. There lII."e corresponding results for improper Riemann integrals of the COflVertedinto theorems on improper Riemann integrals. To illustrate the suaight.
form forward manner in which some of these extensions can be made, consider the

f", f{x) dx = .!!~., f f(x) dx,

fonnula for integration by parts:

s: f
f f(x) dx "" 11~~- r f(x) dx,
I(x)g'(x) ax "" f(b)g(b) - f(fJ)g(fJ) - g(x)!,(x) dx.

Since b appears in three terms of this equation. then: are three limits to consider
 '111.11.36

as b -+ + co. If two of these limits exist, the third also exists and we get the But if x > 0, we have 0 <: e-'" <: 1 lIDd hence.
formula
...
f.'"
-'"
/(x)g'(x) dx = lim f(b)g(b) - f(a)g(a) - f.'" g(x)j'(x) dx. Ee--
,,-I
=
1-
fI
1
r-l'
" h-+""
" the series being a geometric series. Therefore we have
• Other theo.rems ~ Riemann integrals can be extended in much the same way
to Improper Riemann Integrals. However, it is not ll«essary to develop the det:ails
of these ~tensions any further, since in any particular example, it suffices to apply
the reqUired theorem to a compact interval [a, b] and then Jet b -+ + co.
almost everywhere on {O, + (0), in fact everywhere except at 0, so
~ J. 71w fllRCtionaJ equation f'(y + 1) yr(y). II 0 <: tI <: b, intqration by
parts gJVCS

il> e-"'x! dx ,.. aYe-· - li'tt- f1 +y ill e-"'x'-l fix.

Letting II .... 0+ and b - + 00, we find ny + 1) ,. )'1\)'). 11.14 MEASURABLE FUNCTIONS

Example 4, Integral feprt!1/Je"tQt;o" for the Riemol", zeta fllttf:tion. The ,Riemann zeta Every function/which is Lebesgue-integrable on an interval I is the limit, almost
function' is defined for s > J by the equation everywhere on I, of a certain sequence of step functionS. However, the converse
is not true. For example, the constant function f = 1 is a limit of step functions
'(8)" E-.
'" 1
_.1 Ii'
on the real line R, but this function is not in L(R). Therefore. the class of functions
which are limits of step functions is larger than the class of Lebesgue-integrable
:n- example ;;h~ bow the Levi con~ theorem for series
ill
Jntewa) repRlIieIItatlon,
CIllI be used to derive lID functions. 11le functions in this larger class are called measurable Junctions.

" :;t-l
DdUdtio" 10.34. A function f defined 011 1 is called measurable on I, and we write
Ie M(I), if there exists a sequence ofstep functions {SIll on J such that
{(s)f'(s) =

The integra) exists as a Lebellgue integral.

i l) 1
fix.
Jim s,,(x) = f(x) almost everywhere 011 J.

In the integral for res) we make the change of variable t nx, It > 0, to obtam N(JI'E. If/is measurable on lthen/ill measurable on every subinterval of 1.
i'" e-t,s-l tit = 1i' L«:> e-.l;rr- l dx. As already noted, every function in L(/) is measurable on 1, but tbe converse
is not true. The next theorem provides a partial converse.
Hence., if s > 0, we have
Theorem 10,35. If/ E M(l) W1d if I/(x)l s g(x) almost everywhere on I for some
l'I-"f'(s) L'" e-rt"'r- l
dx.
nonnegatil:lf! gin L(l), thenfe L(I).

Proof There is a sequence of step functions {s,,} such that s.(x) -l' f(x) almost
If s > 1, the series I::'.1 n-' converges, so we have everywhere on 1. Now apply Theorem 10.3<l to deduce that/E L(I).

C(s}r(s) ,.. ~ L" e-"";xf-l dx,

CDrD1fary 1. /f/e M(l) and IfI E L(/), tnenfe L(l).
C'.tmnItuy 2. IfI is measurable arui bounded on IJ bounded interval J, then f E L(I).
the series 011 the right being C011vef'8,ent. Since the intqrand is nOI'l..l'lClPtive, Levi', con-
vergence theorem (1beorem 10.25) tells us that the series L;'l e-rur: x"-l CODVergc:s Further properties of measurable functions are given in the next theorem.
almost everywhere to a sum function which is Lebesgue-integmble on [0, + 00) md that 7'1Ieonm 10.36. Let ({J be Q l'eal-fX1luedJunction continuous vn R:t. If/ E M(l) and
C(s)r(,) "" t 1'"
"-1 0:
e-Ux"-Jdx "" ('"
Jo
t
"~J
e-.....A .s- J h.
9 e M(l), define 1r vn I by the equation
h(x) = qJ[j(x). g(x)].
 n. Ut.37 lb.li/,38 :181

Then hE M(I). In pllrticular, I + g, f- g. III, max if, g), and min (f, g) are in IUS CO!,;"TlNUITY OF FUNcrIONS DEF1NF.D BY LEBESGUE INTEGRALS
M(l). Also, Ille M(J} iff(x) oF oalmost everywhere on I.
Let f be a real-valued function of two variables defined on a subset of R 2 of the
Proof Let {s~} and {tw} denote sequences of step functions such that ".. _ land form X x Y. where each of X and Y is a general subinterval ofR. Many functions
u.. (fl{,.s". tJ is Ii step function
t,. ...... g almost everywhere on I. Then. the function in analysis appear as integrals of the form
such that u• ..... II almost everywhere on 1. Hence h E M(I).

The next theorem shows that the class M(l) cannot be enlarged by taking
F(y) = Ix I(x. y) dx.
Umits of functions in M(I).
We shan discuss three theorems which transmit continuity, diJferentiability, and
T1I«Jrnn 10..37. Let f be defined on 1 and OJ'sume tltat {I.} is a sequence of measur- integrability from the integrand f to the function F. The first theorem concerns
able/unctions on / such that.r..{x) - /(x)almo31 everywhere an 1. Thenfi3 measur- continuity.
able on 1.
Tlteorem 10.38. Let X and Ybe two subintervals of R, and let f be Q function defined
Proof. Choose any positive function 9 in L(I), for example. g(x) = 1/(1 + .~2) on X x Y and satisfying the following conditions:
for all x in 1. Let
a) For each fixed y in Y, the function h defined on X by the equation
!,,(x)
F~{x) for x in L 17(x) = f(x, y)
g(x) 1 + If.(x)i
is measurable on X.
Then
b) There exists a lIonnegatiflsfulfction gin L(X) such that,for each y in Y,
F~(x) -+ g(x)f(x) almost everywhere on 1. If(x, y)1 ~ g(x) a.e. on X.
I + If(x)/
c) For each fixed y in Y,
Let F(,:,:) = g{x)f(x)/{l + If(x)l}. Since each F" is measurable on 1 and since
IFix)j < g(x) for all x, Theorem 10.35 shows that each F" e L(l). Also, W(x)1 <: limf(x, t) = I(x, y) D.e. on X.
j~:f
g(x) for a.Il x in I so, by Theorem 10.30, F € L(I) and hence FE M(l). Now we
have Then the Lebesgue integral fx I(x, y) dx exilts for each y in Y. and the funclion F
defined by the equation
J(x){g(x) - IF(x)!} ... f(X)g(X){t - -'l(~1 ... f(x)p(x) "'" F(x)
1 + If(x)Lf I + If(x) 1 F(y) = Ix I(x, y) dx
for all x in I. so
is continuous on Y. That is, if y e Y we have
fex)

Therefore f E M(l) since each of F. g. anq

g(x) - IF(x)1 •

WI is in M(l) and 9(X) - IF(x)1 > 0

lim
r-1
fX
I(x, t) dx "'"
Jxr lim/h,
t-,
t) dx.

for al1 x in I.
:'~E. There exist nonmeasurab.!t functions. but the foregoing theorems show that
not easy to c~nstruct an example. The usual operations of analysis, applied to
It JS
measurable functIOns, produce measurable functions. Therefore, every function
which occurs in practice is likely to be measurable. (See Exercise 10.37 for an
example of a nonmeasurable function.)
Proof Since f., is measurable on X and dominated almost everywhere on X by a
nonnegative function g in L(X), Theorem 10.35 shows that!, E L(X). III other
words, the Lebesgue integral Sx f(x, )I) dx exists for each y in Y.
Now choose a fixed y in Yand let {y,,} be any sequence of points in Ysuch tbat
lim Y.. ... y. We will prove that lim FCy,,) = F(y). Let G,,(x) = lex, y.). Each
G. E L(X) and (e) shows that G~(x) - t I(x, y) almost everywhere on X. Note that
F(pJII) = IxG.(x) d.-f. Since (b) holds, the Lebesgue dominated convergence
 theorem shows that the: sequence {F{yJ} converges and that Therefore, by Theorem 10.33. flO is Lebesgue-integrable on [0. + (0). Since the
sequence {flO} is dominated by the function g(x) = e- x which is lebesgue-inte-
lim F{y,,) -
"'-\1.) JxrI(x, y) dx = F(y). grable on [0, + 00), the Lebesgue dominated convergence theorem shows that the
sequence fIt"" f.} converges and that
E:wopIe 1. Continuity of the G _ fUlletlotl r(y} = U"" e-x:r-- 1 4x f« y :> 0. We f+oc
I
+U>
apply Theorem 10.38 with J( = (0, + t>:l), Y (0. + 00). For each y > 0 the integrand, lim J,. = lim f.. = O.
as a function of :.1:, i~ continuous (henc;e measurable) almost everywhere on X, SQ (a) holds. 0 0 P
Jt-C() I I - A::

For each fixed x > 0, the integrand, as a function of y, is continuous on Y. so (c) holds.
Finally, we verify (b), not on Y but on everycompact:subinterwl [a, b]. where 0 < a < b. But It'" /" F{y.), so F{y,;) -+ 0 as " -+ C(l. Hence, F(y) ... 0 as y _ +00.
For each y in la, b Jthe integrand is dominated by the function
NOTE. In much of the material that follows, we shall have occasion to deal with
() = {x"-I
g x Me-X'"
ifO<x~l,
if x 2: J.
integrals involving the quotient (sin xl/x. It will be understood that this quotient
is to be replaced by I when x = O. Similarly, a quotient of the form (sin xy)fx is
to be replaced by y, its limit as x - O. More generally, if we are dealing with an
where M is some positive constant. This 9 .is Lebesgue-integrable on X, by Theorem integrand which has removable discontinuities a.t certain isolated points. within
10.18, so Theorem 10.38 tells us that r is continuous on la, b}. But since this is true the interval of integration, we will agree that these discontinuities are to be "re-
for every subinterval [12, b], it follows that r is continuous on Y (0, + (0).
moved" by redefining the integrand suitably at these exceptional points. At points
.EumpIe Z. ConJinuity of where the integrand is not defined, we assign the value 0 to the integrand.

F(y) = r+ w
e-,lQ' sin x dx
Jo x lo.t6 DIFFERENTIATION UNDER.. THE INTEGRAL SIGN

fiN y :> O. In this e:Kample it is understood that the quotient (sin x)/x is to be replaced Theorem 10.J9. Let X 6l1Id Y be two subintervals of R, and lei f be a function defined
by 1 wheo x ,.. O. Let X = [0, + (0). Y - (0, + (0). Conditions (a) and (e) oC Theorem on X x Y (lnd .fotis/ying the following conditions:
10.38 are IIlltisfied. As in Example I, we verify (b) on each wbinterwl Ya [a, +(0),
IJ > O. Since resin x)/xl :$ I, tho integrand is dominated on y.. by the fuoction a) For each fixed yin Y, Ike/unction!, defined on X by theequationfy(x) = f(x. y)
is measurable on X, alldfa E L(X)for $gfne a in Y.
g(x) = e-iD: for x ~ O. b) The partial derivatillf! Dl!(x, y) exists for each inlerior point (x, )') of X x Y.
Since g is Lebesgue-integrable on X, F is continuous on Y;. for every tl > 0; hen<:e F is c) There is a nOllnegative function G in LeX) such that
continuous On Y = (0, + <XI).
IDd(x, y)1 oS G(x) for all interior points 01 X x Y.
To illustrate another US<e of the Lebesgue dominated convergence theorem we
shall pr<lve that F(y) .... 0 as y.... + 00. Then the Lebesgue integral Ix f(x, y) dx exiSls for ellery yin Y, and the function F
Let {y.} be any increasing sequence of real numbers such that y.. ~ I and defined by
y" -+ + 00 as n - 00. We will prove that F{yJ ..... 0 as n .... 00. Let

f..(x) = e-"'F. sin x for x ;;:: o. is dfjJerentiable at each interigr pQint of Y. Moreover, its derivative is given by the
x
fermula
+ C(l), in fact, for all x except O.
Then lim,,_«> fix) = 0 almost everywhere on (0,
Now F'(y) = Ix Dd(x, y) dx.

Y.. ;;:: I implies 1i.{x)1 ~ e-'" for aU x ;;:: O. NOTE. The derivative F'(p) is said to be obtained by differentiation under the
Also, ea.chf.. is Riemann-integrable on (0, b] for every h > 0 and integral sign..

s: ~ f:
1f..1 X
e- dx < 1.
Proof First we establish the inequality

Ify(x)[ :$ lfaex)l + iy - 01 G(x), (23)

 lIQ if, ~ a the partial derivative is dominated (Cl«:Cpl at O) by the function
for all interior points (.... y) of X x Y. The Mean-Value Theorem gives us
x"-ljIOIXI irO < x:s I,
f(x. y) - I(x, a) = (y - 0) D;d(x, c), g(x) =: MoO Ir~2 if x :;. 1.
( if x 0,
where c lies between a and y. Since ID;d(x, e)1 ~ G(x), this implies
where .M is oome positive constant. The reader can easily verify that 9 is Lebesgue-
If(x. Y)l S; I/(x, a)1 + Iy - al G(x). integrable on [0, + 00).
which proves (23). Sincehis measurabJe on X and dominated almost everywhere EDJQIe 2.. E:tmbliltiolJ oj the intel}/Vll
on X by a nonnegative function in L(X}, Theorem 10.35 shows thathE L(X).
f
In other words, the integral x f(x. y) dx exists for each y in Y. F(y) = r+"" e-~" sin x dx.
Now choose any sequence {Y..} of points in Y such that each Y. :# y but Jo x
lim y" = y. Define a sequence offunctioDS {q.} on X by the equation Applying Theorem 10.39, we find
q.(x) = lex, yO> I(x,
y" - y
y) F'(y) =- L.. . e- xY sin x dx if y :;. o.

Then fJ. E L(X) and q,,(x) - D:zf(x, y) at each interior point of X. By the Mean- (As io EJUl.mple I, we prove the result on every intorval Y" [a, + 00),0 > 0.) In this
Value Theorem we have q,,(x) = D2 f(x, c,.), where c" lies between y.. and y. Hence, ClWl1ple the Riemann integral I:
I!-J('J' sin x dx <:an be calculated by the methods of

by (e) we have Iq..(x)1 ~ G(x} almost everywhere on X. Lebesgue':; dominated element~ calculus (using intesratiQll by parts twice). Thill gives us
Hoi
convergence theorem shows that the sequence
Ix DJ(X, y) dx emts, and
q,.} converges. the integral
S: e-;q &in x dx = =---~..f__---;" -" + I : (24)

lim
.-'tr;l Jxr q. = Sx lim q. =
iIt-W
f X
DJ(x, y) dx. for all real y, Letting b --+ + 00 we find
But r+ m
e-1C7 sin x dx = 1 if y > o.

f x
q" = _1_
Ylt Y
fX
(f(x, )'It) - f(x, y)} dx = F(Y·L-:-_~{Y) •
)'It Y
Therefore r(p) = - 1/(1
Jo
+ yZ) if JI :;. o.
1 +
Integration of this equation gives us

Since this last quotient tends to a limit for all sequences {YIt}, it follows that F'(y) F(") F(b) = - r¥.-!!!.- = arctan b - arctan y, for y > 0, b > O.
ell;ists and that Jb 1 + t Z

f f
J

F'(y) = lim q" = D:t.f(x, y) dx. Now let h .... +00. Then arctan /) -+ n{2 and F(b) .... 0 (see &ample 2, Section 10.15),
.. -~ x x so 1"(1') n/2 - arctan y. In other words" we have
ElWlIpJe J. Derivative 0/ the G_jllnction. The derivative r'(y) exists for each y :;. 0 +'" sin x n

i tr XY
dx = arctan y if y :> O. (25)
and is given by the integral a x 2

Jor+
oo
r(y} = e-~r-l log x dx, This equation is also valid if y O. That is. we have the formula.

obtained by differentiating the inf.e£ral fOT r(y) under the integral lIign. This is a oonse-
r+ oo
~inx dx = n. (26)
queru:e of Theorem 10.39 because for each }' in [0. b 1, () < a < b. the, partial deriva-
Jl) oX 2
tive D2(e-~x"-1) i5 dominated a.e. by a fuDctiOllg which is integrable on [0, +00). In
However we cannot deduce this by putting y 0 in (2;) because we have not shown that
fact,
F is continuous at O. In fact, the integral in (26) Cltists as an improper Riemann integral.
It does not exist as a Lebesgue integral (See Exercise lO.9.l
 ThIOM

ExamtIe 3. Proof of the formula

III b .... +00,

2
Let {fl.} be Ihe st:qI.leJ1Ce of functiom defined ror all real , by the equation we have

:It
g..{y) = C" e-ZY sin x fix. (27) .......
lim ,JO) - 2'
Jo x
First we note that fI.(n) --t 0 as 11 -+ 00 since This formula Will be needed in Chapter II in the study or Fourier !ICl1ics.

lo.t7 INTEROIANGING THE ORDER OF INTEGRATION

TlwDHIIt 10.IIJ. Let X and Y be two sribillterot'lls ofR, and let k be afunction which
Now we ditTereotiate (27) and use (24) to obtain is <kfined, continuous, and bounded on X x Y, say

g~(y) = - f e- XY sin x dx = +1 lk(x, Y)I :s:

As.nnnefe L(X) andge L(Y). Tium we have:
M for all (x, y) in X x Y.

an equation valid for all real y. This shows that g~(y}.... -110 + yZ) for all y and that
a) For each yin Y. the Lebesgue integral jxf(x)k(x, y) dx exists. and theJunction.
F dtifined on Y by the equation

Therefore Ihe function I.. defined by

for all y ;;:: 0,
F(y) = I f (X)k(X, y) dx

j,(y) = {g~(y) if 0 :s )' :s It., is continuous on Y.

if 0 if y :> n, b) For each x in X. the Lebesgue integral j r g(y)k(x, y) dy exists, and the function
G dt;jined on X by the equation
+ (0) and is dominated by the nonnegative function
L
is Lebesgue-integrable on [0.

g(y) = e-~(y + 1) + •. G(x) = g(y)k(x, y) dy

1+ y2
is continuous on X.
Also. 9 is Lebesgue-integrable on [0, +(0). Since/,,(y) -+ 1/(1 + on [0, + 00), the
Lebesgue dominated convergence theorem implies c) The two Lebesgue integrals ir 9(y)F(y) dy and !xj(x)G(x) dx exist and are
equal. That is,
+a>

But we have
lim
n_oo . 0i I.. =
Ix [f,.
f(x) g(y)k(x. y) dY] dx = fr g(y) [fx j(x)k(x, y) d:C] tiy. (28)

Proof For each fixed y in Y, 1etl,(x) "'" j(x)k(x. y). Then!, is measurable on X
and satisfies the inequality
Ij,.{x)1 ;;;:; If(x)k(x, y)1 s Mlf(x) I for all x in X.
Letting n we find g.le0) .... nf2.
-+ 00,
Now if b :> () and if It =
IbJ, we have Also, since k is continuous on X x Y we have
limj(x)k(x, t) = f(x)k(x, y) for aU x in X,
,..."
L
"Sinx
g.(O) + - Jx.
" x Therefore, part (a) follows from Theorem 10.38. A similar argument proves (b).
- Now the productf' G is measurable on X and satisfies the inequality
1LtOM 1LILG

so (29) becomes

If(x)G(x)1 :ii: If(x)! fF Ig(y)llk(x, y)1 dy :ii: M' I/(x}l. t t

f· G = (x) [1. t(y)k(x, y) dyJ dx + At + A3• (30)

where M' = M Ir 100Y)1 dy. By Theorem 10.35 we see that f· G e L(X). A Sim.ila.rly, we find
similar argument shows that II' Fe L( Y).
Next we prove (28). Fint we Dote that (28) is true if each off and II is a step
function. In this cue, each ofI and 9 vanishes outside II. oompael interval, so each L It
II' F = I(Y) [Ix s(x)k(x, y) ax] ay + B + 8 3 , 1 (31)
is R.iemann-integrable on that interval and (28) is an immediate consequence of
'I1Ieorem 7.42. where

HI»
Now we use Theorem IO.I9(b) to appf"Oximate each ofI and II by step functions.
0 ill given. there are step functions s and t such that IB1 1 < eM Ix III and tB,1 :s: eM L ItI < 8
2
M + .eM 1. lui.

Ix II - "I < t and L 10 tI < e. But the iterated integrals on the right of (30) and (31) are equal, so we have

Therefore we have Itf' -1. G g' FI s IA 1+ lA,I + IB.I + IS31

1

where
(29)
< lrM + 28M {t + 1. IfI Ill} .

Since this holds for every Il > 0 we haveJzf· G = It g' F. anequited.

sl
Jyr Ig(y)llk(x, Y)I dy < eM ~rf lui. NOm. A more general version of Theorem 10.40 Will be proved in Chapt.cr 15
using double integrals. (See Theorem 15.6.)
Also, we have

G(x) = [ g(y)k(x, y) dy =
Jr
f
~y
t(y)k(x, y) dy + A2; IO.IS MEASURABLE SETS ON THE REAL LINE

where
1k/i1rititm 10Al. GirJe1J tmy RQnempty subset S of R The fimctiOll Xs defined by

IA2 ! = If,. (g - t)k(x, y) dY ! ~ M L 19 - tl < eM. u(x) = {~ ifx e 5,

ifx e R - S,
Therefore is called the characteri81ic junetion of S. If S is empty we define .xs(x) = 0lor all x.
T1Iun",lO.<l2. Let R = (-a), +00). Then we have:
a) If S has measure O. 'hen Is E L(R) and Sit Xs = O.
where b) If Xs e L(R) and if J. Xs = O. the1f S has measure O.
IA,)1 IA 2 Ix sex) dxl ~ eM Ix lsi Proof Part <a) follows by taking I Xs in Theorem 10.20. To prove (b), let
f"= Is for alI n. Then If. I = Is so

s eM Ix {Is -fl + If I} < sl:M + £M Ix IfI, t f. 1f,,1 t f. =' Is = O.

11-1 • .~I It
 Def.l.....

By the I.A:vi theorem for absolutely convergent series, it follows that the series Theorem 10.35 shows that both X" and 1B are integrable. Therefore
~-1 f..(x) converges everywhere on R except for l!l. set T of measure O. If xeS,
the series cannot converge since each term is 1. If x ¢ S, the series converges
because each tenn is O. Hence T = S, so S has measure O.
peS) == f. = f. f.
'Xs XA + IB = P(A) + PCB).
In this (:as(: (32) holds with both members finite.
lh}iIIititNI10.4J. A subset S of R is called measurable If its charocteristic junction If Xs is not integrable then at least one of l..t or 1. is not integrable, in which
'X3 is measurable. If, in addition, Is is u!Jesgue-integrable on R, then the measure ease (32) holds with both members infinite.
P{S) of the set S is defined by the equation
The following extension of Theorem 10.45 can be proved by induction.
P(S) = f. xs· TItt1«em lfM6. 1/ {A ,_ •.. , A..} is a finite disjoint collection of tne113fUable
then
Betll,

If Xs is measurable but not Lebesgue-integrable en ll, we dqine p(S) = + 00. The

function II M} defined is called Lebesgue measure. p (.9, A.) ... ~ p{A,).
Examples NOTE. This property is described ·by saying that Lebesgue measure is finitely
1. Theorem 10.42 sbows that a set S of Jnl:lISUl.'e, zero is measurable and that P(S) O. additive. In the next theorem we prove that Lebesgue measure is COWftablyadditive.
1. Every interval I (bounded or unbounded) is measurable. IT 1 is a bounded interval
rkllHtII 10.47. If {A l> A 2 , ••• } is a countable disjoint collection of measurable
with endpoints a :5i b, then Jl(l) "" b Q. If I is an unbounded interval, then
p(/) = + 00. sets. then
3. If A aDd B are measurable and A !:; B, then peA) :5i p(B). (33)

Tlll!ore. 10.N. a) If S und l' ore measurable, so is S - T. Proof. Let T,. = U~~l Ai' L = IT.' T = Ur-l A;. Since p is finitely additive,
b) If 81, Sz., .••• ore measurable, so are U~l Slond n;:'l 8,. we have .
..
Proof. To prove (a) we note that the characteristic function of S - Tis Xs - ls,b. P(T,.) = E P(A
• -1
i) for ea.ch D •
To prove (b), let
We are to prove that P(TJ --) p{T) as n -+ 00. Note that p(T,,) ~ P(1'''+I) so
•
U" = i=Ul Sj. {p(TJ} is an increasing sequence.
We consider two cases. If p.(T) is finite, then X7' and each X.. is integrable. Also,
Then we have the sequence {,u.{T.,)} is bounded above by P(T) so it converges. By the Lebesgue
dominated convergence theorem, p(T,,) -. p.CT).
XU n = max (Xs., ... , xsJ and XI' = min
ft b:S'••... , lsJ, If peT) +00, then 11' is not integrable. Theorem 10.24 implies that either
so each of U. and v" is measurable. Also, Xu = lim..."" Iv. and X..... Urn.... '" Xv.' some 1.. is not integrable or else every L is integrable but #t(T.) .... +<:0. In either
so U and V are measurable. case (33) holds with both members infinite.
For a further study of measure theory and its relation to integration, the reader
TIII!onm 10.45. If A and B are disjoint measurable sets, then
can consult the references at the end of this chapter.
p(A v B) = peA) + pCB). (32)

Proof Let 8 = A v B. Since A and B are disjoint we have 10.19 mE LEBESGUE INTEGRAL OVER ARBITRARY SUBSETS OF R
DtifUlitiell 10.48. Let f be dejin.ed on (l mell3UToble subset S of R. Define a new
1.s = X,4 + b·
function J on R as follows:
Suppose that Is is integrable. Since both X.. a.nd II are measurable and satisfy
J(x) = {~(x)
lfx E S,
(\ ifxe R - S.
 ~
r.
·,r
11J.IU!l 'D.I0.!1
.
~l"

"~~~~ I

If J is ubesgue-integrable en R. we say that / i' Lebesgue-lntegroble on S t111d we TIIImn!m 10.50. If a complex-valued junction / is Lebeagu.e-integrable on I, then
write / e L(S). The integral uf/ over S is defined by the eqfll.ltion III e L(I) Q1Id we hove

Proof. Write / .. u + w. Since f is measurable and III 5: iul + Ivl. Theorem

This definition immediately gives the following properties: 10.35 shows that IfI e: L(1).
If/E L(S), t(!enle L(T)/or every subset of ToI S. JI
Let a = f Then a = r~, where' lal· We wish to prove that r :s: III. Sr
If S has finite measure, tllen p(S) = Js 1. Let

The following theorem describes a countably additive property of the Lebesgue

b = {e.-ill if.,. > 0,
ifr .. O.
integral. Its proof is lell as an exercise for the reader.
Then Ibl .. 1 and r = ba = b jI! = J,
bf. Now write hf = U + IV, where
J1leorMIl0,,49. Let {At. A;h •.. } be a co1HUable disjoint collection of sets in It, U and Yare real. Then JI bl = Jl U, since SI bfis real. Hence
arrd let S U~ 1 A.;. Let I be defined on S.
a) /fIe L(S), then Ie L(A;}/or each and r = 1 Iu i I 1
h/ :s: lUI S; 1b!1 = 111 .

10.21 INNER PRODUcrs AND NORMS

This section introduces inner products and norms, concepts which play an im-
b) 1ff e L{A,) for each i and if the series in (a) converges, then Ie L(S) and the portant role .in the theory of Fourier series, to be discussed in Chapter 11.
equation in (a) /with.
lkJbtitIoll /0.51. Let I Q1Id 9 be two real-rxdued /uncti()1'J3 in L(1) wbose product
/. g is in L (1). Then the integral
lUG LEBESGUE INTEGRALS OF COMPLEX.VALUED FUNCI10NS
If/is Ii complex-valued function defined on an interval I, then/ u + iv, where
u and v are real. We say/is Lebesgue-integrable on 1 if both II and Il ate Lebesgue-
i
,
1 f(x)g(x) dx (34)

integrable on I, and we define is called the inner p,oduct of1 and g, and is denoted by (f, g). If P E L(n, the
nonnegative number (/,/)t/2, denoted by JI/H, is called the L'1.-norm off
NOTE. The integral in (34) resembles the sum i::.l x",y", which defines the dot
product of two vectors x .. {xt> ... , xJ and y (}It. '" ,y.). The function
;0;=

SimilarlYJis called measurable on fif both u and v are in M(l). values f(x) and g(x) in (34) play the role of the components Xl and Yl' and integra-
It is easy to verify that sums and products of complex-valued measurable tion takes the place of summation. The L 2-norm of fis analogous to the length of
functions are also measurable. Moreover. since a vector.

III .. (u2 + V2)J/2,

The first theorem gives a sufficient conditioo for a function in L(/) to have an
L 2-norm.
Theorem 10.36 shows that III is measurable if[is. 17JtoreM 10S2. If f E L(I) and if / is bounded almost everywhere on I, then
Many of the theorems concerning Lebesgue integrals of real-valued functions
Pe:L(n
can be extended to complex-valued functions. However, we do not discuss these
extensions since, in any particular case, it usually suffices to write / = u + Lv Proof. Sincef E L(J),fis measurable and hence f l is measurable on I and satisfies
and apply the theorems to u and v. The only result that needs to be formulated the inequality I/(x)1 2 S MI/(x)1 almost everywhere on I, where M is an Uppef
explicitly is the folklwing. bound for Ill. By Theorem 10.35, P e L(I).
 Def.lD.53 1'II.IOJl5

10.22 THE SET £2(1) OF SQUARE-lNTEGRABLE FUNCTIONS NOTE. The notion of inner product can be extended to complex-valued functions
J such that 1/1 f; I1-(l).
In this case, (f, g) is defined by the equation
De./inititm 10.53. We d~note by L2(1) tM set of all real-rJalued measurable functions
f on I such that j2 e L(l). The jIlnction:J in L2 (1) are said to be square-imegrable.
The set eel) is neither larger than nor smaller than L(I). For example,
NO'f'Il..
(I. g) = i /(x)g(x) dx,

the function given by where the bar denotes the complex conjugate. The conjugate is introduced SO that
the inner product of / with itself will be a nonnegative quantity, namely,
lex) = x- l12 for 0 <: x S 1, f(O) = 0, (f,J) = IIlffl. The IJ·norm off is, as before, \1/11 = (f,/)1 /2.
is in L([O, 1]) but not in L ([O, I), Similarly, the function U(x) = I{x for x ~ I
2 < ,
Theorem 10.55 is also valid for complex functions, except that part (a) must be
is in L2([I, +00» but not in L([l, +00». modified by writing
(f,g) = (g,/). (35) <

TkDUlllIQ.5#. q f e L2(l) and U e L2(I), then J. 9 e L(l) and (of + bg) e eel) This impHes the following companion result to part (b):
for every real a and b.
Proof. Both / and 9 are measurable so I' u E M(l). Since
(f, 9 + h) = (g + h,]) (iJj + fJl:Tj = (f, g) + (J. h).
In parts (e) and (d) the constant c can be ccmplex. From (c) and (35) we obtain
If(x)g(x)f S /2(X) ; g'l(X) ,
(f, cg) = C<f, g).
Theorem 10.35 shows that/· 9 E L(l). Also, (of + bg) E M(l) and The Cauchy.Schwarz inequality and the triangle inequality are also valid for
<:omplex functions.
(of + bg)'l = a'lj2 + 2d1/.g + t/-g 2,
so (qf + bg) e L (l). 2
10.23 THE SET L%(l) AS A SEMIMETIlIC SPACE
Thus, the inner product (f, 0) is defined for eveIY pair of functions / and 0 in We recall (Definition 3.32) that a metric space is a set T together with a nonnegative
L 2(1). 'The basic properties of inner products and norms am described in the next function don TxT satisfying the following properties for all points x". y, z in T:
theorem.
I. d(x, x) = O. 2. d(:x, y) > 0 if x :f:. y.
~ If}.5S. IfI. u, and h are in L2(l) and if c is real we 1u1ve: 3. d(x, y) = dey, .1'). 4. d(x. y) :s: d(x, z) + d(z, y).
a) (I. g) - (0,1) (cotntrtUtatiDity). We try to convert LZ(J) into a metric space by defining the distance d(1. g) between
b) (f + g, h) = (J. h) + (g, h) (linearity). any two complex-valued functions in L2 (I) by the equation
e) (el. 0) = c(f, U) ...,I
d) nifll = leI II/II
(a.fsoriatWity).
(homogeneity). d(!. g) == 11/ 911;= (L 1/ Y YI
2
J
2.

e) I(f, g)1 s Ilfll Null (Cauchy-Schwarz inequality).

This function satisfies properties !. 3, and 4, but not 2. Iffand g are functions in
f) 11/ + gil :s IIIH + HoD (t,iangle inequality).
IJ(l) which differ on a Qoncmpty set of measure zero. then /:f:. II but/ - 9 - 0
Proof,. Parts (a) through (d) are immediate consequences of the definition. Part (e) almost everywhere on I, so d(f, 0) == o.
follows at once from the inequality A function d which satisfies I, 3, and 4, but not 2, is called a sem;metric. The

i[. I/(x)g(y) g(x)/(y)l z fly] dx ~ O.

set I!(I), together with the semimetric d, is called a semimetrk space.

10.,24 A CONVERGENCE THEOREM FOR. SERIES OF F'UNC:nONS IN £2(l)

To prove (0 we use (e) along with the relation
The following convergence theorem is analogous to the Levi theorem for series
III + gl12 = if + II,! + g) = (f,1) + 2(f,U) + CfJ,u) = IIn z + Ilutl 1 + 2(f, g). (Theorem 10.26).
 Th.10.57

Since g is measurable, this shows that II E L2 (l). Also. we have

J,r It Ukl2 lit 9,11 2

J,r Gn =
t-l Il-l , and

converges. Then the series of functioM L:,,"',.l flit converges almost everywhere on I so (38) implies
to "junctkm g in l!(l), «ntJ we have
IIg11
2
~~ I\~ YAW S M
2
,
(36)
and this, in turn, implies (36).
Proof Let M = L.."'~1 Ilg.ll: The triangle inequality, extended to finite sums,
gives us 10.25 THE R.lESZ-FlSCHER THEOREM
The convergence theorem which we have just proved <:an be used to prove that
every Cauchy sequence in the semimetric space converges to a function in eel)
Th~s implies L1(1). In other words, the semimetric space IJ(l) is complete. This result, called
the !tiesz-Fischer theorem, plays an important role in the theory of Fourier series.
(37) Theorem 10.57. Let {h} be (J Cauchy sequence of complex-valued functions in
l!(I). That is, assume that for every 11 > 0 there i$ an integer N such that
lfxeI,let
Ilf", - J.~ < IJ whenever m :2: It :2: N. (39)
I.(x) (ii 19i;(JClIY. Then there exists a junction I in e'(l) such that

The sequence fl.} is increasing, each J. E L(.r) (since each

showlI that SrI..
E IJ{l), and (37)
S M 1. Therefore tile sequence U,f.} converges. By the Levi
'i. lim Ilf" .nr o. (40)

theorem for sequences (Theorem 10.24), there is a function / in L(/) such that Proof By applying (39) repeatedly we can find an increasing sequencce of integers
J. -+ / almost everywhere on 1, and n(l)< n(2) < ... such that

Jim [ J. S M3. whenever m 2 n(k).

ft-«!' JI
Therefore the series L.""m I ,.(x) converges absolutely almost everywhere on l. Let Let 01 "'" fl«ll' and let Ul = Itf{l) - I.lt- I) for k 2 2. Then the series
converges, since it is dominated by
"
g(x) lim:E Ul(X) '" " «> I
,. .... a; l!!::: I
IlfnlOll + (;1llftf{k' - fMt - I) Ii < Ilf"mll + ~ ~ = Ilf~ III! + L
at those JXliuts where the limit exists, and let
Each B" is in e(l). Hence, by Theorem 10.56. the series :E:;" I 0" converges almost
G,,(x) = I~ gi(Xf· everywhere on I to a function I in 11(1). To complete the proof we will show that
11/.. - fj! ... 0 as m ... 0Cl.
For this purJXlse we use the triangle inequaJjty to write
Then each G. E L(I} and G.(x) .... Ig(xW almost everywhere on 1. Also,
G,.(x) :5: fJ..x) S lex) IU. on 1. Ilf.. - fll S Iii.. - flt<l)1I + lIf"ltl - fil. (41)
Jf m 2: II(k), the first term on the right is < lIT. To estimate the second term we
Therefore, by the Lebesgue dominated convergence theorem, Igl2 E L(I) and Dote that

Jr 19/ L'"
2
= lim [ G". (38) I
f - J.1kl {hit) - J.,,<
1 1I"'{l) J, .' ,~J+ I
'I}'
 NOTE. In the following exercises, the integrand is to be assigned the value 0 at points
and that the series L";,H I lil.o(l) - /"(1-1)11 converges. Therefore. we can use
inequality (36) of Theorem 10.56 to write where it is undefined.

Cmverxeoc:e tIJeoreJas
10.5 IfI..(x) e-"'" - 2e- 2Jl", show that
Hence, (41) becomes

1If.. fI!~
1
+2i=
1 3
if m ~ n(k).
~ fu'" J.(x)dx '" I' t/,,(X) dx.

Since n{k) as k .... this shows that Um - 111 -+ 0 as m ... 10.6 Justify the following equations:

. 11
-l' 00 00, 00.

NOTE. 10 the course of the proof we have shown that every Cauchy sequence of
functions in E(l) has a subsequence which converges pointwise almost everywhere
a) (1 log
Jo I
1
X
dx = (1
Jo
i: ~
If-I rt
dx ")'
f=1n
1

0
;x:"dx ... L

on 1 to a limit function I in £2(1). However, it does Dot follow that the sequence
(1) dx = ")'. , I
1
1 XI'-l (p :> 0),
(J,.} itself converges pointwise almost everywhere to Ion 1. (A counterexample is b) - - log -
described in Section 9.13.) Although {f,,} converges to lin the semimetric space I) I - x x ::.-rl (n +
E(l), this convergence ill Dot the same l!lS pointwise convergence. 10.7 Prove Tannery's convergence theorem for R..iemann integrals: Given a sequence oj
+ 00 as
l!lIli:tiOl1.3 {f,,} and an increasing sequence {p,,} vf real numbers such that Po
n ..... 00. Assume that .
EXERCISES
a) .r.. .... 1 UlIi/ormly on [a, b] lor every b ::e: 6.
b) J,. i$ Riemonrr-irrtegrlilble on [a, b1107 ellll!T)' b :2: a.
Upper 1'mH:titlns
c) 1J.(x)1 s g{x) (J/mqst etJerywllere 011 [a, + (0)., where g is 1t01I1legatwe ond im-
10.1 Prove thllt max (j, g) + min (f, g) ,. ! + 9, and that proper Riema_integrabie on [8, + 00 ).
JD.aX (f + Itdl + It) = max (j, g) + h. min (f + h, II + It) min (J. g) + h. Then both / and 1/1 are improper Riemann-integrable on [a. + 00), tM 3equem:e u:../,,}
lU Let {/,,} and {g,.} be increasing sequences offunctiol1S on an interval!. Let tI" cotm#!rges, and

i"
max (J;" gJ and o. min (I... g,,). +'"
f.
ft

11) Prove that {u.} md {v,,} are increasing on 1. " I(x) dx lim heX) dx.
"-co •
b) 1ff,,;11 I on 1 and if 10 /"f 9 D.t!. on I, prove that "If / ' max (f, g) and
a.f!.
VIf;' min (j, g) a.e. on 1. d) Use Tannery's theorem to prove that
10.3 Let {s,,} be an :increaslng sequence of step functions which converges pointwise OD
an interval] to a limit function/. If1 is unbounded and ifI(x) ;a: 1 almost everywhere 00 Jim
".-(0
r
Jo
(1 - ::!)" xl' IIx = Jor"" e-:t.¥" dx,
11
if p > -1.
1. prove that the sequence HI s.} diVCl"geJI.
10.4 Thill exercise gives an example of an upper function / on the interval I "" CO. I] 10.8 Prove Fatou'll lemma: Gillen a sequence {fn} O/llOnnegative !UlIctiom iII L(l) such
such that -.r ifi U(l). Let (71) 7Z' ••• } denote the set of ralronal numbers in [0. I] and I, f~ s A for
that (a) {J,.) COIlverges abmsI elJ£rywhere 011. ! 10 a limit fUller/on f, and (b)
let 1,. "" [7,. - 4-·,7" + 4-"] ('II. Let/(x) = I if x e J" for some n, and 1et/(x} = 0 some A > 0 and all n :i!:: 1. Then thedimit /Ullct/on Ie L(/) and 111:;;. A.
otherwise.. NOTE. It is not asserted that H, J.} conVCl"ge5. (Compare with Throrem 10.24.)
a) Let /,,(x) = I if x Ii: J• ..r.,(x) = 0 if x 'If I". and let s. = max (fl • .. .. /J. Show Hint. Let u.,(x) "" jnf (f.,(x), h+ 1(x), •.• }. Then g. JI / a.e. on ! and II g. s II f" :;;.
that {so} is an increasing sequence of step functions whicll generates f. This
A so lim....."" II g. exists and is sA. Now apply ibeorem 10.24.
shows that/€ U(l).
b) Prove that 11/ S; 2/3.
c) If a step function s satisfies S(:f) S; - /(x) on J, show that $(x) S; - I almost Improper RIeBwm IDtegnlIs
everywhere On J and hence II s S; - 1. 10.9 a) If p > 1. prove tbat tbe integra! It." x- P sin x dx exists both as an improper
Riemann integral aad as a Lebesgue integral. Hint. Integration by parts.
d) Assume that -Ie U(/) and use (b) and (c) to obtain a contradiction.
 301

b} If 0 < P :s I, prove that the integral in (a) exists as an improper Riemann 10.]4 Determine those values of p and q for which the following J...ebesgue integrals exist.
intqral but not as a l.ebesgue intearal. Hint. Let

..fi
a) L 1
x11(1 - x 2 )" ix, b) I" re-CIi" ix,

i""
for n = 1,2,_ .. ,
y(x) = :
{ c) xr-1 - xl-I
... dx, d) L'" sin dx,
- (xl')
-
o I-x 0 xl
and show that lao (IC/&xY'(sinxrmdx.
e)
i x11-1 dx, f)

1.. i"" 4) 1 + xl ,.
x-l' Isin xl dx ~ . g(x) dx 2: - >Ii }"
" -1.
1 " 4 {:::1k 10.15 Prove that the fo&lowing improper Riemann integrals have the values indicated
(m and It denote positive integem).
nuo ca) Use the trigonometric identity sin 2x = 2 sin x cos x, along with the fonnula.
i: sin xix dx = 1t/2. to show that '" sioZ"+1 x .It(2n)! f"" log x dx ,,-1.,
f'" sin x cos x dx =
J."
n.
4
a}
i {) X
dx "" ::c=:-::--=----::
22a +1(nl)Z'
b)
J1 x"+1
x c) f "" x"(l + x.- a - lIt- 1 dx nl(m - 1)1
b) Use integratioD by parts in Ca> to deri"" the fonnula JlF (m + n)!
.
h

sin2 x n lU6 Given that/is Riemann-iotegrable on [0, 1 J, that/is periodic with period I, and

c) Use the identity sini x + ros x1

i I)
dx =
2
.

J, along with (b), to obtain

that n {(x) dx = O. Pro"" that the improper Riemann intesra1 It"" ;c-·/(x) dx exists
if s > O. Hint. Let g(x) = Sf 1(1) fit and write x-a [(x) dx = X-I 41(x). st n
Assume that / IE R on [a, b] for every b > a > O. Define 9 by the equation
I'si~X dx =:. 10.17
xg(x) if {C/) dt if x > 0, lI.IIIII.UIIe that the limit lUD,,_+<o g(x) exists, and denote this
limit by B. If a and b are fixed positi~ numbml, prove that
d) Use the re3Ult of (e) to obtain
a) 1& I(x} fix = g(b) - g(a) + J." g(x) dx.
('" sin"" x dx = !!.. " x " x
Jo x4. ,;
b) lim r lex) dx. = B log ~a .
T

10.11 If ~ > I, prove that the integral It"" -,;' Oog xyr dx exists, both as an improper '1'-+ .. "" JlfT x
Riemann integral and as a Lebesgue integral for all q ifp <: - I, or for q <: - 1 if p"" -).
10.n Prove that ea<:h of the (ollowing intearals ~, both as an improper Riemann c) f'" {(tIX) - /(bx) dx = B log Q + r f(t) dr.
integral and as a Lebesgue integral. Jl X "\. b J. 1

1'"ma -
r; {(1)1-2 dt exists,
a) 1 dx, b) i"" x11e->r" dx (p > 0, q :> O).
d) AllSWIIC that tbe limit lim..,..o+ x
and prove that
denote tbis limit by A,
1 X 0

10.13 Dctenninc whether or not each of the following integrals exists, either as an
improper Riemann integral or as a Lebesgue integral.
fl !(tIX)
J{) X
I(b,,) dx = A log ~ -
Q
i"let)
"t
dr.
e) Combine (e) and (d) to deduce
Coo l(tIX) - /(bx) dx = (B ..4) I a
1 X ogb
and use this result to evaluate the following intearaJs:

1 ("" ros tIX - cos bx dx, LOll '---_:_e_-_lox dx.

1
1
e) log x sin •. dx,
o x Jo x
 10.25 Show that the order' of integration cannot beinterchanged in the following integrals:
f.ebe9Rne .......
10.18 Prove tha.t each of the following exists as a Le~ integral. a) f [f(:; fix] dy. h) f [1'" (e-
JfJP
- 2e-Jl~) dY] dx.
a) (1 x 108 x dx. h) (I ~ - I tbf (p;> -I),
Jo (1 + x):/; Jo log x 10.26 utl(x.y) = r:dt/[(I + x 2 t Jl )(1 + y 2 t 2 )]if(x,y) '" (0,0). Show(bymetbods
of ekmentary calculus) that I(x, y) = tn(X' ... y)-l, Evaluate the iterated integral
c) (1 log x 108 (1
Jo
+ x) dx. d) r log (1 xl. l:l dx.
Jo (I
n [lA/(x. y) fix] dy to derive the formula:

= 0, /'(0)
roc (arc~ X)2 dx 1f log 2.
...., Asswne that / is continuous on [0, I]. 1(0)
Lebes&ue inteBral f~ f(x)x-$12 dx exists.
exists. Prove that the Jo ;cJ

1• .10 Prove that the integrllls in (a) and (e) exist as 1..el:lesgue integrals but that those in llU7 Let I(y) ... S:' sin x cos xylx d"J( if y :!!: O. Show (by methods of e1emeota:ry
(b) and (d) do not. '1
"

·1
calculus) that/(Y) "" 1!l'l if 0 :s; y " 1 and that I(y) 0 if y > J. Evaluate the integral
SSf(y) d(1 to derive the rormula
1f1l if 0 :s tl :S I.
~m sin ax sin x dx = 1C
2
d) f'" __dx-=---c:- J( { if II :!!: l.
Jl 1 + x 2
Hint. Obtain upper and lower bounds for tbe intqnds over suitably chosen neighbor· 10.28 a) If s > 0 and II > 0, show that the series
hoods of the points If1f (n = I, 2, 3, ... ).

~ defiIIld by . . .
lO~1 Determine the set S of those real values of y for wrncb each oC the foFlowing converges and prove that
integrals exists as a Lebesgue integral.

a) ('" ~dx
lim i:! i'" sin
",""'+«l ,.•• " •
21'fJ!'x dx ... O.

Jo I + x' •
b) Let/(x) = :r.:~l sin (lmtx)/n. Show that
c) Lao sin" dx. d) SoG) e-.,l COS 2xl dx.
f' f~) fix ... (hf- l C(2 It) Lm sin t dr, if 0 " $ < I,
It.n l.d F(y) "" J: e-Ji'. cos 1xy dx if y E R. Show tbat F satisfies the differential where , denotes the Riemann ~ function.
equation F(y) + 2y F(y) = 0 and deduce that F(y) = !v'~-r, (Use the result
SO' e-Ji'. dx '" i..J;, derived in Exetcise 1.19.) 10.19 a) Derive the (oUowing fonnula for the nth derivative of the Gamma function:
10.23 Let F(y) = J:
sin xY!xCx + 1) dx if y ;> O. Show that Fsatisfies the differential
2
p")(x)" L«> tr't,,-l (log t)" dt (x > G).
equation F"{y) - F(y) + 11:/2 = 0 and dedlllCe that F(y) t1l(1 - <!'-'). Use tbB result
to deduce the following eqUlltiOOll, vaJid Cor y ;> 0 and a ;> 0:
b) When x = I, show that this can be written as rauoW!!:
('"
Jo
sin xy._ dx '" .!!.. (I _ e-fi).
xCx' + a:/;) 2fil Jo
('"' cos xy fix =
x:Z ... 41.1
1Ce-"7
2a • roo>(1) ... J: (t 2 + (_I)",-lI')e-lt -ZOog0- dt,
you may use [
siDX
--- dx = n:_. c) Use (b) to show that £"'>(1) has the same sign as (-1)".
G:It 2
In ExercilIcs 10.30 and 10.31, r denotes the Gamma function.
lCU4 Show that If [ff I(x, y) dx] dy ;/; f:' [If f(x, y) dy] ax if
10.30 Usetherault SO' e-~ dx = ;,J; toprovethatr(i) = .;;;. Provethatr(n + I) =
x-y xZ
y _ 2
a) I(x, 1) ... ( - - ) 3 ' b) J(x, y) = \x
~ :M.' n! and that r(n + 1) =: (In)! J;Wn! if It = O. 1,2, ...
x+y +y,
10.31 a) Show that for x ,. 0'1111:: have the series reprcscotation
Sqaare-iJItelp'BIIJ.e ftmetions
.., (-I)" 1 ,"" In Exercise:;; 10.38 through 10.42 all fWlctions are assumed to be in L'2.(J). The L2 -nonn
["(x) =E - -- E c.x",
T
I/~ is defined by the formula, af~ = (111/1 2)1/2•
.. ~O n! n+ x .. ~()
when:; c.. ... (1/,,1) J:' r1e- r (log t)" dt. Hi"t: Write I: ... f~ + Ii and use ltU8 Iflim"....., III. 111:= 0, prove thatJim"...... IU;'11 = lifll,
an appropriate power series expansion in each integcaf.. 10.39 If 6m,,_ '" ~/" n0 and if lim"_,,, f.(x) g(x) alnwsf evcIYI'\'here on I, prove
b} Show that the power series L:".Q c.,z" con~ for every eorDplex z and that that/(x) = g(x) almost everywhere on I.
tbe series {(-I)"lnl]!(n + z) converges for every complex z ¢ 0, I, 10.40 If/" ..... f uniformly on a compact interval I, and if each/" is continuous on " prove
-2, ... that lim"_,,, lit.. - n o.
10.31 Assume that f is of bounded variation on [0, b} for every b ,. 0, and that lOAl If llmH~ Ilf.. - III 0, prove that lim.._oo II f" . 9 II /. 9 for every 9 in
Ii~_ +<0 {(x) exists. Denote this limit by f( (0) and prove that L2.(I).
III = o and lim".. ", Ilg" - gil = 0, prove thallim"_,,, II/" 'g.
Jor'" tr"7j(x) dx ... /(00).
lOAZ Iflim,,"«l Ij~ ~
lim }'
lJ->O+
IIf·g.
HiRt. Use integration by parts.
10.33 Assume that fis of bounded variation on [0, 1]. Prove that SUGGESTED R.E.FERENCES FOR FURTHER STUDY

lim y (I x"-I/(x) dx = 1(0+). 10.1 Asplund, E., aDd Bungart, L.. A First Course in Integration. Holt, Rinehart and
.1'-0+ Jo Winston, New York, 1966.
MelI5lIrlIbIe IilllJt:tillDs 10.2 Bartle. R., The Elements of Integration. Wiley, New York, 1966.
10.34 If f is Lebesgue-integrable on an open interval I and if ['(x) exisbl almost every- 10.3 Durkill, J. C., '11te LebellflU$ Integral. Cambridge University Press, 1951.
where on f. prove that I' Is ITIeltSUfable on I. 10.4 Halmo!, P., Measure Theory. Van Nostrand, New York, 1950.
19.35 a) Let {~.} be a sequeace of step functions such that 8" -.. f evaywhere on R. 10.5 Hawkins, T., Lebesgue's Tht!ory of Inlegralit:m: Its Origin and Development.
Prove that, for every real a. Univenity of Wjsconsin Press, Madison, 1970.

rl«tl, +(0» = 0 nJi'l ((a + 1, +(0)) . 10.6 Hildebrandt, T. H., lnlrooudion to the Theory 01 Integration.
New York, 1963.
Academic Press,
.~" "",1 "
10.7 Kestelman, H., Modern T1reories ofIntegration. Oxford University Press, 1937.
b) If fis JtJ.CaSlJrable on R, prove that for every open subset A orR tlu:: set/-I(A)
is measurable. 10.8 Korevaar, J., Mathematical Methods, Vol. 1. Academic Press, New York, 1968.
10.36 This exen::ise describes an example of a nonmeasurable set in R. If x and)l are real 10.9 Munroe, M, E., Measure ami Integralion, 2nd ed. Addison-Wesley, Reading, 1971.
numbers in the interval [0, 11. we say that x and y are equivalent, written x - y, whenever 10.10 Riesz, F.. 'and Sz.-Nagy, B.• Functional Ana(vsis. L. Boron, translalor. Ungar,
x - y is rationaL The relation ~ is an equivalence relation, and the interval [0. 1] <:aD New York, 1955.
be expressed as a disjoint union of subsets (called equivalern:e classes) in each of which 10.11 Rudin, W., Principles of Mathemotiool Analysis, 2nd ed. McGraw-Hill, New York,
no two distinct points are equivalent. Oloose a point from each equivalence class and 1964.
let E be the set of points so chosen. We assume that E is measurable and obtain a contra-
10.12 Shilov, G. E., and Gurevicb, B. L., Integral, Measure and DerilJatilJe: A Unified
diction. Let A = {r1 , ';2.,' .. } denote tbe set of rational numbers in {-I, 1] and let
Approach. Prentice-Hall, Englewood Cliffs, 1966.
Elf {r. + x: XE E}.
a) Prove that each En is measurable and that I4E.) = IJ(E). 10.13 Taylor, A. E., General '11teOI'}' of FlUlctions and lntef/l'ation. Blaisdell, New York,
b) Prove that tEl> E2 , ••• } is a disjoint collection of sets whof;e union contaiIl!l 1965.
[0, 1] and is contained in 1,2]. , 10.14 Z8a.ncn, A. C., IntegratilUl. North-Holland, Amsterdam, 1967.
c) Use parts (a) and (b) along with the countable additivity of Lebesgue measure
to obtain a oontradictiQn.
10.37 Refer to Exercise 10.36 and prove tbat the characten,tic function Xlii is not .measur-
able. I.et I "Xll - X'-I: when 1= [0,1]. Prove that III E u.n
but that If M(l).
(Compare with Corollary I of Theorem 10.35.)
CHAPTER II We shall be particularly interested in the special trigonometric system
S {qto, rt't. rt'J•••. }, where
cos nx sinnx
({J",/,n-t(x) = , fPz..()
x = (1)
FOURIER SERIES
AND FOURIER INTEGRALS for n 1, 2, . .. It is a simple matter to verify that S is orthonormal 00 any
interval of Iength 2n. (See Exercise 11.1.) The system in (1) consists of real-valued
functions. An orthonormal system of complex-valued functions on every interval
of length 211: is given by
11.1 INTRODUCTION
In 1807, Fourier astounded some of his contemporaries by asserting that an
cos nx + (sin llX
n "" 0, 1,2, ...
"arbitrary" function could be expressed as a linear combination of sines and C~
sines. These linear combinations, now called Fourier series, have become an
indispensable tool in the analysis of certain periodic phenomena (such as vibra-
tions, and planetary and wave motion) which are studied in physics and engineering. 11.3 THE THEOREM ON BEST APPROXlMATION
Many important mathematical questions have also arisen in the study of Fourier One oftbe basic problems in the theory of orthogonal functions is to approximate
series, and it is a remarkable historical fact that much of the development of a given function/in L2 (l) as dosely as possible by linear combinations of elements
modern mathematical analysis has been profoundly influenced by the search for of an orthonormal system. More precisely, let S = {cp{J' (JJto (JJl' ••• } be ortho-
answers to these questions. For a brief but excellent account of the history of this normal on I and let
subject and its impact on the development of mathematics see Reference ILJ.
"
t,.(x) = ~ b.({J..(x),
laO
11.2: ORTHOGONAL SYSTEMS OF FUNCI10NS
The basic problems in the theory of Fourier series are best described in the setting where bo, bIt ... , b" are arbitrary complex numbers. We use the norm III t.B
of a more genenll discipline known as the theory of orthogonal functions. There- as a measure of the error made in approximatingfby I.. The first task is to choose
fore we begin by introducing some terminology concerning orthogonal functions. the constants b o• ... , b" so that this error will be as small as possible. The next
theorem shows that there is a unique choice of the constants that minimizes this
NOTE. As in the previous chapter, we shall consider functions defined on a general error.
subinterval I of R. The interval may be bounded, unbounded, open. closed, or To motivate the results in the theorem we consider the most favorable case.
half-open. We denote by L2 (I) the set oral! complex-valued functions/which are [f/ is already a linear combination of rpo. tpt> •.. , <fJ... say
measurable on I and are such that Ifl 2 e 1,(/). The inner product (f, g) oftwo such
functions, defined by
,i
(f, g):;;;; L f(x)g(x) dx,
.

then the choice t. = fwill make Hf t.11 = O. We can determine the constants
always exists. The nonnegative number IIfll = (f,n it",/, is the J!-norm off co, ... , c. as follows. Form the inner product (f, qJ,..), where 0 :-::; m :-::; n. Using
the properties of inner products we have
Delilfitifl" 11.1. Let S = {tpo, ({Jl' tfJl' •.. } he a collection offunctions in L2(1}. If
(tp., tfJ..) = 0 whenever m ¢ Tr.

the collection S is said to he an orthogorla/system 01'11. If, in addition,each f/J" IIbJl

(J, qJ",) = (~ C~,!h q ..) = 'tt ll(rpl' tp.,.) = em,
norm I, then S is said to be orthunormo/ on 1. since (rt'1' <fJ,J = 0 if k '" m and (rpm' rt',J = 1. [n other words. in the most
NOTE. Every orthogonal system for which each Iltp..lI ¢ 0 can be converted into favorable ca.se we have e", = (J, tp.J for m = 0, 1, ...• n. The next theorem shows
an orthonormal system by dividing each tp" by its norm. that this choice of constants is. best for all functions in L'1"(l).
 Tb.1tA

T1Jeo';1IJ 11.2. Let {li'{l' fPI' '1'2' .•. } be orthonormal on 1, f.flJd assume that 11.4 mE FOURIER SERIES OF A FUNCl10N RELATIVE TO AN
f E I.; (/). Define two sequences ofItmcIions {s,,} anrJ {t"} on I as follows: ORTHONORMAL SYSTEM
DIIjiIfiIifM 1/.1. Let S "" {tp(h f.P., tp,., ' .. } be orthonormal on I and assume that
L" c.rp,(x). L" Ie e(l).
where
s.(x)
t={l
t,,(x) ""
k=Q
b1fPll(X}. The notation

f(x) -
..
E C.({J.(X) (5)
(2)
.=0
will mean that the numbers Co, Cl> C2. ' •• are gilJen by the lormulas:
. , are arbitrary complex numbers. Thl!lilor each n we hm>e

III - s,,~r sill - t.. ~. (3) .c. = (f, fP,,) = L f{x)qJ'(x) dx (n 0.1,2.... ). (6)

MoreolJer, equality holds in (3) if, and only if, bit. = ell lor k = 0, I, ...• n.
The series in (5) is called the Fourier series off relative 10 S, and the numbers
Proof. We shall deduce (3) from the equation Co. el' C2' .•• are called the Fourier coefficients off relative to S.

NOTE. When I - [0,211:] and S ig the system of trigonometric functions described

III - I"ll.:l 11f t

6; kl" + ~ lb
" n
i <:'kI 2
• (4)
in (1), the series is called simply the Fourier series generated byf. We then write (5)
in the form
ao
It is clear that (4) implies (3) because the right memher of (4) has: its smallest value
when bl< "" I:J; for each k. To prove (4), write
f(x) ~ ao
2
+ L (a. cos nx + b. sin /Ix),
,,-I
1
IIf - t.1I = (I In,f - tJ ;: (f,f) - (f, t,,) - (t",/) + (t", tJ. the coefficients being given by the following formulas:

Using the properties of inner products we find Q" 1

nJo
f2:1 f(t) cos lit dt, b" =1.
n
f
Z

Q
" 1(1) sin nt dt.

In this case the integrals for Q. and bll exist iff e L{[O, lx]).

11.5 PROPERTIES OF' THE FOURIER COEFFICIENTS

and T1IeonRtll.4. Let {lpo. rfJ1> t{J2 • ..• } be orthonormal on I, assume that IE 13(1),
(f, t n) = (f, t
1=0
b~t{Jk) = t
'=0
6,(/, tpt) == t
k=O
Oket<.
and suppose that

f(x) - L
ao
C,.qJ,,(X)•
• -IJ
Also, (t.. ,f) = = Lk=o I\:e" and hence Then
a) The series L Ienl 2 C()1I!)erges and satisfies tilt> inequalitY'
'"
1: te.l z :s; Ilfll 2 (Bessel's inequality). (8)
.11=0

h) The equation

(Parseval's formula)
 310
nil." 31l

holds if, and only if. we also have

11.6 THE RIJi'.SZ...IllS THEOREM
lim III - sn'l o. The converse to part (a) of Theorem 11.4 is called the Riesz-Fischer theorem.
where {s,,} is the sequence ofJHUtkAl sums defined by Tlwore1ll11.5. Assume {!Po, !pl •••• } is orthonormal on I. Let {cal beanY$equence
0/ complex numbers such that 1: ICtl2 converg(!$. Then tnere is a lunction I in L2 (1)
s.(x) t
.~O
C.l;!PIJX).
such that
a) (f, !P.) = c. for each. k ~ 0,
Proof. We take b" cit in (4) .and observe tbat tbe left member is nonne..,.tive. and
Therefore .".. t10

• b) nfl 2 = :E Jc.f.
..-0
,6; Jq,J 2
~ Iln 1 •
Proof. Let
This establishes (a). To prove (b), we again put b.. '= Cl in (4) to obtain

III s.lI 2 = Il/n 2 - :E" le",1

1:=0
2
.
We will prove that there is a function/in L2 (1) such that (f, CPJ = Cit and such that
Part (b) follows at once from this equation.

A.,s a furth~ consequence of part (a) of Theorem 11.4 we observe that the
-
.lim... Us.. - fH = o.
Part (b) ofTheorcm 11.4 then implies part (b) of Theorem 11.5-
Founer coeffiCients c" tend to 0 as 11 .... 00 (since L le..12 converges). In particular.
when qJJx) = e"''''fJin and I = [0, 211) we find First we note that {s,,} is a Cauchy sequence in the semimetric space l!(l)
because, if m :> 1'1 we have
2
Jim
It-QCf

from wruch we obtain the important fonnulas

i()
"
f(X)e-ifU dx = 0,
lIs. s...11 1
III

:E E
'~,,+l
'"

r-"i-J
cIM.tp!I;' qJr)

li~m
,N
. i:
IX!
b

0
f(x) COS !IX dx = lim
W....Hi)
i0
Z
" I(x) sin /IX dx = O. (9)
and the last sum can be made less than t' if m and n a.re sufficiently large. By
Theorem 10.57 there is a functionJin Ll (l} such that
These formulas are also special cases of the Riemann-Lebesgue lemma (Theorem
11.6).
lim lis. - Jil O.
N01E. The Parseval formu'la
To show that (f, <Pi) = Cit we note that (s". !PJ = c. ifn ~ k. and use the Cauchy-
1if11 2 = ICol l + lell l + lelll + q. Schwarz inequality to obtain
is analogous to the formula

IIxl1 2 = xi + xi + ... + x: Since Jls" - fH -+ 0 as n .... 00 this proves (a).

for the leng~h a \lector x = (Xl •... • X.) in I.". Each of these can be regarded
o.f NOT£. The proof of this theorem depends on the fact that the scmimetric space
as a generalizatIOn of the Pythagorean theorem for right triangles. L2 (J) is complete. There is no corresponding theorem for functions whose squares
are Riemann-integrable.
 313
311 TlLIU

In this chaptet we shall deduce some of the sufticient conditions f?r convergence
11.7 TIlE CONVERGENCE AND REPRESENTATION PROBLEMS FOR
of a Fourier series at a particular point. Then we shall pr~ve FCJer's t~orems.
TRIGONOMETRIC SERIES
The discussion rests on two fundamental limit formulas which Will ~ ?lSCussed
Consider the trigonometric Fourier series generated by a function f which is first. These limit formulas. which are also used in the theory of F.ouner m~,
Lebesgue-integrable on the interval I [0, 2n], say deal with integrals depending on a real parameter CI!. and we are 1Ute:es~ the 10
behavior of these integrals as IX .... +00. The first of these is a generalization of (9)
[(x) - Q
o "" (a" cos nx + bIt sin
+ L: nx). and is known as the Riemann-Lebesgue lemma.
2 .~1

Two questions arise. Does the series converge at some point x in ]'1 If it does 11.1 DIE RIEMANN-LEBESGUE LEMMA
converge at x, is its sumf(x)? The first question is called the convergence problem;
the second, the representation prob.lem. In general. the answer to both questions T1Iurelll 11.6. Assume that f E L(l). Then,for each real (1, we have
is "No." In fact, there exist Lebesgue-integrable functions whose Fourier series
diverge everywhere, and there exist continuous functions whose Fourier series
diverge on an uncountable set.
lim
«..... +r.o
f 1
1(t) sin (oct + II) dt O. (10)

Ever since Fourier's time, an enormous literature has been published on these Proof If I is the characteristic function of a oompact interval [a. b) the result is

Ir
problems. The object of much of the research has been to find sufficient conditions obvious since we have
to be satisfied by fin order that its Fourier series may converge, either throughout
the interval or at particular points. We shall prove later that the convergence or sin (<<I + fJ) drl = I~~ (GO! + fJ) (); roll (b« + tt)\ :s; ~, if 11 >0.
divergence of the series at a particular point depends only on the behavior of the
function in arbitrarily small neighborboods of the point. (See Theorem 11.11, The result also holds if f is constant on the open interval (a, b) and zero outside
Riemann's localization theorem.) [a, b], regardless of how we define f(a) and f(b). Therefore (10) is vali.d ifI is a
The efforts of Fourier and Dirichlet in the early nineteenth century, followed step function. But now it is easy to prove (IO) for every Lebesgue-Integrable
by the contributions of Riemann, Lipschitz, Heine, Cantor, Du Bois-Reymond,
Dini, Jordan, and de la Vallee-Poussin in the latter part of the century, led to the
discovery'of sufficient conditions of a wide $(:ope for establishing convergence of
function!
Jf ~ > 0 is given, there exists a step function s such that
Theorem IO.19(b». Since (to) holds for step functions, there
tl Ifa poSitive
IS
- ~I. < £/2 (by
M such
the series, either at particular points, or generally, throughout the interval that
After the discovery by Lebesgue. in 1902, of his general theory of measure and
integration, the field of investigation was considerably widened and the names
chiefly associated with the subject since then are those of Fejer, Hobson, W. H.
I I set) sin (ut + J1) dtl < ~ ih 2: M.
Young, Hardy, and Littlewood. Fejer showed, in 1903, that divergent Fourier Therefore, if IX ;;;: M we have
series may be utilized by consi4ecing, instead of the sequence of partial sums {a,,},
the sequence of arithmetic means {u,,}, where 11 f(t) sin (Gtl + P) dlj II
:s; (J(t) - s(t») sin (<xt + tI) dt\
O'.{x) = so(x) + SjCx) +~s.-: l(X) •
11 II+ sCt) sin (tIt + fJ) dtl
He established the remarkable theorem that the sequence {u,,(x)} is con\lergent
and its limit is t[f(x+) + f(x-)] at every point in [0,2n] where f(x+) and
f(x-) exist, the only restriction on f being that it be Lebesgue-integrable on
sl lf{f) s(t)1 dt + ; < ; + ; = s.
[0,2n] (Theorem 11.15.). Fejer also proved dlat every Fourier series, whether it
converges or not, can be integrated term-by-term (Theorem 11.)(i.) The most This completes the proof of the Riemann-Lebesgue lemma.
striking result on Fourier series proved in recent times is that of Lennart Carleson, EDmpIe. Taking fJ 0 and 6 = n/2, we find, if/ E un,
a Swedish mathematician, who proved that the Fourier series of a function in
!J(/) converges almost everywhere on 1. (Acta Mathematica, 116 (1966), pp. lim f /(1) sin III dt = lim 1/(1) COlI 11.1 dl = o.
135-"-157.) ~-++-'JO JJ IX-+ tJ;I 1
 314 Tb.U.7 TIl. 1:1.1 315

As an application of the Riemann-Lebesgue lemma we derive a result that wiD by the Riemann-Lebesgue lemma. Hence the validity of (12) is governed entirely
be needed in our discussion of Fourier integrals. by the local behavior of g near O. Since g(t} is nearly g(O+) when I is near 0, there
TituJrftt 11.7. Iff e L( - 00, + IX), we have is some hope of proving (12) without placing 100 many additional restrictions on g.
It would seem that continuity of g at 0 should certainly be enough to insure the
lim
"~+,,, -'"
f'" f(l) ~ cos 'Xl dt
--
t o t
I(t)
- -- _
I( - t)- dt
'
1'" (11)
eltistence of the limit in (12). Dirichlet showed that continuity of 9 on [0. 6] is
sufficient to p£ove (I2), if, in addition, 0 has only a finite number of maxima or
minima on [0, &]. Jordan later proved (12) under the less restrictive condition
whenever the Lebe$gue integral 011 the right exists.
that 0 be of bounded variation on [0, 5]. However, all attempts to prove (12) under
!,'roof Fo.r each fixedIX,. the integral on the left of (11) exists as a Lebesgue the sole hypothesis that 9 is continuous on [0. 6] have resulted in failure. In fad,
mtegral Since the quotJent (I - cos fl.t)/t is continuous and bounded on Du Bois-Reymond discovered an example ofa continuous fuoction 9 for which the
(-IX), +ctJ). (At t = 0 the quotient is to be replaced by 0, its limit as t -+ 0.) limit in (12) fails to exist. Jordan's result, and a related theorem due to Dini, will
Hence we can write be discussed here.

f:,., fa'" /(t) I co~ dt + So ~ at dt T1Iet1rem 11.11 (Jtm/a). Ifg is of bounded 'lItlrio.tion on [0, 8], then

f'
f(t) 1 COS !Xt dt - 1(/) I cos
t J~ t _«>. t
.
11m -2 get) sin at dt "" 9(0+}. (13)
= L'" [/(t) /( -t)] I - ;os txl dt «-++"" 11: I) t

Proof. It suftkes to consider the case in which 9 is increasing OR [0, 6]. If IX > 0
= Etl f(l) 10'" and if 0 < h < lJ, we have

When a --+
-, dt

+ 00, the last integral tends to O. by the Riemann-Lebesgue lemma.

I cos at dt.
'I o
sin IlIt
g(t)-- at =
t o t
f6 [g{t) - g(O+)]-----~
sin at dt

+ g(O+) i sin -
- ctl dl + I" sin-
get) - txt dt
IV} TIlE DIRICHLET INTECIlALS
S o t • t
Integrals of t~e foem It
g(t){sin fl.t)!t tit (called Dirichlet integrals) play an im- = 11(<<, II) + l,.(a, II) + 13 (11,11), (14)
~rtant cole m the theory of Fourier series and also in the theory of Fourier
I?t~gral.s. The ~Ofl g in the integrand is assumed to have a finite right~hand let us say. We can apply the Riemann-Lebesgue lemma to 13(a.. h) (since the
h~lt 0(0+) = ~m,.. ~+ get) and we are interested in formulating further eon- S:
integral g(t)!t dt exists) and we find 13 (11.. h) ...... 0 as I! - +00. Also,
ditions on g which will guarantee tbe validity of the following equation:
12(a. II) = g(O+)
f " sin 0:1
dl
Jor-~ 9(1) sint ~ dt
lim 2 g(O+). o t
.-H «; 1t (12) lolll

To get an idea w~y we might expect a formula like (12) to hold, let us first consider
the case when g IS CQn~tant (g(t) = 0(0+» on [0. ~]. Then (12) is a trivial can-
= g(O+)
i ()
sin I
t
'll:
. - dt _ - g(O+)
2
Next, choose M > 0 So that Ij: (sin O!, titf < M for every b ~ Q Z 0, It follows
as IX - + x.

~quence of the equation Sa (sin I)/t dt = 11:/2 (see Example 3, Section 10.16).
that If:
(sin 0:1)/' dtl < M for every h ~ a 2:: 0 if ft > O. Now Jet f: > 0 be

I'" .
SInce

SInO! t d _
t-
i«1 . SIOld n:
I-'!o- aslX_ +00.
given and choose h in (0, tS) so that IO(h) 0(0+)1 < &/(3M). Since

o I II I 2 9(Z) - g(O+) ~ 0 if 0 S; t ~ 11,

More generally, if g e L([O, 0]), and if 0 < t < ~. we have we can apply Bonnet's theorem (Theorem 7.37) in 11(I!, II) to write

lim 2J~ g(l) Sin a.t dt

.. ~+wlt ~
. 1
= O. 11(0+)] - - , dr
sin at
= [g(h) - g(O+)]
[6 sin «t dr,
t ~c I
 316
Th.l1.10 317

where CE [0, h]. The definition of h gives us 11.10 AN INTEGRAL REPRESENTATION FOR THE PARTIAL SUMS OF A

11,«(1, h)1 19(h) g{O+)1 IJ..r' sin /Xt dtJ < 3M M

t
Il = ! .
3
(15)
FOURIER SEIUES
A function I is said to be periodic with period p :# 0 if I is defined on R and if
For the same h we can choose A so that cc ~ A implies
I(x + p) = I(x} for all x. The next theorem expresses the partial sums of a
Fourier series in terms of the function
113 (<<, h)1 < j and 11 Z(IX. h) - ~ g(o+)1 < ~. (16) Sin (11 + t)t if t :# 2m1l: (m an integer),
Then, for (X ~ A. we can combine (14), (15), and (16) to get DJt) = 1 +.~ cos kt =: 2 sin tl2 (17)
{
If: get) sn: tXt dt - ~ g(o+)/ < ,..
n+t if t = 2mn: (m an integer).

This fonnula was discussed in Section 8.16 in connection with the partial sums of
This proves (13). the geometric series. The function D~ is called Dirichlet's kernel.

A different kind of condition for the validity of (13) was found by Dini and TlletwtM 11.10. Assume that IE L([O, 2n]) and 3Ilppo&e that I is periodic with
can be described as follows: period2n. Let {a.} denote the sequence ofpaflial sums olthe Fourier series gtmerllted
Tlleorem 1l.9(DiIliJ. Assume tMt g(O+) exists ond 3Ilppose tlrmjor some f> > 0
by f, say
the Lebesgue integral .
3,,(X) = 2 + ~ (Ok cos kx +bt sin kx), (n = 1, 2, ...). (18)
. g(O+) dt
t Then we hatJe the integri;ol representation
exists. Then we have

.
hm -2
........ '" 11;
i
0
O
get) sin I%t dt
i
= g(O+).
SIlex) ~ (" f(x
n Jo
+ t) + f(x
2
- t) D,,(f) dt. (19)

Proof The F (lUrier coeificients ofI are given by the integrals in (7). Substituting
Proof Write these integrals in (18) we find

Io,get} sin at dt =
t
J' (I
9(t) - 9(0+) sin at dt + g({)+)
t
When a. ..... + 00, the first term on the right tends to 0 (by the Riemann-Lebesgue
r"" sint
Jo
t dl.
1 (::" I(t)
11: 10
{! + t
2 11:='
(cos kt OOS kx + sin kt sin kx)} tit
lemma) and the S«;ond term tends to 11l'g(0+ J,
NOTE. If 9 e L([a, f>]) for every positive a < ~, it is easy to show that Dini's
-
n
11 2

0
" f(t) -
2
{I"
+L
k~'
lXl$ k(t - x) tit} = -1f2" :It l)
f(t)D,,(t - x) dt.

condition is satisfied whenever 9 satisfies a "right-handed" Lipschitz condition at Since both I and D" are periodic with period 211:. we can replace the interval of
0; that whenever there exist two positive constants M and p such tbat integration by [x - 11:, X + n] and then make a translation u ;= t - x to get
10(1) - g(O+)1 < M{", for every tin (0, ~].
s,.(x) = 11"+'< t(t)Dn(t - x) dt
(See Exercise lL21,) In particular, the Lipschitz condition holds with p = I 1t ,l;-"
whenever 9 has a righthand derivative at O. It is of interest to note that there exist
functions whicb satisfy Dini's condition but which do not satisfy Jordan's con- = 1 f"_..t(X + u)D,,(u) duo
It
dition. Similarly. there are functions which Jordan's condition hut not
Dini's. (See Reference 11.10.)
Using the equation D,,( -u) = D,,{u). we obtain (19).
 311 D..IUI D..IU4 Cairo SS_IIIII'lliib>b> 319

lUI RIEMANN'S LOCALIZAnON THEOREM li'elies depend on the values which the functioo assumes throughout the entire
Formula (19) tells us that the Fourier series generated. by jwill converge at a point interval [0, 2Jt].
.:t if, and only if, the following limit exists:
· 2
1~- I"' f(x + t} + f(x - t) sin (n + l)t d t
(20)
It.ll SUFFlOENT OONDmoNS FOR OONVERGENCE OF A. FOU.RIER
SFJUJ!S AT /It. PA.R.TIa.JLA.It POINT
n ... .., x (l 2 2 sin it '
Assume. that f E L([O, h D and suppose that fhas period 2:Jl:. Considec a fixed x
in which case the value of this limit wiD be the sum of the series. This integral is
ellSeJltially a Dirichlet integral of the type discussed in the previous section, except
in [0, 2..] and a positive Ii Let <..
that 2 sin !t appears in the denominator rather than t. However, the Riemann- 9(1) f(x + t) + f(x - t) if t € [0, ';],
Lebesgue lemma allow$ Wi to replace 2 sin ;1 by tin (20) without affecting either 2
the existence or the value of the limit. More precisely, the Riemann-Lebesgue and let
lemma implies .s(x) = g(0+) _ lim f1_(x_+_D:~+~/(~x_----,-t)
2
lim 2 f"' (~ __ .I_)f(X + I) + I(x - t) sin (n + !)t dt = 0.
'-ll+
wheue'vet this limit exists. Note that sex) = fix) if lis continlKlllS at x.
...... 1t Jo I 2 Sm 1t 2
By combinin, 'I'heonmJ 11.11 with l'bcon::m:1r. I L8 and 11.9, respectively, we
because the function F defined by the equation
obtain the fOllowing sul&clent t:ond.itions for convergence of a Fourier series.
1 I ~ 11.12 (~. tal). Iff is (If bouRtIt:d variation alE the compact interval
( if 0 < t:$ 7l',
F(I) = l~ 2 SIn;1 [.:t ~, x + 0] for S01ItiI.! ~ <
t1wI t1ft. limit .1(;1) f!n!Jts Ulfd the Fourier series
'1:.
91!fft!1'Qted by f ctJmJeroes to sfX'). ,
ift = 0,
1'IlI!waI11.JJ (DiJIF;f tat). 1/ the limit $(x) aiR" tmd if the Lebesgue integral
is continuous 00 [O,7l']. Therefa«: the convergence problem for FoUl'ier series
amonnts to finding conditions on f which will guarantee the existence of the
following limit:
lim ~ C"' f(x + t} + f(x - t) sin dt. (2l) eXists for some /) < 11.
f ll

o
g(') - .(x) dl
t

then the Fourlu seria gaerated by f converges 10 sex).

" ... .., 1t )0 2
Using the Riemann-Lebesgue lemma once more, we need only consider the limit
in (21) when the integral J: is replaced by J~, wbere 0 juny positive number <n:,
lxcaWle the integral f: tends to 0 as n -+ 00. Therefore we can sum up the results
of the previous section in the following theorem:
T_,em 11,11. AsslIl'IU! that jE £([0, 2Jt]) and suppose f has period 211:, The-Tl
the FoUf'U!r :s:eries generated bJ' f will converge for (l given value of.:t if. and only if.
for some poai1ilJe 0 < If the following limit exist/;.-
11.13 CESARO SUMMABlLlTY OF FOUIUEIt SERIF.S
Continuity of a fWJCtion f is not a very fruitful hypothesis when it comes to
studying conve~ of the Fourier series gelrerated by f. In 1873, Du Bois-
Reymond gave an example of a function. I;ontinuous throughout the interval
[0, 2n], whose Fourier seric:sfail$ to converge on an uncountable subset of[O, 211:).
On the other band, continuity docs suflite to establish Cesaro summability of the
series, This result (due to Pep) and some of its. consequeooes will be disl;ussed

· -2
I1m f" f(x + t) + f(x - I) sin (n + 1)' ut
-'
(22)
next.
Our first task is to obtain an integral representation fot tile arithmetic means
.-.., 11. (I 2 t' of the partial sums of a Fourier smes.
in which CfJSe Ihe vulfIJe ofthis limit is Ihe SUm of the Fourier series. ~ 11.14. A33tJ1ne: thD:t f e L([O, 211:]) and suppose that f is periodic with
This theorem is known as Rieman,ltlloCDlization theorem. It tells us that the period 2n. Ut s,. denote the mh panitJt min of Ihe Fourier 1eries generated b.v f and
convergence or divergence of a: Fourier series at a particular point is governed Jet
entirely by the behavior off in an arbitrarily small neighborhood of the point. {f,,(X) = :..':'.'-'-'---"'-'---'---,--"~'-.:. (n = 1,2, ... ). (23)
This is rather surprising in view of the fact that the coefficients of the Fourier n
 !Ir
··
l
...... 11.14
i·.·.~·.· .j
,. 1
n.ll.16

"

,:. . because of (25). On [il. It] we have

Then we baoe 1M integral representation
.~ i .! It: g...,(1) :~~2 jnt tltl S 1 [" lu.JOI dt s: !~ ,
qJ..x) = ..!.. [" lex + t) + lex 2
t) sin int dt. (24) ]n:ll: d 5m 2 it mt J~ lin
nn: Jo 2 sin 2 1't
where lex) = fo
Ig,,(t)1 dt. Now choose N so that I(x)!(N 11:
2
5in -liS) < e/2. Then
p/,{)()! If we use the integral representation for 3,,(X) given in (19) and form the n ;;:: N implies
sum defining O',,(x). we immediately obtain the required result because of formula
(16). Section 8.16. lu,,(x) .~(x)1 = I.! [" (i,,(') Si~22 int dtl < £.
Inlt Jo sm it !
Na:m. Ifwe apply Theorem 1J .14 to the constant function whose value is I at each
point we find l1.(x) = s,.(x) = I for each n and hence (24) becomes In other words, (f,,(x) -+ sex) as 11 -+ 00.
lfjis continuous on [0, 2n], then, by periodicity, lis bounded on R and there
-1 f." -sin]-i".1
dt 1. (25)
is an M such that !g;o-(t)! :s; M for all x and t, and we may replace ItX') by reM in
nn 0;) sin l tf the above argument. The resulting N is then independent of x and hence If. -+ S =I
uniformly on [0, 21t].
Therefore, given any number s. we can combine (25) with (24) to write

11,,(x) - S =.l:- r {lex + t) + lex - t~

lIn Jo
x

2
_ :o} si~22+lIt dt.
sm !t
(26) 11.14 CONSEQUENCES OF FEJER'S THEOREM
Tlu!orem 11.16. Let I be contintwUS (Jlf [0,2n:) and periodit with period 27t. Let
If we Qn choose a value of s such that the integral on the right of (26) tends to 0 {s.} denote the sequence 01 partial sums of the Fourier series generated by f, say
as 11 -+ 00, it will follow that O',,(x) -+ Ii as n ...... 00. The next theorem shows that it <0

sutfices to taku U(x+) + [(x- )J/2- f(x) ~ a(l

2
+ L: (a. ~()S nx + b" sin nx).
n=\ .
(28)

Deorwm 11.15 (Fqe,J. Assume that IE L([O. 2n}) wuJ suppose that [ill periodic
Then we have.-
with period 211:. Define a function s by theJollowing equation:
a) l.i.m...... '" 8. = I on [0, 21t].
+ + [ex
sex) = lim [ex
t~O+
t)
2
- t) • (21)
b) l J;1., I/(x)12 dx
;r 0
= ~+
2
t (Q~ + b~)
OF 1
(Parseval'slormula).
whenever the limit c.tisls. Then, lor each x Jur which s(x) is d!"jirIed, the Fourier
seriu generated by I is Ce.o summllble 0110 has (C, l) 311m 8(x). That is, we have c) The Fourier series can be integrated term by term. That ill, for aU x we Iulve

lim <I.(x)
...... .., (x), t'" I(t)
J
(I
dl
2
+ t J"
,,=1 0
(a" c()s nt + b. sin tit) dt,

where {<I,,} ill the sequence oj arithmetic means defined by (23). If. in addition.! is
the integrated series being uniformly convergent on every imen'fll, €t'f!n if the
continuous on [0, 21t], then the sequence {O',,} converges IIIdformfy to f on [0, 211].
Fourier series in (28) diverges.
Proof Let g",(/) = [/(x + t) + J(x - 1)]/2 - s(x), whenever s(x} is defined. d) if the Fourier series in (28) converges lor some x, then it converges to I(x).
Then g.,(t) - 0 as t -+ 0+. TherefoTe, given IJ ::> 0, there is a positive ~ < 11
such that IgJt)1 < &/2 whenever 0 < t < S. Note tha.t b depends on X as well as Proof Applying formula (3) ofTheorem 11.2, with IM(X) .. uJ.x) (I I,,) L:::~,f~(X),
on 11. HOWe\lef, if I is continuous on [0. 21'/.], then f is unifonnly continuous on " we obtain the inequality
(0,2:11:], and there exists a 8 which serves equally well for every x in [0, Dr]. Now
we use (26) and divide the interval of integration into two subintervals [0. "] and
[l5, ll:]' On [0, 8] we have
f:" I/(x) - s"(x)l~ dx :s; tZl< j/(x} - 0".(.-.:)1 dx.
2 (29)

I I'
But, since (1. - . !uniformly on [0, 211J, it follows that I.i.m."_,,, <1. =! on [0, 2n:J,
.!- g,,(t) si~Z lilt dt) 5 I: " Si~2 int dt = e, and (29) implies (a). Part (b) follows from Ca) beca use of Theorem 11.4. Part (c)
1t1t (l sm 2 !t 2m!' 0 sm:/; tt
 323
D.l1.l7

also follows from (8), by Theorem 9.18. Finally, if {sileX)} converges fot some x, wherea:" "" (a" - ib,J/2andP. = (a. + ibJ/2. Ifweputllo = Ql;./2andl'L" = fl.,
then {u,,(x)} must converge to the same limit. But since u.(x) -+ f(x) it follows we can write the exPonential form more briefly as follows:
that six) -+ f(x), which proVelI (d).

tUS THE WEIEItSTRA&'J APPROXIMATION THEOREM

The formulas (7) for the coefficients now become
Fe,ier's theorem can also be used to prove a famous theorem of Weierstrass which
states that every continuous function on a compact interval can be uniformly II" = -1 J:b f(t}e- . dtW
(n = 0, ±l, ±2, ... ).
approximated by a polynomial. More precisely, we have: 2n 0

TIutoH!m 11.17. Let f be rea["",a/ued and continuous on II compact interval [a. b]. Iffhas period 2n, the inteEVat of integration can be replaced by any other interval
TherJ for every 11 > 0 there is a polynomial p (which nmy depend on 8) such that oflength 2n.
More generally, iiflE L([o, p]) and iff bas period 11, we write
If(x) - p(x)1 < e for every x in [a, b]. (30)
Proof If t t [0, 1t). let get) = f[a + t(b - a)/1I:]; if
t e [1t, 2n]. let g(t) = f(x) - ~
a + i-- ( 2'1fllX • 2nnx)
~ a. cos - - + b. sm ---
f[a + (21r - t){b - a)/1t] and define 9 outside [0, 2n] so that 9 has period 2n". 2 .. ~I P P
For the t given in the theorem, we ean apply Fejer's theorem to find a function 6 to mean that the coefficients are given by the ronnu!as
defined by an equation of the form
N a. = -211' f(t) cos 211:1'
_. 11 di,
q(t) Ao + L; (Ai COS kt + B. sin kt) P /) P
*~1

such that 19(t) - 0(/)1 <: 8/2 for every t in [O,2nJ. (Note that N. and hence 6, b. =2 J" . ant
f(t) SJrl -
PoP
- dt (n 0, 1,2, . .,).
depends on 8.) Since a is a tinite sum of trigonometric functions, it generates a ,
power series expansion about the origin which converges uniformly on every finite In exponential form we can write
interval. The partial sums of this power series expansion constitute II sequell('C of
polynomials, say {p,,}, such that P" -+ a uniformly on [O,2nJ Hence, for the: f(x) - L:'"
.-e-tJO
a..e1..iOJ<'p,
same tl, there exists an m such that
where
!p",(t) - 0(1)1 <: I; •
2
for every t in [O,2'1f]. «.. == 1
P 0
J"
f(t)e-hillt/l' dt, if 11 = 0, ± 1, ± 2, H ..

Therefore we have All the convergence theorems for Fourier series of period 211: can also be applied
Ip.(l) - g(l)1 < t, for every tin [0, 2nJ (31) to the case of a general period p by making a suitable change of scale.
Now define the polynomial p by the formula p(x) p.[K(x - a)J(b - a)]. Then
inequality (31) becomes (30) when we put t "" 7t(x - a)/(b - a). JUT THE FOURIER INl"EGIlAL THEOREM
The hypothesis of periodicity. which appears in all tbe convergence theorems
11.16 01HER FORMS OF FOURIER SERIFS dealing with Fourier series, is not as serious a restriction as it may appear to be at
first sighL If a function is initially defined on a finite interval, say [a, b], we can
Using the formulas
always extend the definition offoutside [Q, b] by imposing some sort of periodicity
condition. For example. iff(o) = f(b), we can definefeverywhere on co, + IX)
by requiring the equation f(x + p) f(x) to hOld for every x, where p = b o.
the Fourier series generated byf can be expressed in terms of complex exponentials
(The condition f(a) = feb) can always be brought about by changing the value
as follows:
off at one of the endpoints if necessary. This does not affect the existence or the
«l

f(x) ~ +}' (a.. cos nx + If" sin ftx) '"

~o + ~ (~fllU + fJ,.e-11fX,), values of the integrals wbich are used to compute the Fourier coefficients of f}
2 *1 However. if the given function is already defined everywhere on (- 00, + 00) and
324 TIl. 11.18 TIl. 11.19

is not periodic, then there is no hope of obtaining a Fourier series which represents Thus we have established (33). If we make a translation. we get
the function everywhere on ( - 00, + 00). Nevertheless, in such a case the function

S
can sometimes be represented by an infinite integral rather than by an infinite series. ~ f(x + t) sin Ott dt = f"" feu) sin "xl du,
These integrals, which are in many ways analogous to Fourier series, are known as _'" t _"" u - x
Fourier integrals, and the theorem which gives sufficient conditions for representing
a function by such an integral is known as the Fourier integral theorem. The basic and if we use the elementary fannula
tools used in the theory are, as in tbe case of Fourier series, the Dirichlet integrals
and the Riemann-Lebesgue lemma. sin (l(u
U
x) =
---'----'-
X ~ II
f" cos v(u - x) till,

T4et:trem 11.18 (Follrieritllegr"ltheOl'em). Assume thatf E L( - 00, + (0). Suppose

there is a point x in R and an intenlal [x - lJ, x + 0] about x meh that either the limit relation in (33) becomes

a) lis oj bounded variation on [x

or else
d, x + 6J,
.~~~, ; f:a> feu) [S: eos v{u x) d~] du = '...-::-----,,----,,-,,- (34)

b) hoth limitsJ(x+) and f(x-) exist and both Lebesgue integrals But the formula we seek to prove is (34) with only the order of integration rever:sed.
+ By Theorem 10.40 we have

exist.
f 6

o
f(x t) - f(x+) dt
t
and dt

f: [S:ro feu) cos v(u - x) tIu] dv = f:~ [tI(U) cos ~u - x) dllJ till
Then we have the formula for every tl > 0, since the cosine function is everywhere continuous and bounded.
Since the limit in (34) exists, this proves that
/(x+) + f(x-) = ! roo [fro /(u) cos v(u - x) dUJ dv, (32)
2 TI. Jo -«l
lim -l fll[f"" ]+
feu) cos v(u - x) till dlJ =.f(x+...:-,---''-'-----'
the integral jQ' being an improper Riemann integral. .-+", 1t 0 -w 2
Proof, The first step in the proof is to establish the fol[owing; formula: By Theorem 10.40, the integral f-:? 00 feu) cos v(u - ;t) du is a continuous runclkm
of v on [0, ex], so the integral J;f in (32) exists as an improper Riemann integral.
«~~'" ~ f:", I(x + t) SiD at dt =
t
2 (33) It need not exist as a Lebesgue integraL

For this purpose we write

+ t) sin <xt tit

1tl f-GIl- + fO
ili

-.I
f.l ["
+ + 0 Jd .
11.18 THE EXPONENTIAL FORM OF THE FOURIER INTEGRAL mEOREM
T1uwrem llJ9. If I satisfies the hypotheses of the Fourier integral theorem, then
weha»e
When IX --Jo + 00, the first and fourth integrals on the right tend to 0, because of
the Riemann-Lebesgue lemma. In the third integral, we can apply either Theorem
1 L8 or Theorem 1l.9 (depending on whether Ca) or (b) is satisfied) to get
[ex +) + f(x-:- )
2
1
211"
lim
'-+00
f· [-foo
_II: -00
.
!(u)t!"'·-Xl au J liv. (35)

...
·
I 1m fd j'X
"'( + t ) -
sici -
rxt d t"= f(x+)
-- .
!
Proof. Let F(v) = J:::."!(u) cos v(u - x) du. Then F is continuous on
• -+", 0 7I:t 2 ( - 00.+ (JJ), F(u) F( -v) and hence J~II F(v) dv "" fa v) dr) J~ F(IJ) au.
Similarly, we have Therefore (32) becomes

f.l·/(x -
fo
-.I
fey;
Sill /Xt
+ 1) - - til =
11:1 0
sin /Xl
t ) - - dt ....
1I:t 2
aslX-++oo. l
'II.~'
f(x+) +
2
lim -1
«-++wn
f" F(v) dv
0
lim
"'~+'"
I
21t
S"
_II
F(o) dv. (36)
 ,
..

'I
u and v are real, we can write
Now define: G on ( - 00. + 00) by the equation
G(v) = L"'.. feu) sin V(U - x) du.
fa'" e-"Yj(x) dx = L'" e-i"ve-x"/(x) dx L'" e-i"",p..(x) tIx,
=

where rP..(;t) = e-""f(x). Therefore the Laplace transfonn can also be regarded
Then G is everywhere contlnuo\ls al)d G(II) = - G( - pl. Hence J~ 0(0) dv .. =0 as a special case of the exponential Fourier transform.
for every ll, so lim.._ +", j~ .. G(o) d» = Q. Combining this with (36) we tind
NOTE. An equation such as (37) is sometimes written more briefly in the form
f(x+) + f(x-) lim 1 f"{F(II) + W(Il)} till, g = :k'(f) or 9 = .J(/. where f denotes the "operator" which convertsfinto g.
2 "-+ro 2n _" Since integration is involved in this equation, the operator :£ is referred to as an
integral operator. It is dear that :K is also a linear operator. That is,
This is formula (35).
f(tld! + a,.f,) = il1:Kfl + a2:£j~,

11.19 .INTEGIl.i\.L TRANSFORMS if al and 6: are constants. The operator defined by the Fourier transform is often
denoted by , and that defined by the Laplace transfonn is denoted by .!l'.
Many functions in analysis can be expressed as Lebesgue integrals or improper
Riemann integrals of the form The exponential form of the Fourier integral theorem can be expressed in
terms of Fourier transforms as follows. I.et!1 denote the Fourier transform off,
= f:"" (37) so that
gtv) K(x, y)f(x) dx.

A function g defined by an equation of this sort (in which y may be either real or
o(u) = f:", f(l)e-
il
• dl. (38)

complex) is caned an integral transform off. The function K which appears in the Then,. at points of continuity off, formula (35) becomes
integTilnd is referred to as the kernel of the transform.
Integral transforms are employed very extensively in both pure and applied
mathematics. They are especially useful in solving certain boundary value Pl'ol>-
f(x) Hrn
" .... +,.,
I f"
2n _.
g(u)"...• du, (39)

tems and certain types of integral equations. Some of the more commonly used and this is called the inversion formula for Fourier transfonns. It tells us that a
transforms are listed below: continuous function f satisfying the conditions of the Fourier integral theorem is

Exponential Fourier transform : f:., e-i.rYj(x) dx.

uniquely determined by its Fourier transform g.
NOTE. I f ' denotes the operator defined by (38), it is customary to denote by,-l

Fourier cosine transfonn: L'" cos xy.f(x) rlx. by writing g fFf and I ,-l
the operator defined by (39). Equations (38) and (39) can be expressed symbolically
g . The inversion formula tells us how to solve
the equation g = !Flfor:fin terms of g.
Fourier sine transfonn: J:" sin xyf(x) dx. Before we pursue the study of Founc:r transforms any further, we introduce a
new notion. the convolution of two functions. This can be interpreted as a special
kind ofintegral transform in which the kernel K(x, y) depends only on the difference
Laplace transform: J)'" e-""/(~) dx. x - y.

Mellin transfonn: L,'" x,-lf(x) dx. 11.20 CONVOLUTIONS

lkjilritiotl 11.20. Given two functions I and g, both Lebesgue integrable on
Since e-/XI = cos x)' i sin xy, the sine lind cosine transforms lire merely (- 00, + 00), let S denote Ille set of xfor which Ihe Lebesgue integral
special cases of the cxponential Fourier transform in which the functionfvanishes
on the negative real axis. The Laplace transfonn is also related to the exponential
Fourier transform. If we consider a complex value of y, say y = u + iv, where
ll(x) = f:", f(t)g(x - I) tit (40)
 n.11.21 Th. 1l.:t3

exists. This integral defines a function h on S called the convolution ofI and g. We Proof. Since I. 9 9 • f, it suffices to consider the case in which 9 is bounded.
also write h = I"!l to denote Ihis lunction. Suppose 1,1 s: M. Then
NOTE. It is easy to see (by a translation) that I'" 9 = 9 .. f whenever the integral ,f(t)g(x t)l:S: MI/(t)l, (43)
exists.
The reader can verify that for each x, the product I(t)g(x - t) is a measurable
An important special case occurs when buthfand 9 vanish on the negative real function of t on R, so Theorem 10.35 shows that the integral for hex) exists. The
axis. In this case, g(x - t) == 0 if t > x~ and (40) becomes J
inequality (43) also shows that Ih(x}1 5 M IfI, so h is bounded on R.

h(x) = s: f(t)g(x - t) dr. (41)

Now if Uis also continuous on R, then Theorem 10.40 shows that h is continuous
on R. Now for every compact interval [lI, b] we have

It is clear that, in this case, the convolution will be defined at each point of an f,Ii(X)' Jx s: fU:.., If(t}llg(x - t)l dt]a'X
interval [a, bJ if both/and 9 are Riemann-integrable on [a, b]. However, this
need not be so if we assume only that I and 9 are Lebesgue integrable on [a, b].
For emmple,let
= s:", 1/(1)1 [J: Ig(x - t)1 d.~] lit
/(t)
1
= Ii and get) =-== if 0 < t < 1, f~<p If(t)1 U:~tl Ig(Y)1 dyJat
and Ietf(t) = g(t) = 0 if t :S: 0 or if t ~ L Then/has an infinite discontinuity at
I O. Nevertheless. the Lebesgue integral J~,,,J(t) tit = fl, r 1!2 dt exists.
s: s~w 1/(t)1 Jt f~<o luCy)1 dy,
Similarly, the Lebesgue integral f~", g(t) dt
9 has an infinite discontinuity at t
n
(I ~ 1)-1/2 dt exists, although
I. However, when we form the convolution so, by Theorem 10.31, h E L(R),
integral in (4O) corresponding to x I, we find Theorem 11.21. Let R = (- 00, + 00). Assume that IE Il(R) and 9 E e'eR).

S:", /(I)g(l ~ t) dt = s: t -1 dt.

Then the convolution integral (42) exists/or each x in R and thelunction It is bounded
on R.
Proof For fixed x, let Ux(t) = g(x - t). Then Dz is measurable on Rand
Observe that the two discontinuities of I and 9 have "coalesced" into one dis- e" E Il(R), so Theorem 10.54 implies that the product!· Dex; €
L(R). In other words,
continuity of such nature that the convolution integral does not exist. the convolution integral hex) exists. Now h(x) is an inner product, hex} = (f, g::<),
This example shows that there may be certain points on the real a:xis at which hence the Cauchy-Schwatz inequality shows that
the integral in (40) fails to exist, even though both/andg are Lebesgue-integrable
on ( - rc, + 00). Let US refer to such p<lints as "singularities" of II. It is easy to 1 Ih(x)! s: IIIII Ile,,1t = 11I11 lull.
show that such singularities ca.nnot occur unless both! and D have infinite dis- so II is bounded on R.
continuities. More precisely, we have the following theorem:

1'IIeorllm 11.21; Let R = (- 00, + 00). Assume that f E L(R), D E L(R), and that
11.21 THE CONVOLUTION mEOREM FOR FOURIER TRANSFORMS
eilher for, is bounded on R. Then the CQnlJOlution integral
The next theorem shows that the Fourier transform of a convolution I'" 9 is the
,
h(:;f) S:"" I(t)g(x - t) dt (42) product of the Fourier transforms ofland of g. In operator notation,

exists for etJefY x in R, and thelunction " so defined is bounded on R. if, in addition,
the bmmdedlunction! or D is continuous on R, then h is also continuous on Rand
I Y(f ... g) = :F(f)' :F(g).

T/reorem 11.21. Let R = (- 00, + 00). Assume that / E L(R), 9 E LtR), ami that
he L(R). at least olle 01f or !I is continuous and bounded on R. Lei h J~lWte the convolution,
 Th.tI.n 331

h =!. g. ThenIN erJery real u we have Since the function k defined by k(x, t) = g(x t} is continuous and bounded
on R 1 and since the integral f: e-"" dx: exists for every compact interval [a, b],
L"", h(X)e-i- dx = (S:", !(t)e-It" dt) (f~", g(y)e- ly" dY). (44)
Theorem 10.40 permits us to reverse the order of integration and we obtain

The integral 011 the left exists both as a Lebesgue integral and as on improper
f:", I(t)f.(t) dt = s:~" e- 1aJI
[S:", f(t)g(x - t) dr] dx

f-.o.""
Riemann integral.
e-''''"II(x) dx.
Pr{)()j. Assume that 9 is continuous and bounded on R. Let {a.,} and {b..l be two
increasing sequences of positive real numbers such that all .... + 00 and b.. ..... + 00. Therefore, (46) shows that
Define a sequence of functions {I.} on R as follows:
lim Jr.. h(x)e-'·" dx = (f'" /O)e- ivr dt) (fOO g(p)e- i
.,. dY ).

J
"~ 1u n-+r.o- -.d~ ...-<lQ
11..1) -<fA e- g(x - t) dx.
-<0.

which proves (44). The integral on the left also exists as an improper
Since Riemann integral because the integrand is continuous and bounded Qn Rand

1" Ie-i." g(x - t)1 dt ~ f'" Igf

s:Ih(x)e-iIfXI dx:s; f:'..
lhl for every compact interval [Q.b].
• ~-w As an application of the convolution theorem we shall derive the following
pro-perty of the Gamma function.
for all compact intervals [a, b], Theorem 10.31 shows that
Example. If p :> 0 and q > 0, we have the fonnula
lim f,,(t) = S'"" e- i .... g(x - t) dx for every real t. (45)
I X,,-10 X)4-1 fix = r(p)r(ql. (47)
"-1iilO -(10.
~U
[
r(p+q)
The integral 01\ the left is called the Bela/unction and is usually denoted by B(p, q). To
prove (47) we let
'f 0
1'-1 -t
/,.(/) = {1o e I I:>
if/sO.
,

Then!" e L(R} anel f~w !,At) dt It t,,-le- t dt = r(p). Let Ii denote the convolution,
h "" I" .. J.. Takitlg II in the convolution formula (44) we find, if p :> 1 or q > I,
M (]

f:", h(x) dx = flO., !,(O dt L"'.., ~(y) dy np)nq). (48)

Now we calculate the, intesra! on the left in il.IIolher way. Since both /p and h vil.IIish on

l/(t)!..(t)! ~ I/(t)l f:", 1,1.

tile neptive real axis, we have '

the product I·!.. is Lebesgue-integrable on R, and the Lebesgue dominated con-

It(x) =
J
C: !,(t)!.(x _ t) dt '" floe-x; I: t"-I(X - t),,-I dt if x :> 0,
if x s o.
vergence theorem shows that
The change of variable t = ux gives us, for x :> 0,
(46)
h(x) .. e- Xx P+4'-l L 1
"",-1(! - 1l)4'-1 dll = e-X;x;P+4- 1B(p, q).

But
ax ,. s: ax ..
B(p, q)f(p + q) which, when

[r:.
Therefore I~", h(x) B(P. q) e- x xJI+ Q- 1

S~", f(t)J.(l) dt f~,,> f(l)

used in (48), proves (41) if p > 1 or q :> I. To obtain the result for p :> O. q :> 0 use
e-'''''9(X t) dX] dt. the relationpB(p, q} .. (p + q)B(p + 1. q).
 n.U.'l4

11.21 THE POISSON SUMMATION FORMULA

variation on [0,n A similar argument shoM that F is also ofbounded variation
on [ -!-, 0], By periodicity, F is of bounded variation on eveIY compact interval.
w~ co~clude this, chapter with a ~iscussion of an important formula, called Now consider the Fourier lieries (in exponential form) generated by F. say
PtJl830n 1I summatiOn formula. which has many applications. The fotntula ... «>

can be expressed in different ways. Fol' the applications we have in mind the F(x),..,. I.:
,,;i;;lI_«;
«".eZtt.IIIX.

foUowing form is convenient, •

Since F is of bounded variation on [0, I] it is Riemann-integrable on [0, 1], and
~. . 11.2.4. Let I b: a non~e.qQtive lunctiem n«:h that Ihe integral J,:: «> I(x) dx the Fourier coefficients are given by the formula
eXists as tl1I Improper Rremtl1ln Integral, Assume also thilt f increases on (- 00, 0]
lind decreases on [0, + 00). Then we haDt!
E '!(m+) + f(m-)
«" = f: F(x)t-:z al.'" dx. (51)

(49) Also, since F is of bounded variation on every compact interval. Jordan's test
m=-.. 2
.' shows that the Fourier $eries converges for every x and that
each series being absolutely convergent.
Proof. The proof makes use of the Fourier expansion of the function F defined
F(x+) +f(x.-) =
2 ft--""
a"e z",-. t (52)

by the series
+'" To obtain the Poisson summation formula we express the coefficients a. in
F(x) = :E
m=-«;.
f(m + x). (50) another form. We we (50) in (51) and integrate term by term (justified by uniform
convergence) to obtain
First we show that tbis series converges absolutely for each real x and that the
coQvergence is uniform on the interval [0, I]. «" = .. ~'" S: f(rn + x)e- 2
"j"x dx.
Since f decreases on [0, + 00) we have, for x <::: 0,
N . N • The change of variable t = m + X gives us
+ I;/(m} s.. f(O) + Jooo l(t) dt.
"'~<C 5:+
"[;o[(m + x) [(0) 1
= S~.., [(t)e-bi... dt,
5,
2
«" == l(t)e- '''ot dt
Therefore. by, the Weierstrass M-test (Theorem 9.6), the series 2.::~(}f(m + x)
convel"8es umformly on [0. +00). A similar argument shows that the series since ebi.- == I. Using this in (52) we obtain
L.:~ ",J(m + x) converges uniformly on (-00, I). Therefore the series in (50)
converges for all x and the convergence is uniform on the intersection F(x+) i F(x-) = .t", {S~", !(l)e- 2 "'Ol dt} e2"Pu. (53)
00, 1] (J [0, + 00) = [0, 1].
When x == 0 this reduces to (49).
The sum function F is periodic with period 1. In fact, we have F(x + I) "" NOTE. In Theorem 11.24 there are no continuity requirements on f However, if
'f;:;:-'" !.(m + x + I), and this series is merely a rearrangement of that in (50). ! is continuous at each integer, then each term [(m + x) in the series (50) is con-
$mce aU Its terms are nonnegative, it converges to the same sum. Hence
tinuous at X = 0 and hence, because of uniform convergence, the sum function F
F(x + I) = F(x), is also continuous at O. In this ease, (49) becomes

Next we show that F is of bounded variation on every compact interval. If

"~<D fern)
+ro
= .~'"
+'" S'" f(t)e-ld"; dr.
(54)
o 5, x 5, ~, then I(m + x) is a decreasing funclion of x if m ~ 0, and an in-
-.c

creasing function of x jf m < O. Therefore we have

The monotonicity requirements onlcan be relaxed. For example, since each
0:: .... 1
member of (49) depen~s linearly anf, if the theorem is true for II and for /1. then
F(x) = :E f(m + x) - :E {-[(m + x)}, it is also tfue for any linellJ: combination ad, + ad,.· In particular, the formula
m=O ~~-~
holds for a complex-valued function [= u + iv if it holds for u and 11 separately.
so F is the difference of two decreasing functions. Therefore F is of bounded
 EsJmIIIe 1. Tr.rms{omrtItion/OI'/Nlkl/OI'the tltelll/um::tion. The theta function (J is defined
The sum on the left is a geometril; series with sum l!(e" I). and the integral on the right
for all X :> 0 by the equation
+'lO
+ 21rin). Therefore (58) beeomes
is equal to 1/(a:
9(x) L e-""''''.
!+ 1 . . ! + f::t.«
~ (_I_~~~~ + .~~~~~~_I~)
"=-'110
2 e" - I oc + hilt IX - 2'1dn '
We sha1I use Poisson's formula to derive the transformation eqUll.tion
and this gives (57) when DI is replaced by 2:r:.
B(x) J~ 8(~}' for x > o. (55)

For fixed If :> 0, let/(x) = e-~ for all RIll x. This function satisfies all the hypoth-
esis of T'hcorem 1J.24 and is continuous cveI)'Where. l1Icrcfore. Pois.son's formula
implies
Orf.ho&oaal S)1I1mlS
(56)
11.1 Verify.that the trigonometric s)'Stem in (I) is orthonormal on [0. 211:].
The left member is {}(<<J1£). The integral on the right is equal to 11.2 A finite collection of functions {IPo. fJh •••• , ...} is said to he linearly indepeRtknt
on [a. b I if the equation

J-""'"
where
e-·'ie2"'''' dt = 2 r'" e-
JlJ
Itf
% cos hnt dt "" 1 ('"e-",i COS 2n/U: dx
Jo *-
= 2_ F( n~)
.Ja..Jrz
..
~ CII'a<X) '" 0 for all x in [a. b]

implies Co CI'" ...... c", ... O. An infinite collection ill called linearly independent on
F{;v) = it>'; COlI 2:r:y dx. ((1, b] jf every finite ~~ is linearly independent on Ia. b]. Prove that every orthonormal
system on (tl. b] is linearly independent on [a, b].
But F(y) = t.J;e- r (see Exen;ise 10.22). so
11.3 This exercise describes the Gmm-SdImidt procell8 for oonverting any linearly inde-
pendent system to an orthogonal system. Let {fo.Ii•... } be a linearly independent
system on [0, h] (as defined in Exercise 11.2). .Define a lle'W' system {go. 9h ••. } recur·
sively as follows:
Using this in (Sfi) and taking a. = l'tX we obtain (5$). r

Eumple:z. Ptlrtitd-/ractiM decomposition olooth x. The hyperbolie cotangent, coth x,

go = /0. tJr+1 = /,+ 1 - L
.t~L
0llla
is defined for x "if:. 0 by the equation
wbeM III = (/,+1' 91>/(91)91) if h'I:!1 ::I- 0, and tit, 0 if Ig,,~ O. Prove that g.+1 is
1 e 2 ;r + orthogonal to each of 9o, 91•... , tJ.. for every 11: :li:: O.
oothx = ---.
e Z% - 1 11.4 Refer to Exercise 11.3. Let (/.g) ... J~d(t}g(/) dt. Apply the Gram-Schmidt
We shall use Poisson's formula to derive the so-called partial-fraction decomposition process to tbuystem of polynomials U. t, t 2 , .. • } on the interval (-1, I] and sbowthat

1 '" 1 91(r) = I, g·it) t2 - t, fh,(t) ... t 3 - it. g",(t} = t4 - ~t2 + fi·

coth x = x- + 2x I:t
"'" Z
x + Z2"Z
(57)
n.5 a) Assume I IE R on (0, 2:11:1, where lis real and has period 21t. Prove that for every
for x > O. For fixed ill > 0, let 0 then! is a continuous function 9 of period 21[ such that 11/- gil < e.
l! ;.>
Hifft. Choose II. partition p. of {O, 2:11: Jfor which 1satisfies Riemann'5 condition
f{x) = {e-- if x ~ 0, U(P,f} L(P,f} < e and construct a piecewise linear 9 which agrees with /
o ifx < O. at the points of Pr
Then 1dearly satisfies the h}-pQlheses of Theorem 11,24. Also.! is continuous everywhere b) Use part (Il.) to show that lllwrem 1l.16(a). (b) and (c) holds if {is Riemann
except at O. where /(O+} = 1 and 1<0- ) O. TheId'ore, the Poisson formula implies integrable on [0, 2.Il:].

1- + t e-- =.]:;1.1C LOO e-",-2JJ:I.f dt. (58)

lUi In tbis exercise all functions are assumed to be continuous on a compact interval
[li. b]. Let {'o. fit .... } be an orthononnal system on [a. b].
a) Prove that the following three statements are equivalent.
 J) (j; ",;, (g, ",.) for all n implies f = g. (Two distil1ct continuou!l functions Trigonometric Fourier series
cannot bave the same Fourier coefficients.) U.8 MUlDe tillltf.; L([ -1t, aD
and thatlhas period 211'. Show that the Fourier !ieries
2) (j; ",.) 0 for alIn implies I'" O. (Ibc only continuous fllnction orth()gonal generated by lassumes the following special forms under the conditions stated:
to every ". is the zero functiQn.) a) If I( -x) = I(x) when 0 <: x <: fl, then
3) If T is an orthonormal sel on [0, bj such that {Po, "1>'" } s:: T, then
h'o. '11> ••• } '" T. (We cannot enlarge the orthooonnal set.) This property is I(x) .... Qo
2."1
'"
+ :E a" 00ll 11.1:, where a" =- 2.("
11:0
I(t) cos fit dr.
described by saying that {f'o, fl'h' .• } ill maximal or complete.
b) l.cl: ,,;'x) = e l =,..JZ1f for" an integer, and vcJ:iIy that the:set {'It.. ; If e Z} is com-
b) H I( - x) = - I(x) when 0 <: x < 1!, then
p1ere 00 every interval of length 2:11:.

11.7 If x ~ R. and n = 1.2•••. • let!.(x) ~ (Xl - tr and define

I(x) - E""
n'"
b. sin nx,
I'
where b. =- 21"
ll: 0
I(t) sin 1ft dI.

In Exercises 11.9 through 11.15, show that each of the CXpansiODli is valid in the range
vr/.x) = J, ;,.(x) = _1_ t::')(x). indicated. Suggestitm. Use Exercise 11.8 and 1beorem 11.16(c) when possible.
2"1I!
'" .
2 .t...,;
It is clear that
first few are
-i" is a polynomial. This is c:a.1led the Legendre polynomial of order n. 'The 11.9 a) X:I1:
""~"
"':;,;;1 11,
if 0 <: x < 2:11:.

IMx) x, ~J.(X) = txZ - t. b)

x2
= I%X -
1[2
- + 2 L cosn nx
""
-2- , if 0 :s;; x ~ Zn.
2 3 "=1
;3(X) i.r 3
- ix. ; ..(x) = ¥x4 - 11x
2
+ t.
NOtt. When;l'; 0 this gives '(2) = 1t
1
/6.
Derive the following properties of Legendre polynomials:

ft) .:Ax) = Xf.~-I(X) + n;._l(x), 11.10 11) ~

4
= i: sin
II~'
(2" - 1)X.
Zn - 1
if 0 <: x < 1r.

b) 4+,,(x) "" X;._I(X)

x2 -
+ - - ;._I(X),
n
1 ,
b) x =~_ ~
2 1t
t
.=1
cos (2n l)x
(2n - 1)2 '
if 0 ~ x ~ 1t.

c) (n + 0;.+ lex) ... (211 + l)xf.(x) - n;._l(X)' ~ (_1)"-' sin fiX

n.n
d) ;. satisfies the differential equation [(1 - x 2 )rT + n(n + 1».· = o.
II) X 2L.."
.=. n
, if -11: <: x <: 11.

e) [(I - )(2) 4(x)]' + [m(m + 1) - n(n + 1)];..(x);.(x) = 0, if -11 ~ x :5: 11:.

where A = ~JI;~ - ~",;~.
o TheSC! (;O';b ;2"" }isorthogonalon [-1,1).
l
Jl 11.12 x':: ~ 11'2 + 4 i: (COS 2"X _ 1r sin llX) , if 0 <: x <: 21r.
g)
I-I
fin:1 dx == 2. -
+ 1
1
-1
:1
f"-l dx.
3 J1'" 1 n 11

h) JI ;:
-1
dx -
2"
2
+1
•
11.13 a) cos

.
X

2 4~ cos!nx
if 0 <: x < 7l.

b) !lin X = - - - L.t ----, iro <: x <: 1C.

NOf£. The polynomials n 1<"=14n2 - 1
•. 2 ~ (- n"n sin n.t:
1l.14 a) x cos x --,- Sill X +.t.... 2 ' if -1r < x <: 11:.
_ 11'=2 n - I

arise by applying the Gram-Scbmidt process to the system n. f, 1 2 , ••• } on the interval b) x sin x
cos nx
,,1. _ 1 if -1t ~ x ~ 11:.
[ - I, 1]. (See Exercise 11.4.)

I
 lsin ~l'" L"" cos lIX, if x ~ 21ar (k an integer).
b) Show that
11.15 a) Jog -log 2
,,=1 n s,J.x) ... ~ f'" s~ 2"t dt.
11 Jo sm t
b) log lcos ~ ~ -log 2, -
I)" cos
n
fiX
if x '#- (i.k + 1)l'!'. c) Show tlmt, in (0, 1C), II. has local maxima at Xl> X3 •••• ' X ...,,-l and local minima.
at x..., X4•••• , X211-2, where x. tmxln (m 1.2, .•. , 2n - I).

e) log Itan il -2 if x '# K;r. d) Show that -'".(tn/n) is the largest of the numbers
3,,(;>(..) (m'= 1,2, ... , 2n - I).
n.li a) Find a continuous fuooion 00 1I] which generates the Fourier series
L~ 1 (-l)"n-~ sin fiX. Then use Parseval's formula to prove that '(6) ~
e) Interpret s,.(!7C/n) as II Riemann sum and prove that
1'I'6{945.
lim s..(~). = ~ i sin t dt.
b) Use an appropriate Fourier series in conjunction with Parseval's fonnula to
4
w-... 2" 1l Jo t
show that '(4) 11 /90.
The value of the limit in (e) is about t .179. TbUs. although/has It jump equal to 2 at the
11.17 Assume that I has a continuous derivative on [0, 2rc]. that /(0) = !(2x). and that origin, the graphs of the approximating curves 8" tend to approximate a vertical segment
f~" I(t) dl ... O. Prove that Ilf'Ii ;:: ~fll, with equality if and only if f(x) ... (J cos x + of length 2.353 in the vicinity of the origin. This is the Gibbs phenomenon.
b sin x. Hinl. Use ParsevaJ's fonnula. 11.20 Iflex) .... f./o/2 + :E.~ 1 (a. cos nx + b.. sin nx) and if I is of bounded variation on
[0, 111'], show tbat a. O()jll) and b" = OO/n). Hint. Writel"'" 9 h, where II and II
lUI A sequence {B.} orperi~:idic functions (of period 1) is defined on R as follows:
are increasing on [0. 211:]. Then
~2n!: ~ cos2n:kx
B.• II(x) = (-If+l
(2n)- 61 (n .. 1, 2. . H), 0" = 1.
1m
r
1

Jo
" g(x) d(sin nx) - -..!-
11:11:
r
Jo
2lt
h(x) d{sin RX).

(n 0, 1,2, ...). Now apply Theorem 7.31.

1l.:1l Suppose !I E L([a, J]) for every II in (0,.6) and assume that 9 satisfies a. "right-
(B. is called the BemQulli function of order n.) Show that: handed" Lipschitz COl1dition at O. (See the Note following Theorem 11.9.) Show that the
a) .8\ (x) '" .1{ - [.1{] - t if x is not an integer. ([x] is the greatest integer :sx.)
Lebesgue .integral Jg
ig(r) - g(O + )l/t dt exists.
IL22 Use Exercise 11.21 to prove that dilfereotiability offat a point implies convergence
b) .fA B,,(;() dx = 0 if If ;::: I and S;(x) nB"_I(x) if n ;:: 2. of ils Fourier series at the pOint
1:) B,,(x) .. p.(x) if 0 <: x <; I, where P" is the nth Bernoulli polynomial. (see 11.23 Let 9 be l:ontinuOllS on [0, 1] and assume that g f·g(t) dt = 0 for 11 = 0, 1.2, ....
Exercise 9.38 for the definition or P".) Show that:
a) JA g(l)l dt - JA g(t)(g(t) - P{t») dt for every polynomial P.
d) B.ex) (11 "" 1,1, ... ).
b) SA g(1)2 dt = O. Hint. Use Theorem 11.17.
e) get) = 0 for every t in [0, t].
11.19 Let f be the function of period 211 whose values on [-1r. tr] are 11.14 Use the Weierstrass approllimation theorem 10 prove each of the following state-
f(x) if 0 < x < 1(, f(x) = -1 if -11: < x < 0, ments.
if x 0 or x = a) Iff is continuous on D, + 00) and if l<xl .... 0 as x.... + 00, then Il:an be uni-
I(x) 0 11.
fonnIy approximated on [I, + (0) by a function 9 of the form g(x) p{ I {x),
a) Show that where p is a polynomial.
f{x) = ~
'I!
t
"~1
sin (211 - l)x,
2" - 1
for every x. b) If ! is continuous on [0. + 00) and if f(x) -> a as x -> + 00, then f can be
unifbrmly approximated on [0, + 00) by a function g ofdie formg{x) = p(e-"),
where p is a pOlynomial.
This is one example of a class of Fourier series which have a curious property known as
Gibbs' phenomenon. This exercise is designed to illustrate this phenomenon. In Ilmt which 11.25 Assume that f(x) - 00/2 + l:.~1 (0" 00$ fl.l: + b. sin IIX) and let {u,,} be the
follows, s.(x) denotes the nth partial sum of the series in part (a). sequence of arithmetic means of the partial sums of this series. as it was given in (23).
 341

Show that: 11.30 rIO x sin .ax dx if a ¢ O.

a) 6..(X) 00 +E .-1 (
1 - -
k) (~cos kx + b,. sin kx).
Jo 1 +
2 .~ I 11
11.31 a) Prove that
b) J:" 1/(x) 6.,(x)1" tlx = J:" 1/(x)I.1. tlx ;z I:'2 x"-I(l - xy-l dx•
• -1 .-1
- !; ~ -
2
11: E (a: + h~) + n~ 'E k (a: + h~).
1<-1. A-I
2
b) Make a suitable change of variable in (a) and derive the duplication fonnula for
the Gamma fl.lllCtion:
c) Iffis rontinuous on [0, 21l] and has pm:jod 2•• tbon
+ i)·
lim ..!.
....'"r t
1-1
2
k (a; + hi) = o.
NOO1l. In Exercise 10.30 it is shown that
r(2p)r(i) '" t·t,,-lr(p)r(p

rm .../;.
1U6 Consider the Fourier series (in exponential foon) ~ted by a function/which is
It.3Z If lex) '" and g(x) x/ex) foc aU x, prove that
continuous on [0, :m) and periodic with period 21£. say

I(x) ~
+'"
E
"":-oCO
a.,.elftt. , I(y) = Af' /(x) cos xy dx and g(y) = Afa"" g(x) sin xy tlx.

Assume a100 that the derivative f' e R on [0, 211:].

11.33 This exercise describes another form of Poisson's summation fommla. As8u~
a) Prove that the series I:::-"" ~1«..I:.l C01'1vergelll; then Il8Cl the Caueby-8chwarz that I is nonnegative, decreasing, and continuous OD [Q,' + 00) and that fif
I(:i() tlx eXists
inequality to deduce that U.":",, 1«..1 converges. as an improper Riemann integral. Let
b) From (a), dedl.K.c that the series I::-":.., cr.eW convm::ge5 uniformly to a
tinuous sum function 9 on (O, 2n:). Thee prove that I g.
c0n-
g(y) ASo"" lex) cos :~y dx.
Fouria' .......
If « and /I are positive numbers such that rx/J "" ZR. prove that
11..17 IfIllIltisfies the hypotheses of the Fou:riel" integral theomn. show that:
a) If I is even. that is. if I( - t) = I(t) for every t. then J; {tf(Q) + ~ f(mn.)} .fP (tg{O) + ~ g(nfJ)} •
f(x+ ) + I(it-) == ~ lim (" cos ttx [ (~ I(u) cos "iii dU] de.
2 1f .... +<C Jo Jo 11..34 Prove that the tl"ll.llSformation formula (55) for 6(x) can be put in tbe form
b) If/is odd" that i&, iC/(-i) "" -ICtlior every t, then : 1

f(x+) + lex-) = 2 lim f" sin vx [ c'" I(u) sin !1U dU] •.
Z 1I' .... +Cl Jo Jo
where IX/l = 21l, rx > O.
Use the Fourier integral theorem to evaluate the improper integraill in Exe.rci!lC& 11.28
through 11.30. Suggest/MI. Ullfl Exm:ise 11.27 when possible.

11.28 ~
"It
r
(I
sin " cos vx •
V {:
I if -] < x < I,
if Ixl > I,
if ixl 1.
11,35 If s > I. prove that

ii-liZ r(i)n-' "" e- r g1

¥;t"/1-1 ax

11.19 C"" cos.ax tlx = !!-. ~-I.I~, if b :> O. and derive tbe formula
Jo + 26
Hillt. Apply Exercise 11.21 with/(Il) = e-III"!.
when: 2¥f(x) = O(x) - 1. Use this and the transfonnation formula for O(x) to prove that SUGGESTED REFERENCES FOR. F'UR.1:HER STUDY

1I:-A1Z-r(=-) ($) =
2
_ 1
.1($ - 1)
+ r'" (;('/ 2- 1 + X<1-,l/.:l-l)'P'(x)dx.
Jl 11.1 Carslaw, H. S., introduction to the Theory of FOlUier's Series and Integra/s, 3ed ed.
Macmillan, London, 1930.
laplace t.rlmld'orms 11.2 Edwards, R. E., Fourier Series, A Modern Introduction, Vol. I. Holt, Rinehart and
Winston. New York, 1967.
Let e be a positive nllmber :such that the integral f;' e-dlf(OI dt wats as an improper
Riemann integral Let;; = x + Iy. where x > c. It is easy to show that the integral 1t.3 Hardy, G. H.. and Rogosinski. W. W .• Fourier Series. Cambridge University Press,
1950.
F(z) = LIZ> e-Sll(t) dI 11.4 Hobson, E. W., The 'l'1teory of Functions qf a Real Variable and the Theory of
Fourier's Series, Vol. 1. 3ed ed. Cambridge University Press, 1927.
exists both as ao improper Riemann integral and as a Lebesgue integral. The function F I1.S Indritz, J., Metlwds iJt Analysis. Macmillan, New York. 1963.
so defined is called tbe l..<lpkwe tTtmSlorm off. denoted by :E(/). The following exercises 11.6 Jadson, D., Fourier Series and Orthogonal PolpMmials. Carw Monograph No.6.
describe some properties of Laplace transforms. Open Court, New York. 1941.
11.36 Verify the entries in the following table of Laplace transforms. 11.1 R(IJOSinski. W. W.• Fourier Series. H. Cohn and F. Steinbardt. translators.
Chelsea. New York, 1950.
f(t) F(z) "'" e-"fj"(t) tit z=x+iy }J.B Titchmanh, E. C., Theory of Fourier Integrals. Oxford University Pmls, 1937.
ellJ (z «)-1 (x> «) 11.9 Wiener, N., The Fourier integral. cambridge University Press, 1933.
<XlII f1.t 2/(Z2 + r) (x:> 0) lLlO Zygmund, A., Trigmwmetrirol Series, 2nd ed. cambridge University Pres&, 1961.
&ill «I «f(z:!' + «1) (x> O)
t"e"t r(p + 1)I(z - aY+ I (x>«.p>O)

11..37 Show that the convolution" f .. 9 assumes the form

11(1) = [f(x)g(t ~ x} dx

when both f and g vanish on the negative real axis. Use the convolution theorem for
Fourier transforms to prove that!l!(f .. g) =
!l'(/) •!l'(g).
11.31 Aasumefisconlinuous on (0, + 00) and let F(z) '= jli e- zt f(t) dt fOD = X + iy,
x:> c:> O. If:s:> cauda:> o
prove that:
a) F(s + 0) = as: g(t)e-m dt. where g(x) = Iif e- st
f(t) dt.
b) If F(;, + 118) = 0 for 11 = O. I, 2., .•. , then f(t) "" 0 for t :> O. Hint. Use
Exercise 11.23.
c) If 11 is continuous on (0, + OQ) and ifI and h ba.ve the lloa!IIe Laplace transform.
then/(I) =
h(t) for everY I :> &.
11.39 Let F(z) = S: e-if'/(t) dtfor z ... x + iy, x
> c> O. Let t be a point at whichf
satisfies one of the "local" conditioDs <a) or (b) of the Fourier integral theorem (Theorem
I Ll8). Prove that for each a > c we have

I(t+) + f(t-} = ~ lim

2 2n T .. +'"
IT
-T
e(Il+l"np{a + ill) dv.

This is caned the inversionfonnuJafor Laplaee trmflliorms. The limit on the right is usually
evaluated with the help of mlidue calwlWl., 8.$ described in Section 16.26. Hint. Let
get) = e-<#/(t) for 1 ~ O. get) = 0 for t < O. and apply Theorem HJ9 to g.
CHAPTER 12 Z. Jf Q =u,., the kth unit coordinate vector, lhen f'(c:; Uk) is called 11 porrial deriMtioe
and is denoted by D~f(e). WheD r is real-valued this agrees with the ddinition given
in Cbapter 5.
3. If ( = Ui •... ,f.,), then f'(e; u) exists if and only if file; u) exists for each k
MULTIVARIABLE DIFFERENTIAL 1, 2•...• In, in which case
CALCULUS .,
In particular, when. Uk we find
D.He) = (D,J'I(c)..... DJJ.c:»). (2)
12.1 INTRODUcnON
4. If F(t) = C(c + til). then F'(O) = f'(e; II). More generally, F'(t) '" C'(c + til; II) if
Partial derivatives of functions from R" to a 1 were discussed briefly in Chapter 5. either derivative exillts.
We also introduced derivatives of vector-valued functions from a 1 to r. This 5. 1£/('1) = Ilx~rl., then
chapter extends derivative theory to functions from r
to R"'.
F(l) "" ftc + ttl) (I.: + to)' (c + tu)
As noted in Section 5.14, the partial derivative is a somewhat unsatisfactory
generalization of the usual derivative beeause existence of.~l the partial derivatives + 2te· II + ,211111 2,
D If. ...• DJ at a particular point does not necessarily imply continuity offat
so F'(t) = 2c. II + 2r lull t ; hence F'(O) ... nc; g) 2e u.
that point. ~ trouble with partial derivatives is that they. treat a function of
6. Li11t!/l1' functions. A function f: R~ ..... HOI is called linear if {(ax + by) = af(x) + bf(y)
several variables as a function of one variable a.t a time. The partial derivative
for every x and y in RIt and every pair of scalars a and b. If f is linear, the quotient
describes the rale of cltange of a function in the direction of each coordinate axis. on the right of (I) simplifies to f(o). so f'(c; u) "" C(u) for ever)' e and C'.-ery u.
There is a slight generalization, called the directional deritHltifJe. which studies the
rate of change of a function in an arbitrary direction. It applies to both real- and
vector-valued functions. 1:z.J DIRECflONAL DERIVATIVES AND CONTINUITY
If f'(e; u) exists in every direction u, then in particular all the partial derivatives
1:&.1 THE DIRECTIONAL DERIVATIVE Dlf(e), ... , D.. f(c) exist. However, the converse is not true. For example,
consider the real-valued function f; R% -+ R 1 given by
lei S be a subset of .", and let f: S - R'" be a function defined on S with values
in R"'. We wish to study how f changes as we move from a point t; in S along a
f( x, YJ
. = Jx + }' if x = 0 or y 0,
line segment to a nearby PQint c: + fI, where u -F O. Each point on the segment II
l otherwise.
can be expressed as c + InA, where h is real. The vector a. describes the direction
of the line segment. We assume that c:: is an interior ]Win! of S. Then there is an Then Dlf(O, 0) = Dd(O, 0) 1. Nevertheless, if we ronsider any other direction
n-ball B(e; r) lying in S, and. if h is small enough, the line segment joining c to U = (ai, aJ, where al -F 0 and a2 -F 0, then
e + hu wiJllie in B(c:; r) and hence in S. 1(0 + h.-=cu):--:...:.I(:.:..c0) lUlU) 1
De/itlitiotr 12.1. The directiontJl derivative off at c in the direct/tm u, denQted by 11 =T = h'
the !/Ymbal fF(e; B), is defined by the equation
and this does not tend to a limit as. h - O.
f '(c,. a.,,_ fee + hu)
- I'1m -'---'-. fCc)
---'--~-:. (I)
A rather surprising fact is Iba t a function can have a finite directional derivative
Jo~O h f'(~; II) for every u but may fail to be continuous at c. For example, Jet

whenever the limit on the right exists. x yl !(X 2 + y4) i.f x #: 0,

I(x, y) {o If x = O.
NOTE. Some authors require that II&U = 1, but this is not assumed here.
2
EIampJes Let u "" (ai' til) be any vector in R • Then we have
1. The ddinition in (I) is meaningful if U O. In this case ('(c; 0) exists and equals 0 f(O + 1m) - /(01 f£~i2I,.ha2)
ror every e in S. II 11
 347
Def.tU lb.n.5

and bence NOTE.. Equation (5) is called afirst-ordl?.F Taylor formula. It is to hold for all yin
1'(0; 0) = {aila l if a, '" O. R" with nvu< r. The linear function To: is caned the totaf derivative of f at c. We
o if at Q. also write (5) in the fohn

Thus, I' (0; u) exists for aU n. On the other hand, the function I takes the value t fCc + v) f(c) + T,,(v) + cO(llvlD asy-D.
at each point ofllie parabola x = y1 (except at the origin), solis not cootinuous The next theorem shows that if the total derivative exists, it is unique. It also
at (0, 0), j;lnce1(0, 0) O. relates the total derivative to directional derivatives.
Thus we see that even the ex.istence ofall directional derivatives at a point fails
TIMo,em 12.3. Assume r is dfjferentiable at c with .total derivative T.,. Then the
to imply continuity at that point. For this reason, directional derivatives like lf

partial derivatives, are a somewhat unsatisfactory extension ofllie one-dimensional directional derivative fl(c; u) exisM for every u in R and we have
eon~pt.ofderivative. We tu.m now to a more suitable generalization which implies T.,(u) _ f'(e; Il). (6)
eontmwty and. at the same time, extends the principal theorems ofone-dimensional
Proof If v=:O then f'(e; 0) 0 and T.(O) O. Therefore we can assume that
derivative theory to functions of severa] variables. This is called the total derivative.
v #' O. Take y = hu in Taylor's formula (5), with h #' 0, to get
fCc + hu) f(c) = Te(ha) + llhull E.(Y) hT.(u) + Ihl R1111 E.(v).
12.4 THE TOTAL DElU"\ ATIVE
Now divide by h and let /1 -+ 0 to obtain (6).
In the one-dimensional case, a function fwith a derivative at c can be approximated
near c by a linear polynomial. In fact. if r(c) exists, let Ee(h) denote the difference Theorem 12.4. Iff is differentiable at c, then f is continuous at 1:.
Proof. Let" -+ 0 in the Taylor formula (5). The error term Ilvll E.,(v) .... 0; the
£JIl) = fCc + h) - I{:] r(c) if h '" 0, (3) linear term T.(v) also tends to 0 because if l' :;;; VIU I + ' .. + 1),,11.., where
h
n l • • . . , Un are the unit coordinate vectors. then by linearity we have
and let E.,(O) - O. Then we have
T.(u) = VI T.(d l ) + + v..T.,(....),
fCc + h) = fCc) + f'(c)h + hEe(h), (4)
and each term on the right tends to 4) as v O.
an equation which holds also for h = O. This is called
the first-order Ta)'{or
NOTE. The total derivative T. is also written as f'(e) to resemble the notation used
formula for approximating f(c + h) fCc) by f'(c)h. The error committed is
in the one-dimensional theory. With this notation, the Taylor formula (5) takes
hEe(h). From (3) we see that E,,(h) -;. 0 as h - O. The error hE..(h) is said to be
of smrJlJer order than h as It -+ o. . the form
f(c + 1') = fCc) + rf(c)(v) + 11v1l E~(v), (7)
We focus attention on two properties of fonnula (4). First, the quantity
j'(c)h is a linear function of h. That is, if we write T,;(h) j:{c)lt, then . where E.(v) ~ 0 as v -. O. However, it should be realized that f'(c) is a linear
.1 function, not a number. It is defined everywhere {11l RIO; the vector f'(eX\') is the
T«ah 1 + bh2 ) = aT«h l ) + bTe(h 2 )· value orr'(e) at v,
Second, the error term ItE.,(It) is of smaller order than II as h ...... O. The total EumpJe. If f is itself a linear function, then fCc + '1') = £(c) + 1(\'), so the derivative
derivative of a function f from R" to Rot will now be defined in such a way that it f'(e) exists for every e and equals f. III other words, the total derivative of a linear function
preserves these two properties. is the function itself.
Let r: s -4 R'" be a function defined on a set Sin R" with values in Hm , Let c
be an interior point of S, and let B(c; r) be an n-baU lying in S. Let v be a point
in R" with lIvU <: r, so that e + ve B(e; r).
u.s THE TOTAL DERIVATIVE EXPRESSED IN TERMS OF PARTIAL
DERlVATIVFS
Dejilfiiiqll 12.2. The /imction f is said to be differentiable at e if there exists a linear The next theorem shows thatthe vector"{c)(v) is a linear combination oftbe partial
function T,,: R" - R'" such that derivatives of f.
f(c + v) f(e) + T.,(v) + IIvll E,,(v), (5) Theorem 11.5. Let f; S -+ 8.'" be dfjferel1tfoble at an interior point c of S, where
S s: Jr, If'" VIUI + ... /)"U., where 0" ... , u" are the unit coordinate
where E,,(v) -+ 0 as v -4 O.
 'lb. 12.6

2
Here we use vector notation and consider comples. numbers as vectors in R • We
vectors in RIO, then
,. then have
I'(e)(,,) =L t'kD.C(e}. = {Vu(c) + i Vi(C)} • (z - c) + 0(1: - elD·
fez) - fee)
k-1

In partU:ular, iff is real-valued (m = 1) we have Writing z = x + iy and c tl + th, we find

p(e)(v) = Vf(e)' v, (8) {Vu(c) + j V*)} . (z - c)

the dot product ofY with the vector Vf(e} = (Dtl{e), ... , Dnf(e)} = Diu(c)(x a) + Dzu(c)(y - b) + i {D.v(c)(x - a) + D 2v(c)(y - b)}
Proof. We use the linearity of f'(e) to write D1u(c){{x - tJ) + iCy - b)} + iD1v(c){(x - a) + i(y - b)}.
. ..
I'(e)(v) E C'(c)(v....)
. k=1
= :E vtf'(c)(u,.,)
k~l
because of the Cauchy-Riemann equations. Hence

.. n
fez) - fCc) = {D 1 u(c) + iD1v(c)} (z - c) + o<nz - ell)·
= :E vkf'(e; Uk) = :E TJkDkf(c).
k= 1 k=1 Dividing by z - c and Jetting z -fo c we see thatp(c) exists and is equal to
NOTE. The vector VICe) in (8) is called tbegradient t,ectoroffat c. It is defined D 1u(c) + iD 1v(c).
at each point where the partials Dd• ... , D,.f exist. The Taylor formula for
real-valued f now takes the form
U.7 THE MATRIX OF A LINEAR FUNCTION
fCc + v) fee) + V/(e}' Y + o<llvll) as v ..... o.
In this section we digress briefly to record some elementary facts from linear
algebra that are useful in certain calculations with derivatives.
12.6 AN APPLICATION TO COMPLEX-VALUED FUNCfIONS Let T: R" -> R'" be a linear function. (In our applications, T will be the
total derivative of a function f.) We wiD show that T determines an m x 11 matrix
Let f = u + iv be a complex-valued function of a complex variable. Theorem
5.22 showed that a necessary condition for fto have a derivative at a point c is that of scalars (see (9) below) which is obtained as follows:
the four partials DIU, Dzu, D 11), Dzvexist at c and satisfy the Cauchy-Riemann
Let HI' ••• , D" denote the u.nit coordinate vectors in alt. If x e R- we ha.. . e
equations: x = XIDI + ... + x.... so. by linearity,
•
T(x) :E x",T(tIt).
= l-1
Also, an example showed that the equations by themselves are not sufficient for
existence of I'(e). The next theorem shows that the Cauchy-Riemann equations, ., Therefore T is completely determined by its action on the coordinate vectors
along with differentiability of II and v. imply existence ofl'(c). 01'" .. ~ J .It"
Now let eh ... , e", denote the unit coordinate vectors in aM. Since T(uJ e R",
T1Ieorem 12.6. Let II and v be two real-valued .fUnctions defined on tJ subset S of the
we can write T(u.) as a linear tombination of e" ... , e.., say
complex plane. .Assume also tlu1t u and tJ are differentioble at an in terror point t:
of S and that the partial derivatives satisfy the Cauchy-RiemQItR equations at c.
T(o,) =E
..
Then the function f "'" u + it' has a deritltltive at c. MQreover, i~l
tlke j •

F(c) D 1 u(e) + iD l *). The scalars tli;, ... , tIM are the coordinates of T(Uk)' We display these scalars
PmQf We have fCc) ufz) - u(c) + i{v(z) v(c)} for each z in S. vertically IlS follows:
Since each of u and v is differentiable at c, for z sufficiently near to c we have
u(z) u(c) = VIi(e}' (z - c) + Q(llz - ell)
and
v(z) - *) V~c)' (z - c) + o(l!z - ell).
 M u1timriable Dilferential Calwlus The Jaeomao Matrix: 351

This array is called a columll vector. We form the column vector for each of column is
T(u 1), . " • , T(u,,} and place them side by side to obtain the rectangular array

['"
121
I 12
122 ',.
l~"
] (9)
\" ·1
the dot product of the jth row of m(S) with the jth column of m(T). This matrix
is also called thc product m(S)m(T). Tbus, m(S T) = m(S)m(T). 0

1m 1 ''''2 1m..
J2.8 THE JACOBIAN MATRIX
This is called the matrix· ofT and is denoted by m(T). It consists of m rows and
n columns. The numbers going down the kth column are the components of Next we show how matrices arise in connection with tolal derivatives.
T(ut ). We also use the notation Let f be a function with vdlue, in Rm whil:h is differentiable at a point c in R",
and let T = f'(c) be the' total derivative of f at c. To find the matrix of T we
m(T) = [t;.J~~·= 1 or m(T) = (tik)
consider its al:tion on the unit coordi nate vectors u I , . . , u". By Theorem 12.3
to denote the matrix in (9). we have
Now let T : R· -. RIO and S : Rm .... RI' be two linear functions, with the domain T(IlA) f'(c; U;l Dtf(c}.
of S containing the range of T. Then we can form the composition S " T defined by
To express this 11& It linear combination of the uni t coordinate vectors e I ' ., e.. of
(8" T)(x) = S[T(x)] for all x in R". R"' we write f = (11)''' ,fm) so that D.f = (D k f1" .. , DJ..), and hence
The composition SoT is also linear and it maps R" into RP. ..
Let us l:alculate the matrix m(S "T). Denote the unit coordinate vectors in T(u.) = Dkf(c) = L: DA!i(c)ej.
i=]
a", RIO, and RI', res~tively, by
Therefore the matrix of T is m(T) = (D.I,(c». This is called the jacobian IIIatrix
and of ( at c and is denoted by Df(c). That is,
Suppose that Sand T have matrices (Sii) and (t'i)' res~tively. This means that Ddl(C) Dl/I(C) DoNC)]
Dd2(C) D1.1~(C) D.l1(c)
Df(c) . . (10)
for k = I, 2, ... , In
[ . .
D,l~(c) D2 J;'(c) D,Jm(c)
and
m
The entry in the ilh row and kth column is Dd,(c). Thus, to get the entries in the
T(ui) = E tkje.
k~1
for j = I, 2, .. , n. kin column, differentiate the componenls of f with re.ped to the kth coordinate
Then vector. The Jacobian matrix Df(c) is defined at each point e in R" where all the
M In" partial derivatives D.ft(c) exist,
(SoT)(uj ) = S[T(u)] = E l.jS(Cl) E I' L
'~l
=
'=1
j
i~1
S"W i The kth row of the Jacobian matrix (10) is a vector in R" called the gradiellt
rector of h, denoted by Vft(c). That is,
VJi.(c) (D1h(c), ... , D.!k(C»,
In the special case when jTs real-valued (m = I), the Jal:Qbian matrix l:onsi,ts
so
of only one row. In this case Df(e) = Vf(c), and Equation (8) of Theorem 12.5
m(S T} 0 [ ~ SiklAj I~·~ I'
shows that the directional derivative ['(c; v) is the dot product of the gradient
vector Vile) with the direction Y.
In other words, m(S" T) is a p x n matrix whose entry in the ith row and jth For a vCl:tor-valued function f = (fl' ... ,I",) we have
m m

.. More precisely, the matrix of T relative to the given bases U J' ' .. , u. of R" and f'(c)(v) = f'(c: v) "" Ene; v)et = E {V/~le)' v}e t • (II)
I 1 I< ~ I
el,"" em ofR'",
 'I1L 11.7

so the vector ('(eXv) has components Using (14) in (IS) we find

(V/1(c) . v, ... , V/",(<<:)' v}. f(b + v) - fl.b} = f'(b)[g'(a)(y)] + f'(b)[IIYli E.(1)] + 11v~ E.,(v)
ThUll, the components of f'(c)(v) are obtained by taking the dot product of the f'(b)[g'(a)(y» + bll E(y), (16)
successive rows of the Jacobian matrix with the vector v. If we regard f'(eXv) as
an m x I matrix, or column vector. then f'(c)(v) is equal to the matrix product where E(O) 0 and
Df(e)", where DI(e) is the m x n Jacobian matrix and v is regarded as 111'1 It X 1
E(y) = f'(b)[Ea(y)] + bll E,.(Y) if y -:i:. O. (17)
matrix, or column vector.
NOTE. Equation" ell), used in conjunction with the triangle inequality and the To complete the proof we need to show that E(y) 4) as y ..... O.
Cauchy-8chwarz inequality, gives us The first term on the right of (17) tends to 0 as y 0 because E a ()') ..... O. In the
second term. tbe factor E,.(v) ..... 0 because y ..... 0 as y -lo O. Now we show that
1If'{cXv)II II~ lV/t(e)' v}et\l :5: ~ IVh(e)' vi $ Ilvll ~ IIV./i(e)ll· the quotient Ilvll/llYll remains bounded as y -*~. Using (14) and (12) to estimate
the numerator we find
Therefore we have Ilvll :5: Ilg'(a)(Y)ll + lIyll IIE.{Y)II :s llyl~{M + 11E.(ym,
Ilf'(c)(v)d :5: MII"n. (12)
where M = :Er~1 II Vg1(1l}1I. Hence
where M 2::'~ l"U V!t(c)lI. 11lis inequality will be used in the proof of the chain
rule. It also shows that f'(c)(y) ~ 0 as v .... 4). !!J!. $ M + IIE.(y)tl.
lIyl]
129 THE CHAIN R.ULE so Ilv1I/11Y11 remains bounded as Y ..... O. Using (13) and (16) we obtain the Taylor
Let f and g be functions sw:;;h that the c'omposition h = f 0 I is defined in a formula
neighborhood of a point.. The chain rule tells us how to compute the total hell + y) - h(a) = f'(b)[g'(a)(y)] + bll E(y),
derivative of h in terms of total derivatives of f and of g.
where E(y) 0 as y ..... O. This proves that h i!:i differentia.ble at • and that its
Tktw~m 11.7. Assume thot &is differentiable at :a., with total deriootive g'(a). Let
b = g(a) Qnd assume thm ( is differentiable IJt b, with total derfootiue ('(b). Then
the composite function b = r" g is differentiable at _, and the total derivative h' (s)
I total derivati e at a is the composition f'{h) 0 g'(a).

is given by j 12.10 MATRIX FORM OF THE CHAIN RULE

1I'(a) = f'(b) e'(a), " 0
I The chain rule:: states that
the composition 01 the IineQr /unctioliS 1'(11) and I'(a). h'(a) = f'(b) g'(a),
0 (I g)
Proof We consider the difference h(a + y) - lI(a) for small btl, and show that where It = f" g and b g(lII}. Since the matrix. of a composition is the product
we have a first-order Taylor formula. We have of the corresponding matrices, (18) implies the fonowing relation for Jacobian
matrices:
b(a + y) - lI(a) = I[g(a + y)] - f[g(a)] = f(b + Y) - f(b), (13)
Dh(a) = Df(b)Dg(a). (19)
where b = g(a) and v g(a + y) - h. The Taylor formula for IICa + 1) implies >'l
i This is called the matrix form of the chain rule. It can also be written as a set of
;
v = g'(a}(y) + lIyll E.(y), where E.JY) ..... 0 as y..... o. (14) scalar equations by expressing each matrix in terms of its entries.
Specillcally. suppose that a E RI', b g(a) E R", and (b) E Rm • Then h(a) e am
The Taylor formula for f(b + v) implies and we can write
f(b + v) f(b) f'(b)(v) + Ilvll F'.t,(v}. where F'.t,(l') .... 0 as V""-t O. (15) g = (91': .. ,g.), f"" (ft,·· . ,1m), h == (hl>".,h",).
,
... Then Dh(a) is an m x p matrix, Df(b) is an m x n matrix, and Dg(a) is an n x p
 Th.1U Th.tU 355

matrix, given by Then Fey) exist:> for each y in d) and is given by

F'(y) = I,.q(y)

",P(T}
Dd{x; y} ax + J(q(y), y)q'(y) - l(p(y). y)p'(y).
The matrix equation (19) is equivalent to the mpscalar equations
Pr()~f. Let G(x" X2' Xl) = Ji7 J(t, x 3 ) dt whenever XI and Xl are in [a, b] and
"
DJh,{a) = L D"fA.b}Djg,,(a), for i = 1,2, ... , In and j = t, 2, .. " p. (20). . '.1 XJ E [c. dJ Then Fis the composite ftroction given by F(y)
The chain rule implies
= G(p(y). q(y), y).
It.. 1 !
.I
These equatiolUl express the partial derivatives of the components of h in terrlUl of Fey) "'" DtG(p(y), q(y).y)p'(y) +.DzG(p(y),q(y},y)q'{y) + D 3 G(P(y),q(y),y).
the partial derivatives of the components of f and g. ····1
The equations in (20) can be put in a form that is easier to remember. Write
y = f(xl and x = g(t). Then y = f[g('''] = bCf), and (20) becomes
Ii By Theorem 7.32. we have D I G(x!> xz, x 3 )
f(x2.. By Theorem 7.40, we also have

ily! _ toy. ax"

- - ""1 aXltet} '
(21)
i D 3 G(XI' X2' X3) =
1"'·
~l
DzI(t, dt.

where
I! Using these results ill the formula for F'(r) we obtain the theorem.

and ;, 1 12.11 TtiE MEAN-VALUE TtiEOREM FOR DIFFERENTIABLE FUNCTIONS

Examples. Suppose m = 1. Then bothfand h fog are real-valued and there arep
The Mean-Value Theorem for functions from R 1 to R I states that
equation!;: in (20), one for each of the partial derivatives of h: fey) - f(x) = ['(z)(y ~ x), (22)

Di(a) = L:" D,./OJ)DJDt.(a),

k~l
j ~ 1,2, .•• , p. where z lies between x and y. This equation is false, in general, for vector-valued
functions from ." to R", when In > L (See Exercise 12.19.) However. we will
Tho right" member is the dot product of the two vectors Vf(b) and D/Ila). In tbis case show that a correct equation is obtained by taking the dot product of each member
Equation (21) takes the form of (22) with any vector in ROO, provided z is suitably chosen. This gives a useful
generalization of the Mean-Value Theorem for vector-valued functions.
j 1,2, .... p. [n the statement of the theorem we use the notation L(x, y) to denote the line
segme~t joining two points :II: and y in R". That is,
In particular, if p = 1 we get only one equation, L(x, y) :: {tx + (I t)y : 0 s; t $ IJ.
If

11'(8) L DJ(b}g~ll) = V!()J)· Dg(a), Theorem 1'1.9 (Metut-Vulue Theorem.) Let S be an open subset of Kif and assUme
1~1
that f: S .... R'" is differentiable at each point of S. Let i: and y be twa points in S
where the Jacobian matrix Dg(a) is a column vector. such that L(x, y) !: S, Then for every vector a in R"' 'here is Q point z in L(x, y)
such that
The chain rule can be used to give a simple proof of the following theorem for a' {I(y) - f(x)} = a' {f'(zXy - x)}. (23)
differentiating an integral with respect to a parameter which appears both in the
integrand and in the limits of integration. Proof, Let u y x. Since S is open and L(x, y) !'ii;; S, there js ad> 0 such
that x + tu E S for an
real t in the interval (-~, I + ti). Let a be II. fixed vector in
TlIeorem n.B. Let f and DzJ be continuQUs on a rectangle [a, b] x [c! aJ. Let p R'" and let F be the real-valued function defined on (-lJ, I + (j) by the equation
and q be differentWble on [<.', J], where p(y) e [a, b] andq(y) E [a, b]for each yin
[c, d). Define F by the equation F(t) "" II' (x + tu).

<fll'l Th.en F is differentiable on 1+ b) and its derivative is given by

F(y) =
i plY}
f(x, y) ax. ify E [c,
ret) = a' f'(x + tn; u) = a' {f'(x + fn)(u)}.
 Th.l1.11 SuIIicieIII CQl'Idhjllll foJ' Dilrerentiability 357
Th.ll-IO

By the usual Mean-Value Theorem we bave 12.12 A SUFFICIENT CONDITION FOR. DIFFERENTIABILITY
Up to now we have been deriving consequences of the hypothesis that a function
F(I) F(O) = F'(8}. where 0 < (J < 1. is differentiable. We have also seen that neither the existence of all partial deriv-
Now
atives nor the existence of all directional derivatives suffices to establish differ-
F'(8) = a' {rex + Bu)(u}} = 8' {f'(z)(y - x)}. entiability (since neither implies o;:ontinuily). The next theorem shoWS tbat
where z = x + eo Ii? 4s. y). But £(1) ;.,. £(0) a.' {f(y) - f(x)}, so we obtain continuity of all but one of the partials does imply differentiability.
(23). Of course. the point z depends on F. and hence on a. Theorem 12.11. Assume that one of the partial derivati/''(1s Dlf,. .• Dnr exists at c
NOTE. If S is caRve". then L(x, y) s:;; S for all x, y in S so (23) holds for an x and and tlull the remaining 1'1 I partial derivatives exist in some n-ba/I 8(e) and itre
yin S. continuous at e. Then r is differentiable at 1::.

EDmples Proof First we note that a vector-valued (unction f = (/1' ...• fOl) is differentiable
at c if, and only if, each l.:omponenth is differentiable at c. (The proof ofthi:; is an
1. Iff is real-valued (m = l) we can tab a I in (23) to obtain
easy exercise.) Therefore, it suffices to prove the theorem when r is real-valued.
fey) lex) f'(z)(y - x} = v!(z)· (y - x). (24) For the proof we suppose tbat 0dtc) exists and that the continuous partials
2. If r is vech){-valued and ira is it unit vecto:r in R", ~al 1, Eq. (23) and the Cauclty-
are Dzf. ... , D,,!
SChwarz inequality give us The only candidate for /,(c) is the gradient vector Vf(c). We wlll prove that
,.
iffY} - f(xH s; lIf'(z)(y x)U. f(c + v) ~ 1(1::) ... V/(c)"v + o(llvll) as v 0,

Using (12) we obtain the inequality and this will prove the theorem. The idea is to express the differencefCe + v) - fCc)
as a sum of 11 terms, where the kth term is an approximation to DJ(c)v•.
Ilf(y) - (x) II s; M Ily - x II,
For this purpose we write v },y, where IlYl1 I and). = IIvll. We keep A
where M = ;E:';! I V!.(z}ii. Note that M depends on z and hence on x and y. small enough so that c + v lies In the ball B(c) in which the partial derivatives
3. If S is convex and if all the partial derivatives Djl;' are bounded on S, then there is a Dzf, ... • DJru.ist. Expressing y In terms of its components we have
constant A :> 0 such that Y = y l DI + ... + Ynu",
Dfey) f(ll) I! ~ Ab xli. where u.. is the kth unit coordinate vector. Now we write the difference fCc + v)
In other words. f satisfies a Lipschitz condition on S. fCc) as a telescoping sum,
n
The Mean-Value Theorem gives a simple proof ofthe following result concern-
ing functions with zero total derivative.
fCc + v) - f(c) fCc + ),y) - [(c) :E {f(1:: + ;.v~) -
1~1
l(,,- + I~V, I)}, (25)

where
T~orem 12.10. Let S be an open connected subset of R", and let f: S ..... Rill be
differentiable at each point of s. /ff'(c) 0 for each c in S, then f is constant on S.
Proof Since S is open and connected, it is polygonally connected • (See Section The first term in the sum is fCc + .:l.Y1UI) - fCc). Since the two points c and
4.18.) Therefore, every pair of points x and y in S can be joined by a polygonal e + AYIDl differ only in thei.r first component, and since Dd(c) exists, we can
arc lying in S. Denote the vertices of this arc by P1> •.. , PI'> where'l = x and write
Pr = y. Since each segment L('l+h Pi) S;; S, the Mean-Value Theorem shows that f(c + ly l U1 ) - f(c) ~ Apt Dt!(c) + lyIE10.).
where £1(1) -. 0 as ;.. -> O.
For k ;a 2, the kth term in the sum is
for every vector a. Adding these equations for i = I, 2, ... , r - I, we find
fCc + 1v._ 1 + ;"YxUk) -fCc + ;'''.-1) =f(bk + J·YA) Rb.).
II' {f(y) - f(xH = 0, where b. = t; + ;""1-1' The two points b. and b. + APkPl differ only in their kth
for every a. Taking a == f(y) - (x) we find f(x) = 1(y), so ( is constant on S. component, and we can apply the one-dimensional Mean-Value Theorem for
 Th.l2.1Z

derivatives to write and Dd(O, 0) = O. Hence, Dt/(O, y) -- y for all y and therefore

(26) Dz.d(O, y) = I, D2 .t/{0, 0) -1.

where aa lies on the line segment joining Itt to b,l; + AY.DI;' Note that ~ ...., e and On the other hand, we have
hence .. ~ t as A ...., O. Since each DJ is continuous at e for k ~ 2 we can write _ .L-_--:-4_,x_2l--- y4)
Dd(x, y) = if (x, y) "" (0, 0).
DJ<aa) Dt/(e) + EI;(l),. where Ek{A)...., 0 as 1 ..... O. + y 2)2
Using tbis in (26) we find that (25) beoomes and Dd(O, O) .., 0, so that DJ(x, 0) = x for all x. Therefore, D 1 .z!(x,0) = I,
DI.J(O,O) = 1. and we see: that D 2 .t/(O, 0) =I D 1 .d(O, OJ. .
" . The next theorem gives us a criterion for determining when the two mixed
fee + v) - fee) = 1 ) ' DJ(c)YI; + 1 LYaEl(A} partials D J ,2f and D2,1f will be equal.
t:i i~l
= V f(e)' v + IlwIIE(l), Tlreorem 12.12. If both partial derivatives D,f and Daf exist in an n·balf B(e; S) and
where if both are differentiable at e, then
Dr,lf(e) :.:. Dt)(e). (21)
E(l) =
i-I
L" Y.lEt(}) ...., 0 as ~vll ...., O.
Proof If f = (flo ••. .1m), then Daf (OJI • ... , DJ",). Therefore it suffices
This completes the proof. to prove the theorem for real-valued J. Also. since only two components are
involved in (27), it suffices to consider the case n .., 2. For simplicity, we assume
NO'I'B. Continuity of at least n - I of the partials D1 f•.. .• DJ at e, although tbat c = (0, 0). We shaJl prove thai
sufficient. is by no means necessary for differentiability of r at e. (See Exercises
Jl.S and 12.6.) 0 1 .21(0.0) = D:1..1f(O, 0).
> Choose It "" 0 sO that the square with vertices (0, 0). (it, 0), (h, h), and (0, h)
lies in the 2-ball D(O; 45). Consider the quantity
12.13 A SUFFICIENT CONDmON FOR EQUALITY OF MIXED PARTIAL
DERIVAnVES A(h) = I(b, h) - f(h, 0) -- /(0, It) + 1(0, 0).
The partial derivatives Dtf•... , OJ of a function from R" to R'" are themselves. We will show that A(h)/h" tends to both D,J..1/(O, 0) and D l •2 /(0, 0) as h ....., O.
functions from R" to a" and they. in tum, can have partial derivatives. These are Let G(x) = f{x, it) - I(x, 0) and note that
called secontl-Mder partial derivatives. We use the notation introduced in Chapter
5 for real-vaJued functions: 4(h) = G(h) G(O). (28)

(,PC· By the one-dimensional Mean-Value Theorem we have

DrlC = D,(D.f) = _. .
, ax,ax~ G(Ji) 0(0) hG'(xtl = h{Dd(xl> h) -- Dd(Xl> On, (29)
Higher-order partial derivatives an: similarly defined. where Xl lies between 0 and h. Since Dlfis differentiable at (0, 0), we have the
The example fint-order Taylor formulas
yl)J(~
1
I(x, y) .., {xOY(x - + yZ) if (x, y) -:F (0, 0), DJ!(xl' h) Dd(O.O) + D1.d(0, 0)x 1 + Dz.d(O, O)h + (xi + 2 2
h )tf Etth),
if (x, y) = (0, 0),
and
shows that D 1•2 f(X. y) is not necessarily the same as Dz,d(x. y). In fact, in this D 1[(-"1,0) = Dd(O, O) + DI,dCO, O)x 1 + 1.1'11 £2(h),
example we have
where EI(h) and E1 (h) ...., 0 as h -+ O. Using these in (29) and (28) we find
jf (x, y) =I (0, 0), A{it) D 1 ,d(O,O)h2 + £(11),
 n.12.14
n.11.13

12..14 TAYLOR'S FORMULA IlOR F1JNC11ONS FROM R- TO at

where E(h) = h(xi + 2
h }I/1E1(h) + hlxti E1,(Jr). Since Ixll ;$ Ihl, we have
Taylor's formula (Theorem 5.19) can be extended to real-valued functionsfdefined
o :s; IE(h)1 $ .ji hZ IEt(h)1 + h 2 1£2(h)l, on subsets of Rlf• In order to state the general theorem in a form which resembles
so the one-dimensional case, we introduce special symbols
rex; t), I"'(x; t)•... ,.r1lf.)(x; t),
Applying the same procedure to the function H(y) = f(h, y) 1(0. y') in for certain sums that arise in Taylor's formula. These play the role of higher-
place of G(x), we find that order directional derivatives, and they are defined as follows:
If x is a point in ..- where all secor«J..order partial derivatives 0/1 exist, anti if
t "'" (t.. .. • t,J is an arbitrary pamt in R:'", we write
. .
which completes the proof.
rex; t) = l: J"'E Di,j/(x)ti'l'
;=1 1
As a consequence of Theorems 12.11 and 12.12 we have: We also define
1Ieerem 12.13. lj both partial derwatives D.r and D.f exist in an n·boll 8(c) and
. " "
f"'(x; t) .. 'E E .E Df,J,J"(x)t•.IJ',
if both D•.kf and Dl,.f are continuous at c, then .=1 J-I l - I

D.,!f(c) = DIt,l(e). if all thlrd-order partial derirJatives exist tit x. The symbol r.tO)(x; t) is similarly
dejirred if all mth~rder partials exist.
NOTE. We mention (without proof) another result which states that if D,f, nil and
D1I;•.,f are continuous in an n-ball B(e), then Dr.lf(e) exists and equals D1I;.,(t). These sums are analogous to the formula
..
If I is a real-valued function of two variables, tllere are four second-order
partial derivatives to consider; namely, Dt.d, Dt.d, Dz.tf, and Dz.zf We have
f'(x; t) = L Dj"(x)t;
i=J
just shown that only three of these are distinct if lis suitably restricted. for the directional derivative of a function which is differentiable at x.
The number of partial derivatives of order k which can be formed ill 2". If all
these derivatives are continuous in a neighborhood of the point (x, y). then TfIet1rem 11.101 (Taylor'&!o,"'*). Assume that f and all itf partial derivatives of
certain of the mixed partials will be equal. Each mixed partial is of the form order < m are differentiable at each point ofan open 8et S in R". If. anti b are two
Dr" •. , , ...t. where each I'j is either I or 2. If we have two such mixed partials, points of S SUf:.h thaI L(I, b) ~ S, then there illJ point z on the liM segment 1.(... b)
D", .. , • ".land Dp " ' •• , l'kf, where the k-tuple (r l , . . . , '11;) is a permutation of such thaI
the k-tUple (Pt, .. , , Pk)' then the two partials will be equal at (x, y) if all 2k partials
are continuous in a neighborhood of (x, y). This statement can be easily proved f(tt) - f(a) ~ 1: ~
l=1 k!
fI·)(a; It - a) + 1 pa}(z; b - a).
m!
by mathematical induction, using Theorem [2.13 (which is the case k = 2). We
omit the proof for general k. From this it follows that among the i' partial Prt:JU.f. Since S is open, there is a 15 ,> 0 such that a + t(b - a) E S for all real
derivatives of order k, there are only k + I distinct partials in general, namely, t in the interval -6 < t < I + 6. Define fI on (-D, 1 + 6) by the equation
those ofthe form D", . '.' , ,.I. where the k·tuple (1'1> ••• , rt ) assumes the following
k + I forms:
fI{t} = f[a + t(b - an
Then l(b) - I(a) .. g(l) - 0(0). We will prove the theorem by applying the
(2,2•... ,2), 0, 2, 2" .• 2), (I, I, 2, ... , 2), ... ,
one-dimensional Taylor formula to g, writing
(I, I, ... , 1,2), (I, H •• I). ",-I

Similar statements hold, of course, for functions of n varia.bles. rn this case, g(l) - g(0) :E k!) g(l"O) + ..!.
k=1 m!
r"~O), where 0 < e < 1. (30)
there are n~ partial derivatives o( order k that can be formed. Continuity of all
these partials at a point x implies that D••, ... , ,.J(x) is unchanged when the Now 9 isa composite function given by U(t) .. f(p(t)], where p(t) = • + t(b - a).
indices '1' ... , r., are permuted. f:ach'l is now a positive integer Sn. The kth component of, has derivative p~ (t) = bk - Ok.' Applying the chain rule,
we see that g'(t) exists in the interval (- ~.I + 5) and is give.... by the formula 12.6 Given n real-valued functions.li •... ,J;. defined on an open set S in A". For each x
in S. define lex) = /1(1) + .,. + !..(x). Assume that for each k = 1,2, ...• n. the

g'(I)
" DJ![p(t)](b -
I; aj) f'(p(t); .. a).
following limit exists:
J
J=1 lim fJy) A(S)
Again applying the chain rule. we obtain p~;;" Yi - Xl

g"'(I) L" L" Di,j(bi - uJ = j"(p(t); b a).

Call this limit Ul{X), Prove that {is differentiable at x. and that

L:" U,,(X)Ul
1=1 j=l
1'(x)(u) :;
Similarly, we find that gl")(t} = PHI)(P(t); b ll). When these are used in (30) II~ 1
we obtain the theorem, since the point :It = a + 8(b - .) E L(a, b). 11.7 Let f and g be functions from R" to H" Assume that r is differentiable at ~ that
f(c) 0, and that g is continuollS at c. LeI h(x) = g(x)' fbI. Prove that II is differen-
tiable at e and that
EXERCISJJ'.S
--,~- ------------------ hleX~ = g(e)'~1~(~} ifuER",

DfI'emltlabie f1metioos 1:2•• Let f: HZ -> R3 be defined by the equation

t1.1 Let S be an open subset of R", and let /: S -+ A be a PJat-vl1luoo function with f(x, y) =< (sin x cos Y. sill x sin Y. cos x cos y).
finite partial derivatives Dff• ...• DJ on S. IUhas a local maximum or a local minimum
at a point C in S, prove that DJ(c) 0 for each k. Determine the Jacobian matrix DI(x, y).
t2.2 Calculate au first-order partial derivatives and the dim.:tional derivative /'(x; u) 11.9 Prove that there is lID real-valued function/such thatf'(e; 11) > 0 for a fixed point
for each of the 'real-valued functions defined on A" as follows: c in R~ and every nonzero vector II in An. Give an ellaml'le such that f'{e; Ii) > 0 for a
. a) /(1.) a • x, where II is a fixed vector in R". fixed direction II and every e ill R".
11.10 Let f = II + iu be a oompleK·valuoo function such that the derivative P(e) exists
b) /(I) == Ilx~4.
for some complex e. Write z c + rei' (where « is real and fixed) and let r -+ 0 in the
c) /(I)

d) f(x)
" .
X • L(x).

= '}' L
where L : Rft" '"" R" is a Hnellr function.

afjx,xj • where ail aji'

differenClil quotient [j(z) - {(dJi(: - c) to obtain
,

f:1 i-I
where a (cos «, sin aI, and u'(c; a) and t{(c; a) are directional derivi4tives, Let II =
12.3 Let f and g be functions with values in Am such that the directional derivatives (cos P. sin IJ), where p = II( + tn. and show by a similar argument that
f'(e; u) and gee; a)exist. Provethatthesum f + gand dotproduet f· g bavedirectional
derivatives given by /'(e) = t>-l,[V'(C; b) - ill'(c; b)).
(f + gY(c; u) 1'(1.:; u) + g'(c; 11)
and .
(f· g)'{c; u) '" f(e)' .'(c; u) + g(e)' f'(c; u).
DOOuce that 1i'(C; a) v'(c; Il) and t"k; II)
tions (Theorem 5.22) are a special case,
-(lee; II). The Cauchy-Riemann equa-

12A If S s; A". Jet f: S - R'" be a function with values in RIn, and write f "" (J., ... ,f"J.
Prove that f is. differentiable at an interior point c of S if. and only if, each /; is dilferentiable Gl'lldients autl tbe £'lIain rule
at c. 12.11 Let f be rClll-valued and differentiable at a point (; in R", and assume that
J:l.S Given n real-valued functions f .. ... '/n' each differentiable on an open interval I V/(e)!1 if. O. Prove that there is one and only one unit vector u in R" such that
(a. b) in A. For each :II: (XI>"" x n) in the n-dimensional open intelVal
If'(e; u)1 '" IIV/fe) II. and that this is the unit vector for which If'll:; u.)l has its maximum
value.
k 1,2, ... , tt}, 11.]2 Compute the gradient vector V/(x, y) at those points (x. y) in A Z where it exists:
define/ex) = /1(Xt) + .. + !,.(xn). Prove that/ is dilferentiable al each poinl of S and a) f(;r.:, y) xZy' log (x 2 + y2) if (x, ).) .. (0,0), {(O,O) o.
that
. 1
('(x)(u) :E" fi{Xt)u/.
j:IiLI
b)f{x. y) xysm-- ----
x2 +)'2
ir (x, Y) if.. iO,O), {(O, 0) 0,
11.13 Let f and 9 be real-valued fWlctioDS defined on R1 with continuous second deriva- function is differentiable at %. show that
tives r and tI'. Define
x· V/(x) = pICx).
F(x, y) ~ fIx + I/(Y») for cam (x, y) in RZ.
NCITE. This is known as &Jer's theorem for homogenoous functions. Hint. For fixed x,
Find formulas for all partials of F of liIllt and second order in terms of the derivatives of define g().) = f(h) and compute g'{!).
f and g. Verify the relation Also prove the converse. That is, show that if x' Vf(x) pl(s') for all :I. in a.tl oj')en
set S, then I must be homogeneous of degree p over S.
(D 1 FXD1 • 1 F) = (D#XD l,lF).
12.14 Given a functionfdefined. in Rl. Let Meau.-Vahle theorems
F(r, 0) '" ICr cos e, .,. sin 8). 1:"19 Let f: R - R 2 be defined by the equation f(t) = (cos t, sin I). Then ('(/)(1./) =
u(- sin t, cos t) for every real u. The Mean- Value formula
a) Assume a.ppropriate differentiability properties of f and show that
fey) - f(x) l'(z)(y - x)
DIF(r,O) ... cos (J Dt/fx:, y) + sin () D1f(x, y),
cannot hold who" x 0, y = 2>r, since the left membcJ: is zero and the right member is a
D1.1F(r,0) cos18Dl,lf(x,y) + hin (JoosfJ D1.d(x,y) + sin::.! OD1.d(x,y)' vector of length 21[. Nevertbeless. 'fheQrem 12,9 state$ that for every vector a in R 2 there
where x =. r cos 0.)' ~ .,. sin I), is a z in the interval (0, 2n) such that
b) Find similar formulas for D2,F, Dl.~F, and D z•2 F.
c) Verify the formula
a' (fey) f(x)} = a . (f'(z)(y - xH.

Determine z in terms of a when x - 0 and y '"' 2;lf.

IIVf(r cos 0, .,. Sill 0)1 1 [D.F(r, 0)]2 +~ [DI F(.,.,8}]2. 12.10 Let lhe a real-vatued function differentiable On a 2-baJl B(x). By considering the
r
function
12.15 IfI and g have gradient vectors V/(x) and Vg(x) at a POint lit in RIt shew that the
product function It defined by h(x) '" I(x)g(x) also has a gradient vector at x and that
prove that
Vh(x) '" l(x)Vg(x)+ g(It)V/(x).
f(y) - I(x) = (YI - xl)Dd(zl> Y2) + (Y2 - xl)Dd<Xh Z2),
State and prove a similar result for the quotient !l1/.
where "1 E Jll) and 22 e L(x:z, y;>;).
n.16 Let I be a function having a derivative f' at each point in R 1 and let g be defined
on R 3 by the equation 12.21 State and prove a generalization of the result in Exercise 12.20 for a real-valued
function differentiable on an JI·ball 8(lI.).

If It denotes the composite function h I . g, show that

12.22 Let/be real·valued llnd assume that the directional deri't'ative rcc
+ 1101; 101) exists
for each 1 in the interval 0 $ I $ I. Prove that for some 0 in the open interval (0, I) we
II VlI(x, y, zH 2 4g(x• .f. z){f'{g(.r, Y. ~)]}2.
have
f(t + u} ~ I(c) rec + 011; 101).
12.1' Assume/is dilfereotiable at each point (x, y) in R2. Let 9, and liz be defined on
R3 by Iho equationS 12.2.] a) Iff is real-valued and if the directional derivative r(x: 101) 0 for every x in an
n-ball 8(t) and every direction lI, prove that/is constant on 8(t).
92(X, y, z) '" x + y + z, b) What l:an you conclude about lirl'(x; u) '" 0 for a fixed direction u and every
and let g be tbe vector-valued function whl.ll'ie values (in R 2) .are given by X in 8(c)?

g(x, y, z) = (111('" Y. Z), fI'J,(x, y. z». Dedva:tives or higher' order lUld Taylor's formula
Let h be the composite function If ~ I" If and show that 12.2.4 For each of the following functions, verify that the mixed partial derivatives Dt.I!
and D 2 • d are equaL
IVhfl 4{DI/)2U , + 4(Dt/)(Dl!)Y2 + 3(Dz/i. a) fix, y) ... x 4 + .1'4 - 4X 1y 2.
17.•• 8 Let/be defi~ on an open set S in RIO. We say thatfis homogeneQus of degree p b) [(x, y) log (.li + y2), (.l:. Y) :# (0,0).
over S iff(h) ;,. ).!'f(x) for every reall and for every x in S for which Ax E' S. If SIKh a e) f(x. y) tan (xlIY). y # Q,
 MultiVlll'iab!e Dilf_tlal Cli.ICIIIos

12.15 Let/be a function of two variables. Use induction and Theorem 12.13 to prove
that if the 2K partial derivatives of/of order k are continuous in a neighborhood of a point CHAPTER 13
(x, y), then all mixed partials of the form D~l" .. ,,,,fand Dp, .....""fwm be equal at (x, y)
if the k-tuple (r1' ... , ri ) oontains the same number of ones as the k-tuple (Ph.·., Pit).
11~Z6 H / is a function of two variables having continuous partials of order if: on some
open set S in R:1, show that IMPLICIT FUNCTIONS
flu(x; t) = ±(k) f[,;-rD,., ... ,
r=O J,
",.I(x), if x '" S, t = (t" (2),
AND EXTREMUM PROBLEMS

where in the rtll term we have Pi ... = Pr - I and I1r + 1 = . , . = Pi. = 2. Use this
result to give an alternative expl'ession for Taylor's rormula. (Theorem 12.14) in the case 13.1 INTRODUCTION
when If = 2. The symbol (~) is the binomial coeffICient k!f[r! (k - r)!].
This chapter consists of two principal parts. The first part discusses an important
11.17 Use Taylor's formula to express the following in powers of (x ~ I) and (y - 2): theorem of analysis called the implicit function theorem; the second part treats
a) /(.1(, y) x 3 + y3 + b) I(x, y) x 2 + xy + y1. extremum problems. Both parts use the theorems developed in Chapter 12.
The implicit fUll(:tion theorem in its simplest form deals with an equation of
the form
SUGGESTED REFERENCES FOR FURTHER STUDY f(x, I) = O. (1)

12.1 A}lQStol, T. M., Colculus, Vol. 2, 2nd ed. Xerox, Waltham, 1969.
12.2 Chaundy, T" W., The Differential ellleu/us. Clarendon Press, Ollford, 1935.
12.3 Woll, J. W., Functions(J!Several Variahles. Harrourt Brace and World, New York,
1966.
The problem is to decide whether this equation determines x as a function of t.
If so, we have
X'" g(/),
for some function g. We say that 9 is defined "implicitly" by (I).
The problem assumes a /T1Qre general form when we have a system of several
equations involvjng several variables and we ask whether we can solve these
equations for some of tbe variables in terms of the remaining variables. This is
the same type of problem as above, except that x and t are replaced by vectors,
and f and 9 are replaced by vector-valued functions. Under rather general con-
ditions, a solution always exists. The implicit function theorem give!> a description
of these conditions and some conclusions about the solution.
An imporlant special case is the familiar problem in algebra of solving n linear
equations of the fonn

L" a
J:I
lrJ "'-', (i = 1,2, ... , It), (2)

where the au and t l are considered as given numbers and XI' " .. , x" represent
unknowns. In linear algebra it is sbown that such a system bas a unjque solution
if, and only if, the determinant of the coefficient matrix A = [a ii] is nonzero.
NOTE. The determinant of a square matrix If = (aij] is denoted by det A or
det [ail]' If det [ali] '!' 0, the solution of (2) can be obtained by Cramer's rule
whkh expresses each X k as a quotient of two determinants, say Xt = AJD, where
D = del [a.J and A. is the determinant of the mate." obtained by replacing the
kth column of [alj] by 'I' ... ' t._ (For II proof of Cramer's fule, see Reference
13.1, Theorem 3.14.) 'n particular, if each II 0, then each x. = O.

I
367
 TIl. 13.1 Th.U:!

Next we show that the system (2) can be written in the form (I). Each equation B)
in (2) has the form

and
/lx, t) = 0

fix, t) =
n

L: a1jX
J~J
j - f;.
C@ f(a)

Figure 13.1

Therefore the system in (2) can be expressed as one vector equation I(x, t) = 0, T1IeI.n'em 13..2. Let B = B(a; r) be an n-ball in R", let 08 denote its boundary,
wbere f = (II> ... ,fJ. If DJ/i denotes the partial derivative of/; with respect to
thejth coordinate x J, then DJfl-x, t) = aij' Thus the coefficient matrix A = [aoj) oB = {x: Ilx - all = r},
in (2) is a Jacobian matrix. Linear algebra tells us that (2) has a unique solution if
and let» = B u cD de,wte its closure. Let f = (fJ' •.. ,/.) be continuous em S,
tbe determinant of this Jacobian matrix is nonzero.
and assume l/wt all the partial derivatioes Dj/;(x) exist if x E B. Assume further
In the general implicit function theorem, the nonvanishing of the determinant
t/wt f(x) ¢ f(a) if" e oB and that the Jacobian determinant Jr(x) ¢ 0 for each
of a Jacobian matrix also plays a role. This comes about by approximating f by
x in B. Then feB), the image of B under f, contains an n-ball with center at f(a).
a linear function. The equation I(x, t) = II gets replaced by a system of linear
equations whose coefficient matrix is the Jacobian matrix of f. Proof Define a real-valued function 9 on oB as follows:
NOTATION. If f = (fl>'" ,I.) and x = (Xl>"" Xii)' the Jacobian matrix
g(x) = Ilf(x) ~ f(a)1I if x E oB.
Df(x) = [Djf,(x)] is an n x n matrix. Its determinant is called a Jacobian
determi1lll1ft and is denoted by Jt(x). Thus, Theng(x) > 0 for each x in ilB because ((x) ;:j:. fCa) if x E vB. Also, 9 is continuous
J,(x) = det Df(x) = det [Djh(x)]. on {)B since f is continuous on 8. Since oB is compact, 9 takes on its absolute
minimum (call it m) somewhere on oB. Note that m > 0 sinceg is positive on iJB.
The notation Let T denote the n-ball
iJ(fJ' ... ,/,,)
~(XI~' • , x.) , T = B(f(a); ~) .
is also used to denote tbe Jacobian detenninant Jr(x).
We will prove that T ~ f(B) and this will prove the theorem. (See Fig. 13.i.)
The next theorem relates the Jacobian determinant of a complex-valued' To do this we show that yET implies Y E f(B). Choose a point y in T, keep
function with its derivative. y fixed, and define a new real-valued function h on B as follows:
Tileonm IJ.I. Iff u + tv is a complex-valued function with a derivative at a : '!
hex) = IIf(x) - y~ if x E B.
point z in C, then JAz) i!'(zW. " I
I

Then h is continuous on the compact set S and hence attains its absolute minimum
Proof We have!,(z) = DIU + iD,v, so 1f'(zW = (DIu? + (D l v)2, Also,
on B. We win show that h attains its minimum somewhere in the open n-ball B.
At the center we have h(a) = IIf(a) - YII < mJ2 since YET. Hence the minimum
J AZ) = det [DJU U
D2 "] = DJu Dzl' - Dll' Dzu = (D l u)2 + (D I V)2,
value of h in B must also be <m/2. But at each point x on the boundary ifB we
Dill DIll
have
by the Cauchy-Riemann equations.
,,'j hex) = 111(x) - yll = IIf(x) - f(a) - (y - f(a»11

13.2 FUNCTIONS WITH NONZERO JACOBIAN DETERMINANT m m

;:;.: Ilf(x) - f(a) II - IIf{a) - YII > g(x) - "2 ;:;.: "2 '
This section gives rome properties offunctions with nonzero Jacobian determinant
at certain points. These results will be used later in the proof ofthe implicit function
I
"··1
~1
so the minimum of h cannot occur on the boundary oR. Hence there is an interior
theorem. point c in B at which h attains its minimum. At this point the square of h also has

I

a minimum, Since
hl(x) = I!f(x) - YI1 2 = .E" [f,.(x) -
r~ 1
YrY,
and since each partial derivative D.(h2 ) must he zero at c, we must have
• where each Zi E L(x, y) and hence ZI E B(a). (The Mean-Value Theorem is
.E [f..(c)
,':::21
y.]DJ"(c) = 0 for k "" 1,2, ... , IT.
But this is a system of linear equations whose determinant Jf(c) is not zero, since
e e B. Therefore I.(c) Y. for each r. or f(&::) = y. That y € feB}. Hence
T t;::; feB) and the proof is complete.
A function I: S -t T from one metric spau: (S, d s ) to another (T, d r ) is
called an open mapping if, for every open set A in S, the image f(A) is open in T.
The next theorem gives a suflicient condition for a mapping to carry open sets
onto open sets. (See also Theorem B.5.)
Tlutorem 13.3. Let A be an open subset of R'" and assume that f: A -+ R" is con-
tinuous and has finite partial derilJatives Diii on A. If f is one-to-one on A and if
J,(x) ." 0 lor each :x: in A, then f(A} Is open.
Proof If b Ei rCA), thell b = f(a) for some a in A. There is an n-baJl B(a; r) £:: A
on which f satisfies the hypotheses of The()rem so fiB) contains an n-OOIl
with center at •. Therefore. b is an interior point off(A), so f(A) is open.
The next theorem shows that a function with continuous partial derivatives is
locally one-to-one near a point where the Jacobian determinant does not vanish.
Tlu!orem 11.4. Assume that f = (/10 .. , ,f..) has continUQUS partial derivatives
D}fl an an open set 8 in R", and thaI the Jacobian determinant Jr(a) .p 010r some
point II in S. Then there is an n-ball B(a) ()JJ which r is ons-Ia-one.
Proof leI Zl, ... , Z. he n points in 8 and let Z = (ZI; ... ; Z.) denote that
point in Rff' whose first n components are the components of Zl' wlwse next 11
component:> are the components of Z1.' and so on. Define a real-valued function
h as follows:
h(Z) = det [DJ!,(Zi)].
This function is continuous at those points Z in Rn' where h(Z) is defined because
each Djf. is continuous on 8 and a determinant is I\. polynomial in its I'll entries.
Let Z be the spe<;ial point in R"' obtained by putting
Z, = Z2 = ... :::;; a.
Then h(Z) J f (a);6 {) and hence, by continuity, there is some n-ball B(a) such
that det [DJ!r(Z.)] ." 0 if each Z, E B(ll). We will prove that r is one-to-one on
B(a).
n.13,5 m
Assume the contrary. That is, assume that f(x) = feY)' for some pair of points
x ." y in B(a). Since 8(a) is convex, the line segment L(x, y) S;;; .B(a) and we can
apply the Mean-Value Theorem to each component off to write
for i i , 2, ... , 11,
applicable because f is differentiable on S.) But this is a system of linear equations
of the form
n
L: (Y.
*~l
X,.)Oik =0
The determinant of this system is not zero, since ZI E B(a). Hence Yl -
for each k, and this contradicts the assumption that" -;6 y. We have shown,
x.0
therefore, tbat x -;6 y implies f(x) .p f(y) and hence that f is one-to-one on B(a).
NOTE. The reader should be cautioned that Theorem 13'.4 is a local theorem and
not ft' global theorem. The nonvanishing of J,(a) guarantees that f is one-to-one
on a neighborhood of 9. It does not follow that r is one-to-one on S, even when
Jt(x) "# 0 for every x in S. The following example illustrates this point. Letlbe
the complex-valued function defined by fez) e= if Z E C. If z = x + iy we have
J1(z) = 1l'(zW = lttl;' r:;;; e 2 ".
Thus J fiz) ." 0 fOf every z in C. However, f is not one-to-one on C because
f(Zl) = f(::2) for every pair of points Zl and Z2 which differ by 2:ri.
The next theorem gives a global property of functions with nonzero Jacobian.
determinant.
Thettrem 13.5. LeI A be an open subset 01 R" and assume that r: A -+ a." has
cominuous partial derivatives Dd; on A. If J,(Jf.) ." 0 far all x in A, then f is an
open mapping.
Proof. Let 8 be any open subset of A. If XES there is an "-ball B(x) in which f
is one-to-one (by Theorem 13.4}. Therefore, by Theorem ID, the image f(B(x))
is open in R". But we can write S U",.s
B{x). Applying f we find f(S)
Ux"s f(B(x)), so (8) is open.
NOTE. If a function ( = (II' ... ,f.) has continuous partial derivatives on a set S,
we say that f is conlinuollsly differentiable on S, and we write f E C' on S. In view
of Theorem 12.11, continuous differentiability at a point implies differentiability
at that point
Theorem 13.4 shows that a continuously differentiable function with a non-
vanishing Jacobian at a poinl a has a local inverse in a neighborhood of a. The
next theorem gives some local differentiability properties of this local inverse
function.
 3'73

l3.3 TIlE INVERSE FUNCTION THEOREM open, y + tu,.. IE Y if t is sufficiently small.) Let x = g(y) and let x' = g(y + tu,.).
'I'Iu!o1'Wlt 13.6. Assume r = (f\, ... ,I.) E C' on an open set S in R~, and let Then both x and x' are in X and (x') - (x) = tu,.. Hence/;\,x') Il.x) is 0 if
T = reS). If the Iacobian determinant I,(s) ,;. 0 for some point a in S, then there i 'i< r. and is' if i == r. By the Mean-Value Theorem we have
are two open sets X ~ Sand Y ~ T ani! a uniquely determinedfunction II such tluJt fl..x') - fl,:") = V/,{ZJ' x' - x for i = 1, 2, ... , n,
a) a E X and rea) IE Y, t t
b) Y = rex), where each ZJ is on the line segment joining x and x'; hence Zi e 8. The expression
c) f is one-to-one on X. on the left is 1 or O. according to whether i = r or i + r. This is a system of 11
Jinear equations in 11 unknowns (x'; - xi)/I and has a unique solution, since
d) i is defined on Y, g(Y) = X, and g[f(x)] = xfor every x in X,
e) g e C' on Y. det [Djft(Z,l] = h(Z) ,;. 0,
Solving for the kth unknown by Cramer's rule, we obtain an expression for
Proof The function If is continuous on S and, since If(a) #: 0, there is an n-ball
8 1(1l) such that I,(x) ,;. 0 for all x in B 1(8). By Theorem 13.4, there is an n-ball [9,,(Y + tu,.) - gl:(y)J/t as a quotient (If determinants. As t ... 0, the point x -4' X,
since g is c:ontinuous, and hence each Zl --+ X, since Zj is on the segment joining
8(s) S;;;; 8 1(s) on which f is one-to-one. Let B be an n-ball with center at • and
radius smaller than that of 8(11). Then, by Theorem 13.2, f(B) contains an n-ball x to x'. The determinant which appears in the denominator has for its limit the
with center at f(a). Denote this by Yand let X = r~I(Y) II B. Then X is open number det [OJ/AX)] J,(x), and this is nonzero, since x E X, . Therefore. the
since both f-l(Y) and B are open. (See Fig. 13.2.) following limit exists:
lim gJ..y + tu,..) - g.fJ) = D,g,,(y).
,"'(1 t

f Moreover, this limit is a quotient of two determinants involving the derivatives
•
F"JgDre 13..1.
The set B (the closure of B) is compact and f is one-to-one and continuous on
B. Hence, by Theorem 4.29,. there exists a function g (the inven;.; function 1-1 of
Theorem 4.29) defined on I(B) such that g[l(x)] = x for all x in 11 Moreover. g
is continuous on feB). Since X s;;;; Band Y <;;; f(B), this proves parts (a), (b), (c)
and (d). The uniqueness oft follows from (d).
Next we prove (e). For thil> purpose, define a real-valued function h by the
equation h(Z) = det [D}/i(Z;)], where Z\, ... , z,. are n points in S, and
Z = (Zl; ... ; Z,J is the corresponding point in ..it'. Then, arguing as in the proof
of Theorem 13.4. there is an n-ball 8,,(1.) socb that h(Z) ,;. 0 if each Z; E B.(a).
We can now assume that, in the earlier part of the proof, the n--baU B(a) was chosen
so that B(a) liIii 8 z(a). Then lJ liIii Ria) and h(Z) #- 0 if each Zl E B.
To prove (e), write g = (Ul" •• lI.). We will show that each I. E C' on Y.
To prove that D,g. exists on Y, assume y E Yand consider the difference quotient
[Ul(Y + tl.l,) 9t(Y»/t, where IIr is the rth unit coordinate vector. Y is
= 1,2, ...• n.
1bis establishes the existence of DrllIl.y) for each, in Yand each r
Dj/;(x). Continuity of the DJft implies continuity of each partiaJ D.g,. This
completes the proof of (e).
Nom. The foregoing proof also provides a method for computing D'(htJ). In
practice. the derivatives Dr 9" can be obtained more easily (without recourse to a
limiting process) by using the fact that, if J = f(x), the produd ofthe two Jacobian
matrices Df(x) and Dg(y) is the identity matrix. When this is written out in detail
it gives the following system of n 2 equations:
iff = j,
iU i' j.
For eacb fixed i. we obtain n linear equations as j runs through the values
1,2., .. ,n. These ean then be solved for the If unknowRJi., D I 9h)• ...• D.Uty).
by Cramer's rule, or by some other method.
13.4 THE IMPLICIT FUNCTION 1HEOREM
The reader knows that the equation of a curve in the xy-plane can be expressed
either in an "explicit" form, such as y f(x), or in an "implicit" form, such as
F(x. y) = O. However, if we are given an equation of the form F(x. y) == 0, thili.
does not n~ly represent a function. (Take, for example, x 2 + y2 - 5 = 0.)
The equation F(x, y) "" 0 does always represent a relation, namely, that set of aU
374 TIl. 13.7 375

pairs (X, y) which satisfy the equation. The

following question therefore presents a local inverse function G, defined on :Y and having values in X, such that
itself quite naturaJly: When is the relation defined by F(x, y) = 0 also a function?
In other words. when can the equation F(x. y} = 0 be solved explicitly for y in G[F(x; i)] (11:; f),
terms of x, yielding a unique solution? The implicit function thwrem deals with and such that G f:: C' on Y.
this question locally. It tells us that, give a point (xo, Yo) such that F(xo. Yo) = 0, Now G can be reduced to components as follows: G = (v; w) where
under certain conditions there will be.a neighborhood of (xo• Yl}) such that in this v = (v .. ' ..• v.) is a vector-valued function defined on Y with values in R" and
w = (WI' .. , , wJ is also defined on Y but has values in R , We can now determine
l
neighborhood the relation defined by F(x, y) 0 is also a func:tion. The conditions
are that F and DlF be continuous in some neighborhood of (xo. yO> and that v and w explicitly, The equation G[F(x; f)] (x; t). when written in terms of the
DlF(xf), Yo) :fA O. 10 its more general form, the theorem treats. instead of one components v and w. gives us the two equations
equation in two variables, a system of n equations in n + k variables:
v[F(x; tn =x and ",[F(x; f)) t.
h(Xt> ... > x.; t l , ... , tl) = 0 (r = I, 2. .•. , n).
But now. every point (x; t) in Yean be written uniquely in the form ("'; t) = F(x'; t )
J

This system can be solved for Xl> ••• , x.. in terms of t1> •••• tit provided that for some (x'; i') in X, because F is one-to-one on X and the inverse image F-l(y)
certain partial derivatives are continuous and pro"ided that the It X n Jacobian contains X. Furthermore, by the manner in which F was defined. when we write
determinant O(fl•... ,fJ/iJ(XI' •.. , x..) is not zero.
For brevity. we shall adopt the following notation in this theorem: Points in
(x; t) = F(x'; n.we must have t' "" t. Therefore.

(n + k)-dimensional space a"" l will be written in the form (x; t). where y(x; f) v[F(x'; tn = x' and ",(x; t) = w[F(x'; t)] t.

:I: = (Xl" •• x.) e R" and t = (11) ••• , t.) E R~. Hence the function G can be described as follows: Given a point (x; f) in Y. we
have G(x; f) := (x'; 0, where x' is that point in RIO such that (x; t) F(x'; t}.
Theorem 13.7(IlfIlI/icitfflnctio" tMM'em). Let r = (/I>'" ,J,.) be a Ul!ctQr-valued This statement implies that
function defined on an open set S in R.. +l with values in RIO. Suppose f E C' on S.
Let (Xc; to) be a point in S for which f(Xc; t.,) 0 and for which the n x If determi~ F[vex; t); t] = (x; t) for every (x; t) in Y.
1'l/l1tt det [DjJi(xo; to)] t- O. Then there exists a k-dlmen.rionaJ open set To con- Now we are ready to define the set To and the function g in the theQrem. Let
taining to and one, and only one, vector-valuedfunction g, defined on To and Roving
values in R", such thai To {t: t € Rl , (0; t) E n,
a) g E C' 011 To, and for each t in To define g(t) 1'(0; t). The set To is open in R k • Moreover,
b) g{to) Xc. g IE' C' on To because G e C' on Yand the components of I are taken from the
comp<lnents of G. Also,
c) f(g(t); I) = 0 for every t in To.
g{to) ... 1'(0; to) = Xo
Proof. We shall apply the inverse function theorem to a certain vector-valued
function F (Fh •••• F,,: F.. +I> ••• , F".J defined on S and having values in , I
because (0; t Q) F(xo ; 10). Finally, the equation F[vex; 0; t] (x; f), which
K.,+lt. The function F is defined as follows: For ISm $ n,let F..(x; t) "'" f...(x; t). holds for every (x; t) in Y, yields (by considering Ihe components in Kg) the
and for I :s m :s: k, let F..+",(x; t) .. t.... We can then write F == (f; I), where equation f[ vex; t); t) x. Taking:x = 0, we see that for every t in To, we bave
f = (fl •... ,fJ and where I is the identity functioo defined by I(t) = t for each t f[g(t); t] = O. and this completes the proof of statements (a), (b), and (c). H
in R l • The Jacobian .lp{1I:; t) then has the same value as the 11 x 11 determinant remains to prove Ihat there is only one such function g. But this follows at once
det [Dj.!i(ll; OJ because the terms which appear in the last Ie rows and also in the from the one-ta-one character of f. If there were another fWlction, say b, which
last k columl1!i of J,t,x: t) form a k x k determinant with ones along the main satis.fied (c), then we would have £[g(t}; t] = f[h(t); t], and this would imply
diagonal and zeros elsewhere; the intersection of the first n rows and n columl1!i (g(t); t) (h(f); t). or get) = bet) for every t in To·
consists of the determinant det [Djh(x; t)]. and
D;F.. +fl.x; t) =0 for I s: i :s; n, I S j S k. 13.5 EXTREMA OF REAL-VALUED FUNCTIONS OF ONE VARIABLE
Hence the Jacobian J.l..Xc; t.,) "" O. Also. F(JIo; to) (0; to). Therefore, by In the remainder of this chapter we shall consider real-valued functions f with a
Theorem 1:4.6. there exist open sets X and Y containing (Xc; t.,) and (0; t.,), view toward determining those points (if any) at which f has a local extremum,
respectively, such that F is one-to-one on X, and X = F-l(y). Also, there exists that is, either a local maximum or a local minimum.
 TII.I:U Def.lJ.'

We have already obtained one result in this connedion for functions of one
variable (Theorem 5.9). In that theoRlm we found that a necessary condition for a
function f to have II local extremum at an interior point c of an interval is that
/,(e) =0 0, provided thatj'(c) exists. This condition, however, is not sufficient, as
we can see by takingf(x) = ;x3. c = O. We now derive a sufficient condition.
'.I'ht1rftlt 13.8. For some integer If ~ 1, let I h4tIe Ii COlltinlWUS nth derivative in the
open interval (0. b). Suppose alsc that lor some interior paint c in (a, b) we have
/,(e) = f"(c) =0 • • • = r"- i)(c) = 0, but r")(c) I' O.
Then for Ii even, f ha.r a local minimum at c ifr·)(c) > 0, and a locol maximum at Dejimtioll 13.9. IIf is differentiable at a and if Vf(a) = 0, the point. is called a
c iff1lf}(c) -< O. If If is odd, there is neither (l iocal maximum nor a local minimlPn stationary point off, A stationary point is called a saddle point if every n-ball B(a)
ate. contains points x such t!rat f(x} > f(a) and other points such that f(x) <:: f(a),
Proof. Since rlf'(c) '" 0, there exists an interval B(c) such that for every x in B(c),
In the foregoing example. the origin is a saddle point of the function.
the derivative JV"(x) will have the !lllme sign as .f"l(c). Now by Taylor's formula
To determine whether a function of n variables has a local maltimum, a local
(Theorem 5.19). for every x in B(c) we have
minimum, or a saddle poiot at ll. stationary point a, we must determine the algebraic
f(x) - fee) =0 r"}(~l) (x - c'f, where Xt € B(c).
sign of f(x) - f(a) for all x in a neighborhood of a. As in the one-dimensional
case, this is done with the help of Taylor's formula (Theorem 12.14). Take m = 2
n.
and y "" a + t in Theorem 12.14. If tbe partial derivatives off are differentiable
IT If is even, this equation implietl f(x) ~ Ik) when r·'(c) > 0, and fix) S; f(c)
when r")(c) :s; O. If n is odd and r·)(c) > O. then f(x) > fCc) when x > c. but on an n-ball B(a) then
f(x) -< f(c) when x <:: c, and there can be no extremum at c. A similar statement I(a + t) - f(a) Vf(a) . t + 11"(Z; t), (3)
holds if n is odd and r'(e) <:: O. This- proves the theorem.
where z lies on the line segment joining a and a + t, and
13.6 EXTREMA OF R.EAL-VALUIID FUNCTIONS OF SEVERAL VARIABLES
r(z; t) ==
.
L: L
"
D'.jf(z)t,'j'
We tum now to functions of several variables; Exercise 121 gives ll. necessary 1=1 j= I

condition for a function to have a local maximum or a local minimum at an interior

point a of an open set. The condition is that each partial derivative DJ(a) must
At a stationary point we have Vf(a) =0 so (3) becomes
be :zero at that point. We can also state this in terms of directional derivatives by f(a + t) - f(a) ir(z; f).
saying that 1'(8; _) must be:zero for every direction u.
The converse of this statement is not true, however. Consider the following
Therefore, as a + t ranges over B(a), the algebraic sign of f(a + t) f(a) is
determined by that of1"(1.; t). We can write (3) ill the form
example of a function of two ~ variables:
f(x, y) (y x 2 )(y _ 2J;2). /(8 + t) - f(a) tr(a; t) + IltIIZ£(t). (4)
Here we have Dd(O, 0) = D 2 !(O. 0) = O. Now f(O, 0) = 0, but the function where
assumes both positive and negative values in every neighborhood of (0. 0), so Iltll2.£(t) = !r(z; t) - ';/"(a; tl.
there is neither a local maximum nor a local minimum at (0, 0). (See Fig. 13.3.) The inequality
This example illustrates another interesting phenomenon. If we take a fixed
straight tine through the origin and restrict the point (x, y) to move along this line II til" IEU)1
toward (0.0), then the point will finally enter the region above the parabola
y 2J;2 (01' below the parabola y = x 2 ) in which !(x, y) becomes and stays shows that E(t) ...... 0 as t -+ 0 if the second-order partial derivatives of fare
positivefoJevery (x, y) :I: (0,0). Therefore, along every such line,/has a minimum continuous at a. Since IItll 2 £(1) tends to zero faster than II til 2, it seems reasonable
at (0, 0), but the origin is not a local minimum in any two-dimensional neighbor- to expect that the algebraic sign of f(a + t) - f(a) should be determined by that
hood of (0, 0). ofrea; f). This is what is proved in the next theorem.
 Implicit Fullttioos and Exk_ ProIIIems 11I.1:U0 TIl,IUI

T1te6rem ]j.II (Second-derivat;ve telft for extrema). Assume that the second.order 13.1, Theorem 9.5. Another, involving determinants, can be described as follows.
partial derivatives D;.J! C'xi.•' in ann-ball B(a) and are continuous at a. where a is a Let a = det [a ij] and let A" denote the determinant of the k x k matrix obtained
statiOltllry point 0/f. Let
by deleting the last (n - k) rows and columns of [all]. Also, put Ao = 1. From
the theory of quadratic forms it is known that a necessary and sufficient condition
Q(t) = 1-1"(11; t) (5) for a symmetric form to be positive definite is that the n + I numbers
Ao' Aft ... , a" be positive. The form is negative definite if, and only if, the same
a) If Q(t) > 0 for alit #' 0, / JlfJS a relative minimum at a. 11. + 1 numbers are alternately positive and negative. (See Reference 13.2, pp.

b) If Q(t) < 0 for all t '# OJ has a relative maximum at a. 304-308.) The quadratic form which appears in (5) is symmetric because the
mixed partials Di.j/(a) and Dj.J(a) are equal. Therefore, under the conditions of
c) If Q(t) takes both poSitive and negative values, then/has a saddle point at II.
Theorem 13.10, we see that / has a local minimum a.t a if the (n + I) numbers
Proof. The function Q is continuous at each point t in Hn • Let S = {t; II tl! = I} Ao, ,61' ... , A,. are all positive, and a local max.imum jf these numbers are
denote the boundary of the n-ball B(O; I). If Q(t) > 0 for all t t: 0, then OCt) is alternately positive and negative. The case 11. = 2 can be handled directly and gives
positive on S. Since S is compact, Q has a minimum on S (call it m), and m > O. the following criterion.
Now Q(d) = cZQ(t) for every real c. Taking c = I/lltll where t c#·O we see that Tuorelll 13.11. Let/be a rea/-valued/unction with CQntinllblJS second-order partial
dE Sand hence (zQ(t) ~ m, so Q(t) 2: mlltlJ 2 • Using this in (4) we find derivatives at a stQtionary point a in. H2 • Let
/(a + t) -/(a) ... Q(t) + IItI1 2 £(t) ~ m litH" + IItf~E(t). A = Dl.lf(a). C = D z,z!(a),
Since E{t) -.,. 0 as t -.,. 0, there is a positive number r such that IE(t)1 < 1m and let
whenever 0 < lItH < r. For such t we have 0 ~ IItIl 2 1£(I)1 < tmlltl1 2 , so
I(a + t) f(1I) > mlltll:! - tmlltl1 2 = -!m111U 2 > o.
Then we have:
Therefore lhas a relative minimum at a, which proves (a). To prove (b) we use a
similar argument, or simply apply part (al to a) 114 > 0 and A > 0,/ has a relative minimum at a.
finally, we prove (el. For each). > 0 we have, from (4). b) if A > 0 and A < o. / has a relative maximum at a.
f(a + ).t) - fea) Q(lt) + 12DtIl 2 E(lt) = ,A2{O(t) + IltI1 2 E(lt)}. e) If A < 0, f hos a saddle point at a.

Suppose Q(t) #' 0 for some t Since E(j) -.,. 0 as y -+ 0, there is a positive r such Proof In tbe two-dimensional case we can write the quadratic form in (5) as
that follows:
if 0 < A. < r. Q(x, y) = i{Ax 2 + 2Bxy + Cillo
Therefore, for each such). the quantity A2{Q(t) + IItll 2 E(lt)} has the same sign as If A ~ 0, this can also be written as
Q(t). Therefore, ifQ <: <1. < r, the difference!(a + ,tt) lea) has the same sign
as Q(t). Hence, if Q(t) takes both positive and negative values, it follows that/ Q(x, y) = 1 {(Ax + Bf)2 + Ay 2}.
2A
has a saddle point at II.
If A > 0, the e,,<pression in brackets is the sum of t""'o squares, so Q(x, y) bas the
NOTE. A real-valued function Q defined on R" by an equation of the type same as A. Therefore, statements (a) and (b) follow at once from parts(a)

Q(x) = r: ?:
n

."1
n

)=1
allxjx/.
•
and (b) of Theorem 13.10.
If A < O. the quadratic form is the product of two linear factors. Therefore,
the set of points (x, y) such that Q(x, y) 0 consists of two lines in the xy-plane
where x = (xl> ... , x.) and the a jj are real is called a quadratic lorm. The form is intersecting at (0,0). These lines divide the plane into four regions; Q(x, y) is
called symmetric if ail ajl for all i and i, positive defillite if x # 0 implies positive in two of these regions and negative in the other two. Therefore I bas a
Q(x) > 0, and lIego!it'e definite if x # 0 implies Q(x) < O. saddle point at II.
In general, it is not easy to determine whetber a quadratic form is positive or Not!!. If A = 0, there may be a local maximum, a local minimum, or a saddle
negative definite. One criterion, in\lol...i ng eigenvalues, is described in Reference point at a.
 Th.11.12 381

13.7 EX'l'REMUM PROBLEMS WDH SIDE CONDmONS The following theorem establishes the vaJidity of Lagrange's method:
Consider the following type of extremum problem. Suppose lbat f(x, y, z) TIJeoum 13J2. Let f be a real-valued junction such that j E C' on an open set S
represents the temperature at the point (x, y, z) in space and we ask for the maxi- in R a • Let!/., ... , g", be m real-ooluedfimettons ~h that g = (Ul> ... ,g",) € C'
mum or minimum value ofthe temperature on a certain surface. If the equation of on S, and assume that m < n. Let Xo he that subset of S on which I oonishes, that is.
z
the surface is given explicitly in the form = h.(x, Y), then in the expression
Xo {x: :If. E S, g(x) = O}.
f(x. Y. z) we can replace z by hex, y) to obtain the temperature on the surface as a
function of x and y alone, say F(x, y) = f[x, y, h(x, y)]. The problem is then Assume that :Eo E X o and assume thm there exists un n-ball B(Xo) such that j(x) :s;
reduced to finding the extreme values ofF. However, in practice, certain difficulties f(xo) jor aU x in X o n B(:xe) or such that j(x) :2: !(Xo) for all It in Xo n B(xo)'
arise. The equation of the surface might be given in an implicit form. say Assume also that the m-rowed determinant det [DJgAXo)) :;. O. Then there exist
g(x, y, z) 0, aDd it may be impossible, in practice, to solve this equation m real numbers 11 • ••• , l". SMeh that the following 1:1 equations are satWied:
explicitly for :l in terms of x and y, or even for x or y in terms of the remaining
variables. The problem might be further complicated by asking for the extreme Drf(x o) +
.
2: ),.D,gl(XO) = 0 (r = 1, 2•... , n). (6)
values of the temperature at those points which lie on a given curve in space. Such Ji-l

a curve is the intersection of two surfaces, say gl(X, Y. z} = 0 and9z(x, y, z) .. O. NOTE. The n equations in (6) are equivalent to the following vector equation:
If we could solve these two equations simultaneously, say for x and y in terms of z,
then we could introduce these expressions into f and obtain a new function of V/(xo) + Al Vg 1 (:xe) + ... + 1.. Vg..(xo) o.
z alone, whose extrema we would then seek. In general, however. this procedure Proof Consider the following system of m linear equations in the 1ft unknowns
cannot be carried out and a more practicable method must be sought. A very A., ... , A.,;
elegant and useful method for attacking such problems was developed by Lagrange. m
Lagrange's method provides a necessary condition for an extremum and can be
described as follows. Letf(x" ... , x..) be an expression whose extreme values are
L
k~ I
AlD,g.(xo) = -D,f(x.o) (r = 1,2, ... , m).
sought when the variables are restricted by a certain number of side conditions, This system bas a unique SQlution since, by hypothesis, the determinant of the
say 91(X1" " , x,,} = 0, .. <. ,U...(Xh •. , ,xJ = O. We then form the linear system is not zero, Therefore, the first m equations in (6) are satisfied. We must
combination «

DOW verify that for this choice of . . , l,.., the remaining n - m equations in
ep(x h ••• = f(x•• .•. , x,,) + .l.191(X 1 , ••• , x,J + ... + ),..0",(x1 , • •• , x,,), (6) are also satisfied. .
To do this, we apply the implicit function theorem. Since m < n, every pOInt
where At•...• l". are m constants. We then differentiate t/J with respect to each x in S can be written in the form :It "'" (x.'; t), say, where x' e R'" and t E R.--"
coordinate and consider the following system of 1'1 + m equations; In the remainder of this proof we will write x' for (Xl>"" x",) and t for
D,t/J(x1 , ••• , xJ = 0, r = I, 2, , n. (x",+ ["" ,x,,), so that II< "" X .. u' In terms of the vectar-valued function
g (Uh" .. , Om)' we (:an now write
9..(Xl' •.. , xJ 0, k = I, 2, , m.
g(x~; to) = 0 ifxo = (,,~; to)'
Lagrange discovered that if the point (Xl> .••• XII) is a solution of the extremum
problem, then it will also satisfy this system of n + m equations. In practice, one Since g e C' on S, and since the determinant det [Djgj(x~; to)] :# 0, all the
attempts to solve this system foc the n + m "unknowns," AI •••• ' A"" and conditions of the implicit function theorem. are satimed. Therefore, there exists.
Xl> ••• ,x,.. The points (Xl> ••• , x..) so obtained must then be tested to determine
an (n m)-dimensional neighborhood Tl) of to and a unique vector-valued
whether they yield a maximum, a minimum, or neither. The numbers II' ... , l"., function h .. (h., ... ,h..), defined on To and having values in R'" such that
w~h are introduced only to help solve the system for Xl' ••• , x.., are known as It e C' on To, b(to) = xo.
and for every t in To, we have g[h(t); t] "" O. This
Lagrange's multipliers. One multiplier is introduced for each side condition. amounts to saying that tbe system of m equations
A complicated analytic criterion exists for distinguishing between maxima and gl(Xl> ..• , x,,) = 0, . ,. ,g",(XI' ... ,x,,) = 0,
minima in such problems. (See, for example, Reference 13.3.) However, this
criterion is not very useful in practice and in any particular prolem it is usually can be solved for Xl' .. :, x., in terms of x..+ 1> ., • , x'" giving the solutions in the
easier to rely on some other means (fOf example, physical or geometrical consider- form x, = h,(x",+ I' ••• ,x,J, r 1, 2, ... ,m. We shall now substitute these
ations) to make this distinction. expressions for Xl' ... , x.. into the expression j(Xl, . ; • , x.) and also into each
expression gix]• ...• x,J. That is to say. we define a new function F as follows: vanishes because of the way ... , l", were defined. Thus we are left with
III
F(x...+h···, x,J ... /[li t (xm + l1 xJ, ...• h",(x"'+I>'" ,x"); I' .. ·' xJ;
••• , X"'+
Dm+,!(xo) + L: A D +r9 (xo) = 0 (r = 1, 2, ... , n - m),
and we define m new functions °
1 , ••• , GM as follows:
1'=1
p m p

and these are exactly the equations needed to complete the pI'<.lof.
NOTE. In attempting the solution of a particular extremum problem by Lagrange's
More briefly, we can write F(') = /[II(t)] and Gp(t) = g,,[HO)], where H(t) ... method, it is usually very easy to determine the system of equations (6) but, in
(h(t); t). Here tis relltrk:ted to lie in the set To. general, it is n<.lt a simple matter to actually solve the system. Special devices can
Each function G, so defined is identically zero on the set To by the implicit often be employed to obtain the extreme values of/directly from (6) without first
function theorem. Therefore. each derivative DrGp is also identically zero on To finding the particular points where these extremes are taken on. The following
and, in particular, DrG,,(to) = O. But by the chain rule (Eq. 12.20), we can com- example illustrates some of these devices:
pute these derivatives as follows:
Example. A quadric surface witls center at the origin has the eqlmtiort
•
DrG,.(~) = I: DJJp(~)DrHk.(~)
1<=1
(1' 1,2, ... > n - m). AxZ + By2 + Cz'" + lDyz + 2Hzx + 2Fxy "" 1.
Find the lengths of its semi-a..ws.
But Bl;(t) ... hk(t) if 1 :s; k :s; m, and Bl;(t) = Xl; if m + I s; k :s; n. Therefore,
when m + 1 :s: k :s: n. we have D,H~Jt) E 0 if m + r .,. k and D,H.. +r(t) = I So{ufi"". Let us write (Xl> X2, '~3) instead of (x, 1, z), and introduce tbe quadratic form
for every t. Hence the above set of equations becomes :I :J

. q(x} "" :E L: tluKtXJ' (9)

L: D.g.,(xo)D,h,,(to) + DM+.u,,(xo) ... 0
1<=1
p : 1,2, ... ,. m.
{ r - J, 2, ...• n - m.
(7)
where x = (Xl> X2, Xl) and the aiJ
J~ 1 t~ 1

OJ, "me chosen so that tbe equation of the $Urfaoo

beromes q(Ji.) = 1. (Hence the quadratic form is symmetric and positive definite.) TIle
By contjnuity of 11, there is an (n m)-baU B(to) ~ To such that t e 8(10) pro~m is equivalent to finding the extreme values of f(x) llxl1 2 = xi + xi + x;
implies (h(t); t) E B(Xf;), where R(xo) is the JI-ball in the statement of the theorem. subject to the side cooditiong(x) 0, whereg(x) q(x) - L Using Lagrange's method,
Hence, t e 8(to) implies (h(t); t) e X o n B(xo) and therefore, by hypothesis, we we introduce one multiplier and consider the vector equation
have either F(t) ~ F(fv) for all t in 8(to) or else we have F(t) 2 F(to) for all t in
8(to). That is, Fhas a'local maximum or a local minimum at the interior point to. V/(x} + ,t Vq(x) 0 (0)
Each partial derivative D,F(to) must therefore be zero. If we use the chain rule to (since Vg lllll Vq). In this particular case, both I and q are homogeneous functions of
compute these derivatives. we find degree 2 and we can apply Euler's theorem (see Exercise 12.111) in (10) to obtain
" + 1x' + = o.
D,F(to) = :E
k~
DJ(xo)DrHk(to)
I
(r"" 1, ... ,11 m),
x . Vf(x) Vq(x) 2/(x) 2Ni(x)

Since q(x) "" I -on the surface we find A = -/(x), and (10) beromes
and hence we can write
t V/(x) Vq(x) 0, (II)
III

L
k~l
Di/(xo)D,hl(fo) + D.. +J(xo) = 0 (r = 1, ... ,11m). (8) where t 1/l(x). (We cannot havef(x) = 0 in this problem.) The \lector equation (II)
then leads to tbe follOWing three equations for x" X;:, X3:
If we now multiply (7) by AI" sum on p, and add the result to (8), we find

i; [DJ(XO) + ~1,D19P(Xo)]Drll.(to) + D",+J(xQ) + t Ap D",+,.I1p(x o} = 0,

for r = ], .... 11 - m. In the sum over k, the expression in square brackets Since x 0 cannot yield a solution to our problem, the determinant of this system must
 "I
,~(;;

"-' .

vanish. That is. we must have b) Compute J and the partial derivati;res of F and G at (xo. Yo~ 0, 1) when
I(u, v) u' - IiP,O(lI, v) ... 21m.
E~: - I :~: _ t :~:
~;.u Q;.l2 au - t
I= o. (12) 13.6 Let r and Ii: be related as in Theorem 13.6. Consider the case 11
we have
= 3 and show that

Equation (12) ill called the characleristic lUjlli1tion of the quadratic form in (9). In this aISC,
the geometrleal nature of the problem aIIlIUIl:S us that the three roots lu 12;. 13 of this cubic: (i 1,2, 3),
must be real and positive. [Since l1(x) is syn:uqetric and PQl3itive definite. the petal
theoIy of quadratic forms also guarantees that the roots of (12) are all real and positive.
(See Refenem:e 13.1, 'I1Ieorem 9.5.)J 1"'he sem.i-axcs of the quadric liurface are 1;1/ 2, where y = (x) and 0t.; = 0 or I according as i '" j or i = j. Use this to deduce the
t;ll1., ti1/2, formula
:-"--"'-"=I (j(J1t I" 13)
(1(x1 , X2, X3)

There are sinlilllf exprnssiOM fOf the other eight derivatives DIU"
Jaeobius 13.7 Let I = $I + Iv be a complex-valued function satisfying the following conditions:
13.1 Let f be the complex-valued function defined for each complex z ot 0 by Ihe U E C and VEe on the open disk A = {z: Izi < 1l; fis continuous on the closed disk
equationf(z) = 1/i. SbowthatJ;{z) = 11'1- 4 , Showthat/isone-to-oneandoompute A. = {z: lz i l}; u(x, y) x and t(x, y) =' y whenever x 2 + y2 = I; the Jacobian
r 1
explicitly. I;(z) > 0 ifz E A. LetB = /(..1) denote the image or A under land prove that:
13.1 Let (= (/1,12.13 ) be the veaor-valued fum::tion defined (fOf every point (Xl' .1'2. X3) a) ]f X is an open sub!Jet of A, tben I{X) is an open sub!Jet of B.
in R:l< for which Xl + Xl + X3 ot -I) as follows: b) B is an open disk of radius I.

= 1,2,3). c) FOf each point I'll) + tvl) in B. there is only a finite number of points z in A such
h<xt> X2. %3) = ~----=---""" (k
tbat fez) "" Uo + ivo.
I + Xl + %2 + %3
+ + +
Show that
compute ,-1J~X1> xz, Xv
e:ltplicitly,
(I X, %2 X3)-4. Show that f is one-to-one and Extremum problems
13.8 Find andcJassify theextremevah.res (if any) oftlle functions defined by the following
13.3 Let f = v,., ... ,
f.) be a veaol'-value4 function defioed in R", suppose fEe'
equations:
on K". and let I/..x) denote the Jacobian deterD.linant. Let Dh •.• , 9r< be If real-valued
ftmctiOOll defined on at and having continuous derivative<> 91•... , g~. Let ~(:x) a) [(x,y) "" + x 2y + x4,
h[OI(Xlh .. . , o.,(x,.)], k 1,2. .... 17, and put JI (hI>"" It.). Show that b) I(x, y) '" Xl + y2 + X + Y + XJ!.
l'jj(x)= If [01 (XI)' ... , u.(x.. )]di(Xt)·· • fl,'(x.). c) I(x, y) = {.i:" 1)'4 + {x _ y)4,
d) I(x, .1') = .1'2 - x3•
13.4 a) If x(r, 9) = r cos 8. y(r, IJ) = r 3in e, show tlmt
13.9 Find the !lhOrlest distance from the point (0, b} on the y-axis to the parabola
o(x, y)
--=r. x 2 - 4y O. Solve this problem using Lagrange's method and also without using
o(r.1J) Lagrange's method.
b) If x(r, D. ,) r COlI IJ sin i. y(r, 8, ~) r sin (J sin tJ. z = r COlI ~. show that 13.10 Solve the following geometric problems by Lagrange's method:
il(x.1'. z)
-r 2 sin ;.
a) Find the shortest distance from the point (ai' tl z, aj) in a3 to the plane whose
O(r.8, ;) equation is "IXI + bzx] + b,X3 + bo O.
13.5 a} State conditions on f and 9 which will ensure that the equations x = 1(11, u}, b) Find the point on the line of intersection of the two planes
Y = g(u. v) can be solved for u. and lJ in a neighborhood of (xo. Yo). If the solu-
tiol1& are Il "" F(x. y), t' "" G(x, y), and if J = a(f. g)/8(u, v}, show that and
SF 1 ilg ilF 1 al iJG 100 iJG = ! at blXl + b 2 x] + OJX3 + bo = 0
ox = J 7Jv ' oy ... -. J av ' i l ; = n; . By J aU. which is nearest the origin.
 387

:u.11 Fmd the maximum value of a~.I. ifD=l xi "" 1, by using SUGGESTED REFERENCES FOR FURTHER STUDY
a) the cauchy-SChwarz inequality. 13.1 Apostol, T. M., Colelllu.s, Vol. 2, 2nd ed. Xerox, Waltham, 1969.
b) Lagrange's method 13.2 Gantmacher, F. R., T1Ie T1Iecry ;:q Matrices, Vol. I. K. A. Hirsch, translator.
13.12 Find the maximum of (XIX.. .•• X.)2 under the restriction Chelsea, New York, 1959.
13.3 Hancock, H .• Theory of Maxima and Minima. Ginn, Boston. 1911•
.~+···+x; L
Use the result to derivethefQlIowinginequality, valid for positive real mrlllbers 0J>" ., a.:

13.13 Iff(x) = x~ + +. ~ X (Xl>" .•

"
x,J. show that a local extreme of f, 8ubject
to the condition Xl + + x" '" tl, is ",,,1-t..
13.14 Show that all points (Xl. X,:l, x..) where xf + xi has a .iOCal extremum subject
to the two side cooditioos xi + + x: 4,:d + 2..,~ + 3x:
9, are found among

(0,0, ±.Ji, ±I), (0, ±I, +2,0), (±l,O,O, ±v'3), (±2, ±3,O,O).
Which or these yield a local maximum and which yield a local minimum? Give reasons
for your conclusions.
13.15 Show that the extreme values off(x!> X2. X"J) '" + x~ + xi, subject to the two
side conditions

and

are , Ii: I, where 11 and t 1. are the roots of the equation

... O.

Show thAt this is a quadratic equation in 1 and give a geometric argument to explain why
the roots 110 12 are real and positive.
13,16 Let'" = det [xlj] and let XI (xII' ..• ' Xi.)' A fanIOUS theorem of Hadamard
=
It positive constants soch that Ilx11l '" dl
ol
states tbat 1.1.1 ::s; d 1 ···4 if dl< ...• d. are
(i= 1, 2, ... ,It). Prove this by treating A as a function of ,,2 variables subject to n
constraints, using Lagrange's method to sbow that, when A has an extreme under these
conditions, we must have

df
o d;•
° 0
0
0
0
.1.2 =

o 0 0
 ner.l4.2

CHAPTER 14 [Xl-I, x.:J is replaced by the measure p.(lJ oran n-dimensional subinterval. Since
the work pr0cee4s on exactly the same lines as the one-dimensional case, we shall
omit many of the details in the discassions that follow.

143 THE RIEMANN INTEGRAL OF A BOUNDID FUNCTION DEFINID

MULTIPLE RIEMANN INTEGRAL..«i ON A COMPAcr INTBRVAL IN R"
De/illitWII UJ. I.et A A 1 X ••. x A" be a compact inte1'lNl/ in RIO. If PI; is a
partition of AI:> the cartesian product
14..1 INTRODUcnON
P = PI X ••• X p".
J:
The Riemann integral I(x) ax can be generalized by replacing the interval [a, b]
is said to be a partition of A. If p. divides Ak into.m.. OIfe-dimerlSiono.l mbinte1'lNlls,
by an n-dimensional region in which f is defined and bounded. The simplest
then P determines IJ decomposition of A as a union of ml ... m" n-dimensional
regions in .... suitBhle for this pw:pose are n-dimensional inte,rvals. For example,
intervals (called subintervals of Pl. A partition P' of A is said to be finer than P if
in R 2 we take a rectangle I partitioned into subrectllngles I. and consider Riemann
P f; P'. The set of al/ partitions of A will be denoted by 9'(A).
sums of the form r'/(XI<, y.)A(IJ, where (Xl> Y..) E I. and A(lt ) denotes the area of
Il.- This leads us to the concept of a double integral. Similarly, in R 3 we use Figure 14.1 illustrates partitions of intervals in R 2 and in :R.3 •
rectangular parallelepipeds subdivided into smaller parallelepipeds I.. and. by
considering sums of the form ::E/(xb Y.. zJV(lt), where (x", Yk' z.) e It and VV,)
is the volume of J1> we are Jed to the con<:ept of a triple integral. It is just as easy
to diK:uSS multiple integrals in R", provided that we have a suitable generalization
of the notions of area and volume. This "generalized volume" is called meilSl/J'e or
t:OlItent and is defined in the next section,

14.2 THE MEASURE OF A BOUNDED INTERVAL IN R"

)
Let AI, .• _• A" denote It general intervals in R I ; that is, each A~ may be bounded,
unbounded, open, dosed, or half-open in R I . A set A in Rn of the form
A AI x ... x An = {(Xi>"" x.); XIl E A. for k = 1,2, .... n},
-
FillJll'e 14.1
is called a general n-(jimensional interval. We 1l1s-0 allow the degenerate case in
which OJ'Ie or more of the intervals All consists of a single point,
If each All is open, closed,. or bounded in R I , then A has the corresponding
property in R", lkjilfilwll 14.2. Let I be defined Md bmmded on a compact intervall in R" If P
If each All is bounded, the n-dimensional measure (or n-measure) of A, denoted is a partition 01 I into m subintervals lit ... , I", and ift" E III a sum ofthe form
by ~i(A), is .defined by the equation .
S(P,f) I:f(r.M1k),
peA) p(A I) ... I1(A.), .~I

where fl(A.) is the ,me-dimensional measure (length) of A". When fl = 1, this is is called a Riemann .~um. We say f is Riemann-integrable on I and we write fER on
called the area of A, and when n = 3, it is called the l'o!ume of if. Note that I, whenever there exists a real number A having tile lollowing property: For (wery
tl(A) ;= 0 if p(A.) 0 for some k. e > 0 there ex/s!s a partition p. of I such that P finer thOll p. implies
We tum next to a discussion of Riemann integration in R". The only essential
IS(PJ) - ~ < f,
difference between the case rI = 1 and the case 11 > I is that the quantity
Ax. x. x'- l which was used to measure the length of the subinterval for all Riemann sums S(P, f). When such a number A exists, it Is uniquely
 'lb. 14.5 Evaluatioll of • Multiple lategral 391
ner.l4.3

determined and is denoted by b) If an interval J is decomposed into a union of two nonoverlapping intervals
11' f z, then we have

I 1 1 -f dx Jr,r f dx + 1- f dx 1 J
JI-rf elx = -
fdX f(x) dx, or by f(x i • < •• , x.) d(Xl' ••• , x,,).
, and f dx + f dx.
1
=0

I Ii I,
- I,
NOTE. For n > I the integral is called a multiple or n-jold integw.1. When n = 2
and 3, the terms double and triple integral are used. As in R I , the symbol x in The proof of the following theorem is essentially the same as that of Theorem
JI f(x) dx is a "dummy variable" and may be replaced by any other convenient 7.19 and will be omitted.
symbol. The notation II f(x!> ... , x-J dx l . . . dx" is also used instead of
Jr f(x I' . . . , x-J d(x h . . . ,x-J. Double integrals are sometimes written with two Theorem 14.4. Let f be defined and bounded on a compal'r interval I i1l RO. Then
integral signs and triple integrals with three such signs, thus: the following statements are equiv.alent:

ff
I
f(x, y) dx dy, fff f
[(x, y, z) dx dy dz.
i)feRonI.
ii) f satisfies Rienwnn's condition 011 I.
iii) !ddx = Jddx.
Ih}illit;itnl 14.3. Let f be defined and bounded on a compact interval I in R". If P
is a partitwn of J into m subintervals II' ... ,1m , let
14.4 SETS OF MEASURE ZERO AND LEBESGUE'S CRITERJON FOR
mj,.,(f) = inf {f(x) : x € I~}. EXISTENCE OF A MULTIPLE RIEMANN INTEGRAL

The rrurnbers .- A subset T of ." is said to be of n-measure zero if, for every E > 0, T can be
covered by a countable collection of n-dimensional intervals, the sum of whose
III
n-measures is <8.
U(P,f) = L Ml(f)P(ll)
1=/ .
and L(P,f) = L:'" m~(nJl(11)'
1"'1
As in the one-dimensional case, the union of a countable collection of sets of
n-measure 0 is itself of n-measure O. If III < n, every subset ofR", when considered
are called upper and lower Riemann sums. The upper and lower Riemann i7l1egrals as a subset of R-, has n-measure O.
off over f are defined as follows: A property is said to hold almost everywhere on a set S in R" if it holds every-

1f dx = inf{U(P,f): P E &'(I)},
where on S ell:cept for a subset of n-measure O.
Lebesgue's criterion for the existence of a Riemann integral in HI has a
straightforward e:\tension to multiple integrals. The proof is analogous to that of

1f d" = sup (UP, f) : P € .9(I}}.

Theorem 1.48.
T1Ieorem 14.5. Let f be defined and bounded 011 a compact interval I in R·. Then
J€ R on I if, and only if, the set of discontinuities off in I has n-measure zero.
The /unction f is said to satisfy Riemmrn's condition 011 1 if, for every I: > 0, there
exists a p,artition p. of I such Ihat P finer than p. implies U(P. f) L(P, f) < t.
14,S EVALUATION OF A MULTIPLE INTEGRAL BY ITERATED
NOTE. As in the one-dimensional case, upper and lower integrals have the following INTEGRATION
properties:
From elementary calculus the reader has learned to evaluate certain double and

a) L (f + g) dx:;; f, f dx + f, g dx,
triple integrals by successive integration with respect to each variable. .For
example, if fis a function of two vadables continuous on a compact rectangle Q
in the xy-plane. say Q = {(x. y) : a s: x :5: b, c .:s; y :5: d}, then for each fixed y

r (f+ g)dx ~ I fdX + f gdx.

in [c, d] the function Fdefined by the equation F(x) = f(x, y) is continuous (and
J:
bence integrable) on [a. b]. The value of the integral F(x) dx depends on y and
 TIl. lUi Th.I4.6

defines a new f-.metiQIl G, where G(y) J:/(x, y) dx. This function G is con- Similarly, we define
tinuous (by Theorem 7.3B), and hence integrable, on [e, d]. The integral J~ G{y) dy
turns out to have the same value as the double integral Jaf(x, y) d(x. y). That is,
we have the equation
I == f: F(:o:) dx == J: U: I(x, y) dy dx.J
fa f(x, y) d(x, y) = J: U: I(x, J y) dx dy. (I) Let PI = {Xo, Xl • ...• X,,} be a partition of [D.

P2, ,. {Yo. Yh .•.• Y",},

b] and let

(This formula will be proved later.) The question now arises as to whether a
similar result holds when/is merely integrable (and not necessarily continuous) on be a partition of [c, d].. Then P PI X P1. is a partition of Q into mn sub-
Q. We can see at once that certain difficulties are inevitable. For example, the rectangle& Q Ii and we define
r:
inner integral /(x, y) dx may not exist for certain values of y even though the
double integral eJdsts. In fact, jf / is discontinuous at every point of the line IIJ = J:~, U~J_/(x. Y} dyJ dx,
segment y == Yo. a S; x S; b, then f~j{x. Yo) dx will fail to exist. However. this
line segment is a set whose 2-mcasure is zero and therefore does not affect the
Since we have
integrability off on the whole rectangle Q. In a case of this kind we must use
upper and lower integrals to obtain a suitable generalization of (l). - d
~
lit 1:1 J

T1JeaTem 14.6. Let f be defined and bounded on a compact rectangle

fc I(x. y) dy = :1J-' f(x, y) dy,

Q == [a, b] x [c, d] in R 2 • we can write

f-· U-· ] '" I-I> U-H ]

Then we have.-
f(x, y) dy dx ~ ~ f(x, y) dy dx
i) Jal d(x, y) S; i: [jU(x, y) dy] dx ::;; J: [JU(x, y) dy] dx s; JQI d(x, y}. a " J 1" 7/-.

ii) Statrment (j) holds with J: rep/aced by J~ throughout.

iii) Jof d(x, y) ::;; I~ [J:/(x, y) dx] dy ::;; f~ [J:!(x. y) dx] dy ::;; 1.d d(x, y).
= ~ ~
j
. "i-'" u-'J-',J.
1 i-I ... _.
f(X, y} dy ] dx.

ill') S1(~tf!ment (iii) holds with J: replm::ed by r: throu.ghout. That is, we have the inequality

r[1" rU:
11') When Sa/ex, y) d(x, y) exists, we have

L f(x, y) d(x, y) "" /(x, y) dyJ dx = j(x. J) dJ] dx

f U: j{x. y) dxJ dy == rU: f(x. y) dXJ dy.

Similarly, we lind

If we write
Proof. To prove (0, define F by the equation
m,j = inf {f(x. y): (x, y) e el'i}'
F(x) = J: f(x, y} dy, if x E [a, b]. and
M lj == sup {f(x, y) : (x, y) e Qlj},
Then IF(x)1 ::;; M(d c), where M sup {lj(x, .v)1 : (x, y) (; Q), and we call
then from the inequalit)' mli s; f(x. y) s; M ,j, (x, y) e Q,j. we obtain
consider

1= f F(x} dx f [f' f(·"C, y) dyJ dx.

 turn,

ax

ax
SUlnming on and i and tbe above inel~Wlljti(~s, we
f)s,lsls
Figure 14.2
this holds for all partiti,:ms P of we must have

This proves statement

It is dear the preceding also 00 carried out jf the function F
were defined It that if COIUP,lct, each
cOllnecte,d, e"ilch S1, is cORnected
0

It
and hence faUows same argument defined
Statements and can be siolila.rly the roles in
x and statemem is immediate consequence of statements

As a cOliolllnrv. we have the formula mentioned earlier:

y) ax
which valid continuous on Qo This often called Fubint's lftt'.'Ofi'!rI.

existence the iterated jllt,egor'll}" lix

and
dx
does not the of A counter eXllmple is in
Exercise 14,7.
As in Theorem appropl"iate rep!;1Cerl"iellts of
Before on Theorem 14Ai in R", first lnll'oouce upper int(:grals Unlli[OgOUS fmlnutias for the
some further and termillo!l,g)' If Ii; :-:; II, the of x in R" for which
Xl = called the coordinate hVl't!f'J,kure Given a set S in R", the lJfoieclrtoll
S on is defined to be the of S uMer that value at
in S easy to case in
liUi .JORDAN·MEASURABl.E SETS IN a"

if.

Tlteorem 14.9. UI S a bounded Then

= (5)
lienee, S Jordan-measurable and
Letl be a cornpad interval COl1ltailling S and Tnen for
1
S)
To obtain
the reverse in,:qtlaliity, < +
and choose Since renne-
ment inc'rea,sell 1, Vie find

14.7 MULTIPLE INTEGRATION OVER JORDAN·MEASURABLE SETS

lkJmitil1tl l4.1fJ, bo;mded Of' a hOl/flde(} Jardan-me/Wifable set
s R"~ Let 1 be comp(;u:t interval c(ffitllini/!ffj Sand 9 1
 'lb. 14.11 'l1L 14.13

Then I is said to be Riemann-integrable on S and we write fER on S, whenever ihe and MtUs) = 0 if k ~ A, so
integral II g(x.) dx exists. We also write
..
L I(x) ax", 1 g(x) dx.
U(P, Xs) .I: M.!.xs)p(h) = L: P(IJ = J(P, X5)'
l~l t~A

Sioce this holda for all partitions, we have t Xs = C(S) = c(S). But
The upper and lower integrals js/(x) fix and IgJ(x) dx are similarly defined.

NOTE. By considering the Riemann sums which approximate ), g(x) dx. it is easy
to see that the integral fsf(x) dx does not depend on the choice of the intervall
L Xs = 1 Xs so c(S) = f =L
Xs L

used to enclose S.
14.9 ADD£flVE PROPERTY OF THE RIEMANN JNlEGRAL
A necessary and sufficient condition for the existence of Is/(x) dx can now be
given. The next theorem shows that the integral is additive with respect to sets having
Jordan content.
TIMONm U.11. Let S be a Jordan-meQ3llTable set in R", and let J be defined and
~ 14.13. Assume IE R on a Jordan-meQ3llToble set Sin,,". Suppose
bounded on S. Then I E R on S if, and only if, the discQI1tinuities ofI in S form Q
set of measll1'e zero. S =
A u B, where A and B are Jor~meQSUTable but have fI() interior paints in
common. Thenle Ron A,le R QI1 B, and we hove
= J(x) wben XES,
Proof. Let I be a compact interval containing S and let g(x)
g(x) "" 0 when x E I - S. The discontinuities of f will be discontinuities of g.
However, 9 may also have discontinuities at some or aU of the boundary points of
Is f(x) dx = L f(x) dx + J. /(x) dx. (4)
S. Since S is Jordan measurable, Theorem 14.9 tells us tbat c(iJS) "" O. Therefore,
Proof Let 1 be a compact interval cootaining S and define 9 as follows:
9 E R on I if. and only if, the discontinuities off form a set of measure zero.

g(x) =
{}i(0 X) ih IE' S,
..14.8 JORDAN CONTENT EXPtiSSIID AS A RIEMANN INTEGR."'L
ih::e:I - S.

T1Ie1W~m 14.12. Let Shea compact Jordan-measurable set in R ft

, Then the imegral ne existence of J,t!(x) fix and J./(x) dx n. an easy consequence of Theorem
Is I exi:!:ts and we have 14.11. To prove (4), let P Ix a partition of I into m subintervals Ii> ... , I... and
fot'lIl a Riemann sum
c(S) L I.
S(P, g)
...
= :E g(tJp(IJ.
l~l

Proof Let 1 be a compact interval containing S and let Xs denote the characteristic
function of S. That n., If S,. denotes that part of the sum arising from those subintervals containing
points of A, and if S. is similarly defined, we can write
= {~
if x e S,
xix) S(P,g) = SA + S. - Se.
if x e I - S,

ne discontinuities of ;(s in I are the boundary points of S and these form a set where Sc contains those terms corning from subintervals which contain both points
J
of content zero, so the integral II Is exists, and hence s I exists. of A and points of B. In particular, all points common to the two boundaries iJA
Let P be a partition of I into subintervals II' , .. , I",. and let and 8B will fall in this third class. But now SA. is a Riemann sum approximating
the integral !Af(X) tfx. and S. is a Riemann sum approJdmating !.f(x) dx. Since
A = {k: It r> S is nonernpty}, e(8A r> oB) = 0, it follows that ISci can be made arbitranly mall when P is
sufiiciently fine. The equation in the theorem is an easy consequence of these
If k E A, we have
remarks.
NOTE. Formula (4) also holda for upper and lower integrals.
 Th, 14.14 111. 14.17 401

For setli S whose structure is relatively simple. Theorem 14.6 can be used to The"rem 14.16 (MetPt-Va/ue Theorem/or mrdiiple integrrili). Assume that 9 E R
obtain formulas for evaluating double integrals by iterated integration. These and fER on a Jordan-measurable set 8 in a" and suppose that g(x) ~ 0 for each
formulas are given in the next theorem. :It in S. Lei m = inf1(8), M = sup /(8). Then there exi~ts a real numbe; 1 in the
infen'ill m :5 ). :::;; j\{ such that
Theorem U.14. Let 1Jl and tP2 be tlVl) continuous lime/ions defined on [a. b] such
that q,l(X) ~ q",(x)101' each x in [a. b]. Let S be the compDct set in a~ given by
8 = (lx, y) : a s x s b, tPl(X) S Y s;, 1Jz(x)}.
L I(x)g(x) dx "" ..t Is g(x} dx. (5)

R on S, we have In particular, we have

[f-.,(, ) ] Isf(X) dx .:5 Mc(S).

1 s
I(x. y) d(x. y) ..
l
"
b

,jI,(..)
f(x, .v) dy dx.

NOTE. The set 8 is Jordan-measurable because its boundary has content zero. NOT!':. If,
mc(S)::;;;

in addition. S is connected and lis ccmtinuolls on S, then). = {(xo) for

(6)

(See Exercise 14.9.) some "0 in 8 (by Theorem 4.38.) and (5) becomes .
Analogous statements hold for n-fold integrals. The extensions are too obvious
to require further comment, L f(x)g(x) <Ix = I(xo) L g(x) dx. (7)

In particular, (7) implies Is/(x) dx "" /(lCo)c(8), where Xo E 8.

PrQof. Since g(x) 2: 0, we have mg(x) s I(x) g(x) .:5 Mg(,,) for each x in 8. By
Theorem 14.15, we can write
s
m r g(x) dx ~ Jsr/(,,)g(x) dx
..s
.:5 M r
Js
g(x) dx.

If I Ii g(x) dx = 0, (5) holds for every J.. If Is g(1/:) dx :::> 0, (5) hold~ with
;. = Ssf(x)g(x) dx/Js g(x) dx. Taking g(x) E I, we obtain (6).
Figure 14.4
We can use to prove that the integrand!can be disturbed on a set of content
zero without affecting the value of the integral. In fact, we have the following
tbeorem:
figure 14.4 illustrates the type of region described in the theorem. For sets
which can be decomposed into a finite number of Jordan-measurable regions of Theorem U.17. A6-sume that feR 011 a Jordan-measurable set 8 in R". Let T be a
this type, we can apply iterated inlegration to each separate part and add the results subset o{ S having It-dimensional Jordan cmltt'1lt UfO, Let 9 be a lIlt/erion, defined
in accordance with Theorem 14.13. Qlld hounded on 8, such that y(x) = f(x) when XES T. Then 9 E R on 8 Dud

14.10 MEAN-VALUE THEOREM FOR MULTIPLE INTEGRALS rf(x) dx ~,<;r

Js
= g(x) dx.

As in the one-dimensional case, multiple integrals satisfy a mean value property.

This can be obtained as an easy consequence of the following theorem, the proof Proq{. Let 11 I-g. Then J.-; h(x) dx h h(x) dx + Js-T lI(x) dx. However.
of which is left as an exercise iT 11(,,) dx 0 because of (6), and Is-I h(x) d" = 0 since h(x) = 0 for each
x in S T.
TMDrem 14.15. Assume fER and g E R on a Jordan-measurable set 8 in aft. If
{(x) ~ g(x) lor each X ill 8. tht'1l we have . NOTE. This theorem suggests a way of extending the definition of the Riemann
integral Js/(x) dx for functions which may not be defined and bounded on the
Is f(x) dX:5 Is g(x) dx.
whole of S. [n fact, let S be a bounded set in a" having Jordan content and let T
be a subset of S having content zero. [f f is defined and hounded on S - T and
 and
if Js-r!(x) dx exi~t$. we agree to write

r f(K) dx = J5-r
r !(x) d~ E[f: I(x, y) dY] dx = t.
Js This shows that M [f~f(x, y) dy] dx exists and equals 1.
and to say that f is Riem811n-integrable on S. In view of the theorem just proved. b) Prove that fA [f~/(x, y) dx] dy exists and find its value.
this is essentially the same as extending the domain of definition off to the whole c) Prove that the double integral IQ/(x. y) d(x, y) does not exist.
of S by definingf on T in such a way that it remains bounded.
14.6 Define f on Iho square Q [0, 1] x [0, 1 Ja8 foUows:
o if at least one of x, y is irrational,
I (x, y).. { l/n if y is rational and x "" min,
where m and II are relatively prime integers, 11 > O. Prove that
MIlItIpIe laItegraJs
14.1 IfJi e R on [ab b l ]. ' , •• /" E Jl. on (a"., b..}, prove that
f [(x, y) dx = l' [E I(x, y) dx] dy = fa lex. y) d(x, y) = 0
f/t(Xt) .. ·fJxit>d(X1..... xJ (f' 11(X1) dx 1)... U~ h(X.) dx it ) '
but that I~ I(x. y) dy does not exist for rational x.
14.7 If PA denotes the kth prime number, let
where S = [aI' hi] x ... x [a., b,,],
S(Pt) "" {(~. ~) : If "" 1,2..... P. - 1, m 1,2, ... , Pk I} ,
14.2 Letfbe defined and bounded on a compact rectangle Q =
[a, h] x [c, d] in 11.2,
Assume that for each filled y in [c. d], f(x, y) ill a.II increastng function of x, and that for let S U:"= 1 Sept). and let Q {O. i] x [0, 1].
each fixed x in [a, il], [(x, y) is an increasing function of y. Prove tbatfe Jl. on Q. a) Prove that S is dense in Q (that the closure of. S contains Q) but that any line
14.3 Evaluate each of the following double integrals, parallel to the coordiml.te 1IXe8 contains at most a finite sahset of S.

a) ff sin;.! X sinz y dx fly, where Q = [0, l'r] X [0. n],

b) Define/on Q as foUows:
/(x. y) = 0 if (x, y) E S. f(x. y) "" 1 if (x, y) E Q - S.
Q
n
[j~ f(x, y} dy] dx = Iij [Iij f(x, y) dx] dy
b) ff lcos (x + Y)I dl: dy, where Q = [0. l'r J x [O.:If].
Prove that
double integral IQ[(x, y) d(x. y) does not exist.
I, but that the

Q Jordan eooteDt

c) fJ +
Q
[x y] dx dy. wher'e Q = [O,2} x [0,2], and [I] is the ~test
14.8 Let S be a bOlmded set in R" having at mOllt a linin: number ofaccumulation points.
Prove that c(S) == O.
14.' Let [ be Ii continuous real-valued function defined on [a, b ]. Let S denote the
integer St. graph of/, tbatis, S = {(x, y): y "" [(x), a S x b}, Prove that Shas two-dimensional
Jordan content zero.
14." Let Q "" [0, 1] x (O, 1J and calcoJaCe Ho/(x. y) dy in each case. dx 14.10 Let r be iI rectifiable curve in a·. Prove that r bas n-dimensional Jordan content
a) {(x, y) ... 1 - x .. y if:c + y :s; I. Ax. y) =' 0 otherwise.
zero,
b) {(x, y) = X Z + if Xl + y1 :s I, /tx. y) .. 0 otherwise, 14.11 Let/be a nonnep:tive function defined on a set S in al<. The ordinate set of [over
c) [(x. y) = x + y if Xl S Y :s; h 2 , f(x, y) "" 0 otherwise. S is defined to be the following subset of R~+ 1 :
14.5 Define f on the square Q = [0, 1] )( [0. I] as follows:
{(Xh" , x".xJt+l): (xl'···.X.)ES. 0 X"+I Sf(Xl""'X,.)},
if x is rational,
1 1
f(x, y) ",,' i 2:y If S is a Jordan-measurable region in R and If/is continuous on S, prove tha.t the ordinate
it

\ if X is irrational. 9Ct of I over S has (n + I)-dimensional Jordan content whose value is

a) Prove that fa I(x, y) fly exists for 0 :S t :s I and that
L !(Xh ' .. , xJ d(XI• ... , xJ.
Interpret this problem geometrically when II = I and n = 2.
14.11 Assume lhat/E R on S and suppose J:;/(x) dJ. O. (S is a subset of aft). Let CHAPTER 15
A = {x: 'II: e S, /(x) < O} and assume that c(A) = O. Prove that there cltisl$ a set B of
measure zero such that [(I) = 0 for each x in S - B.
14.13 Assume that / e R on S. where S is a region in R ft and 1 is continuous on S. Prove
that there exists an interior point III of S such that

L [(x) dx ... [(Xo)r:(S).

MULTIPLE LEBESGUE INTEGRALS

14.14 Let I be continuous on a rectangle Q "" [a. It] x [c, ill· For each interior point
(Xl. X;1) in Q. define

F(XI' X2) 1"'1 (S:' [(X. y) dy) dx. 15.l JNTRODUCTION

The Lebesgue integral was described in Chapter 10 fOT functions defined on subsets
Prove that D I •1F(Xl. X2) ... DZ,lF(Xl> x~) = 1(%1> %2)' of R 1. The method used there can be generalized to provide a theory of Lebesgue
14.15 Let T denote the following triangular region in the plane: integration for functions defined on subsets of n-dimensional space R.". The
resulting integrals are called multiple integrals. When II = .2 they are called dbuble
T = {ex. Y): 0 ; + ~S 1} , where a :> 0, b :> O. integrals, and when n = 3 they are called triple iIltcgrals.
AI. in the one-dimensional case, multiple Lebesgue integration is IW extension
Assume that [has a continuous second-order partial derivative D 1 ,1/0n T. Prove that of multiple Riemann integration. It permits more general fimetions as inlegrands.
there ill a point (xo, '0) on tbe segment joining (a. 0) and (0, b) such that it 1:reatJ; unbounded as well as bounded functions. and it encompasses more

1 DI,2!(X' y) d(x, y) j(O.O) - lea, 0)+ oDt/(xo, Yo)'

SUGGESTED REFERENCES FOR FURTIlER S'Th'DY
14.1 Apostol, T. M., CBlculllS, Vol. 2. 2nd ed. Xerox, Waltham, 1969.
14.2 Kestelman. H., Modern Theories 0/11lugrat/an. Oxford University Press, 1937.
14.3 Rogosinski. W. W.• Volume and Integral. Wiley, New 'York., 1952.
general sets as regions of integtation.
The basic definitions and the principal convergence theorems are completely
analogous to the one-dimensional case. However, there is one new feature tbat
does not appear in R 1 • A multiple integral in R~ can be evaluated by calculating
a succession of n one-dimensional integrals. This result. called Fubini'.f Theorem,
is one of the principal concerns of this chapter.
As in the one-dimensional case we define the integral first for step functions,
then for a larger class (called upper functions) which contains limits of certain
increasing sequences of step functions, and. finally for an even larger class., the
Lebesgue-integrable functions. Since the development proceeds on exactly the
same IiDes as in the one-dimensional case, we shall omit most of the details of
the proofs.
We recall some of the concepts introduced in Olapter 14. If 1 = 11 X ••. x 1"
is a bounded interval in R", the n-rneasure of I is defined by the equation
p.(l) = p(lt) ••• p(I,.),
where p(ll ) is the one-dimensional measure, or length, of It..
A subset T of Rif is said to be of n-measure 0 if. for every " > 0, T can be
covered by a countable collection of n-dimensional intervals, the sum of whose
n-measures is < e.
A property is said to hold almost everywhere on a set S in R~ if it holds every-
where on S except for a subset of /i-measure O. For example, if {f.,} is a sequence
of functions, we say f., - f almost everywhere on S if lIm._", f,.(x) = f(x) for all
x in S except for those x in a subset of n-measure O.
15.1 STEP FUNCTIONS AND 11fEIR INTEGRAlS We denote by 1.(1) the llCt of all functions / of the form / u - v, where
Let I be Ii compact interval in R", say u e U(I) and ve U(J). Each function/in L(I) is said to be Lebesgue-integrable
on I, and its integral is defined by the equation
1=/1 X ••• x lit>

where each I" is a compact subintecval ofR 1 • If PJ: isa partition of 1", the cartesian
product P := PiX ... x p. is called a .partition of 1. If P" decomposes I" into
tn" one-dimensional subintervals, then P decomposes I into m ml .•. 11Jt
n-dimensional subintervals, say J 1 , ••• , J",.
A function s defined on I is called a step function. if a. partition P of I exists such
that s is constant on the interior of each subinterval It, say
Sex) = Ct;
The integral of s over 1 is defined by the equation
Since these definitions are completely analogous to the one-dimensional case,
it is not surprising to leam that many ofthe theorems derived from these definitions
are also valid. In particular. Theorems 10.5, 10.6, 10.7, 10.9, 10.10, fO.l I, ]0.13,
10.14,10.16, 10.11(a) and (e), 10.18, Ilnd 10.19 are aU valid for multiple integrals.
Theorem IO.17(b), which describes the behavior of an integral under expansion or
contraction of the interval of integration, needs to be modified as follows:
!f/E L(I) and if g(x) = f(x/c), where c > 0, then g e L(eI) and

(1)
Now let G be a gelleral n-dimensional interval, that is, an interval in K" which
need not be compact. A function s is called a step fnnction on G if there is II.
compact n-dimensional subintervall of G such that s is a step function on I and
s(x) = 0 if x e G ~ 1. The integral of s over G is defined by the formula
f g=erfj.
JeI J
In other words, expl1.nsJon of the interval by a positive factor c has the effect of
multiplying the integral by C', where 1J is the dimension of the space.
The Levi convergence theorems (Theorems 10.22 through 10.26), and the
Lebesgue dominated convergence theorem (111eorem 10.21) and its consequences
(Tbeorems W.28, 10.29, and LO.30) are also valid for multiple integrals.
NOTATION. The integral fl/is also denoted by

where the integral over I is: given by (I). As in the one-dimensional case the integml
is independent of the choice of 1.
1/(X) dx or L I(xl,··· , x.)d(x 1 . · · · , x.}.

The notation II/(x!> ... ,;r;J <U;1 ••• d;r;. is also used. Double integrals are
sometimes written with two integral signs, and triple integrals with three such signs,
15.3 UPPER FUNCTIONS AND LEBESGUE-INTEGRABLE FUNCTIONS thus:
UpPer functions and Lebesgue-integrable functions are defined exactly as in the
one-dimensional case.
A real-valued function/defined on an intervall in R" is called an upper function
ff
I
[(x, y) dx dy, fffI
f(x, y, z) dx dy dz.

on I, and we write / E U(l), jf there exists an increasing sequence of step functions

{s,,} such that
IS.4 MEASURABLE FUNCTIONS AND MEASURABLE SETS IN a"
a) SIt -+ / almost everywhere on I,
and A real-valued function f defined on an interval 1 in R" is called measurable on I,
and we write f e M (I), if there exists a sequence of step functions {s,,} on / such
b) lim"_,,, II 8
11 exists.
that
The sequence {s.} is said to generate f. The integral off over 1 is defined by the lim s,,(x) = [(x) a.e. on J.
equation

1/
I
= lim
.. -+00
rs,,_
J,
(2) The properties of measurable functions deSCl'ibed in Theorems 10.35, 10.36, and
10.37 are also valid in this more general setting.
 of thai

T
410 n.lS': Def.1U 411

on l. then we have the following reduction formula (from part (v) of Theorem Then
14.6):
S5 fn r(.1<1 s{x, .1) dX] dy.
L f(x, y) d(x, y) f U: f(x. y) dX] dy. (3) I'J
s(x. y) d(x, .1)

Summing on i and} we find

cij(x, - X , - 1Xy] - .1;-1)
J7/-1 U.1't-t

J:
There is a companion formula with the lower integral
integral I:,
replaced by the upper
and there are two similar formulas with the- order of integration re-
versed. The upper and lower integrals are needed here because the hypothesis of
55 I
s(x, y) d(x, .1) = f [f sex, )I) dX] dy.

Riemann--integrability on / is not strong enough to ensure the existence of the

Since 11 vanishes outside I, this proves (4). and a similar argument proves (5).
one-dimensional Riemann integral J:f<X. y) th. This difficulty does not arise in
the Lebesgue theory. Fubini's theorem for double Lebesgue integrals gives us the To extend Fubini's theorem to Lebesgne-integrable functions we need some
reduction formulas further results concerning sets of measure zero. These are discussed in the next
$edion.
J f(x, y) d(x. y) = s: [1" [(x, y) dX] dy = f [1" f(x. y) dY] dx,
15.6 SOME PROPER11ES Of SETS OF MEASURE ZERO
under the sole hypothesis thatfis Lebesgue-integrable on L We will &how that the TkDrelII 15.3. Let S be a subset aiR". Then S Iws n-measure 0 if. and only if, there
inner integrals always exist as Lebesgue integral$. This is another example illus- exists tl cOUlltobie collection of n-dimensional intervals {JI> J7,• • , }, the sum of
trating how Lebesgue theory overcomes difficulties inherent in tbe Riemann theory. whose 1l-'measures is finite, such that each point in S bekmgs to JIe for twjinitely
In this section we prove Fubini's theorem for step functions, and in a later numyk.
section we extend it to arbitrary Lebesgue integrable functions.
Proof, Assume first that S has /I-measure O. Then, for every m 2: I, 8 can be
T1Ieorlt:m 15.2. (Fa.'s t1leONm /0,. ,tep Jimctitnta). Let s be tJ step function on covered by a countable collection of n-dimensional intervals {l..,.. 1... 2" ••• }, the
R 2 • Then jor each fixedy irJ at the integral J...
sex, y) dx exists and, as a function sum of whose n-measures is <roo, The set A consisting of aU intervals l .. .t for
m = 1,2, ... , and k = J. 2•... , is a. countable collection which covers S, and
ofy. is Lebesg/Jl!+integrabk Oil a l • Moreover. we hQr;e
an
~J sex. y) d(x, y) "" f... u. S(X• .1) dXJ dy. (4)
the sum of the n-measures of these intervals is <; L:= I 2~" = 1. Moreover,
if a e S then. for each m, a E 1...J< for some k. Therefore if we write
A == {JI • J 2 , .,.}, we see that a belongs to Jt. for infinitely many k.
Conversely, assume that there is a countable collection of 'I-dimensional
intervals {Jl' J z, ... } such that the series :L.t"'..1 p.(J,,) converges aod such that each
SimilarlyJor each fixed x in R! the integral J.,
s(x, .1) dy exists and, as a function point in S belongs to It for infinitely many k. Given I> > 0, there is an integer N
ofx, i$ Lebesgue-integrable on R t Also, we htJr;e such that

if sex. y} d(x, .1) - f... U., sex, y) dY] dx, (5)

Each point of S lies in the set U:'-N I., sO S ~ Uf.N 11f.' Thus, S has been
Proof. This theorem can be derived from the reduction formula (3) for Riemann covered by a countable collection of intervals. the sum of whose 1l-'measutes is
integrals, but we prefer to give a direct proof independent or the Riemann theory. <e. so S has n-measure O.
There is a compact interval I = [a. b] x [c. d] such that s is a step function lh~ 15.4. If 8 is all arbitrary mbset of R 2 , and if (x, y) E R 2 , we deMtt by
on I and sex, .1) = 0 if (x, y) E a 2 /. There is a partition of I into 1M sub- 8 ,1 and ~ the following subsets o[ I : a
rectangles It} = [.1:',_1> xa x [Yi-i' y/] such that!J is constant on the interior of
I'l'say S1 {x:xeR I and (x,y)eS},
1
sex, y) = elj if (x, y) E iot /fi' St' = {y:yea and (X,y}ES}.
 ali

eOl!ntl~ble collection of

converges.

y)

where the interval

Then
 11I.1s.a ToneiD-lklbsoa Test few Iotegrahfl.IIy 415

Now (x, y) e R Z - S if, and only if, x to R 1 - S,. Hence Comparing this with (10) we obtain (e). This proves Fubini's theorem for upper
1 functions.
s.(x, y} -+ !(x, y) if x e H - S,. (8) To prove it for Lebesgue-integrable functions we write I = U - D, where
Let I,,(y) = I•• $J.x, y) dx. This integral exists for each real y and is an integrable
2

1, u.
II E L(H ) and v E L(R:z:t and we obtain

function of 1'. Moreover, by Theorem 15.2 we have

f., I,,(Y) dy = fll U., J

sJ.x, y) dx dy = ~J six, y) d(x, y) ~J f. S;
if/-1J !J II - v = fl' [S•. u{x, y) dxJ dy - vex, y) dXJ dy

Since the sequence (t,,}isincreasing,. the lastinequality shows tha.t lim"..... 1.1 1,l.;y) dy
= J'" [f
.' J..
{u(x, y) - v(x, y)} dXJ dy = f rr I(x,
JI' u.,
Y) dX] rly.
exists. Therefore, by the Levi theorem (Theorem 10.24) there is a functioo tin
As an immediate corollary of Theorem 15.6 and the two-dimensional analog
L(Rl) such that tIt -+ t almost everywhere on R 1. In other words, there is a set
of Theorem 10.11 we obtain:
T. of I-measure 0 such that t,,(y} ... I(Y) if y e lI1 - Tt • Moreover,
T1Ieorem 15.7. Assume that ! is defined and bounded on Q compact rectangle

i_I t(y) dy = lim

.... r
J.l f,,(Y) dy. 1= [0, oJ x [c, dJ, arid that/its C(J1ftmuous olmost everywhere on I. Thenfe L(1)
and we have

ru: r[f
«:;

Again, since {t.} is increasing, we have

t,.(y) = r six, y) dx :::;; I(Y) if y e HI - TI •

fII
lex, y) d(x, y} J
/(x, y) dx dJI = f(x, y) dy dx. J
J., NOTE. The one-dimensiona.l integral X: f(x, y) ax .cxists for almost all y in [e, dJ
Applyina the Levi theorem to {s,,} we find that if y e HI - T 1 there is a function, as a Lebesgue integral. It need not exist as a Riemann integral. A similar remark
gin L(Rl) such that s..(x, y) -+ g(x, y) for x in R 1 - A, where A is a. set of 1- applies to the integral f~f(x. y) dy. In the Riemann theory, the inner integrals
measure O. (The set A depends on y.} Comparing this with (3) we see that if in the reduction fonnula must be replaced by upper or lower integrals. (500
Y6:H 1 - T1 then Theorem 14.6, part (v).)
g(x. y) = f(x. y) if x e R 1 - (A v 8,). (9) There is, of course. an extension of Fubini's theorem to higher-dimeo.sional
integrals. If f is Lebesgue-integrable on R"'H the analog of Theorem 15.6
But A has I-measure 0 and S:t bas I-measure 0 for almost all y, say for all yin
concludes that
HI - T;z., where T:z has l·mell.SureO. Let T = T1 U T;1. Then Thas I-measureO.
If y e HI
fat
T, the set A uS, has I-measure 0 and (9) holds. Since the integral
g(x, y) dx exists if y E R1 T it follows that the integral I., f(x, y) dx also r. rr
U.- [(x; Y) dXJ dy
....Ii:
=;0 f..,... rr
URi; I(x; y) d Y] dx..
exists if Y E K1 - T. This. proves (a). Also, if y e R 1 - Twe have
Here we have written a point in R"'H as (x; y), where x E R M and JeRi.. This
r f(x,
J.t
y) dx = j'"
-GD ).1r s,.(x. y) dx = t(y).
.1 g(x, y) dx = .lim (10)
can be proved by an extension of the method used to prove the two-dimensional
case, but we shall omit the details.
Since t E L(Rl}, this proves (b). Finally, we have
15.8 TIlE TONELLI-HOBSON TEST FOR INTEGRAJlILITY
r
J.s
fey) dy = r lim
J.:i .II ..... te
t,.(y) dy = lim f
.-t~ J.l
t.(y) dy Which functions are Lebesgue-integrable on .21 The next theorem gives a useful

If
sufficient condition for integrability. Its proof makes use of Fubini's theorem.
= lim r rf I.(X, y) dx.-J dy "" lim s..(x. y) d(x. y) T/ltorem 15.8. Assume that f is measurable OIl R 2 and assume that ill least one of
jIf-W JR1 U., ,,-t(JJ
the two iterated integrals

!J f(x, y) d(x. y).

•
I. [fli I/(x, Y)I dx dy J or
f. I'
rr
UII
I/(x, y)1 dyJ dx,
 Th.l!" Th. 15.111 417

exists. Then we have: On the other hand, if g' is negative on T, then geT) = [g(d), g(c)] and the ab()Vl~~

a) IE L(R2 ). formula becomes

r
JlrtTJ
f(x) dx =- JT
f[I1(t)Jg'(t) dt.

Boto cases are included, therefore, in the single formula

Proof. Part (b) follows from part (a) because of Fubini's theorem. We will also
use Fubini's theorem to prove part (a). Assume that the iterated integral
a.,
f., I!(x, Y)I dxJ dyexists. Let {s,,} denote the increasing sequence of nonneg-
I
I
Lr/(X) dx f. f[g(/)] Ig'(t)! dt. (I l)

ative step fllnctions defined as follows:

Equation (11) is also valid when c > d, and it is in this form that the result will be
n if Ixl 5. nand !YI 5. n, generalized to ml.lltiple integrals. The function 9 which transforms the varia~les
s,,(x, y) = {0 otherwise. must be replaced by a vector-valued function called a coordinate trans[ormQ/ion
which is defined as renows.
Let J.(x, y) = min {s..(x, y), I!(x, y)l}. Both s" and Ifl are measurable 80 /,. is
measurable. Also, we have 0 5 !.(x, y) 5 s,,(x, y), so f. is dominated by a DejUriti"" IS". Let T he an open subset of R", A I)f!u;/or-voluedfunction g : T -> R"
Lebesgue-integrable function. Therefore,!. E L(R1). Hence we can apply Fubini's is called a c()()I'dinate trlJllS!ormation on T if it has the following three properties:
theorem to flO along with the inequality 0 S f.(x, )') 5 I!(x, y)i to obtain a) II: E C' on T.

ff J. r rf J.(x. y) dX] dy f r[ If(x, Y)I dxJ dy.

$
b) g is one-to-one on T.

.' J•. U., J., UR'

Since {J.} is increasing, this shows that the limit lim._a> H•• !" exists. By the Levi
theorem (the two-dimensional analog of Theorem 10.24), {t.l converges almost
everywhere on R 2 to a limit function in L(R.2J. Butf.,(x, y) -+ If(x, Y)I as" -+ w,
80 Iii e L(R 2). Sincefis measurable, it follows thatfe L(II?). This proves (a).
The proof is similar jf the other iterated integral exists.
15.9 COORDINATE TRANSFORMATIONS
One of the most important results in the theory of multiple integration is the
formula for making a change of variables. This is an extension of the formula
c) The Jacobian determinant J.(t)
NOTE,
det Dg(t) #: Ofor all t in T.
A coordinate transformation is sometimes called a diffeomorphism.
Property (a) slates that g is continuously differentiable on T. From Theorem
13.4 we know that a continuously differentiable function is locally one·to·one
near each point where its Jacobian determinant does not vanish. Property (b)
aSsumes that g is globally one-to-one on T. This guarantees the existence of a
global inverse g-l which is defined and one-to-one on the image geT). Properties
(a) and (e) together imply that g is an open mapping (by Theorem 13.5). Also, g - I
is continuously differentiable on geT) (by Theorem 13.6).
Further properties of coordinate transformations will be deduced from the
following multiplicative property of Jacobian determinants.

f" f[g(t)]g'(t) dt, Theorem 15.1tJ(MlIltiplkatiOft theoremjor JtlColtiM dnermimmlll). Assume that g
i'ld)

f{l")
f(x) dx =
<

which was proved in Theorem 1.36 for Riemann integrals under the assumption
.'f.
.
;(
,
is differentiable Oil an open set T i/1 Rlf and that h is differentiable 01'1 the image g(T).
Then the composition k bog is differentiable on T, and for every t in T we have
'I·
, (12)
that 9 has a continuous derivative 9' on an interval T [c, d] and that! is .

continuous on the image geT). Proof. The chain rule [fheQrem 12,7) tells us that the composition k is differen-
.1~.~.
Consider the special case in whicb g' is never zero (hence of oonstant sign) on tiable on T, and the matrix form of the chain rule tells us that the corresponding
T. If g' is positive on T, then 9 is increasing, so gee) <: g(d), g(T) [gee), g(d)], Jacobia.n matrices are related as follows:
and the above formula can be written as follows:
Dk{t) Dh[g(t)] Dg(t). (13)

f
J'IT)
!(x) dx = fT
[[g(t)]g'(t) dt. From the theory of determinants we know that det (...tB)
implies (12).
= del A del B, so (0)

.j
41' 419

This theorem shows that if g is a coordinate transformation on T and if h is a The image geT) is the set R3 {(x, 0, 0) ; x ~ OJ, and the Jacobian delenninant is
coordinate transformation on g(T). then the composition k is a coordinate trans- given by
formation on T. Also, if h g-l, then cos (J sin 0 ~
k(l) =t for all t in T, and
1/-1) = -r sin 0 r cos 0 0 = r.
o 0 1
so J.[g(t)]JIt) = 1 and g -, is a coordinate transformation on g(T).
The geometric significance of r, 9, and z is shown in Fig. 15.3.
A coordinate transformation g and its inverse g-l set up a one-to-one corre-
spondence between the open subsets of T and the open subsets of g(T), and also ElUlDIpie 3. Spherical coordinates in R 3 . In this case we write t = (p, 0, 91) and we lake
between the compact subsets of T and the compact subsets of g(T). The following
T = {(p, 8, 1fJ): P > O. 0 < 8 < 2n, 0 < fjJ < 1r,l-
examples are commonly used coordinate transformations.
The coordinate transformation g maps each point (p, 8, \11) in Tonto the point (x, y, z)
EsaIIlple 1. Polar coordinates in R2. In this case we take in g(T) given by the equations
T = {(/ l , '2) ;'1 > 0,0 < '2 < 21r), x = p oos (J sin (fI, y .. p sin 8 sin !p, z = pCOS qJ.

and welet g "" (gl> g2) be tbe function defined on Tas foUows: The image g(n is the set R J
- [{(x, 0, 0) : x ~ O} v {CO, 0, z) : z E R} J, and the
Jacobian detenninant is
cos 8 sin rp . sin B sin tp COS'll
It is customary to denote the components of t by (r, 8) rather than (II> 12)' The 00- 1,(1) ... p sin () sin rp p cos () sin " o
ordinate transfocmation g maps each point (r, 0) in Tonto the point (x, y) in g<T) given pcos900sfj! p sin Boos tp -psin IfJ
by the familiar formulas
x = r cos 0, , ... r sin O. The geometric significance of p, 0, and rp is shown in Fig. 15.4.

The image g(T) is the set R2 - {(x, 0) : x ~ O}, and the Jacobian determinant is

J (I) =
I
I-rsinf/
cos {} sin (J
rcosB
I = r. .j
"
,

ElUlIJIple 2.. Cy/imlricol coordinates in R J • Here we write t ~ (r, 8, ..) and we take
T = {(r,O,z):r > 0, 0 < B < 2n, -00 < z < +oo}.
Figure 15.4
The coordinate transfonnation g maps each point (r. 8, z) in T onto the point (x, Y. z)
in g(T) given by the equations
I x
x = r cos e, y= r sin e. Z = z.

Example 4. Linear Irans!ormat;(J"s in R". Let g: R" ---> R· be a linear transformation

:I represented by a matrix (al) = m(g), so that

,;
I get) = (1; lllJ'j,· .. , t a n](]) .

T(ot, $I, z) Then g = (gj•... , il.) where g;(l) = L~= J Q;h, and the Jacobian matrix is
I
1
I Dg(t) = (D]g/I)) = (a jj ).
1
_ 1-- Y F'1glII'e 15.3
7-- Thus the Jacobian determinant Jr(t) is constant, and equals del (all), Ihe determinant of
9 /--J.! the matrix (au). We also call this the determinllnt of g and we write
r
del g = del (al).
 Th.IS.12 421

A linear tnmsfonnation g which is one-to-one on R" is called nonsingular. If A m(g), this gives a corresponding factorization of It as a composition of
We shall use the following elementary facts concerning nonsingular traosfonna· elementary transformations,
tions from R· to R". (Proofs can be round in any text on linear algebra; see also
Reference 14.1.) 15.10 THE TRANSFORMATION FORMULA FOR MULTIPLE INTEGRALS
A linear transformation g: is nonsingular if, and only if, its matrix A = m(g)
has an inverse such that AA -. = 1, where 1 is the identity matrix (the matrix The rest of this chapter is devoted to a proof of the following transformation
of the identity transformation), in which case A is also called nonsingular. An formula for multiple integrals.
If: x n matrix A is nonsingular if, and only if, det A '# O. Thus, a linear function
Tlteorllm. 15.11. Let T be an opel! subset of Il" and let e be a coQrdinate transfor-
g is a coordinate transformation if, and only if. det g '# O. mation on T. Let f be a real-valued function defined on the image g( T) and QSSUI1U!
Every nonsingulac II can be expressed as a composition of three special types that the LebesiJUe i.ntegral JImf(x) dx exists. Them the Lebesgue integral
of nonsingular transformations called elementary transformations, which we refer
to as types a, b. and c. They are defined as follows;
iT /[g(t)J IJ.(t)1 at also exists and we have
Type a: g.(II •... , t b ... , t.) = (tl' ... , lt~, ... , I,,), where 1 #: O. In other liT) f(x) dx = IT f[g(t)J lJ.(t)1 at. (14)
words, g. multiplies one component of t by a nonzero scalar A. In particular. g..
maps the unit coordinate vectors as follows: The proof of Theorem IS. II is divided into thr;;;e parts. Part 1 shows that the
fonnula holds for every linear coordinate transformation z. As a corollary we
g.,(o~) 104 tor some k, g.,(II.) = 0, fOT all i #: k. obtain the relation
The matrix of L can be obtained by multiplying the entries in the kth row of the .u[«(A)] = Idet III peA),
identity mauill by A. Also, del g. 1.
for every subset A of R" with finite Lebesgue measure. In part 2 we consider a
Type b: gp,(/I"'" tt, ., t.) (tit',., 14 lj• . . • in)' where j oF k. Thus, general coordinate transformationg and show that (!4) holds when f is the
g~ replaces one component oft by itself plus another. In particular, g" maps the characteristic function of a compact cube. This gives us
coordinate vectors as follows:
gl>(uJ = lit + II) fOT some fixed k and j, k,; j, p(K) r
J.-'lIll
,J,(I)I dt. (15)

L(U.) = Di for all i '# k. for every compact cube Kin geT). This is the lengthiest part of the proof. In part
The matrix L can be obtained from the identity matrix by replacing the kth row 3 we use Equation (15) to deduce (14) in its general form.
of J by the kth row of 1 plus the jth row of 1. Also, det Ill> 1.
lS.l1 PROOF OF THE TRANSFORMATION FORMULA FOR LINEAR.
Type c: 1<(11) ... ,1.< ... , ' j , .•• , f,,) = (1\> ... , t j , ... , t i , .•• , In), where i '" j.
COORDINATE TRANSFORMATIONS
That is, g" interchanges the ith and jth components of t for some i and j with
i rF j. In particular, g(Oi} = OJ' g(Oj) OJ, and g(o.J "" III for all k '# i, k # j. Theorem. 15.12. LeI II: R" - R" be (J linear coordinate transformation. If the
The matrix of Ie is the identity matrix with the ilh and jth rows interchanged. In Lebesgue integral j.~f(x) dx exists, then the Lebesgue integral J.ftf[a:(t)] 1/,,(1)1 dt
this case det g< "'" ~ I. also exists, and the two integrols are eqlKJl.
The inverse of an elementary transformation is another of the same type. The
matrix of an elementary transformation is called an elementary matrix.
nonsingular matrix A can be transformed to the identity matrix 1 by multiplying
the composition 1 = Q: 0'
Proof.. First we note that if the theorem is true for II and
because
/I, then it is abo true for

A on the left by a successioD of elementary matri(;Cs. (This is the familiar Gauss-

Jordan process of linear algebra.) Thus, I./(X) dx = J./[«(t)] IJ~(I)1 dt J.J(II;[JI(t)J) IJ..[J(t)] I IJ,(t) I dl

where each T" is an elementary matrix Hence.

1= TITz '" T.A,
= 1. f[y(t)] IJ,(t) 1 d••

A = T.- l '" T2- 1 T1- 1• since J,(I) := J,,[p(t)] JJI.(t).

 MlIl.tlple~lnt
. . Th.I5.13 Th.15.15 423

1'berefore. since every nonsi1l8ular linear transformation IX is a compo&ition T~m 15.14. Let et : R" - t :r be a linear coordinate trans/ormation. If A is a
of elementary transfonnations. it suffices to prove the theorem for every elemen- subsf!t ()f R" with finite Lebesgue measure fl(A), then «(A) also has finite Lebesgue
tary tran,.rormation, It also suffices to assumef? O. mf!asure and
Suppose a: is of type 0, For simplicity, assume that « multiplies the last p[a:(A)] == Idet GIl p(A), (16)
component of t by a nonzero scalar ..t. say
Proof. Write A «-I(B), where B == ettA). Since ,z-1 is also a coordinate
i
, i transformation, we find

Then IJ..(t)1 =- Idet !II = l..tl. We apply Fubini's theorem to write the integral off P(A) == f dx = f dx. == f Idet IX-II dt Idel «-II p(B).
over R" as the iteration of an (n - l)--dimensional integral over Rn-I and a one. A J"-'(Bl J.
dimensional integral over R 1 . For the integral over R I we use Theorem lO.17(b) This proves (16) since B II(A) and det (<<-1) == (det 11:)-1,
and (e), and we obtain
Tllftnm 15.15. If A is Q compact Jordan-measurable subset of R'", then for any

Itn
r U'" f(xl~""
J'" /(x) dx = J...,-,-o,:; J
x.) dx.• dx , ... dx n _ I
linear coordinate transformation 1I • R- ..... R" the image ll(A) is Q compael Jordan-
measurable 8l!t and its content is gwen bp

c(1%(A» == Idet II! c(A).

om L._,[I..l.1 f~",/(x", .. 'X.-"l,,,)dt"JdXl···dX.-l Proof. The set GI(A) is compact because II is continuous on A. To prove the
theorem we argue as in the proof of Theorem 15.14. In this case. however, all the
flt n
-. U:", /[«(t}] iJ,.ml dt.) dt l ••• dt n _ 1
integrals exist both as Lebesgue integrals and as Riemann integrals.

= f.. /[«(t)] IJ",(t)1 dt.

JS.J2 PROOF OF THE TRANSFORMATION FORMULA FOR THE
CHARACI'ER1SI1C FUNCTION OF A COMPACI' CUBE
This section contains part 2 of the proof of Theorem 15.11. Throughout the
where in the last step we use the Tonelli-Hobson theorem. This proves the theorem section we assume that I is a coordinate transfonnation on an open set T in RO-.
if IZ is of type a. If IX is of type b. the proof is similar except that we use Theorem Our purpose is to prove that
1O.17(a) in the onHlimensionll.1 integral. In this case IJit)1 "" L Finally, ira; is
of type c we simply use Fubini's theorem to interchange the order of integration
over the ilh andjth coordinates. Again. lJlltt) I = I in this case.
J.I(K) "" f.e- IfK}
IJII:(T) I dt,

As an immediate corollary we have' for every compact cube K in T. The auxiliary results needed to prove this formula
are labelled as lemmas.
T1Ie()J'em 15.13. If«: R" -4 R" is Q linear coordinate transformation and if A is To help simplify the details, ..-e introduce some convenient notation. Instead
any subset of R" such that the Lebes.que ifltegral J,,(Aj/(X) dx exists, then the of the llsual Euclidean metrK: for R" we shall use the metric d given by
Lehesgue integral JAf[«(t)] iJ",(t)! dt also exists, and the two are equal.
d(x, y) = max. Ix, - Yil.
t s::i.s;;n
Proof Let j{x) f(x) if x e «(A), and let ](x) 0 otherwise. Then
This metric was introduced in Example 9. Section 3.13. In this section only we

J.~
j(x) dx = f.
~
](x) dx == [ J[«(t)] IJII(t)I dt
JP
f/[«(t)] IJ,.(t)J dt
A
shall write .ilx - yJI for d(x, y)-
With this metric. a ball B(a; r) with center a and radius r is an n-dimensional
cube with center II and edge-length 2r; that ill, B(a; r) is the cartesian product of
As a corollary of Theorem 15.13 we have the following relation between the n one-dimensional intervals, each of length 21'. The measure of such a cube is
measure of A and the measure of «(A). (2r)~, the product of the edge-lengths.
 ...... 425

If. : R" ......" is a linear transformation represented by a matril!. (alj), so that The next lemma states that the image g(Q) of a cube Q of edge-length 2r lies
in another cube of edge-length pl.(Q).
«(x) = (t/.1
aUxj, ••• , t
j~1
(l,,/Xi ) ,
Ummtl 2. ut Q {x : IIx - _II s; r} he a compact cube of edge-length 2r
then lying in T. Thenfor each x in Q we hOve

IIg(x) - £(a) II :::; r1.(Q). (20)

(11)
There/ore g(Q) lies in a cube 0/ edge-length 2r1.(Q).
We also define

UlII = max L" lall

1"1"" j - l
(18)
Proof. By the Mean-Value theorem for real-valued functions we have

This defines a metric lIiX - 110 on the space of all linear transformations from g,(x) - gl.a) ... Vg.(Zi)· (x - II) = L"
j-l
D;ulzl)(Xj - aj),
It" to .... The first lemma gives some properties of this metrie.
ummtll. Let 1% and' denou linear 'rons/ormationsfrom R" to R". Then we have: where .Ii lies on the line segment joining x and iI. Therefore

a) 111%11 = IJ«(x)l1 for some x with Ilxl 1.

Idx) - a.(a)1 ::;;
•

L /Djg.(Zt)llxi - ajl ::;; IIx - -II

«

:E 1D 9AZJ)] ::;; rA.(Q),

j
b) ~lIt(x)11 5: IIsll !I xii for all x in .... 1-1 j~1

e) jliX" ,811 -;<;; Illli JI,8I1. and this implies (20).

d) 1111 = I, where J is the identity traniformation.
NOTE. Inequality (20) shows that 2(Q) lies inside a cube of content
Proof Suppose that Jl'laX l ;SiS" I:i~1 l(lej l is attained for i = p. Take xl' = I if
a"j ~ 0, xl' = -I if Opj < 0, and Xj = 0 if J -:# p. Then ~.II = I and 11«1f =
1I11t(x)II, which proves (a).
Part (b) follows at once from (17) and (18). To prove ee) we use (b) to write Le",,,,. 3. If A is any compact Jordan-measurable subset 0/ T, then g(A) is a com-
pact Jordon-measurable subset 0/ g(T).
ll(iX" ,8)(x)II = IJlIt(lI(x»)II -;<;; 1I1ItlJ I lI(x) I 5: 11«11 ,lIft Hxll.
Taking x with Ilxll = I so tbat n(lI IIXx)11 ... 1Iat: ,n, we obtain (e).
Q Q
Proof The compactness of g(A) follows from the continuity of g. Since A is
Finally, if I is the identity transformation, then each llum 1 laljl I in Jordan-measurable, its boundary 014 has content zero. Also, o(I(A») = g(cA),
(IS) so III~I. = 1. since g is one-ta-one and continuous. Therefore. to complete the proof, it suffices
to show tbat l(oA) has content zero.
The coordinate transformation g is differentiable on T, so: for each t in T the Given 8 > 0, there is a finite number of open intervals A H ••• , A.. lying in
total derivative g'(l) is a linear transformation from ." to ." represented by the T. the sum ofwbose measures is < t, lluch that vA £; u~; 1 Ai. By Theorem IS.l,
Jacobian matrilt Dg(t) = (Djg~t»). Therefore, tdinS« = g'(t) in (18), we find
. this union can also be expressed as a union U(e) of a countable disjoint collection
of cubes, the sum of whose measures is < 8. If 8 < I we can assume that each
i1e'(t)ll max I; IDjgi(t)l· cube in U(8) is contained in U( I). (If not, intersect the cubes in U(&) with U(I) and
apply Theorem 15.1 again.) Since vA is compact, a finite subcollection of the cubes
lSI,." J~1

We note that IlgT(t)lI is 11 continuous function of t since all the partial derivatives in' U(8) covers oA, say Ql. . .. Qt. By Lemma 2, the image g«M lies in a cube of
Djg i are continuous on T.
If Q is a compact subset of T, each function DJg l is bounded on Q; hence
measure {~(aJ}"C(QI)' Let;. ;"(U(l», Then l,,(QJ :os; 1. since at S;
Thus g(BA) is covered by a finite number of cubes, the sum of whose measures
om.
IIg'(f)l1 is also bounded on Q. and we define does not exceed ;''' :Et~ 1 c(Q,) < sl", Since tbis holds for every I> < I > it follows

1.(Q) = sup II It(t) II

h!2
sup {max
ceQ
t
lsi". j= I
IDjg,{t)IJ.
J
(l9)
that g(iJA) has Jordan content 0, so g(A) is Jordan-measurable.

The next lemma relates the content of a cube Q with that of its image g(Q).
I
416 Lemma 7 Tl'lItISformatiot'l FlJITI1qla for Jl Compact 0dJe 411

umma 4. Let Q be a compact cube in T tmdlet h = II" g, where IZ : It" -4 R" is has edge--Iength <(j, where lJ is the number (depending on 8) given by Lemma 5.
any nOllSingular linear trllllSformation. Then Let ., denote the center of Qi and apply Lemma 4 to QI with IX = g'(a;)-1 to
obtain the inequality
c[g(Q)] :s; Idet _1-1{J.(Q)}"l'(Q). (21)
Proof. From Lemma 2 we have c[g(Q)] s: {l'<Q)}"C(Q). Applying this inequality (23)
to the coordinate transformation h, we find where b 41 "g. By the chain rule we have .'(t) 1Il'(X) '. g'(t), where x = get).
But (I'(x) IXsince IX Js a linear function, so
c[h(Q)] :s; {J..,CQ)}"l'(Q}·
But by Theorem 15.15 we have c[b(Q)] = c[«(g(Q»)] = Idel til c[g(Q}], so h'(t) = l! Q g'(t) = g'(ajr 1 g'(t). 0

c[g(Q)] = Idet IZI- 1 c[b(Q)] s: jdehl- l{lt,(Q)}"C(Q). But by Lemma 5 we have Ilh'(t)!! <: 1 + e ift E Qi' so

Lemma 5. Let Q be a compact cube in T. Then for every I': > 0, there is a;; > 0 lb(Q;) = sup Ilk'(t)]1 ::£ I + 8.
toQ,
such that if t e Q Q/ld II e Q we have
Thus (23) gives us
Ilg'(a)-l g'(t)1I <: 1
0 +£ whenever lit - a~ <: D. (22)
Proof. The function II g'(tr 111 is continuous and hence bounded on Q. say
Ilg'{trlll <: M for aU t in Q where M > O. By the continuity of Jig'(t)lI, there is Summing over all i, we find
a ij > () such that m
c[g(Q)] S (l + e)· L: ldet g'(a )I C(QI)'
"a'(t) ~ g'(a)1I <: it whenever lit - all <: 6.
:=1
l

Since det g'(aj) ::= J ..(a), the sum on the right is a Riemann sum S(P, IJ..I), and
If I denotes tlie identity transformation. then since S(P, IJ.n <: J'1
IJJt)1 dt + Il, we find

00 if lit - all <:

g'(ar I "g'(t) - I(t)
~ we have
= 1/;'(a)-l "{g'(t) - g'(a)),
c[g(Q)] ~ (I + £1' {fa [J.(t)] dt + s}.
But t: is arbitrary, so this implies c[g(Q)] .s: fa IJI(t)i dt.
Hg'(ll)-l "g(t) - 1(t)11 ,5; IIg'Car 1IIIIg'(t) - g'(a)11 <: M ~ e.
Lenrma 7. Let K be a compact cube in X(T). Then
The triangle intXiuaJity gives u.s 111I11 s: 11111 + 1111 - ,n. Taking
~(K) :;; f IJI(t)1 dt. (24)
Q! g'(a)-I " g'(t) and , I(t). J,-'(ll:)
we obtain (22). Proof. The integra.l exists as a Riemann integral because the integrand is con-
tinuous on the compact set g-I(K). Also, by Lemma 3, the integral over g-l(K)
Lemma 6. Let Q be a compact cube in T. Then we luwe
is equal to that over the interior of g-l(~). By Theorem 15.1 we can write

c[g(Q)] S So IJ.<OI dl. intg-1(K) '"

UAl>
,"=:;
Proof. The integral on the right exists as a Riemann integral because the inte- where {AI> A2 , ..• } is a countable disjoint collection of cubes whose closure lies
grand is continuous and bounded on Q. Therefore. given 11 > 0, there is a partition in the interior of g-I(K). Thus, int g-I(K) = Ur:;,
I QI where each Q, is the
p. of Q such tha.t forevery Riemann sum SCPo IJ.i) with P finer than p. we have closure of Ai' Since the integral in (24) is also a Lebesgue integral, we can use

!S(P. IJ,n - L IJ,(t)] dtj < t. countable additivity along with Lemma 6 to write

Take such a partition P into a finite number of cubes Qt> ...• Q"" each of which

I
 Multiple Ldle$pe Integrals Th.15.17 Com)lk!tioll or the Proof 01_ T~tiIlIlliO.rmula 4Z!J

U,.,. B. Let X he a compact cube in g(T). Then jor any nonnegative upJlt2l' 15.13 COMPLETION OF THE PROOF OF THE TRANSFORMATION
junctiQn f which is bounded on X. the integral J.-,(K1f[g(t» IJ.(t)1 dt exists., and FORMULA
we have the inequality Now it is relatively easy to complete the proof of the formula
(25)
(30)

Proof. Let s be any nonnegative step function on X. Then there is a partition of

f.ten I(x) dx frj[g(t)] IJ,,(I)I dt,

under the conditions stated in Theorem 15.11. That is, we assume that T is an
K into a finite Dumber of cubes XI' ...• K r such that s is CCl'Dstant on the interior
open sub5et ofR', that g is a coordinate transformation on T, and that the integral
of each K;. say sex) = 0i :.:?: 0 if x e int X j • Apply (24) to each cube K i • multiply
on the left of (30) exists. We are to prove that the integral on the right al£o exists
by OJ and add, to obtain
and that the two are equal. This will be deduced from the spe<.ial case in which the

f
JK
sex) dx :;; f..-'CKI. s[g(t)J IJ,(t)~ at. (26)
integral on the left is extended over a cube K.
Tlfeo,em 15.17. Let X be a compact cube in g(T) and assume the Lebesgue integral
Now let {s.} be an increasing sequence of nonnegative step functions which h::f(x) dx exists. Then tIre Lebesgue integral S.-'llof(g(t}] IJ.(l)1 dt also exists.
converges almost everywhere on K to the upper function f. Then (26) holds for t21td the two are equal.
each 310 and we let k -+ co to obtain (25). The existence of the integral (In the Proof Jt suffices to prove the theorem when f is an upper function on K. Then
right foUows from the Lebesgue frounded convergence theorem since froth there is an increasing sequence of step functions {sJ such that of. -+ I almost
f[g(t)] and IJ.(t)j are frounded 011 the compact set g-t(K). everywhere on K. By Theorem 15.16 we have
T/leDrem 15.16. Let K be a compact cube itl g(T). Then we hmJe
JK
r SA(X) dx = f..-·(K) 5.[g(t)] IJ.(t) I dt,
p(K) "" f. IJS<OI dt. (27)
.- '(Kl for each step function 3/<_ When Ie ::...,. 00. we have It: Sk(X) dx -+ J.IJ(X) dx. Now
Proof. In view of Lemma 7, it suffices to prove the inequality let
iftEg-I(K),
I-.(..-) jJ.<t)! dt S J.l(K). (28) ifte R~ - g-I(K).

As in the proof of Lemma 7, we write Then

int ~Cl(K) U Ai = U Q"

CD

i=1
'"

J~ 1

where {A h A 2 , ••• } is a countable disjoint collection of cubes and Q, is the closure so

of Ai' Then

t r !i~~ L* .hJt) dt = ~~n:, I SA(X) ax = L !(x) dx.

f.
.-I(K)
IJ.<t) I dt =
1= 1 JQ:,
II.(I)I dt. (29)
By the Levi theorem (the analog of Theorem 10.24), the sequence {It} converges
Now we apply Lemma 8 to each integral la,
II.(t)1 dt, takingj 11,1 and using alm~st everywhere on R- to a function in L(R"). Since we have
the coordinate transformation h "= g-l. This gives us the inequalily
if t g-I (K).

f IJ,(t)1 dt s
Jo; f.
I(CI,1
IJ,[1I(u)JIIJ1I(1l)1 du = 1 I(Q:,)
dll = J.l[I(Q/)],
if t E R" ~

almost e'ferywbere all R", it follows that the integral J'-'(Ki/[g(t)] IJ.(I)I
g-I(K),

tit exists
which, when used in (29) gives (28). and equals fK/(~) dx. This completes the proof of Theorem 15.11.
 .oUt

ProojojTheorem 1S.l1. Now assume that the integntl J.(T)/(x) dx exists. Since 15.S Let/(x, y) = (x 2 y2)J(,il + yll:!: for 0 S x s I, () <: y :s I. and let/(O, 0) =
I<n is open, we can write O. Prove that both iterated integrals

geT) =
'" A"
U
j",1
l' u: I(x. y) dY] dx and L[L1/(X,
1
y) dx] dy

where {A,. A 2 , ••• } is a countable disjoint collection of.cubes whose closure lies exist but are not equal. This shows that fis not Lebesgue--integrable on [0, 1 J x [0, 1].
in g(11. Let K, denote the closure of A j' Using countable additivity and Theorem 15.6 Let 1 '= [0, I] x to.
11. let I(x. y) = (x y)!(x + ,l,}3 if (x, y) E I, (x, y) *
15J7 we have (0.0), and let/CO, 0) 0. Prove tnat!;; L(l) by CQnsidering the iterated integrals

r
J.li')
I(x) d" = i; r I(x) ax
''''I JK'
l' [f lex, y) dY] dx lIod I: [I: I{x. y} fb:] dy.

t I.-,{X') Ifg(t)] IJ.(t)1 dt

15.7 Let 1 = [0. 1] )( [1, + al} aDd let lex, y)
that/j L(I) by considering the iterated integrals
e-x~ 2e- 2"'F if (x, y) e J. Prove

= t IIAt)] IJ.(OI dt.

s: [f'/{X, y) dy] ax and [ [I: I(x. y) dX] dy.

15.8 The following formula!\ for transforming double and triple integrals occur in ele-
ffiClltary calculus. Obtain them as consequences of Theorem IS.11 and give restrictions
EXERCISES on T and T for validity of these fonnulas,

15.1 II Ie L(T), where T is the triangular region in HZ with vertices at (0,0), (1,0),
al II [(x. y) dx d~ "" JI I(r <:os Q. r sin 8)r til" dO.
and to, 1), prow: that T T'

1. I(x, y) d(x, y) = I: [f I(x, y) dy] dx f [f I(x, Y) dX] dy.

b) JJI
T
I(x, y, z) fb: dy dz = III
1"
I(r CQS o. r sin 6, z)r dr dO dz.

15.2 For fixed c, 0 <: c <:

(I
1. definelon R:I. lUI follows:
yfJ(x -)'f if 0 :S Y <: x. 0 < x <: I,
c) IIf l'
f(x, y, z) dx tiy dz

I(x,y) = {0 othen.'ise.

Prove tbatfe L(R2) and cak:ulate the double integral f•• /{x,y) d(x, y).
. . IIJ
r
1(1' cos 6 sin ,", p sin (J sin (fl. fJ cos Ifl) sin f1 tip dO d(fl.

15.3 Let S be a measurable lIUbset ofR2 with finite measure P(S). Using the notation or 15.9 a) Prove that SR2 e-(x'+yLj d(x, y) ;r by transforming the integral to polar
Definition 15.4. prove that coordinates.
b) Use part (a) to prove that I~ ," e-:<' ax = .j;.
P(S) = I:,., P(S") dx = E"", P(S,,) dy.
c) Use part (b) to prOliC that fila e-II~II' d(Xl'" .• x.,) ... 1I!'12.
d) Use part (h) to calculate f~"" e- t '" ax and !~'" Xl e-'''' ax. t > O.
15.4 Let I(x, y) "" e-U sin x sin y if x ;;:: 0, y ;;:: 0, and let lex. y) "" 0 otherwise.
Prove that ooth iterated in1eifals 15.10 Let y"(a) dCllote the n-meaSl1fC of the n-ball B(O; a) of radius a. This exercise
outlines a proof of the formula

f..t [J..' I(x. y) dY] dx

y"(a) =
1!!'12 d'
r(in-.j:.O·
exist and are equal, but that the double integral of/over R:I. does not exist. Also. explain
a) Use a linear change of variable to prove thaI y"Ca) .. a"V"O).
why lhis docs not contradict the Tonelli-Hobson test (Theorem IS.8).
 b) Assume n ~ 3, express the integral for v,,(l) as the iteration of an (n - 2)·fold SUGGFSTED REFERENCES FOR FURTHER STUDY
integral and a double integral, and use part (a) for an (n - 2)-balllo obtain the
formula 15.1 Asplund, E.• and Bungart, L., A First Course in Integration. Holt, Rinehart, and

v,,(l) "" v,,-2.(l) L[f

h
: (I ,.2)a I1-1,. d,.] 2n
d(} ... v,,-z(1) _ ..
Winston, New York, J966.
15.2 Bartle, R., T1t£ Elenumts of Integratioll. Wiley, New York, 1966.

1:) From the recursion fonnula in (b) deduce that

" 15.3 Kestelman, H., Modern Theories o{ Tntegration. futoro Univenity Press, 1937.
15.4 [{orevaar, J., Mathematical Methods, Vol. l. Aademic Preli8, New York, 1968.
V.II) _ 7t"'2. 15.5 Riesz, F., and Sz.·Nagy, Bo, Fll1/ctiotwl AlWlysis. L. Boron. translator. Ungar,
If!', r(lll + 1) New York, 1955.
15.11 Refer to Exm::ise 15.10 and prove that
V..(l)
i
2.
Xi d(Xl> ... , X,,) = ~~
11(0;1) n +2
for each k ~ 1,2, ... ,II.
15.12 Refer to Exercise 15.10 and express the integral for V..(l) as the iteration of an
(n - l).foJd integral and a one-dimensional integral, to obtain the recursion fonnula

v,,(I) = Zv,,-t(l) f (J - x 2)(ro-llf2 tlx.

Put x = cos t in the integral, and use the formula of Exercise 15.10 to deduce that

("'2 cos. t dt = ..;;['(t n + 1)

Jo 2ntn + J)
IS.13 If a > 0, let S.(a) = {(Xl"'" x.); tXII + ... + Ix,,1
:s:; a}, and let v,,(a) denote
the It-measure of S,/..o). This ~rcise outlines a proof of the formula v,,(a) = 2""'ln!.
a) Use a linear change of variable to prove that Y..(a) = o"v"O).
b) Assume II ;;:: 2, express the integral for V.,(I) as an iteration of a one-dimensional
integral and an (n - I}-fold integral, use (a) to show that

v,,(l) = v,,-1(1) f l (I - IxO"-1 dx = 2v,,-1(l)!n,

and deduce that VII) = 2·{n!.

15.14 If a > 0 and n <:: 2, let S..(a) denote the following set in R":
S.(a) {(XI'" . , X.,): IXll + Ix.] ~ a for each j = I, ... , n - I}.
Let v,,(u) denote the n-measure of S.(a). Use a method suggested by Exercise 15.13 to
prove that V..(a) = 2"d'jn.
IS.IS Let Q,.(a) denote the "6rst quadrant" of the n-ball B(O:a) given by
Q.(a) {(xh ... ,x.):llxllsa and Osxjsa foreaclJi 1,2, ... ,n}.
Let f{x) = Xl'" x. and prove that

i
a2a
{(x) dx = --;-; .
Q~(") 2 II.
 435

<;;HAPTER 16
that the real and imaginary parts of f satisfy the Cauchy-Riemann equations
(Theorem J2.6). . .
CAUCHY'S THEOREM We shall see later that analyticity at a point z puts severe resmctlons on a
function. It implies the existence of all higher derivatives in a neighborhood of z
AND THE and also guarantees the existence of a convergent power series which repr~sents
RESIDUE CALCULUS the function in a neighborhood of z. This is in marked contrast to the behaVior of
reaJ-valued functions, where it is possible to have existence and continuity of the
first derivative without existence of the second derivative.
16.1 ANALYTIC FUNCTIONS
16.2 PA'fHS AND CURVES IN THE COMPLEX PLANE
The concept of derivative for functions of a complex variable was introduced in
Chapter 5 (Section 5.15). The most important functions in complex variable theory Many fundamental properties of analytic functions are most easily deduced with
are those which possess a continuous derivative at each .!'Oint of an open set. the help of integrals taken along curves in the complex plane. These are called
These are called aMlytic functions. contour integral!> (or complex tine integrals) and they are discussed. in the next
section. This section lists some terminology used for dift'erent types of curves.
Dejbtitimt 16.1. Let f = II + Iv be Q complex·valued function dfifjned on. an open
such as those in Fig. 16.1.
set S in the comp/ex plane C. Then f is said to be tmalytic on S if the derivative f'
exists and is continuo~ at every point of S.
NOTI!. If T is an arbitrary subset of C (not necessarily Op¢ll), the terminology
'1is analytic on Tn is used to mean that/is analytic on some open set containing
T. In particular.!is anaIy1.ic at a point z if there is an open disk about z on which
[is analytic.
It is possible for a function to have a derivative at a point without beiDg Jonian Me
analytic at the point. For example, ifft::) = 'zfz, then/has a derivative at 0 but
at no other point of C.
Examples of analytic functions were encountered in Chapter 5. If fez) = z"
We recal! that a path in the complex plane is a complex-valued function Y.
(where n is a positive integer). then/is analytic everywhere in C and its derivative
continuous on a compact interval [a, b]. The image of [a, b] under y (the graph
is!,(z:) = nz"-\ When II is a negative integer, the equation/(z) = z" if z :j:. 0
of 1) is said to be a curve described by y and it is said to join the points y(a)
defines ~ function analytic everywhere except at O. Polynomials are analytic
and y(b).
everywhere in C. and rational functions are analytic everywhere except at points
If 1(a) :j:. }'(b). the curve is called an arc with endpoints yea) and )/(b).
where the denominator vanishes. The exponential function. defind by the fonnula
. I If ., is one·to-one on [a, b]. the curve is called a simple arc or a Jorden ?rc. .
tf" = ~(cos Y + i sin y), whe.re z = x + iy, is analytic everywhere in C and is
If -,(Q) = 1(b). the curve is called a closed curve. If )'(a) '}'{b) and If '}' IS
equal to its derivative. The complex sine and cosine functions (being linear
one-ta-one on the balf-open interval [Q, b), the curve is called a simple clo!>ed curve.
combinations of exponentials) are also analytic everywhere in C.
or a Jordan curve.
Let f(z) = Log z if z ", 0, where Log z denotes the principal logarithm of
The path "I is called rectifiable if it has finite ate length, as defined in Section
z (see Definition 1.53). Thenfis analytic everywhere in C except at those points
6.10. We recall that l' is rectifiable if, and only if, 1 ill of bounded variation on
z := X + iy for which x ~ 0 and y = O. At these points, the principal logarithm
fails to be continuous. Analyticity at the other points is easily shown by verifying [a. b]. (See Section 7.27 and Theorem ~.l?) . . , . .
A path.., is called piecewise smooth If It has a bounded denvahve}' which IS
... It can be shown that the existence of f' on S automatically implies continuity off' on continuous everywhere on [a, bJ except (possibly) at a fiqite number of points.
S (a fact discovered by GQuual in J900). HeJK.'e an analytic function can he defined as At these exceptional points it is required that both right- and left·hand derivatives
one which nwre.ly pouesses a deriwtive everywhere OD S. However. Wl.l mall include exist. Every pieoewise smooth path is rectifiable and its arc length is given by the
r
cootinuity of as part ofthe definition of analyticity. since this allows some of the proofs
to run morec smoothly.
integral $: 11'(t) 1 dt.
A piecewise smooth closed path will be called a circuit.
 Def. flU

if 1 and () trace out r in the same direction, whereas

if'l and /j trace out r in opposite directions.

Proof, Suppose <5(t) = y["(t)J where It is strictly monotonic on [c. dJ. From
De./itlitit1ll16.2. If a E Cam! r > 0, the path 7 defined by the equation the change-of-variable fonnula for Riemann---Stieltjes integrals (Theorem 7.7) we
have
a + re». s: s: 211',
7(0) "" 0 lJ
is ctllled a positively 'Jrlented circle with center at a and radius r. fu(tf)

JII(,,)
f[j(l)] dr(t) "" f."
tf
f[';(f)] dft(t) = ff
J"
(1)

NOTE. The geometric meaning of ')'(0) is shown in Fig. 16.2. As 0 varies from 0
to lx, the point y({J) moves counterclockwise around the circle. If u is increasing then u(c) 0, u(d) = b and (I) becomes f = L Jd
If u is decreasing then u(c) b, u(d) = a and (I) becomes - = JrI I.d
16.3 CONTOUR INTEGRALS The reader can easily verify the following additive properties of contour
integrals.
Contour integrals will be defined in terms of complex Riemann-Stieltjes integrals,
discU!.sed in Section 7.21. . T1Ieonm 16.5. Let 't be a path with domain (a, b].
Dejinitiell 163. Ut l' be a path in the complex plum: with domain [a, h], and let f 1
i) 1/ the integrals f I and J) g exist, thfln the integral J1 (rtf + flg) exists for every
be a complex-valued function defined on the graph of y. The contour integral of! pair of complex numbers 11, P. and we have
L.r.
along 1, denoted hy is defined by the equation

1 f = f.f[y(t)) dl'(t),
1 (rtl+ JJg) 1 1
= a f + fJ g.

Ii) Let '11 and )':: denote the restrictions 01 y to [a, c] and [e, b], respectively,
whenever the Riemann-Stieltjes integral on the right exists. where II < C < b. 1/ two of the three integrals in (2) exist, then the third also exists
and we have

1,/=fl'
NOTATION. We also write

I f (Z) dz or
I ,ll»
r(g)
!(z) l +(/
J12
(2)

I~ practice, most paths of integration are rectifiable. For such paths the
for the integral. The dummy symbol z call be replaced by any other convenient
following theorem is often used to estimate the absolute value of a contour integral.
symbol. For example, L/(z) dz = JJ{w) dw.
If'l' is rectifiable. then a sufficient condition for the existence of I fis that 100 TlJetwem 16.6. ut ')'
be a rectifiable path of length A(')'). If the integral JrI exists,
continuous on the graph of 'I (Theorem 7.27). ~ and iflf(z)1 S M for a/I z on the graph of1. then we have the in.equality
The effect of replacing 11 by an equivalent path (as defined in Section 6.12) is,
at worst, a change in sign. In fact. we have:
Theorem 16.4. Let 11 and!J be equivalent paths describing the same curve r. If
J,/ exists, then I"I also exists.
Moreover, we have Proof. We simply observe that all Riemann-5tieltjes sums which occur in the
definition of J:fh(t)] dy(!) have a.bsolute value Dot exceeding MA(y).
Contour integrals taken over piecewise smooth curves can be expressed as
Riemann integrals. The foUowingtheorem is an easy consequence of Theorem 7.8.
 111,

path with domain

16.4 THE INTEGRAL AI£lNG A CIRCULAR PATH AS A !"UNCTION OF

THE RADIUS rule

o :'5: (j :'5: 2n.

In function of the radius r. on ellc!l
, Theorem 16.7 us differentiation under the
second hmdamenta! theorem

As r varies over
an anllulus which we denote

Theorem
= () the annulus is By C'on1:inui.ty
then is continuous the their twion
is differentiable on COlnstal1! value of q> is

f 0,

radius r < R,
The(Hem 16,8

Let z~ denote the ex,;(:plional

Label these Hi.6 HOMOTOPIC CURVES
acc(m:ling to incJreUc1;il1g
16,4
open D. Arc 1 can
and of intermediate arcs, each
 In lhis calle we say lhal)'0 and l'J<liinearly JIO'UIl>tOipic
are linearly hOt1l010pic COlnpJex
convex graphs,

an equi1,alen,ce relation.
thi,orem shows that between any
""",1"%<,, of intermediate pD,lYl~011al

if

provid"d the in-

111)ll properly
m the appHcaliiol!'ill of cOiITllJ,lex

rhat

or

In aaa 11lI1ll . n.
We als(} define

For each
intermediate
l,

a single
J)
Figun:; 16,S
 Th.I6.12 Th. ]6..15

lie in D)l for each (s, t) in [0, IJ x [Ii:< t,H 1]. Therefore the points (5) lie in D
for all (s, t) in [0, 1] x [a, bJ, so (Xi+1 is linearly homotopic to lX.i in D.
16.7 INVARIANCE OF CONTOUR INTEGRALS UNDER HOMOTOPY
Tieorem16.1Z. Assumefis analytic on an open set D, except possibly for afinite
number of points where it.is continuous. If"lQ and 11 are piecewise smocth paths
which are hOf1Wtopic in D we have
verify, the IllSt ex.pression vanishes because ')'0 and 11 are homotopic, so .p'(&) = 0
for aU sin [0, 1]. Therefore ({J is constant on [0, 1]. This prcwes the theorem when
YQ and 11 are linearly homotopic in D.
If they are homotopic in D under 11 general homotopy h, we interpolate poly-
gonal paths IXj as described in Theorem 16.11. Since each polygonal path is piece-
wise smooth, we can repeatedly apply the result just proved to obtain

JrG
r f= f Y"J
f.
16.8 GEl'l-otAL FORM OF CAUCHY'S INTEGRAL THEOREM
Proof. First we consider tbe case in which 70 and }' 1 are linearly homotopic. For
each" in [0, 1] let The general form of Cauchy's theorem referred to earlier can now be easily deduced
from Theorems 16.9 and 16.12. We remind the reader that a circuit is a piecewise
iftE [a, b]. smooth closed path.
Then r. is piecewise smooth and its graph lies in D. Write T1I.rorelll 16.13 (Cmu.:hy'lt intllgrlll tlu!orlllll/or t:irems hOllWtopk to fJ point). Assume
y.(t} 1o(/} + sa(t), fis wwlytic on Dn open set D, except p(Js~ihly for o.finite number of points at which
we assume I is continuQus. Then for every circuit l' which is homotopic to tl point in

r r
and define D we have

q1(s) 1/ == /[l.(I)J dyo(t) + s f[,..(t)] da(t), rf=

J1·
O.

faT 0 S 5 S 1. We wish to prove that tp(O) = q1(1). We will in fact prove that ({J Proof. Since)' is homot<lpic to a point in D, "I is also homotopic to a circular
is J::onstant on [0, I J. . , . path /) in D with arbitrarily small radius. Therefore Irf = J.d, and 0 by I,I
We use Theorem 7.40 to calculate tp'(s) by differentiation under the integral Theorem 16.9.
sign. Since
DejinitioIl16.14. An open connected set D is called simply connected if every closed
iJ path in D is homotopic to a point in D.
}'.(t) = «(t),
os
Geometrically, a simply connected region is one without holes. Cauchy's
this gives us

ql(s) s: I'[y.(t)]cr(t) d,.o(t) + s f !'[y.(t)]rx(t) da:(t) + r![}'.(t)] drx(t)

theorem shows that, in fJ simply connected region D the integral of an analytic
funetion is zero arouNi any circuit in D.

= r a(t)fTr.(t)] dr.(l) + s: f[y.(t)] da(t)

16.9 CAUCHY'S INTEGRAL FORMULA

r tl(t)!Ti,(t)};;(t) dE + ff[y,(t)] da:(t)

The next theorem reveals a remarkable property of analytic functions. It relates
the va.lue of an a.nalytic function at a point with the values on a closed curve not
containing the point.

f 0:(1) di/[r.(I)J} + f f[y.(I)J d:t{r)

Theorem 16.1S (Ctuu:ffy'tl illttfllrtdfiJ,."".). Assumefis analytic on an open set D,
and let f be any circuit which is homotopic to a point in D. Then IQr ooy paint z in
D which is not on the graph 0/1 we nOlJe
..., oc(b)f[i.(b» - o:(a)/[y.(a)].

by the formula for integration by parts (Theorem 7.6). But, llS the reader can easily J lew)
---. dw = fez}
yW-z
f yW
I
z
dw. (6)
 Del. 16.11
'l1I.1U(i

Proof. Suppose., has domain [a, b]. By Theorem 16.1 we can express the integral
Proof. Define a new function g on D as foUows: in (8) as a Riemann integral,

g(w) {[(w! =~Z) _.!!- ~ fb li'(t) dt •

=;

I'(z)
if IV ¢ z

if IV = z.
J ., w - z
Define a complex-valued function on the interVal [a,
J.. }l(t) - :J
b] by the equation
'Iben 9 is analytic at each point w "" z in D and, at the point z itself, 9 is oontinuoWl.
Applying Cauchy's intqp'al theorem to 9 we have ft II = 0 for every circWt " F(x) -= f'" 1(1) dt if a :s; % S b.
homotopic to a point in D. But if E is not on the graph of'l' we can write • 'lI(t) - z

f.,
9 = f fJt!) - f(~} dw
., IV - Z
= f 7W -
few) dw - fez)
z
r _1_z dw,
J.,
IV -
To prove the theorem we must show that F(b) "'" 2nm for some integer n. Now F
is continuous on [a., b] and has a derivative

which proves (6). F'(x)'" y'(x) •

}'(x) - z
NOTE. The same proof shows that (6) is also valid if there is a finite subset T of
D on which f is not analytic, pronded that f is continuous on T and z is not in T. at each point of continuity of ,,/'. Therefore the function G defined by
The integral I, (w - zr 1
dw which appears in (6) plays an importaDt role in G(t) = e-F(l)b(t) - z} if t e [a, bl.
complex integration theory and is discussed further in the next section. We can
is also continuous on [a. b). M: oreoV«, at each point of continuity of l' \"oVe have
easily calculate its value for a circular path.
G'(t) ,., e-F(l)l'(t) - F'(t)e-F(l){}'(t} - z} == O.
Example. If y is a positively oriented circular path with amter at z and radius r, we QUi
write y(1!) z + nt', 0 :s; fJ ;s 211. Tbm'1'(11) = ire" i{'l'C11) - z}, and we find Therefore <l(t) = 0 for each t in [a. b] except (possibly) for a finite numbc;r of
~= fl... r'{O) dB = (h' i dB "" 21fi. points. By continuity, G is constant throughout [a, b]. Hence, G(b) == G(a). In
1 7 It' - z Jo )'(9) - z Jo
NOTE. In this case Cauchy's integral formula (6) takes the form
other words, we have
e-F(lt){)(b) - z} = y(o) - z.

2~if(z) "" f f(w) aw. Since ')'(b) = ")'(a) oF z we find

J, w - z e-F(Ilt) = 1,
Again writing '1'(8) "" z + reW. we can put this in the form which implies F(b) == 21M, where n ilO an integer. This completeS the proof.
fez) = .!. fhf(z + r;~ dO. (7) Dejitrit/fir 16.17. If? is (l circuit whose graph dou not OO1ltaln Z, then the Integer II
21l JI) dejiMd by (8) is called the wiNJing number (or _x) of., with rupect to z, tmtl is
denoted by 11(1, z). Thus,
This can be interpreted as a. Mean-Value Theorem expressing the value offat the

J7r ~.
center ofa disk as an average of its wluea at the boundary of the disk. 'The function
11(1. z) "" - \
f is WlSumed to be analytic on the closure of the disk, except possibly foc Ii finite 2m 'II' - Z
subset on wbich it is continuous..
Nom. Cauchy's intcgra1 formula (6) can now be restated in the form
16.10 THE WINDING NUMBER OF A CIRCUIT 'WITH RESnCf TO A POINT
Tlr6JrmJ 16.16. Let,. be a circuit onJ let z be Q POUlt not on the graph of 1'. T1Hm
11('1', z)/(%) = 1.
2Xl
f1 W -
J(w) dw.
z
there is an integer n (depending em l' tmd on z) mch that The term '~nding number" is used because n(y. z) gives a mathematically
precise way of counting the number of times the point ')I(t) "winds around" the

f 1
dw
W - %
,. 2rein. (8) point z as t varies over the interval [a, b]. For example, if 'I is a positively oriented
 I'L1'-18

circle given by y(fJ) = z + relll , where 0 S; 8 S; 2n, we have already seen that the
winding number is I. This is in accord with the physical interpretation of the
point y(9) moving once around a circle in the positive direction as (J varies from
o to 2x. If 8 va.ries over the interval [0, 27!/'J], the point )1(0) moves n times around
the circle in the positive direction and an easy calculation shows that the winding
number is n. On the other hand. if 1(9) = z + re-$ for 0 ,s; f) s 2M, then c>(9)
moves n times around the circle in the opposite direction and the winding number
is -n. Such a path .6 is said to be negatively orieTlted.
16.n TIlE UNBOUNDEDNESS OF TIlE SET OF POINTS WITH WINDING
NUMBER ZERO
Let r denote the graph of a circwt 1. Since r is Ii compact set, its complement
C - r is an open set which, by Theorem 4.44. is Ii countable union of disjoint
open regions (the components of C - n.
If we consider the components as
subsets of the extended plane C·, exactly one of these contains the ideal point 00.
In other words, one and only one of the components of C - r is unbounded.
The-next theorem shows that the winding number n(y. z) is 0 for each z in the
unbounded component.
T!teorem 16.18. Let '" be a circuit with graph r. Divide the set C - r into
subsets:
E ... {z :.n(",. z) = O} and I = {z; n(1, z) "" O}.
Since lAc) is an integer we mllSt have g(c) = O. so 9 has the constant value 0 on U.
Hence E contains the point C, so E contains all of U.
There is a general theorem, called the Jordan curve theorem, which states that
if r is a Jordan curve (simple closed curve) described by 7, then each of the sets
E and I in Theorem 16.1 & is connected. In other words, a Jordan curve r divides
C - r r
into exactly two components E and I having as their (;ommon boundary.
r.
The set 1 is called the inner (or intDiDr) region of and its points are said to be
inside r. The set E is caned the outer (or exterior) region of r, and its points are
said to be outside r.
Although the Jordan curve theorem is intuitively evident and easy to prove for
certain familiar Jordan curves such as circles, triangles, and rectangles, the proof
for an arbitrary Jordan curve is by 00 means simple. (proofs can be found in
References 16.3 and Hi5.)
We shall not need the Jordan curve theorem to prove any of the theorems in
this chapter. However, the reader should realize that the Jordan curves occurring
in the ordinary applications of complex integration theory are usually made up of
a finite number of line segments and circular arcs, and for such examples it is
usually quite obvious that C - r consists of exactly two components. For points
z inside such curves the winding number n{y, z} is + I or -I because 1 is homo-
topic in Ito some circular path S with <:enter z. so n(y, z) n«(j, z), and n(8. z) is
tWQ
+ I or - J depending on whether the circular path lJ is positively or negatively
oriented. For this reason we say that a Jordan circuit y is positively oriented if,
for some z inside r we have n(')l, z) = + I, and fl€gtltively oriented jf n(y, z) = - L

Then both E and I tire open. Moreover, E is unbounded QIld 1 is bounded.

16.12 ANALYnC FUNCI10NS DEF1NED BY CONTOUR lNTEGRALS
Proof Define l:l function g on C - r by the formnla Cauchy's integral formula., which states that

g(z) n(}', z) 1 f
2:rd 7;--Z'
dw n(y. z){(1,) = ..l:- j4
2xi
few) dw,
7 W - z
By Theorem 738, 9 is continuous on C - r and, since g(z) is always an integer, has many important consequences. Some of these follow from the next theo~m
it follows that g is constant on each component of C - r. Therefore both E and which treats integraIs of a slightly more general type in which the int~and
I are o~ since each is a union rJf components of C - r. f(w)/(w z) is replaced by f(J(w)!(w - z), where 'P is merely continuous and not
Let U denote the unbounded component of C - r. ]f we prove that E con· necessarily analytic, and 'I is any rectifiable path. not necessarily a circuit.
tains U this will show that E is unbounded and that I is bounded. Let K be a Tllurem 16.1J. Let')' be a rectifiable path with graph r. Let <p be a cQmple;NHuued
constant such that 1",(t)1 < K for all t in the domain of y, and let c be a point in functw1I which iJ continuous on r, and let f be defined on C - r by the equation
U such that lei > K + A(y) where A(p) is the length of y. Then we have
fez) = f tp(w) dw ifZ;' r.
1)'(t)1_ cl S lei _11l'(OI < lei ~K. Then f has the IQllowing properties:
y w - z

Estimating the integral for n()', c) by Theorem 16.6 we find a) For each ptJint a in C - r, {has a power-series representatkm
oS Ig(e)1 My) < 1. {(z) =
'"
1: c.(z - af, (9)
Ie! - K ..=0
 111.16.18

where
Now we show that Elf. ..... 0 as k -+ 00 by estimating the integrand in (14). We have
e" =
J,r (w -
rp(w) +1- dw
or for n = 0, 1,2._.. (10\
1
! - «.1 S; Iz - "I and 1 < 1
b) The series in (a) has a positive radius of ctJflvergence :2: R, where IW - /l R Iw ~ zl Iw - a + 0 - zt R - la - zl
R = in[ {]w - al ; w E q. (II) Let M = max. {lrp(w)1 ; WE q, and let A(y) denote the length of 1'. Then (14)
gives us
c) The functicm / has a derivative ofevery order n on C - r given by
;1 :
~~.
IE~1 :::; _ MJ\~ (~).+l.
j(·)(z)=n1r tp(w)'dw iJz¢C (12) Iii.. R 10 - zl R
J,

I·
(w - Z)ft+l
· :· · I.~
", Since Iz - 01 < R we find that E. -+ 0 as k .... co. This proves (a) and (b).
Proof Fint we note that the number R defined by (II) is positive because the Applying Theorem 9.23 to (9) we find that/has derivatives of every order on
~lJDctiong(w) = Iw - oj has a minimum on the compact set r, and this minimum the disk B(a; R) and thatjiW)(a) n!c". Since 0 ill an arbitrary point of C r
!.
lS not zero since 0 f- r.
Thus. R is the distance from a to the nearest point of r. I
.~ "
this proves (e).
(See Fig. 16.6.) :~
;;r NOTE. The series in (9) may have a radius of convergence greater than R, in which
t case it mayor may not representfat more distant points.

·I~"':..
. 16.13 POWER-SERIF.S EXPANSIONS FOR ANALYTIC FUNcrIONS
:11
A combination of Cauchy's integral formula with Theorem 16.19 gives WI:
r FJg.e 16.6
7'1J«Jrelll 16.20. Assume/is anolytie on an open set S in C, and leI a be any point
0/ S. Then all derivatives p")(a) exist, and f can be represented by the convergent
power series
ro f(ft)( )
To prove (a) We begin with.the identity fez) = L: ~~a (z - a)", (15)

-}- .. = t tn + t
UI

1 - t'
(13)
ft=O n!
in every disk B(a; R) whou closure lies in S. Moreover.for every n ~ 0 we have

I
1 - t ft-O

valid for all t .;. I. We take t = (z - a)l(w - a) where Iz - al < Rand we r. f(nl(a) = ~ few) dw (16)
Then 1/(1 - t) = (w - o)j(w - z). Multiplying (13) by rp(w)j{w - a) and ltc; ., (w - ar+ I '

integrating along )I, we find where l' is any positively oriented circular path with center at 0 and radius r < R.
fez) = r
J, w -
!p(w) dw
z
NOTE. The series in (15) is known as the Taylor expansion off about a. Equation
(16) is called Cauchy's integra/ftJrmula for p")(a).

= t
,,~o
{2 - or f (w
tp(W)" + dw
a)
1 + I
•
(p(w)_
\II -
(2 - o)1+J dw
W -
Proof. Let l' be a circuit homotopic to a point in S, and let
)I.Define g on C r by the equation
r be the graph of

f
1 Z Q

• = few) dw r.
= L
"'=0
Cft(:: - or + E". g(z)
1 w - z
if z ¢

where c" is given by (10) and E. is given by If Z E B(a; R), Cauchy's integral formula tells us that g(z) = 21tin(')', z)/(z).

(z -
a)"+1 dw.
Hence,

f
E. =
J .-p(w) - -
-.-
1 W Z III a
(4)
n(y, 2)f(z) =~
2m yW-Z
few) dill if 12 - al < R.
 1 'lb. 16.21

Now let y(fJ) = Q + relf, where Ix - al < ,. < R and O::s: 9 ::s: 2:lt. 1ben We can write y(fJ) = Q + reY, 0 ~ 8 ~ 271:, and put this in the form
n{,.. z) = I, so by applying Theorem 16.19 to tp(w) = f(w)/(2T1:i) we find a series
l'¥lpxesentation
... pJi)(a) .!!!.. r z
21(1"" Jf)
" I(a + re lf) e- lto9 d9. (17)
fez) = ~ cJ.z tiro
This formula expresses the nth derivative at II as a weighted average of the values
CODVCf'!CDl for Iz al < R, where c" = FJi)(Il)/ll!. Also. part (e) of Theorem of f on 11 circle with center at Q. The special case n = 0 was obtained earlier in
16.19 gives (16). Section 16.9.
Now,let M(r) denote the muimum value of 1/1 on the iPllph of)'. Estimating
Theorems 16.20 and 9.23 together tell us that a necessary and sufficient con- the integral in (17), we immediately obtain Cauchy's inequalities:
dition for a complcx-val~ function f to be analytic at a point II is that f be
representable by a power series in some neighborhood of Q. When such a power
series exists, its radius of convergence is at least as large as the radius of any
IP")(a)1 :$ M{r!",
,. (It = 0, 1,2, ... ). (18)

disk B(a) which lies in the region of analyticity off. Since the circle of convergence
cannot contain any points in its interior where/fails to be analytic, it follows that
the radius of convergence is exactly equal to the distance from II to the nearest
point at which / fails to be analytic.
This observation gives us a deeper insight concerning power-series expansions
for real-valued fUnctions of a real variable. For-example, Iet/(x) = 1/{1 + x2) if
x is real. This function is defined everywhere in HI and has derivatives of every
order at each point in HI. Also, it hM a power-series expaDllion about the origin.
namely,
1 =1- x :l+x4 -x"+'"
1+
However, this representation is valid only in the open interval (-1,1). From the
standpoint of real-variable theory. there is nothing in the behavior of/which
explains this. But when we examine the situation in the complex plane. we lIlee at
once that the function f(x) = 1/(1 + is analytic everywhere in C except at
the· points z == ± i. Therefore the radius of convergence of the power-series
expansion about 0 must equal I, the distance from 0 to i and to - i.
It........ The followins power series expansions ~ valid for
a) 11
..,
The next theorem is an ellSY oonsequence of the case n = I.
T1IttfJre". 16.21 (~'$ titwrem). Iff is analytic werywhere on C and bOUJUled
on C, then f is constant.
Proof. Suppose I/(z)1 ~ M for all. zinC. Then CaUChy's inequality with n I
gives us If'(a) I ~ MIT for every r > O. Letting r -!' + a:>, we findj'(II) =: 0 for
every a in C and hence, by Theorem 5.23./is constant.
NOTE. A function analytic everywhere on C is called an entire funetlon. Eltamples
are polynomials, the sine and C(lSinc. and the C'tponeotial. Liouville's theotern
states that evet'Y lwundetl entire frmctiott is c01l8tant.
Liouville's theorem leads to a simple proof of the Fundamental Theorem of
AlgebIll..
Tlt.urem 16.22 (~lIt" TIIttorItIlJ of AJgtt1JM). Every polytWmia/ 0/ degree
n ;:::: I has a zero.
Proof. l.etP(z) == aG + a 1z + ... + V,wheren:<!: I and a,. #= O. Weasswne
an zinC:
t. that P bas no zero and prove that P is constant. Letf(z) = I/P(z)' Then/is
analytic everywhere on C since P is never zero. Also, since
I )"Z21O+ 1

1:::",
= .-0 n!
• •

b) sm z =
<II

,,~_n
y
(21'1 + 1)1 ' p(z) = z..{~ + _ + ... + aJi -1 +
\z· t' z
a,,),
""
c) cos z = ~ -'--(2-'-,,-),- • we see that IP{z)l- +00 as Izi ..... +00, so/(z} - 0 as 1%1""" +c:o. Therefore
/ is bounded on C so, by Liouville's theorem, f and hence P is constant.

16.14 CAUCHY'S INEQUALITIES. UOUVlLLE'S 'I'HEOREM

16.15 ISOLATION OF 11IE ZEROS OF AN ANALYTIC FUNCTION
Iffis analytic on a closed disk B(a; R),. Cauchy's integral formula (16) shO,"",ll that

r"'(a} = n!
21ri
f 1
/(w)
('II' - a)" + I
dw,
,
If/is analytic at a Ilnd if/Cal = 0, the Taylor expansion off about a has constant
term zero and hence assumes the following Corm:
<0

where '7 is any positively oriented circular path with center a and radius r < R. fez) =- E t.(z -
.zl
ar·
 ~l
I Th.16.Z7
This is valid for each z in some disk B(o). lfjis identically zero on this disk [that
is, if [(z) 0 for every ;: in B(a)]. then each c. = 0, since Cn == rnl(a)fnL Iftis
not identically zero on this neighborhood, there will be a first nonzero coefficient
ell in the expansion. in which case the point a is said to be a :lero of order k. We
will prove next that there is a neighborhood of (J which contains no further zeros
off. This property is described by saying tbat the zeros of an analytic function are
isolated.
T_,~:m 16.23. Assume that f is analytic 011 an open set S in C. Suppose/(a) = 0
for some point a in S tma assume that f is 1t(J( idellJically zero on tmy neighborhood
Df a. Then. there exisu a disk B(a) in which f htiS tiO further zeros.
Proof The Taylor expansion about a lJe(;omes f(z) (z - at.q(z), where k ~ I,
g(z) Ct + Ctl-l(z - a) -h''', and g(a) = Ck ¢ O.
Since 9 is continuous at D, there is a disk B(a) £: S on which 9 does not vanish.
Therefore,f(z} ;# 0 for all z 'F a in H(a).
This theorem has several impo.tant consequences. For example, we can use
it to show that a function which is analytic on an open region S cannot be zero
on any nonempty open subset of S without being identically zero throughout S.
We recall that an open region is an open c()nnected set. (See Definitions 4.34
and 4.45.)
Tiurem 16,14. Assume tlultf is Q/Ullytic on an open region S in C. Let A denote the
set ofJJwse points z in S for whifh there exists a disk B(z) on which f is identically
zero, and Jet B ;;;; S - A, Then one of the two sets A or B if empty tmd the other
()tft'! is S itself
Proof We have S ;; A v B. where A and B are disjoint sets. The set A is open
by its very definition. If we prove that B is also open, it will follow from the
c-onnectedness. of S that at least one of the two $ets A or B is empty.
To prove B is open, let a be a point of B and consider the two possibilities:
f(o) :# 0, f(a) O. If f(a) :F 0, there is a disk B(o) S on which f does not
..
vanish. Each point of tbis disk must therefore belong to B. Hence, a is an interior
point of B if f(o) :F O. But, if f(o) = 0, Theorem 16.23 provides us with a disk
B(a) containing no further zeros off This means that .B(a) S B. Hence, in either
case, a is an interior point of B. Therefore, B is open and one of the twe sets A or
B must be empty.
16.16 THE I.DENTITY THEOREM FOR ANALYTIC FUNCJIONS
Theorem 16.25. Assume tllat f is analytic on an open region Sine. Let T be a
subset 0/ S having on accumulation poillt a in S, q I(z) = 0 for ellery z in T, then
f(z) = () for every z in S.
Proof There exists an infinite sequence {2.}, whose terms are points of T, such
that lim"~,,, z. a. By continuity, f(a) ;: lim...."'f(z,,) ... O. We will prove
next that there is a neighborhood of a on which 1 is identically zero. Suppose
there is 110 such nei,gbborbood. Then Theorem 16.23 tells us that there must be a
disk B(Q) on whichf(z) :# 0 if z :F a. But this is impossible, since every disk B(a)
contains points (If T other than a. Therefore there mUlit be a neighborhood of a
on which f vanishes identically. Hence the set A of Theorem 16.24 cannot be
empty. Therefore, A == S, and this meansf(z) = 0 for every z in S.
As a corollary we have the fonowing important result, sometimes referred to
as the identity theorem for Q/Ullytir: fimctions:
Theorem 16.26. Let f and 9 be arta/ytic on an open region Sine. If T is a subset
of ShaviNg alf accumulation point Q in S, tmd iff(z) = g(z) fvr every z in T, then
f(z) = g{z) for every z in S.
Proof Apply Theorem 16.25 tof- g.
.ei.17 nm MAXIMUM AND MINIMUM MODULUS OF AN ANALYTIC
FUNCJION
The absolule value or modulus If I of an analytic function f is a real-valued non-
negative function. The theorems of this section refer to maxima and minima of
If I.
Dttorem 16.27 (L«ll1l111Ui"""" motbI/Iu prilldple). Assume f is analytic and n;)t
on an open region S. Then IfI has no local maxima in S. That is, every
COllstant
disk B(a; R) in S contains points z such that If(z)1 :> 1/(0)1.
Proof. We assume there.is a disk B(a; R) in S in which I/(z)1 :S Ij(a)1 and prove
thatf is constant on S. Consider the concentric disk B(o; r) with 0 <: r ::; R.
From Cauchy's integral formula, as expressed in (7), we have
if(a)1 :s;.1 . [2" If(a + re'o)! dO. (19)
2n ,,0
Now If(a + re'It)1 :S If(a)1 for all 6, We show next that we cannot have strict
inequality If(a + re'9)1 <: If(a)1 for any 0, Otherwise, by continuity we would
have Ifea + reiS)1 ~ l/(a)1 - e for some e > 0 and all fJ in some subinterval Iof
[0.2:n:] of positive length h, say. Let J = [0,211:] - J. Then J has measure
2n - h, and (19) gives us
2xl/(a)l :s; I lf(O + re'8)1 dB + f If(a + r41"')1 dO
:s; h{\f(a)1 - s} + (2:r - h) If(a)1 ... 21t If(a)1 - he <: 2tr If(a)l·
Thus we get the contradiction If(a)1 < l/(a)l. This shows that if r ::; R, we
cannot have strict inequality I/(a + re")l <: l[(a)1 for any 8. Hence Ij(z)1 ;;;; 1/(0)1
for every z in H(a; R}. Therefore III is constant on this disk so, by Theorem 5.23.
f itself is constant on this disk. By the identity theoremJ is constant on S.
TMO'~lIf 16.28 (Absobde IIfIIXiIrtwR ItfIJd1Ilu prillCiple). Let T be a compact subset
ofthe complex plane C. Assume f is continuous 011 T and analytic on the interior of
1 n.l6.30

Hence. 20 If:oB So Zo .is an interior point of B. In other words. lui has a local
minimum at zoo Since U is analytic and not constant on B. the minimum modulUS
455

T. Then the absolute maximum o/Ifl on T is attained Oil iJT, the boul'Uklry 0/ T. principle shows that O(zo) 0 and the proof is complete.
Proof Since T is compact, IfI attains its absolute maximum somewhere on T,
liay at D. If a e oT there is nothing to prove. If Q e int T, Jet S be the component 16.19 LAlJRENT EXPANS10NS FOR. FUNCTIONS ANALYTIC IN AN
of int T containing Q. Since If I has a looal maximum at 0, Theorem 16.27 implies ANNULUS
that/is constant on S. By continuity.! is constant on oS s; T, so the maximum
value, I/(a)l. is attained on os. But as f; ilT(Why7) so the maximum is attained Consider two functions/1 andUI' both analytic at a point d, withgl(a) = O. Then
on oT. we have power-series expansions

T1wJrem 16.29 (MilIilllllm ""'119 pr_ple). Assume f is ant1lytic and not constant
on an open region S. If IfI has a local minimum in S at a, then I(a) o. gl(Z) :E'" b.,{z - a)",
,,=1
Proof If".f(a) 'I: 0 we apply Theorem 16.21 to 9 = JIf. Then 9 isanalytic in some
and
~

open disk B(a; R) and lui has a local maximum at a. Therefore U and hence/is ftCz) :E c.(z
.=CJ
a)", (20)
constant on this disk and therefore on S, contradicting the hypothesis.
Let f2; denote the composite function given by

(_1_ + a).
:tUS THE OPEN MAPPING THEOREM
/1.(7:) = 91
Nonconstant analytic functions are open mappings; tbat is, they map open sets z-a
onto open set&. We prove this as an application of the minimum modulus
principle. Thenf2 i:i defined llnd analytic in the region Iz - 01 > r 1 and is represented there
by the convergent series
TMorem 16.30 (Open mapping t1wJre",). If I is ant11ytic and not eonstant on an 00

open region S, then I ;s open. f2(Z} = :E b"(z - ar".

n= 1
(21)
P'olJ/. Let A be any open subset of S. We are to prove that/CAl is open. Take
any b inf(A) and write b "" f(a), where 'lEA. First we note that a is an isolated Now if r 1 < r1.' the series in (20) and (21) will have a region of convergence in
point of the inverse-imagef-l({b}). (If not, by the identity theorem/would be common, namely the set of z for which
constant on S.) Hence there is some disk 8 = 8(0; ,) whose closure Jj lies in A '1 < Iz - al < '2'
and contains no point of/- 1({b}) except Q. Sincef(B) s;;: f(A) the proof will be
complete if we show thatf(B) contains a disk with center at b. In this region, the interior of the annulus A(a; rio '1), both!J. and /2 are analytic
Let aD denote the boundary of B, oB ;: {z: lz al = r}.. Then f(cB) is a and their sum /1 + 12 is given by
compact set which does not contain b. Hence the number m defined by 00 ...
m = inf {I/(z) - bl : Z E fJB}.
fl(z) + fiz) :E c,.{z a)· +- :E &,,(2 - a)-".
."0 n;:,;;1

is positive. We will show that/(B) contains the disk B(b; mI2). To do Ihis, we The sum on the right is written more briefly as
take any III in lJ(b; m12) and show that III = f(zo) for some Zo in B.
Let g(z) == /(z) - }II if 2 € B. We wiH prove that o(zo) = 0 for some "0 in B.
Now luI is continuous Qn B and, since B is compact, there is a point Zo in B at n= -«)

which lui attains its minimum. Since a e S, this implies
Ig(zo)1 ::;; Ig(a)1 = If(a) - wi =
But if z e 08. we have
Ig(z)! .. If(z) - b + b - wi ~ If(z) - bl - Iw -
where c" = b" for n I, 2, . .. A series of this type, consisting of both positive
m and negative powers of z a, is called a Laurent series. We say it converges jf
Ib wl< -. both parts converge separately.
2
Every convergent Laurent series represents an analytic function in the interior
of the annulus A(a; rt, '2}' Now we will prove that, conversely, every function
m m
hi > m - 2 "" 'i f which is analytic on an annulus can be represented in the interior of the annulus
by a convergent Laurent series.
 Ib.IO.
Ib.IUl

and J12 (w - Z)-I dw "'" 21ri since n(Y2, z) =L 1berefore, (25) gives us the
TIIeD,rm 16.31. Assunre that J is anIllytic on an annulw A(a; r lt r'].). Then fOT
equation
every interior point z of this annulus we have
J(z) = ft(z) + f'1.(z), (22) where
where
lD

L'"
fl(:;;) = I
21ri
f /(1'1')_ dw
w- z
and /i(t) = -
2m
1. f f~'!')
w - z
dw.
fl(z) = L c.(z
.-0 a)· and f1(z)
,,=1
c_.{-I: - a)-I<.
11 y.

By Theorem 16.19.fl is analytic on the disk B(a; T2) and hence we have a Taylor
The coefficients are given by the formulas expansion

Cit _!-
21l:i
f1 (1'0'
few)
ar+
1 «w (n = 0, ± I, ±2, ... ), (23) ft(z) ;; E'" cn(z -
.pO
a}' for Iz - 121 < T2'

f
where "t is any pent/vely oriented circular path with center at il and radius r, with where
'1 < , < '2' The functionfl (called the regular part off at a) is analytic on lhe 1 /(1'0') d (26)
disk B{a; 'i)' The functionf2 (called the principal part off at a) is analytic outside c. "" 2ni 11 (w _ ar+1 w.
the closure of the disk B(a; r I)' MOreover, by Theorem 16.8, the path "12 can be replaced by Yi for any r in the
Proof Choose: an interior point z of the annulus, keep z fixed, and define a functioD interval'l :S r S; rz·
9 on A(a; T 1 , T2) as follows: To find a series expansion for/z(z), we argue as in the proof of Theorem 16.19,
using the identity (13) with t = (w - a)/(z - a). This gives us
feW) - f(:J.
g(w) =
{
w - z
if 1'0' >F z

ifw = z.
_t (w
-1----:---:-:-:---··-a·..:) - ,,~o ~
a)".+.. (1'0':;; -- a)t+1
a
(~'~)
z - w '
(21)
r(z)
Then 9 il> analytic at w if w ¥ z and 9 IS continuous at z. Let If w is I;Jn the graph Or71, we have 11'1' - 01 = r. < lz - ai, so It I < 1. Now we
a), integrate along 71> and let k ~ 00 to obtain
tp(r) f1.
g(w) dw,
multiply (27) by - f(w)j(z

fi(z) L'" b.(z - a}-' for Iz 121 > TI

,,=1
where r. is a positively oriented circular path wjth center a and radius T, with
where
'1 ::;;; , ::;;; '2' By Theorem 16.8, .-p('t) .. cp(,,) so

f b ... 1 J_.. f(w)__ dw. (28)

I 11
yew) dw =

where 11 = "i., and)'2 = 7.,. Since z is not on the graph of "11 or of "12' in each of
12
n(w) dw, (24) " 2ni l' (w - a)l-
n

By Theorem 16.8. the path 'lit can be replaced bY'Yrforany 'in [rl' r;t). Ifwetake
the same path 't, in both (28) and (26) and if we write c_.. for ba , both formulas
these integrals we can write can be combined into one as indicated in (23). Since z was an arbitrary interior
1("'!1 ~ .f(z) point of the annulus, this completes the proof.
g{w)
w z: w-z NOTE. Formula (23) shows that a function can have at ITIQSt one Laurent ex-

Substituting this in (24) lind transposing terms, we find pansion in a given annulus.

fez) {f 1 dw - J"-- t}dw.. I -~

f() dw - f dw. 16.21 ISOLATED SINGULARITIES
~. 1'1' - Z 1'0' -
1. Z n W - Z 7. W - z
(25) A disk B(o; r) minus i1$ cenler, that is, the set B(a; T) - {a}, is called a deleted
neighborhood of a and is denoted by B'(o; r) or S'(a).
But Jy, (1'1' - zr 1 dw """ 0 since the integrand is analytic on the disk B(a; T t ),
 DeI.l6,JZ lb. 16.33 Residue at 8D Isolated SiDgoIu Point

DejinititJlI 16.32. A point a is calred an isolated singu/mity 01/ if Enmpte 3. Essentilll singularity. Let I(z) = ell. if z "# (t. The point 0 is an essential
sitlgulari ty, since .
a) / is analytic on a deleted neighborhood of a,
and
b) f is not analytic at fl.
TIreM"em 16.13. Assume that / i.<; Q1l:oiJ''tit on on open region S in C and define g by
NOTE. /need not be defined at a. the equationg(z) = II/(z) if/{z) >I: O. Then/has a zero of order kat a point a in
If a is an isolated singularity off, there is an annulus A(a; r l , r;:) on which/is S if, and only if, g has Q pole of order k at Q.
analytic. Hence /has. a uniquely determined Laurent exp~nsion, say Proof If/has a zero of orderk at a, tbere is a deleted neighborhood B'(o) in
00 which f dues not vanish. In the neighborhood B(a) we have f(z) (z alh(z),
I(z) L:'" c,.(z 0)' + L: L,,(Z -
o"l
a)-n. (29) where h{z) >I: 0 if Z E B(a). Hence, llh is analytic in B(a) and has an expansion
'''0
Since the inner radius rl can be arbitrar.ily small, (29) is valid in the deleted
h(z)
= b
(}
+ b (z - a) + ... , where bo = 1. >I: O.
neighooihood B'(a; r:). The singularity a is classified into one of three types
I 11(0)
(depending on the form of the principal part) as fol}ows: Therefore, if Z E D'(a), we have
If JlO negative powers appear in (29), that is, if c-" 0 for every n = I, 2, ... ,
the point a is called a removable singularity. )0 this caseJ(z) - t Co as z ---. a and 1
g(z) = -(z--(lf-;-h-(z-)
the singul~ty can be removed by defining / at Q to have the value 1(0) = Co.
(See Example I below.)
and hence a is a pole of order k for g. The converse is similarly proved.
If only a finite number of negative powers appear, that is, if c_. oF 0 for some
n but c_.. = 0 for every m > n, the poiDt a is said to be a pole of order n, In tbis
case, the principal part is simply a finite snm, namely, 16,:l.l THE RESIDUE OF A FUNCTION AT AN ISOLATED SINGULAR POIN1'

~ -=.L + _._~ -2 ._ + ... + _--",-_ If a is an isolated singular point of f, there is a deleted neighoorbood B'(a) 011
z a (z o)Z (z a)" which/has a Laurent expal1sion, say .

A pole of Qrder 1 is usually cal.led a simple pole. If there is a pole at a, then

If(z)1 as z .... a.
---t ~
a)1t + L"" L.{Z - a}-IiI. (3<l)
11=1
Finally, if c-rt # 0 for infinitely many values of n, the point a is called an
e$sential singularity. In this case, /(z) does not tend to a limit as Z ---t a.
The coefficient c -1 which multiplies (z - ar 1 is called the r(Wldue of1 at a and
is denoted by the symbol
= (sin z )}z if z 7:: 0, j(ff) = O. This ftlllC-
Ex.ampJe 1. Rel'flOf)(lble singulority. Let I(z)
tion is analytic everywhere except at O. (It is discontinuous at Q, since (sin z)/z -> 1 as C l = Reli/(z).
:z=q
z .... 0.) The Laurent ~pansion about 0 has the form
Formula (23) tells us that
sin Z J::l. z4
1-+ -+ ...
z 3! 5! 1/(2) dz = 2ni ~::f(z), (31)
Since no negative POWCJ1l of z appear, the point 0 is a removable singularity. If we re-
define/to have the value 1 at O. the modified function bocomes analytic at O. if '1 is: any positively oriented circular path with center at a whose graph lies in the
Example:1. Pole. Let j(z) = (sin E)/z5 if z 0:1 O. The Lament expansion about 0 is disk B(a}.

sin z -4
In maoy cases it is relatively easy to evaluate the residue at a point without
-= Z
the use of integration. For example, if a is a simple pole, we can use formula (30)
zS
to obtain .
In this case, the point 0 is a pole of order 4. Note that nothing has been said about the Resf(z) '= lim (z - a)/(z). (32)
value off at O. %=D ~""4
Similarly, if a is a pole of order 2, it is easy to show that
Resf(z) = ,'(a), where g(z) = (z - a)lf(z).
111.16..34
l 11I.16.J5

NOTE. If y is a positively oriented Jordan curve with graph r, then nb. Zt) = I
for each Zi inside r, and 1I(1,:zJ = 0 for each Ii outside r. In this case, the
461

integral off along.., is 21ti times the sum of the residues at those singularities lying
In cases like this, where the residue can be computed very easily, (31) gives us a inside r.
simple method for evaluating contour integrals around circuits. Some of the applications of the Cauchy residue thenrem are given in the next
Cauchy was the first to exploit this idea and he developed it into a powerful few sections.
method known as the residue calculus. It is based on the Cauchy residue theorem
which is a generalization of (31).
16..23 COUNTING ZEROS AND POLES IN A REGION
16.1Z THE CAUCHY RESIDUE THEOREM IfJis analytic or has a pole at a,. and iffis not identically 0, the Laurent expansion
about a has the form
TMDrem 16.34. Let f be analytic on an open region S except for (J finite number of
isolated .singularities z l ' •••• z. in S. Let)' be a circuit which is homotopic to (J fez)
'" c.(z
= L: ar.
point in S. and assume that none of the singularities lies on the graph of y. Then we 0·'"
have where c", #; O. If m > 0 there is a zero at a of order m; if m < 0 there is a pole
o
2'J1:i .E n(y, zJ<) z""z.
k= I
Resf(z), (33) at a of order -m, and if m = 0 there is neither a zero nor a pole at tl.
NOTE. We also write m(f; a) for m to emphasize that m depend, on bothfand Q.
where n(y, Zl) is the winding number of "I with respect to ZJ<.
Theorem 16.15. Let f be 0 junction, not identically Zl.'!r(). which is ana~vtic on an
Proof The proof is based on the following formula, where m denotes an integer open region S, except possibly fat a finile number ()f poles. Let 'l' he a circuit whidl is
(positive, negative, or zero): homotopic to a point in S and whose graph contains 110 ~ero or pole off Then we

f=
,
(z - Zk)m dz {2nfn(y, Zi<)
0
if m = - I,
if m # -l.
(34)
haDe
-1
2'11:1
f .~
f'( ) dz
y fez)
= L:
...s
n()', a)m(J; a), (35)
The formula for m I is just the definition of the winding number n(y, Zt).
Let [a, b] denote the domain of.,. If m ", -I, let get) = {yet) Zl}"'+ I for tin
where the sum on the right contains only ajinite number ofnonzero terms.
[a, h]. Then we have

I (z,- ::1)'" dz = r bft) Zk}m'l"(t) dt = m ~ I r

0'(1) dt
NOTE. If "1 is a positively oriented Jordan curve with graph
for each a inside rand (35) is uSUlllly written in the form

I
2x;
f 1 fez)
dz = N - P,
r, then nCr, tI) =

(36)
I

=: _1_ {g(b) - g(a)} = 0,

m + I where N denotes the number of :zeros and P the number of poles off inside r.
since g(b) == g(a). This proves (34). each counted as often as its order indicates.
To prove the residue theorem:let.f1 denote the principal part ofjat the point Proof Suppose that in a deleted neighborhood of a point a we have f(z) =
II<' By Theorem 16.31,.f1 is analytic everywhere in C except at Zl' Therefore! - II
(z a)"g(z), where 9 is analytic at a and g(a) # 0, m being an integer (positive
is analytic in S except at "2> ... 'Z/I' Similarly,j - jl ....., l1. is analytic in S except or negative). Then there is a deleted neighborhood of a on which we can write
at %3' ... , z" and, by induction, we find that f I J i is analytic everywhere
in S. Therefore, by Cauchy's integral theorem, Iv (f - I 10) '" 0, or !,(z)
- - = - ' ..
m g'(z)
+--,
f(z) z- a g(z)

the quotient g'/g being analytic at Q. This equation teDs us that a zero of f of
order m is a simple pole ofI' If with residue m. Similarly, a pole off of order m
Now we express Ix as a Laurent series about Zt and integrate this series term by is a simple pole of f'lf with residue - m. This fact, used in conjunction with
term, using (34) and the definition of residue to obtain (33). Cauchy's residue theorem. yields (35).
 'lb.ICU7

The corresponding midues R l and R 2 arc given by

16.24 EVALUATION OF IlEAL-VALUED INTEGRAlS BY MEANS OF
RESIDUES R 1= I'I m -Z:-zill- - - - = -1- - ,
Cauchy's residue theorem can sometimes be used to evaluate real·valued Riemann ...."1 z + 2QZ + I I I - Z2

integrals. There are several techniques available, depending on the fonn of the
integral. We shall describe briefly two of these methods. ---~ . =-- = - - -
The first method deals with integrak of the fonn Is"
R{sin 0, cos 9) dO, where
+ I Xl. 1'1

Jl. is a rational function* of two variables. If a > I, Zl is inside the unit circle, X" is outside, and 1= 4nJ(zl - X'l) = 2'Rf../~TJ.
If a < 1, Z2 is inside, "I is outside, and we gel I -21f/../a1 ":1.
TIreorem 16.36. Let R bell rationaljlDft:tion 01 two variables ami let

f(z) R(ZZ ~ 1,
21Z
Zl +
2z
t), Many improper integrals can be dealt with by means of the following theorem:

TUfJrem 16.37. ut T {x + iy; y ~ O} denote the upper half-pkme. Let S be

an open reglon in C which contains T and supposeI is antdytic on S, except, possibly,
whenever the expression on the right is finite. Let 1 dawte the positively oriented
101' afinite number of poles. Suppose further thtzt none of these poles is on tire real
unit circle with center at O. Then
oxis. If
IX R{sin 6, cos 0) dB = 1 iz
dz, (37) Jim
..R-+w Jor" j(Re!') Re
if
dO = 0, (38)

proviJed that 1 IuJs no poles 011 the graph ojy. then

Proof Since 1(8) = e' l
with 0 :;:; 0 :;:; 2lt, we have
1(0)1_ - 1
x~~'" f:ll I(x) dx 2ni i:t !:~/(z). (39)

1'1(0) = 1;'(9), sin 0, where Z I' •.•• ZII are the pole4 off which lie in T.
2i'1(0)
and (37) foUo\\.'S at once from Theorem 16.1.
Proof. Let l' be the positively oriented path formed by taking a portion of the real
axis from - R to R and a semicircle in T having R, R] as its diameter, where R
NOTE. To evaluate the integral on the right of (37), we need only compute the is taken large enough to enclose all the poles Zro ' .• ,z.. Then
residues of the integrand at those poles which lie inside the unit circle.
L• r" f(Re
Exampie..
find
Evaluate J .. I~" JJ)/{Q + cos 9), where 11 is real, luI > 1. Applying (,37), we 2ni Res j(z)
t= J .=.~ f
.ll
-oR
lex) dx + i
Jo
i,) Rtf' d9.

1= -2l i dz
+2az+1
When R -> + a>, the last integral tends to zeto by (38) and we obtain (39).
NOTE. Equation (38) is automatically satisfied if I is the quotient of two poly-
The integrand has simple poles at the roots of the equation Z2 + 2az + 1 O. These arc nomials, say 1= P/Q, provided that the degree of Q exceeds the degree of P by
the points at least 2. (See Exercise 16.3fi,)
II" -a + ~ I, Eumple. To evaluate I~", dx/(l + x 4 ), lot /(z) = 1/(z4 + 1). Then p(z) = I,
Z2 .. - 0 -
Q(z) =
1 + ;!4, and hence (38) holds. The 1'01(1$ of f are tbe roolS of the equation
I + z4 O. These are Zl' x~, Z" Z4, where
., A fUllCtion P defined 00 C x C by an equation of tbe form Z, = iZl-Urcl/4 (k = 1,2.3,4).
11 II

P(Zb %:.1).= l; nf; a",.nz't'r~ Of these, only ZJ and Z2 lie in lhe upper haIr-plane. The residue at "I is

is called a polyn()mial in two varUlbks, The coeftk:ients a..... may be real or complex. The
quotient of two sueh polynomials is called a ratimrm fUnelion of two variables.
 n.16.31 Th.16.38

Then 9 is analytic everywhere, and g(O) S(4, n). Since no is even we find

"f
_00 1
dx
+ x·
g(z + I) - g(z) = e 1ria2 /·(e 2 ....... - 1) = e ........·'"(e2 ... - 1)
,,-1
L
.. =0
...,
~,.;

(Exercise 16.41). Now definejby the equation

.6.25 EVALUATION OF GAUSS'S SUM BY RESIDUE CALCULUS
I(z) = g(z)/(e2 m - I).
The residue theorem is often used to evaluate sums by integration. We illustrate
Then I is analytic everywhere except for a first-order pole at ea.ch integer, and J
with a famous example called Gaus~'8 kUm G(n), detin«l by the formula
satisfies the eq\lAtiaR
.-1
G(n) = E e ";"'!",
.=()
Z
(40)
where
J(2 + 1) = J(z} + fP(z), (44)

d-1
where 11 2:: I. This sum occurs in various parts of the Theory of Numbers. For
small values of n it can easily be compukd from its definition. For example, we
lp(z) = e........'I" L e1" ..... (45)
m=O
have
The function lp is analytic everywhere.
G(l) I, G(2) = 0. G(3) = iJ3., G(4) = 2(1 + i). Atz = 0 the residue of/is g(O)j(21d) (Exercise 16.41), and hence
Although each. term of the sum has absolute value I. the sum itself bas abso}ute
value 0, ..r;:" or.,fi.;. In fact, GaUS$ proved the remarkable formula
S(a,lI) = g(O) 2xi Resj(z) =
1-0
f }l
fez) dz, (46)

G(n) = i"l;;(l + i)(l + e--!2), (41) where i' is any positively oriented simple closed path whose graph contains only the
pole z = 0 in its interior region. We will choose 'JI so that it describes a paral-
for every n :<::: 1. A number of different proofs of (41) are known. We will deduce lelogram with vertices A, A + I, B + t, B, where
(41) by considering a more general sum Sea, 1'1) introduced by Dirichlet,
.-1
A - Re'd'4. and B= + Re· I/ 4 ,
S(a. n) = E e·fMJ /.,
.~O

where n and a are positive integers. If a 2, then S(2, n) = G(n). Dirichlet

provedJ41) as a corollary of a reciprocity law for Sea, n) which can be stated. as
follows~
F"1gUte 16.7
'TMorml. 16.11. If the product na is even, we hove

Sea, /'I) = Ji (!-.Jz ') Sen. oj. (42)

where the bOT tknotes the complex conjugate.

NC1l'£. To deduce Gauss's formula (41), we take a = 2 in (42). and observe that as shown in Fig. 16.7. Integratingfalong'l' we have
Sfn:2} 1 + e- ft
bf/2.

f fA+1 f + f8+1 / + rB f + r f. d
Proof The proof given here is particularly instructive because it illustrates several
techniques used in complex analysis. Some minor computational details are left It A A+l J,IHI Jll
as exeraxs for the reader. In the integral J~1 Uwe make the change of variable w =z+ I and then use (44)
Let 9 be the function defined by the equation to get

g(z)
n-I
L e l<r«+rI
r~O
lf 2
/". (43)
ll+1 few) dw = fB f(z + I) dz
fA+1 A
J: fez) dz + f lp(Z) dz.
 r
Therefore (46) becomes
a

Sea, n) == qJ(z) dz + f:+1 !(z) dz 5:+1 fez) dz. (41)

Now we show that the integrals along the horizontal segment.s from A to A + I
and from B t.o B + I tend to 0 as R -. + «l, To do this we estimate the integrand
on these segments. We write

1/(z)1

and estimate the numerator and denominator separately.

Ig(z)1
le2 ..,. - 11 '
(48)

as R _ + 00.
A
-
Therefore we can write (47) ill the form
On the segment joining B to B + I we let

where
Sea, n) = I "I'(z) dz + 0(1) as R ..... +00. (SO)

From (43) we find To deal with the integral f~ qJ we apply Cauchy's theorem, integrating <p around
the parallelogram with vertices A, B, II, -cr, where IZ = B + t = Rtt 'f4 • (See
!g[70)] I 5 ~ \exp {'Ilia(t +__~";!4- + r)}!, (49) Fig. 16.8.) Since q> is analytic everywhere. its integral around this paraJlelogram
is 0, so
where exp:ll: = r. The expression in braces bas real part (Exercise 16.41)
S" "I' + J-" "I' + fA
-na(JUR + RZ + ~R)jn. fll
.4
<p +
II .. - ..
<p = 0,

Bealuse of the exponential factor e.....'/" in (4S), an argument $imilar to that given
(51)

Siace le"+ /1j = e" and exp {- 'lr.4J2rR/n} 5 I, each term in (49) has absolute
above shows that the integral of q; along each horizontal segment .....0 as R ..... + 0:),
value not exceeding cxp {-n:aR 2 jn} exp {~J21CaJR/n}. But 51:-:;; 1. so
we obtain the estimate Therefore (5t) gives us

Ig[;(t)]1 s It erlz"K/12rl) e-Ul{'j". asR .... +oo,

For the denominator in (48) we use the triangle inequality in the form
and (:SO) becomes
leZ"t. - 11 :2: I jeZ"'''1 - ] I.
Since lexp {2xiy(l}}] = exp {-21CR sin (lIj4)} exp {-'/ZnR}, we find Sea, #'I) = flO qJ(z) dz + 0(1) as R .... +00, (52)

where IX = Re"i/4. Using (45) we find

Therefore on the line segment joining B to B + I have the estimate a-I

We
E e-o:J·...'/.. lea, m, n. R),
",=0

l!(z}1 0(1) asR-+.+oo.

where
Here 0(1) denotes a function of R which tends to 0 as R -4 +«l. 1(0, m, n. R) .'" r exp {niB
J_. -;;-- (z + --;-
nm)2} dz.
A similar argument shows that the integrand tends to 0 on·the !legment joining
A to A + 1 as R ..... + 00, Since the length of the path of integration is 1 in each Applying Cauchy's theorem again to the parallelogram with vertices -01:, «,
case, this shows that the liCCOnd and third integrals on the right of (47) tend 0 to 0: -rtmja, -a - TIm/a, we find as before that. the integrals along the horizontal
segments ....0 as R .... + 00, so
, c

/(a, m, n, R) [:~~/~ exp {1l: (~ + n:Y} dz + 0(1) as R .... + 00.

The change of variable w = ..jaln(z + nm/a) puts this into the form D

~S:
I.
[(a, m, 11, R) = - e"'''' dw + 0(1) as R -t +00.
(1 _~ .

(53)
Proof. We apply Cauehfs residue theorem to the positively oriented path r
By writing T = ~R, we see that the last limit ~is equal to shown in FiS. 16.9. whcro the radius T of the ci.twlar part iI t:atm large enough
to enclose all the poles of F which lie to the left of the l.inc x ... a. and also T > b.
The residue theorem Jives us
1.

say, where I is a number independent of Q and n. Therefore (53) gives us

f
Jr
i" F(z) dz = hi t- Res {i"F(z)}.
t=1 .. =..
(56)

8(0, n) = Ji /8(n, a). (54)

Now write

To evaluate I We take a 1 and 11 = 2 in (54). Then SO. 2) "" 1

SO, I) = I, so (54) implies [ (l + il/J2. and (54) reduces to (42).
+ i and Ir ~ f f: S: s: S:·
+ + + +
where A, B, C. D. E lll'C the points indicated in Fig. 16.9, and denote thIse intepals
by I., 12 , 13 , I., 1'j' We will prove that I..... 0 as T .... + «:I when k > 1.
1&.26 APPLICATION OF THE RESIDUE TIIEOREM TO THE INVERSION Fttllt. we have
FORMULA FOR LAPLACE TRANSFORMS

The following theorem is, in mally cases, the easiest method for evaluating the
112 1 < Mi"/2 tf'1'-'Td6 -
1'" ..
<: Me'" (== _
1"'- 1 2
«)= .To Tarcsin(~).
Me'"'
T
limit which appears in the inversion formula for Laplace transfor.·\s. (See Exercise
11.38.) Since Tas:csin (alT) -+ a as T ... +00, it follows that 12 -+ 0 as T -+ +00. In
the same way we prove I, -+ 0 lIS T - + co.
Tlleorem16J9. Let F be Q function analytic everywhere in C except, possibly, for Next, consider 13 , We have
aji:njtl! number ofpoles. Suppase there exist three pasitive constants M, b, c such that

IF(z)1 < M
IzI"
wheneverlzl ~ b. II ., I < ~
A
"",-1
it~2
e'Tc,'" dO = ~
T"- I
f""1. e-tTahot' dm.
0
....

Let a he Q positive number such that the vertical line x = a contains no polea of F But sin fP ~ 2tp/tc if 0 :S qJ s: n;f2., and hence
and letZJ"'" z" denote the poles Qf F which lie to the left Qfthis line. Then,for
each real t > 0, we have jI,1 < ~ C""l2 e- 2,T9'fC dtp "" n;M (1 _ e-'T) .... 0 lIS T -+ +«:1.
1"'-1 Jo 2t'F
(55)
Similarly, we:find 14 -+ 0 as T -+ +00. But as T -+ +«:1 the rightband lidc of
 471

(S6) remains unchanged, Hence limT~" Oil II exists and we have

T a
lim 11 == lim
r.. . . +
gO ;-+ +ll() f-7'
~dj.)t F(a + in) i dv "" 211:i :E Res {e'tl'tz)l.
t-l

Example. Let P(z) = z/(z" + «..!), where « is real. Then F has simple poles at ±i<It.
,i:=zlJo

Since z/(z2 + r)
= Hl/(z + i«) + l/(z - fa)], we find
Res (tf'P(z» = t CUd, Res {'''PCt)} ... ! e-t..'.
"~14 .. =-1« FiglJre 16.10

Therefore the limit in (55) has the value 2~f cos at. From Exercise Jl.38 we see that the
function}; continuous on (0, +00), whose Laplll.Q:\ transfonn is F, 1$ given by /(/) '" Therefore, by Theorem 1.48 there exist jntegers nl and n2 such that
COlI «I.
ars [wl(1l)J = ug U'(c)] + arg [lIJt l)] + 2ltnt>
16.27 CONFORMAL MAPPINGS arg [w;(t 2)] - arg (!'(c)} + arg [')'2(12)] + 2n1l2'
An analytic function / will map two line segments, intersecting at a point c, into so the angle from C1 to C2 at fCc) is equal to the angle from r 1 to r.1 at c plus
two curves intersecting at/(e}. In this section we show that the tan~ lines to an integer multiple of 21t. For this reason we say tbat! preserves angles at c. Such
these curves intersect at the same angle as the given line segments jff'(c)( oF O.
a function is, also said to be conformal at c.
This. property is geometrically obvious for linear functions. For example, Angles are not preserved at points where the derivative is zero. For example,
suppose ftz) = z + b. This represents a translation whkh moves every line if/(z) = r, a straight line through the origin maldng an angie Ct: with the real axis
parallel to itself, and it is clear that angles are preserved. Another example is is mapped byf ooto a straight line miling an angle 2a with the real axis. In general,
fez) = az, where tl "0. If lal = I, then a ei~ and this represents a rotation
whenf'(c) :; 0, the Taylor expansion of/assumes the form
about the origin through an angle IX. If lal "# t, then a "" Rei" and f represents
a ro~tion composed with a strdching (if R > l) or a contraction (if R < 1). fez) - fCc) = (z - cf[a. + aH!(z - c) + '''],
Agam, angles are preserved. A generallinellr functionf(z) = az + b with a ¢ 0
is a composition of these types and hence also preserves angles. where k ;;:: 2. Using this equation, it is easy to see that angles between curves
. ~ the general case. differentiability at c means that we have a Hnear approx- intersecting at c are multiplied by It factor k under the mapping/.
Imation near <:, say f(z) "'" f(c) + f'(c)(z - c) + o(z e), and if {'(e) :# 0 we Among the important examples of conformal mappings are the MObius
can expect angles to be preserved near c. uans!ormatwns, These are t\mctionsJdefined as follows: If a, b, c, d are four
To formali7.e these ideas, let ')'1 and )'2 be two piecewise smooth paths with complex numbers such that ad be ¢ 0, we define
respxtive graphs r t and r 2 • intersecting at c. Suppose that'l'l is one-to-one on az + b
fez) (57)
anhinterval containing f l , and that 12 is one-to-one on an interval cODtaining t:b cz + d'
"": ere 11(1 1) = 1'2(12) = c. Assume also that 1WI) " 0 and 1'2:(t2) #:- O. The
difference whenever' cz + d =F O. It is convenient to define / everywhere on the extended
arg (1:(12)] - arg [-ri(t!)}, plane C* by setting f(-dle) = 00 and /(oo) ale. (If c = 0, these last two
equations are to be replaced by the single eqnation/Coo) = a;,.) Now (57) can be
is called the angle from r I to r 2 at c. solved for z in terms off(r) to get
.Nov: assume thatf'(e) #; O. Then (by Theorem 13.4) there is a disk B(e) on
which/ IS one--to-one. Hence the wmposite functions .' :z: = - = - " - " '+b
---
cf(z) - a .
wl(t) = f[)'.(t)] and "'2(t) :; f£12(I)),
This means that the inverse functionf- 1 exists and is given by
will be locally one-to-one near '1 and 11.. respectively, and will describe arcs C
and C2 intersecting atf(e). (See Fig. J6.10.) By the chain rule we have I
rl(z) = -dz + b,
WWI) = f'(£)Yl(t j ) " 0 and WiJt2) =f'(c)y;(tz) " O. cz - a
 ,
~.

.,.
/"

with the understanding that f- 1(illc) = 00 and f -1(00) = - die. Thus we see 16.5 Assume that f is analytic: on B(O; R). Let)' denote the positively oriented circle
that Mobius transfonnatioDs are one-lo-one mappings of C* onto itself. They are with cent« at 0 and radius r, where 0 < ,. < R. If tl is inside )', show that
also conformal at each finite z ¥: ~ die, since

f'(z)
[(a) "'" .-!-.
2'lCr Jr1 I(z) '_1_
\Z ~
- ~I 2-:'} dz.
Z - r fa Q

If a "" Ae'''', show tbat this reduces to the formula

One of the most important properties of these mappings is that they map circles [(a) "" t r1>< _ (r:il - A'}')f(rJ'~) _ _ dIJ.
onto circles (including straight lines as special cases of circles). The proof of tbis 2n Jo r Z 2rA cos (~ - 8) + AJ
is sketched in Exercise 16.46. Further properties of Mobius transformatiOllll are
WOO described in the exercises near the end of the chapter. By equating the real parts of this equation we obtain an expression known as Poisson's
integrallortrud<I,
16..6 Assume that/is analytic on the closure mthe disk B(O; 1). If lal < I, show that

EXERCISES (1 laIJ)f(a) == J... r I(z> ~_- za dz,

_ _ _,~_m' Qn J, .t - a

where}' is the positively oriented unit circle with center at O. Deduce the Inequality

1M Lot., be a ~ smooth path with domain [0. hI and graph r. A3stll'llC (bat the
integml17 / exists. l.&t S be an open Rgion CODtaiRing r and let g be II function s&:h that
(1 - [al") 1/(0)1 :s: ~ f" I/(el~1 dO.

,'(z) exists and eqWIIs/(z) for each z 011 r. Prove tbat 16.7 Let!(r) L'"'..o 2":"/3- if 1:1 < 3/2, and leto{r) == I::'.o (2zr" if [z1 > !-. Let

i L I = g' "" f/(B) - g(A), where A == }'(a) and. B = }'(b).

'F be the positively oriented circular path of radius I and center 0, and define h(a) for
la' "" I as follows:
In particular. if y is a Prroit, then A B and the integral is O. Hint. Apply Thoomn 7.34 h(a)
'2nd
I r(/(Z)
J Z II
+ .gZg(Z}_) dz.
Z2 az
to each inl.eIYal m continuity of i. 1

Prove that
J 6.1 Let y be a pos!tmly oriented cireular path witb a:mer 0 aod radius 2. Verify tsd1
of the following by using ODe of Cauchy'" illlegral formulas.
3':20 if lal < I,

a) r e!' dz = mi.
1., z b) J~
, Z
dz "" 71:'.
Ir(a)
{1 z2a
2a
if lal > 1.

e'"
c)
l 7 Z4
-

r
'lCi
d:z "'" - .
3 Taylor expallllioos
16.8 Define f on tbe disk B(O; 1) by the equation f(z) I::'eo zl>. Find tbe Taylor
e)

16.3 Let I
1 1 z(z - I)

"'" u +
dz mi(e - n.
iv be analytic on a disk B(o; R). If 0 < r < R, prove that
2). expansion of I about the point a
radius of convergence in each case.
I and also about the point a - t. Determine tbe

169 Assume that!has the Taylor expansion f(z) I:......f1 a{1l)Z'" valid in B(O; R). Let
/,(0) "" -1 i:l-l< 11(4 + rel~-it dO. g(z)
J p-l
= - L/(Zt?lf1"'P).
Itr 0 P.=o
16.4 a) Prove the following strone;et version of Liouville's theorem: ill is on entinr Pro\'e that the Taylor expansion of B consists of every pth term in that of f That is, if
11t1f£'ionsttdl thDtlin'Lz_...., i/(z)!zl = 0, tluffllisacons'ant. Z E B(O; R) we have
<t>.
b) What can you conclude about an entire function which satisfies an inequality of
the form !/(z)j s; Mlzle for every compIf:lI Z. where c ;> 01
g(z) L: a(PII)ZPA.
n=O
 474

1Ai.IO Assume tbatlhas tbe Taylor expansionJ(z) - :E:.o a~l't. valid in B(O; R). Let b) Use (a) to prove that I and I + fI have tbe saJ'lle number of zeros inllide r
L:=G fl,tzt. IrQ < r < R and if 1.01 < r, show thaI·
a/.z) ...
1/
(B.ouchi's1heorem).
1 w"+1 - Z'+1 dw 16.15 Let p be a polynomial of degree n, say p(%) "" ao + a.z + ... + a~", where
8,,(Z) = -(W)
- --_..
2ni r w"H w- Z ' a,. ",. O. Take I(z) o"z·, g(z) = p('l) - I(z) in Rouch6's theorem, and prove that p
has exactly n zeros in C.
where 7 is the positively oriented circle with center at 0 and radius r.
16.11 Given tbe Taylor expauions J(z) ,. :E.~=(I a..z" and g(z) ... 2.::'0 b,.z",
16.l6 Let f be analytic on the closure or
the disk B(O; 1) and suppose II(z)1 < I if
valid for !z! = 1. Show that there is ODe, and only one, point Zo io S(O; 1) such that/(zo) zoo
Iz I :s': R 1 and Iz I < R:z, l'CIlpe<:tively. Prove that if IzI <: R1 Hz we have . Hint. Use Roucl1c's theol"Cllil.

-~. I(w)
2<f,), w
r g(!)w dw = t o,.o.'l·,
"-0
16.17 Lei p,,(z) denote the nth partial sum of the TaylO'l' expansion e' = L,'";"o z"ln!.
Using Rou~'s theorem (or otherwise), prove that for every r > 0 there exists an N
(depending on r) such that n ;;:: N impliesp.(z} ;6 0 for every z io B(O; r).
where l' is the positively oriented circle of radius R 1 with center at O.
16.111 If a :> e, tlnd the oumber of zeros of the fufK:tion/(z) = e' - az'" which lie inside
16.:11 Assume that I has the Taylor expansion/(z) = L:."'=o o,,(z ar', valid in D(a; R). the circle ;zl = 1.
II.) If 0 ;s l' < R, deduce Parseool's identity:

-
2:Il (I
1 i 2
I/(u + rel')l;/: d9
l<

"'''0
10.1 2 r2~ L
ao
16.1' Give an example of a ful1Ction which has all the following properties, or else explain
why there is no such function: J is analytic everywhere in C except for a pole of order
2 at 0 and simple poles at 1 and -I; I(z) = f(-z) for all z; 1(1) = I; the fUDCtion

b) Use (a) to deduce tbe inequality E,«>"o IQ.F~ ,,2" :s': -"1(1')2, when: M(r) is-tile
g(z) =/(1/z) hIlS a zero of order 2 at z "" 0; and Res.,=d(z) ... 2/.

maximum of Ilion tbe circle lz - al "" r. 16.20 Sh9W that each oftbe following Laurent eJtpllmions is valid in the region indicated:
c) Use (b) to give another proof of tbe load maximum modulus principle (Theorem
16.27). a) - - -
(z -
1
1)(2 - z)
= 0=02"+1 L
L: - + .",1
'" ZO '"
-zrt1 jrt < 171 < 2.
16.13 Prove Schwsrz's lemmt1: LetIbl! 6na/ytic on the disk B(O; I). Suppose that /(0) 0
41td l!(z)1 ::;; 1 if Iz I < L Then 1 .. 1 - 2'"-1
b) (z _ 1)(2 z) ~ --;,,- if Izi > 2.
11'(0)1 S 1 and II(z)l::;; ifl:1 < 1.
1] 11'(0)1 1 or If If(zo)' ,. IzolfOr at kQlJt Om! 20 i" B'(O; 1), then 16,21 For each filled / in C, define J,.(t) to be thec:oefficient of zrt in tbe Laun:nt expllDJlion

fez) = e"'z, where a is real. e~-lfz)tl2 ""

""
L: J,,(t)z·.
jff=-\t:l
Sint. Apply the maximum-moduJUII theorem tog, whereg(O) /,(0) andg(z) l(z)/z
jfz iF O. Show that for 11 2:: 0 we have

I..llm:oot ~. singularities., residues J,,(/) = -1

:It
ill
(I
COIl (1 sin (J - nO) d9

16.14 Let land g be analytic OR an open .region S. Let I' be a Jordan circuit with graph r and that J_ 1I(t) (-lrJ,.(t). Deduce the power series expansion
such that both r and its inner region lie within S. Sll~ that Ig(z)1 <: I/(z)1 fQr every
zon r. • GO (:'I)l(tt) .Hl
a) Show that
J,,(t) =~ k! (n + k)! (n ~ 0).

1 r f'(z) + g'(z) dz "" 21I:i

2JriJr I(z) + g(z)
~ J'" I'(z) dz The function J. is called the Bessel function of order II.
7 (Z) . / 16.22 Prove Riemtm1l', theorem: II ZI) is sn isDktted nngu/Qrit)' ojI and iflJI lx>un:ded u
Hint. Let m = inf {jJ(z)1 16(z)l: Z'E r). Then m > 0 and heno;e on sqme delell!d neighbMhood B'(zol, tlwl! Eo i6 Q: removable singuJg.rity. HiRt. &timatc
the integrals for the coefficioots a" in the Laurent expansion ofI and show that a,. 0 for
I/(z) + Ig(2) I 2: m > 0 each n < O.
for each t in (0, 1] and eaelt z on r. Now let 16.23 Prove tbe Casorati-Weier5trQSS tlworem: A5Sume that Zo is an essential siJttIuklrity 01
f and let c be sn arbitrary complex number. 11um, lor every 8 :> 0 and ePerf disk B(zo},
;(I) = 1
2:n:i
rI'<z) + tg'(z) dz
J7' I(z) + tg(z) •
if 0 s t S •.
there exists Q point z in B(zo) such thaI i/(z) - cl < t. Hint. Assume that the theorem is
false and arrive at a contradiction by applying Exercise 16.22 to D, where g(z) =
Tben " is continuous, and hence constant, on [I), 1 J. Thus, .;(0) = ;(1). I/[f(z) - c).
16.24 'TIU! point at infinity. A function lis said to be malytil; at «> if the function 9 defined
by the equation g(z) = 1(llz) is analytic at the O£i.llin. Similarly, we say that I bas a zero,
a POle. a. :remowble sifliUlarity, or an essential singularity at QO if9 1las a zero. a. pole. etc.,
at O. Liouville's tbeore:m smUll that a function which is analytic cveI}'Whece in C· must
be a. coDlltant. Prove that
a} I is a polynomial if, and only if:, the only sinplarity of I in C· is a pole at Q),

in which case the order of the pole is equal to the degree of too polynomial.
- a + l}
iIO <: a <: 1.
b) lis a rational fun.ction if, aDd only if, lbas no singularitic:s in C' other than
poles. 1- a

16.2:5 Derive tho following "short cutl;>' for computing :residues: sinz t dt
l =-=::::__-=c:=-----=--:
;!R
16.31 = irQ < II < a.
a) If Q is a fitst order pole for f. then II a+ boost

Resf(z) ... lim (z - a)f(z). I dx .. 21r...fj .

.1'%. 1:-+#
+ x +1 3
b) If a ill a pole of order 2 for f. then

Resf(z) g'(a), where g(z) "" (z Q)~f(zJ.

.......
c) Suppose/andg are both analytic at a. with/(a) #- Oanda a first-order zero for
200
g. Showlhal
Res I(z) = f(a) f'(D)g'(a) f(a)g"(a) 16.35 a) ro:> x dx .. !/Sin 21r. .
..~" g(z) g/(a) , [g'(a)]3 Jo 1 + 5 5

d) If I and 9 are 8$ in (c). except that a ill a second-order zero ror u, then Hint. Integrate zl(1 + zS) around the boundary of the cin:ular sector
S {rei' : 0 ..:; r S R, o;s (J s 2n1S), and let R .... 00.
Res fez) ... ~'(Q)gP(a) - Z!(a){}"'(a]
..~" g(z) ,3 [g"(a) ]2 . b) j"'o" l+x
Xli'"_z dx
•
= ~/Sin (~f7f+
2n 2n
t Jt) , m, n intCllCf1l, 0 <: m <: n•
1'-U Compute the residues at the.poles ofI if 16.36 Prove that formula (38) holds if fis the quotient of two polynomials, say I PIQ,
where the degree of Q exceeds that of P by 2 or more.
b) I(z)
16.37 Prove that formula (3t"l) holds if fix) "" e1rmP(z)!Q(z), where m > 0 and P and a
are polynomials such that the degree of Q excecdll that of P by 1 or more. This makes it
sin z 1
c)fez) = --, d} fez) = , possible to evaluate integrals of the form
zoos z 1- r
'" ,I.. . p(x)dx
e) I(z) =
1
1
z..
(where 11 is a positive integer). J -ro Q(x)

by the method described in Theorem 16.31.

16.%7 If r(a; r) denotes the positively oriented circle with center at Q and radius r. show t6.38 Use the method suggested in Exercise 16.37 to evaluate tbe foUowing intqmls:
tbat

r 1'" ifm~O,Il>O.

i
3z - I 2z dZ:O 4' a)
a) -_.~-~ dz = (mi, b) 1£1,
"/<1),4) (z + 1)(;: - 3) J1(11;21 + I
Zll e" if m > 0, a;> O.

- 1
dz mi, d)
I ---:;;: dz = 21tij/2
y(2;11 (2 2)2 •
 'J
"

':£',
~." .,'
.:~~~.
"

1'-39 Let w = e 2"113 and let y be a positively oriented circle whose graph <ioes not pass 16.46 If c :f. 0, we have
through., w, orw:.!. (The numbers l,}II, MI:i: are the cube roots of I.) Provethatthe integral uz b a,be ad
= . . . ""f'"
r (z + .) dz
J~ z3 - I
cz + d c ' c(cz + d)

Henee every Mobius transformation can be expressed as a compositioo of the special cases.
desccibed in Exercise 16.4S. Use this fact 10 sbow tbat Mobius transformations can:Y
is equal to 21fi(m + 11111)/3, where m and n are integers. Determine the possible values of
circles into ciJ:clcs (where straight lines are considered as special cases of cin:IeI).
m and n and describe how they depend 00 y.
1'-47 a) Show tlmt all Mobius transformations wbieb map the upper IWf·p1aoe T =
16.40 Let i' be a. positively oriented circle with «:Ilter 0 and radius <: 271. If a is complex
{x + iy : y <:: O} onto the clOllUfe of the disk B(O; I) can be expmlSed in tbe
and n is an integer, let

l(n, (I) = 1
2ni
I1. -
z"-%jtf'4
eS
dz.
form/(z) = e1"'(z - a)!(z - Ii), when::« is real and a E T.
b) Show tlmt II and« can always be c:hollen to map any three givCI1 points of the
real axis onlo any thn:e given poiots 00 the unit circle.
Prove that 1'-. Find ail Mlibius transfOIIllII.uons which map tbe right haJf-plane
1(0, tI) = ., - II, 1(1, a} = I, and 1(", a) 0 jf 11 :> L S={x+iy:x;;,,:O}
onto tbe closure of B(O; 1).
Calculate I{ - n. a) in terms of lkrnouJli polynomials when n :2: 1 (see Exercise 9.38).
16.49 Find ail Mobius transfOIIllations which map tbe closure of B(a; 1) Ollto itlJdf.
16.41 This exercise requests some of the details of the proof of Theorem 16.38., J,,~,t
16.S0 'The fiX1!d points of a M6bius transformation
0-1
g(2) L e"'(a(H'W., fez) = g(z)!(e 2slz - n. I{z) ~ az + b (ad - be ¢ 0)
7=0 cz+ d
where a and n are positive integers with n6 even. Prove that: are those points z for wbicbl(41) z. Let D (d - a'l' + 4bc.
a) g(z + I) - g(z) = i·'...·{"(e 2./:; - J) :E:;;;~ e2"'-. a) Determine all fixed points when c U.
b) Res:;=ol(z) g(Q)/(21fi). b) If c '" 0 and D 'F 0, prove that I bas exactly 2 fixed points :'1 and Z:z (both
c) The real parI ofi(t + Rtl"l'" + r)2 is -( ·./2tR + R 2 + ../l.rR). finite, :and that they satiilfy tho equation

I(z) - ZI ." Re" z - z, , where ll. > 0 and () is feat

One-t4Hllle analYtic flllJCtioDs I(z) - Z2 Z - %2

16.42 Let S be an open subset of C and assume that I is analytic and one·to-Qne on S. c) If c l' 0 and D ... O. prove that f has exactly one fixed point ZI and that it
Prove that: lIlltislies the equatiOll
a) f'(z) l' a for each z in S. (Hence I is conformal al each point of S.)
___~1~ + c for some C :f. a.
b) IT 9 is the inver!le of /, then 9 is analytic on I(S) and g'(w) IIP(g(w» if I(z) - z~ Z It
WI .,/(S).
d) Given any M6bius transformation, investigate the llUCClmive images of a given
16.43 Let I; c ....
C be analytic: and one-to-one on C. Prove that I(z) = oz + II, where point w. That is, let
a '" O. What can you conclude iff is one-to-one on C* and analytic on C" except possibly
for a finite number of poles? 11'1 "" 1(14'). Wz "" f(wl), MI. I(III.~ 1)'

16.44 If I and fI are Mobius transformations, show that the composition fog is also a
and study the behavior of the sequence {III,,}. Consider the special case 4, 0, c. d
Mobius transformation. real. tJd - be "" 1.

16.45Desaibe llOOmetrica1ly what happens to a point z when iI is carried into/(z) by the

follOWing special Mobius transformations:
a) I(z) z +b (Translation).
b) I(z) OZ, where a > 0 (Stretching or contraction). 16.S1 :Determine aU OODlP1ex z such that
c) I(z) = e1oz, when:: (;l is real (Rotation),
d) I (z) lIz (Inversion).
-
1652 If f(z) E."'..o tl"z" is an entire function sw:h that If(re'f)1 ~
w.bere M :> 0 and k :> 0, prove that
M'" for aU r :> 0,
\

Mtf"I"
la.1 :s; (nlk,!i" for" 2: J.

16.53 Assume fis analytic on a deleted neighborhood B'C(); a). Prove that Iim..-+o fez) INDEX OF SPECIAL SYMBOLS
exists (polISibly infinite) if, and only if, there exists an integer" and a function g, analytic
on 8(0; a), with g(0) "" 0, such thatf(z) = z"g(z) inB'{O; a).
H.S4 Let p(z) = D~o a~1: be a polynomial of degree If with Ral coefficients satisfying
ao :> 12, :> ••• > 0.-1 :> fl_ > O. e, " belongs to (does not belong to), 1, 32
~. is a subset of. 1. 33
PTove tbatp(t) = 0 implies It[ :> 1. Hinl. Consider(I - z)P(t).
K. set of real numbers. I
lti.55 A function/, defiJted on lI. disk B(a; r). is said to 1la't'C a zero of infinite order at a if, R +• R- , set of positive (negative) numbers, 2
for every integer k :> 0, there is a functiong~ analytical a, such thatf(z) (z - a)"Ql.(:z) {x: x satisfies P}, the set of x which satisfy property P,3, 32
on .8(0; r). Iffltas a zero of infinite order at a, prove that{ 0 everywhere in B(a; r).
(a, b), [a, b], open (closed) interval with endpoints a and b,4
16.56 Prove MQI'l:!r:a's theorem: Iff is COIftinllollS OR an open regio" Sine ami if I.,f = 0 [a. b), (a, b], half-open intervals, 4
fqr every polygonal cirellit yin. S, then f is analytic on S. 'C r ,.
(a, + (X)l. [a, + (0). (- (x). 0), ( - 00, oJ, infinite intervals, 4
Z +, set of positive integers, 4
Z, set of all integers (positive, negative, and zero), 4
SUGGESTED REFERENCES FOR FURTHER STUDY
Q. set of rational numbers, 6
16.1 Ahlfors, L. V., Compk.1: Anolysi:J, 2nd ed. McGraw-HiU, New York, 1966. mall 8, min S, largest (smallest) element of S. 8
16.2 Caratheodory, c., T'heory of Fll1IcticTi.!1 ofa Complex Variabfe, 2 vols. F. Steinltardt, sup, inf, supremum, (infimum), 9
tnlnslator. Chelllea, New York, 1954. [x], greatest integer .:s;x. II
16.3 Estermann, T •• CQmplex Number:; tmd Fll1Ictions. Athlone Pre&s, London, 1962. Kit, extended real-number system, 14
16.4 Hems, M., Complex Function T'heory. Academic Press, New York, 1968. C, the set of complex numbers. the complex plane, 16
16.5 Heins, M., SeleCfed Topics in tire C/au;tXl! Theory of FIuIttiolls of a Complex Vari- C·, extended complex-number system, 24-
able. Holt, Rinehart. and Winston, New York, 1962. A x B. cartesian product of A and B, 33
16.6 Knopp, K .• T'heory of Functions, 2 vols. F. Bagemihl, translator. Dover, New F(8), image of Sunder F. 35
Yo.rX, 1945. F: S -4 T, function from 8 to T, 35
{FR }. sequence whose nth term is F., 31
16.7 Saks, S., and Zygmund. A.• Analytic Functiau, 2nd ed. E. J. SColt, translator.
, Monogmfie Matematyczml 28, Warsaw, 1965. U. u, union, 40, 41
16.8 sansone, G., and Gerretsen, J., Leetwes on. (Ire Theory of Functions ofa Complex
fl. n, intersection, 41
B - A, the set of points in B but not in A, 41
Varitlbte, 2 \tOls. P. NoordhoW, Gro!Iingen, 1960.
I-l(y). inverse image of Yonder/, 44 (Ex. 2.1),81
16.9 Titebmarsh. E. c., TIwory of Fll1Ictions, 2nd ed. Oxford University Press, 1939. R-. n-dimensional Euclidean space, 47
(xt> ••• , x.). point in K", 47
llxll. nonn or length of a vector, 48
u,r,. kth-unit coordinate vector, 49
B(a), B(a; r). open n-ball with center a, (radius r), 49
int S, interior of S, 49, 61
(a, b), [a, b]. n-dimensional open (closed) interval. SO, 52
S, closure of S, 53, 62
S', set of accumulation points of S, 54,62
(M, tl), metric space M with metric d, 60

481
d(x,y), distance from x to y in metric space. 60 det [01.1]' determinant of matrix [al)]. 367
BM(o; F), ball in metric space M, 61 J,.Jacobian determinant of I, 368
as, boundary of a set S, 64 Ie C', the components off have continuous tirst-order partials, 371
tim • Jim, right· (left-)hand limit, 93
:s:-+c+ .;x::.... c- J, I(x) h, multiple integral, 389, 407
f(~+ ),f(c-), right- (left-)band limit of/at c, 93
n~T), oscillation of/on a set T, 98 (Ex. 4.24),170 ~S). c(S), inner (outer) Jordan content of S, 396
m,(x), oscillation offat a point x, 98 (Ex. 4.24), 170 c(S), Jordan content of S, 396
f'(e), derivative of/at c, 104, 114, 117
I.r. contour integra.l of/along y, 436
D"I, partial derivative of/with respect to the kth coordinate, I J5
DT.~ second-order partial derivative, 116
..4(0; '1' "2), annulus with center a. 438
9"[a, b], set of all partitions of [a, b], 128, 141
Vr, total variation off, 129
n(J, z). winding number of a circuit., with respect to z, 445
B'(a). JJI(a; F), deleted peighborhood of a, 457
A" length of a rectifiable path.r. 134
.r.
S(P• a}, Riemann-Stieltjes sum, 141
Ie RCa) on [a, b],fis Riemann-integrable with respect to 0: on [a, b], 141
.-.
Res f(z). residue of/at tl, 459

fe R on [a. b]Jis Riemann-integrable on [a, b], 142

IX J' on [a. bJ. 0: is increasing on [a, bJ. 150
U(P,f, IX), L(P,f, IX), upper (lower) Stieltjes sums, 1:51
lim sup. limit superior (upper limit). 184
lim info limit inferior (lower limit), 184
all = 0(0.). a. = o(b,,), -big ob (little oh) notation, 192
hm. t.. = I, {J;.} converges in the mean to f, 232
.-..,
C"',fhas derivatives of every order, 241
a.e.• almost everywhere, 172
In ? I a.e. on S, sequence {In} increases on S and converges to f a.e. on S, 2:54
S(1), set of step functions on an intervall, 256
U(I), set of upper functions on an interval I, 25.6
L(/), set of Lebesgue-integrable functions on an intervall, 260
f+, r, positive (negative) part of a function/, 261
M (1), set of measurable functions on an intervall, 279
XIi' characteristic function of S, 289
p(S), Lebesgue measure of S, 290
(f, 0), inner prOduct of functions/and g, in L 2 (l}, 294, 295
11!fI. L 2-norm off, 294, 295
l}(l), set of square-integrable functions on I, 194
f ... g, convolution off and g, 328
f'(c; u), directional derivative of f at c in the direction U, 344
T.,. f'(c}, total derivative, 347
Vf, gradient vector off, 348
m{I'), matrix of a linear function T, 350
DI(e), Jacobian matrix of f at c, 351
L(x. y), line segment joining x andy, 355
,.-
':.-
'".f

INDEX

Abel. Neils. Henrik, (l802-J82!IJ. 194. 245, IJl:nIsteiD. Scqe.i NIId3noric (18110-
),
243 2A2
Abd, limit theorem, 245 .Ilamtcia's tboorrm, 242
partial summation formula. 194 8rl:&fcI. FriedIich Wdbdm (1784-1846),
lest for COIllWJlilDCC of liI:riaI, 194, 248
(Ex. 9.11)
_,.'S
:Br.ascI fi.r.al::til:m. 475 (Ex. 16.21)
Absolute oonvergaw;:e. of ~ 20& Bc:sIeI inequality, . -
of series, 189 Beta faiIdioD, 331
Absolute value" 13. 11 IIinaJ:y QItcm. 2.2S
Absoimely cominuoor. 6mctiolI,. J39 BiDI:miaI scriIls, 244
Aoc:umulation point, S2" Q BoIzaDo. Bemard (11111-1841),54.85
Additive function. 45 (Ex. 2.22) Bolzaao's dIcoRm" as
Additivity of I..ebesguc rneas:rm;. 291 BoIzano-WeierstratB theolem. 54
Ad.hcreot point, 52" 62 Baru:lct, 0!IilI0 (l81~1892}. 165
AlIdJmic numIleI, 45 (Ex. 1.1S) 1IclarJIC', IheclRm,. 16S
Almost eDerywlwre, 172, 391 Borel, Emile (1871-1938),58
Analytic fllllCti.oD, 434 Bound. ~ IO'WW, 9
Amwlus.43J least upper, 9
Appromnation tbcorem or Weic15tlass, .lower,S
122 lIIIifoIm. 221
An:.,. 88, 435 upper, •
An::hiJ:mldean property of mU IRtII"Ibcn. JO Boundary. or a set,. 64
An: Ienith, 134 point, 6f.
Arcw:iIe contllilded set" 18 Bmmded., away from zero, 130
Am.!. (I.1OI1tent) of a plane ~ 396 con~ '127,273
Arpnd. Jean-Rot.1 (1768-11'1.2)0.7 f~13
Arlument of complex number, 21 . . 54,63
Ari thJnetic;.IlJl:lm, 20S '\IlDiatioll, 128
ArzeUt. Cesare (1847-19'12.),221, 273-
Anda's theorem, 223, 1:13
~tive .law, 2, 16 OIPtor, <korg (1845-1918), 8, 32, 56, 67,
Axioms for rcaI nmn~ I, Z. 9 180,311
Cantor irltcrscdion theomn, 56
Ba.I1, in a metric space, 61 Cantor-Bendixon theorem, 61 (Ex.3.25}
in R", 49 Cantor set 180 (Ex. 7..32)
Basis vcdon. '"
Cardi.Dal number. 38
BenwuIli, James (1654-1705), 251, 338,. Carlcson,. Lamart, Jl2
418 C8rte5ilra procIuct, 33
lk:moulIi, numbers, 151 (Ex. 9'- Cuorari-Wc:ie:rstralII tbeonm, 475 (Ex.
periodic fundions., 338 (Ex.. 11.18) 16.23)
polynomials, 2S1 (Ex. !US), 471 (Ex.. Cauchy, A ~ (1189-1857), 14,
16.40) 1:J. 111,. 177. 183, 207,222
 1f
: 1
l

cauchy rondition, Condensation paint, 67 (Ex. 3.2.:'1) Dense set, 68 (Ex. 3.32) e, irrationality of, 7
for products, 207 Conditional oonvergent series, 189 :Denumerable set. 39 Element of a set, 32
for sequences, 73,183 ~mentot197 Derlvative(s). of complex functions. 1 J7 Empty set. 33
for series, 136 ConfonnaJ mapping, 471 directional, 344 Equivalence., of paths. 136
for uniform convergence, 222,. 223 Conjugate complex number, 28 (Ex. 1.29) partial, 115 relation, 43 (Ex. 2.2)
Cauchy, inequalili£s, 451 Connected, metric space. 86 of real-valued functions, 104 Essential singularity, 451
integral formula,. 441 set, 36 total,347 Euclidean, metric, 48, 61
integral tbeonlm, 439 Content, 396 of VIiIl:tor-valued fll1lctiom, 114 spaceR", 47
principal value, 277 Continuity, 78 Derived set, 54, 62 Euclid's lemma, 5
product, 204 uniform, 90 Determinant. 361 Euler, Leanard (1107-1783), 149, 192,
residue theorem, 4(,() Continuouroly dilferentiable furu;;tion, 311 Difference of two sets, 41 209,365
sequence, 13 CQntottrintcgraI, 436 Differentiation. of integrals, t 62, J67 Euler's, constant, 192
Cauchy-Riemann equations, 118 Contraction, constant, 92 of sequences, 229 product Cor C(.f), 209
Cauchy-8chwan: inequality, for Inner Jhed..point theorem, 92 of series, 230. summation formula,. 149
products, 294 mapping,. 92 Dim, U1isse (1845-1918),248,312,319 theorem on homogeneous f'l:mctions, 365
for integrallS, 177 (Ex. 7.16), 294 Convergence, absolute, 189 Dini's theorem, on Fourier series, 319 (Ex. 1218)
for sums, .14, 27 (Ex. 1.23), 30 (Ex. 1.48) bounded, 227 on unifonn ronvergence,. :l48 (Ex. !}.9) Exponential form, of Fourier integral
Cesaro, Emesto (1859-1906), 205, 320 conditional, 189 DiIlilCtionat derivative, ·344 theoTlllQ1, 325
cesaro, sum, 205 in a metric space, 70 Dirichlet, Peter Gustav Lejeune (l805- of Fourier series, 323
summability of Fourier series, 320 mean. 232 1859), 194, 205, 21S, 230, 317, 464- Exponential function, 7,19
Chain rule. complex fUDctions, 117 of a product, 207 (F- Dirichlet, integrnls, 314 Extended complex plane, 25
real functions, 107 of a sequence, 183 kernel. 317 &tended real-number system, 14
matrix form of, 353 of a series, 185 product, 205 Extension of a function. 35
voctor·"alued functions, 114 pointwise, 218 series, 215 (Ex. 8.34) Exterior (or outer resion) of a Jordan curve,
Change of variahk!>, in a Lebesgue; integral, unifonn. 221 Dirichlet's test. for convergence of series, 447
262 Convene of a relation, 36 194- Extremum problems, 375
in a muJtiple Lebesgue integral, 42.1 Convex set, 66 (Elt. 3.14) for uniform convergence of 1eries, 230
in 11 Riemann integral, 164 Convolution integral, 328 Disconnected set, 86
in a Riemann-Stieltjes integral, 144 Convolution theorem, for Fourier trans- Discontinuity, 93 Faton, Pierre (1878--1929),299
Characteristic fuoction, 2S9 fOrmr>, 329 Discrete metric space, 61 Fatou's lemma, 299 (Ex. 10.8)
Circuit, 435 for Laplace tmnsformr>, 342 (Ex. 11.36) Disjoint sets, 41 Fej6r, Leopold (1880-1959), 179,312, 320
Oosed, ball, 67 (Ell. 3.3l) Coordinate transformation, 417 collection of, 42 Fejer's theorem, 179 (Ex. 7.23), 320
curve, 435 . Countable additivity, 291 Disk,49 Fekete, Michel, 118
interval, 4, 52 Countable set, 39 of convergence, 234 Field, of complex numbers. 116
mapptng, 99 (Ex.. 4.32) Covering of a set, 56 Distance function (metric), 60 of real numbers, 2
region, 90 Covering theorem, Heine-:eon,l, 58 Distributive law. 2, 16 Finite set, 38
set, 53, 62 Undell>f, 57 Divergent, product, 207 Fischer, Ernst (1175-1954), m, 3n
Closure of a set, 53 Cramer'lI rule, 367 sequence, 183 Fixed point, of a function, 92
Commutatiwdaw,2. J6 ~. closed. 435 serie!!, 185 Fixed-point theorem, 92
Compact set, 59, 63 Jordan, 435 Divisor, 4 Fourier, Josepb (11$8-1830), 306,. 309,
Comparison test, 190 piecewise-smooth, 435 greatest rommon, 5 3l2, 32.4, 326
Complement,4i rectifiable, 134 Domain (open region), 90 Fourier coefficient, 309
Complete metric space, 74 Domain of a function, 34 Fourier integral theorem, 324
Complete orthonormal set. 336 (Ex. 11.6) Dominated convergence theorem. 210 Fourier series. 309
Completeness axiom, 9 Daniell, ... J. (1889-1946),252 Dot product, 48 Fourier transfonn, 326
Complex number, 15 Darboux, Gaston (1842-1917), 152 Double, integral, 390, 401 Fubini, Guido (1379-1943),405, 410, 413
Complex plane, 11 Decimals, II, 12, 27 (Ex. 1.22) Double sequence, 199. Fubini'll theorem, 410, 413
Component, interval, 51 DedekiDd, Riebard (1831-1916), 8 Double series, 200 Fuoction, definition of, 34
of a metric $PRCe, 87 Deleted neighborhood, 457 Du Bojs.Reymond, hul (1831-1889),312 Fundamental theorem, of alpbra. IS, 451,
of a vector, 47 De Mo.ivre. Ham (1667-1754), 29 Duplication formula for the Gamma 475 (Ell. 16.l5)
Composite function, 37 De Moivre's rboorem, 29 (Ex. 1.44) function, 341 (Ex. IJ.31) of integral calcuJus, 162
 .~

Gamma fUDCtioD,. continuity of, 282 Infimum, 9

I curve, 435 Lindelof (levering theorem, 57
def:itlitioll: of, 271 InfiD.ite, derivative, 108 curve tbeorem. 441 Linear function. 345
derivatiw of. 284. 303 (Ex. 111.29) product. 1!16 theorem on Fourier !>Cries. 319 Linear s~, 48
duplication formula fOl", 341 (Ex. 11.31) Si:lties,IBS Jordan-measurable set. 396 . of functions, 137 (Ex. 6.4)
functional equation for, 278 set. 38 lump. dilCOntinuity, 93 Line segment in R", 88
se.ries for. 304 (Ex. 10.31) Infinity. in C*, 24 of a function. 93 Linearly dependent set of functions, 122
Gauss, Karl Friedrich (1177-18SSl. 17. in a., 14 (Ex. 5.9)
464- Itmer lordan content, 396 Liouville, Joseph (1809--1882),451
Gaussian sum, 464 Kestelman. Hyman. 165. 182 Liouville's theorem, 451
Itmer pmdllCt. 41, 294 Kronecker delta, Jj~. 385 (Ex, 13.6)
GeoIpetric --'190.195 Inleger:s, 4 Lipschitz, Rudolph (1831-1904).121.137.
Gibbs' phenomenon, 338 (Ex. 11.19) Inteamble fUDCtion. Le~ 260, 407 312,316
G10bld property, 79 Riemann, 141, 389 L 2·norm, 293. 295 Lipschitz condition, 121 (Ex. 5.1), 131 (Ex.
GoW"llllt. Edouard (18S8-1936). 434 Integad, tlQuabon. 181 Lagrange, J/JISllPh Louis (1136-1313), 27, 6.2},316
Gradient. J48 telt, 191 30,3" Littlewood, John Edenwr (1885- ).
Gnu:n, ~.Pedencn (1850-1916>, 335 traDsform, 316 Lagrange, ideotity, 21 (Ex. 1.23), 30 (Ex. 312
Gram-Sebmidl proecss. 335 (Ex. 11.3) Integration by pans. 144. 271 1.48),380 Local extremum. 98 (Ex. 4.25)
Greatest lower bound, 9 IJJtctlratoc, 142 multipliers, 380 Local properly, 79
Interior (or inner rcgiOD) of a Jordan curve, Landau. Edmund (1877-1938),31 Localization theorem, 318
447 Laplace. J'lerre Simon (1749-1827), 326, Logarithm, 23
Had&mard,. JacqUllll (186S-19S),386
Hadamard detenninant thec:m:m. 386 (Ex. Interior. of a set. 49, 61 342, 468 Lower bound, 8
Interior point. 49. 61 ,./'- Laplace tnmsfonn. 326. 342. 468 Lowerint~. 152
13.l6)
Intermediate-value theorem, rorcontiouOWl Laurent, Pierre Alphonse (l813-18S4), Lower limit, 184
HaIf-open interval. 4
Hardy, Godfrey Harold (1871-1941),30. fuDctiOllS, 8S 455
for derivati'ves, 112 Laurent expansion, 455 Mapping. 35
1!16, 217, :lSI, 312
Harmoni:c SI.lI'ies, 186 Intersection or sets, "II leastupperbouF~.9 Matrix,35O
Heine. Eduard (1811-1881), 58.91, 312 InteevaI, in It, 4 Lebesgue. Honri (1875-194J). 14J, 171, product, 351
Heine-Borel covering theorem, 58 in R". SO. 52 260,270,273,290,292.312,391,405 Maximum and minimum, 83, 375
JI.eine·s t1:I.eol'em., 91 1nverIie function, 36 bounded com-ergenre theorem, 273 Maximum-modulus principle, 453, 454
Hobson, :E!n:lI:st William (l8S6-1933). inve.nc-function 1bco~ J72 criterion for Riemann integrability, 111, Mean convergence. 232
1nverIie image, 44 (Ex. 2.7), 81 391 Mean-Value Theorem for derivatives,
312" 415
lI.omeomorphism, 84 Inversion fonnuJa, for Fourier transforms, dominated-convergence theorem, 270 of real-valued functions, 110
HomOfJCDCOUS fl.U1c:tion. 364 (Ex. 12.18) 327 integral of complex functioIlll, 292 of vector-valued functions, 355
Homotopic paths, 440 for Laplace transforms, 342 (Ex. 11.38), integral of real functions, 260, 407 Mean-Value Theorem for integmls.
Hyperplane, 394 MiS measure, 290, 40S multiple integrals, 401
Irrational numbers, 7 Legeudn; Adrien·Marie (1152-1833),336 Riemann integrals, 160,165
Isolated point, 53 Legendre polynomials, 336 (Ex. 1U) Riemann-Stieltjes integrals, 160
Identity tbe:otem for analytic functioos, 452 Isolated singularity, 458 Leibniz,. Gottfried Wilhelm (1646-1116), Measurable function, 279, 407
Image, 3S Isolated zero, 452 121 Measurable set, 290, 408
Imaginary put, 15 1someb:y, 84 Leibniz' fonnula, 121 (Ex. 5.6) Measure, of a set, 2.90, 40S
Imaginuy unit, 18 Iterated integral, 167. 287 Length of a path, 134 zero, 169, 290, 391,405
Implicit-function dleorem, 31. Iterated limit, 199 Levi, Beppo (1875-1960, 265. 267, 268, Mertens. Franz (1840-1927),204
Improper Riemann integral, 176 Iterated series, 202 407 Mertens' theorem, 204
Im::reasing fWld.101'l, 94, ISO Levi monotone convergence theorem, for Metric, 60
IDcrcasing sequence, of functions, 2S4 sequences, 267 Metric space, 60
ofDumbcrs,,71,18S Jacobi, Cad GlJIta.v Jarob (1804-18SI), for series, 268 Minimum-modulus principle, 454
IIidepeodent set of tiJJlctiom, 335 (Ex. 11.2) 351, 368 for step functions, 265 Minkowski, Hermann (1864--1909), 27
Induction princjp1c. 4 Jacobian. detcnninant, 368 Limit, inferior, 184 Minkowski's inequality, 27 (Ex. 1.25)
IDdueti\llil act, 4 matrix. 351 in a metric space, 71 Mobius, Augustus Ferdinand (1790--
Iol::qualj.ty. Bessel. :Kl9 Jordal'l, Camille (1838-1922). 312, 319, superior, 184 1868),471
~ 14, 177 (Ex. 7.16),294 396, 435, 447 Limit functiOll, 218 Mobius transfonnatioo, 471
Minkowaki, 27 (Ex. 1.15) Jordan. anz, 435 Limit theorem of Abel, 245 Modulus of a complex number, 18
tl'ia.Dgkl. 13, 294 contcnt, 396 Lindelof, Ernst (1870-1946), Sf> MOll.otonic fUIlction. 94
 Monotonic sequence, ISS Perfect set, 67 (Ex. 3.25) integral. 142, 389 Subsequence, 33
Multiple integmI, 389, 407 Periodic function, 224, 317 localization theorem, 318 Subset, I, 32 p

Multiplicative function, 216 (Ex. 8.45) Pi, If, irrationality of, 180 (Ell. 1.33) sphere, 17 Substitution theorem for power 8!!Il'iclI, 231
Piecewise-smooth path, 435 theorem on singularities, 415 (Ex. 16.22) Sup nonn, 102 (Ex. 4.66} ..
Neighborhood. 49 Point. in a .metric space, 60 zeta function, ] 92, 2O!il Supremum, 9
of infinity, 1S.2S in R", 47 Riemann-Lebesgue lemma, 313 Symmetric iJuadratic form, 378
Niven, Ivan M. (1915- ), ISO (Ex. Pointwise convergence, 218 Riesz, FrigytlS (1880-1956), 252,297, 305. Symmetric: relation, 43 (Ex. 2.2)
1.33) Poisson. Simeon Den!s (1781-1840), 332, m
~~,408 413 . Riesz-Fiscller theorem, 297, 311
Nonernpty set. I Poisson, inlegral fannula, 473 (Ex. 16.5) Righthand derivative, 108 Tilnnery, Jules (I 84So-1910), 299
Nonme.asum'ble function, 304 (Ex. 10.37) summation formula, 332 Righthand limit, 93 Tannery's theorem, 299 (Ex. 10.7) ..:'.
Nonmeasurable set, 304 (Ex. 10.]6) Polar coordinates. 20, 413 Rolle, Michel (l652-1719), 110 Tauber, Alfred (1866-circa 1947)..
Nonnegative. .3 Polygonal curve., 89 Rolle's'theorem, 110 Tauberian theorem, 246, 251 (Ex, '.37)
Nonn, of a tilnction, 102 (Ex. 4.66) Polygonally COnrn:ded set. 89 Root test, 193 Taylor, Brook (1685-1731), 113, 241,
oh partition, 141 Polynomial, 80 Roots of complex numbers, 22 361,449
of a vector, 48 in two variables. 462 RoucM, Eugene (1832-1910). 475 Taylor's ronnula with remainder. Itl
zeros of, 451, 475 (Ex. 16.1S) Rouches theorem, 475 (Ex, 16.14) for functions of several Variables. 361
0, 0, oh notation, 192 Power series, 234 Taylor's series., 241, 449
Qne..to-ooe function, 36 Powers of complex uumbees, 21, 23 Telescoping series., 186
Prime number, 5 Saddle point, 377 Theta function, 334
Onto, 35
Operator, 327 Pri..InlHlumber theorem, 175 (Ex. 7,1O) Scalar, 48 Tonelli, Leonida (1885-1946>,415
Open, covering, 56. 63 ~=~4S6 cr···· SChmidt. Erhard (1876-1959), 335 Tonelli-Hobson test. 415
mterval m R, 4 Schoenberg, Isaac J., (1903-
Schwarz, Hermann Amandwi (1843-1921),
l,224 Topological, mapping, 84
property, 84
interval in K". SO
mapping, 370, 454 Quadratic form, 378 14,21,:ro, 122, 117, 294- Topology, point set, 47
mapping theorem. 371. 4.54 Quadric surface, 383 Schwanian derivative, 122 (Ex. 5.1) Total variation, 129, 178 (Ex. 7.20)
lItt in a metric spaoe, 62 Quotient, of complex numbers,. 16 Schwarz', lemma. 474 (Ex. 16.13) Transformation, 35, 417
set in a-, 49 of real numbers, 2 Second-derivativc test for extrema, 378 Transitive relation, 43 (Ex. 22)
Orda', of pole. 458 SccoDd Mean-Value Theorem for Riemann Triangle inequality, 13. 19, 48, 60, 294
of :rero. 4S2 integrals., 16S Trigonometric series, 312
Radius of c o ~ 234 Semimetric space, 295 Two-valued function, 86
Ol'dcrcd n-tupk; 47
Range of a function• .34 separable metric space, 68 (Ex. 3.33)
Ordered pair, 33
Ratio tllst. 193 SfquerlCe, definition of, 37 •
Ordet-p~ function, 38
Ordinate set. 403 (Ex. 14.11) RatWnal function, 81,462 Set alpbra, 40 Uncountable !let, 39
Orientation or a circl,rit, 447 Rational number, 6 Similar (equinumerous) sets, 33 Unifonn bound, 221
Real number, 1 Simple curve, 43.5 Uniform continuity, 90
Orthogonal sysfMl of functions, 306
Real part, 1S Simply cotI11llCted region, 443 Uniform con~ence, of sequences. 221
Orthonormal set of functions, 306
R~ent of series. 196 SiDgularity, 4S8 of series, 223
Oscillation of a flll'lClioo, 98 (Ex. ".241170
R.eciprocity law for Gauss sums, 464 essential, 459 Uniformly bounded sequence, 201
Onter' Jordan content, 396
Rectifiable patb, 134 pole,4Sl! Union of sets, 41
R..eflexive Idation, 43 (Ex. 2.2) removable, 458 Unique faetorimtion theorem, 6
PamUeiogram law, 17 Region,89 Siobbovian integral, 249 (Ex. 9.11) Uuit coordinate vectors, 49
PanevilJ, Mark-Antoine (circa 1176- Relation, 3; Spa.oe-filling curve, 224 Upper bound, 8
1ll36), 3(8. 414 Removable discontinuity, 93 Spherical coordinates. 419 Upper half-plane, 463
Parsevat's formula, 309, 414 (Ex. 16.12) Removable sioauJarity. 458 Square-integrable functions., 294- Upper function. 256, 406
. Partial dcrivatiw, 115 Residue. 459 Stationary point, 377 Upper integral, 152
of higlta' otdc:r', 116 Residue theonvn, 460 Step function, ]48,406 Upper limit, 184
Pal:tia1 sum, 18S Restriction of a function, 35 SteRopphic projection, 17
Partial summation Cannula. 194 Riemann, Georg F.dcdricb ~ Stleltjcs. Thomllll Jan (1856-1894), 140
Partition of an~, 128, 141 (1826-1866), 17, 142" 153, 191, 209. Stieltjes integral, 140 ValIee,.PQUlIIiin, C. J. de Ill. (1866-1962),
Path, 88, 133. 435 312, 313, 318, 389, 475 Stone, Marshall H. (1903- ), 252 312
Peano.Giuseppe (18SSo-1932).2.24 coodition, 153 Strictly i.lK:reasing function, 94 Value of a function, 34
 .. , .. K1!'S',-", 4(. '4I!ij
... ;..}: .. '

Vanalioa,. bounded., 128 W.roosk.i.J. M. H. (1778-1853). 122

total. 129 Wronskian. 122 (Ex. 5.9)
Vector, 47
Vector-valued fUDClioo. 77 Young, William Henry (1863-1942), 252,
Volume. 388. 391 312

Well-onJcriq principle. 2S (Ex. 1.6) Zero melISlml, 169. 391, 40S

Weierstrass" Karl (1815-1897), 8,. 54.223, Zero of an analytic function, 452
322,475 Zero vector, 48
apptOJlimatiOD theorem. 322 Zeta fuDctioa,. BuRr product ror, 209
M-test. 223 integral represeatatmD. 278 '
WirId1ng number. 44S series repnisentation, 192