The Mathematics of ECE

Real Analysis - Lecture 2

Wednesday, September 21, 2022

Logistics

  • Housekeeping
  • Today’s class: Real Analysis
    • Key concepts: convergence of sequences, cauchy sequences, infimum/supremum, LUB property of reals, limit inferior/superior
  • Next workshop: Friday September 23, 2022

Sequences

  • A sequence \(\{x_i\}_{i=1}^\infty\) is an association of the natural numbers to objects \(x_i\).

    • (For our purposes, ‘sequence’ refers to an infinite sequence and ‘finite sequence’ refers to a finite sequence)
  • A sequence \(\{x_i\}_{i=1}^\infty\) in a normed vector space \(\calV\) is said to converge if there exists a vector \(x \in \calV\) such that \[ \forall \epsilon > 0 \exists N_\epsilon \in \bbN \forall n \geq N_\epsilon :~ ||x_n - x|| < \epsilon \] This is often written \(\lim_{n \to \infty} x_n = x\) or simply \(x_n \to x\), and \(x\) is called the limit of the sequence.

    • Informally, for any deviation from the limit, the sequence will eventually be within said deviation forever.
    • The statement above can be rewritten from topological perspective as \(\forall \text{ neighborhoods } \calN_x \exists N \in \bbN \forall n \geq N :~ x_n \in \calN_x\).
  • Drill: If \(x_n \to x\), then does the sequence \(\{x_n - x\}\) converge? If so, what is its limit? What about the sequence \(\{||x_n - x||\}\)?
  • Drill: Prove that if \(x_n \to x\) then \(||x_n|| \to ||x||\).
  • Drill: Prove that if a sequence converges, its limit is unique.

Cauchy Sequences

  • A sequence \(\{x_i\}_{i=1}^\infty\) is cauchy if \[ \forall \epsilon > 0 \exists N_\epsilon \in \bbN \forall m,n \geq N_\epsilon :~ ||x_m - x_n|| < \epsilon \]

    • Informally, for any distance, the sequence will eventually bunch up within said distance.
  • Drill: What is the topological way of defining a cauchy sequence?
  • Drill: Prove that every convergent sequence is cauchy.
    • Is every cauchy sequence convergent?
      • If so, the space is called complete.

Sequences in R

  • Let \(\calS\) be an ordered set (e.g. rationals, reals). For subset \(\calA \subset \calS\) if there exists some \(u \in \calS\) such that \(\forall a \in \calA :~ a \leq u\), the subset is said to be upper bounded by \(u\).

    • Analog: lower bound.
  • Let \(\calS\) be an ordered set (e.g. rationals, reals), and let \(\calA \subset \calS\) be an upper bounded subset. If there exists some \(s \in \calS\) such that \(s\) is an upper bound of \(\calA\) and \(\forall t \in \calS :~ t < s \implies t\) is not an upper bound of \(\calA\), then \(s\) is called the least upper bound (or supremum) of \(\calA\). \(s\) is commonly denoted \(\sup(\calA)\).

    • Analog: infimum.
    • Drill: Prove that the supremum of a subset (if one exists) is unique.
  • An ordered set \(\calS\) is said to have the least-upper-bound property if all upper bounded subsets have a supremum.

    • \(\bbR\) has the least-upper-bound property
    • \(\bbQ\) does not have the least-upper-bound property
  • A non-decreasing, upper bounded sequence in \(\bbR\) converges to its supremum.
  • A non-increasing, lower bounded sequence in \(\bbR\) converges to its infimum.

Sequences in R

  • The limit inferior of a sequence is defined as \[ \underset{n \to \infty}{\lim \inf}~ (x_n) = \lim_{n \to \infty} \bigg(\inf\big(\{x_m\}_{m=n}^\infty\big)\bigg)\]

  • The limit superior of a sequence is defined as \[ \underset{n \to \infty}{\lim \sup}~ (x_n) = \lim_{n \to \infty} \bigg(\sup\big(\{x_m\}_{m=n}^\infty\big)\bigg)\]

  • Drill: Define the limit inferior in terms of only the supremum and infimum, no limit.
  • Drill: What are the limit inferior/superior of the sequence \(x_n = (1 + e^{-n}) \cos(n)\)?
  • A sequence \(\{x_n\}\) in \(\bbR\) converges if and only if \(\underset{n \to \infty}{\lim \inf}~ (x_n) = \underset{n \to \infty}{\lim \sup}~ (x_n)\).