# Proofs - Analysis I MT22

> Source: https://ollybritton.com/notes/uni/prelims/mt22/analysis-i/proofs/ · Updated: 2023-01-03 · Tags: proofs, analysis, mt22

### Basic properties
Prove the triangle inequality for the reals:

> If $x, y \in \mathbb{R}$ then $|x+y| \le |x|+|y|$.

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Todo?

Prove the *reverse* triangle inequality for reals:

> If $x, y \in \mathbb{R}$ then $\big||x| - |y|\big| \le |x - y|$.

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Todo?

### Sequences
Prove the squeeze/sandwich theorem:

> Assume $a_n \le x_n \le b_n$ and that $a_n \to L$ and $b_n \to L$. Then $x_n \to L$.

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Todo?

Prove the preservation of weak inequalities for sequences:

> Assume $a_n \le b_n$ and that $a_n \to L$ and $b_n \to M$. Then $L \le M$.

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Todo?

Prove the quotient law in algebra of limits:

> Assume $a_n \to a$ and $b_n \to b$. Then $\frac{a_n}{b_n} \to \frac{a}{b}$

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Todo?

Prove that if $(a_n)$ is a convergent sequence, then $(a_n)$ is bounded.
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Prove that limits are unique.
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Prove that if $(a_n)$ is monotically increasing, then either $a_n \to \infty$ or $a_n \to \sup(\\{a_n : n \in \mathbb{N}\\})$.
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Prove that if $(a_n)$ is monotically decreasing, then either $a_n \to -\infty$ or $a_n \to \inf(\\{a_n : n \in \mathbb{N}\\})$.
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Todo?

Let $A\subseteq\mathbb{R}$. Prove $\sup(A)=\alpha$ if and only if:
- $\alpha$ is an upper bound of $A$, and
- Given any $\epsilon > 0$, there exists some $x \in A$ such that $\alpha - \epsilon < x$.
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Todo?

Let $A \subseteq \mathbb{R}$. Prove $\inf(A) = \alpha$ if and only if:
- $\alpha$ is a lower bound of $A$, and
- Given any $\epsilon > 0$, there exists some $x \in A$ such that $x < \alpha + \epsilon$.

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Todo?

Prove that every sequence contains a monotone subsequence (scenic viewpoint theorem).

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Prove, the Bolzano-Weierstrass Theorem:

> Every bounded sequence has a convergent subsequence.

Hint: Appeal to two smaller theorems.

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Todo?

Prove that if $(a_n)$ is a Cauchy sequence, then $(a_n)$ is bounded.

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Todo?

Prove the Cauchy criterion for convergence:

> A sequence converges if and only if it is Cauchy.

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Todo?

### Series
Prove the validity of the alternating series test:

> If $(a_k)$ is a monotonically decreasing sequence and $a_k \to 0$, then $\sum^\infty_{k=1}(-1)^{k+1}a_k$ converges.

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Todo?

Prove the limit form of the comparison test:

> Let $(a_k)$ and $(b_k)$ be real sequences of positive terms, and assume that there is $L \in (0, \infty)$ such that $\frac{a_k}{b_k} \to L$ as $k \to \infty$. Then $\sum a_k$ converges if and only if $\sum b_k$ converges.

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- First prove the normal form of the comparison test, which follows from $a_k$ being a monotone increasing sequence
- Then consider what $\frac{a_k}{b_k} \to L$ tells you by taking $\varepsilon = L/2$ and use the regular comparison test for both directions.

(analysis i, page 90)

Prove the alternating series test:

> Let $(u_k)$ be a real sequence, and consider the series $\sum^\infty_{k=1} (-1)^{k-1} u_k$. If $u_k \ge 0$ for $k \ge 1$, $(u_k)$ is decreasing, and $u_k \to 0$ as $k \to \infty$, then the series converges.

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- Group terms together in different ways in order to see that both the $s_{2n}$ and $s_{2n+1}$ series of partial sums are convergent by the monotone sequence theorem.

(analysis i, page 88)

Prove the ratio test:

> Let $(a_k)$ be a real sequence of positive terms. Assume that $\frac{a_{k+1}\\,}{a_k}$ converges as $k \to \infty$, say to a limit $L$. Then if $0 \le L < 1$, then $\sum a_k$ converges and if $L > 1$, then $\sum a_k$ diverges.

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Need to handle two cases seperately, but in both we compare with a geometric series. In the case where $0 \le L < 1$, this is $\alpha = \frac{1+L}{2}$ with $\varepsilon = \alpha - L$, in the other case it’s $\alpha = 2$.

(analysis i, page 92)

Prove the integral test:

> Let $f : [1, \infty) \to \mathbb R$ be a function. Assume that
> - $f$ is nonnegative
> - $f$ is decreasing
> - $\int^{k+1}_k f(x) \text d x$ exists for each $k \ge 1$
> Then let $s_n = \sum^n_{k=1} f(k)$ and $I_n = \int^n_1 f(x) \text d x$. Then
> - $\sigma_n = s_n - I_n$ converges and $0 \le \lim_{n \to \infty} \sigma_n \le f(1)$
> - $s_n$ converges iff $I_n$ converegs.

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- Show that $\sigma_n$ is bounded below and decreasing, by adding up all the inequalities like $f(n) \le \int^n_{n-1} f(x) \text d x \le f(n-1)$ to get $0 \le \sigma_n \le f(1)$ and then mess with $\sigma_{n+1} - \sigma_n$ to show it’s negative.
- Then the other result follows from the AOL.

(analysis i, page 96).

### Radius of convergence
Prove that power series converge within their radius of convergence $R$:

> Let $\sum c_k z^k$ be a power series with radius of convergence $R$. Then if $R > 0$ and $|z| < R$ then $\sum c_k z^k$ converges absolutely and hence converges. If $|z| > R$ then $\sum c_k z^k$ diverges.

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- Two cases parts of the proof, absolute convergence within radius of convergence and then divergence outside it
- Absolute convergence within radius of convergence: There is some $S$ less than the radius of convergence, and let $\varepsilon = R - S$ to find a $\rho$ less than or equal to $R$ where the series converges absolutely. Then use the comparison test.
- Divergence outside radius of convergence: Use contradiction. Can bound the terms being summed by $M$, and then can find some $\rho$ where $R <  \rho < |z|$ where $0 \le |c_k \rho^k \le |c_k z^k| \left| \frac \rho z \right|^k \le M \left |\frac \rho z\right|^k$ which converges as it’s a geometric series with common ratio less than $1$.

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