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....... lnfonnlUan - -.caMbddgt.0IgI971OS21246M4
MATHEMATICAL ANALYSIS
MATHEMATICAL
ANALYSIS
A STRAIGHTFORWARD APPROACH

K.G.BINMORE
Professor of Mathematics
London School of Economics and Political Science

SECOND EDITION

UCAMBRIDGE
V UNIVERSITY PRESS
PUBLISHED BY THE PRESS SYNDICATE OF THE UNIVERSITY OF CAMBRIDGE
The Pitt Building, Trumpington Street, Cambridge CB2 lRP, United Kingdom
CAMBRIDGE UNIVERSITY PRESS
The Edinburgh Building, Cambridge CB2 2RU, UK htt://www.cup.cam.ac.uk
40 West 20th Street, New York, NY 10011-4211, USA http://www.cup.org
10 Stamford Road, Oakleigh, Melbourne 3166, Australia

www.cambridge.org
Information on this title: www.cambridge.org/9780521246804

© Cambridge University Press 1977, 1982

This book is in copyright. Subject to statutory exception and to the provisions of

relevant collective licensing agreements, no reproduction of any part may take place
without the written permission of Cambridge University Press.

First published 1977

Reprinted 1978, 1980 (with corrections), 1982
Second edition 1982
Reprin~d 1983, 1984, 1985, 198~ 1987, 198~ 1990, 1991, 1993, 1995, 1997, 1999

A catalogue record for this book is available from the British Library

ISBN 0 521 28882 7 paperback

Transferred to digital printing 2001

 CONTENTS

Preface to the first edition ix

Preface to the second edition xi

1 Real numbers 1

1.1 Set notation 1

1 2 . The set of real numbers 2
1.3 Arithmetic 3
1.4 Inequalities 3
1.9 Roots 6
1.10 Quadratic equations 6
1.13 Irrational numbers 9
1.14 Modulus 10

2 Continuum property 12

2.1 Achilles and the tortoise 12

2.2 The continuum property 13
2.6 Supremum and infimum 15
2.7 Maximum and minimum 15
2.9 Intervals 16
2.11 Manipulations with sup and inf 18

3 Natural numbers 20
3.1 Introduction 20
3.2 Archimedean property 20
3.7 Principle of induction 22

4 Convergent sequences 26

4.1 The bulldozers and the bee 26

4.2 Sequences 27
4.4 Definition of convergence 27
4.7 Criteria for convergence 30
4.15 Monotone sequences 33
4.21 Some simple properties of convergent sequences 37
4.26 Divergent sequences 38

5 Subsequences 41

5.1 Subsequences 41
5.8 Bo1zano-Weierstrass theorem 47

v
Vt Contents

5.12 Lim sup and lim inf 48

5.16 Cauchy sequences 50

6 Series 54

6.1 Definitions 54
6.4 Series of positive terms 55
6.7 Elementary properties of series 57
6.12 Series and Cauchy sequences 58
6.20 Absolute and conditional convergence 61
6 .23 Manipulations with series 62

7 Functions 65

7.1 Notation 65
7.6 Polynomial and rational functions 67
7.9 Combining functions 69
7.11 Inverse functions 69
7.13 Bounded functions 71

8 Limits of functions 75

8.1 Limits from the left 75

8.2 Limits from the right 75
8.3 f(x) � I as x � � 76
8.6 Continuity at a point 78
8.8 Connexion with convergent sequences 79
8.11 Properties of limits 80
8.16 Limits of composite functions 82
8.18 Divergence 83

9 Continuity 85

9.1 Continuity on an interval 85

9.7 Continuity property 87

10 Differentiation 92

10.1 Derivatives 92
10.2 Higher derivatives 93
I 0.4 More notation 94
10.5 Properties of differentiable functions 96
I 0.12 Composite functions 99

11 Mean value theorems 101

11.1 Local maxima and minima 101

11.3 Stationary points 102
11.5 Mean value theorem 103
11.9 Taylor's theorem 106
 Contents vii

12 Monotone functions 109

12.1 Definitions 109
12.3 Limits of monotone functions 109
12.6 Differentiable monotone functions Ill
12.9 I nvers e functions Ill
12.11 Roots 113
12.13 Convex functions 115

13 Integration 120
13.1 Area 120
13.2 The integral 121
13.3 Some properties of the integral 122
13.9 Differentiation and integration 125
13.16 Riemann integral 128
13.19 More properties of the integral 130
13.27 Improper integrals 134
13.31 Euler-Maclaurin summation formula 136

14 Exponential and logarithm 138

14.1 Logarithm 138
14.4 Exponential 141
14.6 Powers 142

1S Power series 144

15.1 Interval of convergence 144

15.4 Taylor series 146
15.7 Continuity and differentiation 148

16 Trigonometric functions 151

16.1 Introduction 151
16.2 Sine and cosine 152
16.4 Periodicity 154

17 The gamma function 157

17.1 Introduction 157

17.2 Stirling's formula 157
17.4 The gamma function 158
17.6 Properties of the gamma function 160

18 Vectors 16 3
18.1 Introduction 163
18.2 Vectors 16 3
18.4 Length and angle in Rn 164
18.8 lneq uali ties 167
18.10 Distance 168
18.12 Direction 169
18.13 Lines 169
viii Contents

18.15 Hyperplanes 171

18.18 Flats 173
18.21 Vector functions 174
18.22 Linear and affine functions 175
18.26 Convergence of sequences in !Rn 181
18.3 1 Convergence o f functions 183
18.3 3 Continuity at a point 184
18.35 Properties of limits 185
18.40 Limits along a path 186

19 Vector derivatives 190

19.1 Directional derivatives 190

19.3 Partial derivatives 192
19.5 Notation 194
19.7 Local maxima and minima 196
19.12 Differentiable functions 199
19.14 Derivatives 203
19.19 Gradient 210
19.21 Manipulation of derivatives 211
19.23 Chain rule 213
19.27 Stationary points 217
19.31 Second derivatives 219
19.3 4 Mean value theorems 221
19.37 Eigenvalues 223
19. 3 8 Principal minors 225
19.40 Classification of stationary points 227
19.48 Differentials 231

20 Appendix 237
This contains the proofs o f 'propositions' left unproved
in the main body of the text.

Solutions to exercises 251

Further problems 3 45

Suggested further reading 3 55

Notation 3 57

Index 3 59
 PREF ACE TO THE FIRST EDITION

This book is intended as an easy and unfussy introduction to mathematical

analysis. Little formal reliance is made on the reader's previous mathematical
background, but those with no training at all in the elementary techniques of
calculus would do better to turn to some other book.
An effort has been made to lay bare the bones of the theory by eliminating as
much unnecessary detail as is feasible. To achieve this end and to ensure that all
results can be readily illustrated with concrete examples, the book deals only
with 'bread and butter' analysis on the real line, the temptation to discuss gener-
alisations in more abstract spaces having been reluctantly suppressed. However,
the need to prepare the way for these generalisations has been kept well in mind.
It is vital to adopt a systematic approach when studying mathematical analy-
sis. In particular, one should always be aware at any stage of what may be
assumed and what has to be proved. Otherwise confusion is inevitable. For this
reason, the early chapters go rather slowly and contain a considerable amount of
material with which many readers may already be familiar. To neglect these
chapters would, however, be unwise.
The exercises should be regarded as an integral part of the book. There is a
great deal more to be learned from attempting the exercises than can be obtained
from a passive reading of the text. This is particularly the case when, as may fre-
quently happen, the attempt to solve a problem is unsuccessful and it is necess-
ary to turn to the solutions provided at the end of the book.
To help those with insufficient time at their disposal to attempt all the exer-
cises, the less vital exercises have been marked with the symbol t. (The same
notation has been used to mark one or two passages in the text which can be
omitted without great loss at a first reading.) The symbol * has been used to
mark exercises which are more demanding than most but which are well worth
attempting.
The final few chapters contain very little theory compared with the number
of exercises set. These exercises are intended to illustrate the power of the tech-
niques introduced earlier in the book and to provide the opportunity of some re-
vision of these ideas.
This book arises from a course of lectures in analysis which is given at the
London School of Economics. The students who attend this course are mostly
not specialist mathematicians and there is little uniformity in their previous

ix
x Preface to the first edition

mathematical training. They are, however, quite well-motivated. The course is a

'one unit' course of approximately forty lectures supplemented by twenty in-
formal problem classes. I have found it possible to cover the material of this
book in some thirty lectures. Time is then left for some discussion of point set
topology in simple spaces. The content of the book provides an ample source of
examples for this purpose while the more general theorems serve as reinforce-
ment for the theorems of the text.
Other teachers may prefer to go through the material of the book at a more
leisurely pace or else to move on to a different topic. An obvious candidate for
further discussion is the algebraic foundation of the real number system and the
proof of the Continuum Property. Other alternatives are partial differentiation,
the complex number system or even Lebesgue measure on the line.
I would like to express my gratitude to Elizabeth Boardman and Richard
Holmes for reading the text for me so carefully. My thanks are also due to
'Buffy' Fennelly for her patience and accuracy in preparing the typescript. Final-
ly, I would like to mention M.C. Austin and H. Kestelman from whom I learned
so much of what I know.

July 1976 K.G.B.

 PREF ACE TO THE SECOND EDITION

It is a pleasure to write a preface for the second edition of Mathematical

Analysis: A Straightforward Approach. The first edition was well-received and
I have therefore thought it wise to leave its text substantially unaltered except
for one or two minor points of clarification and the correction of misprints.
The major change is the addition of two long chapters on analysis in vector
spaces for which there has been a considerable demand. These get as far as the
idea of a derivative as a matrix and the use of the second order derivative of a
real-valued function in classifying stationary points. More advanced material
than this would seem to me better delayed until after the basic topological
notions have been mastered. As far as the material covered is concerned, it does
not involve the proof of many theorems and the necessary proofs involve no
new analytic ideas. However, the material does require a certain facility with
algebraic and geometric ideas and students with only a very limited knowledge
of linear algebra may find it heavy going in spite of the fact that some dis-
cussion of the necessary concepts from linear algebra is included where
appropriate. Another innovation is the inclusion of a collection of further
problems for which the solutions are not given. I am grateful to John Erdos
for some of these as well as other helpful suggestions. Teachers using this book
as part of a taught course may find these problems helpful in setting work but
I hope that they will not distract attention from the importance of working
carefully through the exercises given in the main body of the text.
Finally, I would like to express my appreciation to those who have com-
mented favourably on the first edition and to Mimi Bell for her patient help
in preparing the typescript for the second edition.

October 1981 K.G.B.

xi
I .REAL NUMBERS

1.1 Set notation

A set is a collection of objects which are called its elements. If x is an
element of the set S, we say that x belongs to S and write
xES.
If y does not belong to S, we write y f. S.
The simplest way of specifying a set is by listing its elements. We use the
notation
A = {~, 1, y2, e, 1T}

to denote the set whose elements are the real numbers!, 1, y2, e and 1T.
Similarly
B = {Romeo, Juliet}
denotes the set whose elements are Romeo and Juliet.
This notation is, of course, no use in specifying a set which has an infinite
number of elements. Such sets may be specified by naming the property which
distinguishes elements of the set from objects which are not in the set. For
example, the notation
C = {x:x >O}
(which should be read 'the set of all x such that x > 0') denotes the set of all
positive real numbers. Similarly
D = {y: y loves Romeo}
denotes the set of all people who love Romeo.
It is convenient to have a notation for the empty set 0. This is the set which
has no elements. For example, if x denotes a variable which ranges over the set
of all real numbers, then
{x : x 2 + 1 = O} = 0.
This is because there are no real numbers x such that x 2 = - 1.
If Sand T are two sets, we say that S is a subset of T and write

1
2 Real numbers

SC T
if every element of S is also an element of T.
As an example, consider the sets P = {I, 2,3, 4} and Q = {2, 4}. Then Q C P.
Note that this is not the same thing as writing Q E P, which means that Q is an
element of P. The elements of P are simply 1,2,3 and 4. But Q is not one of
these.
The sets A, B, C and D given above also provide some examples. We have
Ace and (presumably) BCD.

I .2 The set of real numbers

It will be adequate for this book to think of the real numbers as being
points along a straight line which extends indefinitely in both directions. The
line may then be regarded as an ideal ruler with which we may measure the
lengths of line segments in Euclidean geometry.

I
J.
2 y2
I ! I!
-- 2 -1 a 3 4

The set of all real numbers will be denoted by IR. The table below distin-
guishes three important subsets of IR.

Subset Notation Elements

Natural numbers
(or whole numbers) N 1,2,3,4,5, ' . ,

Integers 7L .. - 2', -1,0, 1,2,3, . , .

Rational numbers
(or fractions)

Not all real numbers are rational. Some examples of irrational numbers are
y2, e and 1T.
While we do not go back to first principles in this book, the treatment will
be rigorous in so far as it goes. It is therefore important to be clear, at every
stage, about what our assumptions are. We shall then know what has to be
proved and what may be taken for granted. Our most vital assumptions are con-
cerned with the properties of the real number system. The rest of this chapter
and the following two chapters are consequently devoted to a description of the
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