What it means
A set is a collection of objects or elements. Sets are usually denoted with capital letters and elements with lowercase letters.
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- sets, denoted by capital letters
- elements, denoted by lowercase letters
585 entries from the Bocconi Mathematics 30062 Module 1 (General) lectures — every definition, formula, theorem and proof — each with a plain-English explanation and a breakdown of what every symbol stands for. Built to help you prepare efficiently and drill until it sticks.
585 results
What it means
A set is a collection of objects or elements. Sets are usually denoted with capital letters and elements with lowercase letters.
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A set can be described either by enumerating all its elements, or by giving a rule that every element must satisfy. Infinite sets typically require the rule-based description.
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x ∈ A denotes that x is an element of A, while x ∉ A denotes that x is not an element of A.
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A is a subset of B if every element of A is also an element of B. This allows the possibility that A = B.
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A is a proper subset of B if A is a subset of B, but B contains at least one element that A does not — so A and B cannot be equal.
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A is not a subset of B if some element of A fails to belong to B.
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Two sets are equal exactly when they contain the same elements, which can be shown by proving each is a subset of the other (double inclusion).
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The empty set is the unique set that contains no elements at all.
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The union of A and B contains every element that is in A, in B, or in both.
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The intersection of A and B contains only elements that belong to both A and B.
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Two sets are disjoint if they share no common elements, meaning membership in one implies non-membership in the other; their intersection is the empty set.
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Union and intersection generalize naturally to more than two sets, combining or intersecting an entire indexed family of sets.
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The set difference A \ B contains the elements of A that are not in B. B need not be a subset of A, and A \ A = ∅.
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The order of the sets does not matter when taking a union or intersection, just as 4+5 = 5+4 for numbers.
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Grouping does not matter when taking repeated unions or intersections, analogous to 4*(5*6) = (4*5)*6.
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Union distributes over intersection and intersection distributes over union, mirroring the numeric distributive law 4*(5+6) = 4*5 + 4*6.
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The universal set U is the larger ambient set within which all other sets under discussion are considered subsets, e.g. all cities when discussing Italian cities.
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The complement of A (relative to universal set U) consists of all elements of U that are not in A.
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Removing B from A is the same as intersecting A with the complement of B.
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Taking the complement of the complement of a set returns the original set. Assigned as homework to prove using the universal set U with A ⊆ U.
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The complement of an intersection is the union of the complements, and the complement of a union is the intersection of the complements. These laws describe how complementing interacts with union and intersection.
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The proof shows both inclusions at once by chaining logical equivalences: an element fails to be in both A and B exactly when it fails to be in at least one of them, which is the definition of being in the union of the complements.
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The natural numbers, or counting numbers, are closed under addition and multiplication but not under subtraction or division (e.g. 1-2 ∉ ℕ, 3/4 ∉ ℕ).
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The integers extend the natural numbers to include negatives, and are closed under addition, subtraction, and multiplication, but not division.
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The rational numbers are ratios of integers, and are closed under addition, subtraction, multiplication, and division (by nonzero elements).
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This classic proof by contradiction shows that √2 cannot be written as a ratio of coprime integers, since assuming it can forces both the numerator and denominator to be even, contradicting their coprimality.
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The real numbers consist of the rational numbers together with all the irrational numbers (numbers not expressible as a ratio of integers), and are closed under addition, subtraction, multiplication, and division.
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Each number system is a proper subset of the next: naturals sit inside integers, inside rationals, inside the reals.
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Q is dense in R (between any two reals lies a rational) but not continuous (it has 'holes' like √2). R is both dense and continuous — it has no holes.
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The real numbers have a total order: for any two reals exactly one of >, <, = holds, and ≥ (or ≤) is a total ordering on R.
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Unlike R, the vectors of R² cannot be totally ordered by ≥ in a natural componentwise sense — neither (1,3) nor (3,1) dominates the other.
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A set of real numbers is an interval if it contains every point between any two of its elements — there are no gaps.
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Closed intervals include both endpoints, open intervals include neither, and half-open intervals include exactly one endpoint.
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Intervals can extend infinitely in one or both directions; the whole real line itself is the interval (-∞, ∞).
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The extended reals add the two points +∞ and -∞ to R, forming a closed interval that includes infinity at both ends, unlike R itself which is only (-∞, ∞).
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For a nonempty set A ⊆ R, an upper bound is any real number at least as large as every element of A, and a lower bound is any real number at most as small as every element of A.
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A set is bounded above if it has some upper bound, bounded below if it has some lower bound, and bounded if it has both. A set lacking one of these is called unbounded (above or below).
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The maximum (minimum) of A is an element of A that is greater (less) than or equal to every other element. Unlike bounds, max/min must belong to A itself, and may fail to exist even if A is bounded, e.g. (0,1) has neither.
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If a set has a maximum or minimum at all, that extremal element is unique. Assigned as homework to prove.
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The supremum is the least upper bound and the infimum is the greatest lower bound of A. Unlike max/min, sup and inf need not belong to A, but they always exist when A is bounded above/below respectively (by completeness).
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Whenever a maximum exists it coincides with the supremum, and conversely, if the supremum happens to belong to the set, it is also the maximum. The analogous statements hold for minimum and infimum.
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Every nonempty subset of R that is bounded above has a supremum, and every nonempty subset bounded below has an infimum. This is the completeness principle: R has no 'holes' in its number line, unlike Q.
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The absolute value of x measures its distance from 0 on the number line, regardless of sign.
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Absolute value is always non-negative, is zero only at zero, is multiplicative, and satisfies the triangle inequality, which bounds the size of a sum by the sum of sizes.
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The set of x within absolute value c of zero forms the open interval (-c, c); by contrast, {x : |x|>c} does not form a single interval since it splits into two pieces.
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The distance between two real numbers is the absolute value of their difference; the distance from 0 to x is simply |x|.
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A neighborhood of x₀ with radius ε is the open, bounded interval centered at x₀ with half-width ε, also called the open ball around x₀.
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A right neighborhood extends from x₀ up to (but not including) x₀+ε and includes x₀; a left neighborhood extends down to x₀-ε (excluded) up to and including x₀.
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An infinite neighborhood extends without bound in one direction from x₀ and is always an open interval.
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x is the supremum of A exactly when x is an upper bound of A and every left-neighborhood of x, however small, still contains some point of A — i.e., no smaller number can be an upper bound. Assigned as homework to prove.
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x is the infimum of A exactly when x is a lower bound of A and every right-neighborhood of x, however small, still contains some point of A — i.e., no larger number can be a lower bound. Assigned as homework to prove.
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The Cartesian product of two sets pairs each element of the first set with each element of the second, forming a new set of ordered pairs.
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R² is the set of all ordered pairs of real numbers, each representing a unique point in the Cartesian plane.
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Each ordered pair in R² can also be interpreted as a vector, drawn as an arrow from the origin (0,0) to that point.
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R³ is the set of ordered triples of real numbers, each representing a point in three-dimensional space; vectors in R³ are arrows from the origin to that point.
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Rⁿ generalizes the plane and 3-space to n dimensions: it is the set of all ordered n-tuples of real numbers, representable as either column or row vectors.
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A vector in Rⁿ can be written either as a vertical column of its components or as a horizontal row; both notations represent the same object.
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Two vectors of the same dimension are added component by component, producing a resultant vector.
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Vector addition is only defined when the two vectors live in the same space Rⁿ; adding vectors of different lengths makes no sense.
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Geometrically, placing u and v tail-to-tail and completing a parallelogram shows their sum as the interior diagonal.
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Vector addition on Rⁿ satisfies the same four basic algebraic properties as ordinary addition of real numbers.
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Multiplying a vector by a scalar scales every component by that same factor, stretching/shrinking (and possibly flipping) the vector.
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Scalar multiplication distributes over vector addition and over sums of scalars, has a multiplicative identity, and is associative.
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Rⁿ, together with vector addition and scalar multiplication, forms a vector space because it satisfies all eight defining algebraic properties.
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A linear combination combines scalar multiplication and addition of any finite collection of vectors, and Rⁿ is closed under this operation.
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The inner product multiplies vectors component-wise and sums the results, producing a single scalar that reflects how aligned two vectors are.
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The sign of the dot product tells us the general directional relationship between two vectors.
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Two vectors are orthogonal if their dot product is zero; a set of vectors is orthogonal if every pair in the set is orthogonal.
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The dot product is commutative, distributes over addition, is compatible with scalar multiplication, and is non-negative, vanishing only for the zero vector.
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Two vectors are equal exactly when all corresponding components match.
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x is weakly greater than y if every component of x is at least the corresponding component of y.
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x is strictly greater than y if x is weakly greater in every component and strictly greater in at least one component.
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x is strongly greater than y if every single component of x strictly exceeds the corresponding component of y.
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Two vectors are not comparable when neither is weakly greater than the other, i.e., one exceeds the other in some coordinates but not in others.
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The natural order on Rⁿ is only a partial order (not total, unlike on R): strong inequality implies strict, which implies weak, but not conversely.
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The order relations applied to the zero vector define three grades of positivity for a vector.
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In R, the norm of a number is its absolute value, which also equals its distance from zero.
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The Euclidean norm generalizes absolute value/Pythagorean length to n dimensions, giving the length of a vector as the square root of the sum of squared components.
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A unit vector has length 1; any nonzero vector can be normalized by dividing by its norm; a set of pairwise orthogonal unit vectors is called orthonormal.
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The norm behaves like a length measure: it is non-negative, scales proportionally, satisfies the triangle inequality, and the dot product is bounded by the product of norms (Cauchy-Schwarz).
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If two vectors are orthogonal, the squared length of their sum equals the sum of their squared lengths — the vector generalization of the classic Pythagorean theorem.
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Expanding the norm of the sum via the inner product and using orthogonality (x·y=0) removes the cross term, leaving the Pythagorean identity.
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The sum of the lengths of two vectors is always at least the length of their sum, mirroring the fact that any side of a triangle is no longer than the sum of the other two.
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The distance between two vectors is defined as the norm of their difference, generalizing the ordinary Euclidean distance formula to n dimensions.
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Distance is non-negative (zero only for identical points), symmetric, and satisfies the triangle inequality, making it a valid metric on Rⁿ.
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An interval in R has the property that all numbers between any two of its points also belong to the interval; this is the seed idea for convexity.
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A set in the plane or space is convex if it contains the entire straight segment between any two of its points; a circle or square is convex, but a star shape is not.
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A convex combination of two vectors is a weighted average of them with weights summing to 1; letting α range over [0,1] traces out the line segment joining x and y.
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A convex combination generalizes to any finite number of points: it is a linear combination whose coefficients are non-negative and sum to one.
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A subset of Rⁿ is convex if it contains the entire line segment between any two of its points — extending the interval concept from R to Rⁿ. Examples: triangles, spheres, cubes; non-examples: stars, tori, disjoint unions of intervals.
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A neighborhood of a point x0 in R is an open interval centered at x0 with radius ε, equivalently the set of points within distance ε of x0.
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The neighborhood concept extends to Rⁿ using the Euclidean distance: it is the open ball of radius ε centered at x0 (an interval in R, a disk in R², a solid sphere in R³, etc.).
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A point of A is interior if some entire small ball around it is still contained inside A. The set of all such points is denoted intA.
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Illustrates that endpoints/boundary values of closed or half-open sets are excluded from the interior, since no small ball around them stays inside the set.
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A point not in A is exterior to A if it has a neighborhood entirely contained in the complement of A. The set of all exterior points is denoted extA.
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The exterior of an interval or ball is everything strictly outside it, regardless of whether the boundary itself belongs to the set.
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A boundary point is neither interior nor exterior to A: every neighborhood of it meets both A and its complement. The set of boundary points is written ∂A.
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The boundary of intervals, balls, and rectangles consists exactly of their 'edge' points, whether or not those points are actually included in the set.
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A set and its complement share exactly the same boundary, and the closure of a set is obtained by adding its boundary points to the set itself.
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Because both rationals and irrationals are dense in R, every real number's neighborhood contains both, so every point of R is a boundary point of Q.
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Splits into the case where the test point is rational and where it is irrational, using density of both Q and its complement to always find one of each type inside any neighborhood.
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A point of A is isolated if it has a neighborhood containing no other points of A besides itself.
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An open interval has no isolated points since every point has neighbors nearby, whereas an added lone point (like 6) or a discrete set like the integers consists entirely of isolated points.
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Since every neighborhood of an isolated point contains points outside A as well as the point itself, isolated points always qualify as boundary points.
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A point is a limit point of A if every neighborhood of it, no matter how small, contains some point of A other than itself. Equivalently there is some y in A with 0 < d(x,y) < ε for every ε. The set of all limit points is the derived set A′.
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For an interval, the derived set adds the endpoints; for an open exterior region, it adds the boundary sphere; a line is a closed set equal to its own derived set.
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Summarizes how interior, boundary, isolated, and limit points relate to one another: interior points are always limit points, isolated points are boundary but never limit points, and limit points always have infinitely many nearby points of A.
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The general neighborhood in Rⁿ is also called an open ball; in R it looks like an interval, in R² a disk, and in R³ a solid sphere.
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Before defining open and closed sets, we classify how any point in Rⁿ relates to a given set A using these five point types.
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The exterior of the half-open rectangle consists of all points strictly outside the rectangle's range in either coordinate.
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Because an isolated point has a neighborhood containing no other points of A, it cannot satisfy the limit point condition, which requires nearby points of A distinct from x.
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Vectors may be written in bold, with an arrow hat, or simply by stating the set they belong to; going forward the plain notation x ∈ Rⁿ is used.
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A set is open if every one of its points is an interior point, i.e. around each point there is a small ball entirely contained in the set.
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Open intervals (a,b) are open sets, while closed intervals [a,b] and half-open intervals like [a,b) are not.
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Combining open sets by union preserves openness, as illustrated by (0,1) ∪ (3,4) being open.
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Sets defined with ≤ or ≥ typically include their boundary, so they are not open (boundary points are not interior points).
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Sets defined with strict inequalities < or > exclude their boundary, so every point is interior and the set is open.
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A set is closed if it contains all of its own boundary points.
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Closed intervals contain their endpoints (their boundary), so they are closed sets; open and half-open intervals are not.
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A finite union of closed sets is always closed.
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Unlike finite unions, an infinite union of closed sets can fail to be closed — here the union of shrinking closed intervals equals the open interval (-1,1).
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Sets defined with ≤ or ≥ generally are closed because they include their boundary; sets defined with strict inequalities are generally not closed.
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Whether a set is open or closed is relative to the universal set (ambient space) it sits inside, not an absolute property of the set alone.
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A set that is both open and closed is called clopen; in ℝ the only clopen sets are ℝ itself and the empty set.
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A set is open exactly when its complement is closed, giving a duality between the two notions and a tool to prove one from the other.
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Example applying the open/closed complement theorem: showing A^c is an open interval proves A is closed without directly checking A's boundary.
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Another application of the complement theorem: since the closed disk is closed, its complement (points strictly outside the unit circle) must be open.
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A set is closed precisely when every limit point of the set (a point every neighborhood of which contains other points of the set) already belongs to the set.
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A set is bounded if it fits entirely inside some ball around the origin, i.e. it does not extend infinitely in any direction.
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This set is contained inside a ball of radius 2, so it is bounded by definition.
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This set (the region above a parabola) extends infinitely, so no ball around the origin can contain it — it is unbounded.
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Compact sets are those that are both closed and bounded; they behave much like finite sets and guarantee that continuous functions on them attain a maximum.
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One of the most important consequences of compactness: a continuous function defined on a compact set always achieves a maximum value; this need not hold otherwise.
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Table of worked examples showing that a set must satisfy both closedness and boundedness to be compact — failing either property rules out compactness.
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Every open ball (neighborhood) in ℝⁿ is itself an open set: around any point inside the ball, a smaller ball still fits inside it.
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To show a ball is open, pick any point y inside it and construct a smaller ball around y (using the leftover distance to the boundary) that still lies within the original ball; this makes every point of the ball interior.
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A function is a rule that assigns to every element of a domain set A precisely one element of a codomain set B.
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Standard vocabulary: each x has exactly one image y=f(x), but a given y may have zero, one, or many preimages in A.
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When a formula for f is not defined everywhere, the natural domain is the largest set of inputs for which the formula makes sense (e.g. excluding zero denominators, negative numbers under even roots, non-positive log arguments).
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Worked examples of finding the natural domain: avoid division by zero, require non-negative arguments under even roots, and require positive arguments for logarithms.
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The range (or image) of f is the set of all actual output values, which is always a subset of the codomain but need not equal it.
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A function is surjective (onto) if every element of the codomain is actually attained as an output, i.e. the range equals the whole codomain.
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f(x)=x⁴ onto ℝ is not surjective because only non-negative values are produced; restricting the codomain to ℝ≥0 makes it surjective.
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A function is injective (one-to-one) if distinct inputs always give distinct outputs — no two different domain points map to the same image.
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f(x)=x² fails injectivity on all of ℝ since two different inputs can share an output, but restricting the domain to non-negative numbers restores injectivity.
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A bijective function is both one-to-one and onto, meaning every element of B corresponds to exactly one element of A.
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The cubing function on ℝ is surjective (every real is a cube) and injective (cube roots are unique), hence bijective.
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The course generalizes function concepts to cover these four types: scalar functions of one or several variables, and vector-valued functions of one or several variables.
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The graph of a function is the set of all input-output pairs, viewed as a subset of the product of domain and codomain (e.g. a curve in ℝ² for f:ℝ→ℝ).
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For f:ℝ→ℝ, the graph must pass the vertical line test since each x has exactly one image y.
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For functions of two real variables, the graph is a two-dimensional surface embedded in three-dimensional space.
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A linear function has a constant rate of change m (the slope) and vertical intercept b.
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A quadratic function produces a parabola, with shape controlled by the leading coefficient a.
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An inverse proportion function describes a hyperbolic relationship where y decreases as x increases, undefined at x=0.
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A power function raises x to a fixed exponent α; its shape and symmetry (even, odd, or neither) depend on the rational value of α.
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An exponential function has a constant base raised to a variable exponent, giving rapid growth (α>1) or decay (0<α<1).
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The logarithmic function is the inverse of the exponential function with the same base, defined only for positive x.
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The standard periodic trigonometric functions sine, cosine and tangent.
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A piecewise function is defined by different formulas on different parts of its domain.
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Adding a constant a to a function shifts its graph vertically up by a units (down if a is negative).
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Replacing x with x+a shifts the graph of f horizontally to the left by a units (right if a is negative).
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Negating a function reflects its graph vertically across the x-axis.
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Negating the input to a function reflects its graph horizontally across the y-axis.
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There are two absolute-value transformations of a function: applying |·| to the output flips negative parts up, while applying |·| to the input mirrors the right half of the graph onto the left.
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Two real-valued functions on the same domain can be combined pointwise by adding or multiplying their output values.
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The composite function g∘f applies f first (the inner function) and then g (the outer function) to the result, valid as long as the image of f lies in the domain of g.
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Unlike addition or multiplication, the order in which functions are composed generally matters, producing different results.
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The inverse function undoes f: applying f then f⁻¹ (or vice versa) returns the original input, and it exists mapping the range of f back to the domain.
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A function can only be inverted if it is injective (one-to-one); otherwise multiple inputs sharing an output make it impossible to uniquely reverse the mapping.
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Because x² is not injective on all of ℝ (it fails for negative x, since g(f(x)) = |x| ≠ x), √x only serves as its inverse once the domain is restricted to non-negative reals.
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The graph of an inverse function is obtained by reflecting the graph of the original function across the line y = x.
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Since x³ is bijective on all of ℝ, it has a genuine inverse everywhere, namely the cube root function.
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A function is bounded above when its set of output values (image) does not grow without limit; there is some real number that no output exceeds.
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A function is bounded below when there is a real number that no output falls below.
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A function is bounded if its whole image fits between some finite lower and upper number.
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Boundedness extends naturally from single-variable functions to multivariable functions: we simply require the image to be bounded, regardless of the domain's dimension.
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The supremum/infimum of a function is just the supremum/infimum of its set of output values.
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Restricting e^x to (-∞, 2] gives a supremum of e² (attained at x=2) and an infimum of 0 (never attained, since e^x > 0 always).
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As the input grows, the output never decreases.
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As the input grows, the output strictly grows too — no flat sections allowed.
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As the input grows, the output never increases.
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As the input grows, the output strictly decreases.
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The function takes the same single value everywhere on its domain.
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A function is monotonic if its direction of change never reverses across its whole domain — it's consistently non-decreasing or consistently non-increasing.
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For a function already known to be increasing, being strictly increasing is equivalent to being one-to-one. Note this equivalence requires the increasing hypothesis: there exist injective functions that are not monotone at all.
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A function is strictly increasing exactly when it preserves the ordering of real numbers: comparing inputs gives the same comparison as comparing outputs.
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Concrete checks of the order-preserving criterion: doubling preserves order, a decreasing function like 1/x reverses it.
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A global maximizer is an input where the function's value is at least as large as at any other point in the domain.
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A global minimizer is an input where the function attains a value no larger than at any other point. Together, global maximizers and minimizers are called global optima.
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This upward parabola has a single global minimum at its vertex and increases without bound, so no maximum exists.
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Since e^x is strictly increasing and unbounded with infimum 0 never attained, it has neither a maximum nor a minimum.
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Even a bounded function may fail to have a maximum if its image is an open interval — the supremum is never actually attained.
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On a closed bounded interval a continuous function attains its extrema at the endpoints, but on the corresponding open interval those extrema are not attained since the endpoints are excluded.
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A quartic with two symmetric wells attains its minimum value at two distinct points, illustrating that minimizers need not be unique.
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For a constant function all points achieve the same (maximum and minimum) value, so the set of optima can be infinite.
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There is only one maximum value, but many different inputs could achieve it.
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Argmax/argmin is notation for the whole set of maximizers/minimizers, since more than one point may achieve the optimal value.
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A strong optimizer beats every other point strictly — no ties allowed — guaranteeing it is the unique optimizer.
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Being the only point achieving the maximum value is equivalent to strictly beating every other point.
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A local optimizer only needs to beat its nearby competitors within some small neighborhood, not the entire domain. Strong local optima are defined analogously with strict inequalities.
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This function dips to its minimum value at two points and has a local bump (local max, not global) at the origin between them.
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For a strictly increasing function on a closed interval, the endpoints serve as both local and global optimizers.
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A single altered point can create a local maximum out of a discontinuity, while the underlying parabola's infimum of -4 is approached but never reached.
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A multivariable function is bounded exactly when its set of output values is bounded, just as with single-variable functions.
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Examining monotonic behavior in a composite quantity like x²+y² lets us find max/min and decide boundedness quickly.
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A global maximizer/minimizer attains the largest/smallest value of f over the entire domain A ⊆ Rⁿ.
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arg max/arg min collects all points in C that achieve the maximum/minimum value of f, not just a single point.
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A strong (strict) maximizer/minimizer is the unique point achieving the optimal value; no other point ties it.
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These examples show how to find maxima/minima by analyzing monotonic sub-expressions or using known ranges of trig functions.
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A local maximizer only needs to beat nearby points within some small ball, not the whole domain; local minimizers are defined analogously.
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Supremum and infimum of a multivariable function are just the sup/inf of its image, exactly as in the one-variable case.
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As x²+y² → ∞ the fraction vanishes so f approaches 1 but never reaches it, giving a supremum with no maximum.
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Sometimes a function is hard to optimize directly, but composing it with a strictly monotone function (like ln or exp) can turn it into an equivalent, easier problem with the same maximizer.
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Composing with the strictly increasing exponential does not move the location of the maximizer.
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Composing with a strictly increasing function keeps maximizers as maximizers; composing with a strictly decreasing function swaps maximizers and minimizers.
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If x maximizes f, it also maximizes g∘f whenever g is strictly increasing (and the analogous statement holds for minimizers). Note f(x) need not equal g(f(x)) — only the location of the optimum is preserved, and this holds both locally and globally.
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A firm choosing capital K and labor L to maximize Cobb-Douglas output subject to a budget can apply the strictly increasing ln function to turn a hard product-maximization problem into an easier sum-maximization problem with the same optimizers.
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The same monotone-transformation technique used for firms applies to modeling consumer choice, e.g. maximizing a utility function over wine (w) and cheese (c) subject to a budget constraint.
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A strictly convex function curves upward everywhere: any chord between two points on the curve stays above the curve itself (except at the endpoints).
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A convex function's chords never dip below the curve, allowing the chord to touch the graph (e.g. on flat/linear portions).
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A strictly concave function curves downward everywhere: any chord between two points stays strictly below the curve.
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A concave function's chords never rise above the curve.
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An inflection point is where the curvature of the function switches from convex to concave (or vice versa) as you pass through it.
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The value of the function at any weighted average (convex combination) of two points is no greater than the same weighted average of the function's values there — the function lies on or below its chords.
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The function's value at a weighted average of two points is at least the weighted average of the function's values — the function lies on or above its chords.
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Both f (a piecewise-linear 'valley') and g (a parabola) are examples used to illustrate convexity: f is convex but not strictly convex (it has flat pieces), while g is strictly convex.
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Strict convexity strengthens the convex inequality to be strict for interior weights, ruling out flat segments in the graph.
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Strict concavity strengthens the concave inequality to be strict for interior weights.
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A set is convex if the line segment joining any two of its points stays entirely inside the set.
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The epigraph is the region on or above the graph of f. A function is convex exactly when this region is a convex set.
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The region above the upward parabola is a convex set, confirming that x²+1 is a convex function.
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Since sin(x) oscillates, the area above its graph is not a convex set, so sin(x) is not a convex function on this domain.
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The hypograph is the region on or below the graph of f. A function is concave exactly when this region is convex.
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The downward parabola's hypograph is convex, confirming concavity; more generally, flipping the sign of a function swaps convexity and concavity.
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A straight line satisfies both the convex and concave chord inequalities with equality, so it belongs to both classes.
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Affine functions are defined precisely as those that are simultaneously convex and concave.
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The functions that are both convex and concave are exactly the straight lines: f(x) = mx + b.
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Convexity and concavity are extremely powerful for optimization: they guarantee that any locally optimal point is automatically globally optimal, eliminating the need to search elsewhere. The general version for f: A ⊆ Rⁿ → R is proved later.
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A function of several variables is (additively) separable if it can be written as a sum of functions, each depending on only one of the variables.
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Cross terms mixing different variables (like xy) prevent additive separability, since they cannot be split into single-variable pieces.
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On a convex domain A, f is convex if chords lie above the graph, and concave if chords lie below the graph.
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The Euclidean norm is convex because the triangle inequality directly gives the defining inequality of convexity.
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This product function fails both the convexity and concavity inequalities, illustrating that many functions are neither.
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A positive-definite quadratic form (plus a constant) is a convex, even strictly convex, function.
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Strict versions require the chord to lie strictly above (convex) or strictly below (concave) the graph for distinct points.
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Affine (linear plus constant) functions are convex and concave but never strictly so, since equality holds along the chord.
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Affine functions (non-vertical lines in R, non-vertical planes/hyperplanes in Rⁿ) are exactly the functions that are simultaneously convex and concave.
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For convex/concave functions on a convex domain, any local optimum is automatically a global optimum, which greatly simplifies optimization.
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Convexity and concavity are preserved under taking non-negative weighted sums of functions, a key tool for building new convex/concave functions.
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Splitting a function into a sum of known convex pieces lets us conclude convexity of the whole using the preservation proposition.
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Unlike non-negative sums, differences, products, and quotients of convex functions need not be convex, as these counterexamples show.
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Level curves act like a topographic map, letting us understand a 3D surface through a series of 2D slices at fixed heights.
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The level curve of height k (also called a contour line) is the set of points in the plane where f takes exactly the value k.
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The level-4 curve of this hemisphere function is a circle of radius 3 centered at the origin.
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The level set of level k generalizes level curves to any dimension: it is the set of all domain points mapping exactly to k.
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Solving f(x)=k directly gives the level set; in one variable it may be a finite set of points, in two variables a curve.
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Upper contour sets collect points where f is at least k; lower contour sets collect points where f is at most k; their intersection is the level set.
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These examples show how upper/lower contour sets flip in shape depending on whether the function is increasing or decreasing in the relevant quantity.
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Concave functions always have convex upper contour sets, and convex functions always have convex lower contour sets.
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This formalizes that concavity/convexity of a function guarantees convexity of its upper/lower contour sets, respectively.
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The concavity inequality directly shows that any convex combination of two points in the upper contour set stays in the upper contour set.
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Having convex upper and lower contour sets does not imply convexity or concavity of the function; x³ is a counterexample.
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Any strictly increasing or decreasing function on an interval automatically has convex (interval-shaped) contour sets, regardless of curvature.
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A utility function quantifies the usefulness or satisfaction a bundle of goods gives to a consumer; its upper contour sets (u ≥ k) represent bundles giving at least utility k.
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Mixing (diversifying) two bundles that each guarantee at least utility k should give a mixed bundle with utility at least k too — exactly the statement that upper contour sets of u are convex.
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A function on a convex domain A is quasi-concave if its value at any convex combination of two points is at least the smaller of the two function values.
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A function on a convex domain A is quasi-convex if its value at any convex combination of two points is at most the larger of the two function values.
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A quasi-affine function satisfies both the quasi-concavity and quasi-convexity inequalities simultaneously.
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Strict versions require strict inequality for all distinct points and interior mixing weights, ruling out flat segments at the extreme value.
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This function bottoms out at 0 and rises on both sides, giving it the quasi-convex 'valley' shape; it is not concave/convex in the classical sense despite being classified convex via a special case.
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Its repeated oscillating humps fail every one of these four properties.
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Every concave function is automatically quasi-concave, and every convex function is automatically quasi-convex (with strict versions matching up too); the converse need not hold.
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Quasi-concavity/convexity is strictly weaker than concavity/convexity: x³ satisfies all the quasi properties without being convex or concave.
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Any monotonic function, regardless of curvature, is automatically both quasi-concave and quasi-convex (hence quasi-affine); e.g. eˣ, being strictly increasing, is strictly quasi-concave and strictly quasi-convex.
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Since eˣ is strictly monotone, the monotonicity theorem immediately gives both quasi properties.
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This if-and-only-if result exactly characterizes which functions have convex upper/lower contour sets: precisely the quasi-concave/quasi-convex ones.
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Checking convexity of each contour set directly determines quasi-convexity/quasi-concavity without checking the defining inequality.
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Because |sin(x)| oscillates repeatedly, both its upper and lower contour sets consist of disconnected pieces, failing convexity.
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This bump-shaped function peaks at 0 and decays symmetrically, giving convex upper contour sets (quasi-concave) but non-convex lower contour sets.
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This table summarizes worked classification examples: piecewise linear/absolute-value/odd-power functions illustrate all combinations of the four properties.
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Even in two variables, taking a monotone transformation of a convex expression (like a 5th root) can destroy convexity while preserving quasi-convexity.
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A consumer chooses a bundle (x,y) to maximize a quasi-concave utility function subject to a linear budget constraint, where pₓ, p_y are prices and w is wealth.
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Strict quasi-concavity of utility, combined with the convex upper contour sets it implies, guarantees the consumer's optimal choice is unique, illustrated graphically where the budget line is tangent to a single upper contour set.
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Composing a quasi-concave function with any strictly increasing function preserves quasi-concavity, mirroring how such compositions preserve maximizers.
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Informally, a sequence is an ordered, infinite list of real numbers called terms, indexed by the natural numbers.
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Formally, a sequence is a function from the natural numbers to the reals; the range of this function is the list of terms, and xₙ is called the general term.
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The harmonic sequence is the classic example of a sequence whose terms shrink toward zero as n grows.
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Explicit formulas for general terms generate very different qualitative behaviors: converging, growing, diverging to −∞, and oscillating.
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Instead of function notation y = f(n), sequences are usually written with a subscript, such as xₙ, aₙ, etc.
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A recurrence relation defines a sequence via one or more starting values plus a rule expressing each term using earlier terms, rather than an explicit formula in n.
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The same sequence can be described explicitly by a formula or recursively; care is needed with indexing since shifting the index can change the meaning of the recursion.
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The Fibonacci sequence is defined recursively by adding the two previous terms; remarkably, it also has an explicit closed form (Binet's formula) involving the golden ratio.
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As n → ∞, a sequence can be regular (converging to a finite limit or diverging to ±∞) or irregular (e.g., oscillating without settling or blowing up consistently).
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A sequence converges to L if its terms eventually get and stay arbitrarily close to L: for every tolerance ε, all terms beyond some index nε lie within ε of L. Note that nε depends on ε.
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Two equivalent ways of writing that a sequence converges to L.
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This proof shows formally, using the ε–N definition, that 1 + 1/n converges to 1 by solving the inequality |aₙ − L| < ε for n.
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Since |(−1)ⁿ/n| = 1/n, the same technique as before shows this alternating sequence converges to 0.
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A sequence diverges to +∞ if its terms eventually exceed any given bound k, no matter how large.
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Since ln(n) grows without bound as n increases, for any bound k we can find an index beyond which ln(n) exceeds k, showing divergence to infinity.
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A sequence diverges to −∞ if its terms eventually fall below any given negative bound k.
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As n grows, −n³ decreases without bound, so the sequence diverges to −∞; concretely for k = −52, choosing index 5 already suffices.
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A sequence that fails to converge and fails to diverge to ±∞ is called irregular; irregular sequences are often oscillating, such as (−1)ⁿ or (−1)ⁿn².
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A sequence converges to L from below if it approaches L while its terms stay at or below L, e.g. n/(n+1) → 1⁻.
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A sequence converges to L from above if it approaches L while its terms stay at or above L, e.g. n/(n−1) → 1⁺.
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Convergence from a particular direction is a stronger condition than plain convergence: it implies convergence, but a sequence can converge while oscillating around the limit from both sides.
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A sequence is bounded above/below if all its terms stay under/over some fixed real number; it is bounded if both hold.
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A sequence is monotonic if it consistently moves in one direction (non-decreasing or non-increasing); it is strictly monotonic if the inequality is strict, and constant if all terms are equal.
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Since limits only depend on tail behavior, we often only require a property (positivity, monotonicity, a given limit, etc.) to hold from some point onward, not for every single term.
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Even though the sequence increases initially (n² for small n), from n = 11 onward it becomes 2⁻ⁿ, which is decreasing and tends to 0, so both properties hold eventually.
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Although a₀,...,a₄ are ≤ 0, from n = 5 onward the terms are always positive, so the sequence is eventually positive.
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This sequence never settles into any eventual nice behavior: it alternates between blowing up (on even n) and shrinking to zero (on odd n), so it is neither eventually monotonic, bounded, nor convergent.
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Convergence of aₙ to L is equivalent to the distance d(aₙ, L) converging to 0; since distances are never negative, this is the same as converging to 0 from above.
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For an eventually positive sequence, diverging to infinity is exactly equivalent to its reciprocal converging to 0 from above. This underlies a useful 'change of variables' trick for computing limits.
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The proof swaps the roles of the bound k and tolerance ε using k = 1/ε (and vice versa), exploiting positivity of xₙ to flip the inequality xₙ > k into 1/xₙ < ε and back.
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If a sequence converges, its limit is unique — a sequence cannot converge to two different finite values at once.
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Assuming two distinct limits leads to a contradiction: choosing ε as half the distance between them forces the triangle inequality to give a value strictly less than itself, which is impossible.
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If a sequence converges to a nonzero limit L, then eventually all terms of the sequence share the same sign as L.
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Taking ε to be half the (nonzero) limit L forces the terms, once close enough to L, to lie strictly on the same side of 0 as L, so their product with L is positive.
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Every convergent sequence must be bounded; convergence is a stronger property than boundedness.
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A convergent sequence is eventually trapped in a neighborhood of its limit (so the infinite tail is bounded), and the only remaining terms are a finite set, which is automatically bounded; combining the two bounds bounds the whole sequence.
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Boundedness alone does not guarantee convergence; the converse of the previous theorem fails because of irregular (oscillating) sequences. However, bounded regular sequences do converge.
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Every monotonic sequence is regular: it either converges (if bounded) or diverges to ±∞ (if unbounded); it can never be irregular/oscillating.
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The key idea is completeness of the reals: a bounded monotonic sequence converges to its supremum (or infimum), because eventually the sequence must get arbitrarily close to this least upper bound; an unbounded monotonic sequence diverges since it must eventually exceed every bound.
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Regularity (here, convergence) does not imply monotonicity: this alternating sequence converges to 0 while continually switching between increasing and decreasing.
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Power sequences nᵅ are monotonic (hence regular). They diverge to infinity for positive exponent, are constantly 1 for exponent zero, and converge to 0 for negative exponent.
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The exponential sequence qⁿ behaves differently depending on the base q: it diverges for q>1, is constant for q=1, converges to 0 for |q|<1, and oscillates without a limit (irregular) whenever q≤-1.
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Logarithmic sequences (ln n)ᵅ mirror the behavior of power sequences: they diverge for positive exponent, equal 1 for exponent zero, and converge to zero for negative exponent.
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A geometric sequence multiplies the previous term by a fixed ratio q at each step, starting from an initial value α; e.g. α=3, q=2 gives xₙ=3·2ⁿ.
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An arithmetic sequence adds a fixed common difference q to the previous term at each step, starting from an initial value α; e.g. α=3, q=5 gives xₙ=3+5n.
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If two sequences are regular (converge to a real number or ±∞), then their sum, product, and quotient are also regular and equal the corresponding operation on the limits, unless the combination produces an indeterminate form, in which case more analysis is needed.
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Since n diverges to infinity and 1/n converges to 0, their sum is not an indeterminate form and diverges to infinity by the sum rule.
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Both terms diverge to +∞, and since +∞+∞ is not indeterminate, the sum also diverges to +∞.
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Both eⁿ and n diverge to infinity, so their difference is an indeterminate form and cannot be resolved by the basic operations theorem alone; further tools (like the hierarchy of infinities in Lecture 14) are needed.
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The product of two sequences both diverging to +∞ diverges to +∞, since this is not an indeterminate form.
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One factor diverges while the other tends to 0, producing an indeterminate product that requires additional analysis to resolve.
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The product of two sequences both converging to 0 converges to 0, since 0·0 is not an indeterminate form.
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Even though each ratio starts as the indeterminate form ∞/∞, canceling common factors of n reveals the true limit, which can be ∞, 0, or a finite nonzero number depending on the relative degrees.
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The proof uses the standard ε-N definition of convergence: to control the sum's distance from L+H, we control each sequence's distance from its own limit within ε/2 and use the triangle inequality.
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If a sequence is trapped between two other sequences that both converge to the same limit L, then it too must converge to L — useful for irregular sequences like sin(n) that cannot be handled by the operations theorem.
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Once both bounding sequences are within ε of L, the trapped sequence xₙ is forced to also be within ε of L, so it converges to L.
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Since sin(n) is bounded between -1 and 1 while n grows without bound, dividing by n squeezes sin(n)/n between two sequences both converging to 0, forcing sin(n)/n to converge to 0 even though sin(n) itself is irregular.
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If the ratio of consecutive terms (in absolute value) converges to a number strictly less than 1, then the sequence must converge to 0 — a powerful tool for sequences involving factorials or exponentials.
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Since the ratio of successive terms approaches 1/3, which is less than 1, the ratio criterion guarantees the sequence n³/3ⁿ converges to 0, even though both numerator and denominator individually diverge.
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Formal names for the two extreme types of behavior we compare: sequences diverging to ±∞ (infinities) and sequences converging to 0 (infinitesimals).
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aₙ is 'slower' to reach infinity than bₙ; we say aₙ is negligible with respect to bₙ.
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We write aₙ = O(bₙ) (read 'aₙ is little-o of bₙ') when aₙ is negligible with respect to bₙ, i.e. their ratio tends to 0.
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aₙ is 'faster' to reach infinity than bₙ; equivalently bₙ is negligible with respect to aₙ, so bₙ = O(aₙ).
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When the ratio of two infinities tends to a nonzero finite constant, they grow at comparable ('same order') speeds, denoted aₙ ≍ bₙ.
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Two sequences are asymptotically equivalent when their ratio tends to exactly 1, meaning they behave identically in the limit; equivalence of an ~ bn transfers convergence and limit value between the two sequences.
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Sometimes the ratio of two infinities reduces to an irregular (oscillating) sequence with no limit, in which case the two infinities simply cannot be ranked against each other.
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Among power sequences, the one with the larger exponent is always the infinity of higher order.
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Among exponential sequences, the one with the larger base is the infinity of higher order.
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Among logarithmic power sequences, the larger exponent gives the infinity of higher order, exactly analogous to power sequences.
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Any exponential sequence with base greater than 1 grows faster than any power sequence, no matter how large the exponent; this is confirmed using the ratio criterion together with the fact that a sequence diverges to infinity exactly when its reciprocal converges to 0.
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Any power sequence with a positive exponent grows faster than any power of the logarithm, regardless of the exponents involved.
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The preceding comparisons establish a general ranking: exponential growth beats polynomial growth, which in turn beats logarithmic growth.
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Factorial growth outpaces any exponential growth, and nⁿ in turn outpaces factorial growth, extending the hierarchy further.
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Even the smallest positive power of ln(n) beats ln(ln n), so ln(ln n) sits at the very bottom of the hierarchy of infinities.
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A complete ranking of common sequences by growth rate as n → ∞, from slowest (double logarithm) to fastest (n to the n).
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Little-o terms combine algebraically much like error terms: sums and scalar multiples of negligible terms remain negligible at the same order, and the dominant term absorbs a strictly smaller-order term.
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Asymptotic equivalence is preserved under multiplication of equivalent sequences and under raising to a positive power, which makes it a very convenient tool for simplifying limits.
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Two sequences are asymptotically equivalent exactly when they differ from each other only by a term that is negligible relative to them — i.e. they agree up to lower-order corrections.
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Since a sequence plus a negligible correction is asymptotically equivalent to the sequence itself, products and quotients of such sums are asymptotically equivalent to the products/quotients of the leading terms — the key technique used to resolve indeterminate forms.
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By identifying the dominant (highest-order) term in numerator and denominator and treating all lower-order terms as negligible, the limit reduces to the ratio of leading coefficients: 3/5.
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Since ln n is negligible compared to nⁿ, the difference is dominated entirely by −nⁿ, which diverges to −∞.
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The numerator's dominant term n² is itself negligible compared to eⁿ in the denominator, so the whole expression tends to 0.
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Both numerator and denominator are dominated by their cubic terms, so the limit is the ratio of the leading coefficients, 2.
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Bounded oscillating terms like (−1)ⁿln(n)³ and sin(n) are negligible compared to n² in the numerator, and n², n³ are negligible compared to eⁿ in the denominator, so the ratio reduces to n²/eⁿ → 0.
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Just as with infinities, we can compare the relative 'speed' of two sequences both tending to zero by examining the limit of their ratio; the case of 0⁻ is entirely analogous.
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aₙ is 'faster' to reach 0 than bₙ, i.e. aₙ is negligible relative to bₙ.
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aₙ is 'slower' to reach 0 than bₙ, meaning bₙ is negligible relative to aₙ.
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When the ratio of two infinitesimals tends to a nonzero constant, they approach zero at comparable rates, written aₙ ≍ bₙ.
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Just as with infinities, two infinitesimals are asymptotically equivalent when their ratio tends to exactly 1.
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As with infinities, the ratio of two infinitesimals can reduce to an irregular sequence, meaning the two infinitesimals cannot be ranked.
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The hierarchy of infinities and the hierarchy of infinitesimals are mirror images of each other: aₙ being a higher-order infinity than bₙ is equivalent to 1/aₙ being a higher-order infinitesimal than 1/bₙ.
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The hierarchy of infinitesimals is exactly the reverse of the hierarchy of infinities: reciprocals of the fastest-growing sequences are the fastest to reach zero.
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The dominant terms 3ⁿ and 4ⁿ control numerator and denominator, giving a ratio of (3/4)ⁿ which converges to 0 since 3/4 < 1.
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Rewriting n^(1/n) using the exponential/logarithm identity converts the problem to computing lim(ln n)/n, which is 0 because n grows faster than ln n; exponentiating back gives limit e⁰=1.
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The sequence (1+1/n)ⁿ is monotonically increasing and bounded above, so by the monotone convergence theorem it converges to its supremum.
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The sequence (1+1/n)ⁿ converges to Euler's number e, and more generally (1+a/n)ⁿ converges to e^a for any real constant a — a fundamental limit used throughout calculus and compound interest problems.
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A vector-valued sequence assigns to each natural number n a vector in ℝᵐ, generalizing the notion of a real-number sequence.
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A vector sequence converges to a limit vector L when, eventually, the distance between xₙ and L becomes arbitrarily small; conveniently, this holds if and only if every coordinate sequence converges to the corresponding coordinate of L.
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To find the limit of a vector sequence we take the limit of each coordinate separately: the first coordinate uses the hierarchy (ln n negligible relative to 2n, so the exponent goes to −∞), the second uses the generalized e^a limit, and the third is a simple rational limit.
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Naively summing an infinite sequence of ±1 terms by different groupings gives contradictory answers (0, 1, 1/2), showing that infinite sums need a rigorous definition before being manipulated freely.
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Walking half the remaining distance repeatedly corresponds to summing an infinite geometric sequence of distances; even though infinitely many strictly positive terms are added, the total is the finite distance of 1 meter.
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Given a sequence aₙ, the series with general term aₙ is the formal infinite sum of its terms.
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From a sequence aₙ we build a new sequence sₙ, the partial sums, where each new term adds the next aₙ to the previous partial sum. A series is precisely this sequence of partial sums.
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If the limit of the sequence of partial sums exists, the series is said to have that value; convergence of a series reduces to convergence of the sequence of partial sums.
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This resolves the opening paradox: since the partial sums oscillate between 1 and 0 without converging, the series simply has no value — none of 0, 1, or 1/2 is correct.
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Since a series is just a sequence of partial sums, its behavior (convergent, divergent to ±∞, or irregular) is classified exactly as sequence behavior is classified, applied to sₙ.
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Given a geometric sequence aₙ = aqⁿ, the geometric series is the infinite sum of its terms, with a the first term and q the common ratio.
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When the common ratio exceeds 1, the terms themselves grow without bound, so the partial sums also diverge.
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When q = 1 every term equals a, so the partial sum after n terms is simply na, which diverges as n grows (unless a = 0).
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For q more negative than −1, the magnitude of the terms grows without bound while alternating sign, making both the sequence and its partial sums irregular and unbounded.
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At q = −1 the terms have constant magnitude but alternate sign forever, so the sequence and partial sums are bounded but never settle to a limit.
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When the common ratio is strictly between −1 and 1, the terms shrink to zero fast enough that the amount added at each step vanishes and the partial sums converge to a finite limit.
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This fully classifies the geometric series (with a = 1): it diverges to infinity for q ≥ 1, converges to 1/(1−q) for |q| < 1, and is irregular for q ≤ −1.
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The key algebraic trick is writing (1−q)sₙ as a telescoping difference to get the closed form sₙ = (1−qⁿ⁺¹)/(1−q); the limit behavior of qⁿ⁺¹ in each range of q then determines the behavior of the series.
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If the sum starts at n = n₀ instead of 0, the value is rescaled by q raised to the starting index, obtained by factoring out qⁿ⁰ and applying the standard formula to the remaining series starting at 0.
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Factoring out the first term's power converts a series starting at n=1 into a series starting at n=0, which can then be evaluated with the standard geometric series formula.
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The fully general geometric series formula: for any first coefficient a and any starting index n₀, the sum equals the first term of the series divided by one minus the common ratio.
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Applying the geometric series formula confirms rigorously that the total distance walked in Zeno's paradox is exactly 1 meter, resolving the paradox.
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A worked example applying the most general geometric series formula with a = 2, q = 1/3, n₀ = 0.
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Since series are limits of partial sums, they inherit the linearity properties of limits: convergent series can be added term-by-term and scaled by constants.
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The harmonic series is the sum of reciprocals of the positive integers, a special series whose terms tend to zero yet whose sum diverges.
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Despite its terms shrinking to zero, the harmonic series is positively divergent — the terms do not shrink fast enough for the sum to be finite.
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By grouping consecutive terms into blocks of doubling length (1 term, then 2, then 4, then 8, ...), each block sums to strictly more than 1/2; since infinitely many such blocks exist, the partial sums grow without bound.
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This is a crucial cautionary example: the terms of a series tending to zero is not enough to guarantee convergence of the series — how fast they tend to zero matters.
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The Mengoli series is a classic telescoping series whose partial sums collapse via partial fractions [1/n − 1/(n+1)], yielding a sum of exactly 1; left as a homework exercise.
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This recalls the harmonic vs. geometric series comparison, motivating the search for necessary and sufficient conditions for convergence beyond simply aₙ → 0.
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Convergence of a series forces its terms to tend to zero; however, this condition is necessary but not sufficient (the harmonic series is the standard counterexample to sufficiency).
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The logically equivalent contrapositive gives a practical divergence test: if the terms do not tend to zero, the series cannot converge.
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Using asymptotic equivalence to compute the limit of the general term shows it is nonzero, so by the contrapositive of the necessary condition the series cannot converge (though this alone does not show it diverges to infinity rather than being irregular).
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A series that is eventually non-negative can never be irregular: it must either converge to a finite value or diverge to +∞, since its partial sums are eventually non-decreasing.
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Combining non-negativity (hence regularity, so it must converge or diverge) with the failure of the necessary condition (so it cannot converge) forces the conclusion that the series diverges to infinity.
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Since the terms are eventually non-negative (regular) but do not tend to zero, the series must diverge to infinity.
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This generalizes the harmonic series (α = 1) by raising n to an arbitrary real power α in the denominator.
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The generalized harmonic (p-)series converges exactly when the exponent exceeds 1; it does not tell us the value of the sum, only whether one exists.
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This further generalizes the generalized harmonic series by adding a logarithmic factor, reducing to it when β = 0.
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This series converges when α exceeds 1 regardless of β, or when α equals 1 exactly if β exceeds 1; it diverges when α is below 1, or when α equals 1 with β at most 1.
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Two eventually positive series with asymptotically equivalent general terms always share the same convergence/divergence behavior, though not necessarily the same sum.
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Since the general term is asymptotically equivalent to a constant multiple of a convergent generalized harmonic series (α = 2), the asymptotic comparison criterion gives convergence.
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Even with a bounded oscillating term like cos n in the denominator, it is dominated (Big-O) by the leading terms, so the asymptotic comparison still yields convergence.
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The general term is asymptotically equivalent to 1/n, so by comparison to the divergent harmonic series, the given series diverges to infinity.
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When exponential terms dominate polynomial ones, the series behaves like a convergent geometric series since 3/π < 1.
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If one non-negative series is termwise bounded above by another, convergence of the larger series forces convergence of the smaller, and divergence of the smaller forces divergence of the larger; this does not determine the value of either sum.
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Bounding 1/e^{n²} above by the convergent series 1/n² (a comparison with different starting index n=0 vs n=1 does not affect convergence, since finitely many terms never do) shows the given series converges.
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Since 1/ln(ln n) is bounded below by the divergent harmonic series terms, the comparison criterion forces this series to diverge too, even though its terms tend to zero (just too slowly).
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Comparing each term to the next via their ratio, this test tells us convergence or divergence based on whether the terms eventually shrink geometrically fast; it does not reveal the sum's value.
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When the limiting ratio equals exactly 1, the ratio test gives no information and another method must be used (e.g. the harmonic vs. generalized harmonic series both have ratio → 1 but differ in behavior).
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The factorial growth in the denominator makes the ratio of consecutive terms tend to 0, well below 1, so the ratio criterion confirms convergence.
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The exponential series sums the reciprocals of factorials; it is a fundamental series whose value turns out to be Euler's number e.
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Applying the ratio criterion to the exponential series shows the ratio of consecutive terms vanishes, confirming convergence.
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The exponential series with 1/n! sums exactly to Euler's number e, and more generally, substituting xⁿ/n! gives the Taylor series for eˣ at every real x.
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All the previous tests (comparison, ratio, asymptotic) assumed eventually non-negative terms; we now extend the theory to series whose terms may have mixed or indefinite sign.
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Factoring out the constant −1 reduces this to the (negatively scaled) harmonic series, which diverges; if a series can be written as −Σbₙ where Σbₙ converges, then the original series converges too.
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Any all-negative series can be handled by factoring out −1 and analyzing the resulting non-negative series with the earlier tests.
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These examples have terms that permanently switch sign in no simple eventual pattern, motivating the need for a genuinely new tool: absolute convergence.
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Given any series with terms of arbitrary sign, we can form the associated series of absolute values, which is always a non-negative series and hence regular, so the earlier tests apply to it directly.
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A series converges absolutely if the series of its absolute values converges; this is a stronger condition than ordinary convergence.
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Absolute convergence is a sufficient condition for ordinary convergence, giving a powerful tool for series with mixed-sign terms: if the absolute-value series converges (checkable with non-negative-series tests), the original series converges too.
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Taking absolute values removes the alternating sign, reducing to the convergent generalized harmonic series with α = 2, so the original series converges absolutely.
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Since |sin n| ≤ 1, the absolute-value series is bounded above by the convergent Σ1/n², so by the comparison criterion it converges, giving absolute convergence and hence convergence of the original series.
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The converse of the absolute convergence theorem is false: some series converge without converging absolutely. Such series are called conditionally convergent.
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The alternating harmonic series converges in the ordinary sense, but its absolute-value series is exactly the divergent harmonic series, so it does not converge absolutely — it is the canonical example of conditional convergence.
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Away from x=1 this function equals x+1, so it should 'behave like' x+1 near x=1 even though it is undefined there. Limit points of a set need not belong to the set.
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There are four combinations depending on whether we approach a finite point or infinity, and whether the function value approaches a finite number or infinity. The limit may also fail to exist at all.
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f(x) can be made arbitrarily close to L by taking x sufficiently (but not exactly) close to x₀. This is the classical ε–δ definition, with d(x,y)=|x−y|.
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Choosing δ = ε makes the ε–δ definition hold, verifying the limit directly from the definition.
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A unified definition valid for all four cases, using open neighborhoods instead of distances; this also covers neighborhoods of ±∞, e.g. B_ε(∞) = (ε,∞).
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Given any neighborhood of infinity, we found a matching neighborhood of 2 that guarantees f(x) lands in it, confirming the limit is infinite.
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Points sufficiently close to x₀ (but not equal to it) make f(x) larger than any prescribed M.
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For sufficiently large x, f(x) is arbitrarily close to L.
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By reusing the known sequence limit for 1/2ⁿ → 0, we transfer that estimate to the continuous variable x to establish the function limit.
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The limits at +∞ and −∞ can be different finite values for the same function.
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For sufficiently large x, f(x) becomes arbitrarily large as well.
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A simple example of an infinite limit point at infinity in both directions.
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Since the two-sided definition requires all nearby x (both sides) to behave consistently, functions that differ on each side of a point need one-sided limits.
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One-sided limits restrict attention to x approaching x₀ only from the right (x₀⁺) or only from the left (x₀⁻).
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Only points on the right side of x₀ need be controlled to land f(x) inside the target neighborhood. Left-sided definitions are analogous.
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The only difference from the two-sided ε–δ definition is restricting x to the interval (x₀, x₀+δ) rather than a full punctured neighborhood.
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For x just to the right of x₀, f(x) can be forced above any bound M.
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The left and right limits can be entirely different in character (one infinite, one finite).
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Even when both one-sided limits exist, they need not be equal — so the two-sided limit fails to exist here.
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The two-sided limit exists and equals L exactly when both one-sided limits exist and agree on the value L.
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As x→0, 1/x oscillates through all real values infinitely often, so sin(1/x) oscillates between −1 and 1 without settling, so no limit (one- or two-sided) exists.
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Since both rationals and irrationals are dense, every neighborhood of any point contains points where f=1 and points where f=0, so f(x) never settles to a single value.
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f approaches L while staying below (or equal to) L as x grows large; other 'from above/below' variants (at finite points, one-sided) are defined analogously.
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For large enough x, f(x) is within ε of L but never exceeds L, capturing approach 'from below'.
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A vertical line at x=x₀ is an asymptote whenever the function blows up (to +∞ or −∞) approaching x₀ from at least one side; it can be complete (both sides blow up) or incomplete (only one side).
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Only one side (the left) blows up to infinity near x=1, while the right side stays finite, so the asymptote only touches the curve on one side.
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A horizontal line y=L is an asymptote if the function approaches L as x grows without bound in either direction; a function may have two different horizontal asymptotes and may even cross one (e.g. sin(x)/x crosses y=0).
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A worked example locating both a complete vertical asymptote at x=1/2 and a horizontal asymptote at y=3/2 for a rational function.
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This connects function limits to sequence limits: f has limit L at x₀ exactly when every sequence approaching x₀ (never equal to x₀) has images converging to L. This lets us reuse all sequence-limit theorems for functions.
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A function cannot have two different finite limits at the same point; the limit, if it exists, is unique.
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Uniqueness of limits for functions follows immediately from uniqueness of limits for sequences via the sequential characterization theorem.
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If the limit is nonzero, then near x₀ the function value must have the same sign as the limit L.
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The squeeze theorem for functions: if f is trapped between two functions with the same limit, f shares that limit.
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Since sin(x) is bounded between −1 and 1, dividing by x squeezes sin(x)/x between two functions that both tend to 0.
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This is the roadmap for computing limits of functions: recognize elementary function behavior, apply algebra-of-limits rules, and fall back on notable limits or substitutions when facing indeterminate forms.
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Sums, products, and quotients of functions with known limits have limits equal to the corresponding sum, product, or quotient of those limits, provided we don't hit an indeterminate form like ∞−∞ or 0/0.
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The isolated statement for addition, proved directly using the sequential characterization of limits.
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The strategy is to reduce the function-limit statement to sequences (using Theorem (*): limₓ→x₀f(x)=L ⟺ xₙ→x₀ ⟹ f(xₙ)→L), apply the already-proven sequence addition rule, then translate back.
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Even though the algebra-of-limits theorem cannot be applied directly (cos x has no limit), boundedness of cos(x) combined with eˣ→∞ still forces the sum to diverge to infinity.
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Since our sequence tools require n→∞, substitutions like t=1/x (for x→0⁺) or t=−x (for x→−∞) convert any type of limit into one where the new variable tends to infinity.
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Substituting t=1/x converts the limit into one at infinity, which is then evaluated using the sequence order-of-growth fact ln(n)=O(n), approaching 0 from below since ln(1/n)<0.
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Substituting t=−x turns a limit at −∞ into one at ∞, then the known growth-order fact n=O(eⁿ) gives the value 0, approached from below.
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f∼g means f and g behave the same way (to leading order) near x₀; f=O(g) means f is negligible compared to g near x₀. These generalize sequence notation to functions, and x₀ may be finite or ±∞.
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Which function is 'bigger' depends entirely on where you are taking the limit: x² dominates x at infinity, but x dominates x² near zero. The hierarchy of infinities/infinitesimals is location-dependent.
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Keeping only the dominant term in numerator and denominator as x→∞ simplifies the ratio to 1/x, whose limit is immediate.
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Near 0, the lowest-order (dominant) terms are 2x in both numerator and denominator, giving the limit 1/2 — the opposite dominant term compared to the x→∞ case.
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A continuous-variable analogue of the sequence definition of e; setting a=1 recovers limₓ→∞(1+1/x)ˣ=e.
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Obtained from the previous notable limit by a change of variable t=1/x, converting x→0 into t→∞.
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Near x=0, eˣ−1 behaves exactly like x to leading order; equivalently eˣ is well-approximated by 1+x.
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Near x=0, ln(1+x) behaves like x to leading order.
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Near x=0, raising (1+x) to a power a produces a change approximated by ax; this generalizes the binomial approximation.
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The fundamental trigonometric limit: near 0, sin(x) is well-approximated by x itself.
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Near 0, cosine deviates from 1 by approximately x²/2, giving the standard second-order approximation for cosine.
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Recognizing √(1+x)−1 as the a=1/2 case of the power notable limit immediately gives the answer 1/2.
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A change of variable transforms this limit at infinity into the fundamental notable limit sin(t)/t → 1 as t→0.
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Substituting t=x² reduces this to the standard notable limit ln(1+t)/t → 1.
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Applying asymptotic equivalence (rather than direct substitution) and simplifying the resulting ratio gives the limit 0.
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Combining two notable limits (for eˣ−1 and ln(1+x)) via asymptotic equivalence reduces a compound indeterminate ratio to a simple limit of x.
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A function is continuous at a point if its limit there equals its actual value there — no gap between what the function approaches and what it equals.
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At an isolated point there is no way to take a limit (no nearby points to approach from), so continuity there is simply declared true by convention.
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A function is continuous on its whole domain when it is continuous at each and every point of that domain.
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Continuity is a property tied to points where the function is actually defined; it makes no sense to ask about continuity at a point outside the domain.
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Even though 1/x blows up as x approaches 0, since 0 is excluded from the domain, the function is continuous everywhere it is actually defined.
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The two pieces do not meet up at x = 0 (left limit 1, right limit 3), so the function jumps there and fails continuity.
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Checking one-sided limits at the boundary point (here x=1, which is in the domain) reveals a mismatch, so the function is discontinuous there.
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Since 2 and 4 are not adjacent (there is a gap between them), we only need continuity within each piece; there is no point where the two pieces must match up, so the function is continuous.
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Once we force the function to be defined at x=0, we must check continuity there, and since the limit does not exist (it blows up), the function fails to be continuous.
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Discontinuities are classified into three types based on the behavior of one-sided limits: holes can be patched, jumps and essential discontinuities cannot.
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The limit exists and is finite, but it does not equal the actual function value — like a single missing or misplaced point that could be 'fixed' by redefining f(x_0).
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Both one-sided limits are finite but disagree — the graph literally jumps from one height to another, and no single value of f(x_0) can fix this.
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At least one side blows up to infinity or oscillates without settling — the worst kind of discontinuity, impossible to fix by any redefinition.
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The limit as x approaches 0 is 0, but the function was defined to equal 1 there — a single misplaced point, i.e. a removable hole.
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Both one-sided limits blow up to infinity (in opposite directions), so this cannot be patched by redefining the function value — an essential discontinuity.
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As x approaches 0, sin(1/x) oscillates infinitely often between -1 and 1 without settling on any value, so the limit fails to exist — an essential discontinuity.
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Since rationals and irrationals are both dense, every neighborhood of any point contains values of f equal to both 0 and 1, so no limit ever exists, making every point an essential discontinuity.
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To make a piecewise function continuous at the boundary point, set the two one-sided expressions equal at that point and solve for the unknown parameter.
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A function has a limit at a point exactly when every sequence approaching that point (without hitting it) has its images converge to the same value — this bridges the language of function limits and sequence limits.
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Continuity at a point is equivalent to: whenever inputs converge to that point (this time sequences may equal x_0), the outputs converge to the function's actual value there.
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Merely requiring that the image sequence converges (without specifying the limit must equal f(x_0)) is a strictly weaker condition and does not imply continuity — the images could converge to the wrong value.
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Familiar building-block functions (polynomials, rational functions, roots, exponentials, logarithms, trigonometric functions, and their combinations) are automatically continuous everywhere they are defined.
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Sums, differences, products, and quotients (with nonzero denominator) of continuous functions remain continuous at the point in question — continuity is preserved under the basic algebraic operations.
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Even though f and g are individually discontinuous at 0 (both jump), their sum is the constant 0, their product is the constant -1, and their quotient is constant -1 — all continuous. This shows combining functions can 'cancel out' discontinuities.
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Composing two continuous functions (where the composition makes sense) yields another continuous function; this justifies computing limits of composite continuous functions by direct substitution.
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For a continuous composite function, you can compute the limit simply by plugging in x_0 — no special technique required.
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Since both cosine and the exponential function are continuous, we can evaluate the limit of their composition by direct substitution of x = π.
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A continuous function on a compact (closed and bounded) domain always attains both a maximum and a minimum value somewhere on that domain — existence of optima is guaranteed.
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Each hypothesis in Weierstrass's Theorem is essential; the theorem only tells us that a max/min exists, not what its value is.
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Although [0,1] is compact, f is discontinuous at the endpoints (a hole discontinuity), so the supremum 1 is never actually attained — Weierstrass fails without continuity.
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Even though f is continuous, the open interval (0,1) is not closed, so f gets arbitrarily close to 0 and 1 but never actually attains those values.
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Since the domain R is unbounded, arctan approaches but never reaches its horizontal asymptotes ±π/2, so no actual max or min exists.
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If utility U is continuous and prices p_w, p_c are strictly positive with finite budget m, the budget set is compact, so by Weierstrass a utility-maximizing bundle always exists.
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If a continuous function on a closed interval takes values of opposite sign at the two endpoints, it must cross zero somewhere in between; if it's also strictly monotone, that zero is unique.
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This worked example illustrates the standard three-step check (compact interval, continuity, opposite-sign endpoints) required to invoke Bolzano Theorem and conclude a root exists.
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If two continuous curves swap which one is on top somewhere over an interval, they must cross; applying this with f = demand and g = supply guarantees a market-clearing price exists.
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The market equilibrium theorem is proven by simply applying Bolzano Theorem to the difference function h = f - g, converting 'f equals g' into 'h has a zero'.
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A continuous function on a closed interval hits every value between its minimum and maximum at least once — it cannot 'skip' any intermediate value.
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Combining Weierstrass (min/max exist) and Darboux (every value in between is hit), the entire image of a continuous function on a closed interval is itself a closed interval from the min to the max.
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For continuous functions defined on an interval, being one-to-one is exactly equivalent to being strictly increasing or strictly decreasing — a much stronger link than for general functions.
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This function is injective (one-to-one) without being monotone, showing the equivalence between injectivity and strict monotonicity breaks down once continuity is dropped.
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The epsilon-delta definition generalizes directly to vector inputs: no matter how small a tolerance ε around L we demand, some neighborhood of x_0 (of radius δ) guarantees the function stays within that tolerance.
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Unlike one-dimensional limits where checking left and right suffices, a limit in higher dimensions must hold along every possible path of approach, making existence much harder to establish (but easier to disprove).
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Because a limit must agree along every path, finding just two directions with different limiting values is sufficient to conclude the overall limit fails to exist — though checking finitely many matching paths never proves existence.
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When no indeterminate form arises, the limit of a multivariable elementary function can be computed by simple direct substitution.
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As (x,y) approaches the origin, the denominator shrinks to 0 while staying positive, so the fraction grows without bound from every direction.
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Since the exponential function is continuous, the limit can be pulled inside, reducing the problem to a limit inside the exponent, which diverges to -∞, giving overall limit 0.
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By substituting t = xy, a two-variable indeterminate limit reduces to a well-known single-variable fundamental limit, which can then be substituted back.
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Substituting t = x² + y² converts this two-variable indeterminate limit into the classic single-variable fundamental limit (eᵗ − 1)/t → 1.
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This limit at (0,0) yields an indeterminate 0/0 form not reducible by substitution, so different paths must be tried; here the axes give 0 but the line y = x gives 1/4.
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Because the axis approach and the diagonal approach give different values, the overall two-variable limit fails to exist.
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Approaching along the line x = y gives 1, while approaching along x = -y gives -1; since these disagree, the limit does not exist.
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By bounding the expression between 0 and a quantity that squeezes to 0 (using the fact that x²/(x²+y²) is always between 0 and 1), the squeeze theorem forces the original limit to also equal 0.
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The definition of continuity extends unchanged to functions of several variables: the multivariable limit at a point must equal the function's actual value there. Informally: no holes and no jumps.
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Just as in one variable, all standard building-block functions of several variables are continuous throughout their natural domains, and composing them preserves continuity.
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Since this function is built from elementary pieces (a polynomial term plus a reciprocal), it is continuous everywhere it is defined, i.e. everywhere except where x = 0.
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The min/max existence guarantee generalizes fully to higher dimensions: any continuous function on a compact subset of Rⁿ attains both a maximum and a minimum value.
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Weierstrass needs a compact domain, but in economics we usually only care about maximizers and often work on unbounded sets — so we look for weaker conditions that still guarantee a maximizer.
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f is coercive on C when at least one of its upper contour sets meets C in a non-empty compact set. When C = A we simply say f is coercive.
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One single level t = −2 with a non-empty compact upper contour set is enough for coercivity.
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For k in (0,1] the upper contour set is a non-empty closed bounded interval, so e^{−|x|} is coercive even though it never diverges to −∞.
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Every upper contour set of x² is unbounded, hence never compact, so x² is not coercive on ℝ (it has no maximum there).
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Intersecting with a compact C makes the upper contour sets compact for k in (0,9], so x² is coercive on [−3,3].
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The same function can be coercive on one set and not on another; you can often recover coercivity by restricting the domain.
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Composing with a strictly increasing function changes neither coercivity nor the set of maximizers — the same trick used earlier in the course for quasi-concavity.
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A strictly increasing g preserves weak inequalities in both directions, so upper contour sets of f coincide with upper contour sets of g∘f at the transformed level g(k); compactness therefore transfers.
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Decomposing h into a coercive inner function and a strictly increasing outer function proves coercivity without computing contour sets.
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For a continuous function on a closed set, every upper (and lower) contour set intersected with C is closed — the key step toward coercivity on compact sets.
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With C closed, every upper contour set is closed, as the lemma predicts.
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If C is not closed the contour sets need not be closed — the closedness assumption in the lemma cannot be dropped.
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On a compact set, continuity alone gives coercivity: contour sets are closed by the lemma and bounded because C is bounded.
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The cubic illustrates all cases: unbounded contour sets kill coercivity, compactness of C guarantees it, and the last case shows the proposition gives sufficient but not necessary conditions.
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Coercivity plus continuity guarantee a maximizer, even when C is unbounded — a strict weakening of Weierstrass for maximization problems.
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The compact upper contour set isolates a compact piece of the domain that still contains all the high values of f, so Weierstrass applies there and the max found is the global max on C.
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Apply Weierstrass on the compact upper contour set; every point outside it has a value below the level t, which is already dominated, so the local maximizer is global on C.
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Economic and financial optimization problems often have unbounded choice sets; Tonelli gives existence of an optimum under conditions that such problems typically satisfy.
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f must diverge to −∞ along every unbounded sequence: as points get far from the origin in any direction, the value becomes arbitrarily negative.
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The value falls to −∞ in every direction, so every unbounded sequence sends f to −∞.
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Along the diagonal the function stays constant, so it fails to diverge to −∞ on that unbounded sequence.
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e^{−|x|} is coercive but not supercoercive — supercoercivity is strictly stronger.
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Supercoercivity is exactly boundedness of all upper contour sets: if some (f ≥ k) were unbounded we could pick a sequence inside it with norms diverging while f(xₙ) ≥ k.
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Bounded contour sets (supercoercivity) plus closed contour sets (continuity on a closed C) give compactness at every level, hence coercivity and — with Tonelli — a maximizer on C.
Every symbol used in the sheet, and what it stands for.