PEI Math 521K key terms
PEI Math 521K · Get comfortable with the vocabulary.
- supremum (least upper bound)
- Related: Completeness Axiom, infimum (greatest lower bound), Archimedean property
For a set S of real numbers, the smallest real number that is greater than or equal to every element of S, provided such a number exists. It need not belong to S.
- infimum (greatest lower bound)
- Related: supremum (least upper bound), Completeness Axiom
For a set S of real numbers, the largest real number that is less than or equal to every element of S. Unlike a minimum, it need not be an element of the set.
- Completeness Axiom
- Related: supremum (least upper bound), Monotone Convergence Theorem, Archimedean property
The property asserting that every nonempty subset of the reals bounded above has a least upper bound in the reals. It distinguishes the reals from the rationals and underlies convergence theorems.
- Archimedean property
- Related: Completeness Axiom, density of the rationals
The statement that for any real x there is a natural number n with n greater than x. It guarantees integers and rationals are unbounded and dense in the reals.
- density of the rationals
- Related: Archimedean property, countable set
The fact that between any two distinct real numbers there exists a rational number. Equivalently, every open interval contains a rational, so rationals approximate reals arbitrarily well.
- countable set
- Related: Cantor diagonal argument, density of the rationals
A set whose elements can be listed in a sequence indexed by the natural numbers, or which is finite. The rationals are countable; the reals are not.
- Cantor diagonal argument
- Related: countable set, uncountable set
A proof technique that builds an object differing from every entry of a proposed list at the corresponding position. It shows the reals are uncountable and that certain function families fail to be countable.
- triangle inequality
- Related: metric space, reverse triangle inequality
The inequality stating that the absolute value of a sum is at most the sum of absolute values, and more generally that a metric distance along two legs is at least the direct distance.
- reverse triangle inequality
- Related: triangle inequality
The estimate that the absolute difference of two magnitudes is at most the absolute value of their difference: | |a| - |b| | is at most |a - b|. Used to bound differences of limits.
- epsilon-N definition of limit
- Related: convergent sequence, Cauchy sequence, epsilon-delta definition of continuity
A sequence (a_n) converges to L when for every positive epsilon there is an index N such that all terms past N lie within epsilon of L. It makes convergence a precise quantitative statement.
- Cauchy sequence
- Related: epsilon-N definition of limit, complete metric space, convergent sequence
A sequence whose terms eventually become arbitrarily close to one another: for every positive epsilon some index beyond which all pairwise distances are below epsilon. In the reals this is equivalent to convergence.
- Monotone Convergence Theorem
- Related: Completeness Axiom, Bolzano-Weierstrass Theorem, bounded sequence
The theorem that a monotone sequence of real numbers converges exactly when it is bounded. An increasing bounded sequence converges to its supremum; a decreasing bounded one to its infimum.
- Bolzano-Weierstrass Theorem
- Related: Monotone Convergence Theorem, sequentially compact, subsequence
The theorem that every bounded sequence of real numbers has a convergent subsequence. In R^n it says every bounded sequence has a subsequence converging to a point of the closure.
- subsequence
- Related: Bolzano-Weierstrass Theorem, limit point of a sequence
A sequence obtained from a given sequence by deleting terms while keeping the remaining ones in their original order, indexed by an increasing sequence of natural numbers.
- limsup and liminf
- Related: subsequence, convergent sequence
The largest and smallest subsequential limit values of a real sequence, equivalently the limit of the suprema and infima of its tails. They always exist in the extended reals.
- convergent sequence
- Related: epsilon-N definition of limit, bounded sequence, Cauchy sequence
A sequence possessing a real limit, meaning its terms eventually stay arbitrarily close to that limit. Convergence implies boundedness, but boundedness alone does not imply convergence.
- bounded sequence
- Related: Monotone Convergence Theorem, Bolzano-Weierstrass Theorem
A sequence all of whose terms lie inside some fixed interval, or more generally inside some ball of finite radius in a metric space.
- comparison test
- Related: absolute convergence, p-series, limit comparison test
A convergence test for series with nonnegative terms: if a series dominates another term by term, convergence of the larger forces convergence of the smaller, and divergence of the smaller forces divergence of the larger.
- ratio and root tests
- Related: absolute convergence, comparison test
Tests comparing successive-term ratios or nth roots of terms to a threshold. A limit below one gives absolute convergence, above one gives divergence, and equal to one is inconclusive.
- absolute convergence
- Related: conditional convergence, comparison test, uniform convergence
The property of a series whose series of absolute values converges. Absolute convergence implies ordinary convergence and permits rearrangement without changing the sum.
- conditional convergence
- Related: absolute convergence, alternating series test
Convergence of a series whose absolute values do not converge. Such series can be rearranged to produce different sums, as the alternating harmonic series illustrates.
- alternating series test
- Related: conditional convergence, comparison test
The test stating that a series whose terms alternate in sign, decrease in magnitude, and tend to zero must converge.
- p-series
- Related: comparison test, limit comparison test
A series whose terms are reciprocal powers n to the minus p. It converges exactly when the exponent p exceeds one, giving the standard yardstick for comparison tests.
- epsilon-delta definition of continuity
- Related: uniform continuity, limit of a function, epsilon-N definition of limit
A function f is continuous at a point c when for every positive epsilon there is a positive delta such that inputs within delta of c produce outputs within epsilon of f(c).
- uniform continuity
- Related: epsilon-delta definition of continuity, Heine-Cantor Theorem, Lipschitz continuity
A property of a function on a set where one delta works for every point: for each epsilon some delta keeps all pairs of nearby inputs within epsilon in output.
- Heine-Cantor Theorem
- Related: uniform continuity, compact set, extreme value theorem
The theorem that a continuous function on a compact metric space is automatically uniformly continuous. Compactness replaces the need for a point-dependent delta.
- extreme value theorem
- Related: Heine-Cantor Theorem, compact set, intermediate value theorem
The theorem that a continuous real-valued function on a nonempty compact set attains both a maximum and a minimum value there.
- intermediate value theorem
- Related: extreme value theorem, connected set
The theorem that a continuous real function on an interval takes every value between the values at the endpoints, guaranteeing existence of solutions to equations.
- uniform convergence
- Related: pointwise convergence, Weierstrass M-test, uniform continuity
Convergence of a sequence of functions where the rate is independent of the point: the supremum distance between each function and the limit tends to zero.
- pointwise convergence
- Related: uniform convergence, uniform Cauchy criterion
Convergence of a sequence of functions at every individual point of the domain, where the threshold index may depend on the point chosen.
- Weierstrass M-test
- Related: uniform convergence, absolute convergence, uniform Cauchy criterion
A test for uniform convergence of a series of functions: if each term is bounded by a number and the numbers form a convergent series, the function series converges uniformly and absolutely.
- uniform Cauchy criterion
- Related: uniform convergence, Cauchy sequence, Weierstrass M-test
A criterion stating that a sequence of functions converges uniformly exactly when, for every epsilon, all sufficiently late functions differ from one another by less than epsilon everywhere on the domain.
- power series and radius of convergence
- Related: Weierstrass M-test, absolute convergence, uniform convergence
A series of coefficients times powers of a variable. There is a radius within which it converges absolutely and outside which it diverges, with uniform convergence on closed subintervals inside.
- metric space
- Related: complete metric space, triangle inequality, open ball
A set equipped with a distance function that is nonnegative, symmetric, zero only on equal points, and satisfies the triangle inequality.
- complete metric space
- Related: Cauchy sequence, metric space, compact set
A metric space in which every Cauchy sequence converges to a point of the space. The reals and R^n are complete; the rationals and open intervals are not.
- compact set
- Related: Heine-Borel Theorem, sequentially compact, open cover
A subset of a metric space with the property that every open cover admits a finite subcover. In R^n this is equivalent to being closed and bounded.
- Heine-Borel Theorem
- Related: compact set, closed set, Bolzano-Weierstrass Theorem
The theorem characterizing compact subsets of R^n as exactly those that are closed and bounded. It links the topological definition of compactness to concrete geometric conditions.
- open cover and finite subcover
- Related: compact set, Heine-Borel Theorem
An open cover is a family of open sets whose union contains a given set. A finite subcover is a finite subfamily that still covers the set; compactness demands one for every cover.
- sequentially compact
- Related: compact set, Bolzano-Weierstrass Theorem
A property of a set in which every sequence of its points has a subsequence converging to a point of the set. In metric spaces it is equivalent to compactness.
- connected set
- Related: intermediate value theorem, compact set
A set that cannot be split into two nonempty disjoint pieces both open relative to the set. Intervals are the connected subsets of the real line.
- total derivative (Fréchet derivative)
- Related: partial derivative, Jacobian matrix, chain rule
For a map between normed spaces, the linear map that approximates the change in output to first order near a point, with the approximation error vanishing faster than the input displacement.
- partial derivative
- Related: total derivative (Fréchet derivative), Jacobian matrix, continuously differentiable
The derivative of a multivariable function with respect to one variable while all others are held fixed. Existence of partials alone does not guarantee differentiability.
- Jacobian matrix
- Related: partial derivative, total derivative (Fréchet derivative), Inverse Function Theorem
The matrix of all first partial derivatives of a vector-valued function. It represents the total derivative when the function is differentiable at the point.
- Inverse Function Theorem
- Related: Implicit Function Theorem, Jacobian matrix, continuously differentiable
The theorem that a continuously differentiable map with invertible derivative at a point is locally one-to-one with a differentiable inverse near that point.
- Implicit Function Theorem
- Related: Inverse Function Theorem, Jacobian matrix
The theorem giving conditions under which an equation in several variables can be solved locally for one variable as a differentiable function of the others, requiring an invertible partial derivative block.
- Mean Value Theorem
- Related: Rolle's Theorem, Taylor's Theorem, uniform continuity
The theorem that a function continuous on a closed interval and differentiable inside has some interior point where the derivative equals the average rate of change over the interval.
- Rolle's Theorem
- Related: Mean Value Theorem, Taylor's Theorem
The special case of the Mean Value Theorem where the function takes equal values at both endpoints, guaranteeing an interior point with zero derivative.
- Taylor's Theorem with remainder
- Related: Mean Value Theorem, Riemann integral, power series and radius of convergence
The theorem approximating a function by its Taylor polynomial and expressing the error through a remainder term, often given in Lagrange or integral form.
- Riemann integral
- Related: Riemann integrability criterion, improper integral, Fundamental Theorem of Calculus
The limit of upper and lower Darboux sums over partitions of an interval, existing when those sums agree. It equals the area under the curve for integrable functions.
- Riemann integrability criterion
- Related: Riemann integral, uniform continuity, improper integral
A bounded function on a closed interval is Riemann integrable exactly when for every epsilon there is a partition whose upper and lower sums differ by less than epsilon.
- Fundamental Theorem of Calculus
- Related: Riemann integral, Mean Value Theorem
The pair of results linking differentiation and integration: the integral of a continuous function has derivative equal to the integrand, and the integral of a derivative recovers the net change.
- improper integral
- Related: Riemann integral, absolute convergence
An integral extended over an unbounded interval or applied to an unbounded integrand, defined as a limit of ordinary integrals over truncated regions.
- continuously differentiable
- Related: partial derivative, Inverse Function Theorem, total derivative (Fréchet derivative)
A property of a function whose partial derivatives all exist and are continuous. It guarantees differentiability and is the standard hypothesis in inverse and implicit function theorems.
- open ball
- Related: metric space, compact set
The set of points whose distance from a center is less than a given radius. Open balls generate the metric topology and underlie definitions of openness and limits.
- closed set
- Related: compact set, Heine-Borel Theorem, open ball
A set whose complement is open, equivalently one containing all its limit points. In R^n closed sets contain the limits of their convergent sequences.
- Lipschitz continuity
- Related: uniform continuity, Mean Value Theorem
A strong form of continuity where output distances are bounded by a constant times input distances. It implies uniform continuity and is used in contraction mapping arguments.
- proof by contradiction
- Related: Cantor diagonal argument, counterexample
A technique that assumes the negation of the desired statement and derives an impossibility. Common in showing irrationality, uncountability, and divergence of series.
- counterexample
- Related: proof by contradiction, quantifier order
A specific case that falsifies a general statement. Constructing one is the standard way to show a claimed implication or converse fails.
- quantifier order
- Related: uniform continuity, epsilon-delta definition of continuity, counterexample
The rule that the meaning of a statement depends on the order of its universal and existential quantifiers; swapping them generally changes truth value, as with continuity versus uniform continuity.