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I'm doing a first course in real analysis and I have studied nearly 10-15 theorems and proofs by now. One thing I've noticed in all of them is that they all seem too 'convenient' and full of assumptions. This, I find very peculiar to real analysis. To understand my point, consider this one for instance:

Theorem: Let $\{x_n\}$ be a sequence of $\mathbb R^+$ such that $\lim_{n\to\infty} |\frac{x_{n+1}}{x_n}| = l$. If $0\le l \lt 1$, $\lim_{n\to\infty } x_n = 0$.
Proof: Consider $\epsilon \gt 0$ such that $l+\epsilon \lt 1$.
There exists $N \in \mathbb N$ such that $||\frac{x_{n+1}}{x_n}| - l |\lt \epsilon$ for all $n \ge N$.
$l-\epsilon \lt |\frac{x_{n+1}}{x_n}| \lt l+\epsilon$ (for all $n \ge N$.)
Let $m = l + \epsilon$. Given that $0 \le l \lt 1$, we could say that $0 \lt m \lt 1$. This gives $|\frac{x_{n+1}}{x_n}| \lt m$ for all $n \ge N$
$x_{N+1} \lt mx_N$
$x_{N+2} \lt mx_{N+1}\lt m^2x_N$
So for all $n \ge N+1$, $x_n \lt mx_{n-1} \lt m^{n-N}x_N$.
We are therefore left with $0 \lt x_n \lt Am^n$ where $A = \frac{x_N}{m^n}$. As $\lim_{n\to \infty} Am^n = 0$ as $m\lt 1$,using the Squeeze Theorem, we are able to prove the theorem.

You see, the whole thing is dependent on one assumption that $l+\epsilon \lt 1$. But this should ideally hold true for any $\epsilon$. I wouldn't call this proof 'complete'!
Here's another such proof of the quotient law for limits:

Let $\epsilon, k \gt 0.$ Then $\frac{\epsilon}{k}$ is also an arbitrary positive number. If $\{x_n\}$ and $\{y_n\}$ are two sequences, we need to prove that the limit of the quotient of the terms equals the quotient of the limits of the terms( say $l$ and $m$).
For a certain $N$, $|\frac{x_n}{y_n} - \frac{l}{m}| = |\frac{m(x_n-l) + l(m-y_n)}{my_n}| \le |\frac{|m||x_n-l| + |l||m-y_n|}{|m||y_n|}| \lt \frac{\epsilon}{ky_n} + \frac{\epsilon}{ky_n}\frac{|l|}{|m|} = \frac{\epsilon}{k}\frac{|m|+|l|}{|m||y_n|} $
$ lim_{n \to \infty} y_n = m$ so $lim_{n \to \infty} |y_n| = |m| $.

Let $ 0 <H<|m|$. Then $ |y_n| > H $ for all $n \ge N_0, N_0 \in \mathbb N$
Choose $N' = max\{N_0, N\}$ so that for all $n \ge N',|\frac{x_n}{y_n} - \frac{l}{m}| < \frac{\epsilon}{k}\frac{|l|+|m|}{|m|H}$
Now choose k such that $ \frac{|l|+|m|}{|m|H} < 1$ so that $|\frac{x_n}{y_n} - \frac{l}{m}| < \epsilon$. Q.E.D.

The last part again contains too convenient choices of constants. I think this might mean that unless you are choosing them in such a manner, the theorem won't hold. It's as though we are creating the proof such that the theorem comes true, which I find strange.
Hopefully I've made myself clear. I wonder if there exist 'more convincing' and more elegant proofs which do not take into account so many arbitrary constants. Thank you!
Edit As suggested in one of the comments, I am inserting a theorem whose proof seems elegant to me-the Squeeze Theorem.

Theorem:Given that $\{x_n\}$, $\{y_n\}$ and $\{z_n\}$ are three sequences where $x_n \le y_n \le z_n $ for all $n \ge N,$ where $N \in \mathbb N$, and $\lim_{n\to\infty } x_n = \lim_{n\to\infty } z_n = l,$ then $lim_{n\to\infty } y_n = l$
Proof: For a given $\epsilon \gt 0$, we have natural numbers $N_1$ and $N_2$ such that $|x_n-l| < \epsilon$ for all $n \ge N_1$ and $|z_n-l| < \epsilon$ for all $n \ge N_2$.
Let $N_3 = max\{N_1, N_2\}$, then for all $n \ge N_3$, $|x_n-l| < \epsilon$ and $|z_n-l| < \epsilon$.
This means $l-\epsilon < x_n<l+\epsilon$ and $l-\epsilon < z_n<l+\epsilon$ for all $n \ge N_3$. Let $N_4 = max\{N, N_3\}$. Then it holds that $l-\epsilon < x_n < y_n < z_n <l+\epsilon$ and therefore $l-\epsilon < y_n<l+\epsilon$ or $|y_n-l| < \epsilon$.
Q.E.D

We certainly have considered multiple constants here, but we are not arbitrarily assigning them values/choosing them to satisfy certain equations, like so: '$l+\epsilon<1$' or 'choose k such that $ \frac{|l|+|m|}{|m|H} < 1$ '.

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    "this should ideally hold true for any ϵ" $;-;$ No, why? For that matter, $l+ϵ<L$ cannot possibly hold true for any ϵ regardless of $l$ and $L$. – dxiv Dec 23 '21 at 08:14
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    "is dependent on one assumption that $l+\epsilon < 1$" NO, this is not an assumption; the assumption is $l < 1$ in the statement of the theorem. The fact that if $l < 1$ we can always find $\epsilon > 0$ such that $l + \epsilon < 1$ is a property of real numbers that you have already found in previous chapters of the book. – Mauro ALLEGRANZA Dec 23 '21 at 08:14
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    Those are not assumptions. They are choices. – John Douma Dec 23 '21 at 08:15
  • @MauroALLEGRANZA Well, what if I take $\epsilon=2$? – Ambica Govind Dec 23 '21 at 08:24
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    @AmbicaGovind If you "take ϵ=2" then you won't be able to prove the theorem that way. This does not invalidate the theorem, but just your ability to prove it in that certain way. – dxiv Dec 23 '21 at 08:27
  • Theorem (Density of the rationals): If $x, y ∈ \mathbb R$ and $x < y$, then there exists $r ∈ \mathbb Q$ [and a fortiori a real] such that $x < r < y$. Apply it to $x=l$ and $y=1$ and $r= \epsilon$ above and the theorem asserts that we can always find some value $\epsilon$ such that... It does not assert that every value will do. – Mauro ALLEGRANZA Dec 23 '21 at 08:30
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    The only assumptions are those in the theorem statement. Anything extra in the proof has to be justified from only those base assumptions (and they are) – Calvin Khor Dec 23 '21 at 08:32
  • @dxiv Thanks, that helps. – Ambica Govind Dec 23 '21 at 08:32
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    Proofs are not "convenient" but a suitable choice of assumptions is always necessary. If a theorem uses a "strange" assumption, usually this means that someone found a counterexample to the statement of the theorem without that assumption. – Mauro ALLEGRANZA Dec 23 '21 at 08:33
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    Not to sound rude or dismissive but elementary Real Analysis proofs are anything but "convenient". They are meant to address the most general scenarios. The additional assumptions that are made are such that they do not compromise the generality. – Mr.Gandalf Sauron Dec 23 '21 at 08:35
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    We should also keep in mind that most proofs are not initially written in the published order. We don't typically predetermine constants and constraints but rather determine both as we find the proof. In comparison, in algebra it seems common to reduce the problem to an essential subcase that may seem arbitrary to a reader, but if you imagine this proof being done backwards (proving the subcase and then expanding/generalizing), these "convenient" choices make a lot more sense. – Brian Moehring Dec 23 '21 at 09:38
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    I understand your feeling, but this is actually the evidence that you have not truly understood those proofs yet. It takes time to really understand such kinds of proofs. I struggled in the beginning. Many people did. Work patiently. – I H Dec 23 '21 at 11:14
  • "It's as though we are creating the proof such that the theorem comes true, which I find strange"? You do realize that's how all proofs work, right? You have mathematical ideas that you manipulate in such a way that you can demonstrate the result you're trying to show. I find it strange that you find that strange. – Lieutenant Zipp Dec 23 '21 at 16:51
  • Can you edit your post with an example of a proof where you make a choice that isn't 'too convenient'? – While I Am Dec 23 '21 at 17:50
  • There seems to be a mistake in the fourth line of the first proof: "There exists N∈N such that $|\frac{x_n+1}{x_n}| \lt \epsilon$ for all $n≥N$". That doesn't seem right, if the limit is l the ratio shouldn't become arbitrarily small. Maybe "There exists N∈N such that $|\frac{x_n+1}{x_n}| -l \lt \epsilon$ for all $n≥N$ "? – Amos Joshua Dec 23 '21 at 18:14
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    The first proof IS valid for any $\epsilon$ such that $\ell<\ell +\epsilon<1. $ If $0\le \ell<1$ then some such $\epsilon$ actually exists, and the logic is valid for ANY such $\epsilon$ . If you prefer to choose a specific one, you could choose $\epsilon=(1-\ell)/2$. – DanielWainfleet Dec 23 '21 at 22:09
  • If it holds for a small $\epsilon$ it will hold for any larger one.... To prove it will hold for every $\epsilon>0$ it is assumed the following two steps are too obvious to require stating. Case 1: $\epsilon < 1-l$. (the proof was done in the book). Case 2: $\epsilon \ge 1-l$. Then there exists an $\epsilon_2$ so that $0<\epsilon_2<1-l \le \epsilon$. It is true for $\epsilon_2$ because we proved it was true for all $\epsilon: 0<\epsilon_2<1-l$. So it is true for every possible real number that is larger than $\epsilon_2$. So it is true for $\epsilon$. – fleablood Dec 24 '21 at 05:38
  • "Well, what if I take ϵ=2" Then let $\kappa = \frac {1-l}2$. Then $0< \kappa < 1-l < 1 < 2=\epsilon$. Now we do the proof and there exist an $N$ so that if $n>N$ then $|l-|\frac{x_{n+1}}{x_n}| < \kappa < \epsilon$. So it holds for $\epsilon =2$. – fleablood Dec 24 '21 at 05:45
  • @AmosJoshua Acknowledged. – Ambica Govind Dec 24 '21 at 08:22
  • Hermis14's answer is the only one so far that addresses your question explicitly, in particular showing the missing link between the proof you cite, which merely shows something for every $ε>0$ such that $l+ε<1$, and the theorem you want, which is for every $ε>0$. – user21820 Dec 24 '21 at 11:45
  • Comments are not for extended discussion; this conversation has been moved to chat. – Xander Henderson Dec 24 '21 at 17:15
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    Does this answer your question? How to study for analysis? – user95921 Dec 29 '23 at 05:27

5 Answers5

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These kinds of proofs rely on careful analysis of what you want to prove. Usually, you want to prove something of the form:

For every number $A$ there exists a number $B$ with certain properties related to $A$.

To prove such a statement, you take the number $A$ as a given because the theorem requires the statement to hold for all $A$. So no convenient choices allowed here. But then your task is to find one specific possible choice for $B$, because the statement is only that at least one such number exists.

For this reason it is often perfectly fine to make convenient choices in order to construct one specific convenient choice for $B$.

Vercassivelaunos
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lets address the first proof...

There are two epsilons hiding in this proof.

One for the proposition we seek to prove $\forall \epsilon>0, \exists N \in \mathbb{N}$ such that $n>N\implies |x_n|<\epsilon$

We cannot choose the value of this epsilon.

But there is a second epsilon...

$\forall \epsilon>0, \exists N \in \mathbb{N}$ such that $n>N\implies \left||\frac {x_{n+1}}{x_n}| - l\right|<\epsilon$

This comes because it is given that this limit exists, and it is true for all values of $\epsilon.$ This means that we can choose the value for epsilon here and apply the results it generates to evaluate the other limit.

Doug M
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  • please go through the answers by High GPA and bubba, they clearly involve 'finding' such an $\epsilon$(the first one in your answer) – Ambica Govind Dec 24 '21 at 08:33
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$\epsilon$ is a small number, not "any" number. Of course adding more words will help. The proof you posted assume that the reader has many background knowledge. For example:

Theorem: Let $\{x_n\}$ be a sequence of $\mathbb R^+$ such that $\lim_{n\to\infty} |\frac{x_n+1}{x_n}| = l$. If $0\le l \lt 1$, $\lim_{n\to\infty } x_n = 0$.
Proof: Consider $\epsilon \gt 0$ such that $l+\epsilon \lt 1$.
There exists $N \in \mathbb N$ such that $|\frac{x_n+1}{x_n}| \lt \epsilon$ for all $n \ge N$.

Here, "$\epsilon \gt 0$ such that $l+\epsilon \lt 1$" means that for any positive $\epsilon$ small enough that $l + \epsilon \lt 1$, the conclusion holds. We can always find at least one such $\epsilon > 0$ since $l < 1$ and so picking $0 < \epsilon = \frac{1 - l}{2}$ works.

I hope it helps!


Reply to the comments:

The logic go like this:

We want to prove that there exists $\epsilon$ such that $l+\epsilon<1$

To prove the existence, one example suffice. One example can be $\epsilon=\frac{1-l}{2}$.

In fact, for any $\epsilon<1-l$, this will also work.

You cannot arbitrarily choose $\epsilon$ from the whole real line in this example.

DougM's "choose" means "arbitrarily choose"; to further clarify, his "choose $\epsilon$" means that $\epsilon$ can be chosen from any positive real numbers.

In his second example the $\epsilon$ can be arbitrarily chosen from any positive numbers. In his first example, the $\epsilon$ can only be chosen from a restricted set of numbers.

High GPA
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  • Thanks for answering. You say, We can always find at least one $ϵ>0$ since $l + ϵ<1$ and so picking $0<ϵ=\frac{1−l}{2}$ works. Well, the answer by @Doug M says that you cannot 'choose' ϵ. I'm as confused as ever. – Ambica Govind Dec 24 '21 at 08:32
  • @AmbicaGovind Updated. Hope this clarifies – High GPA Dec 24 '21 at 13:28
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I think the first proof is just badly worded, presumably because the author (or publisher) wanted it to be shorter.

Instead of…
“consider $\epsilon>0$ with $l+\epsilon<1$
I would have written ….
“Since $l<1$, we can find $\epsilon$ such that $\epsilon>0$ and $l+\epsilon<1$

I think it’s clear that such an $\epsilon$ exists. If there’s any doubt about this, the explicit choice $\epsilon= \tfrac12(1-l)$ makes things definite.

The rest of the proof uses the $\epsilon$ that we’ve chosen. But it doesn’t make any assumptions about this $\epsilon$, other than the assumptions $\epsilon >0$ and $l +\epsilon <1$, which we know to be true.

There’s nothing wrong with the logic of the proof, but I’d say that the way it’s worded is not very helpful.

bubba
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From Wofsey's comment I realized why I 'felt' that the original answer was not adequate.

Revised version:
That is a fairly natural question that you can have as a beginner. I think this explanation should help.

$$ P_1)~~ \exists \epsilon_2 > 0: \epsilon_2 + l < 1 \Rightarrow \forall \epsilon > 0 : \exists N \in \mathbb{N}:\forall n \ge N: |x_n| < \epsilon $$

However, what you want to show is actually

$$ P_2)~~ \forall \epsilon > 0 : \exists N \in \mathbb{N}:\forall n \ge N: |x_n| < \epsilon $$

Fortunately, it is always guaranteed that $\exists \epsilon_2 > 0: \epsilon_2 + l < 1 $ as exemplified by $\epsilon_2 = (1-l)/2$, which will suffice for $P_2$.

This kind of technique is used quite often in the proofs of propositions. So you have to make yourself familiar with the approach.

Hermis14
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  • If I may, I think the moral here is that analysis requires one to become very aware of what you can and cannot do (viz. what arguments your prof will or won't accept) without loss of generality. – Charles Hudgins Dec 23 '21 at 10:14
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    I had deleted this answer because I thought this was not actually the answer for OP. But, I was advised by a credible user that this actually addresses the problem and I undeleted it. I don't know why this got a downvote, but anyone please tell me what it meant for? – Hermis14 Dec 24 '21 at 11:02
  • I added a bit to your answer, but feel free to revert or modify what I added arbitrarily. =) – user21820 Dec 24 '21 at 11:55
  • @user21820 I am definitely glad. Thank you. – Hermis14 Dec 24 '21 at 12:02
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    I don't know why a "credible user" thought that this answer addresses the problem; I would guess that they (like you when you first wrote the answer) did not read the question carefully enough. You are correct that it does not and were correct to delete it. What you describe in your answer is a common pattern in proofs but is not what is going on in this particular proof. – Eric Wofsey Dec 24 '21 at 15:40
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    In particular, your statement $P_1$ is not what the proof is doing at all. Instead, it picks one single value of $\epsilon$ and then uses that value of $\epsilon$ to indirectly prove the sequence converges via the squeeze theorem and another known limit. The proof would work the same if it just defined $\epsilon=\frac{1-l}{2}$ at the start; it does not need $\epsilon$ to be able to be arbitrarily small. – Eric Wofsey Dec 24 '21 at 15:51
  • @EricWofsey I tried to correct things. Could you check them out? – Hermis14 Dec 24 '21 at 18:41
  • Yeah, that's the right idea (though I would actually put the $\exists\epsilon_2$ quantifier outside the $\forall \epsilon$ quantifier--the logic works either way, but that quantifier order is the way the argument is actually written in the question). In its current state though your answer seems likely to be confusing to others with the different versions intermixed. I would recommend cleaning it up to include only the correct version. – Eric Wofsey Dec 24 '21 at 20:25