4 The Real Numbers
We have now carefully axiomatized the properties that are used in classical mathematics when dealing with the number line, defining a the structure of a complete ordered field.
Definition 4.1 A complete ordered field is an ordered field that satisfies the completeness axiom. Precisely, it is a set
- Addition: A commutative associative operation
, with identity , where ever element has an additive inverse. - Multiplication: A commutative associative operation
with identity , where every nonzero element has a multiplicative inverse. - Distributivity: For all
we have - Order: A subset
called the positives containing exactly one of for every nonzero , which is closed under addition and multiplication: if then and . - Completeness: Every nonempty subset
which is bounded above has a least upper bound.
The subject of real analysis is the study of complete ordered fields and their properties, so everything that follows in this course logically follows from this set of axioms, and nothing more. The success and importance of the above definition is best exemplified by the following theorem:
Remark 4.1. This was very important work at the turn of the previous century; as neither step is a priori obvious. It’s easy to write down axiom systems that don’t describe anything because they’re inconsistent (for example, add to ordered field axioms that all polynomials have at least one zero, and there is no longer such a structure), and its also common that axioms don’t uniquely pick out a single object but rather describe an entire class (the axioms of a group define a whole subject, not a single example).
Theorem 4.1 (Uniqueness of the Reals) There exists a complete ordered field, and it is unique. We call this field the real numbers and denote it by
This theorem represents the culmination of much work at the end of the 19th and beginning of the 20th century to fully understand the real number line.
While not necessarily beyond our abilities, proving existence of a structure satisfying these axioms is a job for the set theorists and logicians that we will not tackle here. Beyond providing justification for our usual way of speaking, the uniqueness of the reals is an important result to the history of mathematics. Its statement and proof in 1903 by Huntington marked the end of the era of searching for the fundamental principles behind the real numbers, and the beginning of the modern point of view, completely specifying their structure axiomatically.
Remark 4.2. The completeness axiom is what sets analysis apart from algebra, as it does not tell us how elements behave with respect to a given operation, but rather tells us about the existence of new elements. Indeed, this assertive ability of the completeness axiom is more radical than it seems at first, and can even be captured by mathematical logic: the other axioms are all first order axioms, whereas the completeness axiom is second order.
We will spend the majority of this course working out the properties of the real number line from these axioms, but its important to not loose sight of the bigger picture, why we are doing this. The real numbers provide a foundation for many objects in modern math:
- Complex numbers can be defined as pairs of real numbers
with component-wise addition and a new rule for multiplication - Real and complex vector spaces can be constructed from
-tuples of real numbers, which lie at the foundation of much of modern mathematics, computer science, and physics. - Manifolds are spaces which look locally like real vector spaces, and underly the modern fields of topology and differential geometry.
4.1 Dubious Numbers
Proposition 4.1 (Fields have no Nilpotent Numbers) Let $
Theorem 4.2 (Infinite Numbers Do Not Exist) There are no infinite elements of
Proof. Assume for the sake of contradiction that there is some infinite number: without loss of generality (perhaps after multiplying by
Thus, by the completeness axiom, we find that the natural numbers must have a supremum. Denote this by
It is an immediate corollary of this that infinitesimals also do not exist (but, because this is such an important result, we call it a theorem on its own.)
Theorem 4.3 (Infinitesimals Do Not Exist) There are no infinitesimal elements of
Proof. Let
This argument shows that for a field, containing infinite elements and infinitesimal elements are logically equivalent: thanks to division, you can’t have one without the other.
4.2 The Archimedean Property
A useful way to repackage the nonexistence of infinite numbers and infinitesimals into a usable statement known as the Archimedean property, as Archimedes took it as an axiom describing the number system in his paper The Sphere and the Cylinder. It also appears (earlier) as a definition in Euclid’s elements: Book V Definition 4:
Magnitudes are said to have a ratio to one another which can, when multiplied, exceed one another.
We rephrase this in precise modern terminology below:
Definition 4.2 (Archimedean Field) A field
Remark 4.3. While Archimedes himself attributes this to Eudoxus of Cnidus, it was named after Archimedes in the 1880s.
The important applications of this property all come from the case where
Its possible to give an elementary proof (directly from the definition of rational numbers as fradtions
Exercise 4.1 (The Rationals are Archimedean) Prove the rationals are an archimedean field. Hint: write
Such a proof is not possible for
Theorem 4.4 (The Reals are Archimedean) Complete ordered fields satisfy the Archimedean property.
Proof. Let
Its also a short proof to show that archimedean fields cannot contain infinite elements (and thus also cannot contain infinitesimals), providing a useful equivalence:
Theorem 4.5 The following three conditions are equivalent, for an ordered field
is archimedean. contains no infinite elements. contains no infinitesimal elements.
Proof. We already know the existence of infinite elements and infinitesimal elements are equivalent, so all we need to show is that
But the proof of Theorem 4.4 already provides an argument that a field with only finite elements is necessarily archimedean, so we seek only the converse.
If
Remark 4.4. In fact one can be more precise than this: it turns out that the real numbers are the largest possible archimedean field - and every archimedean field fits somewhere between the rationals and the reals.
4.3 Irrationals
Definition 4.3 (Irrational Numbers) A number
4.3.1 Existence of
Our first goal is to prove that irrational numbers exist, by exhibiting one. We will use the example of the square root of two, and rigorously prove that
Theorem 4.6 Let
We prove this rather indirectly, showing that both
Example 4.1 (
Let
Expanding this out, we see
Exercise 4.2 (
Since both the real numbers and the rationals are archimedean, the above applies to a consideration of either field
However applying the same knowledge to the reals yields the opposite conclusion, by virtue of the completeness axiom.
Theorem 4.7 (
Proof. Let
Let
Knowing that
Theorem 4.8 (The Rationals are Incomplete) Within the field of rational numbers, the set
Proof. The argument that
There is nothing special about
Theorem 4.9 (Square Roots Exist) If
Though to not be too repetitive, we will hold off and prove this a different way, to illustrate more powerful tools in CITE.
Exercise 4.3 Prove that the product of a nonzero rational and an irrational number is irrational.
Exercise 4.4 The sum of two irrational numbers need not be irrational, as the example
4.3.2 Density
Definition 4.4 (Density) Let
Theorem 4.10 (Density of the Rationals) The rational numbers are dense in the real numbers.
Proof. We need to start with two arbitrary real numbers
Precisely, since
To rigorously prove this
Now we have a natural number
As we have gotten used to being very careful in our arguments, you may think while working out the above argument to fill in a little lemma showing that every set of integers bounded below has a minimum. And, you could indeed do so by induction (try it - but fair warning, the argument is a little tricky! It’s easiest with “strong induction” - what are we inducting over?). However this fact is actually logically equivalent to the principle of induction, and in foundations of arithmetic things are often reversed: we take this as an axiom, and prove induction from it! The statement is called the well ordering principle.
Definition 4.5 (The Well Ordering Principle) Every nonempty subset of
Exercise 4.5 (Density of the Irrationals) Use ?thm-rationals-are-dense above to prove that the irrationals are also dense in the reals.
Exercise 4.6 The dyadic rationals are the subset of
Prove the dyadic rationals are dense in
4.4 Uncountability
We can use this to prove the uncountability of the reals using Cantor’s original argument. (We will give the better known Cantor diagonalization argument later, once we’ve introduced decimals)
Theorem 4.11 (
Proof. Let
From this we can construct a set of nested intervals.
Let
This gives us an infinite sequence of closed nested intervals inside a complete ordered field, so Theorem 3.3 tells us that their intersection must be nonempty. That is, there is some point
What does this mean? Well, since
Since
This has some pretty wild corollaries if you have studied countable sets before. Here’s a couple examples
Corollary 4.1 (Transcendental Numbers) There exist real numbers which are not the solution of any algebraic equation with rational coefficients.
Corollary 4.2 (Uncomputable Numbers) There exist real numbers which cannot be computed by any computer program.
These are additional motivation for why we really need a precise theory of the real numbers: with very little work we’ve already proven that there is no way to study this number system with algebra alone - or even with the most powerful computer you could imagine.
4.5 Infinity
The real numbers do not contain any infinite numbers, but dealing with the infinite is a key component of a real analysis course. To help us conduct such discussions rigorously we make clear what is meant (and what is not meant) by the infinity symbol familiar from prevous mathematics courses.
Definition 4.6 The symbol
By default, any expression involving the symbol
Our first use of the symbol
Definition 4.7 For any real number
But we can take this farther, by actually adding the formal symbols
Definition 4.8 (The Extended Reals) The extended real number line is the set
Definition 4.9 (Ordering on
This allows for interval notation on
In
Proposition 4.2 (Unbounded Above means
Proof. By the definition of
Exercise 4.7 (Unbounded Below means
Corollary 4.3 (Sup and Inf in the Extended Reals) Every nonempty subset of the extended real line has both an infimum and a supremum.
Proof. Let
The same logic applies to lower bounds: after taking care of the case where
In the extended reals, it is still common to take the infimum and supremum of the empty set to be undefined. But there is also another option: one can assign
4.6 Topology
One final basic property of
Definition 4.10 (Connected) Let
A subset is called disconnected if there is a separation, and connected if there is no way to make a separation.
Example 4.2 (A disconnected set) Let
It’s harder to imagine doing this for the interval
Theorem 4.12 (The Real Line is Connected)
Proof. Assume for the sake of contradiction that
Choose some
This set is nonempty (as
If
If
Both cases lead to contradiction, so there must be no such
Exercise 4.8 (Open Intervals of
This fails for the rational numbers - they are not connected!
Theorem 4.13 (The Rationals are Not Connected) Consider the following two subsets of the rational numbers:
Then
Proof.
In fact,