Real AnalysisThe Real Numbers

The ε-Test for a Supremum

An upper bound s is the supremum exactly when, for every ε > 0, some element of the set is bigger than s − ε.

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The definition of supremum has two halves, and proofs have to check both. The first half, "$s$ is an upper bound," is usually easy. The second half, "nothing smaller is an upper bound," has a convenient form called the ε-test, and it is the first place in this course where the letter $\varepsilon$ does real work.

Key idea

Let $s$ be an upper bound of $A$. Then $s = \sup A$ exactly when for every $\varepsilon > 0$ there is an $a \in A$ with $a > s - \varepsilon$. In words: every number below $s$, however slightly below, is beaten by an element of $A$.

Why it works

A number smaller than $s$ can always be written as $s - \varepsilon$ with $\varepsilon > 0$. "No number smaller than $s$ is an upper bound" says each $s - \varepsilon$ fails to be an upper bound, that is, some element exceeds it. That is word for word the ε-test. Conversely, if the test holds, every $s - \varepsilon$ is beaten, so no smaller upper bound exists.

Here is a full proof in this style. Claim: $\sup\left\{1 - \frac{1}{n} : n \ge 1\right\} = 1$. Proof. Every element is $1 - \frac{1}{n} < 1$, so $1$ is an upper bound. Let $\varepsilon > 0$. By the Archimedean property choose a positive integer $n$ with $\frac{1}{n} < \varepsilon$. Then $1 - \frac{1}{n} > 1 - \varepsilon$, so $1 - \varepsilon$ is not an upper bound. Since $\varepsilon$ was arbitrary, $1$ is the least upper bound. $\blacksquare$

The ε-test: the blue strip is $(\sup - \varepsilon, \sup]$. However thin you make it with the slider, some term of the sequence (green) lands inside.

Worked examples

Worked example: Which element passes the test?

For $A = \left\{1 - \frac{2}{n} : n \ge 1\right\}$ and $\varepsilon = 0.01$, find the smallest $n$ whose element is greater than $1 - \varepsilon$.
  1. We need $1 - \frac{2}{n} > 0.99$, that is, $\frac{2}{n} < 0.01$, or $n > 200$.
  2. The smallest whole number with $n > 200$ is $201$.

Answer: $n = 201$.

Worked example: An element of an interval

For $A = [2, 5)$ and $\varepsilon = \frac{1}{4}$, give an element greater than $5 - \varepsilon$.
  1. We need $x \in A$ with $4.75 < x < 5$.
  2. Any such $x$ works, for example $4.9$.

Answer: $4.9$ (any number in $(4.75, 5)$ is right).

Worked example: The same test for an infimum

Show that $\inf A = 2$ for $A = \left\{2 + \frac{3}{n} : n \ge 1\right\}$, and find the first element below $2 + 0.01$.
  1. Every element is $2 + \frac{3}{n} > 2$, so $2$ is a lower bound.
  2. For the ε-test turned around, we need an element below $2 + \varepsilon$: $\frac{3}{n} < \varepsilon$ holds once $n > \frac{3}{\varepsilon}$, which the Archimedean property supplies. So $2$ is the greatest lower bound.
  3. With $\varepsilon = 0.01$: $n > 300$, so the first such element is at $n = 301$.

Answer: $\inf A = 2$; the first element below $2.01$ is $2 + \frac{3}{301}$, at $n = 301$.

Common mistake

Proving only half. "Every $x$ in $(0, 2)$ has $x < 2$, so $\sup (0, 2) = 2$" proves only that $2$ is an upper bound, which gives $\sup (0, 2) \le 2$. The number $3$ is an upper bound too. To pin down the supremum you must also show every smaller number fails. A second slip is checking the test for one $\varepsilon$, like $0.01$: the test must hold for every $\varepsilon > 0$, so the proof starts "Let $\varepsilon > 0$" and then works for that arbitrary $\varepsilon$.

Practice

Pass with 3 right answers, the last 2 in a row. Each right answer earns 2 XP.

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Sources and further reading

  • Jiří Lebl, Basic Analysis I: Introduction to Real Analysis, section 1.2 (the set of real numbers)
  • MIT OpenCourseWare 18.100A Real Analysis, lecture notes on the least upper bound property
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