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Introduction To Real Analysis

The document is an introduction to real analysis covering key concepts such as real numbers, sequences, series, convergence, and functions. It discusses the completeness of real numbers, Cauchy sequences, the Cantor theorem, and various convergence tests for series. Additionally, it explores topological concepts like open and closed sets, compactness, and continuity of functions.

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yujayan13
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0% found this document useful (0 votes)
10 views7 pages

Introduction To Real Analysis

The document is an introduction to real analysis covering key concepts such as real numbers, sequences, series, convergence, and functions. It discusses the completeness of real numbers, Cauchy sequences, the Cantor theorem, and various convergence tests for series. Additionally, it explores topological concepts like open and closed sets, compactness, and continuity of functions.

Uploaded by

yujayan13
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Introduction to Real Analysis

Yujay An
Real Numbers
( a + b |<( a | + (b) Ex Prove Cantor's The
.

b for Assume F : A-P(A) onto .


Yuppebounds ,
is
if Vach ,
Supremum SisupA :
sea , a
,
seb
Let B =
[acAlaff(a)3
Since fis onto, Ja'As t flail B
Axiom of completeness : All monempty subsets of I that bounded above have
:
. .

we
asup However, if at B contradiction
.

& ,

NIP : Let I, be a closed interval .


I . EIEEs ? ... In #0 Since ExeB Xf(x) but at B f(a)). ,
=

If a'GB contradiction since citB f(c)


,
=

Density : Va bell , ,
azb
,
JgzQst acgab .
so a should be an elt of B .
Thus, there is no surjection from AtoP(A)
Archimedean FreIR JNEN st :
,
.
NC r: VreIR I NEI st ha ,
.

onto VatA 7 beB


:
,
sit . fiB-A, f(b) :
a

Hol : a, beA , a theflu) f(b) Ex Prove


.

Carchy Criterion .

1-to-1 correspondence : into & 1-to-1 Convergence =>


Cauchy :

. Assume (a) > a


Same cardinality bijection exists luses ~ Let 20 be arbitrary -
.

:
Choose N sit n = N => lan-u/
.

Let m , = N Then,
= N n
Countable A-IN
.

:
lan-am) /-a +-am < lan-altlam-a/ : E
:

(a) is Carchy
Q is countable, In is uncountable
so
.

Carchy = Convergence :

countable union of countable sets is countable Cauchy bounded Thus, by B-W, 5 and
=>> st. .

(ank) > a for some adR WWS (an) > a.


-
.
-

Cantors Thm subjection from set to its set


: no
power Choose N s t .
.
1 ,m : N- >
lan-am/
Choose "KIN s t lar-als
·
. ·

lan-al /an-anntannal
=

Sequences
(a) > h .>O 5 NEI sit
-

, .
1= N > la bl < E
-

.
-
Ex .
Prove MCT/Assume lanIM FneIN , and an , show (a) converges

VVzLb), J NEI sit raN-> anEVe(b)


Let s=
supSanIneINS (by AOC) .
S-3> an for some NEIN .

an?a for all N so S-Ecan FraN


.

- ,
· Since
hounded
Every convergent sequence is Sian for all neIW, StEsanOneIN Thus for
arbitrary 3, choose N Sit S-9N FiN, .
.
, an

Convergence thm bounded abovea monotonically increasing sequence converges


·

Monotone : S 3) An > Ste


-
S/Gn 3/2
= >
·

Carchy FasO JNEINst 1 miN-la-am/E .


:
,
.
>

Ex Prove Alg Limit Thm


Converges if Carchy
. .

i) Let 230 be abitrary.


(Kan-Kallkilan-al so choose Nsit veN = lanalia
Aly Limit Thm (a )
.
.

.
>
-
a
, (bu) >b -

implies : Ex Show (*)> O.


.
-

Then, Fr= N , Ikankal Ik/a-a/(k E


.

=
-

·
(kn )> a FREM :
_
Leti sO be arbitrary.
·
Canthul-ath Choose Ns If n=N,
ii) Let O bearbitrary .
·

ab Choose N , sit N, => 19-ak


(n-bn)
-
n) E
·

. .

. for b 0 60 Choose N2 S t n = N => / bribk


(m/br)> · - , . .

Order Limit Ihm : (h) > , (bal-b - a Let N = max& N ., N3 and n= .


N

· G =b .
Ene, azb ((an+bn) (a+ b)) (an - = -
a+ bu -
b) =
(an - al (b b) + -
:
2

· a? O VEIW, as O M
iii) Let30 be whitay.
· If ( > b, VneIN , cib Since (bn)> b, I MEL sit. IbrIM EneIN
- .

Choose N S t. &N, > 1-ulsm .


.
-

to limit as Choose N2 St 1 :> 1 bib


Subsequences
-

same
sequence
.

converge Let N maxEN NS and n= N


=. ,

B-WThm IfIgIM A ne End sto


:
, Land) is Carchy
.
lab- ab) =
/and- abntaba-ab)-(bulla - a
) + 1 allbr-b
:
(Mlla-alallbr-bl Moz &=
Divergence
+
two
subsequences converging limits.
>
: to diff .

Follows from
iv) iii .
Series Ex Prove
.

(archy Criterion for Series


Series converges if series of
partial Irism) 19m =
thetran so
sums
converges. +

:, Criterion for
Aly .

Cav
·
Limit Thm for Series
= CA Feel
A b :B implies :
apply Lauchy
the
sequences.
k=1

· antbr = A+B
k= 1

Cauchy Criterion for Series : converges if VEsP, FNEINst


an ,
nam ? N= lamthmet tank
-

IfBan conveyes (a)- 0 ,


Ex Prove Absolute Convergence Test
Test Assume Otav br YKEIN
.

Comparison
:

& * Since [la) conv


.,
EEzo, FNst . n< MIN

If Lak br converges convergeon implieslamal Hamilt ... lackS.


·

, 1 anti faurzt ... an /Amal Hartz) +.. fan)E


·
If diverges, diverge in a So
by Cauchy criterior, San cov .

Geometric Series : Sark Converges to


.
if lik

Absolute Convergence Test : If sal converges, Bancoreges


Alternating Series Test : Let (m)
satisfy azanas: ... anzam ...
and
()-0 . Then,an converges.
to the limit.
If a series converges absolutely ,
all rearrangements of the series comvege same

Topology
Cantor Set C [0 1) ( = (U(2 + (n-1)) : =
.
·
· Lin .
Uncountable, nowhere cense length O compact,

Open Set 0:R's open if VatO 7 Ug(a) t Vala)O.


:
, s . .

Union of arbitrary open sets open Intersection of finite open sets is open. is .

Limit Point limit point of if VEzO Vs(a) &Aldab #%


: X Is a ,

X is a limit point of A iff x= liman for some (a) = A ,


anEx VEIN.

Isolated Point not a limit point ofA :

Closed Set: FER is closed if it contains all its limit


points
FER is closed iff every Carchy sequence in F has a limit in F
.

Closure A AUL where : =


is the set of all limit points of A .
Is closed & smallest closed set containing A.
O isO'is closed Fir closed iff F is open
open
if . .

Union of finite closed sets is closed, Intersection of arbitrary closed sets is closed.
Compact Set : K = IR compact if every sequare ink has that converges to limitin K
is
iff it
a
subsequence a .

closed and bounded.


# set is
compact is

If K = Kz = ks ,kn ...
we
compact sets

HeineBorel Thm : The following we equivalent


·
K is compact
·
K closed and bounded
is
·

Every open cover of K has a finite subcover.


Perfect : Closed with no
-
isolated
points
Separated FlB AlB both
empty
:

and are

Disconnected : E AUB where And B are =

nonempty separated sets.


Connected not disconnected :
Functions Ex Show that
.
g:l-IR is cont if .
g"(0) is open when O is open

DirichletFunction
gis cont M Let O be an
> Assume
-

Let
. on .

abitrary open set .

gixe O be
abitrary [Va(g(x))O
. since O is
open.
7)s t . VxeVg(x) , g()eVe(g(x)
.
. Thus, ExeVs(x, g(x) O ,

so VS(*] g(0) and g(0) is open

[OQ
.

Thomae's Function t(x) : :


with no, glm
>
- Assume g"(0) is open wherever O is open Let soo be .

arbitrary Let Obe as arbitrary open set Let xeg10) be


. .

arbitrary Let A = g0) s t A g"(Ve(g())) Since


. Valg(e)
.
=
.
·

is
open, g"(Va (g(x)) must be open. Then, Fath , - Ug(a)
mf(x) =
L : E,GO st lckk 5. t Vg(a) = A By definition, FaitUs(a) gla
. .
, Eve (g(a))
Since
g(y)EVe(g(x)) XtA so JVg(
YVa(k) JVs(c) VxeVg(c) f(x)EVa(L)
)
* st
x'EVg() implies
st
, . .

g(x) eVe(g(x)) Thus g is cont


.

, ,
all of I
. .

. , on .

f is continuous at c: Vazo, 76-0 st (x-c(6 .


=> (f(x) ·(1)kE

yomf(x) Lif V(xu) 2 f(x) > L


=
->
,
-

Aly Limit The for functions Same as sequences :


·

. .

Criterion : JEX) (y) S t (*) > C (yn) > c but lim fixn) + Lim flyn)
Divergence ,
.
.
-

,
-

EV(f()) FVs(c) s t VxeVg(c) f(x)EVg(f(c) Note if FAEI, XIA mother criterion for xzVg(c) .
Continuity :
,
.
.

,
is

f(xn) >c
-

,
f(x) + +(1) .

Discontinuity F(X) 2 but fixn) + f()


: >
-
-

Composition of continuous functions is continuous.


Alg
. Continuity Thm . Same as
sequences
Let f A-Ill be continuous
: · If K: An compact f(k) is also compact. ,

Extreme Value Thm : Iff is continuous on compact a set , it attains a maximum and minimum value.

FasP, E30 St XX YEA y 116 If(x) fly))


Continuity
=>
Uniform 1
-
: .
-

, ,

Absence of uniform continuity - : fails to be


uniformly continuous if 72070 st . .
FIXal St .
. (xn-Yol -
>0 but If(x) Flyn)1 :20
·

continuous
A function that is continuous on a
compact set is
uniformly
Intermediate Value Thm If f Ca b] : :
,
-
>IR is cont ,
-L Sit . Flak(b)00f(b)< h > F(a) 5 x (a b] , ,
sto fix ( :

Let f: - I be cont If EIG .


is connected , so is FEl .

Ex Prove
. mc() (iff Unl > c f(x) L = -

,
>
-

> Assume Va(L) 7 Vg() sit XeYg(c)


Ex Prove Extreme Value Thm
-

.
,

implies f(x) Va(L) Leten)-C, An


.
.

Since f(k) is compact, 2 supf(k) =


.

lim x2- 5x+ 18 12


is an elf of f(K) Thus Ex tk
Sit f(x) X and f(x) is the
. , be
arbitrary . Since (*n) > C JNEI
,
-

Ex Show XnEVg(c) XnEVg(c) > f(x)EVg(L)


: =

St naN =
.
=

same
argument for min
.

Max
.

x >2
.

-
. .

minEl ,
so f(xn) -
>L -

Let 220 be arbitrary Choose S


Assume V(x1) > <, f(x) >L Assume for
:
-
·
- -

(x-2/6 = (x-2) * ) (x-2/(x-3)


.

Then, contradiction thatm f(ML.Then, Vod


=

F
ShowM
2
/xSx+ 8 - 12kE Ex
=
=
.
. St .
VVg() 5 xeVg(c) sit f(x)Vg(2) LetS =,
, . ·

Let gro be For each neIW 7 XeVs(c) f(x) Vel.


arbitrary Choose .
,
Sit .

S 2E Then, 1x 4KS
However , this creates a sequence of
:
.

implies (0-21 :
/ *- with f(x) +> L, so by
contradiction if F(x) > < F(xn)-L,f -
Derivatives
g'() =M gly-
"Sir() x 0
[
*

Useful example Gux)


:
=

0X 0 =

If is differentiable at c it is continuous at c
g
Aly .

Differentiability Thm
(f y)'() f'(c)
.
Let f and g be diff at c
· + = +
g'()
·

(k) (c) =
k(E'(1)) VELR
(fy)'() f(x)y (x) + f'(c)g())
+
· =

g(1) + '() f(x g()


(f)'()
-
-

· =

(9(())2
Chain Rule : Let f: -IR, g : B-IR have f(A) = B sit got .
is defined If f'() exists .
, glf (1) exists (gof)'() g(f()) f'(l)
,
= -

Interior Extremum Thm : Letthe diffon (a b) If Ice(a b) . .


, sit . fill ? f(x) Exclab) then f'() 0
. Same result for min value. ,
=

Darboux Thm If f diff on [a b] and if a satisfies f (al < asf'(b) then FcE(a b) sit #(c) 2 Same
:
, , , .
:
. result if flak +(b).
Rolle's Thm Letfbe diffon (a b) cont on [a b) If f(al f(b) F(c (a b) sit +(c) 0
:
, ,
=
, .
:

, ·
,

Mean Value Thm : If f cont on (a b) diff on (ab) · Fce(a b) st +(c) : ifal ,


, , .

a diff on A and g'(x) 0 EXEA g(x) k for some KEIR


If = :

If fig cliff on A and g(x) f'(x) XXA g(x) f(x) + K For some KEIR =
,
=

Generalized MVT : If fig cont on (ab] diff on (a,b) Fcelab) S t


, , .
.
f'(c)(9(b) g(a)) g() (f(b) f(a)) -
= -

L'Hopital's (010) Let :


f, g be conton an interval containing a, assume f,
g
diff on interval
except at a If fla) g(a) ,
0
.
: :

*,Im
and g(x) + 0 for all x

L'Hopital's (*/) Assume f :


, g diff or (a b) g'(x) +0
,
,
UXab) If .
Ymg(:m (
f(x) =Eacos(bix) is a class of nowhere differentiable -

functions (for some chosen unl .

Ex Prove diff=) cont


. . Ex Prove.
Aly DiffThm (iii) . Ex .
Prove Darbox Thm gla) =h get
Since Im cr (fy)' (c) :live fixg()-f(gl Define g(y) : f(x)-ax .
-g(a)(
implies /X-al] =>
g()
X L
on [a b) with E+ g(n) < 2+
g(n)
-

g isdiff
-

and Im x- 0,
by f(xg(y) - f()g( f()g(x-flgl
.
=

=lik
+

g'(x) f(x) 2
= the
-

By g(x)< g(a) + (x
-

u)(E+ g'()) Choose


Alg Limit Thm. for Functions,
. .

X -
L

j g(a)
St X-a < O ,
=m (g(x) f(x)-fl ( g(x-gl hypothesis g'(a) < O < g'(b)
. .
E .
.
E+ < 0, since
,

lim(x) x X C
-
-
C and we must show g(x) < g(c) .
A similar
argument
implying f(x) <
= f (c). =
g() f'(l) + f(x)g(c) since Aly g'(c) = 0 for some (ECab]. for
gly)g(b) shows that a

LimitThm o and
=
9
cliff at and b are not minima .
By
cont at a so gla g(c). :

EVTg attains minimum


.
a

value on the interior and


desired
g) (c) 0
=
as .
Sequences and Series of Functions
arcten(y) = X
-
= 1-it-y t +

+
+
+
e = Itx

sin(x) =
X- -
cost) 1-
=

...
Pointwise Convergence : En -f
pointwise if ExEA , (f(x)) > (f(x) -

Uniform FEsO, INEI Sit


Convergence :
FA, FA , If(x) flaks -
.

Carchy Criterion for Uniform Convergence :


(f) conv · unif if .
VEso , -NEW sit . If(x) fm(x)) -

VextA Fu,m = N
, -

Continuous LimitThm : If (f) > f unit & VNEW, fr -

.
is contract c, f is cont at a
Differentiable Limit Thm : Let t-> - pointwise [ab] each fr is diff If (fn') conv unif [a b] on to
on ,
g,
.
,

for diff and f g =


.

Let(f) be diff on [a b] ,
and assume (fn'l cour unit on (a b], . If Exot (a b] sit En(xo) conv· , · fu(x) cour
unif . on [a, b].
If Exo[a b] fao) conve then (fr) conv unif,
Let(fn) you [a b)
be diffon (a b) and , assume (frl conv ·
unit to , . ,
Sit .
, ·

f = Lim fr is diff all


, feg .

Series of functions pointwise/unit if potrulsums


conv · car pointwise/unif. *

A Then fis cont A.


Continuity Thm Let (fn) be conte and assumeE-f
unt
Term-by- Term : on . . on

Term-by-Term Differentiability Thm : Let (f) be diff A assume fr(x) unif. to gla)
*
A If Exot(a b] . on , conv on . ,

Sit Sfu(xo)
I n=

conv., Ef(x) unif to f(x) Sat f(x) A.


. g(x) conv ·
.
=
on

Cauchy Criterion for Unif Cour of Series : unit A if YasO FNEIN sit (fmafm (4) f(x)k2 FamaN YxeA
.
corr · . on
,
.
+
+...
,

Weierstrass Motest : If 7 Mr ? If(x))ExeA


*
, and Macon , cour ·
unif . on A.

If Cax cor at XoeM, it absolutely Est (xk(ol If cov abs


cour. . . at No , it cour unifo [Io ,)

Abel's Thm : LetSax car at x R> 0 Then it con unif on [0 R].


=
·

,
.

power series carr· potwise


If A it
a , conv
uniformly on my &
on
compact set KEA.

IfSee cov VER R) Gan"coNEXR ,


,
nat and

Assume f(x) =
[ax-conv · O. AfIR E is cont.on A and differ any ERRIEA .'(x)
·
: fir
infinitely cliff .

=0
150 =

Let f(x) =
tast on some interval centered at 0 Then
nota, x + aex" ... .
, an
n !
Remainder Thm Let thediff N+ times on (R, R) define en= **10)
Lagrange :
,
#
FrsW , and let Sp :
cotax+ *+... + anxW
Given x+O, xEER, R) , < sit (KI1 with .

En(X) f(x-SN(x) Satisfies En(y) = x


=

N
=**(a)
Taylor Series centered at aFO :-a) "with c ! -
n
Counter g(x) :
=

Geo
has a taylor series that cour but not tog(y) for all · x+ O .
All coeffs are Osince g is
extremely flat at origin
Weierstrass Approx Thm Let .
: f Ca, b] > IR be cont VETO E polynomial
: -

. , p(x) st .
Hf(p()ke x+ [ab].
Integration
Partition : set of points from [a , b) including ab
Mr =
inf(f(x)(x[Xr xn]] 1,

Mr :
supEf(x)(x [ 1
*+ , * k]
U(f P) : [Mu(xk
,
-
*
n+ )
k = 1

L(f P) = m(-
,

U(f p) = L(fP)
,

Refinement : P : Q , (If P) = ((f· Q) , Ulf P) = Ulf,


, , Q)
U(f) sop5U(f P) /PEP)
=
,

((f) =
inf(((f p) /PEP3 ,

fis Reimann integrable if U(f) L(f)= :


Jaf
* bounded function is
integrable if FEzo, 7 Past UlfiPs) L (file) is
.
·

Continuity
= Integrability .

A bounded function with


discontinuity is integrable one

If filab] IR is bounded and is integrable


-
(c b] on ,
Xcelab) , f is integrable on [asb]·
Dirichlet's not integrable Thomae's is integrable ,

f integrable [a b] iff integrable on [a,c] (4b] , on


, ,
c= (a b).
,

fig integrable [a b] implies on ,


:

·+y Na =

·
Fel, Ukf Kl =

·
m= f(x) = M Axe[ab] = mib-a) = Jaf = M(b- a)
· if f(x) : g(x) on Saib] = a
·
Ift is integrable and Ital < Jafl
Jaf - =

Assume En > f unif -


. on [a b) ,
,
each this integrable ·
Then, is integrable withme
FTOC if f (a, b] IR and F [a, b] > In satisfies F(x) fix Exa b] Jaf F(b)- F(a)
: -
integrable
:
is : -
:
, ,
:

let g [a, b) -11 : be


integrable and for xta b] , define G(X) :*g Then Gi cont
.
.
on [a, b] If gis cont
·
.
at celab)
,
0 diff-atc, 6)
(c)
=

Let the a bounded function on [a,b] Fis Reimann-integrable iff he set of points where fis not conto has measure .
O

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