List of Topics – Basic Real Analysis Course

Total Page:16

File Type:pdf, Size:1020Kb

List of Topics – Basic Real Analysis Course List of topics – Basic Real Analysis Course Preliminary Material. Topology Basics: Real numbers, set topology, metric spaces. Topology and continuous functions 1. Baire category theorem 2. Urysohn theorem, extension theorem 3. Spaces of continuous functions, Stone-Weierstrass theorem, Arzela-Ascoli theorem Measures and Measuring 1. Sigma – Algebra of sets, Borel sigma-algebra 2. measurable functions 3. Monotone Class Lemms 4. Measures, measure space, regular measure, signed measures 5. Fatou Lemma 6. Completion, extension and measure generation, Caratheodory theorem III. Integration 1. Definition and properties 2. Monotone convergence, Fatou lema, Lebesgue's dominated convergence theorem, parameter dependence IV. Spaces Lp 1. Holder Inequality, Minkowski inequality 2. Riesz-Fischer Theorem 3. Density theorems V. Convergence Types 1. Convergence on measurement, near-anywhere convergence, near-uniform convergence, relations among them 2. Uniform Integrability VI. Measure Decomposition 1. Hahn decomposition and Jordan decomposition of signed measurements 2. Radon-Nikodym Theorem 3. Variables change 4. Lebesgue decomposition VII. Product Measurements 1. Fubini Theorem 2. Measurement Disintegration VII. Integral of Lebegue-Stieltjes on R 1. Lebegue-Stieltjes Measurements 2. Absolutely continuous function 3. Function of limited variations 4. Fundamental theorem of calculus 5. Convolution Reference Apostol, T.M. Mathematical Analysis Ash, R.B. Real Analysis and Probability Bartle, R.G. The Elements of Real Analysis Bartle, R.G. The Elements of Integration Cohn, D.L. Measure Theory Dudley, R.M. Real Analysis and Probability Dieudonné, J. Foundations of Modern Analysis Gelbaum, B., Olmsted, J. Counterexamples in Analysis Hewitt, E., Stromberg, K. Real and Abstract Analysis Kolmogorov, A., Fomin, S. Elements in the Theory of Functions and Functional Analysis Royden, H. Real Analysis Rudin, W. Real and Complex Analysis Stromberg, K. Real Analysis Taylor, A.E. General Theory of Functions and Integration .
Recommended publications
  • Math 35: Real Analysis Winter 2018 Chapter 2
    Math 35: Real Analysis Winter 2018 Monday 01/22/18 Lecture 8 Chapter 2 - Sequences Chapter 2.1 - Convergent sequences Aim: Give a rigorous denition of convergence for sequences. Denition 1 A sequence (of real numbers) a : N ! R; n 7! a(n) is a function from the natural numbers to the real numbers. Though it is a function it is usually denoted as a list (an)n2N or (an)n or fang (notation from the book) The numbers a1; a2; a3;::: are called the terms of the sequence. Example 2: Find the rst ve terms of the following sequences an then sketch the sequence a) in a dot-plot. n a) (−1) . n n2N b) 2n . n! n2N c) the sequence (an)n2N dened by a1 = 1; a2 = 1 and an = an−1 + an−2 for all n ≥ 3: (Fibonacci sequence) Math 35: Real Analysis Winter 2018 Monday 01/22/18 Similar as for functions from R to R we have the following denitions for sequences: Denition 3 (bounded sequences) Let (an)n be a sequence of real numbers then a) the sequence (an)n is bounded above if there is an M 2 R, such that an ≤ M for all n 2 N : In this case M is called an upper bound of (an)n. b) the sequence (an)n is bounded below if there is an m 2 R, such that m ≤ an for all n 2 N : In this case m is called a lower bound of (an)n. c) the sequence (an)n is bounded if there is an M~ 2 R, such that janj ≤ M~ for all n 2 N : In this case M~ is called a bound of (an)n.
    [Show full text]
  • Introduction to Real Analysis I
    ROWAN UNIVERSITY Department of Mathematics Syllabus Math 01.330 - Introduction to Real Analysis I CATALOG DESCRIPTION: Math 01.330 Introduction to Real Analysis I 3 s.h. (Prerequisites: Math 01.230 Calculus III and Math 03.150 Discrete Math with a grade of C- or better in both courses) This course prepares the student for more advanced courses in analysis as well as introducing rigorous mathematical thought processes. Topics included are: sets, functions, the real number system, sequences, limits, continuity and derivatives. OBJECTIVES: Students will demonstrate the ability to use rigorous mathematical thought processes in the following areas: sets, functions, sequences, limits, continuity, and derivatives. CONTENTS: 1.0 Introduction 1.1 Real numbers 1.1.1 Absolute values, triangle inequality 1.1.2 Archimedean property, rational numbers are dense 1.2 Sets and functions 1.2.1 Set relations, cartesian product 1.2.2 One-to-one, onto, and inverse functions 1.3 Cardinality 1.3.1 One-to-one correspondence 1.3.2 Countable and uncountable sets 1.4 Methods of proof 1.4.1 Direct proof 1.4.2 Contrapositive proof 1.4.3 Proof by contradiction 1.4.4 Mathematical induction 2.0 Sequences 2.1 Convergence 2.1.1 Cauchy's epsilon definition of convergence 2.1.2 Uniqueness of limits 2.1.3 Divergence to infinity 2.1.4 Convergent sequences are bounded 2.2 Limit theorems 2.2.1 Summation/product of sequences 2.2.2 Squeeze theorem 2.3 Cauchy sequences 2.2.3 Convergent sequences are Cauchy sequences 2.2.4 Completeness axiom 2.2.5 Bounded monotone sequences are
    [Show full text]
  • Real Analysis Mathematical Knowledge for Teaching: an Investigation
    IUMPST: The Journal. Vol 1 (Content Knowledge), February 2021 [www.k-12prep.math.ttu.edu] ISSN 2165-7874 REAL ANALYSIS MATHEMATICAL KNOWLEDGE FOR TEACHING: AN INVESTIGATION Blain Patterson Virginia Military Institute [email protected] The goal of this research was to investigate the relationship between real analysis content and high school mathematics teaching so that we can ultimately better prepare our teachers to teach high school mathematics. Specifically, I investigated the following research questions. (1) What connections between real analysis and high school mathematics content do teachers make when solving tasks? (2) What real analysis content is potentially used by mathematics teachers during the instructional process? Keywords: Teacher Content Knowledge, Real Analysis, Mathematical Understanding for Secondary Teachers (MUST) Introduction What do mathematics teachers need to know to be successful in the classroom? This question has been at the forefront of mathematics education research for several years. Clearly, high school mathematics teachers should have a deep understanding of the material they teach, such as algebra, geometry, functions, probability, and statistics (Association of Mathematics Teacher Educators, 2017). However, only having knowledge of the content being taught may lead to various pedagogical difficulties, such as primarily focusing on procedural fluency rather than conceptual understanding (Ma, 1999). The general perception by mathematicians and mathematics educators alike is that teachers should have some knowledge of mathematics beyond what they teach (Association of Mathematics Teacher Educators, 2017; Conference Board of the Mathematical Sciences, 2012, Wasserman & Stockton, 2013). The rationale being that concepts from advanced mathematics courses, such as abstract algebra and real analysis, are connected to high school mathematics content (Wasserman, Fukawa-Connelly, Villanueva, Meja-Ramos, & Weber, 2017).
    [Show full text]
  • Basic Analysis I: Introduction to Real Analysis, Volume I
    Basic Analysis I Introduction to Real Analysis, Volume I by Jiríˇ Lebl June 8, 2021 (version 5.4) 2 Typeset in LATEX. Copyright ©2009–2021 Jiríˇ Lebl This work is dual licensed under the Creative Commons Attribution-Noncommercial-Share Alike 4.0 International License and the Creative Commons Attribution-Share Alike 4.0 International License. To view a copy of these licenses, visit https://creativecommons.org/licenses/ by-nc-sa/4.0/ or https://creativecommons.org/licenses/by-sa/4.0/ or send a letter to Creative Commons PO Box 1866, Mountain View, CA 94042, USA. You can use, print, duplicate, share this book as much as you want. You can base your own notes on it and reuse parts if you keep the license the same. You can assume the license is either the CC-BY-NC-SA or CC-BY-SA, whichever is compatible with what you wish to do, your derivative works must use at least one of the licenses. Derivative works must be prominently marked as such. During the writing of this book, the author was in part supported by NSF grants DMS-0900885 and DMS-1362337. The date is the main identifier of version. The major version / edition number is raised only if there have been substantial changes. Each volume has its own version number. Edition number started at 4, that is, version 4.0, as it was not kept track of before. See https://www.jirka.org/ra/ for more information (including contact information, possible updates and errata). The LATEX source for the book is available for possible modification and customization at github: https://github.com/jirilebl/ra Contents Introduction 5 0.1 About this book ....................................5 0.2 About analysis ....................................7 0.3 Basic set theory ....................................8 1 Real Numbers 21 1.1 Basic properties ...................................
    [Show full text]
  • Math 370 - Real Analysis
    Math 370 - Real Analysis G.Pugh Jan 4 2016 1 / 28 Real Analysis 2 / 28 What is Real Analysis? I Wikipedia: Real analysis. has its beginnings in the rigorous formulation of calculus. It is a branch of mathematical analysis dealing with the set of real numbers. In particular, it deals with the analytic properties of real functions and sequences, including convergence and limits of sequences of real numbers, the calculus of the real numbers, and continuity, smoothness and related properties of real-valued functions. I mathematical analysis: the branch of pure mathematics most explicitly concerned with the notion of a limit, whether the limit of a sequence or the limit of a function. It also includes the theories of differentiation, integration and measure, infinite series, and analytic functions. 3 / 28 In other words. I In calculus, we learn how to apply tools (theorems) to solve problems (optimization, related rates, linear approximation.) I In real analysis, we very carefully prove these theorems to show that they are indeed valid. 4 / 28 Thinking back to calculus. I Most every important concept was defined in terms of limits: continuity, the derivative, the definite integral I But, the notion of the limit itself was rather vague I For example, sin x lim = 1 x!0 x means sin (x)=x gets close to 1 as x gets close to 0. 5 / 28 The key notion I The key and subtle concept that makes calculus work is that of the limit I Notion of a limit was truly a major advance in mathematics. Instead of thinking of numbers as only those quantities that could be calculated in a finite number of steps, a number could be viewed as the result of a process, a target reachable after an infinite number of steps.
    [Show full text]
  • Real Analysis a Comprehensive Course in Analysis, Part 1
    Real Analysis A Comprehensive Course in Analysis, Part 1 Barry Simon Real Analysis A Comprehensive Course in Analysis, Part 1 http://dx.doi.org/10.1090/simon/001 Real Analysis A Comprehensive Course in Analysis, Part 1 Barry Simon Providence, Rhode Island 2010 Mathematics Subject Classification. Primary 26-01, 28-01, 42-01, 46-01; Secondary 33-01, 35-01, 41-01, 52-01, 54-01, 60-01. For additional information and updates on this book, visit www.ams.org/bookpages/simon Library of Congress Cataloging-in-Publication Data Simon, Barry, 1946– Real analysis / Barry Simon. pages cm. — (A comprehensive course in analysis ; part 1) Includes bibliographical references and indexes. ISBN 978-1-4704-1099-5 (alk. paper) 1. Mathematical analysis—Textbooks. I. Title. QA300.S53 2015 515.8—dc23 2014047381 Copying and reprinting. Individual readers of this publication, and nonprofit libraries acting for them, are permitted to make fair use of the material, such as to copy select pages for use in teaching or research. Permission is granted to quote brief passages from this publication in reviews, provided the customary acknowledgment of the source is given. Republication, systematic copying, or multiple reproduction of any material in this publication is permitted only under license from the American Mathematical Society. Permissions to reuse portions of AMS publication content are handled by Copyright Clearance Center’s RightsLink service. For more information, please visit: http://www.ams.org/rightslink. Send requests for translation rights and licensed reprints to [email protected]. Excluded from these provisions is material for which the author holds copyright.
    [Show full text]
  • Math 431 - Real Analysis I Homework Due October 31
    Math 431 - Real Analysis I Homework due October 31 In class, we learned that a function f : S ! T between metric spaces (S; dS) and (T; dT ) is continuous if and only if the pre-image of every open set in T is open in S. In other words, f is continuous if for all open U ⊂ T , the pre-image f −1(U) ⊂ S is open in S. Question 1. Let S; T , and R be metric spaces and let f : S ! T and g : T ! R. We can define the composition function g ◦ f : S ! R by g ◦ f(s) = g(f(s)): (a) Let U ⊂ R. Show that (g ◦ f)−1(U) = f −1 g−1 (U) (b) Use (a) to show that if f and g are continuous, then the composition g ◦ f is also continuous Solution 1. (a) We will show that (g ◦ f)−1(U) = f −1 g−1 (U) by showing that (g ◦ f)−1(U) ⊂ f −1 g−1 (U) and f −1 g−1 (U) ⊂ (g ◦ f)−1(U). For the first direction, let x 2 (g ◦ f)−1(U). Then, g ◦ f(x) 2 U. Thus, g(f(x)) 2 U. Since g(f(x)) 2 U, then f(x) 2 g−1(U). Continuing we get that x 2 f −1(g−1(U). Thus, (g ◦ f)−1(U) ⊂ f −1 g−1 (U) : Conversely, assume that x 2 f −1 g−1 (U). Then, f(x) 2 g−1(U). Furthermore, g(f(x)) 2 U. Thus, g ◦ f(x) 2 U.
    [Show full text]
  • Real Analysis III (Mat312β)
    Real Analysis III (MAT312β) Department of Mathematics University of Ruhuna A.W.L. Pubudu Thilan Department of Mathematics University of Ruhuna | Real Analysis III(MAT312β) 1/37 Chapter 5 Directional Derivatives and Partial Derivatives Department of Mathematics University of Ruhuna | Real Analysis III(MAT312β) 2/37 Why do we need directional derivatives? Suppose y = f (x). Then the derivative f 0(x) is the rate at which y changes when we let x vary. Since f is a function on the real line, so the variable can only increase or decrease along that single line. In one dimension, there is only one "direction" in which x can change. Department of Mathematics University of Ruhuna | Real Analysis III(MAT312β) 3/37 Why do we need directional derivatives? Cont... Given a function of two or more variables like z = f (x; y), there are infinitely many different directions from any point in which the function can change. We know that we can represent directions as vectors, particularly unit vectors when its only the direction and not the magnitude that concerns us. Directional derivatives are literally just derivatives or rates of change of a function in a particular direction. Department of Mathematics University of Ruhuna | Real Analysis III(MAT312β) 4/37 Why do we need directional derivatives? Cont... Let P is a point in the domain of f (x; y) and vectors v1, v2, v3, and v4 represent possible directions in which we might want to know the rate of change of f (x; y). Suppose we may want to know the rate at which f (x; y) is changing along or in the direction of the vector, v3, which would be the direction along the x-axis.
    [Show full text]
  • Real Analysis of One Variable
    Real Analysis of One Variable MATH 425/525 Fall 2011 - Overview The field of real numbers 1 Field axioms for (R; +;:) 2 Positivity axioms for R ! induce a natural order on R a > b () a − b 2 P a2 > 0; 8a 2 R∗ In particular, 1 = 12 > 0 3 Completeness axiom ! non-empty sets bounded above (resp. below) have a supremum (resp. infimum) p This is used to define x for x > 0 And to show that R n Q is not empty 4 The triangle inequality MATH 425/525 Real Analysis of One Variable Subsets of R 1 N is the intersection of all inductive subsets of R The above is used in proofs by induction One can define functions of the form x 7! x n, x 2 R and n 2 N, as well as polynomials 2 We defined the following subsets of R: Z (integers), Q (rationals) and R n Q (irrationals) 3 We proved the Archimedean property 4 We showed that Q and R n Q are dense in R 5 We can now define the Dirichlet function 1 if x 2 f (x) = Q 0 if x 2 R n Q MATH 425/525 Real Analysis of One Variable Sequences 1 Definitions of convergence and of the limit of a converging sequence 2 Properties of limits of sequences: comparison lemma, linearity, product, and quotient properties 3 Sequences and sets Every convergent sequence is bounded Sequential density of a set Closed sets A monotone sequence converges if and only if it is bounded Every sequence has a monotone subsequence Every bounded sequence has a convergent subsequence Intervals of the form [a; b] are sequentially compact 4 A sequence of numbers is convergent if and only if it is Cauchy MATH 425/525 Real Analysis of One Variable Continuity
    [Show full text]
  • Sample Questions for Preliminary Real Analysis Exam
    SAMPLE QUESTIONS FOR PRELIMINARY REAL ANALYSIS EXAM VERSION 2.0 Contents 1. Undergraduate Calculus 1 2. Limits and Continuity 2 3. Derivatives and the Mean Value Theorem 3 4. Infinite Series 3 5. The Riemann Integral and the Mean Value Theorem for Integrals 4 6. Improper Integrals 5 7. Uniform Continuity; Sequences and Series of Functions 6 8. Taylor Series 7 9. Topology of Rn 8 10. Multivariable Differentiation 8 11. Inverse and Implicit Function Theorems 9 12. Theorems and Integration of Vector Calculus 9 13. Fourier Series 10 14. Inequalities and Estimates 11 15. Suggested Practice Exams 11 1. Undergraduate Calculus (1.1) Find Z 2π x2 sin (x) dx: 0 (1.2) Find lim (π − 2x) sec (x) : π x! 2 (1.3) Find Z 2 exp (−1=x) 2 dx: 1 x (1.4) Find p; q 2 Z>0 such that p = 0:01565656; (p; q) = 1: q (1.5) Find the interval of convergence of the series n X 2−n (x + 1) : n n≥1 1 2 VERSION 2.0 (1.6) Evaluate ZZ xy dA; A where A = f(x; y): x ≥ 0; y ≥ 0; 2x + y ≤ 4g. p (1.7) Find the critical points and inflection points of the function ( x)x. (1.8) Let p : R ! R be a polynomial function such that p (0) = p (2) = 3; p0 (0) = p0 (2) = −1: Find Z 2 x p00 (x) dx: 0 2. Limits and Continuity (2.1) Let (xn) and (yn) be sequences of real numbers converging to x and y respectively.
    [Show full text]
  • An Introduction to Real Analysis John K. Hunter1
    An Introduction to Real Analysis John K. Hunter1 Department of Mathematics, University of California at Davis 1The author was supported in part by the NSF. Thanks to Janko Gravner for a number of correc- tions and comments. Abstract. These are some notes on introductory real analysis. They cover the properties of the real numbers, sequences and series of real numbers, limits of functions, continuity, differentiability, sequences and series of functions, and Riemann integration. They don't include multi-variable calculus or contain any problem sets. Optional sections are starred. c John K. Hunter, 2014 Contents Chapter 1. Sets and Functions 1 1.1. Sets 1 1.2. Functions 5 1.3. Composition and inverses of functions 7 1.4. Indexed sets 8 1.5. Relations 11 1.6. Countable and uncountable sets 14 Chapter 2. Numbers 21 2.1. Integers 22 2.2. Rational numbers 23 2.3. Real numbers: algebraic properties 25 2.4. Real numbers: ordering properties 26 2.5. The supremum and infimum 27 2.6. Real numbers: completeness 29 2.7. Properties of the supremum and infimum 31 Chapter 3. Sequences 35 3.1. The absolute value 35 3.2. Sequences 36 3.3. Convergence and limits 39 3.4. Properties of limits 43 3.5. Monotone sequences 45 3.6. The lim sup and lim inf 48 3.7. Cauchy sequences 54 3.8. Subsequences 55 iii iv Contents 3.9. The Bolzano-Weierstrass theorem 57 Chapter 4. Series 59 4.1. Convergence of series 59 4.2. The Cauchy condition 62 4.3. Absolutely convergent series 64 4.4.
    [Show full text]
  • ANTIDERIVATIVES for COMPLEX FUNCTIONS Marc Culler
    ANTIDERIVATIVES FOR COMPLEX FUNCTIONS Marc Culler - Spring 2010 1. Derivatives Most of the antiderivatives that we construct for real-valued functions in Calculus II are found by trial and error. That is, whenever a function appears as the result of differenti- ating, we turn the equation around to obtain an antiderivative formula. Since we have the same product rule, quotient rule, sum rule, chain rule etc. available to us for differentiating complex functions, we already know many antiderivatives. For example, by differentiating f (z) = z n one obtains f 0(z) = nz n−1, and from this one n 1 n+1 sees that the antiderivative of z is n+1 z { except for the very important case where n = −1. Of course that special case is very important in real analysis as it leads to the natural logarithm function. It will turn out to be very important in complex analysis as well, and will lead us to the complex logarithm. But this foreshadows some major differences from the real case, due to the fact that the complex exponential is not an injective function and therefore does not have an inverse function. Besides the differentiation formulas, we have another tool available as well { the Cauchy Riemann equations. Theorem 1.1. Suppose f (z) = u(z) + iv(z), where u(z) and v(z) are real-valued func- tions of the complex variable z. • If f 0(z) exists then the partial derivatives of u and v exist at the point z and satisfy ux (z) = vy (z) and uy (z) = −vx (z).
    [Show full text]