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An Outline of Real Analysis

An Outline of Real Analysis

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An Outline of Real Analysis
S. Kumaresankumaresa@gmail.com
This is essentially a compilation of the hand-outs given to the students of Real AnalysisCourse (1st Semester), at the Department of Mathematics and Statistics, during the year2008-2009. Most of the material was done in about 55 hours. Those which are not coveredin the course are marked with an asterisk.
Reference Books:
1. K.A. Ross,
Analysis – Theory of Calculus
, Springer India Edition.2. Bartle and Sherbert,
Introduction to Real Analysis
, Wiley International Ed.3. R.R. Goldberg,
Methods of Real Analysis
, Oxford-IBH Publishing Co.4. Tom Apostol,
Mathematical Analysis
, Narosa Publishing House.5. W. Rudin,
Principles of Mathematical Analysis
, Wiley International.The ﬁrst two are easy books for a beginner with a lot of graded problems. The third isalso a good book for a beginner but it does not have enough problems. The fourth and theﬁfth are classics. The fourth, though no so easy as the ﬁrst three, is a must for anybody whois seriously interested in Analysis. The last is terse and does not have enough exercises for abeginner in Analysis to practice.
Topic Page
Real Number System 2Sequences 10Continuity 21Dierentiation 34Innite Series 53Uniform Convergence 63Limsup and Liminf 79Metric spaces 83Dedekind Cuts 85Riemann Integration 87Functions of Bounded Variation 110Need to reorder the sections.For example, Riemann inte-gral should follow immediatelyafter inﬁnite series, followedby uniform convergence, lim-sup liminf, Dedekind cuts andlastly Metric spaces.My aim is to give verymany concrete functions, se-quences, series and restore‘Hard-analysis’ by replacingthe prevalent practice of ‘softanalysis’ courses.
An Important Note:
I did not have a hand-written manuscript when I typed these notes.Also, I rarely proof-read. The best way you can repay me for using this set of notes is tobring typos/mistakes to my notice.1

1 LUB property of
R
and its consequences
1. Field of real numbers; We reviewed the order relations and the standard results on themanipulation of inequalities.2. We say that a real number
α
is an upper bound of
A
if, for each
x
A
, we have
x
α
.(Geometrically, this means that elements of
A
are to the left of
α
on the number line.)A real number
β
is
not
an upper bound of
A
if there exists at least one
x
A
such that
x > α
.If
α
is an upper bound of
A
and
α
> α
, then
α
is an upper bound of
A
.3. Lower bounds of a nonempty subset of
R
are deﬁned analogously.If
α
is a lower bound of
A
, where can you ﬁnd elements of
A
in the number line withreference to
α
? When do you say a real number is not a lower bound of
A
?4. There exists a lower bound for
N
in
R
. Does there exist an upper bound for
N
in
R
?The answer is ‘No’ and it requires a proof which involves the single most importantproperty of
R
. See Item 195.
∅ 
=
A
R
is said to be
bounded above
in
R
if there exists
α
R
which is an upperbound of
A
, that is, if there exists
α
R
such that for each
x
A
, we have
x
α
.6. Subsets of
R
bounded below are deﬁned analogously.7.
A
is
not
bounded above in
R
if for each
α
R
, there exists
x
A
(which depends on
α
) such that
x > α
. Can you visualize this in number line?8. When do you say
A
R
is not bounded below in
R
?9. Exercise:(a) If
=
A
R
is ﬁnite then an upper bound of
A
belongs to
A
.(b) Let
α
be an upper bound of
A
R
. If
α
A
, then
α
= lub
A
.(c) Any lower bound of a nonempty subset
A
of
R
is less than or equal to an upperbound of
A
.10. Let
∅ 
=
A
R
be bounded above. A real number
α
R
is said to be a
least upper bound
A
if (i)
α
is an upper bound of
A
and (ii) if
β
is an upper bound of
A
, then
α
β
.11. If
α
and
β
are least upper bounds of
A
, then
α
=
β
, that is, least upper bound of a(nonempty) subset (bounded above) is unique. We denote it by lub
A
.12.
α
R
is the least upper bound of
A
iﬀ (i)
α
is an upper bound of
A
and (ii) if
β < α
,then
β
is not an upper bound of
A
, that is, if
β < α
, then there exists
x
A
such that
x > β
.13. If an upper bound
α
of
A
belongs to
A
, then lub
A
=
α
.14. A greatest lower bound of a subset of
R
bounded below in
R
is deﬁned analogously.2

15. What are the results for glb’s analogous to those in Items 11–13?16. Let
A
= (0
,
1) :=
{
x
R
: 0
< x <
1
}
. Then lub
A
= 1 and glb
A
= 0. To prove theﬁrst observe that if 0
< β <
1, then (1 +
β
)
/
2
A
.17.
The LUB property of
R
:
Given any nonempty subset of
R
which is bounded above,there exists
α
R
such that
α
= lub
A
.Thus, any subset of
R
which has an upper bound in
R
has the lub in
R
.Note that lub
A
need not be in
A
.The LUP property of
R
is the single most important property of the real numbersystem and all key results in real analysis depend on it. It is also known as the Order-completeness of
R
.18. The ﬁeld
Q
though is an ordered ﬁeld does not enjoy the lub property. We shall seelater that the subset
{
x
Q
:
x
2
<
2
}
is bounded above in
Q
and does not have an lub
in
Q
.19. As a ﬁrst application of the LUB property, we established the Archimedean property(AP1) of
N
:
N
is
not
bounded above in
R
. That is, given any
x
R
, there exists
n
N
such that
x > n
.Sketch of proof: Proof by contradiction. Assume that
N
is bounded above in
R
. UsingLUB property, let
α
R
be lub
N
. Then for each
k
N
, we have
k
α
. For each
k
N
,
k
+ 1
N
. Hence for each
k
N
, we have
k
+ 1
α
, so that for each
k
N
, wehave
k
α
1. That is,
α
1 is an upper bound for
N
. Now complete the proof.20. 2nd Version of the Archimedean Property (AP2) of
N
: Given
x,y
R
with
x >
0, thereexists
n
N
such that
nx > y
. (This version is the basis of all units and measurements!)Sketch of a proof: Proof by contradiction. If false, then for each
n
N
, we must have
nx
y
so that
n
y/x
. That is,
y/x
is an upper bound for
N
.21. In fact, both the Archimedean principles are equivalent. We now show that AP2 impliesAP1.Enough to show that no
α
R
is an upper bound of
N
. Given
α
, let
x
= 1 and
y
=
α
.Then by AP2, there exists
n
N
such that
nx > y
, that is,
n > α
.22. Given
x >
0, there exists
n
N
such that
x >
1
/n
.23. Use Item 22 to show: if
x
0, then
x
= 0 iﬀ
x
1
/n
for each
n
N
. Typicaluse in Analysis: when we want to show two real numbers
a,b
are equal, we show that
|
a
b
|
1
/n
for all
n
N
.24. Exercise:(a) Show that, for
a,b
R
,
a
b
iﬀ
a
b
+
ε
for all
ε >
0.(b) Prove by induction that 2
n
> n
for all
n
N
. Hence conclude that for any given
ε >
0, there exists
N
such that if
n
, then 2
n
< ε
.(c) Show that
Z
is neither bounded above nor bounded below.3