COMPANION NOTES

A Working Excursion to Accompany Baby

Rudin

Evelyn M. Silvia1

April 1, 1999

1
hEvelyn
c M. Silvia 1999
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Contents

Preface vii
0.0.1 About the Organization of the Material . . . . . . . . . . . viii
0.0.2 About the Errors . . . . . . . . . . . . . . . . . . . . . . . viii

1 The Field of Reals and Beyond 1

1.1 Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Ordered Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2.1 Special Subsets of an Ordered Field . . . . . . . . . . . . . 15
1.2.2 Bounding Properties . . . . . . . . . . . . . . . . . . . . . 17
1.3 The Real Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.3.1 Density Properties of the Reals . . . . . . . . . . . . . . . . 27
1.3.2 Existence of nth Roots . . . . . . . . . . . . . . . . . . . . 29
1.3.3 The Extended Real Number System . . . . . . . . . . . . . 33
1.4 The Complex Field . . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.4.1 Thinking Complex . . . . . . . . . . . . . . . . . . . . . . 39
1.5 Problem Set A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

2 From Finite to Uncountable Sets 49

2.1 Some Review of Functions . . . . . . . . . . . . . . . . . . . . . . 49
2.2 A Review of Cardinal Equivalence . . . . . . . . . . . . . . . . . . 54
2.2.1 Denumerable Sets and Sequences . . . . . . . . . . . . . . 61
2.3 Review of Indexed Families of Sets . . . . . . . . . . . . . . . . . 62
2.4 Cardinality of Unions Over Families . . . . . . . . . . . . . . . . . 65
2.5 The Uncountable Reals . . . . . . . . . . . . . . . . . . . . . . . . 69
2.6 Problem Set B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70

3 METRIC SPACES and SOME BASIC TOPOLOGY 73

3.1 Euclidean n-space . . . . . . . . . . . . . . . . . . . . . . . . . . . 73

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3.2 Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77

3.3 Point Set Topology on Metric Spaces . . . . . . . . . . . . . . . . . 82
3.3.1 Complements and Families of Subsets of Metric Spaces . . 87
3.3.2 Open Relative to Subsets of Metric Spaces . . . . . . . . . 96
3.3.3 Compact Sets . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.3.4 Compactness in Euclidean n-space . . . . . . . . . . . . . . 105
3.3.5 Connected Sets . . . . . . . . . . . . . . . . . . . . . . . . 111
3.3.6 Perfect Sets . . . . . . . . . . . . . . . . . . . . . . . . . . 114
3.4 Problem Set C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118

4 Sequences and Series–First View 123

4.1 Sequences and Subsequences in Metric Spaces . . . . . . . . . . . 124
4.2 Cauchy Sequences in Metric Spaces . . . . . . . . . . . . . . . . . 135
4.3 Sequences in Euclidean k-space . . . . . . . . . . . . . . . . . . . 139
4.3.1 Upper and Lower Bounds . . . . . . . . . . . . . . . . . . 145
4.4 Some Special Sequences . . . . . . . . . . . . . . . . . . . . . . . 149
4.5 Series of Complex Numbers . . . . . . . . . . . . . . . . . . . . . 152
4.5.1 Some (Absolute) Convergence Tests . . . . . . . . . . . . . 156
4.5.2 Absolute Convergence and Cauchy Products . . . . . . . . 169
4.5.3 Hadamard Products and Series with Positive and Negative
Terms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
4.5.4 Discussing Convergence . . . . . . . . . . . . . . . . . . . 176
4.5.5 Rearrangements of Series . . . . . . . . . . . . . . . . . . 177
4.6 Problem Set D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178

5 Functions on Metric Spaces and Continuity 183

5.1 Limits of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 183
5.2 Continuous Functions on Metric Spaces . . . . . . . . . . . . . . . 197
5.2.1 A Characterization of Continuity . . . . . . . . . . . . . . . 200
5.2.2 Continuity and Compactness . . . . . . . . . . . . . . . . . 203
5.2.3 Continuity and Connectedness . . . . . . . . . . . . . . . . 206
5.3 Uniform Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . 208
5.4 Discontinuities and Monotonic Functions . . . . . . . . . . . . . . 211
5.4.1 Limits of Functions in the Extended Real Number System . 221
5.5 Problem Set E . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
CONTENTS v

6 Differentiation: Our First View 229

6.1 The Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229
6.1.1 Formulas for Differentiation . . . . . . . . . . . . . . . . . 242
6.1.2 Revisiting A Geometric Interpretation for the Derivative . . 243
6.2 The Derivative and Function Behavior . . . . . . . . . . . . . . . . 244
6.2.1 Continuity (or Discontinuity) of Derivatives . . . . . . . . . 250
6.3 The Derivative and Finding Limits . . . . . . . . . . . . . . . . . . 251
6.4 Inverse Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 254
6.5 Derivatives of Higher Order . . . . . . . . . . . . . . . . . . . . . 258
6.6 Differentiation of Vector-Valued Functions . . . . . . . . . . . . . . 262
6.7 Problem Set F . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266

7 Riemann-Stieltjes Integration 275

7.1 Riemann Sums and Integrability . . . . . . . . . . . . . . . . . . . 277
7.1.1 Properties of Riemann-Stieltjes Integrals . . . . . . . . . . 295
7.2 Riemann Integrals and Differentiation . . . . . . . . . . . . . . . . 307
7.2.1 Some Methods of Integration . . . . . . . . . . . . . . . . . 311
7.2.2 The Natural Logarithm Function . . . . . . . . . . . . . . . 314
7.3 Integration of Vector-Valued Functions . . . . . . . . . . . . . . . . 315
7.3.1 Recti¿able Curves . . . . . . . . . . . . . . . . . . . . . . 318
7.4 Problem Set G . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321

8 Sequences and Series of Functions 325

8.1 Pointwise and Uniform Convergence . . . . . . . . . . . . . . . . . 326
8.1.1 Sequences of Complex-Valued Functions on Metric Spaces . 334
8.2 Conditions for Uniform Convergence . . . . . . . . . . . . . . . . 335
8.3 Property Transmission and Uniform Convergence . . . . . . . . . . 339
8.4 Families of Functions . . . . . . . . . . . . . . . . . . . . . . . . . 349
8.5 The Stone-Weierstrass Theorem . . . . . . . . . . . . . . . . . . . 363
8.6 Problem Set H . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 363

9 Some Special Functions 369

9.1 Power Series Over the Reals . . . . . . . . . . . . . . . . . . . . . 369
9.2 Some General Convergence Properties . . . . . . . . . . . . . . . . 379
9.3 Designer Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
9.3.1 Another Visit With the Logarithm Function . . . . . . . . . 393
9.3.2 A Series Development of Two Trigonometric Functions . . 394
9.4 Series from Taylor’s Theorem . . . . . . . . . . . . . . . . . . . . 397
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9.4.1 Some Series To Know & Love . . . . . . . . . . . . . . . . 399

9.4.2 Series From Other Series . . . . . . . . . . . . . . . . . . . 404
9.5 Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 408
9.6 Problem Set I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 416
Preface

These notes have been prepared to assist students who are learning Advanced Cal-
culus/Real Analysis for the ¿rst time in courses or self-study programs that are
using the text Principles of Mathematical Analysis (3rd Edition) by Walter Rudin.
References to page numbers or general location of results that mention “our text”
are always referring to Rudin’s book. The notes are designed to

 encourage or engender an interactive approach to learning the material,

 provide more examples at the introductory level,

 offer some alternative views of some of the concepts, and

 draw a clearer connection to the mathematics that is prerequisite to under-

standing the development of the mathematical analysis.

On our campus, the only prerequisites on the Advanced Calculus course include
an introduction to abstract mathematics (MAT108) course and elementary calculus.
Consequently, the terseness of Rudin can require quite an intellectual leap. One
needs to pause and reÀect on what is being presented stopping to do things like
draw pictures, construct examples or counterexamples for the concepts the are being
discussed, and learn the de¿nitions is an essential part of learning the material.
These Companion Notes explicitly guide the reader/participant to engage in those
activities. With more math experience or maturity such behaviors should become
a natural part of learning mathematics. A math text is not a novel simply reading
it from end to end is unlikely to give you more than a sense for the material. On
the other hand, the level of interaction that is needed to successfully internalize an
understanding of the material varies widely from person to person. For optimal
bene¿t from the combined use of the text (Rudin) and the Companion Notes ¿rst
read the section of interest as offered in Rudin, then work through the relevant

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section or sections in the Companion Notes, and follow that by a more interactive
review of the section from Rudin with which you started.
One thing that should be quite noticeable is the higher level of detail that is
offered for many of the proofs. This was done largely in response to our campus
prerequisite for the course. Because most students would have had only a brief
exposure to some of the foundational material, a very deliberate attempt has been
made to demonstrate how the prerequisite material that is usually learned in an
introduction to abstract mathematics course is directly applied to the development
of mathematical analysis. You always have the elegant, “no nonsense” approach
available in the text. Learn to pick and choose the level of detail that you need
according to your own personal mathematical needs.

0.0.1 About the Organization of the Material

The chapters and sections of the Companion Notes are not identically matched with
their counterparts in the text. For example, the material related to Rudin’s Chapter
1 can be found in Chapter 1, Chapter 2 and the beginning of Chapter 3 of the
Companion Notes. There are also instances of topic coverage that haven’t made it
into the Companion Notes the exclusions are due to course timing constraints and
not statements concerning importance of the topics.

0.0.2 About the Errors

Of course, there are errors! In spite of my efforts to correct typos and adjust errors
as they have been reported to me by my students, I am sure that there are more errors
to be found and I hope for the assistance of students who ¿nd things that look like
errors as they work through the notes. If you encounter errors or things that look like
errors, please sent me a brief email indicating the nature of the problem. My email
address is emsilvia@math.ucdavis.edu. Thank you in advance for any comments,
corrections, and/or insights that you decide to share.