Miliyon T.,
Adama Science and Technology University
January 7, 2017
eal analysis is a branch of mathematical analysis dealing with the real numbers
and realvalued functions of a real variable. 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 realvalued functions.
c Miliyon Tilahun
Typeset in LATEX
Contents
1 Finite, infinite and
1.1 Definition . .
1.2 Facts . . . . .
1.3 Exercise . . .
countable
. . . . . .
. . . . . .
. . . . . .
2 Metric spaces
2.1 Definition . . . . . . . .
2.2 Examples . . . . . . . .
2.3 More Typical Examples
2.4 Exercise . . . . . . . . .
3 Open and closed
3.1 Definition .
3.2 Facts . . . .
3.3 Exercise . .
sets
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
4
4
4
6
9
. 9
. 9
. 12
. 13
sets
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
16
16
16
19
4 Compact sets
21
4.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.2 Facts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
5 Sequences
26
5.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
5.2 Facts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
5.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
6 Continuity
30
6.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
6.2 Facts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
6.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
7 Sequence and Series of
7.1 Definition . . . . .
7.2 Facts . . . . . . . .
7.3 Exercise . . . . . .
Functions
34
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
8 RiemannStieltjes Integral
8.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8.2 Facts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
8.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
39
39
40
41
9 Measure Theory
9.1 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
9.2 Facts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
9.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
43
43
44
47
www.albohessab.weebly.com
(DRAFTVERSION)
page 2 of 61
www.albohessab.weebly.com
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
(DRAFTVERSION)
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
56
56
56
57
58
page 3 of 61
1.1 Definition
Definition 1.1 (Set). A collection of objects called members or elements of the set.
Definition 1.2 (Relation). A well defined collection of objects called members or elements of
the set.
Definition 1.3 (Function). Given two sets A and B, by a mapping or function from A into B
we mean a correspondence that assigns to each member of A a member of B.
Definition 1.4 (Equivalence relation). A relation R on a set A is an equivalence relation if
it satisfies
(i) Reflexive: (a, a) R, a A.
(ii) Symmetric: (a, b) R (b, a) R, a, b A.
(iii) Transitive: (a, b), (b, c) R (a, c) R, a, b, c A.
Definition 1.5 (Finite).
1.2 Facts
Theorem 1.6. Every infinite subset of a countable set A is countable.
Proof. Exercise
Theorem 1.7. The union of a countable set is countable.
Proof. Exercise
www.albohessab.weebly.com
(DRAFTVERSION)
page 4 of 61
2
3
www.albohessab.weebly.com
(DRAFTVERSION)
page 5 of 61
1.3 Exercise
Exercise 1.9. R the set of real numbers is uncountable.
Exercise 1.10. The set of all polynomial
p(x) = a0 + a1 x + a2 x2 + + an xn
with ai Z, i {1, 2, . . . , n} is countable.
Exercise 1.11. The set of algebraic number is denumerable.
Exercise 1.12. S be a set of all sequences of 0s and 1s i.e. S = {(a1 , a2 , a3 , . . .)an = 0 or 1}.
Show that S is uncountable.
www.albohessab.weebly.com
(DRAFTVERSION)
page 6 of 61
Solution
Solution (1.9). 1 First, we show the subset (0, 1) of the real numbers is uncountable, then it
follows R is uncountable.
The set of real numbers in (0, 1) can be written as decimals of the form
0.
0.
0.
0.
..
.
d11
d21
d31
d41
..
.
d12
d22
d32
d42
..
.
d13
d23
d33
d43
..
.
d14
d24
d34
d44
..
.
...
...
...
...
..
.
where dij s are all digit from the set {0, 1, 2, . . . , 9}.
Assume, there exist a onetoone correspondence between
..
..
..
..
.. ..
. .
.
.
.
.
...
...
...
(0, 1)
...
..
.
We will now construct a decimal in (0, 1), which is missed by this correspondence.
Construct x = 0.c1 c2 c3 . . .
where c1 6= d11 , 0, 9.
c2 6= d22 , 0, 9.
c3 =
6 d33 , 0, 9.
..
.
We forbid 0 and 9 so that x 6= 0.000 . . . = 0, x 6= 0.999 . . . = 1, and to have a unique
representation.
By construction this number x is in (0, 1) and differ from the nth decimal number in the sequence
in the nth decimal digit. So, x is missed by the supposed correspondence. Hence, our assumption
that there exist a correspondence between (0, 1) and N is incorrect. Thus, the set (0, 1) is
uncountable.
Therefore, R is uncountable.
Solution (1.10). For each pair of integers (n, m) N N, let Pnm denote the set of polynomials
of degree m in which
a0  + a1  + + am  = n
Pnm is finite for each n, m N. Hence
[
P = {Pnm : (n, m) N N}
is countable since it is a countable union of countable sets.
Solution (1.11). Let Pn [x] be the set of polynomial functions with rational coefficients. Then
there is a bijection from Pn [x] into Qn . Since Q is countable, there exists a bijection f : Q N.
1
www.albohessab.weebly.com
(DRAFTVERSION)
page 7 of 61
is countable since it is a countable union of finite sets. Note that Rn is infinite since Q Rn ,
for any n 1. Since the set of algebraic numbers A(R) is given by
[
A(R) =
Rn ,
n1
(a
,
a
,
a
,
a
,
.
.
.)
11
12
13
14
(a
,
a
,
a
,
a
,
.
.
.)
21
22
23
24
n
(an1 , an2 , an3 , an4 , . . .)
.
.
..
. .
. .
.
Now define a new sequence (b1 , b2 , b3 , . . .) where
(
0
if aii = 1
bi :=
1
if aii = 0
By construction (bn ) S and differ from the nth sequence on the list in the ith term. Thus (bn )
is missed by f . This contradict the fact that f : N S is a bijective(in particular, surjective).
So we see that no such f exist( we can always construct a sequence in S which will be missed
by the map). Hence S is uncountable.
www.albohessab.weebly.com
(DRAFTVERSION)
page 8 of 61
2 Metric spaces
When you realize there is nothing lacking, the whole world belongs to you.
2.1 Definition
Definition 2.1. A metric on a nonempty set X is a function d : X X R satisfying
1. d(x, y) 0 and d(x, y) = 0 iff x = y.
2. d(x, y) = d(y, x),
(Positive definite)
x, y X.
(Symmetry)
x, y, z X.
(Triangle inequality)
The couple (X, d) is called a metric space3 . The above three properties are called metric
axioms.
Remark 2.2. A metric is a generalization of distance in the real line.
Definition 2.3 (Metric Subspaces). Suppose (X, d1 ) and (Y, d2 ) are metric spaces. We say
that X is a metric subspace of Y and that Y is a metric superspace of X iff, X is a subset of Y
and d1 is a restriction of d2 .
Definition 2.4 (Isometry). Suppose (X, d1 ) and (Y, d2 ) are metric spaces and : X Y .
Then is called an isometry or an isometric map iff, d2 ((a), (b)) = d1 (a, b) for all a, b X.
Definition 2.5 (Convergence). Let (X, d) be a metric space. A sequence (xn ) X converges
to an element x X if for all > 0 there exists an N N such that d(xn , x) < whenever
n N.
Definition 2.6 (Cauchy sequence). A sequence in a metric space (X, d) is a Cauchy sequence
if for all > 0 there exists an N N such that d(xn , xm ) < whenever n, m N .
Definition 2.7 (Complete). A metric space (X, d) is called complete if every Cauchy sequence in X converges to an element of X.
Definition 2.8 (Dense). A subset A of X is dense in X if the closure of A is X itself.
Definition 2.9 (Separable). A space X is separable if it admits countable dense subset.
2.2 Examples
Example 2.10 (The usual metric). Let X = R, d(x, y) = x y for all x, y in R. Show that
d is a metric on R.
Solution. To show d is a metric on R, it suffices to show d satisfies the following three properties:
(i) Positive definite:
d(x, y) = x y 0 for all x, y R.
d(x, y) = 0 x y = 0 y x = 0 y = x.
3
A generalization of a metric space is a pseudo metric space(semimetric space) in which the distance
between two distinct points can be zero. The definition of a pseudo metric space is similar to metric space
except the first axiom is replaced by the weaker axiom: d(x, x) = 0. The set of all Lebesgue measurable
function on [0, 1] with
Z 1
d(f, g) =
(f g)(x)dx
0
www.albohessab.weebly.com
(DRAFTVERSION)
page 9 of 61
(ii) Symmetry:
d(x, y) = x y = y x = d(y, x)
(iii) Triangle inequality: For all x, y and z in R we have,
d(x, z) = x z = (x y) + (y z) x y + y z = d(x, y) + d(y, z).
So d is metric on R.
Example 2.11 (Euclidean metric). Let X = Rn := {x = (x1 , . . . , xn ) : xi R}, and
v
u n
uX
d(x, y) = t (xi yi )2
i=1
v
u n
uX
d(x, y) = 0 t (xi yi )2 = 0 xi = yi for i = 1, . . . , n x = y.
i=1
(ii) Symmetry:
v
v
u n
u n
uX
uX
2
t
d(x, y) =
(xi yi ) = t (yi xi )2 = d(y, x) for all x, y Rn .
i=1
i=1
n
X
i=1
n
X
(xi yi ) +
(xi yi )2 +
i=1
n
X
i=1
n
X
(yi zi ) + 2
(yi zi )2 + 2
i=1
X
n
X
1
n
2
2
(xi yi )
(yi zi )
i=1
n
X
i=1
(xi yi )(yi zi )
i=1
P
P
P
(using Cauchy s inequality ( a2i )( b2i ) ( ai bi )2 )
=
n
X
i=1
n
X
(xi zi )2
i=1
= (d(x, z))2
Using (i),(ii) and (iii), we conclude that d is indeed a metric on Rn .
www.albohessab.weebly.com
(DRAFTVERSION)
page 10 of 61
if x 6= y
if x = y
(
1
=
0
if y 6= x
if y = x
= d(y, x)
xA
xA
So
sup h(x) f (x) sup h(x) g(x) + sup g(x) f (x)
xA
xA
xA
www.albohessab.weebly.com
(DRAFTVERSION)
page 11 of 61
where x = (1 , . . . , n ) Cn , y = (1 , . . . , n ) Cn .
Example 2.15 ([`p , dp ).
Example 2.16 (` , d ). ` = {x = (i ) supi i  < } with
d (x, y) = sup i i 
i
X
1 i i 
d(x, y) =
2i 1 + i i 
i=1
where x = (i ) S, y = (i ) S.
Solution. To show triangular inequality consider the function
f (t) =
f 0 (t) =
t
,
1+t
1
> 0,
(1 + t)2
tR
f is increasing.
1 + a + b
1 + a + b
a
b
+
1 + a 1 + b
(1)
(2)
+
1 + i i 
1 + i i  1 + i i 
Multiplying by 1/2i and applying the sum results the triangle inequality.
Unitary metric is similar to Euclidean metric except the points are taken from Cn . That is why the
modulus is used so that the quantity inside the square root sign becomes a nonnegative real number.
www.albohessab.weebly.com
(DRAFTVERSION)
page 12 of 61
2.4 Exercise
Exercise 2.19. Show that in the definition of a metric, metric axiom 3 can be replaced by the
following weaker axiom: If a, b, c X are distinct then d(a, c) d(a, b) + d(b, c).
Exercise 2.20. [Manhattan metric or the taxi cab metric] Let X = R2 , d(x, y) =
y1 x1  + y2 x2  for all x = (x1 , x2 ), y = (y1 , y2 ) X. Show that d is a metric on R2 .
Exercise 2.21. Let X = R2 , d(x, y) = max{y1 x1 , y2 x2 } for all x = (x1 , x2 ), y = (y1 , y2 )
in X. Show that d is a metric on R2 .
Exercise 2.22. Let (X, d) be a metric space. Show that
d1 (x, y) := ln(1 + d(x, y))
for all x, y X defines a new metric on X.
www.albohessab.weebly.com
(DRAFTVERSION)
page 13 of 61
Solution
Solution (2.19). Suppose a = b. Then
d(a, c) = d(b, c) d(a, b) + d(b, c)
If b = c, the argument is similar. Lastly, suppose a = c; then
d(a, c) = 0 d(a, b) + d(b, c)
Thus the triangle inequality follows from axiom 1 if the points a, b and c are not all distinct.
Solution (2.20). To show d is a metric on R2 . We want to show that d satisfies the following
three properties:
(i) Positive definite:
d(x, y) = y1 x1  + y2 x2  0 for all x, y R2 .
d(x, y) = 0 y1 x1  + y2 x2  = 0 y1 x1  = y2 x2  = 0 y = x
(ii) Symmetry:
d(x, y) = y1 x1  + y2 x2  = x1 y1  + x2 y2  = d(y, x).
(iii) Triangle inequality: For all x, y and z in R2 we have
d(x, y) + d(y, z) = y1 x1  + y2 x2  + z1 y1  + z2 y2 
(y1 x1 ) + (z1 y1 ) + (y2 x2 ) + (z2 y2 )
= z1 x1  + z2 x2 
= d(x, z)
Using (i),(ii) and (iii), we conclude that d is a metric on R2 .
Solution (2.21). To show d is a metric on R2 . We want to show that d satisfies the following
three properties:
(i) Positive definite:
d(x, y) = max{y1 x1 , y2 x2 } 0 for all x, y R2 .
d(x, y) = max{y1 x1 , y2 x2 } = 0 y1 x1  = y2 x2  = 0 y = x.
(ii) Symmetry:
d(x, y) = max{y1 x1 , y2 x2 } = max{x1 y1 , x2 y2 } = d(y, x).
(iii) Triangle inequality: For all x, y and z in R2 we have,
d(x, y) + d(y, z) = max{y1 x1 , y2 x2 } + max{z1 y1 , z2 y2 }
So we have
d(x, y) + d(y, z) y1 x1  + z1 y1  z1 x1 
and similarly
d(x, y) + d(y, z) z2 x2 
Thus d(x, y) + d(y, z) max{z1 x1 , z2 x2 } = d(x, z)
www.albohessab.weebly.com
(DRAFTVERSION)
page 14 of 61
d is a metric.
(ii) Symmetry:
d1 (x, y) = ln(1 +d(x, y)) = ln(1+ d(y, x)) = d1 (y, x)
{z
}

d(x,y)=d(y,x)
(iii) Triangle inequality: For all x, y and z in X, we observe the following inequality
1 + d(x, y) 1 + d(x, z) + d(z, y)
(3)
:=d1 (x,z)
:=d1 (z,y)
Therefore,
d1 (x, y) d1 (x, z) + d1 (z, y)
Using (i),(ii) and (iii), we conclude that d1 is indeed a metric on X.
www.albohessab.weebly.com
(DRAFTVERSION)
page 15 of 61
3.1 Definition
Definition 3.1 (Ball). A ball(open) with radius r and centered at a is
Br (a) = {xd(x, a) < r}
(4)
3.2 Facts
Theorem 3.14 (De Morgan). Let {G } be (a finite or infinite) collection of sets G . Then
\ c [
G =
Gc
(5)
T
S
c and B =
c
Proof. Put A = ( G
)
(G ).
T
Let T
x A,then x
/ G . This implies x
/ G for any . Thus, x Gc for every. Hence
c
x (G ). Therefore, A B.
Conversely, let x SB, then x Gc . This implies x
/ G for any . Thus, x
/
every . Hence x ( G )c . Consequently, B A.
Therefore, A = B and the theorem follows.
for
www.albohessab.weebly.com
(DRAFTVERSION)
page 16 of 61
and Fc is open, so
is closed.
c
(F )
c
F
(Fc )
F )
is open. Therefore,
T
Theorem 3.18. For any finite collection G1 , . . . , Gn of open sets G , ni=1 Gi is open.
T
Proof. Put H = ni=1 Gi . Let x H, then x Gi for some i but Gi is open implies there is a
neighborhood Ni of x with radii ri such that ri Gi for i = 1, . . . , n. Put
r = min{r1 , . . . , rn },
and let N be a neighborhood of x with radius r. Then N Gi for i = 1, . . . , n, so that N H.
Hence H is open.
Example 3.19 (Counterexample). An example to show the infinite intersection of open set
may not be open.
\
1 1
,
= {0}
n n
(6)
n=1
is closed.
Theorem 3.20. For any finite collection F1 , . . . , Fn of closed sets G ,
Sn
i=1 Fi
is closed.
is open.
www.albohessab.weebly.com
(DRAFTVERSION)
page 17 of 61
\
Ii 6=
i=1
such that
Then the interval In0 is a subset of the open interval Sp = (a, b) as indicated in the diagram
below
Figure 2: Bolzano
Since In0 contains an infinite number of points of A, so does the open interval Sp . Thus each
open interval containing p contains points of A other than p, i.e. p is a limit point of A.
www.albohessab.weebly.com
(DRAFTVERSION)
page 18 of 61
3.3 Exercise
Let (X, d) be a metric space and let A be a subset of X.
Exercise 3.24. Show that A is open iff the compliment Ac is closed.
Exercise 3.25. Suppose X has finitely many points. Prove that for every x X, the singleton
set {x} is open.
Exercise 3.26.
www.albohessab.weebly.com
(DRAFTVERSION)
page 19 of 61
Solution
Solution (3.24). () Suppose A is open.
Let x be a limit point of Ac . Then every neighborhood N of x contains a point of Ac . Then
x is not an interior point of A (x N ( A). Since A is open, this implies x Ac . Hence, Ac
contains all of its limit points(since x was arbitrary). Therefore Ac is closed.
() Suppose Ac is closed.
Let x A. This implies x
/ Ac and x is not a limit point of Ac (Ac is is closed). Then there
exists a neighborhood N of x such that Ac N = . Hence N A. Therefore, A is open(by
definition).
Solution (3.25). For arbitrary x X define r(x) = min{d(x, y) : y X, y =
6 x}. Since all
d(x, y) > 0 when x 6= y, r(x) is a minimum of finitely many positive numbers(since there
are finitely many points). So r(x) > 0. Consider the open ball B(x, r(x)). Now, suppose
y B(x, r(x)) and y =
6 x. Then by definition of being in the ball d(x, y) < r(x) but r(x) d(x, y)
by definition of r(x). This is a contradiction, so B(x, r(x)) = {x}. Therefore, as x was arbitrary
the set {x} is open for any x X.
Solution (3.26). Exercise.
www.albohessab.weebly.com
(DRAFTVERSION)
page 20 of 61
4 Compact sets
4.1 Definition
Definition 4.1 (Cover). An open
S cover of a set E in a metric space X is a collection {G } of
open subset of X such that E G .
Definition 4.2 (Compact). A subset K of a metric space X is said to be compact if every
open cover of K contains a finite subcover.
Definition 4.3 (Sequentially Compact). A subset of a metric space is called (sequentially)
compact if every sequence in the subset has a convergent subsequence.
Definition 4.4 (Least Upper Bound Axiom). If A is a set of real numbers bounded from
above, then A has a least upper bound, i.e. sup(A) exists.
Example 4.5. Show that the set E = {0, 1, 21 , 13 , 14 , . . .} is compact.
Solution. We need to show every open cover of E has a finite subcover.
Let E U , where U is open set. Then 0 must be in some U0 . Since U0 open there exists
> 0 such that (, ) U0 . In particular, n1 in U0 if n >S1 . Let N be the largest integer in
n
1
1
i=1 Ui .
, and let i , i = 1, . . . , N be such that i Ui . Then E
4.2 Facts
Theorem 4.6. In a metric space, any Cauchy sequence having a convergent subsequence is
itself convergent, with the same limit.
Proof. Suppose {xn } is a Cauchy sequence in a metric space (X, d). Let {xnk } be a convergent
subsequence of {xn } with limit x. Then for any > 0, there exists N1 > 0 such that
+ = .
2 2
www.albohessab.weebly.com
(DRAFTVERSION)
page 21 of 61
such that
Then, as indicated in the diagram below, the interval In0 is a subset of the interval (ai0 , bi0 ) in
G.
Figure 3: Borel
But this contradicts our choice of In0 . Thus the original assumption that no finite subclass of
G covers I1 is false and the theorem is true.
www.albohessab.weebly.com
(DRAFTVERSION)
page 22 of 61
Remark 4.12. Any closed and bounded set is not necessarily compact.
Let Q, the set of rational numbers, as a metric space, with d(p, q) = p q. Let E be the set of
all p Q such that 2 < p2 < 3. E is close and bounded in Q but E is not compact.
But if A Rk is closed and bounded, then A is compact(HeineBorel theorem).
Example 4.13 (Counterexample). Consider the open and bounded interval A = (0, 1) R1 .
Observe that the class
1
1
:nN
(10)
G = Gn =
,
n+2 n
of open intervals covers A. i.e.
A
1
1 1
1 1
,
,1 ,
3
4 2
5 3
(11)
www.albohessab.weebly.com
(DRAFTVERSION)
page 23 of 61
4.3 Exercise
Exercise 4.15. Show that a compact metric space (X, d) is complete.
Exercise 4.16.
Exercise 4.17.
www.albohessab.weebly.com
(DRAFTVERSION)
page 24 of 61
Solution
Solution (4.15). Since X is a compact metric space it is sequentially compact.
Let xn be a Cauchy sequence in the metric space X. Since X is sequentially compact there is a
convergent subsequence xnk x X.
All that now remains to be shown is that xn x. Since xnk x there is N1 with nk N1
implies xnk x < 2 . Let N2 be such that n, m N2 implies xn xm  < 2 .
Then n > N = max(N1 , N2 ) implies
xn x xn xN  + xN x <
Hence X is complete.
Solution (4.16).
Solution (4.17). Exercise.
www.albohessab.weebly.com
(DRAFTVERSION)
page 25 of 61
5 Sequences
5.1 Definition
Definition 5.1 (Sequence). A sequence is a function whose domain is the set of natural
numbers. That is f : N R.
Notation 5.2. We usually denote a sequence by
{a1 , a2 , a3 , . . .},
or
{ak }
ak a < .
Definition 5.6 (Cauchy criterion). A sequence {ak } is Cauchy if for every > 0 there exists
an N N such that
m, n > N
am an  < .
Example 5.7 (Counterexample). Consider Q with the usual metric d = y x, x, y Q.
Show that (Q, d) is not complete.
Solution. Consider the sequence defined by
x1 = 1,
xn+1 =
xn
1
+
,
2
xn
(12)
which is Cauchy but it doesnt converge in Q. If the sequence converges say to x, then xn+1 x
and xn x and hence x2 = 2.
5.2 Facts
Theorem 5.8 (Uniqueness). If {ak } converges, then the limit is uniquely determined.
Proof. (Contradiction)
Suppose lim ak = a and lim ak = b, with a 6= b.
We have for every > 0, in particular = 41 b a there is Na () such that
k > Na ()
1
ak a < b a.
4
k > Nb ()
1
ak b < b a.
4
Similarly, we have
Now,
1
1
1
a b = a ak + ak b a ak  + ak b b a + b a = b a
4
4
2
This implies b a = 0, thus a = b a contradiction to our assumption that a 6= b.
www.albohessab.weebly.com
(DRAFTVERSION)
page 26 of 61
an a <
In particular let = 1. Thus, an a < 1 which implies an  < 1 + a so for n > N the sequence
{an } is bounded by 1 + a. Otherwise {an } is bounded by the max{a1 , a2 , . . . , aN }. Put
M = max{a1 , a2 , . . . , aN , 1 + a}
Then an  < M for all n N. Therefore {an } is bounded.
Example 5.10 (Counterexample). The converse of theorem (5.9) may not be true. Take
for example(usually) the sequence
{(1)n }
which is bounded but not convergent.
Theorem 5.11. If {ak } converges to a, and if {ank } is a subsequence of {ak } then {ank }
converges to a.
Proof. We first show that
nk k
for all k N.
for all k N.
ank a <
for all nk N.
Hence
Since nk k, we have also
ank a <
for all k N.
www.albohessab.weebly.com
(DRAFTVERSION)
page 27 of 61
5.3 Exercise
Exercise 5.14. Show that {xn } defined by
xn = 1 +
1
1
+ +
2
n
is divergent.
Exercise 5.15. Show that {xn } defined by
xn = 1 +
1
1
+ + ln(n)
2
n
is convergent.
Exercise 5.16.
www.albohessab.weebly.com
(DRAFTVERSION)
page 28 of 61
Solution
Solution (5.14). We have
1
1
1
+
+ +
n+1 n+2
2n
x2n xn =
for any n 1. So
1
1
1
+
+ +
x2n xn
n+n n+n
2n
or
1
2
x2n xn . This clearly implies that {xn } fails to be Cauchy. Therefore it diverges.
Solution (5.15). Recall the integral definition of the logarithm function. In particular, we have
Z x
1
ln(x) =
dt.
1 t
In this case if 0 < a < b, then we have
ba
b
Since
Z
ln(n) =
1
Z
a
1
ba
dt
.
t
a
n1 Z k+1
X
1
dt =
t
k=1
1
dt,
t
we get
ln(n)
n1
X
k=1
k+1k
1
1
= 1 + + +
.
k
2
n1
Hence
1
1
1
1
1
+ + ln(n) = 1 + + +
ln(n) + > 0.
2
n
2
n1
n
On the other hand, we have
Z n+1
1
1
1
xn+1 xn =
ln(n + 1) + ln(n) =
dt < 0.
n+1
n+1
t
n
xn = 1 +
These two inequalities imply that {xn } is decreasing and bounded below by 0. Therefore {xn }
is convergent5 .
Solution (5.16). Exercise.
www.albohessab.weebly.com
(DRAFTVERSION)
page 29 of 61
6 Continuity
6.1 Definition
Definition 6.1 (Continuous). A function f : R R is continuous at a point x0 iff for every
> 0 there is a > 0 such that
x x0  <
which is equivalent to
x (x0 , x0 + )
(13)
6.2 Facts
Theorem 6.2 (Characterization). A function f : X Y is continuous iff the inverse image
of every open set is open.
Formal Proof. Suppose f is continuous on X and V is an open set in Y . We have to show that
every point of f 1 (V ) is an interior point of f 1 (V ). So, suppose p X and f (p) V . Since
V is open, there exists > 0 such that y V if dY (f (p), y) < ; and since f is continuous at
p, there exists > 0 such that dY (f (x), f (p)) < if dX (x, p) < . Thus x f 1 (V ) whenever
dX (x, p) < .
Conversely, suppose f 1 (V ) is open in X for every open set V in Y . Fix p X and > 0, let
V = {y Y : dY (y, f (p)) < }. Then V is open ; hence f 1 (V ) is open ; hence there exists
> 0 such that x f 1 (V ) whenever dX (p, x) < . But if x f 1 (V ), then f (x) V , so that
dY (f (x), f (p)) < .
Informal Proof. Note that even if f is not a bijective( and doesnt have an inverse function f 1 )
the set f 1 (B) = {x Xf (x) B} still exists.
() Take x f 1 (B). Then f (x) = y B. Since B is open the point y has an neighbourhood
B. Then from the definition of continuity this neighbourhood contains the image of some
neighbourhood of x. Since f (V ) B, we have V f 1 (B) and so x has this neighbourhood
f 1 (B). Hence f 1 (B) is open in X.
() To show f is continuous at x0 X, take B to be an neighbourhood of y Y . Then
f 1 (B) is open in X and so x0 has neighbourhood in f 1 (B). This neighbourhood is
mapped inside the neighbourhood of f (x0 ). Hence f is continuous at x0 .
Corollary 6.3. A function f : X Y is continuous iff the inverse image of every closed set is
closed.
Proof. The proof follows, since a set is closed iff its compliment is open, and f 1 (E c ) = [f 1 (E)]c
for every E Y .
Remark 6.4. Openness and closedness are preserved under inverse, continuous images. Be
aware that these properties are not preserved under continuous, direct images; even if f is
continuous, the image f (U ) of an open set U need not be open, and the image f (F ) of a closed
F need not be closed.
Example 6.5 (Counterexample). Let f, g : R R be the continuous functions defined by
f (x) = x2
and
g(x) = arctan x
The set R is both open and closed, but f (R) equals [0, ) which is not open, and g(R) equals
( 2 , 2 ) which is not closed. Hence the continuous image of an open set need not be open, and
the continuous image of a closed set need not be closed.
www.albohessab.weebly.com
(DRAFTVERSION)
page 30 of 61
Theorem 6.6. Suppose f is a continuous mapping of a compact metric space X into a metric
space Y . Then f (X) is compact.
Proof. Let {V } be any open cover of f (X). Since {v } is open in Y , f 1 (V ) is open in X.
Since X is compact there are finitely many i s such that
X f 1 (V1 ) f 1 (V2 ) f 1 (Vn )
[
n
n
[
1
1
X
f (Vi ) = f
V i
i=1
i=1
f (X) f f 1
[
n
Vi
i=1
f (X)
n
[
V i
i=1
www.albohessab.weebly.com
(DRAFTVERSION)
page 31 of 61
6.3 Exercise
Exercise 6.8. Let I = [0, 1] be the closed unit interval. Suppose f is a mapping of I into I.
Prove that f (x) = x for at least one x I.
Exercise 6.9. Let f be a continuous real function on a metric space X. Let Z(f ) (the zero set
of f ) be the set of all p X at which f (p) = 0. Prove that Z(f ) is closed.
Exercise 6.10.
www.albohessab.weebly.com
(DRAFTVERSION)
page 32 of 61
Solution
Solution (6.8). If f (0) = 0 or f (1) = 1, we are done. If not, then 0 < f (0) and f (1) < 1. Hence
the continuous function g(x) = x f (x) satisfies g(0) < 0 < g(1). Then by Intermediate value
theorem, there must be a point x (0, 1) where g(x) = 0.
Solution (6.9). Z(f ) = f 1 ({0}), which the inverse image of a closed set. Hence Z(f ) is
closed.
Solution (6.10). Exercise.
www.albohessab.weebly.com
(DRAFTVERSION)
page 33 of 61
for all x D, n N.
(x E, n = 1, 2, 3, . . .).
7.2 Facts
Theorem 7.7 (Uniform Cauchy Criterion). If {fn } is a sequence of functions defined on
A, then {fn } is uniformly convergent on D if and only if for > 0, there exists N N such
that for any m, n > N
sup fn (x) fm (x) < .
xD
Proof. () Suppose fn f , then given > 0, we can find an integer N such that
m N fm (x) f (x) <
www.albohessab.weebly.com
(DRAFTVERSION)
+ =
2 2
page 34 of 61
for any x D.
() If given some > 0, we can find an N such that for any m, n N we have
sup fn (x) fm (x) < .
xD
Hence for any x D, {fn (x)} is a Cauchy sequence in R which implies fn (x) converges to f (x).
Let us prove that {fn } converges uniformly to f on D. Indeed, let > 0. By the uniform Cauchy
criterion, there exists N N such that for all n, m N , we have supxD fn (x) fm (x) /2.
Fix n N . Then
www.albohessab.weebly.com
(DRAFTVERSION)
page 35 of 61
Theorem 7.10. Assume that fn converges uniformly to f on [a, b] and that each fn is integrable.
Then, f is integrable and
Z b
Z b
lim
fn =
f
n a
Proof. Exercise
Theorem 7.11 (Termwise integration).
If each function fn (x) is continuous on a closed
P
interval [a, b] and if the series
f
(x)
converges
uniformly on [a, b], then we have
n=1 n
Z
X
fn (x)dx =
n=1 a
Z bX
fn (x)dx
a n=1
Proof. Exercise
Theorem 7.12. Suppose that {fn } converges to f on the interval [a, b]. Suppose also that fn0
exists and is continuous on [a, b], and the sequence {fn0 } converges uniformly on [a, b]. Then
lim f 0 (x)
n n
= f 0 (x)
0
and if n=1 fn (x) converges uniformly on (a, b) to a function g(x), then
n=1 fn (x) converges
uniformly on (a, b) and is differentiable at any point x (a, b), whose derivative is equal to g(x).
In other words, termwise differentiation is possible, i.e.,
X
0 X
fn (x) =
fn0 (x)
n=1
n=1
Proof. Exercise
Theorem 7.14 (Dini). Let A R be a closed and bounded (and thus compact) set and {fn }
be a sequence of continuous functions fn : A R such that
a) fn (x) 0 for any x A,
b) fn f pointwise and f is continuous,
c) fn+1 (x) fn (x) for any x A, and any n N. Then {fn } converges to f uniformly on A.
Proof. Exercise
Theorem 7.15 (ArzelaAscoli). Let {fn } be a sequence of functions defined on a compact set
K. If fn is uniformly bounded and equicontinuous on K, then fn has a uniformly convergent
subsequence.
Proof. Exercise
Theorem 7.16 (StoneWeierstrass). If f is a continuous function on a closed interval [a, b],
then there exists a sequence of polynomials Pn such that
lim Pn (x) = f (x)
www.albohessab.weebly.com
(DRAFTVERSION)
page 36 of 61
7.3 Exercise
Exercise 7.17. Let fn (x) : [1, 2] R be defined by
fn (x) =
(a) Show that
n=1 fn (x)
x
(1 + x)n
n=1
Z
X
fn (x) dx =
fn (x)dx
n=1 1
Exercise 7.18.
Exercise 7.19.
www.albohessab.weebly.com
(DRAFTVERSION)
page 37 of 61
Solution
Solution (7.17). (a) First observe that
X
n=1
X
x
1
=
x
(1 + x)n
(1 + x)n
n=1
and when 1/(1 + x) < 1 or equivalently when 1 + x > 1 we have that
x
1
x
=
1 =1
(1 + x)n
1 + x 1 1+x
n=1
P
so in particular
n=1 fn (x) is convergent for x [1, 2].
A = [1, 2] is compact and fn (x) 0 pointwise. Clearly, if k l holds, then fl (x) fk (x).
All the hypotheses of Dinis theorem are satisfied and thus convergence is uniform.
(b) Since the convergence is uniform we can interchange the integral and the summation. Thus
the equality holds.
Solution (7.18). Exercise.
Solution (7.19). Exercise.
www.albohessab.weebly.com
(DRAFTVERSION)
page 38 of 61
8 RiemannStieltjes Integral
8.1 Definition
Definition 8.1 (Partition). Let [a, b] be a given interval. By a partition P of [a, b] we mean a
finite set of points x0 , x1 , , xn , where
a = x0 x1 xn1 xn = b
We write
xi = xi xi1
(i = 1, . . . , n).
(xi1 x xi )
mi = inf f (x)
(xi1 x xi )
Definition 8.4 (Riemann Sum). Let P = {a = x0 < x1 < x2 < < xn = b} be a partition
of [a, b]. A tagged partition is one where in addition to P we have chosen points xk in each of
the subintervals [xk1 , xk ]. Suppose f : [a, b] R and a tagged partition (P, xk ) is given. The
Riemann sum generated by this partition is given as
n
X
R(f, P ) =
f (xk )(xk xk1 ).
k=1
It is clear that
L(f, P ) R(f, P ) U (f, P )
true for any bounded function.
Definition 8.5 (Upper and Lower Integrals). Let P be the collection of all possible partitions
of the interval [a, b]. The lower integral of f
Z b
f (x)dx = L(f ) = sup{L(f, P ) : P P}.
a
www.albohessab.weebly.com
(DRAFTVERSION)
page 39 of 61
8.2 Facts
Theorem 8.7. If P is a refinement of P , then
L(P, f, ) L(P , f, )
(14)
U (P , f, ) U (P, f, ).
(15)
and
Proof. Exercise
Theorem 8.8.
Z
Z
f d
f d.
a
Proof. Let P be the common refinement of two partitions P1 and P2 By Theorem (8.7),
L(P1 , f, ) L(P , f, ) U (P , f, ) U (P2 , f, ).
Hence
L(P1 , f, ) U (P2 , f, ).
If P2 is fixed and the sup is taken over all P1 , (16) gives
Z
f d U (P2 , f, )
(16)
(17)
www.albohessab.weebly.com
(DRAFTVERSION)
page 40 of 61
8.3 Exercise
Exercise 8.9. If f (x) = 0 for all irrational x, f (x) = 1 for all rational x, prove that f
/ R on
[a, b] for any a < b.
Exercise 8.10.
Exercise 8.11.
www.albohessab.weebly.com
(DRAFTVERSION)
page 41 of 61
Solution
Solution (8.9). Every upper Riemann sum equals b a, and every lower Riemann sum equals 0.
Hence the set of upper sums and the set of lower sums do not have a common bound.
Solution (8.10). Exercise.
Solution (8.11). Exercise.
www.albohessab.weebly.com
(DRAFTVERSION)
page 42 of 61
9 Measure Theory
9.1 Definition
Definition 9.1 (Set function). Let C be class of subsets of X.
A function : C [0, +] is called a set function.
A set function is said to be
i) Monotone: if for A, B C
(A) (B),
whenever A B.
[
X
(An )
Ai =
n=1
i=1
G
An =
n=1
(An )
n=1
(An )
n=1
X
`(Ik ),
k=1
Remark 9.6.
Ik
k=1
1. m () = 0.
www.albohessab.weebly.com
(DRAFTVERSION)
page 43 of 61
2. A B m (A) m (B).
Definition 9.7 (Measurable). A set E is measurable if for any set A
(A) = (A E) + (A E c )
Remark 9.8. If E is a measurable set we write (E) in place of (E) for Lebesgue measure
of E.
Definition 9.9 (Measure). Let X be a set and A a algebra consisting of subsets of X. A
measure on (X, A) is a function : A [0, ] such that
1. () = 0
2. If Ai A, for i = 1, 2, . . . are pairwise disjoint, then
[
Ai =
i=1
(Ai )
i=1
Remark 9.10.
1. A set function : C [0, +] is a measure on C if is countably additive
on C and C with () = 0.
2. The measure of an interval is its length.
3. Measure is translation invariant i.e. If E is Lebesgue measurable and y R
(E + y) = (E)
4. Measure is countably additive over countable disjoint union of sets.
Definition 9.11 (Lebesgue Measurable). The restriction of the set function outer measure
to the class of measurable is called Lebesgue measurable.
Definition 9.12 (Measurable function). Let f be an extended real valued function defined
on a measurable set E. Then f is Lebesgue measurable function or measurable function if, for
each R the set
{x : f (x) > }
is measurable.
9.2 Facts
Proposition 9.13. A countable set has measure zero.
Proof. Let C be any countable set enumerated as C = {ck }
k=1 . Let > 0. For each k N
define
Ik = ck k+1 , ck + k+1
2
2
The countable collection of open intervals {Ik }
k=1 covers C. Therefore
0 m (C)
`(Ik ) =
k=1
= .
2k
k=1
www.albohessab.weebly.com
(DRAFTVERSION)
page 44 of 61
Proof. If {Ik }
k=1 is any countable collection of sets, then {Ik }k=1 covers A if and only if
`(Ik ) =
k=1
`(Ik + y)
k=1
Thus m (A + y) = m (A).
Proposition 9.16. Outer measure is countably subadditive i.e. if {Ek }
k=1 is any countable
collection of sets, then
[
X
m
Ek
m (Ek )
k=1
k=1
Ik,i
and
i=1
i=1
2k
Now {Ik,i }1k,i< is countable collection of open, bounded intervals that covers Ek since it is
a countable collection of countable collections. Thus,
X
m (Ek )
`(Ik,i ) =
1k,i<
<
X
`(Ik,i )
k=1 i=1
X
k=1
m (Ek ) + k
2
m (Ek ) +
k=1
Since this holds for each > 0, it also holds for = 0. Therefore,
[
k=1
Ek
m (Ek )
k=1
www.albohessab.weebly.com
(DRAFTVERSION)
page 45 of 61
Proposition 9.19. Let A be any set and {Ek }nk=1 be a finite disjoint collection of measurable
sets. Then
[
X
n
n
m A
Ek =
m (A Ek )
k=1
k=1
Proof. Exercise
Proposition 9.20. A union of countable collection of measurable sets is measurable.
Proof. Exercise
Proposition 9.21. Every interval is measurable.
Proof. Exercise
Proposition 9.22. The translate of a measurable set is measurable.
Proof. Let E be a measurable set. Let A be any set and y R. By measurability of E and the
translation invariant of outer measure
m (A) = m (A y) = m [(A y) E] + m [(A y) E c ]
= m [A (E + y)] + m [A (E + y)c ]
Therefore, E + y is measurable.
Remark 9.23. Outer measure fails to be countably additive. If the sets are measurable, then
the outer measure is countably additive. Thus Lebesgue measurable is countably additive.
Theorem 9.24. Every Borel set is measurable.
Proof. Exercise
www.albohessab.weebly.com
(DRAFTVERSION)
page 46 of 61
9.3 Exercise
Let m be a set function defined for all sets in a algebra A with values in [0, ]. Assume m is
countably additive over countable disjoint collections of sets in A.
Exercise 9.25. Prove that if A and B are two sets in A with A B, then m(A) < m(B). This
property is called monotonicity.
Exercise 9.26. Prove that if there is a set A in the collection A for which m(A) < , then
m() = 0.
Exercise 9.27. Let {Ek }
k=1 be a countable collection of sets in A. Prove that
[
X
m
Ek
m(Ek ).
k=1
k=1
www.albohessab.weebly.com
(DRAFTVERSION)
page 47 of 61
Solution
m is countably additive
}
{
z
Solution (9.25). Consider B = A (B A), m(A) m(A) + m(B A) = m(B).
 {z }
0
Solution (9.26).
m is countably additive
z
}
{
m(A) = m(A ) = m(A) + m()
m() = 0.
Solution (9.27). Let F1 = E1 and let Fn+1 = En+1 nk=1 , then Fm Fn = , for n 6= m. By
definition Fn En for each n. Moreover Ek = Fk .
[
[
X
X
m
Ek = m
Fk =
m(Fk )
m(Ek )
k=1
k=1
k=1
k=1
[
X
m
Ek
m(Ek ).
k=1
k=1
Solution (9.28). Suppose not, i.e. I = [0, 1] is countable. Since a measure of a countable set is
0, m(I) = 0. But measure of an interval is its length, hence m(I) = 1 .
Therefore, I = [0, 1] is uncountable.
www.albohessab.weebly.com
(DRAFTVERSION)
page 48 of 61
n
X
ai Ei (x)
(18)
i=1
i=1
and
Z
inf
E
simple and f on E
www.albohessab.weebly.com
n
X
[ak bk ] < ,
n
X
k=1
k=1
(DRAFTVERSION)
page 49 of 61
f  < .
E
10.2 Facts
Littlewoods Three Principles
1. Every set(measurable) is nearly a finite union of intervals.
2. Every function(measurable) is nearly continuous.
3. Every piecewise convergent(measurable) sequence is nearly uniformly convergent.
Nearly means almost everywhere(a.e). We say that a property about real numbers x holds
almost everywhere (with respect to Lebesgue measure ) if the set of x where it fails to
be true has measure 0.
Here are the formulations of Littlewoods principles
Theorem 10.11 (First Principle). Let E be a measurable set of finite outer measure. Then
S for
each > 0, there is a finite disjoint collection of open intervals {Ik }nk=1 for which if O = nk=1 Ik ,
then
m (E \ O) + m (O \ E) < .
Theorem 10.12 (Second Principle/Egoroff s Theorem). Assume E has finite measure.
Let {fn } be a sequence of measurable functions on E that converges pointwise on E to the
realvalued function f . Then for each > 0, there is a closed set F contained in E for which
{fn } f uniformly on F and m(E \ F ) < .
Theorem 10.13 (Third Principle/Lusins Theorem). Let f be a realvalued measurable
function on E. Then for each > 0, there is a continuous function g on R and a closed set F
contained in E for which
f = g on F and m(E \ F ) < .
Theorem 10.14 (Chebychevs Inequality). Let f be a nonnegative measurable function on
E. Then for any > 0
Z
1
m{x Ef (x) }
f
E
Proof. Define
E := {x Ef (x) }
www.albohessab.weebly.com
(DRAFTVERSION)
page 50 of 61
Proof.
Theorem 10.16 (Bounded Convergence). Let {f } be a sequence of measurable functions
on a set of finite measure E. Suppose {fn } is uniformly pointwise bounded on E, that is, there
is a number M > 0 for which
fn  < M on E for all n.
Z
Z
If {fn } f pointwise on E, then lim
fn =
f.
n E
Proof.
Theorem 10.17 (Monotone Convergence). Let {fn }n1 L+ increasing to f .
Proof.
+
Example 10.18 (Counterexample).
Take fn = [n,) . Then
fn L+
0 L , and {fn }n1
R
R
decreases to f 0. However, fn d = + for every n and f = 0.
Proof. Define
gn = inf {fk }
kn
Theorem 10.20 (Lebesgue Dominated Convergence). Let {fn } be a sequence of measurable function on E. If there is an integrable function g such that fn  g for all n, then
Z
Z
if {fn } f pointwise a.e on E, then lim
fn =
f
n E
Z
lim sup
www.albohessab.weebly.com
Z
fn
(DRAFTVERSION)
(19)
page 51 of 61
Z
f lim inf
fn
(20)
www.albohessab.weebly.com
(DRAFTVERSION)
page 52 of 61
10.3 Exercise
Exercise 10.21. Prove that f (x) =
Exercise 10.22. Evaluate
Z
X
/2
(1
n=0 0
www.albohessab.weebly.com
(DRAFTVERSION)
page 53 of 61
Solution
Solution (10.21). Let (ak , bk )nk=1 be a disjoint collection of open intervals in (0, 1). Given > 0
we need to find a > 0 such that
if
n
X
bk ak  , then
k=1
f (ak ) f (bk )
k=1
Consider
n p
n p
X
X
bk ak
 bk ak  =
 bk ak 
bk ak
k=1
k=1
n
X
bk ak
bk ak
k=1
n
X
bk ak  <
k=1
 x y Kx y
Let y = 0
x Kx,
x [0, 1]
Thus,
1
K ,
x
x (0, 1]
Then as x 0+ K .
Solution (10.22). Since the integrands are nonnegative functions, the summation and integration
commute. Hence
Z /2 X
Z /2
n
(1 sin x) cos xdx =
(1 sin x)n cos xdx
n=0 0
n=0
/2
cos x
0
Z
=
0
/2
dx
1 (1 sin x)
cos x
dx
sin x
/2
cos x
dx =
sin x
Z
0
/2
/2
d sin x
= 2 sin x = 2
sin x
0
www.albohessab.weebly.com
(DRAFTVERSION)
page 54 of 61
www.albohessab.weebly.com
(DRAFTVERSION)
page 55 of 61
[
X
Ek =
(Ek )
k=1
where
k=1 (Ek )
k=1
converges absolutely if (
k=1 Ek ) is finite.
Definition 11.2 (Positive Set). A set A is called positive with respect to a signed measure
if A is measurable and for every subset E of A we have (E) 0.
Definition 11.3 (Negative set). A set A is called negative with respect to a signed measure
if A is measurable and for every subset E of A we have (E) 0.
Definition 11.4 (Null set). A set A is said to be null if it is both positive and negative.
Definition 11.5 (Singular). 1 and 2 defined on M are said to be singular 1 2 if there
are two disjoint measurable sets A and B such that 1 (B) = 2 (A) = 0.
Definition 11.6 (Absolute Continuous Measure). A measure on a measure space (X, M)
is said to be absolutely continuous the measure written if (A) = 0 for each A with
(A) = 0.
1/p
f  d
Z
f gd
www.albohessab.weebly.com
f  d
1/p Z
1/q
g d
(DRAFTVERSION)
page 56 of 61
Proof. If f = 0 a.e. or g = 0 a.e., then the inequality holds. But if f 6= 0 and g 6= 0 a.e., then
kf kp > 0 and kgkq > 0.
Now consider
f 
g
,
G=
F =
kf kp
kgkq
Notice that
kF kp = 1
So it suffices to show
and
kGkq = 1.
Z
f gd 1
F p Gq
+
p
q
1 1
kF kpp kGkqq
+
= + =1
F Gd
p
q
p q
(Holder)
kf +gkp1
p
11.3 Facts
Lemma 11.12. Let X be a normed space. Then X is complete if and only if every absolutely
summable series is summable.
Proof. Exercise
Theorem 11.13.
Proof. Exercise
www.albohessab.weebly.com
(DRAFTVERSION)
page 57 of 61
11.4 Exercise
Exercise 11.14. Let {An } be a countable collection of measurable sets, then
[
Ak = lim
k=1
[
Ak
k=1
Exercise 11.15. Let (X , M , ) be a collection of measure spaces and suppose that the
collection of sets {X } isSdisjoint. Then we can form a new measure space (called
P their union)
(X, B, ) by letting X = X , define B = {B : B X B } and (B) = (B X ).
a) Show that M is a algebra.
b) Show that is a measure.
c) Show that is finite if and only if all but a countable number of the measures are zero
and the remainder are finite.
Exercise 11.16. Let (X, M, ) be a measure space. The symmetric difference, E1 E2 , of two
subsets E1 and E2 of X is defined by
E1 E2 = (E1 \E2 ) (E2 \E1 )
a) Show that if E1 and E2 are measurable and (E1 E2 ) = 0, then (E1 ) = (E2 ).
b) Show that if is complete, E1 M and E2 \E1 M, then E2 M if (E1 E2 ) = 0.
Exercise 11.17 (Hardys Inequality). Suppose that f 0 on (0, ), f Lp (0, ) and
Z
1 x
f (t)dt
F (x) =
x 0
Prove that for 1 < p <
Z
(F (x)) dx
0
Rx
0
p
p1
p Z
(f (t))p dt
www.albohessab.weebly.com
(DRAFTVERSION)
page 58 of 61
Solution
Solution (11.14). Let {An } be a collection of measurable sets. Let B1 = A1 and Bk = Ak n1
k=1 An
for k > 1. Then {Bn } is a collection of pairwise disjoint measurable sets such that An = Bn .
Now
X
(Ak ) = (Bk ) =
(Bk ) = lim
n
n
X
k=1
1
xp
Z
f (t)dt =
1
q
p
f (t)dt dx.
f (t)ta ta dt
Z
1 Z
p
f (t) t dt
p ap
f (t)dt
0
1
xp
1
xq
dt
and so we have
p ap
Z
f (t) t
f (t) t dt
1
f (t) t dt dx
p
pap
q
dx dt.
dx =
x1pa dx = tpa
Z
F (x) dx
ap(1 aq)
1
q
p ap
p ap
Z
p
pap
q
(1 aq)
(1 aq) q 0
Z
1
1
p+q ,
1
p
f (t)dt dx
0
Z
Z
p
pap
xq
Z
(1 aq) q
Now note that
aq
Choose now a =
gives
Z
p
q
1
,
ap
f (t)p dt.
1
p
ap(1 aq) q
www.albohessab.weebly.com
p
.
p1
(DRAFTVERSION)
page 59 of 61
Solution (11.18). By Minkowskis inequality, kf kp kfk kp kf fk kp , so kf fk kp 0
implies kfk kp kf kp . (If p < 1, we have kf kp kfk kp ckf fk kp for some c > 1, so the
argument still holds.) For the converse, since p 1, we have
f fk p 2p1 (f p + fk p ),
so by Fatous lemma and the fact that fk f a.e., we have
Z
Z
p
p
2 f  = lim inf 2p1 (f p + fk p ) f fk p
k
Z
Z
p1
p
p
lim inf 2 (f  + fk  ) + lim inf f fk p
k
k
Z
Z
p1
p
p
= lim 2 (f  + fk  ) lim sup f fk p
k
k
Z
Z
= 2p f p lim sup f fk p ,
k
p
p
where the last equality
R followsp by the dominated convergence theorem since f  and fk  are in
1
L . Thus, lim supk f fk  0, so kf fk kp 0.
www.albohessab.weebly.com
(DRAFTVERSION)
page 60 of 61
References
[1] Stephen Abbott, 2001, Understanding Analysis. Undergraduate Text in Mathematics,
SpringerVerlag, New York.
[2] [Iain T. Adamson]
1996.
[3] [Tom Apostol] Mathematical Analysis, Second Edition, AddisonWesley, Reading, MA, 1974.
[4] [Robert Bartle & Donald R.] Introduction to Real Analysis, third edition, John Wiley &
Sons, Inc. 2000.
[5] [Seymour Lipschutz] Schaums Outline of Theory and Problems of Genereal Topology,
McGrawHill, New York, 1965.
[6] [Hans Sagan] Advanced Calculus of RealValued Functions of a Real Variable and VecterValued Functions of a Vector Variable.
[7] [Y. Sagher]
[9] [Walter Rudin] Principles of Mathematical Analysis. International Series in Pure and
Applied Mathematics, McGrawHill, New York, 1964.
www.albohessab.weebly.com
(DRAFTVERSION)
page 61 of 61