This document includes all main theorems and propositions from Rudin's Principles of Mathematical Analysis for Chapter 2-7 without proof.

© All Rights Reserved

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This document includes all main theorems and propositions from Rudin's Principles of Mathematical Analysis for Chapter 2-7 without proof.

© All Rights Reserved

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Chapter 1

Theorem 1 (Archimedian Property). Suppose x, y R, where x > 0. Then there exists

n N such that nx > y.

Theorem 2 (Density of Q in R). For every x, y R such that x < y there exists p Q

such that x < p < y.

Theorem 3 (Existence of nth Root). Suppose x R, x > 0. There there exists a unique

y R such that y n = x.

Chapter 2

Theorem 4. Every infinite subset of a countable set is countable.

Theorem 5. Let En be a sequence of countable sets. Then

n=1 En is countable. That is,

the countable union of countable sets is countable.

Theorem 6. The set A = {0, 1}N is uncountable.

Theorem 7. Every neighborhood is an open set.

Theorem 8. Suppose Y X. A subset E Y is open relative to Y if and only if E = Y G

for some open subset G of X.

Theorem 9. A set E is open if and only if its complement is closed.

Proposition 10. Let A and B be sets such that A B. The following hold:

(a) A B ,

c

(b) A = ((Ac ) ) ,

(c) A B.

Theorem 11. Let (X, d) be a metric space and E X. Then the following hold

(a) E is open,

(b) E is closed,

1

(c) If G E and G is open then G E ,

If

Theorem 12. Let E R be nonempty and bounded above. Let y = sup E. Then f E.

E is closed, then y E.

Theorem 15. If {K } is a collection of compact subsets of a metric space X such that the

intersection of every finite subcollection of {K } is nonempty, then K is nonempty.

Corollary 15.1. If {Kn } is a sequence of nonempty compact sets such that Kn Kn+1 for

all n N then

n=1 Kn 6= .

Theorem 16. If E is an infinite subset of a compact set K, then E has a limit point in K.

Theorem 17. If {In } is a sequence of intervals in R such that In In+1 , for all n N,

then

n=1 In 6= .

Theorem 18. If {In } is a sequence of k-cells such that In In+1 , for all n N, then

n=1 In 6= .

(b) E is compact.

Chapter 3

(a) pn p X if and only if > 0, N (p) contains pn for all but finitely many n.

Proposition 23. A sequence {pn } converges to p if and only if every subsequence {pnk }

converges to p.

2

Proposition 24. A sequence {pn } doesnt converge to any p X if and only if p X

there exists a subsequence {pnk } that does not converge to p.

Theorem 25. Let E X, where X is a metric space. Then p E if and only if {pn } in

E such that pn p. In particular, the limit of a convergent sequence is in the closure of its

range.

Theorem 26. (a) If {pn } is a sequence in a compact metric space K then some subsequence

of {pn } converges to a point in K.

n o

E := p X : p = lim pnk for some subsequence {pnk } of {pn }

k

is closed. That is, the subsequential limits of {pn } in X form a closed subset of X.

Proposition 28. If {pn } is convergent then {pn } is Cauchy. If {pn } is Cauchy then {pn }

is bounded.

Theorem 29. Let {pn } be a Cauchy sequence in a compact subset K of a metric space X.

Then pn p K. That is, Cauchy sequences in compact sets are convergent.

SEQUENCES IN Rk , C, and R

it is Cauchy.

Theorem 30. A sequence in Rk is convergent if and only if the k-sequences of its components

are convergent.

Theorem 31. Suppose X = R or X = C. Let {xn } and {yn } be sequences in X such that

xn x and yn y. Then

(a) xn yn x y,

(c) xn yn xy,

1

(d) If x 6= 0 then xn

x1 ,

yn

(e) If x 6= 0 then xn

xy .

.

3

Chapter 4

Theorem 34. Let (X, dX ) and (Y, dY ) be metric spaces. The following are equivalent:

(a) f : X Y is continuous at every point in X.

Theorem 35. Suppose f : X Y and g : Y Z are continuous maps. Then f g is

continuous.

Theorem 36. Suppose f : X Y is continuous. If K X is compact then f (K) is

compact.

Corollary 36.1 (Existence of a max & min (EVT)). Suppose f : X R is continuous and

K X is compact. Then

exist and M, m f (K). That is, a real-valued continuous function achieves its max and

min values over a compact set.

Theorem 37. If f : X Y is continuous and E X is connected then f (E) is connected.

Corollary 37.1 (IVT). Suppose f : R R is continuous. If a < b and f (a) < f (b) then

for every y (f (a), f (b)) there exists an x (a, b) such that f (x) = y.

Theorem 38. Let f : X Y , where X is compact. Then f is continuous if and only if f

is uniformly continuous.

CONTINUITY OF REAL-VALUED FUNCTIONS

Theorem 39. Suppose f : (a, b) R is monotonically increasing. Then

(a) f only has discontinuities of the 1st kind,

Chapter 5

Theorem 40. Suppose f : [a, b] R. If f is differentiable at x then f is continuous at x.

Theorem 41 (1st Order Optimality Conditions). Suppose f : [a, b] R. Then if x (a, b)

is a local max/min and f 0 (x) exists then f 0 (x) = 0.

Theorem 42 (The MVTs). Suppose f : [a, b] R and g : [a, b] R are continuous on

[a, b] and differentiable on (a, b). Then

(a) (Rolles Theorem) If f (a) = f (b) then x (a, b) such that f 0 (x) = 0.

4

f (b)f (a)

(b) (Standard MVT) x (a, b) such that f 0 (x) = ba

.

(c) (Cauchys MVT) x (a, b) such that (f (b) f (a))g 0 (x) = (g(b) g(a))f 0 (x).

[a, b], where k n 1 and f (k) exists in (a, b). Then

n1

X 1 (k) 1

f (x) = f (x0 )(x x0 )k + f (n) (c)(x x0 )n ,

k=0

k! n!

5

Chapter 6

Throughout this chapter, we will assume that f : [a, b] R is a bounded function, unless

stated otherwise.

Definition 1. Let [a, b] be a given interval. A partition P of [a, b] is a finite set of points

x0 , x1 , . . . , xn , where

a = x0 < x1 < . . . < xn = b.

Definition 2. Given a partition P of [a, b], for each subinterval [xi1 , xi ] [a, b] define

mi := inf f (x) and Mi := sup f (x).

x[xi1 ,xi ] x[xi1 ,xi ]

n

X

L(P, f ); = mi (xi xi1 ),

i=1

n

X

U(P, f ); = Mi (xi xi1 ).

i=1

Observations

(1) L(P, f ) U(P, f ).

(2) If m = supx[a,b] f (x) and M = inf x[a,b] f (x), then

m(b a) L(P, f ) U(P, f ) M (b a).

xi (xi1 , xi ) for each i, then

L(P, f ) L(P , f ) and U(P , f ) U(P, f ).

Remark 1. Observation (3) follows from the fact that if A = A1 A2 , then inf A inf Ai

and sup A sup Ai for each i.

(4) In general, if P is a refinement of P then

L(P, f ) L(P , f ) U(P , f ) U(P, f ).

L(P1 , f ) U(P2 , f ).

L(P1 , f ) L(P , f ) U(P , f ) U(P2 , f ).

6

Lower and Upper Darboux Integrals

Definition 3. For f : [a, b] R we define the lower Darboux integral of f as

Z b

f dx := sup L(P, f )

a P

Z b

f dx := inf U(P, f ).

a P

Chapter 7

**In this section we will assume were working with complex-valued functions unless stated

otherwise.

Definition 4. A sequence {fn } in B(E) is uniformly Cauchy if for every > 0 there

exists an N such that

uniformly on E if and only if {fn } is uniformly Cauchy.

Theorem 45. Suppose limn fn (x) = f (x) for all x E (pointwise convergence). Let

xE

Theorem 46 (Weierstrass M-Test). Suppose that {fn } is a sequence of functions defined on

E, and suppose

|fn (x)| Mn for all x E, n N.

P P

Then fn converges uniformly on E if Mn converges.

P

Proof. Use Cauchy Criterion for the partial sums of fn .

formly on a set E in a metric space. Let x E 0 , and suppose that

lim fn (t) = An , n N.

tx

lim f (t) = lim An ,

tx n

that is,

lim lim fn (t) = lim lim fn (t).

tx n n tx

7

Proof. Remember that were working in C, a complete metric space. You can show {An } is

Cauchy and therefore convergent by using that {fn } is uniformly convergent if and only if

its uniformly Cauchy. For the second part use the -inequality twice.

on E, then f is continuous on E.

Then fn f uniformly on K.

complex-valued functions), where ||f || := sup |f (x)| (this supremum exists since f is

xE

bounded).

Remark 2. Remember, fn f uniformly if and only if for every > 0 there exists an N

such that for all n N , |fn (x) f (x)| < for all x if and only if for every > 0 there exists

an N such that for all n N supxE |fn (x) f (x)| < .

Remark 3. Note that ||f || is a norm, and that (B(E), ||f g||) forms a metric space.

if and only if {fn } is uniformly Cauchy.

Remark 5. Note that by the Corollary 47.1, Cb (E) B(E) is a complete metric space

because the corollary shows that Cb (E) contains all of its limit points, meaning it is a closed,

and it is a subset of B(E), a complete metric space.

Theorem 50 (Conditions Under Which Limits Can be Pulled Out of Integrals). Suppose

that fn : [a, b] C and fn R for all n N, and suppose that fn f uniformly on [a, b].

Then f R, and Z b Z b

f dx = lim fn dx,

a n a

that is, Z b Z b

lim fn dx = lim fn dx .

a n n a

8

Proof. Begin by defining n = kfn f k = supx[a,b] |fn (x) f (x)|. Then since fn f

uniformly, fn (x) n f (x) fn (x) + n for all x [a, b]. Then use upper and lower

Darboux integrals.

X

f (x) = fn (x) for all x [a, b],

n=1

P

such that the series fn converges uniformly to f on [a, b], then

Z b Z

X b

f dx = fn dx .

a n=1 a

Theorem 51. Suppose that {fn } is a sequence of functions that are all differentiable on [a, b]

and such that {fn (x0 )} converges for some point x0 on [a, b]. If {fn0 } converges uniformly on

[a, b] then {fn } converges uniformly to a function f on [a, b], and

n

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