Dmitrii Gudin

Real Analysis – Take Home Exam, Part 1

Problem 1
We need to prove that for any x ∈ lp and for any y ∈ lq , where 1 ≤ p ≤ ∞ and 1 ≤ q ≤ ∞, and also
1 1
p + q = 1, the following holds:

∞  ∞
! p1 ∞
! q1
X  X X
p q
xk yk  ≤ ||x||p ||y||q ≡ |xk | |yk | . (1)
 

 
k=1 k=1 k=1

Note that x ∈ lp and y ∈ lq implies ||x||p < ∞ and ||y||p < ∞, hence all components |xk | < ∞ and
|yk | < ∞.

(Case 1: p < ∞, q < ∞.) We know that the following inequality holds for any scalars a, b:

|a|p |b|q
|ab| ≤ + . (2)
p q

Let’s take the following scalars for some k ∈ Z+ :

xk yk
a= , b= . (3)
||x||p ||y||q

Putting this into (2) and summing from k = 1 to some N ∈ Z+ \ {1}, we get
N N N
|xk |p |yk |q
P P P
|xk yk |
k=1 k=1 k=1
≤ q. p + (4)
||x||p ||y||q p (||x||p )
q (||y||q )
∞ p ∞ q
|xk |p |yk |q
P P
Since this inequality holds for any N < ∞, and since ||x||p = and ||y||q =
k=1 k=1
are finite, it follows that we can take the limit N → ∞ in the inequality (14) and still have this
inequality. Then:
∞ ∞ ∞
|xk |p |yk |q
P P P
|xk yk |
k=1 k=1 k=1 (||x||p )p (||y||q )q 1 1
≤ p + q = p
+ = + = 1. (5)
||x||p ||y||q p (||x||p ) q (||y||q ) p(||x||p ) q(||y||q )q p q

And finally, multiplying both parts by the positive term ||x||p ||y||q , we obtain
∞
X
|xk yk | ≤ ||x||p ||y||q , (6)
k=1

which is exactly what we needed to prove.

(Case 2: p = 1, q = ∞.) In this case, by definition, ||y||∞ = sup |yk |, hence we need to prove
k≥1
the following:  
X∞  ∞
X
xk yk  ≤ sup |yk | |xk |. (7)
 

  k≥1
k=1 k=1
 Dmitrii Gudin

But this is a pretty obvious inequality. Indeed, first of all, the absolute value of a sum is no bigger
than the sum of absolute values, hence for any N ∈ Z+ we have
N  N
X  X
xk yk  ≤ |xk ||yk |. (8)
 

 
k=1 k=1

And, by definition of supremum, each |yk | ≤ sup |yk |, and plugging this in (8), we get
k≥1

 
XN  N
X
xk yk  ≤ sup |yk | |xk |. (9)
 

  k≥1
k=1 k=1

Finally, since the limit with N → ∞ on the right part exists (it simply equals to the right part of (7),
which is finite), we can take the limit of two parts and get exactly (7).

(Case 3: p = ∞, q = 1.) This directly follows from Case 2. We simply relabel our variables, placing
xk in stead of yk everywhere and vice versa, to get
∞  ∞
X  X
xk yk  ≤ sup |xk | |yk |. (10)
 

  k≥1
k=1 k=1

Problem 2
We need to prove that on lp all Cauchy sequences converge. Let’s take any arbitrary Cauchy sequence
x1 , x2 , ... ∈ lp . It being Cauchy means that

∀ε > 0, ∃N ∈ Z+ | ∀n, m > N, n ∈ Z+ , m ∈ Z+ , ||xn − xm ||p < ε. (11)

We need to prove that the limit x of this sequence exists, and that x ∈ lp . Let’s prove this by
contradiction. Assume that there exists no limit x ∈ lp , that is

∃ > 0 | ∀x ∈ lp , ∀M ∈ Z+ , ∃k > M, k ∈ Z+ : | ||xk − x||p ≥ . (12)

But this is clearly impossible. Indeed, for any such  > 0, set ε =  and find N > 0 satisfying the
property in (11). Then set x = xN +1 and M = N . Then (12) obviously contradicts the property,
demanding that ||xk − x||p < ε for any k > N .
This contradiction shows that, indeed, the limit x of the sequence x1 , x2 , ... exists. That x ∈ lp
then follows from the “triangle” inequality of norms ||f + g|| ≤ ||f || + ||g||. Indeed, the definition of
limit states that
∀ > 0, ∃N ∈ Z+ | ∀k > N, k ∈ Z+ , ||x − xk ||p < . (13)
So let’s take, for example,  = 1, find such N and take k = N + 1. Then but f = x − xk and g = xk ,
and then the “triangle” inequality renders

||x − xk + xk ||p = ||x||p ≤ ||x − xk ||p + ||xk ||p < 1 + ||xk ||p < ∞, (14)

where the last inequality follows from the fact that xk ∈ lp , hence ||xk ||p < ∞.
We have proven that, for a given Cauchy sequence x1 , x2 , ... ∈ lp , there exists limit x ∈ lp . And
since the Cauchy sequence was selected arbitrarily, this holds for all Cauchy sequences in lp , hence,
by definition, the space is Banach for p ≤ ∞. Note that we did not consider cases p < ∞ and p = ∞
separately, as our proof completely relied on definitions of limits and Cauchy sequences, and also on
basic properties of norms and the fact that norms in lp are finite.
 Dmitrii Gudin

Problem 3
Here we treat every converging sequence as the element in l∞ , that is x = (x1 , x2 , ...), where each
xk ∈ C. The norm ||x||∞ is just a supremum of the sequence x1 , x2 , ....
We need to prove two statements: that a converging sequence of such elements x converges to such
an element, and that a sequence of elements converging to 0 itself converges to an element converging
to 0. The wording here can be confusing, so we will clarify what we mean in each individual case.

(a) Elements x ∈ c are those elements x = (x1 , x2 , ...) for which the sequence x1 , x2 , ... converges
in C with regards to the regular metric ||xk || := |x + k|. We need to prove that the sequence of such
elements x1 , x2 , ... ∈ c (we use superscripts here, instead of subscripts, to distinguish the sequence of
elements in c from the sequence of elements in C) converges to another element in c with regards to
the metric ||x||∞ := sup |xk |.
k≥1
Suppose a sequence x1 , x2 , .... ∈ c has the limit x. We need to prove that x ∈ c. First, from the
definition of convergence we get the following:
ε
∀ε > 0, ∃N ∈ Z+ | ∀n > N, n ∈ Z+ : ||x − xn ||∞ = sup |xk − xnk | < . (15)
k≥1 3

On the other hand, since xn ∈ c, the elements xn1 , xn2 , ... converge in C to, let’s say, x̃n , which means
ε
∀ε > 0, ∃M ∈ Z+ | ∀k > M, m > M, k, m ∈ Z+ : |xnm − xnk | < . (16)
3
Now let’s take L = max M, N , and any l > L, p > L. Then we obtain

|xl − xp | = |xl − xll + xll − xlp + xlp − xp | ≤ |xl − xll | + |xll − xlp | + |xp − xlp | ≤
ε ε ε (17)
≤ sup |xk − xlk | + |xll − xlp | + sup |xk − xlk | < + + = ε.
k≥1 k≥1 3 3 3

Putting all this together, we have proven the following statement:

∀ε > 0, ∃LZ+ | ∀l > L, ∀p > L, l, p ∈ Z+ : |xl − xp | < ε. (18)

From Cauchy convergence criterion then it follows that x1 , x2 , ... converges. And since x = (x1 , x2 , ...)
by construction, the conclusion is that x ∈ c. So every converging sequence of elements in c converges
to an element in c, hence c is a closed subspace of l∞ .

(b) Here we need to prove that any sequence of elements x1 , x2 , ... ∈ c0 converges to element x ∈ c0 .
c0 is the restriction of c to the sequences having the zero limit, and obviously for any element y, the
property y ∈ c0 =⇒ y ∈ c holds.
We already proved in (a) that any sequence of elements of c, and hence also any sequence of
elements of c0 , has a limit. We just need to prove that that limit sequence converges to 0, that is that
for x1 , x2 , ... ∈ c0 such that x1 , x2 , ... → x, the sequence x1 , x2 , ... converges to 0. This can be easily
proved by contradiction. Suppose the limit is lim xk = x̃ 6= 0. That means that
k→∞

∃ε > 0 | ∀N ∈ Z+ , ∃k > N, k ∈ Z+ : |xk | ≥ ε. (19)

On the other hand, since x is the limit of the sequence x1 , x2 , ... with regards to metric ||x||∞ , we can
also write
ε
∀ε > 0, ∃M ∈ Z+ : ∀n > M, n ∈ Z+ : sup |xnk − xk | < . (20)
k≥1 2
And since xn ∈ c0 , it converges to 0, that is
ε
∀ε > 0, ∃L ∈ Z+ : ∀l > L, l ∈ Z+ , |xnl | < . (21)
2
 Dmitrii Gudin

Now, let’s find and fix ε satisfying (19). Then plug the same ε in (20) and (21) and find the respective
M, L ∈ Z+ , and take N = max(M, L). Then for any k > N we have
ε ε
|xk | = |xk + xkk − xkk | ≤ |xk − xkk | + |xkk | ≤ sup |xkl − xl | + |xkk | < + = ε. (22)
l≥1 2 2

So there exists N ∈ Z+ such that for any k > N , the inequality |xk | < ε holds. But this contradicts
(19), stating that for any such k, in fact, |xk | ≥ ε must hold.
6 0, and since the limit exists as
This contradiction shows that lim xk = x̃ is impossible for x̃ =
k→∞
proven in (a), the only possibility left is x̃ = 0, hence x ∈ c0 . And since the sequence x1 , x2 , ... → x
was taken arbitrarily, it means that for each such sequence with x1 , x2 , ... ∈ c0 , x ∈ c0 holds, hence c0
is a closed subspace of l∞ . This is exactly what we needed to prove.

Problem 4
In these problems, we need to prove that for any initial element x for a given space, ||Φ(x)|| = ||x||,
and that Φ(x) belongs to the corresponding dual space. Map Φ(x) here is defined as follows for any
x in the space the map is defined on:
∞
X
∀x ∈ lp , Φ(x) : lq → C | ∀y ∈ lq , Φ(x)(y) = xk yk . (23)
k=1

We note at the very beginning that φ is clearly a linear map, as for any x ∈ lp and any y, y 0 ∈ lq , we
∞ ∞
have Φ(x)(ay + by 0 ) = a xk yk0 .
P P
xk yk + b
k=1 k=1
∞
(1) p = ∞, q = 1. Suppose x ∈ l . By definition, the norm ||Φ(x)|| can be calculated as follows:

||Φ(x)|| = sup ||Φ(x)(y)|| : y ∈ l1 and ||y||1 ≤ 1


(24)

From Holder’s inequality proven in Problem 1, the following must hold:

 
X∞  ∞
X
||Φ(x)(y)|| =  xk yk  ≤ ||x||∞ ||y||1 = sup |xk | · |yk |. (25)
 
  k≥1
k=1 k=1

∞
P
Then if ||y||1 = |yk | is capped at 1, then the maximum can only be achieved when it equals 1.
k=1
Now, if sup |xk | is achieved on some xk , then we just select y = (0, 0, ..., 0, 1, 0, ...), where 1 is at the
k≥1
k-th position, and achieve equality. On the other hand, if the supremum is never achieved, then we
can take the sequence y 1 , y 2 , ... such that every y n has 0-s at all positions but the N -th (where it is
1), such that xN > sup xk − n1 , and such a position exists by definition of supremum. It is clear that
k≥1
supremum of the right part of (25) for such sequence is exactly sup |xk |, since as n grows, the absolute
k≥1
∞
P
value of the sum xk yk comes unlimitedly close to sup |xk |. Hence
k=1 k≥1

||Φ(x)|| = ||x||∞ · 1 = ||x||∞ . (26)

Hence x → Φ(x) is, indeed, an isometry. Finally, Φ(x) is a linear map from l1 to C, and is bounded,
as follows from (25) and the fact that ||x||∞ < ∞, as x ∈ l∞ . Hence Φ(x) ∈ (l1 )∗ .
 Dmitrii Gudin

(2) 1 < p < ∞, 1 < q < ∞, p1 + 1

q = 1. For isometry, a similar argument applies, we will just use
different norms. For some x ∈ lp :

||Φ(x)|| = sup {||Φ(x)(y)|| : y ∈ lq and ||y||q ≤ 1} (27)

And from Holder’s inequality:

∞  ∞
! p1 ∞
! q1
X  X X
p q
||Φ(x)(y)|| =  xk yk  ≤ ||x||p ||y||q = |xk | |yk | . (28)
 
 
k=1 k=1 k=1

Here again the maximum can only be achieved when the last sum equals to 1. To do so, we calculate
the following y: ( |x |p
+
k
p−1 , xk 6= 0;
y = (y1 , y2 , ...) | ∀k ∈ Z , yk = xk ||x||p (29)
0, xk = 0.
First, its norm indeed equals 1, as we can demonstrate (note that, since p1 + 1q = 1, it follows that
p
q = p−1 ; note also that we are not considering the trivial case ||x|| = 0 here, as in that case everything
is obvious, as Φ(x) for a null element is just 0):
! q1   q1   q1
∞
X X |xk |q(p−1)  1 X
||y||q = |yk |q = =  |xk |p  =
k=1 k∈{i∈R |
q(p−1)
xi 6=0} ||x||p
||x||p−1
p k∈{i∈R | x i 6=0} (30)
p
q p−1
||x||p ||x||
= = = 1.
||x||p−1
p ||x||p−1
p

Now let’s evaluate ||x||p :

! p1   p1 ! p1
∞ ∞
X X p−1 X
||x||p = |xk |p = xk yk ||x||p−1  = ||x|| p xk yk . (31)
k=1 k∈{i∈R | xi 6=0} k=1

1−p 1
1
Multiplying both sides by ||x|| p , we get ||x|| p on the left, and the sum to the power of p on the
right. Taking both sides to the power of p, we get
∞
X
||x||p ||y||q = ||x||p = xk yk , (32)
k=1

where the first equality follows from (30). Hence in (28), we have equality at the place of inequality,
and hence, indeed, this is ||Φ(x)||. So, again, ||Φ(x)|| = ||x||p , which means that Φ(x) → x is an
isometry.
Finally, Φ(x) is a linear map from lq to C, bounded as follows from ||Φ(x)|| = ||x||p . Hence
Φ(x) ∈ (lq )∗ .

(3) p = 1, q = ∞. Once again, for some x ∈ l1 , the expression for the norm of Φ(x) is

||Φ(x)|| = sup{||Φ(x)(y)|| : y ∈ l∞ and ||y||∞ ≤ 1}. (33)

From Holder’s inequality:

∞  ∞
!
X  X
||Φ(x)(y)|| =  xk yk  ≤ ||x||1 ||y||∞ = |xk | · sup |yk |. (34)
 
  k≥1
k=1 k=1
 Dmitrii Gudin

We can take the following sequence of y-s: y 1 , y 2 , ..., such that each element of y n from position 1 to
|xk |
n is nx k
(or just n1 , if xk = 0), and all other elements are 0. Then obviously sup |ykn | = n1 , and in the
k≥1
∞
ykn ykn ykn
P
sum all for k 6= n are the same (and all other are 0), hence can be put outside the sum.
k=1
We get: ∞  !
X  n
X n
X
||Φ(x)(y n )|| =  xk ykn  = |yn | |xk | = |xk | · sup |ykn |. (35)
 
  k≥1
k=1 k=1 k=1
n
This equality holds for all n ∈ Z, and since x ∈ l1 and ||x||1 =
P
|xk | is finite, we can approach ||x||1
k=1
unlimitedly closely, hence the supremum of this is just ||x||1 . Hence ||Φ(x)|| = ||x||1 , and so Φ(x) → x
is an isometry.
Since Φ(x) is a linear map from l∞ to C and bounded, which follows from the result just proven,
it is a part of the dual space of l∞ : Φ(x) ∈ (l∞ )∗ .

(4) x ∈ l1 , y ∈ c0 , y ∈ l∞ . So y are elements such that the sequences y1 , y2 , ... converge to 0. Since
x and y have the same norms as in case (4), Holder’s inequality takes exactly the same form (34), but
the norm of Φ(x) is different:

||Φ(x)|| = sup{||Φ(x)(y)|| : y ∈ (l∞ ∩ c0 ) and ||y||∞ ≤ 1}. (36)

This is a very similar case to (3), since we can use the exact same construction of y 1 , y 2 , .... Recall
that for each y n , all the elements yk for k > n were 0. Hence the limit of each sequence of elements
y1n , y2n , ... is 0, hence all such y n belong to c0 . The equation (35) holds just as before, and we get the
same result: ||Φ(x)|| = ||x||1 , and Φ(x) → x, again, is an isometry.
Φ(x) is a linear map from c0 to C and bounded, following just shown result, so it is a part of the
dual space of c0 : Φ(x) ∈ (c0 )∗ .