‘Undergraduate Texts a Mathemates Karen Saxe Abou derstanding Asi ‘Angi: Materatce A Coe History “ed monty ands n Macho. Angloambeks Ta etge of Rusher Tory. Second een. ‘Amarone Base Tools Amatoay roups and Syme. ‘ile Lines gts Dove it ead Lint A Now Apres eal aay ‘BaNewta: Complex Ans, DancttWerses Lise Alga “taoup Gene. Sto cern. Berbera A Pet Cours in Rest ‘ana i Cones and Cubes A ocr Aine rte An incon © ‘rotedate Modeling Bevonds actor so Primaity Brena Secand Yer Cle Regt Marhomte ‘Beka: Menem vositon one Peganmng ih Gane hry. Ra aceon Decimation Cypopagty ‘Bskeran Hol Toole Spee: ‘om Diane a Nero (Calthan The Geomery of Spat ‘A faductos Spl ed Gene ey. Cortera Breas The Leben Sees Inegrl: A Pra bedscon ‘Cederer A Cou Modern ‘Geontien Sond ett (de: A Concree nsedicion © "gh Algebra. Second elton, mag: ent Faby Tery CCouLitivO’Shet Leas, Vateses, ‘roems Basie Concept af Algae ‘Topo. (cur Linear Algeh: An ror evn Te Joy of Sa Funds Miya An nadacon Dien “Eqns Second ation Teen: A® compe Higher ‘Maem FinoResenberger: The Fundanetl Theory of Ager ‘ache aes Rel Anais Fnga/Gsadan: Car To! Lines sd Konto aos Seta ‘aon ‘ening Futons of Seve Varies. ‘Sern dion ous Conbiautorl Oinizaion fr Unease ouie Optrzaton Teshigae An ‘asada, ‘rane Mebods of Maen! nomic. rae Aa eduction to Wares ‘Tiouph Line Agere Ganeln Complex Arua. ‘Gerd: Dire Probay: adreanmes Anaya by a Hay. eags a Mahemaes (meter ne Be soringer Beginning Functional Analysisathe Depariont Saul, MN 55105 ithaca Deparment ‘aiemat sable Gasaieaion (00 60 {ry angen Canin econ Da “gaming functional ass Karen See Bop © (Undneduats exc mara) mdi bloga sores sd nd Han oaassie’ git py genet EL gomseeeetetagtortom me ‘rato he wren gertan the pbc (ong era ew York tsi? ‘arene, Row York, WY 1018 C84) eet ore cnr onsen ‘ro rshlay analy et coco th any far rato ‘eva sesame pein, metre, bys inf methoclogy now known or erates deol nie, Frolucion ranagd by A Oranca; manuncrring moped iy Bric Beer ‘hye The Bat Pro Nara, GA etme a ed by red nthe U Sptnvareg Now Yor Brin ‘member f SaveomansipringstScsncerBosna Made Gmbh! Preface “This book i designed as ext fora ist cours om fnctonal analysis for a vanced undergraduates ofr beginning graduate sunt. It canbe used inthe ‘degrada carcaum fr an honors seminar, or fora "eapstone” cou can sabe used for selfstaly rindependen study. The course prereset, but cenin degree of mathertalsophisicton s equied ‘A rear ss have ad he equivalent of a fist real analysis couse 2s might be tight oxng [25] [109s st linear lgedra couse. Knowledge of ie ‘Cbespu nega eno a prereglsite. Throoghos the book we ie elemetary facts sat the complex number: these aw ghee in Appendix A In oe spe ‘ie lace (Seton 5 3) we require afew properties of analytic fonctions, These ‘re wally tight i he Gist half of an undergraduate complex analysis couse ‘Because we want his bok to be aces to sndens who have nataken couse ‘on compen function tary complete description he needed ess ven However, we dono prove these es ‘My primary goal aso wrt a Book fo tuens that woud induce them to the email eli of fanctona analy I wanad to wie a succinct ook tha ‘est inerestng results ina minimal amouot of ine also wartedttohave the fotowing fears Tecan be ead by sides who have had ond st courses Hinear algebra and ‘eal analy, and es togeter material fom these two courses. Inpariculs, ‘ean be eed to introduce marl to undergraduates orally Bs een in (Padua courses. «Reading the book doer no require famiiany with Lebesge integration.vi Prfce 1: comin informacion about the historical development of the material and ographica intaration okey develope: ofthe tears. contains many execs, of varying fica 1 inclu: ideas fr nda ser projct and presen ‘What relly makes is book erent hom many other exclens Rooks on the bjs are 1 Teectoie of pie. 1 The level of the argc sence ‘Theda offered for stadt projet (as csine in Chapter 6. 1 The clsion of biographical nd historical infrmation, How to use this book ‘The ogmniaton ofthe bok fers Mex | ike to ave my sons present materi ass, The material ha tey presen ranges in dificult rom shor” cere, to proofs of standard theorems, inrctons 1 sibel that he ‘ubide he scope ofthe main body of ssh cous, Chup 1 snowy s sere whe core ofthe ours. The st wo chiles inroduce metre space, nored spaces, ad iaer product ces ad tht topology The hd egos on Lebesgue regain matted pets theory Aside from the material on probability, the Lenergue teary offered Tes only whats dcemed necessity Torts se in fanctonl anal Fourie analysis i Hilbert space ithe subject ofthe fourth chapter, whch Sas ‘ometons between fest tWo cher sn he id. The fal chee of ts mn buy of the seat nds the reads to hounded near opens aetng on Banach spaces, Bach slgetras and apt theory. icy opinion thar every course shall end with materia th uly challenge the sadents andeaes them ang more questions ha perbpacan be answered, The as tire section of Cape, wel a sever pections of Capra writen ith his view in min Teale the time sonra placed om soch course, Inameffor wo abbreise tbe coune, ome male of Chapter 3 ce be saely ‘omit. A good eoane can pelude onl an outline of Chapter 3, a enoogh {roofs and examples to give a ako for meas ey. 1 Guper6 consists of eve independent sections, Each ie that The taht this couse, Thave had he sudets select opis tat hey wil wy indie tally nd cach tothe est ofthe class, These scone serve ae resource for thee projec. Each ecto discusses atopic ts nonstandard i sme way. Foretampe, one secon gives uproot of thecasical Weir aprotima tio theorem an then gives a aly recent (198s) proof of Marsal Sones igeverazation of Weir's theorem, While there are several profs of the Stoe-Weiersas theorem this is the rsh does pot dependent clas al rel another secon ofthis hap, to argument ae given tl mo Fonction can be continuous a euch rational mimber and diction exch ‘nations mamber One the asl Haire catgery armament th teri less ‘ell own and more elementary argument de to Vel, Another section Alecnaes the role of Hert spaces sn quantum mechanic, with a foes 08 essesber's uncertain pin Apeniies and Bare ver short They onan that mosstdents wi ‘om before they ative inthe course However, cccaioaly a talent appre ‘wo has never worked with complex umber seen De Morga's Laws ee fin itonvenient to have thistle a the Book sally spend tbe et day eo on hs materi “Tne biographies at very popular with ay student Tasipn each ten! one ofthese or then "key payers inthe development of inca analysis, THe, a eibjectapproprine ime nthe coure, have that ane stent ge (oll) 3 ‘tor ography ia clas, They realy enjoy ts aspect of the couse, nd some nd reading (comply daeto their omentunes) a bok ike Constance Reid’ He (108) Acknowledgments Inisaplemsurtohank sever people or thoi wih hs project Myclleagues nid Bresso sd Jon Hachinson gave avi and encouragement ey my ‘ering prices, Joba Sehue read eae elimirary version and hank Mim for his energy td many hough cermments Per Eno and Tom Kiet hase helped substntly with sevtion of the Book, and I romain indeed to ach of thes for their combos. Thanks also goto Steve Ato, Fréric Gouden, Tom Halpern, Michael Newmans, Karen Paral, nd Tom Ransfat for valuable conversations on diffrent is ofthe coatnt ofthe book. My husbud. Peer ‘Webb, gave emtionl supp sad much seeded hep with TEX. Our children, Jaban, Alexander, nd Ze, were wonderful Oring tefl sages Ws wok. ‘hey played for many Tong hous by themseles, an alo pulled me vay from the compler when [rely nde a teak. Macho he weg he bok, and sere peace of mind, war achieved daring a sobbarcal i the spring of 2000, Spent atthe Universty of Vip {thank thelr mthemssicsdepatnea ors hospi "Tis Book as evolved from nates fora course tht Ihave aug hee ies ‘overseer years at Maesleser The dens n those cours have modal me ‘with heiethanas forth project T thank hee thei apparent exgeress tO ‘ead my sometimes ntso-poished notes, and for ch lp in sorting ou pod vera et i fae sy tha He weren't for my rents, won nt Rave ‘writen his book T welcome your commen, sugesions for improvements and inctions of Karen Saxe Macalester Calls ‘Api 2001Contents traduction: To the Stent 1 Metre Spaces, Named Spaces, Inner Product Spaces LL Base Definitions and Theorems 12. Examples Seqoence Spces and Function Spaces 13 A Discation Abou Dimension Biogap: Maurice Fricker serine for Chapter 2 The'Topology of Metre Spaces 21 Opem, Closed and Compact Ses the Heine-Borel end ‘Ascoli-arzels Theres 22 Separability 23 Completeness Banich at Hilben Spaces Biography: David Hert Biography: Stefan Banach Eewses or Chapter? ‘3 Measure and Entgration 3.1 Probability Theory as Motivation 32 Lebesgue Measure on Euclidean Space ‘Biography: Henri Lebesgue33. Measurable and Laberge Inepabe Functions on Besiean Space 3A The Convergence Theorems | 35 Comparison of the Lebesgue Integra withthe Riemann earl 36 Geactal Measures andthe Lebeague Lape: The Importance of Lebesgue’s eas in Functional Analysis Biography: Prigyes Ree Eseries for Chaper3 ourier Analysis a Hubert Space 441° Ordhnoemal Sequences Biography: Joseph urer 442) Bee's Inequality, Paseal's There an the Riss -Ficer Treorem 43 A Rerum to ssc Fouts Analsis Exercises for Chapters ‘An Inrudution to Abstract Linear Operator Theory 51 Basie Defnitone and Examples : 52. Boundednes nd Operate Noms 53. Banach Algebras and Spectra; Compact Operators 54 An rodactioe othe Ivan! Subspace Problem | grap: Per Eno 5S) The Spectral Therefor Compact Hein Operators Exercises for Chapter 3 - Furie Tops 61. The Clatsial Weientras Approsizition Theorem snd the Generized Stone“ Weierstrass Theorem. Boarapy Mail Sow "The Bae Category Theorem with an Application 9 Res! Analysis 63 ‘Tce Clusia Thorems from Funtonl Araiyis {68 ‘The Existence ofa Nonmeasurable Se 63 Conacon Mappings (66 The Function Space Cia, bat «Ring, sd is Maina eeu a 67. Hiber Space Methods in Quant Mechanics ‘Blogrphy: John vor Neumann ‘Bure for Chapter ‘Campler Numbers ‘Exerc for Appends A . est ses ns 16 M6 158 ry 167 1% 6 mm ry B. Basic St Theory veries or Append B References Index omens xi as a7 wsIntroduction: To the Student Functions nays was developed nthe ast eas of the nineteenth century and Reallad a merc ratstyng fou coins (9 dhs, 9) = Oforall ny eM oonneguisih (iy doe 9) =Oifandenly x= (emdegenersey), Gi) dia) = dy forall eM mm). (9) dix.3) salera) Haley) forall, y,2-e Mang igual In sition to RY, what ae some examples of mete spaces? Bewwus 1. Let = Cit de, 0) = Beaune? Let M be any set and die T eds asym | 87 ‘This calle the srt mare Exaurut3, Fix a postive imeger mand let be testo al ordered (of Qvand Is. For + andy M, define dx, 10Be theme of places ip which ‘Tandy iter For example, withn = 6 4001011, 1oL0D) = 2 Many af the opoogia soins frm R ca be extended to the genera metic space seting Fr example, a equece {x)= ma mei space (Md) issu 10 comerge tothe clement s © M ior each e7 Ohare erste aporive integer N ch hat gy) ~e wheneveen > WN, As ntbercnanple, «function f defined ‘on merc space (M, dy) ab aking Vales i nother metric space (V. dy) 18 ‘ontnuoa at xp € Mifiven ay € > O thee env ad > O such at dn (fo, f00s) <6 wher dy(t.n) <2 ‘We shal ciscuss more "Yopology” inthe next chap ‘any f the mets tat we wil be intrested in arise from “norms.” A (eal). ‘normed tinea space (V, |) (el) hac space V togeter wih funtion TV — Reale nom sisting fourcondons © Iv) 20 forall wc ¥ — (eommegniny), W) foi =OMfand aly if <0. Grondegeerocy, i) Pot = jf jof feral ve Vande Re (mubipcatvay, (iy) Jo-+ as Eel ol forall yw eV Grange igual ‘We noe ive four basic normed linear spaces, Move interesting examples il be seven inte next section. esas LVR with at = Ia Baan? V=RF wit l= af FAP Soha fore =C01 st “This she usual, standard, or Eucidean nor ca R” Is usualy dened by rb Busses. V = C,with fe = [a ‘Exe, We can dete many noms on RY. For example, both els = el thet and ete = maxim eine norms on These canbe extended inthe obvious way oan we will see inter, inthe exeries, at tey are no ally all tat fret. These norms tight ace a ie ot they at elated tothe important sequence spas © and (whlch wll be defined inte nent section, Theorem LL. Norms clus give rise to metre. Specifically (Vs - Dis @ rnormed pace and dv) defined by (0, ) = Ww = wl61 Met Spces Ned Spaces ener Prt Spices on SIGURE L1.The meted.) = Isp — ‘otal tie come fromnorms. For example, thedsrete metic eanot coe from a norm, Tis i because [Ark = [Al Ie > o@ = [| > oo. Thus, {pus,0) 90 a8 |» mB dle 0) = Vunles v= 0. If we cose he ties ec FI: Tvs Ihe om Roly the mia one gives ef he ‘tol meric on R2The other tao give rise to oer meth, For examples te mec arising from the est oe is 400.9) =| hth “Tis isthe sum ofthe vet and orion distances beeen x andy TT, Yaushould pause ta ik sbout wha the e-em Rs measuring. Many norms, and ence mri, ave fom an "inner product (real) er product space (V.{) i eal linea spce V together with» function EV Vm Reseda ner product saising Be condions ( (wv) = Oforalle < ¥— (aomneatiy) ( (o.) =OiFandealy fv =O (nondegener:y, (i) (ies) = Al forall vw e Vand eR (omiplca, 9) (ou) = (ws) forally,w eV oymmety, () (wa) = (0)+ (uu) foraue.w eV (dsibutvy). TER isreplacd by Ceverysbere in thie defnon, am the syeanery pope ts replaed bythe Hemi symmetry propery (i.e) =e forall 1 € Vwher the barnes the complex conjugate we pet comple) sama rouet space: One mst be lear about he under} ing eld ‘Our to bese examples of ime product paces wil ot arp you, Obes ‘be piven inthe ne econ ‘Buwseus Thee inearspace RY wth tanderd ines product Gey) ain tant eae Euoeie2, The complet near space C* with standard ines product Gu) sah aM te ‘Theorem 12. Iener products ales give rise to norms. Specialty V4) ‘wan ier produc pace ond vl defined by i= Ve, then | iba norm on V. hoor: Lefts Eerie 16 a Isher ancasy way to tell whether a given nom has an inner prod ‘with Tums out hat he answer Jes The parallelogram equa, ssocoed But +2101? = tw oll + aol rast hol for every pair wad in an iner pret space, On the ter an, is nor saisies the paallogram equality. ten it ust come from a ener ‘odit. Ths. the paalelogam equally charters thew norms aie sme product. (See Excise 118). This equal generalizes the Pihaoresn, ‘ua and say hat he su ofthe Squares othe lengths ofthe aga of tillogam twice he su of the squares of the length of ses Fire 12, ner prodicisgve usa wa tlk bouts generaind ation of athogonliy” ‘which wil be sessed in detail in Chapter. They also pve the flaming ety fal tere ‘Theorem 3 (Cavchy-Schwar (ceCavchy-Bunyatomkit- Schwarz} equal?) WHY, (0) ean inner product space then Kessnl s Viecab View foralte, we ¥, ‘Samet Vi Buyo i 40-89 Us Anes Ca 79 11857; France) and Hermann Schwarz (1843-1921; Poland, now Germany) m\1 Matic pues, Nome pues, ear Prot Spc Proor. We assume tat ¥ 6 comple ime product space. We asume i (eet Daod iat consider the cate that ful = 1. Then 05 fo (o,u)wt? = fo (os wl. 9— (ole) = (e.9) = eaileod — 0, uN Toa + (owe wl.) (0.9) ~ fe, WNT = Bo = He ‘Therefore, vw)? ln, Now consider an bizar w + 0 Beanie w #0, We hie Tel 0. Therefore, se let a denier, den fu} = 1 By the Best pattie proof} < Fu. Since, = "fg thereslcs proved, ‘This prot works for elmer product paces as wel: However, somewhat simpler aod rae atactve proof ean be given for the real ease ee How it fc we ow call the wo clement and so Weare trying to prove th Weal s VieaivGoD inany real inner prot pace, Note that we my assume that x yO and y #0. Forary real umber Ae bave 05 (an ty het yh =8le2) 42009) + OWI Seung a = (x, 2),b = 2(r, sand = (4) ths eas a? + #20 2 Ofor Srey # € Since o = (this Gua foci asa manu at 3, and this fnumum vale Is onnegave. Ths Sine > 0, hi yells numadiately the dese est 1.2. Examples: Sequence Spaces and Function Spaces aad tect rn pr ni eee ee cenratig aan =e Ti mpm pT pen eer e sms Sota SEES estan reisine yoni cedear oma anges cin © pn ee ny oa sonar jh trent een secretin et eneanccmocntcomiomes eiedoeendy Has} = supls| | $4 € 20 12 Examples: Sequence Sct an Fanon Spice 9 (Rca hat he supremum of ets ite et per bound, ad ha he fiom of secs greatest lower bound) [Nex we define the sac fr I

Ri thercexiss BO such that |/(0| < B forall € La 80 ‘This isatinca spas. Te clleton UF 10.0)» RJ isconinuous) ‘sa subapace f V. This subspace ofall continuous fortis on closed and ound interval is ery pra spuce im ana te monic denoted by (Cab). Hao jos CMa, With norm ied by Ws = sullen fx eta. b1, both V and Cit, b) become nome nae sacs. For eich sequence and fncion space described above we have ste 3 norm According 0 cu esas fhe previous ection, each space ths Ant pace thse, On Cl.) for example the mete given by F.01~ HF = Rig = pt see) a0 fe Le101, Bei Spacer, Nod Spt lamer rs Spaces AGURE 12. Te wren nei. ‘This merc measres the ages Yer dstance between the gaps oF the two fansions (Figure 13, : "our next queton might be, Which of the noms that we have defined "come ‘rom’ nner procs’? We koow that pei nar comes from an inne oduct Hand ony if sases the palelopram equity. OF te aos on sequence spaces liscased above te -nor isthe ol ce that sss the pralleor Ral. nde, is ner proc pace with inner produ ane it were considering real-valued functions, nd with inner product woe Dar ‘it wear considering complex-valued functions The reader shoal heck hat the form esing frown this nner product, va Theorem 12, ined [Is I We tee conieringea-aled factions, tbe ear space Cab) somes ier prc pace Whine product cen fa 1F we are considering compler-valued function, Cia, ]) becomes an ser prac pace mith nor product hala ff saat. Using Theorem 1.2, one cn check thal he nom associated with his ine product {snet te sopremam aor. The question Females, Does the supremum pom arise from rme inet produc? That, desi aly he prallelogram eqeliy? You telletplore the quetons rsd in thi paragraph i the eerie, 1.3. A Discussion About Dimension ocligen space Ris “finite imensiona” A “bass” for Ri given by she tallecion of estore 40,000...) 2 =0,1.0....0, = 0.0.1.0, = 10,0.0,...,0) ‘Tat these vectors form aba? for R* means (0 they aco near independent ai, 3... © Raed ue, Hee + tanes =O, then neces.) =a =~ = ay = (they span his. vey vector in canbe weten a ines combination of hee tas vectors ‘More general linear space ism dimensional ite lege umber of in carly independent elements sn. IF such an m exists the spaces sid to Be [itedinensional ‘Some ofthe linea paces tha we hav discussed efi dimensional. This means that for each postive igen there exis lneryindependere set entanglement. Another way Of saying thse thu there spo ie cet ‘who linear combinations span to enze spss Inthe exrczes, you ae asked toshew tat, C=, and Cll, bl) are nine cimenionl ‘ata ws borncn Sostonker fourd enloyment a © toe tr 101878 Male, FarcstFgse 4) o whl, hs rawr tc in Bares He was eft of x Cen. At the eing holy some come oh tingothisbth ether east cecior the fm bots, Fret ame cfaPotsant panage When hewas 2 intrested nferegn languages ec ogo ourabontstamy moval Pars whee tare He oof vel at or Fis ttetorame hehuodos Potent render lng ie Sete TheFenchgovermentsaciaree Thaah Fee was rot fandal te schol, and tis let ets tater le was vor fara is witout ob Everuay his fataragan Shoal Betweon he age oftwee 7h 98 ft mr oy ae! ass Aoi fs ‘ltt crc and wel duces cetosomal bern Chap nthe Ram sace ‘et oe cn nau “Schauer bar We wil xf ay tlt» Sher cE dead ne pal mail oa Per Ea12,4, Mei Spas, Nemes Spe mer Pr Spaces est Hs mst gear wes is Ceca dsetaton ad fis @ we ‘aston * On poe 87 of te but oes tht out dana dene wo tn at read 8 een alti 3h eas ad nts we abe Sy fcrunling Sr ne ort ery Ts fu paper Fe teins 50 pepo ont ons imu 102 dca seat on ato hoy ie 1 spe on aptly en ihe 1508 Seva stato rete spaces Thi lore i signer beemse Fecha: ot ait of serine HEUREL4, MutenFst sang casas the arth. Tough he ‘rah or corr. ost rou nor tral, os apoeatin «nite on ois steextert bygone suns poy ard sos Jon odamaed (185168 res, eich bso hat we il Fars atavrdwerertbeame eee or ue asin matensicn nse," Thosgeeance of Fibets tei es bertonne wes ayine soe ashe: ne thateatefatinne ee ecard eng Hibets oer Spc ain ofa gl of netic ‘edspet est dele a imo wi sans egret Gere atensan Fimerratamatis icine veo Kar Westas (1815-TE) geese havea sony fines hts fap et dfn reams” utssoa ie andeworsieanads ye hacfon. Tht ozurel set Eine rebewpuaclvadiers Jesh. 178 Wonton eto ind Frade ateded foe Narale by hetalanmateratcon Vio Vota Swarr tom 0 13%, ater_— Te tat acet,trangh Hadad, faneing mit sce He S86 ater’ yVaras on cat Sethmatenates and pcs ialy Sen ek imptin wo of 40 cfocingpusve mantis Tear ans, in A 1-108) tient eFPonavetedtim PVD. gu Cae Ano 67-1812, Tse 1s. {wo fx ton wig wth oe oso Frc ples ay sores, hemes are rts an ve otng Actin 100, wile eva st 28 ty eumd he es of Gay Cane “pe routine sated ht he trae “snl rai a ie se uo’ set at we npeovn for hs pase cones re ca ‘Boks tower Fes hme ews fn age 200 “Ei hr Fede E127 was a Svadah main. Yo wi adore oats worn Chap 5 Ther youtore sane (1985-1816 si om ats of pits to scoring func Pets ss ores ol nina tir and to tuter prs. Patents hese of att gost = oy Ingres ines many its what Ft cals "une cas ("An Eclas waste named et ce” {i 1014 ye Gorman matontican Fein Fatt, 066-187 eet ead the tm ear for what we nw al ‘the "mai" and wrt) pla of oy ean he fet pat th tes, th eas of “compares” and "conpltrst re fermi. Ths ators ate damental futons ‘raed you wil meet hei 0 ne cape Inari of his these eset ies cxargls star tha ter fur in Pert He wes We eran. Te at Encicean pce Ba cite inte paring paragraph of Seton Tc hs ‘apr He szoed wample Oa, wine Y.a1= si aah ea ‘as wo dnused in Secon? Fhats text exarpenew os He ee drei ta seo al soqcrees a anes Weer Sty St oon Sr Exercises for Chapter 1 Sections 1. and 1.2 13 ADicumion About Dinewsion 13 fortwo clones x = U8.R. JY haf} & Tha fou eae of rai pace cont of caln of (tered comple slend ucts, fn set ange cars omer tha ae otan cues ne il act ecb th ast exes asa thece mad stigemact ght avo oul bs parti adic ‘ematical deta of tempat st ‘he sage oth eo at jy ha ‘ecaqun wae of rit in heen ‘lps wor ool read t werk of eerie and ies Inpatient mach wor anthers space ews piconet i fig essay an ufcet contin fr 12s gn me space be omg anda was alo gh such engin for sues Ya wl ea fc re bot he wok Lites ‘Rear tar capa, eraser isP. eee aught ‘estima gh stl ard then. short ods ae Unversis ot Nas, Penne, nd Pits rom TO to 1818 Fa saved int arm, most eng win lange ntsetatin bates Egish sme fren etefels Io 119 rates a academic. Sastu 1228 eae fl ma, Pere Cie in Pais. at te ane fiero shine 81975. AAA) Vey tat fe aeRO Ips tie ners om (©) To ee that hee orm are in fot diferent. compu he distance 4((1. 1,2, 3) Geach of thee norms) bewen We ps (1,1) nd (2.3).1, Mes Srases. Norma Spaces Ine Pesct Spazes (o) Tose that norms are teen it helps i it spose to visualize (he "bl nthe space. Let Baa “Thisis the open al friar center at OF spi iatest isthe tal” By(0) = (0, 0), In, wi the te diferen non, sketch 8:10 snd 8,(2.2), 1.12 Consider the norms jf and [E00 (a) Prove hat eves 0, These sets are mos often called open ‘als open disso open ncghborkoods end they are denoted byte abo orby ls. Das), Der), NA), NF) among oer oations. A pint x € Mt iva lini point ofa set E © M i every open al B,C) conn ain y DCE Ire e 6 ands i nota ink poi of, ten x bap oad pod of EE isclsediteve it pon of is in E. A point x isan interior pon of Bi there ents an > O sch tha Br) © Bs open if every oi of £ {San interior point collection of tse clled cover of Bf Es contained inthe uion ofthe sts he collection. each Stn a cover of Eis ope, the er iscalled am ape cover of EH the ation ofthe ssi subelletion of {he cover sill contains E, he sabcoleeton is efered toa 2 sbeaver for E. E incompact if every open cover of F contin fae subcover. Bs sequentially ‘oma every seguene of E contains convergent subecquence. Bis dense in Wifevery point of M ia lint point of E. The clorre of E, denoted by Es together wth init points. Te interior of E, denoted by Eo it), he ‘etofiteror pine of E. Eis bounded foreach © Etheeexiisr > Osuch tut EC By 2.1 Open Closed an Compas Sets 17 ‘Yu should wate for diference inthe erature concerning these efnions. Some ok lieent bt ely ren, bu some ae actully diferent. npr ‘carta withthe imi oi definon. Forexampe Honan and Marden (89) ea soled point of E. They use accumlarion plato refer to cu limit point ‘We bein with hee Bis topeogicalreslaThr profsare let as eres. ‘Theorem 21. A set E ina metic space (Mad) i open if and ony i ts complement, E° = M \ cloned (2) Foran collection (E.) of pen sets, Ew it open (0) Foran collection Fy) oflased sets (Fy closed (e) For any fit cllecion(Bof open set [aE open (@) Foran fine cllection (fy of eloe sets, fy Fs loved Theorem 23, IF ia compact subse of emetic space then close ‘of netype of st defied above, compact sets ae particularly intrsing. The ea of «general notion af compactness i to go st he quality posease by = losed und bounded interval of hat forces every comiauousfonctoa Yo aan ‘esmasimam and nim o the interval. The steno compactness sly hard for dens fo use a fst. Showing tha a given sts nor compact cn Be Staighforwaed (se Exercise 210) On the other band, sing the deiton to ‘ow dh sven set 8 compact can be que eek, sce 10 0 40, ome must onside every open cower of the et Th, eae nese in chartering the compact sees of oa forte metre spaces. The ease turner known a he Heine-Rore theorem (Theorem 25) whch describes the compact subsets of R. You maybe fir with the rok at ast the cate n= 1. The eine Boel there gives «vey ice hurackiation of the compact abacs Of R. Are thee any oer meuic spaces in which the compact subse can be ‘husactetzed 9 nicely? The Asai Arzeli theorem (Theorem 2.6) deste the ompat abit of Ca, Resale Fshet'sbiography that he gave anche ‘ch characteration petal of te corpses ofthe mete space 2 ‘which wil be defined in Chapter 3) The proofs of th Heine-Borel theorem and the Ascol-Arz theron bth ae the next eal which gives neal, and ‘stfu sonition for compactness Theorem 24. A sudsetofamericspace compact and only fis sequentially compact. Proor. Let be « metic space and E SM be compact. Assume tht there flats aseuence (x)=, of E wth mo convergent subsequence, Then, a0ag the 6 thee ae infinitely many dnc pins. Call them (yf. Let Ube an open st containing yx yet comaining no ether Since the St (yas 80 limit pins. ts closed and hence M\ 3) te apen. Then the U's together wh A [aly form an open cove of in ut of M). Because E's compact,142. The Topol of Mee Ses thiscover haa finite voor 249 Goons Me “Thea Vises Uy isa fie subcover oft st (ely. This comdit the consrution of the U's and thus we conclude that th fact sequentially compe "Thsthow te ther implication we assume hat is sequentially compact and tha (Ua) fn ctitary open cover of E. We aim 0 sbow tat (comin Fai ssbooer int. sapose tht fr each posve inlegerw we can chook 2x © E such that (8 mo contained in any U,. BY bgp ye} as convergent ‘bonguote, sy fy» ¢ € E Note that € Un for some Uy Choos € > 0 ‘veh Ht By) © Ua Choose N large enogh that dz, 2) = $form > 1, and f< §. Then By) & Un, a commaditon, Thus, thee exist r > O such Aha for every¥ © F,B,3) © Ur for some Uy ‘Second, pee hat recieve ~ Osichthal cannot becoveredby Bly sary ball Const sequence {yn inductively a follows: Let be ay lementof Fechoose ys € BV A,CH). $2 © F\ (RIB (9) andsoon, Then ly) > Fall adm Tus {yz hs no convergent subigaere. This ‘oma tat Fs eqoenlly compact Ts foreach e > 0 wecan cover sth ately many «balls Final lt > Obe 8 above. We know hat we can cover E wit finitely many rl Lt ssn dnote their comers. Then each By) canned 30 Ua forsee Ug. Taccollecion UUs, isthe dsiced ite subcover ofthe Us. This completes he prot o Intieabove poof we proved hati A C B.C M, where M isan mete space, Ast loved, sd i corp, then A i compte point this out esas this revs oscfel on te own ils act asthe propery that for each ¢ > 0 we cam cover E with «ite omberot eal hente ses sudo be aly bounded. This pepe appeared fe the poof of Tore 24, and it was shown ta any compact (equivalent sequently compu sets oully bounce. Tis algo show tht 3 tly Rounded ste leap bounded bat thatthe casera nto see Beecise rh. ‘The next theorem i ame i hoor of Ewe Brel (1871-1986: Fee) and ar Heine (1821-1881, Germany) ‘Theorem 25 (The Heine-orel Theorem). A abet B of compact ifand ont i closed and bounded. Proor. Let EC RY be compact is closedby Theorem 23. and is bounded bythe remarks in he pragaph preceding te sxement of this here, "To prove the converse, we astme that Ev cloned und bounded, sw that ‘ssequemially compuct sa apply Theorem 24 Lat (a) be w sequence in 21 Opes Chand Compact Sate 18 Boch. san up of rl umber, and we cas display them in a ary: Since Fis bounded, every name apesrng in this aay is sale than some fixed rea umber, Ths, each cole boss sexience of eal member td ence contin convergent subsequence In pariulr, the frst column 1, Contains a comergen sequence Denote ity (3). Then tecoresponding ubvequene (221%, ofthe second cola contains «convergent sublequence. Comin, rodcing finaly convergent subsequence of he st clu, To sin ify mation, denote dis sbsequence by (ef J.T (ey cemergs for fach/'= as. Therefor, (4) isa camergem subsetience of [IE Sis # sais cls sil tsa Th compete prot hat E ‘ssequmally comput, and ence the pro ofthe there Let B © Cia.) The set is equlconttuous atx (a0) if foray « > 0 there exists 2 > O such tat» € [0,0] and ey «imply fC) ~ F< € forall © EThesetE equicontinuous tftsequsontinvaus teach € (a. Tnthisefinsion, CL, bl} emotes al real-valued continu faction dined ‘the compact interval [a b-Letus deooe dis empraly. by Cl, b:B). We ‘nreplace bby any sbsctf any arbeary mee space and by any normed Tear space. That (8d) isa mete space, A C Mood (V. [+ |)isanormed ‘ge then C(A; Vis iors, and defn ach as"squiconsnuos" can te extend otis sting. Also, theorems, ike the Asco~Arels theorem an te peeled with do caution (or example the AscolArzela theorem rues ‘Ato te compact, a] was) If the act V needs to be emphsied, we wll ‘ont to write C(A:V), Oterwse, we wll wnt his collection of untons Inabbrevisted form C(4). You may wonder why we cannot replace the normed Space V by simply a mei pace; we cant dothis because We ned 10 e able (Beale ment of V. ‘Note tet te detition of eqsicontinaous similar that of et ffs tion Being uformly continous & le chosen independent of (#3 in ‘flora continuity and aw itis so independent off ‘Wee sow ead o give achaactrizaion of th compact sabes of Co. ‘This theorem refered om the Ascli~Arels theorem, the Arels-Ascel the orem, or Ascoli’ theorem. illo Ascoli (1843-186 ly) published a prof in 183 Care Arzla (1674-1912; Rly) e-proved the result ndependely and ube proof in 1895, giving credo AScol. Tere are many geserlztions ‘ofthis tecrem, and these const aclas of ress known a "Aseoitecrens" ‘You might ao, now, Wonder sout the naming of the Heine-Bore theorem. The lncovery of his theorem was gadal and move complicated, We mention tht Heine's prot wt given in 172 he yeu afer Borel wus bor, and recommend20° 2 The Toplogy fei Spee that you se, for expe, page 953 of [76 fora more complete easing ofthe sry ofthe theorems development ‘Theorem 246 (The Ascoli-Arzld Theorem Let EC Cita. LR). Then Eis Compact and only i is closed, bounded, nd equcontinuas. Proor, Assume that is lose, bounded ndequicntinuous We smo show thar Eis compact. Isle to show, by Theorem 2. tha Es sequently ‘omg To ths end let ja) be a sequence in. We alm to find x converge segues For any 8 > Oth collection of S-bals 84x): @ Oand let hea in he debi of equcomisit. Let Xy bes before. Sins ech of he sequen fy Eon, ge laste) ental § whoneier msm > Nj Let N= man( Noo My) Lats & [4] be arbiter and 1 2X, be such that jx x) < By the definition ofequcontny, las) — eaten <$ far alle. Terefoe, [seCe)~ nC Ine) ~ mle) Halts) — tal aCe) eal Wand Bene hat he squence (gl, is nfornly converge Since E ‘ra tse closed, the i ofthis Sequence also es in E. This roves tat E |s sequently compact Forte cthecvetion, assume that Eis compact Then Eisclosed by Theorem 23) andbounded, and in fat, is lly bounded (by the rmnara receding the ‘ene Borel theorem) remains tobe shown tht £sequicontinus. Late > 0 Becanae Fi oaly hounded, we can cover E with alls BS). B,J Fore € [a,b] choose 2 > 0 such that fs) ~ fig) = « bes forall Ye Bie)— Ce Boe +8) anda = Wynn Lety © Ble) and fe E ‘beet Then hee ens an ith f€ By) amd LAG) — F001 < Lf) 001 +1618) = OIL EOD F091 O ach that x p< Sand 29 €(0,L}imply that lr y*) = § for every a In parca, [= y < for tite whenever [ly] <4: Since y€ 0, hy" ~> Oa — oo. we choose Tare erouah so that y*~ 4, we do mot ave [L—y*|-< We hve ths shown that D cannot be compact. in Exercte 2.113 you wil explore the compactness of ut als for few ‘tr paces In fac, the compacten ofthe closed uit ball careers Fit ‘Ginecstonl normed Ucar spaces. Thies was prove by Fives Ris (1880— 1956; sta Hungary, aw Hangar) 22. Separability -Ametic pace i separable icons a countable dense subst EMI. R, endowed wit the Butidean mec i separable because Qs notre and is deme ia R Likewise, ”sseprsle because Gs acoetable fetand ideo in Buns 2. Cll, b)is separable. This flows from the Welestass apron mation theorem (There 6.1, which aes hat Pa, B) = UF € Cito, | isa polyol wih real coef) {denen Cia, BD. Ths ests mt vil Neat. et Qs.) = [F €Cile,b) | i polyoma with rational ceeticiens) One can show that Qe bis courabie and (4 (a, Bis dense in Pa, b. servations) and i gener imply that Ca, bis separable. Tn patel terms, the fast at Q dense o mens that for example, we can sprcsimate to any dosed degree of sxuracy. That Qa, D6 dense in {Cia b}) means that we can alae use a polyol with rol coins to apponimace, as closely ar desved, x ives coninaous function o 2.8). wus 3. R withthe discrete metic is wot separable. To 128 this, sappove thet ry fs 8 coumtable dense ruse and that # © isnt an eemetof Cs sequence Then dt) =I fr each k, ands B(x) cannot conan a element ofthe sequence. Ths conraic the hypodels a th sequence is ene, "ge Ritter Marcel wat a caged marian 2 Complaenes: Bach aden Spices 23 2.3. Completeness: Banach and Hilbert Spaces ln Execs 1.1.9 you were asked io rove that the supremum norm on Ca, BD doesnot come from a oer product Recal, weve, that we can eodow this Tinea space with an nner prot via a= frogs Ith * yonres and not Wye = sop fx € fab “The might suggest hat the spremum norm is, in vome seme, less desirable han the norm f= [zon Ci(2,b). There ae avaniages and disodvaatges fo each on, Tue supremum norm does hve the ery ice property thats “complete” (Tere 27) on Cila,), while te ow J [3 08 Cila,b) isnot complete Recah sequen x of eal aurbes ssid tobe Canchy if iven any > Other exit on itger > Ouch that fy ~ Ag = « whenever me = “Move general. a sequence (tl, ina ete spaces Cauchy if ven any € > 0 ther exits a integer N > O05H that dU, xq) = ¢ mbeneverm = N. eis easily sen that any convergent sequence fs Cauchy: Assume hat (I, converge a let e > 0. There is thas am x © M anda posive integer 0 soch that dae a) <5 foralln > 8. Then i) $y 3) + deta) <4 Se foralinom = W. "ou may remember tht a R he converse of this statement lio te. There ae metic spaces, however. ia which this comers des no old (ie ercse 235).A mbeet A of« mete spaces called comple every Cauchy sequence in converges toa pint of If mirc spice complete sell he pace calleéacomplete metric space. A complete noredinea space ialled Banach Sere. Acompet nner prot pac scaled ber space Tes ot lear who coined the pase “Banach pace Banach himself fered totheee paces arerpaces-B.” However, shor str Banach pblisied is mon {ental took [1] in 1989, the terminology became sandr, Banach’ ook was ‘Scompretensive accoue of al known resuls atte me on nome near spaces hm von Neumann i credited with originating, elt 1920, he curout us ‘age of “Tiber space” However, paps eeu a 1905-1908 Hilbert students alld € Hb’ space™ se (117. “Theorem 27. ia, I:R) with she supremum norm is compleA, The Topology of Mee Spacer ‘oer. Let fy bes Cashy eguensein Ca, lt). This ven Eye > O theres on iepr N= Osh tht Uf,~ foie <3 where fim = Tha en any ¢ > Other exo invparN > D seh ht [)~ fate {oealingme > N andench se (ab) Ten i} 8 Coy itn fe ees foreach a To fi, comergt ‘oval amber che wl dens is ala by 7). Tas ene a few funn sich tf.-> 7 pte reine town at [2 Severs eer oi, std at ff continous. Snce the uo it ‘te sucnc ofcotimowsfcon is asin cots, remo show a Uz comergssudonly tf Lste > 0. Then thr exes an eoch it TES cok © §forevery ceo [a blandnsm > ifm > 8 and Peta buen ts) (Ste) § fled +$), forate > i ‘Therefore, sone [fat §. 0 sod eve lye moots § <6 Since + ¢ [a,b] was arbitrary, we ae dove a tums out ht [0,61 the stement of Teo 2.7 ci he replaced by any ont subse of any epelopcl space, and canbe replaced by any comple fmene space ‘Twoof the names most commonly soca with he development of faction snusequence spaces ar Stefan Banach and Dvid Huber. lt weal difial ‘verestnat the nfience ht her werk bas adi the eld Dwi gue 2122s tonen schoo bys mother Hi sehen rer Jaciy 23,862, irigater,Pssia wae ic, at ere eens be ting irow Yanga Russ Hews fom 2 oustandrg about family at hep goo coc en tee is In BED Mier eral ot he Ui rch aon att is ras The Bok vei Keniasbo, He was tee [bls igh rconmenied Hiberts a devoted ond hadwortng Set of far vasa foie aih re ofHlbarts materats. Ong his unersty yas bth and hs meter scant oe sud mos et Kengo, it have tad song itlecu ering. alo a Heeb, and eed is Drv Hibere wa the sof wo cilen. PAD. rom Kaigtor 185 Hite: Fiber ino star setol ure age ot rte was mate by satiny. Tis thw yar tay stands of he say cad in frye a tin tla wy he nt Btn toa if He iad Ile potable that was at fst "home Kanga, wating tha very tl 25 Completeness: Bunch nd Hither Spaces 25 AGUIEZT, A1ST2 portato ter sel spar fa op of pest of (Gotige tess. 1895, whan he moved tthe Uses of Goxenge. He pan teat ifn Gorngee ite apreached mathnates in a somunat ual way He wid Compe dec tne ton ae or ‘rater eee peed, hn tu, ‘gin wih rcs to acter ae, Dt te aso top seen be Inver lent ras of mathemati, He als sper pet waking in pss. He ‘asa, “pb” werk ava rng das wth ws ane eon woking tolerate efor He hd sate ‘ta suc, “he fie ses ht Hert wed sina ten, He puso nis area ‘hg. righ he prog 16-1853, m fac he poved ie mast oparrt open raion tt tin: Gada prem He Solin cates very ey vamp of sn eistre asepposedeacerstce, Brot Artama sch ape! was owed ‘eth asain and ot acct by many ‘atematcians Utmat, Mbt aso FAGUREZ2. Hit in 187 rove osc ole Gans Preble 13h ted is att to ruber ery He wore th tee far beat fe yer. Dring hs tine te gave poo te anscancince ot 2 ada: had eit bae od Tramzeseta Batibo’ proses ‘sitet irrovamets. In 1857 i Zetiberehe was pulse. Te ga et ts reinate O02 boo nto sunranze he cent stat fae: ory Noten i cee at ga but tear oe the nul ee to te develearant a now athena, incuing te ane ners tr falc Imola ale. te aig ss foutdstonthat oars wouldsitacx.emly ‘al on aber wed ns ater avy tron hen, Dut is sa time he besone intwested ow socalled Diet peeil Ths preci ge lose, 2 rth fe solr ora enay ve polos ithad cane wal nnn en Fane ued it roasted in 151 ‘etal Staraion. The trouble wae tha hs ret ot bes pve 0 vodka eaten Wooo credo26 2 THe Topo af Meee Spaces ener te ofthis pie becouse 2.6.78, 19,1, 1,21, an472 Thais Pe eampcas that was rat says thee heseare atte andi of oleae Wlestass was cesly mathenates then fou abot ogee ‘Slepeal: en he wos able pova that Epc. rhe last es abut uncon ites rot aways wo, Hoe, nthe Th lit ales ona problems ‘188 Wiber showed a dove wore # sue asthe coninaun bps) ard terwinconions ae sted bats Revan's bypass botty cst of Tests soheped Remar wotk the aes the za farcin (Te is. ies ony afer ignarn eath probe to be svc was the Pid ene. ey fu yeas mathratians Bisson appeared oad 910, res at th mrtralConyoss of ther hae en selena Natonateians Thsis abe gang, pataly anothers emsn uae. nd seve 156 the Fie Mes ave Yul ed a bit aout ibe ih eon eneriet ati bet wastage n Cape 5, won we dss tegue an otiess atte send ita acotenprary tena Per Eno ‘oral anes of Mabenaticans, (bom 9; Seda) Feld nat the sumer ot TS. Te 3 rote coved a broad “respond tat egos patops the rango ef the mathemati topes hat most fous mthomaal pene eve ware CUeN a the te Hower, thee (Grow Hier ow eae of what ae amsins. In parila. seen {bape on Inconaain wah goad off fat tee ee ray estos ‘id Honan Minko E5101, ing with wat es son wb Fuse he dace tepeat nf ute cal “retina alse" Atte tne ‘A methensi, The pared epee eFHibersspoth desc ctl ‘Drs of a sto 23 pbs an sahshadboon stig rod trabut ‘hich pahematsane tous ees tera decaf. Very soon ake: he Crass, Grargesovr erect As tuned ier iat was bear doy {uh ad pled co mich 0 say maladie Brat to fo Sree ute sone ietodesary ‘Ris tho yoars 142-1972 hat ae of fark, ieasng DONGLE. A os atest ous, oa athe finenenco the olen, ae utes yas hat Hibert devete integral ‘of praess on to seus, eat be eqns. is et of tis work tet ton vue sles ans oe, ncn ahs was om. Hs ierest ‘Sra and web ses reag nhs bjs was patel pap Dy ‘hea fondle web ste ltet Fthain eh epl costars nhs | ‘bs lniaaucton) These poblns ae pee, ibe ecgnzedlekbongmada Trout tha mrs Alte 1900. betwen eye etusons an wat Cony Mibet dscssd poles 1, We row cll na lg, Fans ayn nn reheat. ynertcants mace ft a pose ae taaregee ere all ora cas fone of berate ela ites ss tw ee rie Ba “the tandhp weston atone nd Makows sq sirsting. but ot av Be Sacto go tot hw 23 Complcene: Baa and Hie Space 27 ft wae ates workon xa Syston work triad wih Furie We wil nt sus Fourier weet tall rou wil ea men mae abt ler inte. Sily pu ee cantae peti tring ston ania ‘quron a pve ie 9 pele lng “sigafrcton” fa gen “ings opotar" Tosa geforce” amelonenst sone Hitor ac By the anda hs cane you shod uot ery er wats maar by es st Senires Let vs just sy that ling {hs amesion was titan, ad ed to tho oprcg up fon ere Fld ot mantis hat ha etn mee ft ‘nen post have oon mene at ‘sbi From 181010 1822 ib wore on prions opis In garialib wat os fd agatios fora gana ‘her ot lity. Thogh is ise ‘aoa se he faresicee et are meter tha, he wa F er en [1879-125 Geary sia reve mare uses tan ivr. So[0 or me en his er, bd Erste pry dsp "Nour be endo ts rf to “unr hry wae alo tig deve ad. hgh Hier do Sey werk inti ol, erir wo on tags cuss emutons molirg inesy many aa, a gues mad out 0 ovr sell this ew 8 a Hite oun wards 14)" donee iy ten ffl ray vars 2 prosatinat hat wel at fd oppletion tte ata spect of bhrses" ‘Datig te paid ta we have crit Hier worked in eset sod nthe fondouens of mata He ‘de sigan corbin tase ‘eds. to il nt az th, uing Hib’ tine te. tegen ws 8 wer afr meatier ‘aheraal ics. Ca Gass, Pete Dielet an Berna Rens has allvedol thee Whar Hide ari, Ich acy was cee ara Fob len [188-1225 Pues, row Gamay, len dew student a ao te wort pain) fom te Uniad Stes The Une at Gtrge cee to fourh atti amaigtesvth of people who spent substantial nous of time tere cuales na th at incu, btn lite, Oo Elana ‘tha, Maal et, Max om Contant Casha Rchar Courant, Ware oko, Est lige: Eonund Lan a, Hamar Mowe ney Noe, (er Rigo tard Seite Ot opi, Harmar We an fm Zone Thedspesl of ths goupisa sa sty. to 10 ber took mandy leone Ding he sine tat he Gtrgen cee vas fring. as de roa indole ete. Ts inde Jews dn wane Hite we very open abut ‘esa mata, and ldo peje He {ate aroun him the pape at be ‘ante 9 wr wth nope of ie ‘oe, sf elgius bees, in sore ase, rg vigorous tbe slowed ‘bine a vd Getigen. As esl he Unvery of Gatagen wat an aus tet leasing” by te Nas. By 183, Going wes ecsriy ented ots mattenaions ‘ard prio Many of thes rials fed 0h id Sits, orto ry of geat atria iy tat Amercan Seine benefited sa mh rome Nat progam ‘Druid ber de in Goose on February 119632. The Teploy of Mere Spaces —— ‘adn ch as tom iy yas ator Fite, an Moreh 0, 82 Caco. Feld Fee 22), cons Hib, thee iret ruc trou abon Banas paren, ot about ees ers i nop tath xr wea Gl sea tne this mote ge Him on Ag {DBE Agarety i ey elcood te sant wd i gar ont ‘eh lecked voitona” acaéomc acarabn ated wives equa vera goseng his tla trans leant et ar psa earners i 1143 he vor Tei Univers Wut i plo storied oor vatna eda, ec a rat proses tan acaenic post ous atin. st, he thes “dice” by orca amc Pty mebematon go Stenaus ‘raya Sia covey of arch rising. ari in 73) 9, Bana oles va thn ‘uefa bythe ag Pls texan amy. ane shor ‘feet erloed is PRD. ate em Unorsy In 122 obec ‘plese the Doty Le. Doo tote stots of Barach an Stas, Ubavtecane avery imran ere fo nce ar hl ie nach wos pli ov he ext seca ardhetacane he we’ leeg teary on ital acs. Several imorant hers bs is ae We sn say Boe caracn ins prc anf tw Bane-Saihans nb Fi Brac here al n Cape 6. Mest ingen, be 9a he thew a ncional ass. Hien reat pulled ogatar lat rests the, rari to realm, Mike, ard oto oral eaatons Bach's GORE 23, Standen, estima and sig contin {nets menametal tok Those dos péradonsLngaes aise in 80, andi ering of the ural Studie Mathomaten 138 Thsiaeeatnaly teeta jal as sare by Buna fre Sterhais and was, ah, Soretod ‘Doubiching aris Paveg coo wih luna ray las oak mary ‘heats of mofo nso ars ‘re riabucod, elit avons rermad inet secs ard ea of Chal pce ‘nah unto ais was eae ain ate, he so mae ex eto te es, hoes th anos ech Tah partons tring est ‘out sat tery 12] Bena was ao ‘ata in the "Seo Cae" ru recommend reading arab th at ‘rdtmamamenais tot wen ee ‘tea be was tom ces afer Iter. nao arse wos also trated bythe tort he Na ape. faaens ny ne vay Dug 23 Complauoms: Bachan Hie Spc 29 Wid War vor wes fat apd by tine deg th Geman accoetin 9s Ie Soviets, and ne yh Gears.” ae foe ian st ae posing The Soviets dopotad mt tthe Foe rcs apie pid When te from oy bat Soech was may nach Sots tenet i in 944, Bach repaid ty ham. and hormrogs! to otrad nna, een cai stayin Lv Wien the Guna tek atte Jago Univeral Gato tontole hein $4 raterschagee on of Eas ea ners, trsizaly for Banach. Most pesos ound i 135, ond sn mite to ‘wee erst and srt a caearaten Copa However, Borah sth ‘amps Tough Banach saved te Naa wat brow pao and he ded gest em alinrate he oe, bested 1,145, eat ng th caring ears He spent Exercises for Chapter 2 Section 2.1 2.41 Prove Theorem 2 2.12 Prove Theorem 22. 213 Gire examples wo show tu the word fie cannot be omit in the as tw pats of Theorem 22. 214 Prove Theorem 23. Remember tut your poof shoud bein & gener imei space 2.15) Consider R withthe Euclidean metic 10, 1) open cote, aie, or both? Expl (my surprise you tam thar asctcen be neither ‘pen nor lee ot an be Bah (cep stn the eto hi kercse sel you wl meet examples of sch se) (©) Consider R™ withthe Eaclidean mete. 6 (0, 1)= (2, 0)]0 Ris continous Show hat A) ia bounded subset of Section 2.2 221 Complete the prof outlined in Example 2 v0 show that Ci, b) 8 separable, 1222 Is separable? rove your aserion, 223 16 seprale! Prove Your asseion Section 2.3, 2.34 Prove thatina meri pace every Catchy sequence i bound 232 Ler - nd [denote to norms defied on the same ine space X ‘Suppose tht there eit constants «> Oand b> O wach at sts = be OE an foceach x € X. bow tht OF ps complete if and only FX, 1-8 ‘comple fo mr sate 21 thy ae called egubaent noms 2.33 a) Oni snow tat etre noes fy [sand I: ae eile () Poveltaina finite dimensionl ine space all mars are equivalent You wl oie tac) flloms from (Dsl please do) is. 8 2.4 Let M be eet wit he scrote met. M complete? Exp. 235 Define von fo 23 Completenen: Bach and ibe Spices 31 ‘nC, Stow hs dosnt «norm. Does is em ems on ater (el, le Banc pce? 236 Son tat eb she onecoope 227 Pret compte 235 Pre te scope.3 Measure and Integration ‘Refunds often tery te casi Grek pid. The mont edcconrbadon fm tt ne she eho exhauson” deta Eudes Tents 33 nck Aa Minnow Tse, Over two found ous le, A ae Ganty seed te tporance offing anneal in of ams. ‘Bios tneencoumer witha uy of he negra i aly wih a vation ‘Cash definton pen by GeorsFaccish Berar Kean (1826-1866; Muon non Ge) Tag de con egal cee ay {Carnndinan spo nepel oa nds hve elias oc ne, Se clo Rama seg ows sal fry pegs Hes Tenge gee can 1, aoe appesch 0 cara. ain 1 te ‘galt of Romane ad Leberve, he eget oer ttegrasa tte ‘See tbat which one te Ge Argualy ef noone best nepali {eon megs wou dort ype of poten I canbe i however, ht [bores aneteon xtene scent be Leteapinte be ‘nes rn "gees or my focal nls and pals is cowrlence tht te ip elope’ ficial analy comcded Temegence of Lebo’ werk. “jos ni dcverta tas capes, Leber’ Mason negro enter twtcl wis cto neat hse —o ing meas Dery a Dar neg pra wn lr “ony Letesge mesure thoy ed opteaonimeyraon ior apps Noodor hes (0) Th thea conser oe of te pee mates ‘herent of te ewenien cet “hole reason suelo essa meron iinet hit soot sbecaste tthe prank ply in fnctnal aay Fgyen Res ‘A Probuliy Theory a Main 35 fami with Lebesgu's work, andalio with Davi Miber’s work on neg ‘sjaions and Maurice iéhe’s wrk on abr fncion spaces. He combined these elements rian developing theres no considered base othe eld of functional analysis. Rise deserves nach ered fr rocognzie th npetnce of Lebesgue ideas apd deaing tenon thea. Ra's work wil bended in ‘helassecon of his chapter end utbrexploredin the ext chap, cumin wit he elebrata Risa Fischer theorem. ‘We tour study of measre by comideig ome problems rom pokey. Probability theory had. ia sone eos, been i the mathematical word sce the smi-sererccathcentry. However, t wan ut the 194s, when Aol Ko ‘moor 1903-1887, Russi) adhe foundation forthe theory using abe" ‘measur ther: that probably was truly viewed a ranch pre maema ies. Iris herefore stony aaeuate Wo te probity to motte meats theory. Noveteles, the appcations of mesure thoy o probaly teoy are esl and they provide very goad source of inipraton Fr stents abot to ‘embark on heir fst ourey int the rahe extn eld of meas they. 3.1 Probability Theory as Motivation Inti section we give an nua ination Lebesge's theory of esere, sing an example from probability as inspinin. The Mess forthe presentation ‘of his material come fr (1. Casi sequene of con tie oft cin ‘We epee sucha sequence by, fer example, ‘HNTrTeETeTTT an Le 4, = the nue of heads nn tse. “Thelowoflargeaumbersassennsomesens oct, tha thera aproeches 4 apes larger. The gol ofthis action to rephrase this lw in ease ‘hears nguge, us inccatag that measur theory provides frame foe ‘probability Athough measure theory dot aie Deca of probally ters “lookin ora ianguag,” ope coud argue that potabilty theory helped to case ‘measure theo’ imporance ss earch of poe mathematics wot o search effos We will It this csewsion of very se prebalitythery serve a Sure of marian for eaming about mesure they, nt or oii he Ascusson about pobatty toy A fureriestigton of probabil theary Isuwonyendeaor butt would take os a fil odo it eve “The aw of large numbers was tate the seit cemay by James (Jakobslacques) Berl (1884-1708: Swizeriand). In his honor a sequence like3.1 of independent ia with we posable wacom called Beroule quence Le 8 denote the collection ofl Beri soquences Thsisthe so-aled Sample spac rom probity theory, abd ie devoted by £m tha cones.M3, Mewar and auraton ‘We ote that Bis oncourable Thi canbe shows sing a Cantor diagonalization rumen. Avlteratv, and more ef poo rossdsby showing hata but ‘Tlnuneic numberof he cleats of B canbe pin 1 one-to-one corespon= ‘ence withthe interval 0,1] Specify eB denote the st of Beroul ils ‘Garare constantly T flea whe Then Br iscoostabe (eft san exes) an6 S08 \ Br ial coun if Bi. The rear i asked to wie oto details thot poof ht iuneoutale in Bsereses 311 and 31.2. Toa Beroulh cquetceasoclate the el number w whove binary expansions = 214305.» tehee a= Dif the those inthe sequrtce su bead, and a= 0 i the fh ts8 Inthe veocace tal nthe case tha hae two binary expansions exactly one ‘vl be nonterctig nd we use this oe. Ths, Ee “This allows ws to enify subsets £ of B Covet") with sabes Bo. 1 "he genta ther) of probity, the sample space Can te any set. IF is Gnie ce countably finite, i ald a ducrte probably space, and {be probably thor lately sraigaforeard However if Gis wncounaly [atta Bi then the sts By can Be quite complicated for determing these ofthese st tat we rogue measure theory. ‘Hewatcally-rmearre on aspace shouldbe anonneptivefuscton defines necninsubsesof healer refered as meenuable ser). Porameasrabe SecA (A) donees the measure of A. Ava guing pana of sons, we regi a(Ua)= Sacro for every ite coletion (4) ep. 3¥e wil begin our sdy of abstract messes with x specie example of = measure: Lebesgue meavie often denoted by yc, fm, 08 ean subsets of (Ba We wal rogue tha m(P) — be Tis any ome of he four interval (G0), bh tasB), an le) follows from his tat each nie subset of is Leteaguc mcanre 2. very ctutabe set wil be seen have Lebesgue Fret eo, and we wile that there at even uscounably infin set with, [etesge insure ano the Cantor set such net se Exercise 3210, ‘enw discus the conection between probability and measure theory. We assointesubets of B with subse Bf te interval (0.1, a8 before, We thon deine the probaly thatthe event E occurs, Prob), ob the Lebesgue measure m( fg) ofthe st Be. Using ths, le ws ook at two very basic examples see thatthe vale of me) agrees Wid) wat we would expect Prob(E) 1 be {fom everyday experince, uur |, Let be he event that hea ie thrown onthe it os. We know tha Prob) should equal | La’ now Rgure out wh the set Bi and hen of measurable sis stisying A.A; = 32 Laberge Mes on Buca Space 35 Sc wheter this se as Lebesgue measure. A number oi in Be if and only fom Olay... There a inn Be Wah oly ifr 2 0.1000. ad oS O111E- Thats, Be = (fel) Then mi Be) = $38 dese ‘usenet te i pond Tite wea Ew sent arr ersee pe pemanemranniemte ae momar ston egal (3). As inte team we nw (0 eft set Bend figure ot its Lebesgue measure we let § = O25. 00000,.. hee in Be Wand only > s and. 0 and define, foreach oslve inser, the et n= [econ] This subset of 0.1] corresponds the event tht “afer the fst m tes, the mtr ea se chr {Te wel ew of ge mabe at ‘n() > Varn — 0 “Theorem (Stong Law of Lage Nombre). Let S= {oem | jin 82 = he santa of are number sates tha m0, S) = 0. ‘We endhis section by remarking that test (0 )\ Sin the strong lof age ‘umber is uncountable. Afle the Cantor se this sou secon example ofan tncoanae set of Lebesgue acasut 0. 3.2. Lebesgue Measure on Euclidean Space Before we give a formal treatment of Lebesgue measure on R°, we give afew eneral definitions. Tanily of ses i called angi A e Rand 8 7g AUB € Rand A\B-€R (we remark that need ut bea subse of Ain oder to dene A\B)-A rng Ris called a-ring WA € Rok = 1-2363. Menus pon Up Av eR. We consider fneions defined oma ing or 2-ng and taking tales imBRU (00), Soc funtion piste MAU B) = nA) + HB) whenerer AP = foreach sequence Ai @RK=1,2,-. With, Ar w(Qa)= Saco weeneret ALA) = BE f Jy me my hi is coumably a, We ma ‘Se that huge of Got ot corain bot andre. ee he ih SMe oru(AU B) =H) (8 igh mae sve. A county ave tonne ive function dened ona ing Ris calla mesure The elements of ‘Earbure ofvmese yieale e ear pace inerra menue an oes fg comming feb of anys ‘nas camples osu sac meaner st etn of is cape Utena! oanehe to Eaten space Rad evap Lebegve tras oa oo pect) ino tt fH ho conie sas of 3 of fom (eink fn Se sk m where Gee) ands Ba) a fed lemons in with each a < ‘Often wee he toate lays brd x Lob to dene these js ected, Any or al the signs may be replased by « \Tihcomespooding changes made Inthe neva oa. Such subsets oF Ra (Sledthe muerte of 8 Foron interval we dtioe he Lees ease =) ot by mr) “This deiition is independent of whether <3 of 0, thn here exists a clsed set F € E and an open it G & Esach hat FAC G and Int) = m(A)—€ and m(G) = m(A) +6 Proor. Lefts Bere 325 ° ‘Theorem 2, rm is ¢ measure om €. 32 Leben Merron Bae Space 37 ‘Poor, Allthat needs tobe shown i htm countably adie. Suppose tht {Giz ends collecon oft and thar A= Us, Ac isan. For cach N, Uf Ak S As and 0 (by Brecise 3228) mia) m( as) = Pomc, ‘Sine this ols foreach mca) = min, We now sim vo show thatthe ober nequty also bos. Choose a cone et ceomesponding to A asin Lema 3.11 satisfy mG) = mca) ‘Choose an open set Gy foreach Ay as in Lemma 3.1 saying Gis) < mia) + 5 Ga) Owe bien, mays Soma completing the proof a Whuvenow construct Lebesguemessurem on consisting of cesinsubsets ‘FRY, The ender chou venta fang, bl not ao -ing(Exercve 3.2, ‘We would ike to extend m o + mach larger (ing f subsets of RFit, we point out that far any set X the collection fl subets of X isa ing (ad seven 1 ong). Tis rng often denoted by 2°. To excod m to alge rg tan © ‘ee proceed hy fist extending m to an “outer measure” etned onal of the ‘ing 29°, Unfortunately,” wil not actualy be a measre on 2™ hence the ew name ute measure". We wil ten take a cea collection 14 such that38. Mesure and tga EM 2™,Hapiy,M willbe big enough ob a-ring nd sal enough ro htm rested tM wil bs meas ‘Let Ate any subse of an conde «counable covering of A with inervals Iso that A © Ue Wedefine the outer meature (A) ofA DS way =i St, where the infu 6 aken ove al euch coienngs of A. We calm he cater ewe coresponding "Noe tat nie defined on all of 2, Ke sbould be clear othe rede that ‘is aonnegtve and monctone (hai, A.C B implies m"(A) < "B),an that im(A) ~ m*(A) ~ oo f0r Ae €. Alto th rede should check (an is given the ‘ppornty io Exercise 3.2.6) htm is county suave tas, m(Qa) «Semen, whenever Ay. Ap. -are sabes of Fortwo seis A, in RY, we define ther syericdiference (54.0) Wie ls My denote the collection of subset A of BY sac that D(A, A) + Os [roe for some sequence of ses Ay £. We et M denote the collection of subeets of Rha canbe wren a coum unin of sets in ye shuld be ‘iden that Me SM. ‘Asaprectroe othe net em, wept ut ha” sass sot of con ‘my condition, Conse two subacts A,B of R with atleast ene of (A) and In" (Bite; re eso tht e"(B) and ha m8) = (A) Then nX(A) = D(A.) DD) + DIA, B)= mB) + DIA, BD, ‘Therefore, (A) = DLA, BD. Lemma 33, mis dive on Mr: PRoor, Let A and B be disjoint sts in My, We aim o prove tht RAUB) = mA) + mB), We chose sets Ans Bef E such that D(Ay, A) + O and (Bs, B) > O a6 1c. From Exercise 327.) we have DUB, AUB) 0 ane co, 32 Lebesgue Meare on Bucldea Suce 39 Since m* tiled Wo €ccincies with me, we cin make two obnerains (a= ‘Theorem 32) mAs UBL) = (Aa) +B) foreach, and all thee terms inthis equation we Fite. Using hee 0 ‘Observations dd he conn propery of m= wee m"(AUB)~ tA) ~m"(B) SIm"(A UB) m(AGU BI + Aa) + Je) — m8) 5 DUALU By, AUB) + Diy, A) + DCB, 8 Sie al ee terms of this sum tendo 2270 ak > 06, Weare doe, Lemma 34. My ita ring Paoor. Consider A,B in Mz and Au, Bin € such that D(A, A) + 0 and D(By, 8) Das k ~ oo. Then, for each kA, U By E by Exercise 3.24, and by Execie 127), DULUBLAUB)-+0 ahr 00, Sowing hat 4 UB isin My: Imai tobe see that A\ Bis My. We now do ‘this ths root shoud give an ie of ow to do Exerete 3.2.70) Api. since & isang. Av By isin From. SUAL\ BAB) = S{ALNBG, ANB) 5844, AU SUR, BS = SA, ANUS, B ifm that DUAL Be A\B rm(sia\ 04,4 8)) mm(sias &) +(e 8)) = Dia. A) + By BY “This proven ta A Bin Mads 8 emma 35, Let A € M. Then A € Mz Vand ony fm") < 20 Proor. First asume that A ¢ My. Then there exists a sequence of ses Ay € £ sittyng Did, A)» O an -» oo. We cheat W to aialy DUAy, A) I From Exercise 32.70 it fellows tat DXA.) < D(A. Ay) + DUAN. 8), ImM(A) © DUA, An) + may) < Lt my) < 2. ‘Toprorethe converse we assume tha A € M und thm’(A) < 20. Wess show that Ae Mz. Since Ae M, we can write A= Ue, By where Bye My45 Meare ant neon foro Leng Ay = Band Ay = By (US 8) fo k= 2, te at de My foreach tad we ave ewes st aion A= UA of toa ‘oun iy of me Esai 312.6) wa) s Sm. ‘ecm hat hiss acl an gel To eit ea fre Ua 4 ssn, by mom, w(Ua) sm Len aera waive when estilo Mr. Thor, Lovee (Ua) Sie now Sway sma ‘each N, we have shown hat Sway sma We re asoming that m"(A) < 20, an Reve the vere om the ft corneges. ‘Therefore, gvem e > 0, there eit nN sch tat og (As) <€-Theo 2(a.Ya) =m(s(a.0)) asa) “U) a)s 3 mane Steet cn ey peat My 3 ‘Theorem 3.6. M inaoring, and ml countably adv on M. Proor. Fit, we prove that M ina. 0-ig. 117 Lebesgue Measure pace W Ay As os € My then thee union canbe een to be in M via x standard iagonaizaion agement. Tet A, M. Ween then write aaUa. at 0 =CJa for some Ae Bk € Me, K-= 1.2... Thread shoal heck that he iat acoarelfasn ay olds From this i flows ABM for sack. Since mA OB) Sm"(Av) < 00, ALO & My foreach, Lemna 34 then implies tht ABE ANAM BIE Ms b=? Finally wehive our desired es that U(4+\3) ex Lem 3: ips Seon, we prove tan incom tvece M,Weeoniee AL Be whee By fr each (td ao e.My he fst pa of be core). ening 4: = ant As = \ (Lc 2) fork > 2, an es Aa 6 unin A= Uf A of ji eb A.A. In xe 3.26 you mate toprve ttn is countably subaditve, and hecetire mia s Soman. ‘On he ober han, foreach postive iter, Uasa so he adv of m*on Mx Lemna 3. andthe monotonicity of mon 2° togeter imply tat Dean sway Since this ols for each pov nage W, Deane sds °42, Mess a seaton We now have rings € © MG 2) and an outer measure m* defined on 2 Pure," rence to the o-ring M ist mea. The elements of Mt ae called he Leberpue measurable dies of. The eseichoa of mo Mis Called Lebesgue measure and (ain) denoted by m1 ptt gue fut which subsets of Bae Lebesgue eusuble. Exercises 329 and 32.10 [verre answers Ale doing that exerci you tay well wonder wheter there fe any sets in tha ae not Lebesgue measurable, and if thee re, jst Bowe besa tey mast be. Tere ae indeed sich es A discussion of sonmeasuale ‘eis defred wo the Section 64 Becousete Lebesgue mearabl ses re ard todesoe, peoneofen chose to wrk with Lbergue measae onthe smler igo al "Borel so, The Borel sets are defied nd Erie dincoed, 9 Ne sesind example of Seton 6 ofthis hape. Un ote at soe na buiee waite Imiesesaren eco ain chou tn ed doetet coven novuboncn sro Sone ona ge rasa prcon a sd Stews or ered fits mannnan bet Say often JE Bc ‘oc nant cee Staten iain anree" Seo (8 dH tex westong ate esi ed SSrctreerma oe Dr bes Sweet pais pyes Te itreegien wen ta opus sceacincaraalerinicsiy eestor enemas 1675 inBoavet, Foca Fig 3, his SS LD tom the Sorbonne 1802. + father was. a typographical warkar, and his eS eer aia cpawen cera aat Tas tno ‘1897 Lebesgue graduated fom the Ecole measure; the second chaptes develops: focused ar baa te dpe des ‘worked fortwo yearsin thei hry. During '8991% 8, and cortsin surfaces; the ‘eteslrmoveonnge Dae [Son to Pun ‘Srna egret ee fe osu pesfetnsies Rem sow 8 Ream Srmancen scents at eg wee gle ene ert SShaape ne wn en rs Putt mc rt eon ce dscns ini Steehcaatsromstonsredoss Tet anos age cao Satigwawnatimdewateren talented ratty treacastoa (ft) =a) bens tobe te eye tagimeoyafats sri ona reas tet ih tg tgs fmcclucenas acta Sim ooeaoybeno oo ison pr et Seagal pce hey wane vapeme en pent aa Shope angus Caper i hac anne ca Sunes ob rete (mp ery ch fe inate eon nner! fer aes ted ft tists lt p's ‘She tetra wa Sterno Ste ny or ne en Stet py wont Sew erent tages Sy, wg a td tmewee rere es eho aero ‘sg ne. Seroerar ty ontecronet sve pw ad teed ey te ag ewe, lx opt cad egw wd sles yar dos rc ase. Lebasga ws mate it he ward is stone ann fac was ute fo. row fori hss, Ho was ie 6 oe tate rit appears pint no ott Sov har sched “suse nis ete wer le rate! Lebwege mal daring thea yee joluvnghis thesis work ‘tthe en of he nite cert, cn cont fretons cou be det with ina staat mate ad tee asl rh debate ov wat the Cleecton 0 unt hl a. the ond ex dea of he wath ny te testo satrams ‘rcs wa aly neat. Ths ry rotons in mada tg of Frcs, was ey Lobasun Lees das can be sen te very sng an mst ety fect ty he wos of en Bae, le Sorel, a Cale een! Baie wor gave dae ins itt char of continue freon, io ‘he wot of Borla Jordan ose on rau too ete The st of ave, So ard Jorn hat tse, inetd ber 8 an pian the ‘ods of Buses Va 1875-182 tal {ed Wom Hy You 183-192, glare) sald noted nto cartons anobetg afte denlopnent of the mesure and TROY a Sy 6, 10 inogal ceded tLabequesel@T). pang in 198 Lebesgue puted is eok Legons sur Fntdraton at fa "Bae we have aot ereomured Jorn asa French matatcian wholes from 16380 192 the cto aren form fat oa} at Be orn ce "Baron. pccy ae wo sus nomedter hv Bare wat a0 French ane Hom {to te One Garon estes suber ol Section413. Mess ntepaton Measurable and Lebesgue Integrable Functions on Euclidean Space We willbe using Buctdean pce RY as our mesure space X. tbe Lebesgue smeaurble sets 1M soar ring R and Lebesgue measite Oo meas venting tat we sy ints and inte next seen foro wigh (3°. Mm) an besai forthe more peeral measure space (X.R)-Not thatthe we of the ste "ease space” odued ia the lax sentence is ret fo he ior {age when twas used refer vo X aloe. ‘Afunction J" > U0) i elle measurable i these fe [ft0) >a} lamesaabe for och €R ‘Theorem 3.7. The following are equrolen:starements: (2) (x [/e) >} mearuable for everya eR () ([fis) =) ir meararable for every a € R (@ fe [fey at =U fern za jh . Theorem 3A, ff tomer hr| | meee Pook Le asan Eee 334 Theorem 3.9. If Fond pare measurable then soare f+ Ft Fan If (AE i cguence of measurable fc then he four functions (ae f)to =itt Ate t st <0) (1) = ptf [ts <0 (inn 1) = (nf). (ims) (0). reach measurable. 33 Means longest on ace Spt 4S Proce. Ft, we prove hat +g mens, Observe that (+90 a} = be 70)» Vaux |ft2) < ~via We next prove tha sup fis measurable, Foreach@ €B, Ortaca an Since ec sin non one ih ke of bouton iia Msi he et oe eae epee fe ease ssn ot unc! forte seman ‘enibnoy fini ese em spying to pt ‘cin ton, The i at fa Jy ae meme ow fan he Foot fey oan f= max £0) = mpi sad f= = oat.) Sr 3 1 foe 008 = a) ‘This latheorom canbe narpeted as sying ht he wu ways of combining functions preserve measur. One way’ of combining functions is nceably missing: composition, Is notte case tat the composition of two messrble fictions is pain measurable. Se, for example, (page 57 070] (ge 382) 0 see wha canbe sad about the meaturabliy of the composition of wo fonctions. ‘Areal-alued function with onl finite numberof element in sang scaled 1 simple incon. One type of simple function isthe characteristic faction, Z ‘fase ER", This is defied by Litres, 0 Wag x)‘Er simple function canbe writen s afin linea combination of characte functions. Specie if he range ofthe simple faction ss (oes) then Hem Darnton wee Ey Bin Me “What might be more remarkable shat evr fncon defined on R* can be wel approximated by simple functions. Ts fe thro he ex boces, Theorea 10, {ff 1a alae fton defined on R, then ere est segunce 0), of simple actions such that ligne) = fle), forever RY Fonhen ff ie meavarbl thn the n'y be hasen to be measrabe simple fuacions. Pally ff 2 0, tense, may be chosen ose) 3) <2 = (0) =e). The fanetion ss measurable if and only ifeach set hoor, We fit consider the cae tht f > O. Inthe general cts, we we ha f= fo~ fad apply he constriction blow each of. and f Fix f = Oand a posto integer bs we stat by desing the simple Fnction Define Fate |fo2 sadses gafeigtssm Osndchooke & simple retin ach thas = and frs(faee Theright-hund side of is iequaey is a t0 EU fos) EU tm) +6 rE se) Seek ([ 23 Meme sl en ple akon on pie 18 Toe rot wb compat hea wesw to [exe ‘We ist consider two disjoint sets Ar, A € Mand choose two simple functions ssp uahthat 9, f and fio (f tem) Sets mass, s:} Then sissinple and O <2 = f- Ala, fisim= (ffm) —§. bmn fam stm J fam [,fem-« Pua = 41 Uy By the Bt part ofthe theorem, [etn [fame [samme [same [stn [oe [tome [same Since « was ria, we have shown hat fsame [seme [fa ‘We now me indict o show that [seme Sf sem). w=. inaly, we etm to the genera case A — Uf Au For say poskve nage, the preceding induce argue shows that [sme fam 2 (fan) Since this holds Fr each, we ae done ° ben Therefore By monotonic, ands0$0 Mente a eg [As yo ae asked to prove in Esercte 3.3.1, cutinuus fnctions we alvays measurable. Also, many coninuoos functions are inerable; for example al ot tiaoas, hounded feetion hat vanish oud ofsome io intraaze siege How dsconibucs can an element of ECR") be? We know that we ean ake a) minions nepal fron alr is valu on ust Mf of mcs zt, and sti ‘aves inteprable function For example thst M canbe akon be acoustable ene ser of R* Nonetheless. the continous fneios wit "corpct apport tne deve in C(R*) (se Exercise 3.88 ose precisely what ea by compact spon 3.4. The Convergence Theorems Inihis ston we salle tre thoorems aboot how the Lebesgue integral behaves stress omit operation. The popes eee in thes theorems are hat inguin che Lebesgue integral from competi integrals “Theorem 3.13 (Labesgue's Monotone Convergence Theorem) Suppove that Ne Mand that fils ira sequence of measurable functions sack hat © fis) = fle) S00 for most alle € A. Let fe def be the pins lni ft) Then fs cgrble and sia (fem) = [rem OS ia) s HO) SS FO) = fm 0a) foramen aL € A. Linn feet sequence. By monotonic, we get [aes [ nines fm ‘Thos, dm, bounded and sondecresing Sequence of ral numbers, and cacs tase coivege some eal mame LNotethat Lj, Jam: we am toshow that L > f, /dm aso, To do this we choose «number '¢(0, 1) and Simple function s aisyng 0 sx) =f) fr almont all € A. Define Mem (2A [fs) > Bh Then 34 TeComergetce Theat 1 For each postive integer ke ave ein stn)» f dns [fam {sim ah ioe) inf sam f dm o ‘Given ta this quality olds, we obsin ee f adm “Taking te supremum over al sch simple functions now els ts [am “This is what we wanted to poe “Tose hut Es = Ay and By Since wa arian Sein and th £'s re pirwse disjoint. Theorem 3.12 then implies hat [ren E (19) hich by definition is equal wo (SUL) =) 5 a to Wat ll pl nade inthe previous section and use Lebesue's once convergence theorem ogre the Second part of Thowrem 311() Spee, [orroin= f sans f sm Whenever f.— € C(R*) and E € Mtn Bxerise 3.3.8) you ate asked prove ‘he rest inthe case haf and gare simple Fnctins Since J, fdr indeed by52% Measures ngpnica we itzence fg fad — fdr, we may assume tht fis onneguve (alas trenwhere) Likewise Jorg We iat appeal o Theorem 3.1010 sequences of ‘nonnegative, measral, simple onetime (and (lf sass Hm aco= foo, jim aa) = ace) amos everywere.Comiaing the monooe convergence theorem andthe esl foe sinple forctons fom te execs, we se [svi jn ftom tin fst i fn = [fame [st ‘Te net renalt was proved by lee Ft (1878-1929; rans) in his 1906 dco dissertation. Ftou was ao an astronomer. He stued twin stars and ‘roves conctre of Case's on planetary obits. ‘Theorem 3.14 (Fao Lema), Ave that A EM. Let {fifty bea se qunce df romnegtive mecrrable functions alt f = MBlym fe 08 Tin rem s iat (sam) roo, Foreach pose ee | dn ftom by £1) = inf fn, sndamumter a, by omg f 4am): ‘Taeorem 3.9 shows that each 6 measurable, and leu 8 Degwsaiis. 4. Sine webave shat Puen mpe =f since Os aie) sant) $--, we nave tat (foam) 54 Theconerence Tess 53 bvere ta 4) (8) = te for each pr of postive imegers j,k with k = j foreach postive inegerj.The monotone convergence thereat no implies that fram jin (feitm) < tna, imine (ffm), 2 he flowing soe he et fr teing whe we may cme sa (fem) fom ‘Ge ines intent nee Tesi. As a heeborpemr aye tings PR rh pep erro tee fie recreate (nam) = | ren Poor. Begin oy noticing hat foreach by (fh). Ss. aNd (fe) = and hae euch isin 13"), ‘We st want ose that 8a COR). This lows from Fats emma [sian = [ (im sien = f (iit nam stiaigt(f iitm) < fede Sine cach f+ 4 6 «nonnegative fancon, Fo’ emma sows that [rors fe [irs =f (mgics + 9)am stint ( [i+ eum) Because integral and the procese of taking infin aad supe ate, the expression on he right Decames Sa (ft) + f am bing te ee mi ntn)S49, Mewar and taepan ‘Sloe each = fsa nomegatv fection, we can repeat this pane and [10m> tome | en) Connie etc eth ea 8 3.5. Comparison of the Lebesgue Integral with the Riemann Integral Lebesgue developed his ital in an effort opetet te intepal of Riemann, “Tae main goal of seston ew show a the Rirnann itegrable netions foxm pope subcoletio ofthe Lebeago inegmbie fron Tas section ‘weil giv several res wthoet nclading prot of them. Proof be found In any ofthe books on negation mentioned im the bogey. The discussion ahs seco ied epation on ‘We begin with a bet review of the definition ofthe Riemann imegn. We sume hl the reader familiar wih fe Riemann negra and is popes and invade hs mail aceminder and aot extablish notation. We consider « bounded. real-valued fincen defined on the closed and bounded interval [401A collection of pointe P= [xg 8)... 4) sealed partion ofa, Bi wenenenee: “The length ofthe longest sabinerval [2.4 called the mesh ofthe pston PeSeh fork 12 mys iafL for) bosom) and Mi = spf) ee E-1nl ‘The loner Riemann sin LF, Poff comesponding othe pro Ps gven by tain Paine andthe upper Riemann sum Cf, P) ff emespnding othe pio Pisiven » UP) Das ‘The lower Riemann negra fi eined by Lis) = sep\LUJ.P) | isa paition of snd the upper Riemann iar o fi eine by Uf il UY, P) [Pine partion of Lab on 415 Congaszon oth Lebesgue nepal wth he Rian tem $5 Final, 2 bounded, real-valued faction f defined on (2,01 is cilled Riemann imegrabe LCS) ~ UC) nhs cnet commen vale dented by [seo In the preceding paragraph hat the sts usd ove to define the ower and upper tga do need have upper and lower bounds, respectively omens fone mast rove. Thee is ane ut aboot Riemann ingralstht we wil ae in hi sectin: IP) ian sequence of pans of a] sich that the meshes ofthe P's converge io zt0 as +20, hen Byuende jntunna [po The Riesiann and Lebespucinepras of nonnegative es-aled faction can ‘be inerpreted ia ens of res, 4 30 should eal es ave way te dierenee between the two integrals on) canbe visualized by noting that he Riera spyoach subdivides the domain ofthe integrand, whl the Labeige speach Subaydes the ang. Recll hat Lebesgue was tying among othe thing, to nee the number ‘of intesbie funtion. Our next theorem stows tat cach Riemann integrable function is Lebesgue inepabie (bowing that Leesgue’s collection contains Ricmana’ collection). If we consider the characterise function of the raional ruben the tera 0 I we getaunction with Lf, P) = and, P foreach prion ofthe ai itera. Ts, we have fnction tat sno Rie- ‘mann ingrble, However, this uncon is Labesgu integrable, a ou at eked to pone in Exccse 25. This tgetber with Lemma 3.16 stows that espe collection nf, pec hunKlemann's Lebesgue was secs in enaging the cin of negra fuseons. ‘Theorem3.16. If Riemannintegrabe conta b. then fis Lebesgue integrable Some [pine f so (fecal tas he incgral on the ef ithe Lebesgue integra, andthe integra on the righ the Rima negra) Pnoor., Foreach postive imoge , parton [26 nto 2" suber each of length Lat P dnote his prion ac ‘he poi fF, Define ae Dra lsd amd ms) Moe 4 incrensing sequence, and (hina decreasing sequen, Put UO Jim asie) and Then ll lim hse,S63 Messrs negation ‘Then and hare Lebespe interabe functions tha satisfy ss se) Sm) foc alos: all xi (2,9) Also, [stm =n.) vod fem = BH Now h(s)~ gle) 2 Ofor lost al and din (66) — e409) = 0) = 0 “Therefee, os [em tm (fn) = i, [ind in. [sat im UF Py) ~ lim Uf Ps) =0. “The ist cquality follows sun sesgus monotone convergence there nd the last fom the rest abou Riemann intra eleedto in the pangraph preceding ths theorem Ie now flows tht = h slot everywhere, Tf Lebesgue inepable and 5 [primate [ete iauirnse ff na, 9 _ARemann inerableeetion oust, into, be bounded. Which bounded fueeton ae Riewaonitegrble? Dilferetcaracerzatons exist and perhaps ‘mont notables Rieman’s own characteriza: A bounded incon [6] > Ris Rinanaintpableiand ony if for every «> D tere exe a parton P ‘of asf] sch tat UL, P) LU, P) ater in hs ection. Notice hat ff +X RU (40) fea menurale faction, then 7 alo measurable Define fora mesure space (X.R. 1) and areal mmber 1

0 td inl > 0. The discussion preceing this theorem shows that Lycdecol AFCO” ate Tylplle = PES IDY * aClale Imegrtng both ides f his yes the desired eat a “The Gen mathematician Oto Ludwig Holder (1859-1937) worked mostly in group theory. However, he di wort i arly on the comergeceof Fourier ‘ere (et Chapter 8) He proved is inequality in 1886 38 Gener Messrs snd the Lebesgue Licey 61 ‘Theorem 319, For Ls p < co, LP) sa normed linear space, wih norm tively frranyt Proor, Iisstaihtferwardiose that If, 2 Oforallf © L7(u) that equaity bola only i f= O alos everywhere, and tat [f= [lf oe 1 6 €. We concent ouelfos on verifying theming ineqaly Ut ely

O Since Sh comes, tere ss sch tat Susa fs Thi implies ht (fy Un Set 2, isa mbsequenee of 1 fos a0 R= fi— fun fr b=, bere that Ye = te +a ‘Terefxe {32}. Ili 8 # bounded, increasing sequence which thus coo ‘eres. By Hypothesis, Fc ge converges. Since Bsa se = fn follows that Uli somerges ia X.Letf © X donot the limit ofthe sequence (f, 12 fT Tfn- We wil be done when we show tat /;)%, also converges tof. Let 4 0.Since (fy 1s Cavey tere exists W such hat fudctint + gy etn +1 heh bee. 16 Genel Measures andthe Laesgue spaces 63 Also tere sch that Ui f<$, 2k. (Choos such that k > Ka 2 -By he ange inguaity we have Ui-MSh— Lal MaSlize 72 completing the eo, 8 We now present one of F Ritts importent et Theorem 331. Fort = p < 05, LM) is compere oor We i ote cue p = ce hiss he ast par he poo. Let Ui), team abioary Cah quence n Lu) By Execs 3.67 reer ete eS A By Jon = D2 ch a UR) F005 Vf ~ Salle forall € Ane and Mil st forallx ¢ B)-Define A tobe the union ofthese st for j.m ‘Anas measue zero (Exeree 326), Dene 10=[Nmeu tin ta ‘Then fe menmuable, Alo foreach A ther exis posivelotger Ny, such [no fact, 22M Ta paca, tut Fon <1, ee From thin follows tht GN <1+UiG1 S14 Milles 2A and tence tat f € L™. Since Cauchy sequence is bounded there exis M > 0 Soeb Dat | fin = A for every j= 1,2, In paca, Efys le = M. The Tas inequality now shows tht J € La). "Now me want 0 show tat or given Cauchy sequence actualy converge © this element fin L™Gi); we aeady know ta converses pointwise almost ‘reryere, but hii weaker asuerton than we need) To this end ete = 0 “There ext a pote iegerK sch htm > A py Un falls < Then