An Introduction to Analysis/Sequences of numbers
The chapter begins with sequences of real and complex numbers and the question of their convergence and connection with continuity and such. Following the classical topics and the discussion of first and second countability we introduce notions of measure and semi-norms.
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Groups
A group is a triple
consisting of:
- (1) a set

- (2) a composition law such that for every
and
in
,
in
. - (3) the identity
; i.e., for every
in
,
in G.
subject to the following conditions:
- For every
in
,
is invertible; i.e., there exists some
in
, called the inverse of f, such that
. - The composition law
is associative; that is, for every
,
,
in
,
=
.
A group is said to be abelian if
.
2 Theorem Let
be the set of all bijections from
into itself. Then
forms a group under composition.
Proof: Clear.
The group in the theorem is called a symmetric group and its elements permutations of
objects. The sign of a permutation
is defined to be 0 if a permutation is identity, even if it can be written as the composition of an even number of permutations and odd otherwise.
We remark that there cannot be a bijection defined on a finite set that is not a permutation at the same time. For one thing, since we define that a function is single-valued, the range of a function defined on any finite set must be finite. If it is injective additionally the number of elements of its range equals to that of elements in the domain.
A ring
is an abelian group
consisting of an abelian group, the multiplication and the identity with the distribution law; i.e.,
.
A field is a ring, all of whose non-zero elements are invertible.
We assume in every field
. This is an example of a theorem that holds since a field is an abelian group.
A sequence in a set
is a function 
2 Theorem Every infinite subset
of a countable set
is countable.
Proof: Since
is countable, we can find a sequence in
. Since
, there is a subsequence of
which is a bijection from
. 
Real and complex numbers
In this chapter, we work with a number of subtleties like completeness, ordering, Archimedian property; those are usually never seriously concerned when Calculus was first conceived. I believe that the significance of those nuances becomes clear only when one starts writing proofs and learning examples that counter one's intuition. For this, I suggest a reader to simply skip materials that she does not find there is need to be concerned with; in particular, the construction of real numbers does not make much sense at first glance, in terms of argument and the need to do so. In short, one should seek rigor only when she sees the need for one. WIthout loss of continuity, one can proceed and hopefully she can find answers for those subtle questions when she search here. They are put here not for pedagogical consideration but mere for the later chapters logically relies on it.
We denote by
the set of natural numbers. The set
does not form a group, and the introduction of negative numbers fills this deficiency. We leave to the readers details of the construction of integers from natural numbers, as this is not central and menial; to do this, consider the pair of natural numbers and think about how arithmetical properties should be defined. The set of integers is denoted by
. It forms an integral domain; thus, we may define the quotient field
of
, that is, the set of rational numbers, by
.
As usual, we say for two rationals
and
if
is positive.
We say
is bounded above if there exists some
in
such that for any
, and is bounded below if the reversed relation holds. Notice
is bounded above and below if and only if
is bounded in the definition given in the chapter 1.
The reason for why we want to work on problems in analysis with
instead of is a quite simple one:
2 Theorem Fundamental axiom of analysis fails in
.
Proof:
. 
How can we create the field satisfying this axiom? i.e., the construction of the real field. There are several ways. The quickest is to obtain the real field
by completing
.
We define the set of complex numbers
where
is just a symbol. That
is irreducible says the ideal generated by it is maximal, and the field theory tells that
is a field. Every complex number
has a form:
.
Though the square root of -1 does not exist,
can be thought of as -1 since
. Accordingly, the term
is usually omitted.
2 Exercise Prove that there exists an irrational numbers
such that
is rational.
Sequences
2 Theorem Let
be a sequence of numbers, be they real or complex. Then the following are equivalent:
- (a)
converges. - (b) There exists a cofinite subsequence in every open ball.
Theorem (Bolzano-Weierstrass) Every infinite bounded set has a non-isolated point.
Proof: Suppose
is discrete. Then
is closed; thus,
is compact by Heine-Borel theorem. Since
is discrete, there exists a collection of disjoint open balls
containing
for each
. Since the collection is an open cover of
, there exists a finite subcover
. But
This contradicts that
is infinite.
.
2 Corollary Every bounded sequence has a convergent subsequence. Proof:
The definition of convergence given in Ch 1 is general enough but is usually inconvenient in writing proofs. We thus give the next theorem, which is more convenient in showing the properties of the sequences, which we normally learn in Calculus courses.
In the very first chapter, we discussed sequences of sets and their limits. Now that we have created real numbers in the previous chapter, we are ready to study real and complex-valued sequences. Throughout the chapter, by numbers we always means real or complex numbers. (In fact, we never talk about non-real and non-complex numbers in the book, anyway)
Given a sequence
of numbers, let
. Then we have:
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The similar case holds for liminf as well.
Theorem Let
be a sequence. The following are equivalent:
- (a) The sequence
converges to
. - (b) The sequence
is Cauchy; i.e.,
as
. - (c) Every convergent subsequence of
converges to
. - (d)
. - (e) For each
, we can find some real number
(i.e., N is a function of
) so that
for
.
Proof: From the triangular inequality it follows that:
.
Letting
gives that (a) implies (b). Suppose (b). The Bolzano-Weierstrass theorem states that every bounded sequence has a convergent subsequence, say,
. Thus,
-
. Therefore,



. That (c) implies (d) is obvious by definition.
2 Theorem Let
and
converge to
and
, respectively. Then we have:
- (a)
. - (b)
.
Proof: Let
be given. (a) From the triangular inequality it follows:
where the convergence of
and
tell that we can find some
so that
and
for all
.
(b) Again from the triangular inequality, it follows:
-



as 
where we may suppose that
. 
Other similar cases follows from the theorem; for example, we can have by letting 
.
2.7 Theorem Given
in a normed space:
- (a)
converges. - (b) The sequence
has the upper limit
. (Archimedean property) - (c)
converges.
Proof: If (b) is true, then we can find a
and
such that for all
:
. Thus (a) is true since:,
if
.
Continuity
Let
. We write
to mean the set
. In the same vein we also use the notations like
, etc.
We say,
is upper semicontinuous if the set
is open for every
and lower semicontinuous if
is upper semicontinuous.
2 Lemma The following are equivalent.
- (i)
is upper semicontinuous. - (ii) If
, then there is a
such that
. - (iii)
.
Proof: Suppose
. Then we find a
such that
. If (i) is true, then we can find a
so that
. Thus, the converse being clear, (i)
(ii). Assuming (ii), for each
, we can find a
such that
. Taking inf over all
gives (ii)
(iii), whose converse is clear. 
2 Theorem If
is upper semicontinuous and
on a compact set
, then
is bounded from above and attains its maximum.
Proof: Suppose
for all
. For each
, we can find
such that
. Since
is upper semicontinuous, it follows that the sets
, running over all
, form an open cover of
. It admits a finite subcover since
is compact. That is to say, there exist
such that
and so:
,
which is a contradiction. Hence, there must be some
such that
. 
If
is continuous, then both
and
for all
are open. Thus, the continuity of a real-valued function is the same as its semicontinuity from above and below.
2 Lemma A decreasing sequence of semicontinuous functions has the limit which is upper semicontinuous. Conversely, let
be upper semicontinuous. Then there exists a decreasing sequence
of Lipschitz continuous functions that converges to f.
Proof: The first part is obvious. To show the second part, let
. Then
has the desired properties since the identity
. 
We say a function is uniform continuous on
if for each
there exists a
such that for all
with
we have
.
Example: The function
is uniformly continuous on
since
while the function
is not uniformly continuous on
since
and
can be made arbitrary large.
2 Theorem Let
for
compact. If
is continuous on
, then
is uniformly continuous on
.
Proof:
The theorem has this interpretation; an uniform continuity is a global property in contrast to continuity, which is a local property.
2 Corollary A function is uniform continuous on a bounded set
if and only if it has a continuos extension to
.
Proof:
2 Theorem if the sequence
of continuos functions converges uniformly on a compact set
, then the sequence
is equicontinuous.
Let
be given. Since
uniformly, we can find a
so that:
for any
and any
.
Also, since
is compact,
and each
are uniformly continuous on
and so, we find a finite sequence
so that:
whenever
and
,
and for
,
whenever
and
.
Let
, and let
be given. If
, then
whenever
.
If
, then
whenever
. 
2 Theorem A sequence
of complex-valued functions converges uniformly on
if and only if
as 
Proof: Let
. The direct part follows holds since the limit exists by assumption. To show the converse, let
for each
, which exists since the completeness of
. Moreover, let
be given. Since from the hypothesis it follows that the sequence
of real numbers is Cauchy, we can find some
so that:
for all
.
The theorem follows. Indeed, suppose
. For each
, since the pointwise convergence, we can find some
so that:
for all
.
Thus, if
,
2 Corollary A numerical sequence
converges if and only if
as
.
Proof: Let
in the theorem be constant functions.
.
2 Theorem (Arzela) Let
be compact and metric. If a family
of real-valued functions on K bestowed with
is pointwise bounded and equicontinuous on a compact set
, then:
- (i)
is uniformly bounded. - (ii)
is totally bounded.
Proof: Let
be given. Then by equicontinuity we find a
so that: for any
with 
Since
is compact, it admits a finite subset
such that:
.
Since the finite union of totally and uniformly bounded sets is again totally and uniformly bounded, we may suppose that
is a singleton
. Since the pointwise boundedness we have:
for any
and
,
showing that (i) holds. To show (ii) let
. Then since
is compact,
is totally bounded; hence, it admits a finite subset
such that: for each
, we can find some
so that:
.
Now suppose
and
. Finding some
in
we have:
.
Since there can be finitely many such
, this shows (ii). 
2 Corollary (Ascoli's theorem) If a sequence
of real-valued functions is equicontinuous and pointwise bounded on every compact subset of
, then
admits a subsequence converging normally on
.
Proof: Let
be compact. By Arzela's theorem the sequence
is totally bounded with
. It follows that it has an accumulation point and has a subsequence converging to it on
. The application of Cantor's diagonal process on an exhaustion by compact subsets of
yields the desired subsequence. 
2 Corollary If a sequence
of real-valued
functions on
obeys: for some
,
and
,
then
has a uniformly convergent subsequence.
Proof: We want to show that the sequence satisfies the conditions in Ascoli's theorem. Let
be the second sup in the condition. Since by the mean value theorem we have:
,
and the hypothesis, the sup taken all over the sequence
is finite. Using the mean value theorem again we also have: for any
and
,
showing the equicontinuity. 
First and second countability
2 Theorem (first countability) Let
have a countable base at each point of
. Then we have the following:
- (i) For
,
if and only if there is a sequence
such that
. - (ii) A function is continuous on
if and only if
whenever
.
Proof: (i) Let
be a base at
such that
. If
, then every
intersects A</math>. Let
. It now follows: if
, then we find some
. Then
for
. Hence,
. Conversely, if
, then
is an open set containing
and no
. Hence, no sequence in
converges to
. That (ii) is valid follows since
is the composition of continuous functions
and
, which is again continuous. In other words, (ii) is essentially the same as (i).
.
2. 2 Theorem
has a countable basis consisting of open sets with compact closure.
Proof: Suppose the collection of interior of closed balls
in
for a rational coordinate
. It is countable since
is. It is also a basis of
; since if not, there exists an interior point that is isolated, and this is absurd.
2.5 Theorem In
there exists a set consisting of uncountably many components.
Usual properties we expect from calculus courses for numerical sequences to have are met like the uniqueness of limit.
2 Theorem (uncountability of the reals) The set of all real numbers is never a sequence.
Proof: See [1].
Example: Let f(x) = 0 if x is rational, f(x) = x^2 if x is irrational. Then f is continuous at 0 and nowhere else but f' exists at 0.
2 Theorem (continuous extension) Let
be continuous. If
on
, then
.
Proof: Let
. Then clearly
is continuous on
. Since
is closed in
,
is also closed. Hence,
on
. 
, and for each
,
. Since for any subindex
, we have:
.
That is to say the sequence
has the finite intersection property. Since
is coun
Since
is first countable,
is also sequentially countable. Hence, (a)
(b).
Suppose
is not bounded, then there exists some
such that: for any finite set
,
.
Let recursively
and
. Since
for any n, m,
is not Cauchy. Hence, (a) implies that
is totally bounded. Also,
3 Theorem the following are equivalent:
- (a)
implies that
. - (b) Two points can be separated by disjoint open sets.
- (c) Every limit is unique.
3 Theorem The separation by neighborhoods implies that a compact set
is closed in E.
Proof [2]: If
, then
is closed. If not, there exists a
. For each
, the hypothesis says there exists two disjoint open sets
containing
and
containing
. The collection
is an open cover of
. Since the compactness, there exists a finite subcover
. Let
=
. If
, then
for some
. Hence,
. Hence,
. Since the finite intersection of open sets is again open,
is open. Since the union of open sets is open,
is open. 
Seminorm
Let
be a linear space. The seminorm of an element in
is a nonnegative number, denoted by
, such that: for any
,
.
.
. (triangular inequality)
Clearly, an absolute value is an example of a norm. Most of the times, the verification of the first two properties while whether or not the triangular inequality holds may not be so obvious. If every element in a linear space has the defined norm which is scalar in the space, then the space is said to be "normed linear space".
A liner space is a pure algebraic concept; defining norms, hence, induces topology with which we can work on problems in analysis. (In case you haven't noticed this is a book about analysis not linear algebra per se.) In fact, a normed linear space is one of the simplest and most important topological space. See the addendum for the remark on semi-norms.
An example of a normed linear space that we will be using quite often is a sequence space
, the set of sequences
such that
- For
, 
- For
,
is a bounded sequence.
In particular, a subspace of
is said to have dimension n if in every sequence the terms after nth are all zero, and if
, then the subspace is said to be an Euclidean space.
An open ball centered at
of radius
is the set
. An open set is then the union of open balls.
Continuity and convergence has close and reveling connection.
3 Theorem Let
be a seminormed space and
. The following are equivalent:
- (a)
is continuous. - (b) Let
. If
, then there exists a
such that
and
. - (c) Let
. For each
, there exists a
such that
whenever
and 
- (e) Let
Proof: Suppose (c). Since continuity, there exists a
such that:
whenever 
The following special case is often useful; in particular, showing the sequence's failure to converge.
2 Theorem Let
be a sequence that converges to
. Then a function
is continuous at
if and only if the sequence
converges to
.
Proof: The function
of
is continuous on
. The theorem then follows from Theorem 1.4, which says that the composition of continuous functions is again continuous.
.
2 Theorem Let
be continuous and suppose
converges uniformly to a function
(i.e., the sequence
as
. Then
is continuous.
Proof: In short, the theorem holds since
.
But more rigorously, let
. Since the convergence is uniform, we find a
so that
for any
.
Also, since
is continuous, we find a
so that
whenever 
It then follows that
is continuous since:
whenever

2 Theorem The set of all continuous linear operators from
to
is complete if and only if
is complete.
Proof: Let
be a Cauchy sequence of continuous linear operators from
to
. That is, if
and
, then
as 
Thus,
is a Cauchy sequence in
. Since B is complete, let
for each
.
Then
is linear since the limit operator is and also
is continuous since the sequence of continuous functions converges, if it does, to a continuous function. (FIXME: the converse needs to be shown.) 
Metric spaces
We say a topological space is metric or metrizable if every open set in it is the union of open balls; that is, the set of the form
with radius
and center
where
, called metric, is a real-valued function satisfying the axioms: for all 


if and only if
. (Identity of indiscernibles)
It follows immediately that
for every
. In particular,
is never negative. While it is clear that every subset of a metric space is again a metric space with the metric restricted to the set, the converse is not necessarily true. For a counterexample, see the next chapter.
2 Theorem Let
be a compact metric space. If
is an open cover of
, then there exists a
such that for any
with
some member of 
Proof: Let
be in
, and suppose
is in some member
of
and
is in the complement of
. If we define a function
by for every 
,
then
The theorem thus follows if we show the inf of
over
is positive. 
2 Lemma Let
be a metric space. Then every open cover of
admits a countable subcover if and only if
is separable.
Proof: To show the direct part, fix
and let
be the collection of all open balls of radius
. Then
is an open cover of
and admits a countable subcover
. Let
be the centers of the members of
. Then
is a countable dense subset. Conversely, let
be an open cover of
and
be a countable dense subset of
. Since open balls of radii
, the centers lying in
, form a countable base for
, each member of
is the union of some subsets of countably many open sets
. Since we may suppose that for each
is contained in some
(if not remove it from the sequence) the sequence
is a countable subcover of
of
. 
Remark: For more of this with relation to cardinality see [3].
2 Theorem Let
be a metric space. Then the following are equivalent:
- (i)
is compact. - (ii) Every sequence of
admits a convergent subsequence. (sequentially compact) - (iii) Every countable open cover of
admits a finite subcover. (countably compact)
Proof (from [4]): Throughout the proof we may suppose that
is infinite. Lemma 1.somthing says that every sequence of a infinite compact set has a limit point. Thus, the first countability shows (i)
(ii). Supposing that (iii) is false, let
be an open cover of
such that for each
we can find a point
. It follows that
does not have a convergent subsequence, proving (ii)
(iii). Indeed, suppose it does. Then the sequence
has a limit point
. Thus,
, a contradiction. To show (iii)
(i), in view of the preceding lemma, it suffices to show that
is separable. But this follows since if
is not separable, we can find a countable discrete subset of
, violating (iii). 
Remark: The proof for (ii)
(iii) does not use the fact that the space is metric.
2 Theorem A subset
of a metric space is precompact (i.e., its completion is compact) if and only if there exists a
such that
is contained in the union of finitely many open balls of radius
with the centers lying in E.
Thus, the notion of relatively compactness and precompactness coincides for complete metric spaces.
2 Theorem (Heine-Borel) If
is a subset of
, then the following are equivalent.
- (i)
is closed and bounded. - (ii)
is compact. - (iii) Every infinite subset of
contains some of its limit points.
2 Theorem Every metric space is perfectly and fully normal.
2 Corollary Every metric space is normal and Hausdorff.
2 Theorem If
in a metric space
implies
, then
is continuous.
Proof: Let
and
the closure of
. Then there exists a
as
as
. Thus, by assumption
, and this means that
is in the closure of
. We conclude:
. 
2 Theorem Suppose that
is continuous and satisfies
for all 
If
and
is a complete metric space, then
is closed.
Proof: Let
be a sequence in
such that
. Then by hypothesis
. Since
is complete in
, the limit
exists. Finally, since
is continuous,
, completing the proof. 
Measure
A measure, which we shall denote by
throughout this section, is a function from a delta-ring
to the set of nonnegative real numbers and
such that
is countably additive; i.e.,
for
distinct. We shall define an integral in terms of a measure.
4.1 Theorem A measure
has the following properties: given measurable sets
and
such that
,
- (1)
. - (2)
. - (3)
where the equality holds for
. (monotonicity)
Proof: (1)
. (2)
since measures are always nonnegative. Also,
if
since (2).
One example would be a counting measure; i.e.,
= the number of elements in a finite set
. Indeed, every finite set is measurable since the countable union and countable intersection of finite sets is again finite. To give another example, let
be fixed, and
if
is in
and 0 otherwise. The measure
is indeed countably additive since for the sequence
arbitrary,
for some
if
and 0 otherwise.
We now study the notion of geometric convexity.
2 Lemma
for any
.
2 Theorem Let
be a convex subset of a vector space. If
and
for
, then
for 
Proof: From the lemma we have:
Let
be a collection of subsets of a set
. We say
is a delta-ring if
has the empty set, G and every countable union and countable intersection of members of
. a member of
is called a measurable set and G a measure space, by analogy to a topological space and open sets in it.
2 Theorem (Hölder's inequality) For
, if
, then
Proof: By replacing
and
with
and
, respectively, we may assume that
and
are non-negative. Let
. If
, then the inequality is obvious. Suppose not, and let
. Then, since
is increasing and convex for
, by Jensen's inequality,
.
Since
, this is the desired inequality. 
4 Corollary (Minkowski's inequality) Let
and
. If
and
, then
Proof (from [5]): If
, then the inequality is the same as Fubini's theorem. If
,
-


(Fubini) 
(Hölder) 
By division we get the desired inequality, noting that
and
. 
TODO: We can probably simplify the proof by appealing to Jensen's inequality instead of Hölder's.
Remark: by replacing
by a counting measure we get:
under the same assumption and notation.
2 Lemma For
and
, if
,
Proof: Let
for
. Then the derivative
becomes zero only when
. Thus, the minimum of
is attained there and is equal to
. 
When
is taken to 1, the inequality is known as Young's inequality.
2 Theorem (Hölder's inequality) For
, if
, then
Proof: If
, the inequality is clear. By the application of the preceding lemma we have: for any 
Taking the infimum we see that the right-hand side becomes:
The convex hull in
of a compact set K, denoted by
is:
.
When
is linear (besides being analytic), we say the
is geometrically convex hull. That
is compact ensures that the definition is meaningful.
Theorem The closure of the convex hull of
in
is the intersection if all half-spaces containing
.
Proof: Let F = the collection of half-spaces containing
. Then
since each-half space in
is closed and convex. Yet, if
, then there exists a half-space
containing
which however does not contain x. Hence,
. 
Let
. A function
is said to be convex if
.
for some
compact and any
harmonic on
and continuous on
.
Theorem The following are equivalent:
- (a)
is convex on some
compact. - (b) if
, then
for
.
- (c) The difference quotient
increases as
does.
- (d)
is measurable and we have:
for any
.
- (e) The set
is convex for
.
Proof: Suppose (a). For each
, there exists some
such that
. Let
, and then since
and
,
Thus, (a)
(b). Now suppose (b). Since
, for
, (b) says:
Since
, we conclude (b)
(c). Suppose (c). The continuity follows since we have:
.
Also, let
such that
, for
. Then we have:
Thus, (c)
(d). Now suppose (d), and let
. First we want to show
.
If
, then the inequality holds trivially. if the inequality holds for some
, then
Let
and
. There exists a sequence of rationals number such that:
.
It then follows that:
-



.
Thus, (d)
(e). Finally, suppose (e); that is,
is convex. Also suppose
is an interval for a moment. Then
. 
4. Corollary (inequality between geometric and arithmetic means)
if
,
and
.
Proof: If some
, then the inequality holds trivially; so, suppose
. The function
is convex since its second derivative, again
, is
. It thus follows:
. 
The convex hull of a finite set
is said to be a convex polyhedron. Clearly, the set of the extremely points is the subset of
.
4 Theorem (general Hölder's inequality) If
and
for
and
and
, then:
(Hörmander 11)
Proof: Let
.
4. Theorem A convex polyhedron is the intersection of a finite number of closed half-spaces.
Proof: Use induction. 
4. Theorem The convex hull of a compact set is compact.
Proof: Let
. Then
is continuous since it is the finite sum of continuous functions
. Since the intersection of compact sets is compact and
,
is compact. 
Example: Let
. Then the derivative of
has zeros in
.
Addendum
- Show the following are equivalent with assuming that
is second countable.
- (1)
is compact. - (2) Every countable open cover of
admits a finite subcover (countably compact) - (3)
is sequentially compact.
- (1)
Nets are, so to speak, generalized sequences.
- Show the following are equivalent with assuming Axiom of Choice:
- (1)
is compact; i.e, every open cover admits a finite subcover. - (2) In
every net has a convergent subnet. - (3) In
every ultrafilter has an accumulation point (Bourbaki compact) - (4) There is a subbase
for
such that every open cover that is a subcollection of
admits a finite subcover. (subbase compact) - (5) Every nest of non-empty closed sets has a non-empty intersection (linearly compact) (Hint: use the contrapositive of this instead)
- (6) Every infinite subset of
has a complete accumulation point (Alexandroff-Urysohn compact)
- (1)

in
; i.e., for every
in G.
.
is associative; that is, for every
=
.
.
.
.




.
as
.
for
.
.



. That (c) implies (d) is obvious by definition.
.
.
and
for all 


as
.
converges.
has the upper limit
. (Archimedean property)
converges.
. Thus (a) is true since:,
if
.
.
.
,

for any
whenever
and
whenever
and
whenever 


for all
.
for all
.
.
for any
.
.
and
,
,
,
such that
.
.
implies that
.
is open. 
.
.
. (triangular inequality)
, 
, then there exists a
such that
and
.
whenever
and
whenever 
.
for any
whenever 
as
for each 

if and only if
. (
,
for all
.
.
where the equality holds for
for any
for

.









.
.
, then
for
increases as
for any
is convex for 






.



.




.


.
if
,
and
.
.
(Hörmander 11)
,
for