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Analysis II

Terence Tao Department of Mathematics University of California, Los Angeles Los Angeles, CA USA This work is a co-publication with Hindustan Book 



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Contents

Preface x

1 Introduction 1

1.1 What is analysis? . . . . . . . . . . . . . . . . . . . 1

1.2 Why do analysis? . . . . . . . . . . . . . . . . . . . 3

2 The natural numbers 14

2.1 The Peano axioms . . . . . . . . . . . . . . . . . . 16

2.2 Addition . . . . . . . . . . . . . . . . . . . . . . . . 27

2.3 Multiplication . . . . . . . . . . . . . . . . . . . . . 33

3 Set theory 37

3.1 Fundamentals . . . . . . . . . . . . . . . . . . . . . 37

3.2 Russell's paradox (Optional) . . . . . . . . . . . . 52

3.3 Functions . . . . . . . . . . . . . . . . . . . . . . . 55

3.4 Images and inverse images . . . . . . . . . . . . . . 64

3.5 Cartesian products . . . . . . . . . . . . . . . . . . 70

3.6 Cardinality of sets . . . . . . . . . . . . . . . . . . 78

4 Integers and rationals 85

4.1 The integers . . . . . . . . . . . . . . . . . . . . . . 85

4.2 The rationals . . . . . . . . . . . . . . . . . . . . . 93

4.3 Absolute value and exponentiation . . . . . . . . . 99

4.4 Gaps in the rational numbers . . . . . . . . . . . . 104

5 The real numbers 108

5.1 Cauchy sequences . . . . . . . . . . . . . . . . . . . 110

viCONTENTS

5.2 Equivalent Cauchy sequences . . . . . . . . . . . . 115

5.3 The construction of the real numbers . . . . . . . . 118

5.4 Ordering the reals . . . . . . . . . . . . . . . . . . 128

5.5 The least upper bound property . . . . . . . . . . 134

5.6 Real exponentiation, part I . . . . . . . . . . . . . 140

6 Limits of sequences 146

6.1 The Extended real number system . . . . . . . . . 154

6.2 Suprema and In¯ma of sequences . . . . . . . . . . 158

6.3 Limsup, Liminf, and limit points . . . . . . . . . . 161

6.4 Some standard limits . . . . . . . . . . . . . . . . . 171

6.5 Subsequences . . . . . . . . . . . . . . . . . . . . . 172

6.6 Real exponentiation, part II . . . . . . . . . . . . . 176

7 Series 179

7.1 Finite series . . . . . . . . . . . . . . . . . . . . . . 179

7.2 In¯nite series . . . . . . . . . . . . . . . . . . . . . 189

7.3 Sums of non-negative numbers . . . . . . . . . . . 195

7.4 Rearrangement of series . . . . . . . . . . . . . . . 200

7.5 The root and ratio tests . . . . . . . . . . . . . . . 204

8 In¯nite sets 208

8.1 Countability . . . . . . . . . . . . . . . . . . . . . . 208

8.2 Summation on in¯nite sets . . . . . . . . . . . . . . 216

8.3 Uncountable sets . . . . . . . . . . . . . . . . . . . 224

8.4 The axiom of choice . . . . . . . . . . . . . . . . . 228

8.5 Ordered sets . . . . . . . . . . . . . . . . . . . . . . 232

9 Continuous functions on R 243

9.1 Subsets of the real line . . . . . . . . . . . . . . . . 244

9.2 The algebra of real-valued functions . . . . . . . . 251

9.3 Limiting values of functions . . . . . . . . . . . . . 254

9.4 Continuous functions . . . . . . . . . . . . . . . . . 262

9.5 Left and right limits . . . . . . . . . . . . . . . . . 267

9.6 The maximum principle . . . . . . . . . . . . . . . 270

9.7 The intermediate value theorem . . . . . . . . . . . 275

9.8 Monotonic functions . . . . . . . . . . . . . . . . . 277

CONTENTSvii

9.9 Uniform continuity . . . . . . . . . . . . . . . . . . 280

9.10 Limits at in¯nity . . . . . . . . . . . . . . . . . . . 287

10 Di®erentiation of functions 290

10.1 Local maxima, local minima, and derivatives . . . 297

10.2 Monotone functions and derivatives . . . . . . . . . 300

10.3 Inverse functions and derivatives . . . . . . . . . . 302

10.4 L'H^opital's rule . . . . . . . . . . . . . . . . . . . . 305

11 The Riemann integral 308

11.1 Partitions . . . . . . . . . . . . . . . . . . . . . . . 309

11.2 Piecewise constant functions . . . . . . . . . . . . . 314

11.3 Upper and lower Riemann integrals . . . . . . . . . 318

11.4 Basic properties of the Riemann integral . . . . . . 323

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