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Introduction to Real Analysis
Supplementary notes for MATH/MTHE 281
Andrew D. Lewis
This version: 2018/01/09
2This version: 2018/01/09
Table of Contents
1 Set theory and terminology
11.1 Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
31.1.1 Definitions and examples . . . . . . . . . . . . . . . . . . . . .
31.1.2 Unions and intersections . . . . . . . . . . . . . . . . . . . . .
51.1.3 Finite Cartesian products . . . . . . . . . . . . . . . . . . . . .
71.2 Relations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
101.2.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
101.2.2 Equivalence relations . . . . . . . . . . . . . . . . . . . . . . .
121.3 Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
141.3.1 Definitions and notation . . . . . . . . . . . . . . . . . . . . .
141.3.2 Properties of maps . . . . . . . . . . . . . . . . . . . . . . . . .
161.3.3 Graphs and commutative diagrams . . . . . . . . . . . . . . .
191.4 Construction of the integers . . . . . . . . . . . . . . . . . . . . . . . .
251.4.1 Construction of the natural numbers . . . . . . . . . . . . . .
251.4.2 Two relations onZ0. . . . . . . . . . . . . . . . . . . . . . .29
1.4.3 Construction of the integers from the natural numbers . . . .
311.4.4 Two relations inZ. . . . . . . . . . . . . . . . . . . . . . . . .34
1.4.5 The absolute value function . . . . . . . . . . . . . . . . . . .
351.5 Orders of various sorts . . . . . . . . . . . . . . . . . . . . . . . . . . .
371.5.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
371.5.2 Subsets of partially ordered sets . . . . . . . . . . . . . . . . .
391.5.3 Zorn"s Lemma . . . . . . . . . . . . . . . . . . . . . . . . . . .
411.5.4 Induction and recursion . . . . . . . . . . . . . . . . . . . . . .
421.5.5 Zermelo"s Well Ordering Theorem . . . . . . . . . . . . . . . .
441.5.6 Similarity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
451.5.7 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
461.6 Indexed families of sets and general Cartesian products . . . . . . .
471.6.1 Indexed families and multisets . . . . . . . . . . . . . . . . . .
471.6.2 General Cartesian products . . . . . . . . . . . . . . . . . . . .
491.6.3 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
501.6.4 Directed sets and nets . . . . . . . . . . . . . . . . . . . . . . .
501.7 Ordinal numbers, cardinal numbers, cardinality . . . . . . . . . . . .
521.7.1 Ordinal numbers . . . . . . . . . . . . . . . . . . . . . . . . . .
521.7.2 Cardinal numbers . . . . . . . . . . . . . . . . . . . . . . . . .
561.7.3 Cardinality . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
571.8 Some words on axiomatic set theory . . . . . . . . . . . . . . . . . . .
641.8.1 Russell"s Paradox . . . . . . . . . . . . . . . . . . . . . . . . .
641.8.2 The axioms of Zermelo-Fr
¨ankel set theory . . . . . . . . . . .65
ii1.8.3 The Axiom of Choice . . . . . . . . . . . . . . . . . . . . . . .
661.8.4 Peano"s axioms . . . . . . . . . . . . . . . . . . . . . . . . . . .
681.8.5 Discussion of the status of set theory . . . . . . . . . . . . . .
691.8.6 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
691.9 Some words about proving things . . . . . . . . . . . . . . . . . . . .
701.9.1 Legitimate proof techniques . . . . . . . . . . . . . . . . . . .
701.9.2 Improper proof techniques . . . . . . . . . . . . . . . . . . . .
712 Real numbers and their properties
752.1 Construction of the real numbers . . . . . . . . . . . . . . . . . . . . .
772.1.1 Construction of the rational numbers . . . . . . . . . . . . . .
772.1.2 Construction of the real numbers from the rational numbers
822.2 Properties of the set of real numbers . . . . . . . . . . . . . . . . . . .
872.2.1 Algebraic properties ofR. . . . . . . . . . . . . . . . . . . . .87
2.2.2 The total order onR. . . . . . . . . . . . . . . . . . . . . . . .91
2.2.3 The absolute value function onR. . . . . . . . . . . . . . . .94
2.2.4 Properties ofQas a subset ofR. . . . . . . . . . . . . . . . .95
2.2.5 The extended real line . . . . . . . . . . . . . . . . . . . . . . .
992.2.6 sup and inf . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1012.2.7 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1022.3 Sequences inR. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .104
2.3.1 Definitions and properties of sequences . . . . . . . . . . . .
1042.3.2 Some properties equivalent to the completeness ofR. . . . .106
2.3.3 Tests for convergence of sequences . . . . . . . . . . . . . . .
1092.3.4 limsup and liminf . . . . . . . . . . . . . . . . . . . . . . . . .
1102.3.5 Multiple sequences . . . . . . . . . . . . . . . . . . . . . . . .
1132.3.6 Algebraic operations on sequences . . . . . . . . . . . . . . .
1152.3.7 Convergence usingR-nets . . . . . . . . . . . . . . . . . . . .116
2.3.8 A first glimpse of Landau symbols . . . . . . . . . . . . . . .
1212.3.9 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1232.4 Series inR. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .125
2.4.1 Definitions and properties of series . . . . . . . . . . . . . . .
1252.4.2 Tests for convergence of series . . . . . . . . . . . . . . . . . .
1312.4.3 e and. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .135
2.4.4 Doubly infinite series . . . . . . . . . . . . . . . . . . . . . . .
1392.4.5 Multiple series . . . . . . . . . . . . . . . . . . . . . . . . . . .
1412.4.6 Algebraic operations on series . . . . . . . . . . . . . . . . . .
1422.4.7 Series with arbitrary index sets . . . . . . . . . . . . . . . . . .
1452.4.8 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1472.5 Subsets ofR. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .151
2.5.1 Open sets, closed sets, and intervals . . . . . . . . . . . . . . .
1512.5.2 Partitions of intervals . . . . . . . . . . . . . . . . . . . . . . .
1552.5.3 Interior, closure, boundary, and related notions . . . . . . . .
1562.5.4 Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1622.5.5 Connectedness . . . . . . . . . . . . . . . . . . . . . . . . . . .
167iii
2.5.6 Sets of measure zero . . . . . . . . . . . . . . . . . . . . . . . .
1672.5.7 Cantor sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1712.5.8 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1733 Functions of a real variable
1753.1 ContinuousR-valued functions onR. . . . . . . . . . . . . . . . . .178
3.1.1 Definition and properties of continuous functions . . . . . . .
1783.1.2 Discontinuous functions . . . . . . . . . . . . . . . . . . . . .
1823.1.3 Continuity and operations on functions . . . . . . . . . . . .
1863.1.4 Continuity, and compactness and connectedness . . . . . . .
1883.1.5 Monotonic functions and continuity . . . . . . . . . . . . . . .
1913.1.6 Convex functions and continuity . . . . . . . . . . . . . . . .
1943.1.7 Piecewise continuous functions . . . . . . . . . . . . . . . . .
2003.2 DierentiableR-valued functions onR. . . . . . . . . . . . . . . . .204
3.2.1 Definition of the derivative . . . . . . . . . . . . . . . . . . . .
2043.2.2 The derivative and continuity . . . . . . . . . . . . . . . . . .
2083.2.3 The derivative and operations on functions . . . . . . . . . .
2113.2.4 The derivative and function behaviour . . . . . . . . . . . . .
2163.2.5 Monotonic functions and dierentiability . . . . . . . . . . .224
3.2.6 Convex functions and dierentiability . . . . . . . . . . . . .231
3.2.7 Piecewise dierentiable functions . . . . . . . . . . . . . . . .237
3.2.8 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2383.3 The Riemann integral . . . . . . . . . . . . . . . . . . . . . . . . . . .
2403.3.1 Step functions . . . . . . . . . . . . . . . . . . . . . . . . . . .
2403.3.2 The Riemann integral on compact intervals . . . . . . . . . .
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