Real analysis

From Wikipedia, the free encyclopedia

The first four partial sums of the Fourier series for a square wave. Fourier ser
ies are an important tool in real analysis.
Real analysis (traditionally, the theory of functions of a real variable) is a b
ranch of mathematical analysis dealing with the real numbers and real-valued fun
ctions of a real variable. In particular, it deals with the analytic properties
of real functions and sequences, including convergence and limits of sequences o
f real numbers, the calculus of the real numbers, and continuity, smoothness and
related properties of real-valued functions.
Contents
1 Scope
1.1
1.2
1.3
1.4
1.5

2
3
4
5
6

Construction of the real numbers

Order properties of the real numbers
Sequences
Limits
Continuity
1.5.1 Uniform continuity
1.5.2 Absolute continuity
1.6 Series
1.6.1 Taylor series
1.6.2 Fourier Series
1.7 Differentiation
1.8 Integration
1.8.1 Riemann integration
1.8.2 Lebesgue integration
1.9 Distributions
1.10 Relation to complex analysis
Important results
See also
References
Bibliography
External links

Scope
Construction of the real numbers
Main article: Construction of the real numbers
There are several ways of defining the real number system as an ordered field. T
he synthetic approach gives a list of axioms for the real numbers as a complete
ordered field. Under the usual axioms of set theory, one can show that these axi
oms are categorical, in the sense that there is a model for the axioms, and any
two such models are isomorphic. Any one of these models must be explicitly const
ructed, and most of these models are built using the basic properties of the rat
ional number system as an ordered field. These constructions are described in mo
re detail in the main article.
Order properties of the real numbers
The real numbers have several important lattice-theoretic properties that are ab
sent in the complex numbers. Most importantly, the real numbers form an ordered
field, in which addition and multiplication preserve positivity. Moreover, the o
rdering of the real numbers is total, and the real numbers have the least upper
bound property. These order-theoretic properties lead to a number of important r
esults in real analysis, such as the monotone convergence theorem, the intermedi
ate value theorem and the mean value theorem.

However, while the results in real analysis are stated for real numbers, many of
these results can be generalized to other mathematical objects. In particular,
many ideas in functional analysis and operator theory generalize properties of t
he real numbers such generalizations include the theories of Riesz spaces and po
sitive operators. Also, mathematicians consider real and imaginary parts of comp
lex sequences, or by pointwise evaluation of operator sequences.
Sequences
Main article: Sequence (mathematics)
A sequence is usually defined as a function whose domain is a countable totally
ordered set, although in many disciplines the domain is restricted, such as to t
he natural numbers. In real analysis a sequence is a function from a subset of t
he natural numbers to the real numbers.[1] In other words, a sequence is a map f
(n) : N R. We might identify an = f(n) for all n or just write an : N R.
Limits
Main article: Limit (mathematics)
A limit is the value that a function or sequence "approaches" as the input or in
dex approaches some value.[2] Limits are essential to calculus (and mathematical
analysis in general) and are used to define continuity, derivatives, and integr
als.
Continuity
Main article: Continuous function
A function from the set of real numbers to the real numbers can be represented b
y a graph in the Cartesian plane; such a function is continuous if, roughly spea
king, the graph is a single unbroken curve with no "holes" or "jumps".
There are several ways to make this intuition mathematically rigorous. These def
initions are equivalent to one another, so the most convenient definition can be
used to determine whether a given function is continuous or not. In the definit
ions below,
f\colon I \rightarrow \mathbf R.
is a function defined on a subset I of the set R of real numbers. This subset I
is referred to as the domain of f. Some possible choices include I=R, the whole
set of real numbers, an open interval
I = (a, b) = \{x \in \mathbf R \,|\, a < x < b \},
or a closed interval
I = [a, b] = \{x \in \mathbf R \,|\, a \leq x \leq b \}.
Here, a and b are real numbers.
Uniform continuity
Main article: Uniform continuity
If X and Y are subsets of the real numbers, a function f : X Y is called uniform
ly continuous if for all > 0 th r xists a > 0 such that for all x, y X, |x y|
< impli s |f(x) f(y)| < .
Th
iff r nc b tw n b ing uniformly continuous, an
b ing simply continuous a
t v ry point, is that in uniform continuity th valu of
p n
s only on an
no
t on th point in th
omain.
Absolut continuity
Main articl : Absolut continuity
L t I b an int rval in th r al lin R. A function f:I \to R is absolut ly cont

inuous on I if for v ry positiv numb r \ psilon, th r is a positiv numb r \

lta such that wh n v r a finit s qu nc of pairwis
isjoint subint rvals (x_
k, y_k) of I satisfi s[3]
\sum_{k} \l ft| y_k  x_k \right| < \
lta
th n
\
isplaystyl \sum_{k} | f(y_k)  f(x_k) | < \ psilon.
Th coll ction of all absolut ly continuous functions on I is
not
AC(I).
Th following con
itions on a r alvalu
function f on a compact int rval [a,b]
ar quival nt:[4]
(1) f is absolut ly continuous;
(2) f has a
rivativ
rabl , an

f almost v rywh r , th
rivativ

is L b sgu

int g

f(x) = f(a) + \int_a^x f'(t) \,
t

for all x on [a,b];
(3) th r

xists a L b sgu int grabl

function g on [a,b] such that

f(x) = f(a) + \int_a^x g(t) \,
t

for all x on [a,b].
If th s
wh r .

quival nt con
itions ar

satisfi
th n n c ssarily g = f almost v ry

Equival nc b tw n (1) an
(3) is known as th

int gral calculus,
u to L b sgu .[5]
S ri s
Main articl : s ri s (math matics)

fun
am ntal th or m of L b sgu

Giv n an infinit s qu nc of numb rs { an }, a s ri s is informally th r sult

of a

ing all thos t rms tog th r: a1 + a2 + a3 + . Th s can b writt n mor co
mpactly using th summation symbol . An xampl is th famous s ri s from Z no's

ichotomy an
its math matical r pr s ntation:
ts.

\sum_{n=1}^\infty \frac{1}{2^n} = \frac{1}{2}+ \frac{1}{4}+ \frac{1}{8}+\c
o

Th t rms of th s ri s ar oft n pro
uc
accor
ing to a c rtain rul , such as

by a formula, or by an algorithm.
Taylor s ri s
Main articl : Taylor s ri s
Th Taylor s ri s of a r al or compl xvalu
function (x) that is infinit ly
if
f r ntiabl at a r al or compl x numb r a is th pow r s ri s
f(a)+\frac {f'(a)}{1!} (xa)+ \frac{f''(a)}{2!} (xa)^2+\frac{f^{(3)}(a)}{3!
}(xa)^3+ \c
ots.
which can b writt n in th mor compact sigma notation as
\sum_{n=0} ^ {\infty} \frac {f^{(n)}(a)}{n!} \, (xa)^{n}

wh r n!
not s th factorial of n an
(n)(a)
not s th nth
rivativ of va

luat
at th point a. Th
rivativ of or
r z ro is
fin
to b its lf an

(x a)0 an
0! ar both
fin
to b 1. In th cas that a = 0, th s ri s is al
so call
a Maclaurin s ri s.
Fouri r S ri s
A Fouri r s ri s
compos s p rio
ic functions or p rio
ic signals into th sum
of a (possibly infinit ) s t of simpl oscillating functions, nam ly sin s an
c
osin s (or compl x xpon ntials). Th stu
y of Fouri r s ri s is a branch of Fou
ri r analysis.
Diff r ntiation
Main articl : Diff r ntiation (math matics)
Formally, th
rivativ of th

function f at a is th limit

f'(a)=\lim_{h\to 0}\frac{f(a+h)f(a)}{h}
If th
rivativ
xists v rywh r , th function is
iff r ntiabl . On can tak
high r
rivativ s as w ll, by it rating this proc ss.
On can classify functions by th ir
iff r ntiability class. Th class C0 consis
ts of all continuous functions. Th class C1 consists of all
iff r ntiabl func
tions whos
rivativ is continuous; such functions ar call
continuously
if
f r ntiabl . Thus, a C1 function is xactly a function whos
rivativ xists a
n
is of class C0. In g n ral, th class s Ck can b
fin
r cursiv ly by
cl
aring C0 to b th s t of all continuous functions an

claring Ck for any posi
tiv int g r k to b th s t of all
iff r ntiabl functions whos
rivativ is
in Ck1. In particular, Ck is contain
in Ck1 for v ry k, an
th r ar xampl s
to show that this containm nt is strict. C is th int rs ction of th s ts Ck as
k vari s ov r th nonn gativ int g rs. C is strictly contained in C.
Integration
Riemann integration
Main article: Riemann integral
The Riemann integral is defined in terms of Riemann sums of functions ith respe
ct to tagged partitions of an interval. Let [a,b] be a closed interval of the re
al line; then a tagged partition of [a,b] is a finite sequence
a = x_0 \le t_1 \le x_1 \le t_2 \le x_2 \le \cdots \le x_{n-1} \le t_n \le x
_n = b . \,\!
This partitions the interval [a,b] into n sub-intervals [xi1, xi] in
x
by i,
ach of which is "tagg
" with a
istinguish
point ti [xi1, xi]. A Ri mann sum o
f a function f with r sp ct to such a tagg
partition is
fin
as
\sum_{i=1}^{n} f(t_i) \D lta_i ;
thus ach t rm of th sum is th ar a of a r ctangl with h ight qual to th fu
nction valu at th
istinguish
point of th giv n subint rval, an
wi
th th
sam as th subint rval wi
th. L t i = xixi1 b th wi
th of subint rval i; th n
th m sh of such a tagg
partition is th wi
th of th larg st subint rval fo
rm
by th partition, maxi=1n i. Th Ri mann int gral of a function f ov r th in
t rval [a,b] is qual to S if:
For all > 0 th r xists > 0 such that, for any tagg
partition [a,b] with
m sh l ss than , w hav
\l ft| S  \sum_{i=1}^{n} f(t_i)\D lta_i \right| < \var psilon.

Wh n th chos n tags giv th maximum (r sp ctiv ly, minimum) valu of ach int
rval, th Ri mann sum b com s an upp r (r sp ctiv ly, low r) Darboux sum, sugg s
ting th clos conn ction b tw n th Ri mann int gral an
th Darboux int gral.
L b sgu int gration
Main articl : L b sgu int gral
L b sgu int gration is a math matical construction that xt n
s th int gral to
a larg r class of functions; it also xt n
s th
omains on which th s functio
ns can b
fin
.
Distributions
Main articl : Distribution (math matics)
Distributions (or g n raliz
functions) ar obj cts that g n raliz functions.
Distributions mak it possibl to
iff r ntiat functions whos
rivativ s
o n
ot xist in th classical s ns . In particular, any locally int grabl function
has a
istributional
rivativ .
R lation to compl x analysis
R al analysis is an ar a of analysis that stu
i s conc pts such as s qu nc s an

th ir limits, continuity,
iff r ntiation, int gration an
s qu nc s of functio
ns. By
finition, r al analysis focus s on th r al numb rs, oft n inclu
ing po
sitiv an
n gativ infinity to form th xt n

r al lin . R al analysis is cl
os ly r lat
to compl x analysis, which stu
i s broa
ly th sam prop rti s of
compl x numb rs. In compl x analysis, it is natural to
fin
iff r ntiation vi
a holomorphic functions, which hav a numb r of us ful prop rti s, such as r p a
t

iff r ntiability, xpr ssability as pow r s ri s, an
satisfying th Cauchy
int gral formula.
In r al analysis, it is usually mor natural to consi
r
iff r ntiabl , smooth,
or harmonic functions, which ar mor wi
ly applicabl , but may lack som mor
pow rful prop rti s of holomorphic functions. How v r, r sults such as th fun

am ntal th or m of alg bra ar simpl r wh n xpr ss
in t rms of compl x numb r
s.
T chniqu s from th th ory of analytic functions of a compl x variabl ar oft n
us
in r al analysis such as valuation of r al int grals by r si
u calculus.
Important r sults
Important r sults inclu
th BolzanoW i rstrass an
H in Bor l th or ms, th int
rm
iat valu th or m an
m an valu th or m, th fun
am ntal th or m of calcul
us, an
th monoton conv rg nc th or m.
Various i
as from r al analysis can b g n raliz
from r al spac to g n ral m
tric spac s, as w ll as to m asur spac s, Banach spac s, an
Hilb rt spac s.
S also
List of r al analysis topics
Tim scal calculus a unification of r al analysis with calculus of finit

iff r nc s
R al multivariabl function
R al coor
inat spac
Compl x analysis
R f r nc s
Gaughan, E
war
. "1.1 S qu nc s an
Conv rg nc ". Intro
uction to Analysis. AMS
(2009). ISBN 0821847872.
St wart, Jam s (2008). Calculus: Early Transc n
ntals (6th
.). Brooks/Col . I
SBN 0495011665.
Roy
n 1988, S ct. 5.4, pag 108; Ni ls n 1997, D finition 15.6 on pag 251; Ath

r ya & Lahiri 2006, D finitions 4.4.1, 4.4.2 on pag s 128,129. Th int rval I is
assum
to b boun

an
clos
in th form r two books but not th latt r boo
k.
Ni ls n 1997, Th or m 20.8 on pag 354; also Roy
n 1988, S ct. 5.4, pag 110 an

Athr ya & Lahiri 2006, Th or ms 4.4.1, 4.4.2 on pag s 129,130.
Athr ya & Lahiri 2006, b for Th or m 4.4.1 on pag 129.
Bibliography
Aliprantis, Charalambos D.; Burkinshaw, Ow n (1998). Principl s of r al anal
ysis (3r

.). Aca
mic. ISBN 0120502577.
Brow
r, An
r w (1996). Math matical Analysis: An Intro
uction. Un
rgra
uat
T xts in Math matics. N w York: Spring rV rlag. ISBN 0387946144.
Bartl , Rob rt G.; Sh rb rt, Donal
R. (2000). Intro
uction to R al Analysis
(3r

.). N w York: John Wil y an
Sons. ISBN 0471321486.
Abbott, St ph n (2001). Un
rstan
ing Analysis. Un
rgra
utat T xts in Math
matics. N w York: Spring rV rlag. ISBN 0387950605.
Ru
in, Walt r. Principl s of Math matical Analysis. Walt r Ru
in Stu
nt S r
i s in A
vanc
Math matics (3r

.). McGrawHill. ISBN 9780070542358.
Dang llo, Frank; S yfri
, Micha l (1999). Intro
uctory R al Analysis. Brook
s Col . ISBN 9780395959336.
Br ssou
, Davi
(2007). A Ra
ical Approach to R al Analysis. MAA. ISBN 0883
857472.
Kolmogorov, A. N.; Fomin, S. V. (1975). Intro
uctory R al Analysis. Translat

by Richar
A. Silv rman. Dov r Publications. ISBN 0486612260. R tri v
2 Apr
il 2013.
Ext rnal links
How W Got From Th r to H r : A Story of R al Analysis by Rob rt Rog rs an

Eug n Boman
A First Cours in Analysis by Donal
Yau
Analysis W bNot s by John Lin
say Orr
Int ractiv R al Analysis by B rt G. Wachsmuth
A First Analysis Cours by John O'Connor
Math matical Analysis I by Elias Zakon
Math matical Analysis II by Elias Zakon
Tr nch, William F. (2003). Intro
uction to R al Analysis. Pr ntic Hall. ISB
N 9780130457868.
Earli st Known Us s of Som of th Wor
s of Math matics: Calculus & Analysis
Basic Analysis: Intro
uction to R al Analysis by Jiri L bl
Topics in R al an
Functional Analysis by G ral
T schl, Univ rsity of Vi nn
a.
Cat gori s:
R al analysis
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