UNIT 1: REAL ANALYSIS

Ordered sets – Fields – Real field – The extended real number system – The complex
field- Euclidean space - Finite, Countable and uncountable sets - Limits of functions
- Continuous functions – Continuity and compactness – Continuity and
connectedness – Discontinuities - Monotonic functions - Equi-continuous families of
functions, Stone – Weierstrass theorem – Cauchy sequences – Some special
sequences – Series - Series of nonnegative terms – The number e – The root and ratio
tests – Power series – Summation by parts – Absolute convergence - Addition and
multiplication of series - Rearrangements, The Derivative of a Real Function – Mean
Value Theorem - The Continuity of Derivatives - L'Hospital's Rule – Derivatives of
Higher Order - Taylor's Theorem – Differentiation of Vector valued functions – Some
Special Functions - Power Series – The Exponential and Logarithmic functions – The
Trigonometric functions - The algebraic completeness of the complex field – Fourier
series – The Gamma function - The Riemann – Stieltjes Integral – Definition and
Existence of the Integral – Properties of the Integral - Integration and Differentiation
– Integration of Vector – valued functions – Rectifiable curves.

INTRODUCTION
TO REAL ANALYSIS
William F. Trench
Andrew G. Cowles Distinguished Professor Emeritus
Department of Mathematics
Trinity University
San Antonio, Texas, USA

Contents
Chapter 1 The Real Numbers 1
1.1 The Real Number System 1
1.2 Mathematical Induction 10
1.3 The Real Line 19

Chapter 2 Differential Calculus of Functions of One Variable 30

2.1 Functions and Limits 30
2.2 Continuity 53
2.3 Differentiable Functions of One Variable 73
2.4 L’Hospital’s Rule 88
2.5 Taylor’s Theorem 98
Chapter 3 Integral Calculus of Functions of One Variable 113
3.1 Definition of the Integral 113
3.2 Existence of the Integral 128
3.3 Properties of the Integral 135
3.4 Improper Integrals 151
3.5 A More Advanced Look at the Existence
of the Proper Riemann Integral 171

Chapter 4 Infinite Sequences and Series 178

4.1 Sequences of Real Numbers 179
4.2 Earlier Topics Revisited With Sequences 195
4.3 Infinite Series of Constants 200
iv
Contents v
4.4 Sequences and Series of Functions 234
4.5 Power Series 257

Chapter 5 Real-Valued Functions of Several Variables 281

5.1 Structure of Rn 281
5.2 Continuous Real-Valued Function of n Variables 302
5.3 Partial Derivatives and the Differential 316
5.4 The Chain Rule and Taylor’s Theorem 339
Chapter 6 Vector-Valued Functions of Several Variables 361
6.1 Linear Transformations and Matrices 361
6.2 Continuity and Differentiability of Transformations 378
6.3 The Inverse Function Theorem 394
6.4. The Implicit Function Theorem 417

Chapter 7 Integrals of Functions of Several Variables 435

7.1 Definition and Existence of the Multiple Integral 435
7.2 Iterated Integrals and Multiple Integrals 462
7.3 Change of Variables in Multiple Integrals 484

Chapter 8 Metric Spaces 518

8.1 Introduction to Metric Spaces 518
8.2 Compact Sets in a Metric Space 535
8.3 Continuous Functions on Metric Spaces 543
Answers to Selected Exercises 549
Index 563

CONTENTS
Contents of Advanced Real Analysis xi
Dependence Among Chapters xii
Preface to the Second Edition xiii
Preface to the First Edition xv
List of Figures xviii
Acknowledgments xix
Guide for the Reader xxi
Standard Notation xxv
I. THEORY OF CALCULUS IN ONE REAL VARIABLE 1
1. Review of Real Numbers, Sequences, Continuity 2
2. Interchange of Limits 13
3. Uniform Convergence 15
4. Riemann Integral 26
5. Complex-Valued Functions 41
6. Taylor’s Theorem with Integral Remainder 43
7. Power Series and Special Functions 45
8. Summability 54
9. Weierstrass Approximation Theorem 59
10. Fourier Series 62
11. Problems 78
II. METRIC SPACES 83
1. Definition and Examples 84
2. Open Sets and Closed Sets 92
3. Continuous Functions 96
4. Sequences and Convergence 98
5. Subspaces and Products 103
6. Properties of Metric Spaces 106
7. Compactness and Completeness 109
8. Connectedness 116
9. Baire Category Theorem 118
10. Properties of C(S) for Compact Metric S 122
11. Completion 128
12. Problems 131
vii
viii Contents
III. THEORY OF CALCULUS IN SEVERAL REAL VARIABLES 136
1. Operator Norm 136
2. Nonlinear Functions and Differentiation 140
3. Vector-Valued Partial Derivatives and Riemann Integrals 147
4. Exponential of a Matrix 149
5. Partitions of Unity 152
6. Inverse and Implicit Function Theorems 153
7. Definition and Properties of Riemann Integral 162
8. Riemann Integrable Functions 167
9. Fubini’s Theorem for the Riemann Integral 171
10. Change of Variables for the Riemann Integral 173
11. Arc Length and Integrals with Respect to Arc Length 181
12. Line Integrals and Conservative Vector Fields 194
13. Green’s Theorem in the Plane 203
14. Problems 212
IV. THEORY OF ORDINARY DIFFERENTIAL EQUATIONS
AND SYSTEMS 218
1. Qualitative Features and Examples 218
2. Existence and Uniqueness 222
3. Dependence on Initial Conditions and Parameters 229
4. Integral Curves 234
5. Linear Equations and Systems, Wronskian 236
6. Homogeneous Equations with Constant Coefficients 243
7. Homogeneous Systems with Constant Coefficients 246
8. Series Solutions in the Second-Order Linear Case 253
9. Problems 261
V. LEBESGUE MEASURE AND ABSTRACT
MEASURE THEORY 267
1. Measures and Examples 267
2. Measurable Functions 274
3. Lebesgue Integral 277
4. Properties of the Integral 281
5. Proof of the Extension Theorem 289
6. Completion of a Measure Space 298
7. Fubini’s Theorem for the Lebesgue Integral 301
8. Integration of Complex-Valued and Vector-Valued Functions 310
9. L1, L2, L∞, and Normed Linear Spaces 315
10. Arc Length and Lebesgue Integration 325
11. Problems 327
Contents ix
VI. MEASURE THEORY FOR EUCLIDEAN SPACE 334
1. Lebesgue Measure and Other Borel Measures 335
2. Convolution 344
3. Borel Measures on Open Sets 352
4. Comparison of Riemann and Lebesgue Integrals 356
5. Change of Variables for the Lebesgue Integral 358
6. Hardy–Littlewood Maximal Theorem 365
7. Fourier Series and the Riesz–Fischer Theorem 372
8. Stieltjes Measures on the Line 377
9. Fourier Series and the Dirichlet–Jordan Theorem 384
10. Distribution Functions 388
11. Problems 390
VII. DIFFERENTIATION OF LEBESGUE INTEGRALS
ON THE LINE 395
1. Differentiation of Monotone Functions 395
2. Absolute Continuity, Singular Measures, and
Lebesgue Decomposition 402
3. Problems 408
VIII. FOURIER TRANSFORM IN EUCLIDEAN SPACE 411
1. Elementary Properties 411
2. Fourier Transform on L1, Inversion Formula 415
3. Fourier Transform on L2, Plancherel Formula 419
4. Schwartz Space 422
5. Poisson Summation Formula 427
6. Poisson Integral Formula 430
7. Hilbert Transform 435
8. Problems 442
IX. L p SPACES 448
1. Inequalities and Completeness 448
2. Convolution Involving L p 456
3. Jordan and Hahn Decompositions 458
4. Radon–Nikodym Theorem 459
5. Continuous Linear Functionals on L p 463
6. Riesz–Thorin Convexity Theorem 466
7. Marcinkiewicz Interpolation Theorem 476
8. Problems 484
x Contents
X. TOPOLOGICAL SPACES 490
1. Open Sets and Constructions of Topologies 490
2. Properties of Topological Spaces 496
3. Compactness and Local Compactness 500
4. Product Spaces and the Tychonoff Product Theorem 507
5. Sequences and Nets 512
6. Quotient Spaces 520
7. Urysohn’s Lemma 523
8. Metrization in the Separable Case 525
9. Ascoli–Arzel`a and Stone–Weierstrass Theorems 526
10. Problems 529
XI. INTEGRATION ON LOCALLY COMPACT SPACES 534
1. Setting 534
2. Riesz Representation Theorem 539
3. Regular Borel Measures 553
4. Dual to Space of Finite Signed Measures 558
5. Problems 566
XII. HILBERT AND BANACH SPACES 570
1. Definitions and Examples 570
2. Geometry of Hilbert Space 576
3. Bounded Linear Operators on Hilbert Spaces 585
4. Hahn–Banach Theorem 587
5. Uniform Boundedness Theorem 593
6. Interior Mapping Principle 595
7. Problems 599
APPENDIX A. BACKGROUND TOPICS 603
A1. Sets and Functions 603
A2. Mean Value Theorem and Some Consequences 610
A3. Inverse Function Theorem in One Variable 611
A4. Complex Numbers 613
A5. Classical Schwarz Inequality 614
A6. Equivalence Relations 614
A7. Linear Transformations, Matrices, and Determinants 615
A8. Factorization and Roots of Polynomials 618
A9. Partial Orderings and Zorn’s Lemma 623
A10. Cardinality 627
Contents xi
APPENDIX B. ELEMENTARY COMPLEX ANALYSIS 631
B1. Complex Derivative and Analytic Functions 632
B2. Complex Line Integrals 636
B3. Goursat’s Lemma and the Cauchy Integral Theorem 641
B4. Cauchy Integral Formula 648
B5. Taylor’s Theorem 654
B6. Local Properties of Analytic Functions 656
B7. Logarithms and Winding Numbers 660
B8. Operations on Taylor Series 665
B9. Argument Principle 669
B10. Residue Theorem 673
B11. Evaluation of Definite Integrals 675
B12. Global Theorems in Simply Connected Regions 681
B13. Global Theorems in General Regions 694
B14. Laurent Series 696
B15. Holomorphic Functions of Several Variables 701
B16. Problems 704
Hints for Solutions of Problems 715
Selected References 793
Index of Notation 795
Index 799
CONTENTS OF ADVANCED REAL ANALYSIS
I. Introduction to Boundary-Value Problems
II. Compact Self-Adjoint Operators
III. Topics in Euclidean Fourier Analysis
IV. Topics in Functional Analysis
V. Distributions
VI. Compact and Locally Compact Groups
VII. Aspects of Partial Differential Equations
VIII. Analysis on Manifolds
IX. Foundations of Probability
X. Introduction to Wavelets
DEPENDENCE AMONG CHAPTERS
Below is a chart of the main lines of dependence of chapters on prior chapters.
The dashed lines indicate helpful motivation but no logical dependence. Apart
from that, particular examples may make use of information from earlier chapters
that is not indicated by the chart. Appendix B is used in problems at the ends of
Chapters IV, VI, and VIII, and it is used also in Section IX.6.
I, II, III in order
V IV
VI
VIII VII X
IX
IX.6 XI
XII
xii