Tyler Clark

Spring 2012
MATH 532 - Real Analysis
1 Acknowledgments
I would like to thank my professor, Dr. Ferhan Atici for teaching this course. The notes to
follow are based upon the course she taught.
Texts
Bartle, R. G., & Sherbert, D. R. Introduction to Real Analysis, 4th ed. John Wiley
& Sons Inc: New York, NY. 2011.
Bartle, R. G. The Elements of Integration and Lebesgue Measure. John Wiley &
Sons, Inc: New York, NY. 1966.
Typed notes prepared in 2012 by Tyler Clark
1
2 Course Notes
2.1 Metric Spaces
Denition 1. The metric space M is a complete metric space if every Cauchy sequence is
convergent in M.
Example 1. R is a complete metric space
Example 2. C[0, 1] is a complete metric space with d(f, g) = sup | f(t) g(t) |, t [0, 1].
Theorem 1. Any closed subset A of a complete metric space M is complete.
Proof. Let A M be closed and < x
n
> be any Cauchy sequence in A. Since M is a
complete metric space, < x
n
> is convergent in M, so x
n
x M. Since A is closed,
x A. Thus, A is complete.
Denition 2. Let < M, > be a metric space. If T : M M, we say that T is a
contraction on M if there exists (0, 1) such that (tx, ty) (x, y), x, y M.
Theorem 2 (Contraction Mapping Theorem). Let < M, > be a complete metric space.
If T is a contraction on M, then there exists one and only one x M such that Tx = x.
Proof. Note that
(T
2
x, T
2
y) = (T(T(x)), T(T(y)))
(Tx, Ty)

2
(x, y).
One can show that (T
n
x, T
n
y)
n
(x, y) for every n.
Let x
0
M and dene < x
n
> in M as follows.
x
1
= Tx
0
, x
2
= T
2
x
0
= Tx
1
, . . . , x
n
= T
n
x
0
= T
n1
x
1
, . . .
Claim 1. < x
n
> is a Cauchy sequence in M.
2
Proof. Let > 0 be given. Let us consider (x
n
, x
m
). For n < m there esists p such that
(x
n
, x
m
) = (x
n
, x
n+p
)
(x
n
, x
n+1
) + (x
n+1
, x
n+2
) + . . . + (x
n+p1
, x
n+p
)
= (T
n
x
0
, T
n
x
1
) + (T
n+1
x
0
, T
n+1
x
1
) + . . . + (T
n+p1
x
0
, T
n+p1
x
1
)

n
(x
0
, x
1
) +
n+1
(x
0
, x
1
) + . . . +
n+p1
(x
0
, x
1
)
= (x
0
, x
1
)
n
[1 + +
2
+ . . . +
p1
]
(x
0
, x
1
)
n
[1 + +
2
+ . . . +
p1
+
p
+ . . .]
= (x
0
, x
1
)
n
_
1
1
_
= (x
0
, x
1
)
_

n
1
_
< (since lim
n

n
= 0)
Thus, < x
n
> is Cauchy.
M is complete implies < x
n
> x M. Since T is a continuous function, we have that
T lim
n
x
n
= Tx = lim
n
Tx
n
= T
x
. (1)
Furthermore, consider < Tx
n
> such that < Tx
n
> is a subsequence of < x
n
>. Since
x
n
x
1
, we have
lim
n
Tx
n
= x. (2)
Equations 1 and 2 imply that Tx = x showing existence of solution.
To show uniqueness, assume there are two xed points, y, z M such that y = z. Thus,
Ty = y and Tz = z. Thus we have that
0 = (y, z) = (Ty, Tz) (y, z) = 0.
This implies that 1 which is a contradiction.
Example 3. Consider T(x) = x
2
for 0 < x
1
3
. Prove that T is a contraction on (0,
1
3
],
but T has no xed point.
Let (x, y) =| x y | and (Tx, Ty) = (x
2
, y
2
) =| x
2
y
2
|. We need to show that
(Tx, Ty) | x y |. That is,
|x
2
y
2
|
|xy|
.
3
Consider T(x) = x
2
on(0,
1
3
] with x, y (0,
1
3
] on [x, y]. Then we have that T is continuous
on [x, y] and dierentiable on (x, y). By the Mean Value Theorem, there exists c (x, y)
such that
T

(c) =

T(y) T(x)
y x

= |T

(c)| = 2c
2
3
.
Thus, we have that (0, 1) and T(x) = x
2
is a contraction for 0 < x
1
3
.
For T to have a xed point, we need x
2
= x. This implies that
x
2
x = 0 = x(x 1) = 0 = x = 0, 1 (0,
1
3
]. Thus, T does not have a xed point.
Theorem 3. Let f(t, y) be continuous and satisfy a Lipschitz condition with Lipschitz
constant K on = {(t, y) : |t t
0
| a, |y y
0
| b}. Let M be a number such that
|f(t, y)| M for (t, y) . Choose 0 < < min{
1
k
,
b
M
, a}. Then there exists a unique
solution of,
_
_
_
y

= f(t, y), |t t
0
|
y(t
0
) = y
0
Exercise 1. Dene
T()(t) := y
0
+
_
t
t
0
f(s, (s) ds.
Show that T is a contraction.
Denition 3. A subset K of a metric space M is said to be compact if every open cover of
K contains a nite subcover.
Recall exercise 1.
T((t)) = y
0
+
_
t
t
0
f(x, (s)) ds
T : C[0, 1] C[0, 1]
T : [0, 1] R
t T(t) = y
0
+
_
t
t
0
f(s, (s)) ds
T() = (T((t)), T((t)) ((t), (t))
= |T((t)) T((t))| |(t) (t)|
4
Note 1. The sup-norm is dened as d(f, g) = f g = sup |f(t) g(t)|, t [0, 1].
Note 2. T is an operator
Recall open covers.
Theorem 4. A closed subset of a compact set in a metric space M is compact.
Proof. Let F K such that K is compact and F is closed and {G

} be an open cover for

the set F. Therefore, F
_

. Furthermore, K = F F
c

F
c
where F is
closed and F
c
is open. Since K is compact, it has a nite open subcover. Then
F K (
n
_
i=1
G

i
F
c
) F = F
n
_
i=1
(G

i
F)
n
_
i=1
G

i
.
Theorem 5. R is not a compact metric space.
Proof. Let G
n
= (n, n), n N, R
_
nN
G
n
.
Let x R. There exists n N such that n 1 > (x). Therefore, n < x < n, x G
n
. Now
we assume that
_
nN
G
n
has a nite subcover so that R
N
_
i=1
G
n
i
. Choose x R such that
x > max{n
1
, n
2
, . . . , n
N
}. This implies that x
N
_
i=1
G
n
i
. Thus we get a contradiction.
Theorem 6. If K is compact, then K is bounded.
Theorem 7. If K is compact, then K is closed.
Theorem 8 (Heine-Borel Theorem). A subset K of R is compact i K is closed and
bounded.
Example 4. [a, b] is compact in R.
Corollary 1. If F is closed and K is compact, then F K is compact (intersection of
closed sets is closed).
Theorem 9. Let < M, > be a compact metric space. If f is a continuous function from
M into a metric space M

, then f is uniformly continuous on M.

5
Theorem 10. Let f : [a, b] R be continuous. Then f is uniformly continuous.
Theorem 11. Let f be a continuous function from the compact metric space M to M
1
.
Then the range f(M) is also compact in M
1
.
Theorem 12 (****). Let f : [a, b] R be continuous. Then f achieves its maximum and
minimum values.
2.2 Sequences of Functions
Let < x
n
> be a sequence of real numbers We have x
n
x for lim
n
x
n
= x R.
Example 5. lim
n
_
1
2
_
n
= 0
Let < f
n
> be a sequence of functions dened such that
f
1
:R R
x f
1
(x)
f
2
:R R
x f
2
(x)
.
.
.
Note 3. If we let f
n
be a constant for all n, we can get such that f
1
(n) =
1
2
, f
2
(n) =
1
2
2
,
f
3
(n) =
1
2
3
, . . . which generates example refex2. Thus, a sequence of numbers is just the
special case of a sequence of functions.
Example 6. f
1
(x) = x, f
2
(x) = x
2
, f
3
(x) = x
3
, . . . = < x
n
>.
For < f
n
> f, we can have this converging pointwise or uniform.
Denition 4. Pointwise Convergence: Let < f
n
> be a sequence of functions. f
n
f
pointwise on E R: f
1
: E R, f
2
: E R, . . .. Let x E and > 0 be given. Then
there exists an n N such that |f
n
(x) f(x)| < whenever n N.
6
Example 7. Let < f
n
(x) = (1 |x|)
n
> on (0, 1). For x (0, 1), then
(1 |x|)
n
= (1 x)
n
, lim
n
(1 x)
n
= 0 since (1 x)
n
< 1.
Claim 2. (1 |x|)
n
0 pointwise on (0, 1) \ {0}.
Note 4. |(1 |x|)
n
0| = |(1 |x|)
n
| (1 |x|)
N
= for n N.
ln(1 |x|)
N
= ln() = N =
ln()
ln(1 |x|)
Proof. Let > 0 and x (0, 1) be given. Choose N >
ln()
ln(1 |x|)
. Then we have
|(1 |x|)
n
0| = |(1 |x|)
n
| < (1 |x|)
N
= whenever n N.
Theorem 13. Assume all s
n
= 0 and lim
n
x
n+1
x
n
= L exists.
If L < 1, lim
n
S
n
= 0.
If L > 1, lim
n
S
n
= +.
Example 8. Let < f
n
(x) = nx
n
> for x (0, 1). Since lim
n
(n + 1)x
n+1
nx
n
= x < 1, we
have lim
n
nx
n
= 0.
Claim 3. < nx
n
> 0 pointwise on (0, 1).
Let > 0 and x (0, 1) be given. Then there exists r R such that x < r < 1. Since
_
(n+1)x
n+1
nx
n
_
x, choose

= r x. Then there exists N N such that

_
(n+1)x
n+1
nx
n
_
x

<

.
Let k = N + 1. Then for all n > k we have n 1 > N, so that
(n+1)x
n+1
nx
n
< x +

= r.
It follows that for all n > k, 0 < nx
n
< n 1)x
n1
r < (n 2)x
n2
r
2
< . . . < kx
k
r
nk
.
Let M =
kx
k
r
k
. Then we obtain 0 < nx
n
< Mr
n
for all n > k. Since r
n
0, we can say
that there exists N

N such that |nx

n
0| < Mr
n
< M

M
= for n N

.
7
Example 9. Let f
n
(x) =
1
n
sin(nx), x R. By the squeeze theorem, we know that
lim
n
1
n
sin(nx) = 0.
Claim 4.
1
n
sin(nx) 0 pointwise on R.
Note 5. We have

1
n
sin(nx) 0| =
1
n

sin(nx)| <
1
n

1
N
< whenever n N.
Let x R and > 0 be given. Choose N > 1.
Denition 5. Uniform Convergence: Let < f
n
> be a sequence of functions. We say
f
n
f uniformly on E R if given > 0, there exists N N such that |f
n
(x) f(x)| <
whenever n N and x E.
Example 10. Recall Example 7. Does < f
n
(x) > 0 uniformly?
Let =
1
2
and n > N = (1 x)
n
<
1
2
. Consider
(1 x)
N
=
1
2
= 1 x =
_
1
2
_ 1
N+1
= x = 1
_
1
2
_ 1
N+1
Thus, we should choose x = 1
_
1
2
_ 1
N+1
. Then we have that
(1 x)
N+1
= [1 (1 2

1
N+1
)]
N+1
=
1
2
<
1
2
.
Thus, < f
n
(x) > does not converge uniformly to 0.
Example 11. Recall Example 8. Does < f
n
(x) > 0 uniformly?
Let = 1 and n > N = (N + 1)x
N+1
< 1. Consider
(N + 1)x
N+1
= 1
= x
N+1
=
1
N + 1
= x =
_
1
N + 1
_ 1
N+1
8
Thus, we should choose x =
_
1
N+1
_ 1
N+1
. Then we have that
(N + 1)x
N+1
= (N + 1)
_
1
N + 1
_N+1
N+1
= 1 < 1.
Thus, < f
n
(x) > does not converge uniformly to 0.
Theorem 14 (Cauchy Criterion for Uniform Convergence). The sequence of functions
< f
n
> dened on E converges uniformly on E if and only if for > 0, there exists N N
such that |f
n
(x) f
m
(x)| < whenever n, m N and x E.
Theorem 15 (**). Suppose lim
n
f
n
(x) = f(x) for x E. Let M
n
= sup
xE
|f
n
(x) f(x)|.
Then f
n
f uniformly if and only if M
n
0 as n .
Example 12. Let f
n
(x) =
x
1 + nx
2
for x R. Prove that < f
n
> is uniformly convergent.
We have that lim
n
f
n
(x) = 0. Then
sup
xR
|f
n
(x) f(x)| = sup
xR

x
1 + nx
2
0

= sup
xR

x
1 + nx
2

.
Consider g(x) =
x
1+nx
2
, then g

(x) =
(1+nx
2
)xn2x
(1+nx
2
)
2
= 0. This implies that x =
1

n
. We have
that f(
1

n
) =
1
2

n
amd f(
1

n
) =
1
2

n
.
Thus we have that M
n
= sup
xR
|
x
1+nx
2
| =
1
2

n
. We have that M
n
0 implies that
< f
n
> 0 uniformly.
Example 13. Let f
n
(x) = n
2
x
n
(1 x) for x [0, 1].We have that lim
n
f
n
(x) = 0. Thus,
f
n
(x) 0 pointwise. Let
M
n
= sup
x[0,1]
|n
2
x
n
(1 x) 0| = sup
x[0,1]
|n
2
x
n
(1 x)| = max
x[0,1]
n
2
x
n
(1 x).
Note 6. Since [0, 1] is compact, we can look at the max instead of the sup.
We then have g(x) = n
2
x
n
(1 x) = g

(x) = n
3
x
n1
(1 x) n
2
x
n
. Thus we have
x = 0, (n nx) = x = 0,
n
1 + n
. Thus,
max
x[0,1]
n
2
x
n
(1 x) = n
2
_
n
1 + n
_
n
_
1
n
n + 1
_
= M
n
.
Now, lim
n
M
n
= lim
n
n
2
n + 1
_
n
n + 1
_
n
= =< f
n
> is not uniformly convergent.
9
Theorem 16. Supponse < f
n
> is a sequence of functions dened on E and that
|f
n
(x)| M
n
for x E and n = 1, 2, . . .. If

M
n
converges, then

f
n
converges
unifromly on E.
Proof. Suppose

M
n
converges, then < S
m
=
m

n=1
M
n
> converges. Then < S
m
> is a
Cauchy sequence.
Let > 0 be given. There exists a natural number N N such that |S
n
S
m
| <
whenever n > m N. Consider

k=1
f
k

m

k=1
f
k

k=m
f
k

k=m
|f
k
|
n

k=m
M
k
< ,
whenever n > m N. Thus, Theorem 14 implies that

f
n
converges uniformly.
Theorem 17 (****). If < f
n
> is a sequence of continuous functions on E and if f
n
f
uniformly on E, then f is continuous on E.
Example 14. Let f(x) = x
n
for x [0, 1]. Then,
lim
n
x
n
=
_
_
_
0, x [0, 1)
1, x = 1
= f(x) =
_
_
_
0, x [0, 1)
1, x = 1.
Thus, f is not continuous on E and f
n
f is not uniform on E.
Theorem 18. Suppose K is compact and
1. < f
n
> is a sequence of continuous functions on K,
2. < f
n
> converges to a continuous function f on K pointwise, and
3. f
n
(x) f
n+1
(x) for all x K and n = 1, 2, . . ..
Then < f
n
> f uniformly on K.
Note 7. R[a, b] denotes the set of Riemann Integrable functions on [a, b].
Theorem 19. Supponse f
n
R[a, b] for n = 1, 2, . . . and f
n
f uniformly on [a, b]. Then
f R[a, b] and
lim
n
_
b
a
f
n
(x) dx =
_
b
a
lim
n
f
n
(x) dx =
_
b
a
f(x) dx.
10
Proof. Let
n
= sup
x[a,b]
|f
n
(x) f(x)|. Then |f(n(x) f(x)| sup
x[a,b]
|f
n
(x) f(x)| =
n
.
Then f
n
(x)
n
f(x) f
n
(x) +
n
for x [a, b]. Consider,
_
b
a
(f
n

n
) dx
_
b
a
(f
n

n
) dx
_
b
a
(f
n

n
) dx
_
b
a
(f
n
+
n
) dx.
Thus,
_
b
a
f(x) dx
_
b
a
f(x) dx 2
_
b
a

n
dx = 2
n
(b a).
Thus, f
n
f uniformly on [a, b] if and only if
n
0. Then
_
b
a
f(x) dx
_
b
a
f(x) dx < = f R[a, b]. Consider

_
b
a
f
n
(x) dx
_
b
a
f(x) dx

_
b
a
|f
n
(x) f(x)| dx
n
_
b
a
dx =
n
(b a). This implies
that

_
b
a
f
n
(x) dx
_
b
a
f(x) dx

whenever n N.
Since
n
0, there exists N N such that
n
<

ba
whenever n N. Thus we have that
lim
n
_
b
a
f
n
(x) dx =
_
b
a
f(x) dx.
Note 8 (Riemann-Stieltjes Integral).
_
b
a
f(x) d[(x)] for (x) a monotone increasing
function. (x) = x gives the Riemann Integral.
11