Marco Rainaldi

Analysis Outline
Spring 2004
Real Analysis

Definitions (Real Numbers):

Bounded E is bounded if there exists a real number M and a q X such that
d ( p, q ) M p E .
Supremum/Infinum
Sup The supremum of a set E S , is an element S such that
i.
is an upper bound of E
ii. If < , then is not an upper bound of E
Inf The infimum of a set E S , is an element S such that
i.
is an lower bound of E
ii. If > , then is not an lower bound of E
Well ordered A set is well ordered, if it is ordered and for every
Archimedian Principle If x, y
nx > y

, and x > 0 , then there is a positive integer n such that

Countable/Uncountable A set S is countable if there is a 1-1 correspondence between S and

or any subset of . If no such correspondence exists, then S is uncountable.

Definitions (Sequences):

Convergence A sequence { pn } X is said to converge if there is a point p X such that for all

> 0 N s.t. n N d ( pn , p ) < .

Limit as defined above, p is the limit of the sequence { pn }
Subsequence given a sequence { pn } , consider a sequence {nk } of positive integers such that

n1 < n2 < n3 <

{ }

. The sequence pnk is called a subsequence of { pn } .

Bounded a sequence is bounded if the range of the sequence is bounded

Divergence If a sequence does not converge, it is said to diverge.
Increasing/decreasing - a sequence is monotonically increasing/decreasing if sn sn +1 / sn sn +1
Cauchy Sequence a sequence { pn } is a Cauchy Sequence if
> 0 N s.t. d ( pn , pm ) < m, n N

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Analysis Outline
Spring 2004

Sequentially compact A set E is sequentially compact if for all sequences { pn } E , if

{ pn } converges, it converges to a point in E.

Lim sup Let E be the set of all subsequential limits of { pn } . Then lim sup { pn } = sup E
Lim inf - Let E be the set of all subsequential limits of { pn } . Then lim inf { pn } = inf E
Definitions (Continuity):

Convergence of a function Limits A function f is continuous at a point p if lim f ( x ) = f ( p )

x p

Continuity at a point A function f is continuous at a point p if

> 0, > 0 s.t. d ( p, x ) < d ( f ( p ) , f ( x ) ) <
0 if x
Dirichlet function - f ( x ) =
1 if

Fucntion composition Compositions of continuous functions are continuous.

Bounded function A function f on a set E is said to be bounded if there is a real number M such
that f ( x ) M x E
Uniform continuity A function f is uniformly continuous if
> 0, p, q, > 0 s.t. d ( p, q ) < d ( f ( p ) , f ( q ) ) <
Definitions (Differentiability):

Differentiable at a point Let f be a real valued function defined on [ a, b ] . For any

x [ a, b ] form the quotient

(t ) =
and define

f (t ) f ( x )
, ( a < t < b, t x )
tx
f ' ( x ) = lim ( t )
tx

If this limit exists, we say that f is differentiable at x, and the derivative is defined to be f ' ( x )

Marco Rainaldi

Analysis Outline
Spring 2004

Continuous differentiability A function is continuously differentiable if its derivative is

continuous.
Increasing/decreasing/monotone functions Let f be a real valued function on ( a, b )
The function f is said to be monotonically increasing on ( a, b ) if a < x < y < b implies
f ( x) f ( y) .

The function f is said to be monotonically decreasing on ( a, b ) if a < x < y < b implies

f ( x) f ( y) .

Definitions (Integrability):

Partition of an interval Given an interval [ a, b ] a partition P of [ a, b ] we mean a finite set of

points { x0 ,..., xn } [ a, b ] where a = x0

xn = b . The mesh of the partition is the largest

xi where xi = xi xi 1 , i = 1,..., n .
Define

M i = sup f ( x )
mi = inf

( xi 1 x xi )
f ( x ) ( xi 1 x xi )
n

U ( P, f ) = M i xi
i =1
n

L ( P, f ) = mi xi
i =1

and
b

fdx = U ( P, f )
a

fdx = L ( P, f )
a

Upper/lower Reimann sums

b

Upper Reimann Sum is

fdx = U ( P, f ) , taken over all partitions P of [ a, b]

a
b

Lower Reimann Sum is

fdx = L ( P, f ) , taken over all partitions P of [ a, b]

a

Reimann integrable A function is Reimann Integrable if the Upper Reimann Sum and Lower
Reimann Sum are equal.
Convergence of Reimann sums

Marco Rainaldi

Analysis Outline
Spring 2004

Definitions (Series):

Infinite Series Given a sequence {an }n =1 , the infinite series is

a
n =1

Partial sum The nth partial sum of {an }n =1 is defined to be sn = ai

i =1

Convergence/divergence of partial sums If {sn }n =1 converges, then we say the series converges

and write s = ai . If {sn }n =1 diverges, then we say the sum diverges.

i =1

Abosulte convergence A series is said to be absolutely convergent if the series

a
i =1

converges.

Conditional Convergence A series is said to be conditionally convergent if it is convergent but

not absolutely convergent.
Theory: Real Numbers

1. Density of Rational numbers , if x, y

that x < p < y

, and x < y , then there exists a p

such

Proof: Since x < y , we have y x > 0 . By the Archimedean property of real numbers,
there is a positive integer n such that
n ( y x) > 1
(1.1)
ny nx > 1
Similarly we can get integers m1 > nx and m2 > nx
Then
m2 < nx < m1
Then there is an integer m

( m2 m m1 ) such that
m 1 < nx < m

(1.2)

nx < m < 1 + nx < ny

(1.3)

Combining 1.1 and 1.2 we get

Since n > 0 we have that x <

m
< y.
n

2. Density of irrationals

Marco Rainaldi

Analysis Outline
Spring 2004

Proof: Let the interval ( a, b ) be given. Assume that

2 is irrational. Given c

there is

such that n 2 > c (by Archimedean property). Therefore > 0 ,there is a n

1
such that 0 <
< .
n 2
By the density of rational numbers there is a rational number d ( a, b ) . Consider
a n

= b d . Let m be such that

< . The number d +

m 2
irrational and satisfies our condition.

m 2

( d , b ) ( a, b ) is

3.

f : X Y is 1-1 if g : Y X s.t. f ( g ( y ) ) = y y Y , and g ( f ( x ) ) = x x X

4.

1
0 as n .
n
Proof. Given > 0 Consider

. By the Archimedean property there is a n

such that

1
.

n
n
5. ( 1) has no limit. It has lim sup = 1, and lim inf = 1
n>

. It follows that >

Theory: Sequences

1. A sequence can have at most one limit.

Proof: Suppose that a sequence {ai }i =1 converges to two limits, A1 and A2 . Let

d
. Then by definition of convergence, there is a
2
s.t. n > N an A1 < . This implies that an An > n > N . This contradicts

A1 A2 = d . Let , =
N

the statement that {ai }i =1 converges to A2 . Hence there can only be at most one limit.

{ }

2. If a sequence { xn } a , then every subsequence xnk a

{ }

Proof: Let { xn } a . Consider a subsequence xnk

is a N

k =1

of { xn }n =1 . Since { xn } a , there

s.t. n > N xn a < .

Since {nk }k =1 {n}n =1 , it follows that there is a k such that nk > N , and therefore this

{ }

implies that xnk

k =1

a.

3. Every convergent sequence is bounded

Marco Rainaldi

Analysis Outline
Spring 2004

Proof: Suppose { xn } a . Then by definition of convergence there is a

s.t. n > N xn a < 1 . It follows that { xn }n =1 = { xn }n =1 { xn }n = N +1 . The set

{ xn }n=1 is a bounded set since its finite. The elements of

N

xi { xn }n = N +1 , xi < a + 1 . Hence

the union of two bounded sets is bounded, and therefore the sequence is bounded.
4. Squeeze Theorem: Let {an }n =1 , { xn }n =1 , and {bn }n =1 be sequences of real numbers such

that {an }n =1 y, {bn }n =1 y , and an xn bn n

, then { xn }n =1 y .

Proof: By hypothesis, there exist M , N such that

an y <
bn y <
Let L = max {M , N } . Then for n > L
if xn y xn y = xn y < bn y <
if xn < y xn y = y xn < y an <
Therefore it follows that xn y < for n > L , which shows that { xn }n =1 y .

5. If E has a finite sup/inf then there is a sequence in E converging to the inf/sup

6. Limits of sums,scalar multiples, products, and quotients of sequences. Suppose that
{sn } and {tn } are sequences and lim sn = s and lim tn = t
a. lim ( sn + tn ) = s + t

b. lim csn = cs, lim ( c + sn ) = c + s c

n

c. lim sn tn = st
n

1 1
= provided sn 0 n
n s
s
n

d. lim

and s 0

7. Comparison Theorem
8. Monotone Convergence Theorem Suppose {sn } is monotonic. Then {sn } converges iff
it is bounded.
9. Nested Interval Property Let { I n }n =1 be a sequence of intervals with the following
properties:

a. I n is closed for all n

b. for each n , I n +1 I n

Marco Rainaldi

Analysis Outline
Spring 2004

c. lim diam I n = 0
n

Then there is a unique real number x such that x I n

n =1

10. Bolzano-Weistrass Theorem Every bounded infinite subset of

k
.
11. { xn } converges iff { xn } is Cauchy ( in

has a limit point in

a. Every convergent sequence is Cauchy by definition

b. Suppose { xn } is Cauchy. Then

{ } and {x } of {x } such that

12. There exist subsequences xnk

nj

{x } lim sup { x } and { x } lim inf {x }

nk

13. xn x

nj

{} iff lim sup { xn } = lim inf { xn }

Theory (Limits and Continuity):

1. Sequential characterizations of limits A function is continuous at a number a if

lim f ( x ) = f ( a )
x a

2. Limits of sums, scalar multiples, products, quotients If f and g are continuous at a and c
is a constant, then the following are also continuous at a:
a. f + g
b. f g
c. cf
d. fg
f
e.
if g ( a ) 0
g
3. Squeeze theorem for functions completely analogous to that of sequences.
4. f : ( E ) is continuous on E iff xn x E implies f ( xn ) f ( x )
Proof: This follows from the definition of continuity at a point and continuity on a set.
5. Heine-Borel Theorem If E k has one of the following properties, it has the other
two:
a. E is closed and bounded
b. E is compact
c. Every infinite subset of E has a limit point in E.

Marco Rainaldi

Analysis Outline
Spring 2004

6. Extreme Value Theorem - If f is a continuous function on a closed interval [ a, b ] , then f

attains an absolute maximum value f ( c ) , and an absolute minimum value f ( d ) at some
numbers c, d [ a, b ] .
7. Intermediate Value Theorem Suppose that f is a continuous function on the closed
interval [ a, b ] , and let N be any number strictly between f ( a ) and f ( b ) . Then there is a
number c ( a, b ) such that f ( c ) = N .
8.

f :(E

is uniformly continuous on E and { xn } E is Cauchy, then { f ( xn )} is

Cauchy
Proof: Suppose f : ( E

) is uniformly continuous on E and { xn } E is Cauchy.

Let > 0 be given. Since { xn } E is Cauchy, for all
> 0 N s.t. m, n > N d ( xm , xn ) < . Since f is uniformly continuous on E,
> 0, > 0 s.t. d ( x, y ) < d ( f ( x ) , f ( y ) ) < . Choose the N in the definition of a

Cauchy sequence to be the N given by the in the definition of uniform continuity. Then
m, n > N d ( xm , xn ) < d ( f ( xm ) , f ( xn ) ) < . The desired result.
9. If I is a closed and bounded interval, and f : I
continuous on I.

is continuous on I, then f is uniformly

Proof: Let I be a closed and bounded interval, and f : I be continuous on I. Then I

is compact. Suppose f is not uniformly continuous on I. Then there exists an > 0 where
there are sequences { pn } , {qn } in I such that d ( pn , qn ) 0 but d ( f ( pn ) , f ( qn ) ) >

Theorem: If E is an infinite set of a compact set K, then E has a limit point in K.

This would force

Theory (Differentiability):

1. If f is differentiable at a, then f is continuous at a.

Proof: For x a , we have

Marco Rainaldi

Analysis Outline
Spring 2004
f ( x) f (a) =

f ( x) f (a)

( x a)
xa
f ( x) f (a)

lim f ( x ) f ( a ) = lim
( x a )
x a
xa
xa

f ( x) f (a)
= lim
lim ( x a )
x a
xa
xa
= f '(a) 0
=0

2. Derivatives of sums, scalar multiples, products, and quotients of differentiable functions

a. ( cf ) ' = cf '

( f + g ) ' = f '+ g '

( fg ') = f ' g + fg '

b.
c.

'

f gf ' fg '
d. =
g2
g
3. Chain Rule If the derivatives g ' and f ' ( g ( x ) ) both exist, and F = f g is the

composite function defined by F ( x ) = f ( g ( x ) ) , then F ' ( x ) exists and is given by the

product

F '( x ) = f '( g ( x )) g '( x )

4. Rolles Theorem Let f be a function that satisfies the following:

a. f is continuous on the closed interval [ a, b ]
b. f is differentiable on the open interval ( a, b )
c.

f ( a ) = f (b )

Then there is a c ( a, b ) such that f ' ( c ) = 0 .

Proof:
Case I:
Case II:

f is constant. Then you can take any c ( a, b )

f ( x ) > f ( a ) for some x ( a, b ) . By the Extreme Value Theorem

f has a maximum value at c in ( a, b ) . Then f has a local maximum at c. By Fermats

Theorem f ' ( c ) = 0
Case III:

f ( x ) < f ( a ) for some x ( a, b ) . By the Extreme Value Theorem,

f has a minimum value in [ a, b ] and, since f ( a ) = f ( b ) it attains a minimum value at

some c in ( a, b ) . By Fermats Theorem, f ' ( c ) = 0 .
5. Generalized Mean Value Theorem
6. Mean Value Theorem Let f be a function that satisfies the following:

Marco Rainaldi

Analysis Outline
Spring 2004

a. f is continuous on the closed interval [ a, b ]

b. f is differentiable on the open interval ( a, b )

f (b) f ( a )
ba
Proof: Consider the line that passes through the two points ( a, f ( a ) ) and ( b, f ( b ) ) . The

Then there is a number c ( a, b ) such that f ' ( c ) =

equation of this line is y f ( a ) =

f (b ) f ( a )
( x a) .
ba

7. LHopitals Rule Suppose f and g are differentiable and g ' ( x ) 0 on an open interval

I that contains a (except possibly at a). Suppose that

lim f ( x ) = 0 and lim g ( x ) = 0
x a

xa

or
lim f ( x ) = and lim g ( x ) =
x a

xa

Then
lim
x a

f ( x)
f '( x)
= lim
g ( x ) xa g ' ( x )

8. If f is continuous on [ a, b ] and differentiable on ( a, b ) and f ' > 0x ( a, b ) , then f is

strictly increasing on [ a, b ] .
9. If f is one-to-one and and continuous on [ a, b ] , then f is strictly monotone on [ a, b ] , and

f 1 is continuous and strictly monotone on [ a, b ] .

10. Inverse Function Theorem Suppose f is a differentiable mapping of an open set
E into , f ' ( a ) is invertible for some a E , and b = f ( a ) . Then
such that a U , b V , f is one-to-one on U

a. there exists open sets U and V in

and f (U ) = V

b. if g is the inverse of f [which exists by part a], defined in V by

g ( f ( x ) ) = x ( x U )
then g is also differentiable.
Theory (Integrability):

1. If f is continuous on [ a, b ] , then f is integrable on [ a, b ] .

2. The Dirichlet function is no Reimann integrable on [ 0,1] , but is Lebesgue inegrable.
3.

f : [ a, b ]

is integrable on [ a, b ] iff the upper Reimann sum equals the lower

Reimann sum
4. If f ( x ) = , is constant on [ a, b ] , then

f ( x ) dx = ( b a )
a

5. Linear Properties of Integrals

10

Marco Rainaldi

Analysis Outline
Spring 2004

6. If f is integrable on [ a, b ] , and c [ a, b ] , then

f ( x ) dx = f ( x ) dx + f ( x ) dx

7. Comparison theorem for integrals

8. If f\ is integrable on [ a, b ] , then f is integrable on [ a, b ] , and

f ( x ) dx f ( x ) dx

9. If f and g are integrable on [ a, b ] , then so is fg

10. If f is integrable on [ a, b ] , then F ( x ) = f ( t ) dt exists and is continuous on [ a, b ]
b

11. Fundamental Theorem of Calculus

12. Integration by parts
Theory (Infinite Series):

1.
2.
3.
4.
5.
6.
7.

Examples
Divergence Test
Telescopic Series
Harmonic Series
Geometric Series
The Cauchy Criterion
Linear properties of series

8.

a
k =1

converges iff its sequence of partial sums is bounded

9. Integral Test
10. P-series Test
11. Comparison Test, Limit Comparison Test
12. A series converges doesnt necessarily converge absolutely
13. Root Test, Alternating Series Test
14. Weistrass M-test
Complex Analysis:

1. zz = z

2. Circle: z z0 = R
3. Triangle Inequality: z1 z2 z1 + z2
4. Eulers Formula
5. e z = e x cos y + ie x sin y
6. DeMoivres Formula
7. Nth Roots of Unity
8. Cauchy-Reimann Equations
9. Laplaces Equation
10. sin z =
11. log z =
Theory (Complex Analysis):

11

Marco Rainaldi

1.
2.
3.
4.
5.
6.
7.

Analysis Outline
Spring 2004

Liouvilles Theorem
The sum, product, quotient, and composition of analytic functions is analytic.
Fundamental Theorem of Algebra
Gausss mean value Theorem
Cauchy-Goursat Theorem
Cauchys Integral Formula
If a function f is analytic at a point, then its derivatives of all orders are also analytic
functions at that point.

Definitions (Advanced Analysis):

1.
2.
3.
4.
5.

Measurable set
algebra of sets
outer measure
almost everywhere
simple function

Theory (Advanced Analysis):

1. If A is a countable set, then m* ( A ) = 0

2. Every Borel set is measurable

3. For a sequence of measurable sets { Ek }k =1 , m Ek m* ( Ek )

k =1 k =1
4. If f and g are measurable on the same domain, c a constant, then
f + c, cf , f + g , f g and fg are measurable.
5. The Cantor Set has measure zero.

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