FUNCTIONAL ANALYSIS

CHRISTIAN REMLING

1. Metric and topological spaces

A metric space is a set on which we can measure distances. More
precisely, we proceed as follows: let X 6= ∅ be a set, and let d : X ×X →
[0, ∞) be a map.
Definition 1.1. (X, d) is called a metric space if d has the following
properties, for arbitrary x, y, z ∈ X:
(1) d(x, y) = 0 ⇐⇒ x = y
(2) d(x, y) = d(y, x)
(3) d(x, y) ≤ d(x, z) + d(z, y)
Property 3 is called the triangle inequality. It says that a detour via
z will not give a shortcut when going from x to y.
The notion of a metric space is very flexible and general, and there
are many different examples. We now compile a preliminary list of
metric spaces.
Example 1.1. If X 6= ∅ is an arbitrary set, then
(
0 x=y
d(x, y) =
1 x 6= y
defines a metric on X.
Exercise 1.1. Check this.
This example does not look particularly interesting, but it does sat-
isfy the requirements from Definition 1.1.
Example 1.2. X = C with the metric d(x, y) = |x−y| is a metric space.
X can also be an arbitrary non-empty subset of C, for example X = R.
In fact, this works in complete generality: If (X, d) is a metric space
and Y ⊆ X, then Y with the same metric is a metric space also.
Example 1.3. Let X = Cn or X = Rn . For each p ≥ 1,
n
!1/p
X
dp (x, y) = |xj − yj |p
j=1
1
2 CHRISTIAN REMLING

defines a metric on X. Properties 1, 2 are clear from the definition, but

if p > 1, then the verification of the triangle inequality is not completely
straightforward here. We leave the matter at that for the time being,
but will return to this example later.
An additional metric on X is given by
d∞ (x, y) = max |xj − yj |
j=1,...,n

Exercise 1.2. (a) Show that (X, d∞ ) is a metric space.

(b) Show that limp→∞ dp (x, y) = d∞ (x, y) for fixed x, y ∈ X.
Example 1.4. Similar metrics can be introduced on function spaces.
For example, we can take
X = C[a, b] = {f : [a, b] → C : f continuous }
and define, for 1 ≤ p < ∞,
Z b 1/p
p
dp (f, g) = |f (x) − g(x)| dx
a

and
d∞ (f, g) = max |f (x) − g(x)|.
a≤x≤b

Again, the proof of the triangle inequality requires some care if 1 <
p < ∞. We will discuss this later.
Exercise 1.3. Prove that (X, d∞ ) is a metric space.
Actually, we will see later that it is often advantageous to use the
spaces
Z b
p
Xp = L (a, b) = {f : [a, b] → C : f measurable, |f (x)|p dx < ∞}
a

instead of X if we want to work with these metrics. We will discuss

these issues in much greater detail in Section 2.
On a metric space, we can define convergence in a natural way. We
just interpret “d(x, y) small” as “x close to y”, and this naturally leads
to the following definition.
Definition 1.2. Let (X, d) be a metric space, and xn , x ∈ X. We say
that xn converges to x (in symbols: xn → x or lim xn = x, as usual) if
d(xn , x) → 0.
Similarly, we call xn a Cauchy sequence if for every  > 0, there
exists an N = N () ∈ N such that d(xm , xn ) <  for all m, n ≥ N .
 FUNCTIONAL ANALYSIS 3

We can make some quick remarks on this. First of all, if a sequence

xn is convergent, then the limit is unique because if xn → x and xn → y,
then, by the triangle inequality,
d(x, y) ≤ d(x, xn ) + d(xn , y) → 0,
so d(x, y) = 0 and thus x = y. Furthermore, a convergent sequence is
a Cauchy sequence: If xn → x and  > 0 is given, then we can find an
N ∈ N such that d(xn , x) < /2 for n ≥ N . But then we also have
 
d(xm , xn ) ≤ d(xn , x) + d(x, xm ) < + =  (m, n ≥ N ),
2 2
so xn is a Cauchy sequence, as claimed.
The converse is wrong in general metric spaces. Consider for example
X = Q with the metric d(x, y) = |x − y| from Example 1.2. Pick a
sequence xn ∈ Q that √ converges in R (that is, in the traditional sense)
to an irrational limit ( 2, say). Then xn is a Cauchy sequence in (X, d)
because it is convergent in the bigger space (R, d), so, as just observed,
xn must be a Cauchy sequence in (R, d). But then xn is also a Cauchy
sequence in (Q, d) because this is actually the exact same condition
(only the distances d(xm , xn ) matter, we don’t need to know how big
the total space is). However, xn can not converge in (Q, d) because
then it would have to converge to the same limit in the bigger space
(R, d), but by construction, in this space, it converges to a limit that
was not in Q.
Please make sure you understand exactly how this example works.
There’s nothing mysterious about this divergent Cauchy sequence. The
sequence really wants to converge, but, unfortunately, the putative
limit fails to lie in the space.
Spaces where Cauchy sequences do always converge are so important
that they deserve a special name.
Definition 1.3. Let X be a metric space. X is called complete if every
Cauchy sequence converges.
The mechanism from the previous example is in fact the only possible
reason why spaces can fail to be complete. Moreover, it is always
possible to complete a given metric space by including the would-be
limits of Cauchy sequences. If this is done as economically as possible,
then the resulting larger space is unique, up to the appropriate notion
of isomorphism. It is called the completion of X.
We will have no need to apply this construction, so I don’t want
to discuss the (somewhat technical) details here. In most cases, the
completion is what you think it should be; for example, the completion
of (Q, d) is (R, d).
4 CHRISTIAN REMLING

Exercise 1.4. Show that (C[−1, 1], d1 ) is not complete.

Suggestion: Consider the sequence

−1 −1 ≤ x < −1/n

fn (x) = nx −1/n ≤ x ≤ 1/n .

1 1/n < x ≤ 1
A more general concept is that of a topological space. By definition,
a topological space X is a non-empty set together with a collection
T of distinguished subsets of X (called open sets) with the following
properties:
(1) ∅, X ∈ T S
(2) If Uα ∈ T , then also Uα ∈ T .
(3) If U1 , . . . , UN ∈ T , then U1 ∩ . . . ∩ UN ∈ T .
This structure allows us to introduce some notion of closeness also, but
things are fuzzier than on a metric space. We can zoom in on points,
but there is no notion of one point being closer to a given point than
another point.
We call V ⊆ X a neighborhood of x ∈ X if x ∈ V and V ∈ T .
(Warning: This is sometimes called an open neighborhood, and it is
also possible to define a more general notion of not necessarily open
neighborhoods. We will always work with open neighborhoods here.)
We can then say that xn converges to x if for every neighborhood V of
x, there exists an N ∈ N such that xn ∈ V for all n ≥ N . However,
on general topological spaces, sequences are not particularly useful;
for example, if T = {∅, X}, then (obviously, by just unwrapping the
definitions) every sequence converges to every limit.
Here are some additional basic notions for topological spaces. Please
make sure you’re thoroughly familiar with these (the good news is that
we won’t need much beyond these definitions).
Definition 1.4. Let X be a topological space.
(a) A ⊆ X is called closed if Ac is open.
(b) For an arbitrary subset B ⊆ X, the closure of B ⊆ X is defined as
\
B= A;
A⊇B;A closed

this is the smallest closed set that contains B (in particular, there
always is such a set).
(c) The interior of B ⊆ X is the biggest open subset of B (such a set
exists). Equivalently, the complement of the interior is the closure of
the complement.
(d) K ⊆ X is called compact if every open cover of K contains a finite
 FUNCTIONAL ANALYSIS 5

subcover.
(e) B ⊆ T is called a neighborhood base of X if for every neighborhood
V of some x ∈ X, there exists a B ∈ B with x ∈ B ⊆ V .
(f) Let Y ⊆ X be an arbitrary, non-empty subset of X. Then Y
becomes a topogical space with the induced (or relative) topology
TY = {U ∩ Y : U ∈ T }.
(g) Let f : X → Y be a map between topological spaces. Then f
is called continuous at x ∈ X if for every neighborhood W of f (x)
there exists a neighborhood V of x such that f (V ) ⊆ W . f is called
continuous if it is continuous at every point.
(h) A topological space X is called a Hausdorff space if for every pair
of points x, y ∈ X, x 6= y, there exist disjoint neighborhoods Vx , Vy of
x and y, respectively.
Continuity on the whole space could have been (and usually is) de-
fined differently:
Proposition 1.5. f is continuous (at every point x ∈ X) if and only
if f −1 (V ) is open (in X) whenever V is open (in Y ).
Exercise 1.5. Do some reading in your favorite (point set) topology
book to brush up your topology. (Folland, Real Analysis, Ch. 4 is also
a good place to do this.)
Exercise 1.6. Prove Proposition 1.5.
Metric spaces can be equipped with a natural topology. More pre-
cisely, this topology is natural because it gives the same notion of con-
vergence of sequences. To do this, we introduce balls
Br (x) = {y ∈ X : d(y, x) < r},
and use these as a neighborhood base for the topology we’re after. So,
by definition, U ∈ T if for every x ∈ U , there exists an  > 0 so
that B (x) ⊆ U . Notice also that on R or C with the absolute value
metric (see Example 1.2), this gives just the usual topology; in fact,
the general definition mimics this procedure.
Theorem 1.6. Let X be a metric space, and let T be as above. Then
T is a topology on X, and (X, T ) is a Hausdorff space. Moreover,
Br (x) is open and
d T
xn →
− x ⇐⇒ xn −
→ x.

S that T is a topology on X. Clearly, ∅, X ∈ T .

Proof. Let’s first check
If Uα ∈ T and x ∈ Uα , then x ∈ Uα0 for some index α0 , and since
6 CHRISTIAN REMLING

Uα0 is open, S there exists a ball Br (x) ⊆ Uα0 , but then Br (x) is also
contained in Uα . T
Similarly, if U1 , . . . , UN are open sets and x ∈ Uj , then x ∈ UTj for
all j, so we can find N balls Brj (x) ⊆ Uj . It follows that Br (x) ⊆ Uj ,
with r := min rj .
Next, we prove that Br (x) ∈ T for arbitrary r > 0, x ∈ X. Let
y ∈ Br (x). We want to find a ball about y that is contained in the
original ball. Since y ∈ Br (x), we have  := r − d(x, y) > 0, and I now
claim that B (y) ⊆ Br (x). Indeed, if z ∈ B (y), then, by the triangle
inequality,
d(z, x) ≤ d(z, y) + d(y, x) <  + d(y, x) = r,
so z ∈ Br (x), as desired.
The Hausdorff property also follows from this, because if x 6= y, then
r := d(x, y) > 0, and Br/2 (x), Br/2 (y) are disjoint neighborhoods of x
and y, respectively.
Exercise 1.7. It seems intuitively obvious that Br/2 (x), Br/2 (y) are
disjoint. Please prove it formally.
d
Finally, we discuss convergent sequences. If xn → − x and V is a
neighborhood of x, then, by the way T was defined, there exists  > 0
such that B (x) ⊆ V . We can then find an N ∈ N such that d(xn , x) < 
for n ≥ N , or, equivalently, xn ∈ B (x) for n ≥ N . So xn ∈ V for large
T
enough n. This verifies that xn − → x.
Conversely, if this is assumed and  > 0 is given, then we can just
take V = B (x) as our neighborhood of x, and we then know that
xn ∈ V or, equivalently, d(xn , x) <  for all large n. This says that
d
xn →
− x. 
In metrizable topological spaces (that is, topological spaces where the
topology comes from a metric, in this way) we can always work with
sequences. This is a big advantage over general topological spaces.
Theorem 1.7. Let (X, d) be a metric space, and introduce a topology
T on X as above. Then:
(a) A ⊆ X is closed ⇐⇒ If xn ∈ A, x ∈ X, xn → x, then x ∈ A.
(b) Let B ⊆ X. Then
B = {x ∈ X : There exists a sequence xn ∈ B, xn → x}.
(c) K ⊆ X is compact precisely if every sequence xn ∈ K has a subse-
quence that is convergent in K.
 FUNCTIONAL ANALYSIS 7

These statements are false in general topological spaces (where the

topology does not come from a metric).
Proof. We will only prove part (a) here. If A is closed and x ∈
/ A, then,
c
since A is open, there exists a ball Br (x) that does not intersect A.
This shows that if xn ∈ A, xn → x, then we also must have x ∈ A.
Conversely, if the condition on sequences from A holds and x ∈ / A,
then there must be an r > 0 such that Br (x) ∩ A = ∅ (if not, pick an
xn from B1/n (x) ∩ A for each n; this gives a sequence xn ∈ A, xn → x,
/ A, contradicting our assumption). This verifies that Ac is open
but x ∈
and thus A is closed.
Exercise 1.8. Prove Theorem 1.7 (b), (c).

Similarly, sequences can be used to characterize continuity of maps
between metric spaces. Again, this doesn’t work on general topological
spaces.
Theorem 1.8. Let (X, d), (Y, e) be metric spaces, let f : X → Y be a
function, and let x ∈ X. Then the following are equivalent:
(a) f is continuous at x (with respect to the topologies induced by d,
e).
(b) For every  > 0, there exists a δ > 0 such that e(f (x), f (t)) <  for
all t ∈ X with d(x, t) < δ.
(c) If xn → x in X, then f (xn ) → f (x) in Y .
Proof. If (a) holds and  > 0 is given, then, since B (f (x)) is a neigh-
borhood of f (x), there exists a neighborhood U of x such that f (U ) ⊆
B (f (x)). From the way the topology on a metric space is defined, we
see that U must contain a ball Bδ (x), and (b) follows.
If (b) is assumed and  > 0 is given, pick δ > 0 according to (b)
and then N ∈ N such that d(xn , x) < δ for n ≥ N . But then we also
have e(f (x), f (xn )) <  for all n ≥ N , that is, we have verified that
f (xn ) → f (x).
Finally, if (c) holds, we argue by contradiction to obtain (a). So
assume that, contrary to our claim, we can find a neighborhood V of
f (x) such that for every neighborhood U of x, there exists t ∈ U with
f (t) ∈/ V . In particular, we can then pick an xn ∈ B1/n (x) for each
n, such that f (xn ) ∈ / V . Since V is a neighborhood of f (x), there
exists  > 0 such that B (f (x)) ⊆ V . Summarizing, we have found a
sequence xn → x, but e(f (xn ), f (x)) ≥ ; in particular, f (xn ) 6→ f (x).
This contradicts (c), and so we have to admit that (a) holds. 
The following fact is often useful:
8 CHRISTIAN REMLING

Proposition 1.9. Let (X, d) be a metric space and Y ⊆ X. As above,

write T for the topology generated by d on X.
Then (Y, d) is a metric space, too (this is obvious and was also al-
ready observed above). Moreover, the topology generated by d on Y is
the relative topology of Y as a subspace of (X, T ).
Exercise 1.9. Prove this (this is done by essentially chasing definitions,
but it is a little awkward to write down).
We conclude this section by proving our first fundamental functional
analytic theorem. We need one more topological definition: We call a
set M ⊆ X nowhere dense if M has empty interior. If X is a metric
space, we can also say that M ⊆ X is nowhere dense if M contains no
(non-empty) open ball.
Theorem 1.10 (Baire). Let X beSa complete metric space. If the sets
An ⊆ X are nowhere dense, then n∈N An 6= X.
Completeness is crucial here:
Exercise 1.10. Show that there are (necessarily: non-complete) metric
spaces that are countable unions of nowhere dense sets.
Suggestion: X = Q
Proof. The following proof is similar in spirit to Cantor’s famous diag-
onal trick, which proves that
S [0, 1] is uncountable. We will construct
an element that is not in An by avoiding these sets step by step.
First of all, we may assume that the An ’s are closed (if not, replace
An with An ; note that these sets are still nowhere dense).
Then, since A1 is nowhere dense, we can find an x1 ∈ Ac1 . In fact,
Ac1 is also open, so we can even find an open ball Br1 (x1 ) ⊆ Ac1 , and
here we may assume that r1 ≤ 2−1 (decrease r1 if necessary).
In the next step, we pick an x2 ∈ Br1 /2 (x1 ) \ A2 . There must be such
a point because A2 is nowhere dense and thus cannot contain the ball
Br1 /2 (x1 ). Moreover, we can again find r2 > 0 such that
Br2 (x2 ) ∩ A2 = ∅, Br2 (x2 ) ⊆ Br1 /2 (x1 ), r2 ≤ 2−2 .
We continue in this way and construct a sequence xn ∈ X and radii
rn > 0 with the following properties:
Brn (xn ) ∩ An = ∅, Brn (xn ) ⊆ Brn−1 /2 (xn−1 ), rn ≤ 2−n
These properties guarantee that xn is a Cauchy sequence: indeed, if
m ≥ n, then xm lies in Brn /2 (xn ), so
rn
(1.1) d(xm , xn ) ≤ .
2
 FUNCTIONAL ANALYSIS 9

Since X is complete, x := lim xn exists. Moreover,

d(xn , x) ≤ d(xn , xm ) + d(xm , x)
for arbitrary m ∈ N. For m ≥ n, (1.1) shows that d(xn , xm ) ≤ rn /2, so
if we let m → ∞, it follows that
rn
(1.2) d(xn , x) ≤ .
2
By construction, Brn (xn ) ∩ An = ∅, so (1.2) says that x ∈
/ An for all
n. 

Baire’s Theorem can be (and often is) formulated differently. We

need one more topological definition: We call a set M ⊆ X dense if
M = X. For example, Q is dense in R. Similarly, Qc is also dense in
R. However, note that (of course) Q ∩ Qc = ∅.
Theorem 1.11 (Baire). Let X be T a complete metric space. If Un
(n ∈ N) are dense open sets, then n∈N Un is dense.
Exercise 1.11. Derive this from Theorem 1.10.
Suggestion: If U is dense and open, then A = U c is nowhere dense
(prove this!). Now apply Theorem 1.10. This will not quite give the
full claim, but you can also apply Theorem 1.10 on suitable subspaces
of the original space.
An immediate consequence of this, in turn, is the following slightly
stronger looking version. By definition, a Gδ set is a countable inter-
section of open sets.
Exercise 1.12. Give an example that shows that a Gδ set need not be
open (but, conversely, open sets are of course Gδ sets).
Theorem 1.12 (Baire). Let X be a complete metric space. Then a
countable intersection of dense Gδ sets is a dense Gδ set.
Exercise 1.13. Derive this from the previous theorem.
Given this result, it makes sense to interpret dense Gδ sets as big sets,
in a topological sense, and their complements as small sets. Theorem
1.12 then says that even a countable union of small sets will still be
small. Call a property of elements of a complete metric space generic
if it holds at least on a dense Gδ set.
Theorem 1.12 has a number of humoristic applications, which say
that certain unexpected properties are in fact generic. Here are two
such examples:
10 CHRISTIAN REMLING

Example 1.5. Let X = C[a, b] with metric d(f, g) = max |f (x) − g(x)|
(compare Example 1.4). This is a complete metric space (we’ll prove
this later). It can now be shown, using Theorem 1.12, that the generic
continuous function is nowhere differentiable.
Example 1.6. The generic coin flip refutes the law of large numbers.
More precisely, we P proceed as follows. Let X = {(xn )n≥1 : xn =
0 or 1} and d(x, y) = ∞ n=1 2
−n
|xn − yn |. This is a metric and X with
this metric is complete, but we don’t want to prove this here. In fact,
this metric is a natural choice here; it generates the product topology
on X.
From probability theory, we know that if the xn are independent
random variables and the coin is fair, then, with probability 1, we have
that Sn /n → 1/2, where Sn = x1 + . . . + xn is the number of heads
(say) in the first n coin tosses.
The generic behavior is quite different: For a generic sequence x ∈ X,
Sn Sn
lim inf = 0, lim sup = 1.
n→∞ n n→∞ n
Since these examples are for entertainment only, we will not prove
these claims here.
Baire’s Theorem is fundamental in functional analysis, and it will
have important consequences. We will discuss these in Chapter 3.
Exercise 1.14. Consider the space X = C[0, 1] with the metric d(f, g) =
max0≤x≤1 |f (x) − g(x)| (compare Example 1.4). Define fn ∈ X by
(
2n x 0 ≤ x ≤ 2−n
fn (x) = .
1 2−n < x ≤ 1
Work out d(fn , 0) and d(fm , fn ), and deduce from the results of this
calculation that S = {f ∈ X : d(f, 0) = 1} is not compact.
Exercise 1.15. Let X, Y be topological spaces, and let f : X → Y be
a continuous map. True or false (please give a proof or a counterexam-
ple):
(a) U ⊆ X open =⇒ f (U ) open
(b) A ⊆ Y closed =⇒ f −1 (A) closed
(c) K ⊆ X compact =⇒ f (K) compact
(d) L ⊆ Y compact =⇒ f −1 (L) compact
Exercise 1.16. Let X be a metric space, and define, for x ∈ X and
r > 0,
B r (x) = {y ∈ X : d(y, x) ≤ r}.
 FUNCTIONAL ANALYSIS 11

(a) Show that B r (x) is always closed.

(b) Show that Br (x) ⊆ B r (x). (By definition, the first set is the closure
of Br (x).)
(c) Show that it can happen that Br (x) 6= B r (x).