Single Column SEBA

MATHEMATICS - Real Analysis
A.Sebastian Selvaraj
February 9, 2020
Seba Selva
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Contents
1 Analysis 1
Index 57
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Seba Selva CONTENTS
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1 Analysis
Contents
1.1 Set Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Sequence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4 Set Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
lva
1.5 Countable sets . . . . . . . . . . . . . . . . . . . . . . . . . . 4
Se
1.6 Relations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
ba
1.6.1 Partial Orderings . . . . . . . . . . . . . . . . . . . . . . . . 5
Se
1.7 The Real Number Axioms . . . . . . . . . . . . . . . . . . . 5
y
sb
1.8 Integers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
em
1.9 Integers, Rational Numbers as Subset of R . . . . . . . . . 8
r
eo
1.10 Extended Real Number System . . . . . . . . . . . . . . . . 9

Th
1.11 Sequence of Real Numbers . . . . . . . . . . . . . . . . . . . 10

nd
1.12 Limit Superior and Limit Inferior . . . . . . . . . . . . . . 10

sa
1.13 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
on
1.14 Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

iti
fin
1.15 Limits, Continuity and Uniform Continuity of Function . 17

De
1.16 Differentiability of Function . . . . . . . . . . . . . . . . . . 19

is
1.17 Sequence and Series of Function . . . . . . . . . . . . . . . 21

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1.18 Riemann (Stieltjes) Integrals . . . . . . . . . . . . . . . . . 22

An
1.19 Improper Riemann Integral . . . . . . . . . . . . . . . . . . 26
1.20 Types of Improper Integrals . . . . . . . . . . . . . . . . . . 27
1.21 Uniform Convergence . . . . . . . . . . . . . . . . . . . . . . 30
1.22 Discontinuities of Real Valued Function . . . . . . . . . . . 30
1.23 Monotonic Functions . . . . . . . . . . . . . . . . . . . . . . 32
1.24 Functions of Bounded Variation . . . . . . . . . . . . . . . . 33
1.25 Absolutely Continuous Function . . . . . . . . . . . . . . . 35
1.26 Elements of Metric Spaces . . . . . . . . . . . . . . . . . . . 35
1.27 Lebesgue Measure . . . . . . . . . . . . . . . . . . . . . . . . 41

1
Seba Selva CHAPTER 1. ANALYSIS
1.27.1 Measure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
1.27.2 Lebesgue Outer Measure . . . . . . . . . . . . . . . . . . . . 42
1.27.3 Lebesgue Measurable Sets and Lebesgue Measure . . . . . . 42
1.27.4 Lebesgue Measurable Functions . . . . . . . . . . . . . . . . 43
1.27.5 Littlewood’s Three Principles . . . . . . . . . . . . . . . . . 45
1.28 The Lebesgue Integration . . . . . . . . . . . . . . . . . . . 45
1.28.1 The Riemann Integral . . . . . . . . . . . . . . . . . . . . . 45
1.28.2 Step function . . . . . . . . . . . . . . . . . . . . . . . . . . 46
lva
1.28.3 The Lebesgue Integral of a Bounded Function . . . . . . . . 46
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1.28.4 The Integral of a Non-negative Function . . . . . . . . . . . 48
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1.28.5 The General Lebesgue Integral . . . . . . . . . . . . . . . . 49
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1.28.6 Convergence in Measure . . . . . . . . . . . . . . . . . . . . 50
y
sb
1.29 Real Valued Functions of Several Variables . . . . . . . . .
em 51
1.30 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . 52

r
1.31 Implicit Functions and Inverse Functions . . . . . . . . . . 54
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Th
1.32 Extrema for Real Valued Functions . . . . . . . . . . . . . 55

nd
sa
1.1 Set Theory

on
iti
Set: A collection of elements with some property X = {x : P (x) is property}.

fin
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Subset: A ⊂ X ⇒ ∀ x ∈ A, x ∈ X.
is
Complement:
ys
A ⊂ X Ac = {x : x ∈
/ A And x ∈ X}.
al
An
Union: A ∪ B = {x : x ∈ A or x ∈ B}.
Intersection:
A ∩ B = {x : x ∈ A And x ∈ B}.
Difference:
B ∼ A = {x : x ∈ B And x ∈
/ A}.
Symmetric Difference:
A∆B = (A ∼ B) ∪ (B ∼ A).
Disjoint Sets: A ∩ B = ∅.
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MATHEMATICS sebawinselva@gmail.com
De-Morgan’s law:
(A ∪ B)c = Ac ∩ B c .
(A ∩ B)c = Ac ∪ B c .
1.2 Functions
Function: A function f from X into set Y is a rule that assign to each x ∈ X, there
is y = f (x) ∈ Y .
Onto function: f : X → Y and f (X) = Y then f is onto..
lva
Se
Inverse function: f : X → Y , then f −1 (B) = {x ∈ X : f (x) ∈ B}, B ⊂ Y.
ba
One-to-one function: (Univalent, injective) f : X → Y , if f (x1 ) = f (x2 ) ⇔ x1 =
Se
x2 .
y
One-to-one correspondence: (Bijective)
sb
em
f : X → Y . If f is one-to-one and onto.
r
eo
Composition: f : X → Y, g : Y → Z, then h : X → Z : h(x) = g(f (x)) or g ◦ f .

Th
nd
Restriction: f : X → Y, A ⊂ X,
sa
g : A → Y, g(x) = f (x) for x ∈ A. Then g is the restriction of f to A.

on
iti
1.3 Sequence
fin
De
Finite sequence: A function whose domain is the first n natural number.

is
i.e., {i ∈ N : i ≤ n}.
ys
al
Infinite sequence: A function whose domain is set of natural number.

An
Countable set: Set is countable if it is the range of some sequence.
Finite countable set: Set is finite countable if it is a range of some finite sequence.
Monotone function: g : N → N if i > j ⇒ g(i) > g(j) or g(i) < g(j).
1.4 Set Algebra

Algebras of sets (Boolean Algebra):
A collection A of subsets of X is an algebra of sets if
3
(i) A, B ∈ A ⇒ A ∪ B ⇒ A.
(ii) A ∈ A ⇒ Ac ∈ A.
(iii) A, B ∈ A ⇒ A ∩ B ⇒ A.
σ− algebra (Borel sets): An algebra A is σ− algebra if every union of countable

collection of sets in A is again in A.
Some Important Theorems
1. Given any collection C of subsets of X, there is a smallest algebra A which contains

C.
lva
Se
2. If A is an algebra of subsets and {Ai } a sequence of sets in A. Then there is a
∞ ∞
ba
S S
sequence {Bi } os sets in A such that Bn ∩ Bm = ∅ for n 6= m and Bi = Ai .
i=1 i=1
Se
y
sb
1.5 Countable sets em
Finite set: A set is called finite if it is either empty or the range of finite sequence.
r
eo
Th
Countable set A set is countable if it is either empty or the range of a sequence.

nd

sa
on
1. Every subset of countable set is countable.

iti
2. If A is a countable set. Then the set of all finite sequences from A is also countable.
fin
3. The set of all rational numbers is countable.

De
4. The union of a countable collection of countable set is countable

is
ys
al
An
1.6 Relations
Relations: R is a relation of set X if
xRy ⇒ x ∈ X and y ∈ X.
Reflexive relation: If ∀ x ∈ X, xRx.
Symmetric relation:
If xRy and yRx, ∀ x, y ∈ X.
Transitive relation:
If xRy and yRz ⇒ xRz, ∀ x, y, z ∈ Z.
4
Equivalence relation: A relation that is reflexive, symmetric and transitive on set

X.
Anti symmetric relation: If xRy and yRx then y = x.
1.6.1 Partial Orderings

Partial ordering: ≺ is partial ordering on set X if it transitive and antisymmetric.
Linear ordering: A linear ordering on a set X if x, y ∈ X x ≺ y or y ≺ x.
lva
a proceeds b: a, b ∈ X and a ≺ b.
Se
Minimal element: a ∈ X is a minimal element of E ⊂ X there is no x 6= a ∈ E :
ba
x ≺ a.
Se
y
Hausdorff maximal principle: Let ≺ be a partially ordering set X. Then there
is a maximal linearly ordered subset S of X.
sb
em
r
eo
1.7 The Real Number Axioms

Th
nd
Let R be the set of real numbers

sa
(A) Field Axioms: For all real numbers

on
x, y, z ∈ R.
iti
fin
Axiom 1. x + y = y + x and xy = yx
De
(commutative law)
is
ys
Axiom 2. x + (y + z) = (x + y) + z and
al
x(yz) = (xy)z (associative law)

An
Axiom 3. x(y + z) = xy + xz
(distributive law)
Axiom 4. ∃ 0 ∈ R : x + 0 = x ∀ x ∈ R
Existence of additive identity ’0’
Axiom 5. ∃ 1 ∈ R : x.1 = x ∀ x ∈ R
Existence of multiplicative
identity ’1’
Axiom 6. ∀ x ∈ R, ∃ − x ∈ R such that x + (−x) = 0

(Existence of additive inverse)
5
Axiom 7. ∀ x ∈ R, ∃ x−1 ∈ R : xx−1 = 1

Existence of multiplicative
1
inverse x−1 =
x
(B) The order of axioms: For all real numbers x, y, z ∈ R
Axiom 1. Exactly one relation holds

x = y, x < y, y < x.
Axiom 2. If x < y, then for every z,
x + z < y + z.
lva
Axiom 3. If x > 0 and y > 0 then, xy > 0.
Se
Axiom 4. If x > y and y > z then x > z.
ba
Se
(C) Positive real numbers:
R+ = {x ∈ R : x > 0}.
y
sb
Negative real numbers:
em
R− = {x ∈ R : x < 0}.
r
eo
(D) Order relation:

Th
x ≤ y ⇒ either x < y or x = y.
nd
x ≥ y ⇒ either x > y or x = y.
sa
(E) Ordered field: A field that satisfies ordered axioms

on
iti
(F) Intervals:
fin
open interval : (a, b) = {x : a < x < b}.

De
Closed Interval : [a, b] = {x : a ≤ x ≤ b}.

is
Half closed intervals:

ys
al
(a, b] = {x : a < x ≤ b}
An
[a, b) = {x : a ≤ x < b}.
(G) Bounds: Let S ⊂ R then
Upper bound of S: b ∈ R is an upper bound of S if ∀ x ∈ S, x ≤ b.

Lower bound of S: b ∈ R is an lower bound of S if ∀ x ∈ S, x ≥ b.
Maximal element of S: b ∈ S is a maximal element if it is an upper bound
of S.
Minimal element of S: b ∈ S is a maximal element if it is an lower bound of
S.
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Least upper bound of S (sup S):

c ∈ R is a least upper bound of S, sup S = c if
(a) c is an upper bound of S,
(b) c ≤ b for each upper bound b of S.
Greatest lower bound of S (sup S): c ∈ R is a greatest lower bound of
S, inf S = c if
(a) c is a lower bound of S,
(b) c ≥ b for each lower bound b of S.
Completeness axioms:
lva
Se
(a) Every non-empty set S of real numbers which has an upper bound has least
upper bound.
ba
Se
(b) Every non-empty set S of real numbers which has an lower bound has great-
est lower bound.
y
sb
em
r
1. Let L and U be non-empty subset of R with R = L ∪ U and for each l ∈ L

eo
Th
and u ∈ U we have l < u then either L has a greatest (maximal) or U has a

least (minimal) element.
nd
2. Approximation property:
sa
on
(a) Let S be a non-empty set of real numbers with sup S = b, then

iti
∀ a < b, ∃ x ∈ S : a < x ≤ b.
fin
(b) Let S be a non-empty set of real numbers with inf S = a, then

De
∀ a < b, ∃ x ∈ S : a ≤ x < b.
is
3. Additive property: Given non-empty subsets A and B of R, let

ys
al
C = {x + y : x ∈ A And y ∈ B}.
An
(a) If A and B has supremum, then

sup C = sup A + sup B.
(b) If A and B has infimum , then
sup C = inf A + inf B.
4. Comparison property: For non-empty subsets S and T of R such that s ≤ t
for every s ≤ S and t ∈ T .
(a) If T has a supremum then S has supremum and sup S ≤ sup T .
(b) If S has a minimum then T . has infimum and inf S ≤ inf T .
5. inf x = − sup(−x).
7
1.8 Integers
Inductive set: A set S of real number is inductive set if it satisfies principle of
induction.i.e.,
(i) 1 ∈ S,
(ii) ∀ x ∈ S, x + 1 ∈ S.
Positive integer: A real number is a positive integer, if it belongs to every inductive

set,
lva
Z+ = {1, 2, 3, . . .}.
Se
Negative integer: A negative positive integer Z− = {−1, −2, −3, . . .}.
ba
Se
Integers: Positive integers, negative integers and zero Z = Z+ ∪ Z− ∪ {0}.
y
sb
Divisor and multiple: n and d are integers if n = cd for some c an integer, then d
em
is a divisor of n or n is a multiple of d denoted by d|n.
r
eo
Prime: If n is an integer, then n is prime number if n > 1 and positive divisor of n

Th
are 1 and itself

nd
Composite number: If n > 1 and n is not a prime then n is composite number.

sa
on
Some Important Theorems:

iti
1. Every integer n > 1 is either prime or a product of primes.

fin
De
2. Every pair of integers a and b has a common divisor d of the form d = ax + by,
where x, y are integers and every common divisor of a and b divides d.
is
ys
3. Euclid lemma: If a|bc and (a, b) = 1 then a|c.

al
An
4. If a prime p divides ab then p|a or p|b.

If a prime p divides a product a1 , a2 , a3 . . . . then p divides atleast one of the factors
a1 , a2 , a3 , . . .
5. Unique factorization theorem:

Every integer n > 1 can be represented as a product of prime factors in only way,
apart from the order of the factors.
1.9 Integers, Rational Numbers as Subset of R

Archimedes axiom: Given any real number x, there is an integer n such that x < n.
8
1. Every ordered field contains the integers, the natural numbers and the rational
numbers.
2. Between any two real numbers is a rational number, i,e., if x < y, there is a rational
number r : x < r < y.
3. The set Z+ of positive integers 1, 2, 3 . . . is unbounded above.
1.10 Extended Real Number System
lva
The extended real number system is the set of real numbers R, together with two
Se
symbols +∞ and −∞ which satisfied.
ba
Se
(a) If x ∈ R, then
y
sb
x + (+∞) = +∞, x + (−∞) = −∞
em
x − (+∞) = −∞, x − (−∞) = +∞
r
x x
eo
= = 0.
+∞ −∞
Th
nd
(b) If x > 0
sa
then x(+∞) = +∞, x(−∞) = −∞.

on
iti
(c) If x < 0
fin
then x(+∞) = −∞, x(−∞) = +∞

De
(d) (+∞) + (+∞) = (+∞)(+∞)

is
ys
= (−∞)(−∞) = +∞.
al
An
(e) x ∈ R then −∞ < x + ∞.
0 ∞ −∞
Important: ∞ − ∞ is undefined, , , is also undefined and 0.∞ = 0.
0 ∞ −∞
Boundedness and extended real number system:
(1) The set S ⊂ R is bounded above if

sup S < +∞.
(2) The set S ⊂ R is bounded below if

inf S > −∞.
9
1.11 Sequence of Real Numbers

Sequence: {an } of real number is a function whose domain is the set of natural
numbers.
Limit: A real number l is a limit of the sequence {an }, lim an = l if > 0, ∃ N ∈ N

such that |an − l| < , ∀ n ≥ N .
Cauchy sequence: Sequence {an } is Cauchy sequence if > 0, ∃ N such that

∀ n ≥ N and m ≥ N we have |an − xm | < .
lva
Convergent sequence: A sequence is called convergent sequence if it has a limit.
Se
Divergent sequence: A sequence which is not a convergent sequence.
ba
Se
Cluster point: A real number l is a cluster point of the sequence {an } if for given
y
> 0, and given N, n ≥ N : |un − l| < .
sb
em
Some Important Results:
r
eo
1. A sequence of real number is convergent iff it is Cauchy sequence.

Th
2. If the limit of the sequence exist and it is unique.

nd
sa
3. Every convergent sequence is bounded.

on
4. If a sequence {an } converges to l, then its subsequence also converges to l.

iti
fin
1.12 Limit Superior and Limit Inferior

De
is
Limit superior: Let {an } is a sequence of real numbers. U is called limit superior
ys
al
of {an }, lim sup an = lim an = inf sup xk = U if

An
n k≥n
(a) given > 0, ∃ n : xk < U + , ∀ k ≥ n.
(b) given > 0, and given n : ∃ k ≥ n such that xk > U − .
Limit inferior:
lim an = lim (−an ) = inf lim an .
Convergent sequence: A sequence for which lim an = lim an .
1. lim an ≤ lim an
10
2. lim an = −lim (−an )
3. lim an + lim bn = lim (an + bn )

= lim an + lim bn
= lim an + lim bn
= lim (an + bn )
4. Sequence converges to l iff
lim an = lim an = lim an = l
lva
1.13 Sequences
Se
Sequence: It is a function whose domain is the set of positive integers.
ba
Se
Examples:
y
sb
1 1 1
(a) = 1, , , . . .
em
n 2 3
r
(b) Let pn be the nth prime number, {pn } = {2, 3, 5, . . .}
eo
Th
Convergence of the sequence: A sequence {an }∞

n=1 converges to a real number
nd
A iff for each > 0, there is a positive integer N , such that for all n ≥ N , we have
sa
|an − A| < .
on
iti
Neighbourhood: A set Nx of real numbers is a neighbourhood of a real number

fin
x iff Nx contains an interval of positive length centred at x. i.e., iff there is > 0 :
De
(x − , x + ) ⊂ Nx .
is
ys
Convergent and divergent sequence: A sequence {an }∞

n=1 is convergent iff there
al
is a real number A such that {an }∞ ∞

n=1 converges to A. If {an }n=1 is not convergent it
An
is divergent sequence.
Cauchy sequence: A sequence {an }∞

n=1 is Cauchy sequence iff for each > 0, there
is a positive integer N such that if m, n > N then |an − am | < .
Limit of a sequence: If a sequence is convergent, the unique number to which it

converges is the limit of the sequence.
Accumulation point: For a set S of real numbers, a real number A is an accu-

mulation point of S iff every neighbourhood of A contains infinitely many points of
S.
11
Subsequence: Let {an }∞ ∞

n=1 be a sequence and {nk }k=1 be any sequence of positive
integers such that n1 < n2 < n3 < . . .. The sequence {xnk }∞
k=1 is called a subsequence
of {an }∞
n=1 .
Increasing sequence: Sequence {an }∞

n=1 is increasing, iff an ≤ xn+1 for all n.
Decreasing sequence: Sequence {an }∞

n=1 is decreasing, iff an ≥ xn+1 for all n.
Monotone sequence: Sequence that is either increasing or decreasing.
Bounded above sequence: Sequence {an }∞

n=1 is bounded above, iff there exist a
real number N such that an ≤ N for all n.
lva
Se
Bounded below sequence: Sequence {an }∞
n=1 is bounded above, iff there exist a
ba
real number M such that an ≥ M for all n.
Se
Bounded sequence: Sequence {an }∞
n=1 is bounded if it is bounded both from above
y
sb
and below ⇔ there exist a real number S such that |an | ≤ S for all n.
em
r
eo
1. A sequence {an }∞
Th
n=1 converges to A iff each neighbourhood of A contains all but a

finite number of terms of the sequence.
nd
2. If {an }∞
sa
n=1 converges to real number A and B, then A = B.

on
3. If {an }∞ ∞
n=1 converges to A, then {an }n=1 is bounded.
iti
4. Every convergent sequence is a Cauchy sequence.

fin
De
5. Every Cauchy sequence is bounded.

is
6. Every Cauchy sequence is convergent.

ys
al
7. A sequence is Cauchy iff it is convergent.

An
8. If {an }∞ ∞
n=1 converges to A and {bn }n=1 converges to B, then
(i) {an ± bn }∞
n=1 converges to A ± B.
(ii) {an bn }∞
n=1 converges to AB.
9. If {bn }∞
n=1 converges to B and bn 6= 0 for all n, then there exist a real number
M > 0 such that |bn | ≥ M for all n.
10. If {an }∞ ∞
n=1 converges to A and {bn }n=1 converges to B, with B 6= 0 and bn 6= 0 for
all n, then {an /bn } converges to A/B.
11. If {an }∞ ∞
n=1 converges to A and {bn }n=1 converges to B, with an ≤ bn for all n, then
A ≤ B.
12
12. If {an }∞ ∞ ∞
n=1 converges to 0 and {bn }n=1 is bounded, then {an bn }n=1 converges to 0.
13. A sequence converges iff each of its subsequence converges.
14. A monotone sequence is convergent iff it is bounded.
15. (Bolzano-Weierstrass theorem:) Every bounded infinite set of real numbers has
atleast one accumulation point.
16. Let E be a set of real numbers. Then x0 is an accumulation point of E, iff there
is a sequence {an }∞ ∞
n=1 of numbers of E, each distinct from x0 such that {an }n=1
converges to x0 .
lva
Se
ba
Se
1. Let {an }∞ ∞ ∞
n=1 and Let {bn }n=1 be tow sequences that converges to A. If {cn }n=1 is
y
a sequence such that an ≤ cn ≤ bn for all n, then {cn }∞
n=1 converges to A.
sb
em
2. If {an }∞ ∞ ∞
n=1 and {bn }n=1 are Cauchy sequences, then {an ± bn }n=1 is also a Cauchy
r
sequence.
eo
Th
3. If {an }∞ ∞ ∞ ∞
n=1 and {bn }n=1 are two sequences. Also {an }n=1 and {an ± bn }n=1 are
convergent, then {bn }∞
n=1 is also convergent.
nd
sa
4. If {an }∞ ∞
n=1 converges to A, then {|an |}n=1 converges to |A|.
on
5. If {an }∞ ∞
n=1 is decreasing sequence (increasing) and bounded, then {an }n=1 is con-
iti
vergent.
fin
De
is
ys
1.14 Infinite Series

al
An
Infinite series: An infinite series is a pair {an }∞ ∞ ∞

n=1 , {Sn }n=1 , where {an }n=1 is a
∞
xk for all n, an is the nth therm of the series
P
sequence of real numbers and Sn =
k=1
and Sn is the nth partial sum of the series.
∞
an converges, then {Sn }∞
P
Convergence of series: If n=1 converges.
n=1
∞
P ∞
P
Converges absolutely: An infinite series an converges absolutely iff |an |
n=1 n=1
converges.
∞
P ∞
P
Converges conditionally: An infinite series an converges absolutely but |an |
n=1 n=1
diverges.
13
∞
P ∞
P
Cauchy’s product: Let an and bn are two infinite series and for each n
n=1 n=1
n
P ∞
P
define cn = an yn−k . The infinite series cn is called the Cauchy’s product of
k=0 k=0
∞
P ∞
P
two series an and bn .
k=0 k=0
∞
P
Rearrangement of series: Let an be an infinite series. If T is one-ont func-
n=0
∞
P
tion from {0, 1, 2, . . .} onto {0, 1, 2, . . .}, then the infinite series xT(n) is called a
n=0
∞
P
rearrangement of an .
n=0
Power series: Let {an }∞
lva
n=0 be a sequence of real numbers. For each real number
∞
an xn is a power series.
Se
P
x, a series
k=0
ba
∞
an xn is a power series, then the set of points at
P
Interval of convergence: If
Se
k=0
which series converges is either
y
(1) R, a set of all real numbers (−∞, ∞)
sb
em
(Interval of finite radius)
r
eo
(2) {0} (Interval of zero radius)

Th
(3) An interval of positive length centred at zero which may contain all ,none or
nd
one of its end points.

sa
These intervals are called interval of convergence.

∞
on
an xn has an interval of convergence C which is

P
Radius of convergence: If
iti
n=0
different from R and {0}, then there is a unique real number r such that (r, −r) ⊂
fin
C ⊂ [r, −r]. This number r is called the radius of convergence of the power series.
De
is

ys
∞
al
P
1. An infinite series an converges iff for each > 0, there is N such that n ≥ N
An
n=1
and p ≥ 0, then
|an + an+1 + · · · + an+p | < .
∞
an converges, then {an }∞
P
2. If n=1 converges to zero.
n=1
P∞ ∞
P
3. If an is absolutely convergent, then an is convergent.
n=1 n=1
∞
P P∞
4. Comparison Test: Suppose an and bn are infinite series with bn ≥ 0 for
n=1 n=1
all n, then
∞
P ∞
P
(i) If bn converges and there is N0 such that n ≥ N0 ⇒ |an | ≤ bn , then an
n=1 n=1
converges absolutely.
14
∞
P ∞
P
(ii) If bn diverges and there is N0 such that n ≥ N0 ⇒ bn ≤ |an |, then an
n=1 n=1
diverges.
∞
P ∞
P ∞
P
5. If an and bn converges, then for real numbers α, β, (α an +β bn ) converges
n=1 n=1 n=1
P∞ ∞
P ∞
P
and (α an + β bn ) = α an + β bn .
n=1 n=1 n=1
6. If {an }∞
n=1 is a sequence of non-negative terms such that an ≥ an+1 for all n, then
∞ ∞
2k a2k converges.
P P
an converges iff
n=1 k=0
∞
P 1
7. The series p
converges iff p > 1.
n=1 n
lva
∞
P
8. Let an be an infinite series of non-zero terms. Then
Se
n=1
ba
(a) For real numbers p ∈ (0, 1) and positive integer N such that n ≥ N ⇒
a ∞
Se
n+1 P
≤ p, then an converges absolutely.
an

n=0
y
sb
(b) If there is N such that n ≥ N
a ∞
n+1 P
em
⇒ ≥ 1, then an diverges.
an n=0
r
eo
∞
an is an infinite series of non-zero terms such that an+1 /an }∞
P
9. Ratio test: If n=1
Th
n=1
converges to L. Then
nd
(a) If L < 1, the series converges absolutely.

sa
(b) If L > 1, the series diverges.

on
iti
(c) If L = 1, no conclusion concerning convergence can be made (Test Fail).

fin
P∞
10. Root test: If an is an infinite series. Then
De
n=1
p
(a) For real numbers q, 0 ≤ q < 1 and N such that n
|an | ≤ for n ≥ N , then
is
ys
P∞
an converges absolutely.
al
n=1
An
p ∞
P
(b) If for infinitely many n, n
|an | ≥ 1, then an diverges.
n=1
11. If {an }∞
n=0 and {bn }∞
n=0 are two sequences of real numbers, then
Pn
(i) Define An = ak and A−1 = 0. Then if 0 ≤ p ≤ q,
k=0
q q−1
X X
an b n = An (bn − bn+1 )
n=p n=p
+ Aq bq − Ap−1 bp .
∞
P
(ii) (a) Partial sums of an are bounded.
n=0
(b) b0 ≥ b1 ≥ b2 ≥ . . . and
15
(c) {bn }∞
n=0 converges to zero.
∞
P
Then an bn converges.
n=1
12. If {bn }∞
n=0 is a sequence of real numbers such that
(a) Sequence {bn }∞

n=0 converges to zero.
(b) b0 ≥ b1 ≥ b2 ≥ · · ·
∞
(−1)n bn converges.
P
Then
n=0
∞
P ∞
P ∞
P ∞
P
13. If an converges absolutely and bn converges with an = A and bn = B.
n=0 n=0 n=0 n=0
n ∞
lva
P P
Then Cauchy product cn = ak bn−k , cn converges to AB.
k=0 n=0
Se
∞
P ∞
P
14. If an converges to A and bn converges to B, and Cauchy product is cn =
ba
n=0 n=0
Se
n
P ∞
P
ak bn−k . If cn converges to C then C = AB
y
k=0 n=0
sb
∞
P ∞
P
15. If an is absolute convergent series converging to A and aTn is any arrange-
em
n=0 n=0
∞ ∞
r
P P
ment of an . Then aTn converges to A.
eo
n=0 n=0
Th
∞
an xn be a power series which converges for x = x0 and diverges for x = x1 ,
P
16. Let
nd
n=0
then
sa
∞
an xn converges absolutely for |x| < |x0 |.
P
(a) Power series
on
n=0
iti
∞
an xn diverges for |x| > |x1 |.
P
(b) Power series
fin
n=0
De
∞
an xn with an 6= 0 for all n such that {an+1 /an }∞
P
17. If a power series n=0 converges
n=0
is
to L. Then
ys
al
(a) If L = 0, the series converges for all x.

An
(b) If L 6= 0, 1/L is the radius of convergence.

∞
an xn , with an 6= 0 for all n,
P
18. A power series
n=0
(a) Converges absolutely, if for any real number q 6= 0 and N such that n ≥ N ⇒
|an+1 /an | ≤ q.
(b) Diverges for |x| ≥ 1/p, if for real number p > 0 and N such that for all
n ≥ N, |an+1 /an | ≥ p.
∞
an x n ,
P
19. A power series
n=0
np o∞
(a) Converges for x = 0, if sequence n
|an | is unbounded.
n=0
16
np o∞
(b) Converges for all x, if sequence n
|an | converges to zero.
np on=0
∞ p
(c) Has radius of convergence 1/a, if n |an | is bounded and a = lim sup n |an | =
6
n=0 n→∞
0.
∞
P np o∞
20. An infinite series an diverges if n
|an | is unbounded.
n=0 n=0
np o∞
21. If n |an | is bounded
n=0
∞
P p
(i) Then infinite series an converges absolutely, if lim sup n
|an | < 1
n=0 n→∞
P∞ p
(ii) Then infinite series an diverges, if lim sup n
|an | > 1
lva
n=0 n→∞
Se
1.15 Limits, Continuity and Uniform Continuity of
ba
Se
Function
y
(1) Limits
sb
em
Let f : D → R with x0 an accumulation point of D. Then f has a limit at
r
eo
x0 , defined by lim f (x) = L iff for every > 0 there exist δ > 0 such that
x→x0
Th
0 < |x − x0 | < δ and x ∈ D, |f (x) − L| < .

Let f : D → R and for all x, y ∈ D, x ≤ y
nd
sa
(i) f is increasing function if

on
f (x) ≤ f (y).
iti
(ii) f is decreasing function if

fin
f (x) ≥ f (y).
De
(iii) f is monotone function if it is either increasing or decreasing.

is
ys
al

An
1. Let f : D → R with x0 an accumulation point of D, then lim f (x) exist

x→x0
(a) If for each sequence {xn }∞

n=1 converges to x0 , with xn ∈ D and xn 6= x0 for
all n, the sequence {f (xn )}∞
n=1 converges.
(b) If for each sequence {xn }∞

n=1 converges to x0 , with xn ∈ D/{x0 } for all n,
the sequence {f (xn )}∞
n=1 Cauchy.
(c) There is a neighbourhood Nx0 of x0 and a real number M such that for all
x ∈ Nx0 ∩ D, |f (x)| ≤ M.
(d) If for each > 0, there is a neighbourhood Nx0 of x0 such that x, y ∈
Nx0 ∩ D, x 6= x0 and y 6= x0 , we have |f (x) − f (y)| < .
17
2. Let f, g : D → R with x0 an accumulation point of D and f, g have limits at

x0 , then
(a) (i) f ± g has a limits at x0 .
(ii) f g has a limit at x0 .
(iii) If g(x) 6= 0 for all x ∈ D and lim g(x) 6= 0 then f /g has limit at x0 .
x→x0
(b) If f (x) ≤ g(x) for all x ∈ D, then lim f (x) ≤ lim g(x).
x→x0 x→x0
(c) If f is bounded in a neighbourhood of x0 and lim g(x) = 0, then lim f (x) g(x) =
x→x0 x→x0
0.
3. If f : D → R with x0 an accumulation point of D. If L1 and L2 are the limits
lva
of f at x0 , then L1 = L2 .
Se
(2) Continuity and Uniform Continuity
ba
Se
Continuity: Let E ⊂ R, f : E → R, if x0 ∈ E then f is continuous at x0 iff for
y
each > 0 there exist δ > 0 such that if |x − x0 | < δ, x ∈ E,
⇒ |f (x) − f (x0 )| < . sb
em
If f is continuous at x for each x ∈ E, then f is continuous (on E).
r
eo
Uniformly continuity: A function f : D → R is uniformly continuous on

Th
E ⊂ D iff for every > 0, there is δ > 0 such that if x, y ∈ E with |x − y| < δ,
nd
then |f (x)f (y)| < . If f is uniformly continuous on D, f is uniformly continuous.

sa
Closed set: A set E ⊂ R is closed iff every accumulation point of E belongs to

on
E.
iti
fin
Open set: A set A ⊂ R is open iff for each x ∈ A, there is a neighbourhood Nx

De
of x such that Nx ⊂ A.
is
Compact set: A set E is compact iff for every family {Gα }α∈A of open sets
ys
S n
S
E⊂ Gα , there is a finite set {α1 , α2 , . . . , αn } ⊂ A such that E ⊂ Gαi .
al
α∈A i=1
An
Right continuous:
If E ⊂ R, f ; E → R and x0 ∈ E, the function f is right continuous at x0 iff for
each > 0, there is δ > 0 such that x0 ≤ x ≤ x0 + δ, x ∈ E ⇒ |f (x) − f (x0 )| < .
Left continuous: If E ⊂ R, f ; E → R and x0 ∈ E, the function f is left
continuous at x0 iff for each > 0, there is δ > 0 such that x0 − δ ≤ x ≤ x0 , x ∈
E ⇒ |f (x) − f (x0 )| < .
1. Let f : E → R with x0 ∈ E and x0 an accumulation point of E. Then these

are equivalent
18
(i) The function f is continuous at x0 .

(ii) The function f has a limit at x0 and lim f (x) = f (x0 ) exist.
x→x0
(iii) For every sequence {xn } converging to x0 with xn ∈ E for each n, {f (xn )}
converges to f (x0 ).
2. If f, g : D → R are continuous at x0 ∈ D. Then
(i) f ± g is continuous at x0 .
(ii) f g is continuous at x0 .
(iii) f /g is continuous at x0 if g(x0 ) 6= 0.
3. If f : D → R, g : D0 → R with f (D) ⊂ D0 , where f is continuous at x0 ∈ D
lva
and g is continuous at f (x0 ), then g ◦ f is continuous at x0 .
Se
ba
4. If f : D → R, is continuous uniformly. Then if x0 is an accumulation point of
Se
D, f has a limit at x0 .
y
5. A set E ⊂ R is closed iff R/E is open.
sb
em
6. A set E ⊂ R is compact iff E is closed and bounded.
r
7. If f : D → R is continuous with D compact (i.e., closed and bounded). Then

eo
Th
f is uniformly continuous.
nd
8. If f : E → R is continuous with E compact, then f (E) is compact.

sa
9. If f : E → R is continuous and non-one with E compact.

on
Then f −1 : f (E) → E is continuous.

iti
10. Intermediate-value Theorem:

fin
If f : [a, b] → R is continuous with f (a) < y < f (b) (or) f (b) < y < f (a), then
De
there is c ∈ (a, b) such that

is
ys
f (c) = y.
al
11. If f : [0, 1] → [0, 1] is continuous, then there is x ∈ [0, 1] such that f (x) = x.
An
12. If f : [a, b] → R is continuous at and one-one, then f is monotone.
13. The set [0, 1] is uncountable.
1.16 Differentiability of Function

Differentiability: Let f : D → R, with x0 is an accumulation point of D and
x0 ∈ D. For each x ∈ D, with x 6= x0 define
f (x) − f (x0 )
T (x) =
x − x0
19
The function f is differentiable at x0 (derivative at x0 ) iff T has a limit at x0 .

i.e., f 0 (x0 ) = lim T (x) exist. The number f 0 (x0 ) is derivative of f at x0 . If f is
x→x0
differentiable for each x ∈ E ⊂ D, then f is differentiable on E.
Maximum (minimum) of function: Let f : D → R. A point x0 ∈ D is

relative maximum (minimum) of f iff there is a neighbourhood Nx0 of x0 such that
if x ∈ Nx0 ∩ D, then f (x) ≤ f (x0 ) {f (x) ≥ f (x0 )}.
1. f : D → R, x0 an accumulation point of D, then f is differentiable at x0 iff for
lva
every sequence {xn }∞ for points of D {x0 } converges to x0 , then the sequence
n f (x ) − f (x ) o∞ n=1
Se
n 0
converges.
xn − x0 n=1
ba
2. f : D → R is differentiable at x0 . Then
Se
(a) The point x0 ∈ D and x0 is an accumulation point of D.
y
(b) The function f is continuous at x0 .
sb
em
3. If f, g : D → R are differentiable at x0 , then
r
eo
(a) (f ± g)0 (x0 ) = f 0 (x0 ) ± g 0 (x0 ) and (f ± g) is differentiable at x0 .

Th
(b) f g is differentiable at x0 , and

nd
(f g)0 (x0 ) = f 0 (x0 )g(x) + f (x0 )g 0 (x0 )

sa
(c) If g(x0 ) 6= 0, then f /g (the domain is the set of all x : g(x) 6= 0) is differentiable
on
f 0 f 0 (x0 )g(x0 ) − g 0 (x0 )f (x0 )

iti
at x0 and (x0 ) =
g [g(x0 )]2
fin
4. If f : D → R and g : D0 → R with f (D) = D0 . Then f is differentiable at x0

De
and g is differentiable at f (x0 ). Also g ◦ f is differentiable at x0 and (g ◦ f )0 =

is
g 0 {f (x0 )}f 0 (x0 ).

ys
al
5. If n is an integer and f (x) = xn , then f is differentiable for all x if n > 0 and for
An
all x 6= 0 if n < 0 and f 0 (x) = nxn−1 .

If n = 0, then f 0 (x) = 0 for all x.
6. If f : [a, b] → R and f has a relative minimum or a relative maximum at x0 ∈ (a, b).

If f is differentiable at x0 , then f 0 (x0 ) = 0.
7. Rolle’s Theorem: If f : [a, b] → R is continuous on [a, b] and f is differentiable

on (a, b). Then if f (a) = f (b) = 0, there is c ∈ (a, b) such that f 0 (c) = 0.
8. Mean Value Theorem:

If f : [a, b] → R is continuous on [a, b] and differentiable on (a, b), then there is
f (b) − f (a)
c ∈ (a, b) such that f 0 (c) =
b−a
20
9. If f is continuous on [a, b] and differentiable on (a, b). Then

(a) If f 0 (x) 6= 0 for all x ∈ (a, b), then f is one-one.
(b) If f 0 (x) = 0 for all x ∈ (a, b), then f is constant.
(c) If f 0 (x) > 0 for all x ∈ (a, b), then x < y and x, y ∈ [a, b]
⇒ f (x) < f (y).
(d) If f 0 (x) < 0 for all x ∈ (a, b), then x < y and x, y ∈ [a, b]
⇒ f (x) > f (y).
10. If f and g are continuous on [a, b] and differentiable on (a, b) and that f 0 (x) = g 0 (x)
for all x ∈ (a, b). Then there is a real number λ such that f (x) = g(x) + λ for all
lva
x ∈ (a, b).
Se
11. If f is differentiable on [a, b] and λ is a real number such that f 0 (a) < λ < f 0 (b)
ba
or f 0 (b) < λ < f 0 (a). Then there is c ∈ (a, b) such that f 0 (c) = λ.
Se
y
1.17 Sequence and Series of Function
sb
r em
Pointwise convergence: If {fn }∞
n=0 is a sequence of functions and that E is a subset
eo
of R such that E ⊂ dom fn for each integer n > 0. Then {fn }∞

n=0 converges pointwise
Th
on E if for each x ∈ E, the sequence {fn (x)}∞ ∞

n=0 converges. If {fn }n=0 converges
nd
pointwise on E, is defined by f : E → R, f (x) = lim , for each x ∈ E.

sa
n→∞fn (x)
on
Uniform convergence: A sequence {fn }∞

n=1 of functions is said to converge uni-
iti
formly of E if there is a function f : E → R such that for each > 0, there is N

fin
such that for each positive integer n, n ≥ N implies that |fn (x) − f (x)| < , for each
De
x ∈ E.
is
ys

al
An
1. A sequence of functions {fn }∞

n=1 converges uniformly on E iff for each > 0 there
is a real number N such that for all positive integer m and n, m ≥ N and n ≥ N
such that |fn (x) − fm (x)| < for all x ∈ E.
2. Weierstrass M-test: Suppose {fn }∞
n=1 is a sequence of functions defined on E
and {Mn }∞n=1 is a sequence of non-negative real numbers such that |fn (x)| ≤ Mn
P
for n = 1, 2, 3, . . . and for every x ∈ E. Then fn (x) converges uniformly on E
P
if Mn converges.
3. Suppose {fn }∞
n=1 converges pointwise to f on E, x0 ∈ E, and infinitely many
members of the sequence are continuous at x0 . If {fn }∞
n=1 converges uniformly at
x0 then f is continuous at x0 .
21
4. If {fn }∞
n=1 is a sequence of functions converging uniformly to f on E and for each
positive integer n, fn is bounded on E, then f is bounded on E.
5. Let {fn }∞
n=1 be a sequence of functions each is Riemann-integrable on [a, b], con-
Rt
verging uniformly to f on [a, b]. Define Fn (t) = a f (x)dx for each t ∈ [a, b]
and each t ∈ [a, b] and each positive integer n. Then f is Riemann-integrable
on [a, b], and {Fn }∞
n=1 converges uniformly on [a, b] to function F defined by
Rt
F (t) = a f (x)dx for each t ∈ [a, b].
6. Suppose {fn }∞
n=1 is a sequence of functions, each of which is differentiable on [a, b].
Suppose further that for some x0 ∈ [a, b], {fn (x0 )}∞ 0 ∞
n=1 converges and that {fn }n=1
lva
converges uniformly to g on [a, b]. Then
Se
(i) {fn }∞
n=1 converges uniformly on [a, b] to a function f .
ba
(ii) f is differentiable on [a, b] and f 0 (x) = g(x) for all x ∈ [a, b].
Se
∞
an xn be a power series that converges for −r < x < r, r > 0. Then
P
7. Let
y
sb
n=0
∞
an xn converges uniformly on −t ≤ x ≤ t for each 0 < t < r.
P
em
n=0
√
r
8. If {bn }∞ n ∞
n=1 is a bounded sequence of real numbers, then { nbn }n=1 is a bounded
eo
√
Th
sequence of real numbers and lim sup bn = lim sup n nbn .

n→∞ n→∞
nd
∞
an xn converges to f on (−r, r) with r > 0. Then
P
9. If
sa
n=0
∞
on
an xn converges uniformly on [−t, t].

P
(i) For each 0 < t < r,
iti
n=0
fin
(ii) f is n−times differentiable on (−r, r) for each positive integer n.

De
(iii) For each 0 < t < r and each positive integer m,

∞
n(n − 1) · · · (n − m + 1)an xn−m converges uniformly on [−t, t].
P
is
ys
n=0
(iv) f m (0) = n! an .
al
An
10. Suppose {an }∞ ∞

n=0 and {bn }n=0 are two sequences of real numbers, r > 0 and for all
∞ ∞
an x n = bn xn . Then for each integer n ≥ 0, an = bn .
P P
x ∈ (−r, r),
n=0 n=0
1.18 Riemann (Stieltjes) Integrals

Partition: A partition P of [a, b] is a finite set {x0 , x1 , . . . , xn } such that a = x0 <
x1 < . . . < xn = b.
Refinement: If P and Q are partition of [a, b] with P ⊂ Q, then Q is a refinement

of P
22
Riemann Integral: If f : [a, b] → R is a bounded function and P = {x1 , x2 , . . . , xn }

is a partition of [a, b]. For each i,
(i = 1, 2, . . . , n) define
Mi (f ) = sup{f (x) : x ∈ [xi−1 , xi ]}
mi (f ) = inf{f (x) : x ∈ [xi−1 , xi ]}
Upper darbox sum of f ,
n
X
U (P, f ) = Mi (f ) (xi − xi−1 )
i=1
Lower darbox sum of f ,
n
X
lva
L(P, f ) = mi (f ) (xi − xi−1 )
i=1
Se
Upper integral of f ,
ba
Z−b
f dx = inf{U (P, f ) : P is a partition }
Se
a
y
sb
Lower integral of f ,
Zb
em
f dx = sup{L(P, f ) : P is a partition }
r
eo
−a
Th
Z−b Zb
Rb
nd
Riemann Integrable on [a, b]: f is Riemann integrable if f (x) dx exist. f (x) dx = f(x) dx =
sa
a
a −a
on
Riemann-Stielties integral: Suppose f : [a, b] → R is bounded and α : [a, b] → R

iti
fin
is an increasing function. For each partition P = {x0 , x1 , . . . , xn } define

n
De
X
U (P, f, α) = Mi (f ) [xi (α) − xi−1 (α)]
is
i=1
ys
n
X
L(P, f, α) = mi (f ) [xi (α) − xi−1 (α)]
al
An
i=1
Z−b f is Riemann-Stieltjes integrable with
f dα = inf{U (P, f, α) : P is a partition }
a
Zb
f dα = sup{L(P, f, α) : P is a partition }
−a
respect to α on [a, b] if
Z−b Zb Zb
f (x) dx = f(x) dx = f(x) dx
a −a a
When α(x) = x, the Riemann-Stieltijes integral with respect to α reduces to Riemann
integral.
23
Selection of points:
Let P = {x0 , x1 , . . . , xn } be a partition of [a, b]. Then the collection of points T =
{t1 , t2 , . . . , tn } is called selection of points for P if xi−1 ≤ ti ≤ xi , holds for i =
1, 2, . . . , n.
Riemann sum associated with partition P:

n
X
Rf (P, T ) = f (ti )(xi − xi−1 )
i=1
Some Important Theorem
lva
Se
1. Let f : [a, b] → R be bounded and α : [a, b] → R be increasing function. Then if
ba
P and Q are any partitions of [a, b], we have
Se
(i) If P ⊂ Q, then
y
L(P, f, α) ≤ L(Q, f, α) and
U (Q, f, α) ≤ U (P, f, α) sb
em
(ii) L(P, f, α) ≤ U (Q, f, α)
r
eo
Rb −b
R
Th
(iii) f dα ≤ f dα.
−a a
nd
2. Let f : [a, b] → R be increasing. Then f is Riemann integrable on [a, b] iff for each
sa
> 0, there is a partition P such that U (P, f, α) − L(P, f, α) ≤ .

on
3. If f : [a, b] → R is monotone and α : [a, b] → R is increasing and continuous, then

iti
f is Riemann-Stieltjes integrable on [a, b].

fin
De
4. If f : [a, b] → R is continuous and α : [a, b] → R increasing, then f is Riemann-

Stieltijes integrable on [a, b].
is
ys
5. Fundamental Theorem of Integral Calculus: If f : [a, b] → R is differentiable

al
Rb
An
on [a, b] and f 0 is Riemann integrable on [a, b] then f 0 dx = f(b) − f(a).

a
6. If f1 , f2 : [a, b] → R are bounded, α : [a, b] → R is increasing and f1 , f2 are

Riemann integrable with respect to α on [a, b], then
(i) For any real numbers c1 , c2 ,

c1 f1 + c2 f2 is also Riemann integrable on [a, b] and
Zb
(c1 f1 + c2 f2 )dα
a
Zb Zb
= c1 f1 dα + c2 f2 dα.
a a
24
(ii) If f1 (x) ≤ f2 (x) for all x ∈ [a, b], then

Zb Zb
f1 (x)dα ≤ f2 (x)dα.
a a
(iii) If m ≤ f1 (x) ≤ M for all x ∈ [a, b], then
Zb
m{α(b) − α(a)} ≤ f1 dα
a
≤ M {α(b) − α(a)}
(iv) β : [a, b] → R is increasing and f is Riemann integrable with respect to β on
[a, b] and c1 and c2 are any non-negative real numbers, then f is Riemann inte-
lva
Zb Zb
f d(c1 α + c2 β) = c1 f dα
Se
a a
grable with respect to (c1 α + c2 β) on [a, b] and
ba
Zb
Se
+ c2 f dβ.
y
a
sb
7. Associative law of integrals:
em
Suppose f : [a, b] → R is bounded and α : [a, b] → R is increasing. If a < c < b,
r
then f is Riemann- Stieltjes integrable on [a, b] iff f is Riemann-Stieltjes integral

eo
Th
on [a, c] and [c, b] and

Zb Zc Zb
nd
f dα = fdα + fdα.
sa
a a c
on
8. Suppose f : [a, b] → [c, d], α : [a, b] → R is increasing. f is Riemann-Stieltjes

iti
integrable on [a, b] and φ : [c, d] → R is continuous. Then φ is Riemann-Stieltjes

fin
integrable on [a, b].

De
9. If f, g : [a, b] → R, α : [a, b] → R is increasing, f, g is Riemann-Stieltjes integrable

is
on [a, b] then
ys
al
(i) f g is Riemann-Stieltjes integrable on [a, b].

An
(ii) |f | is Riemann-Stieltjes integrable on [a, b].

Rb Rb
(iii) f dα ≤ |f |dα

a a
10. First Mean Value Theorem:
If f : [a, b] → R is continuous and α : [a, b] → R is increasing, then there is
c ∈ [a, b] such that
Z b
f dα = f (c)[α(b) − α(a)]
a
11. If a partition P is finer that partition Q, (i.e., Q ⊆ P ), then
L(f, Q) ≤ L(f, P )
and U (f, Q) ≤ U (f, P )
25
12. For every pair of partitions P and Q, L(f, P ) ≤ U (f, Q)
13. For any partition

Z P,
L(f, P ) ≤ f (x)dx
−
Z−
≤ f (x)dx ≤ U (f, P )
14. Riemann’s criterion: A bounded function f : [a, b] → R is Riemann integrable

iff for every > 0 there exists a partition P of [a, b] such that U (f, P )−L(f, P ) <
holds .
lva
15. Darboux theorem: Let f : [a, b] → R be Riemann integrable and let {Pn } be a
Se
sequence of partitions of [a, b] such that lim |Pa | = 0. Then
ba
Zb
Se
lim L(f, Pn ) = lim U (f, Pn ) = f (x)dx
n→∞ n→∞
a
y
sb
16. Lebesgue-Vitali theorem: A bounded function f : [a, b] → R is Riemann
em
integrable iff it is continuous almost everywhere.
r
eo
17. The collection of all Riemann integrable functions on a closed interval is a function
Th
space and an algebra of functions.

nd
18. Fundamental theorem of calculus: For a continuous function f : [a, b] → R

sa
Rx
(i) If A : [a, b] → R is an area function of f (i.e., A(x) = f (t)dt holds for all
on
c
iti
x ∈ [a, b]). Then A is an anti-derivative of f .

fin
i.e., A0 (x) = f (x) holds for each x ∈ [a, b]

De
(ii) If F : [a, b] → R is an anti-derivative of f ,

is
i.e., F 0 (x) = f (x) holds for each x ∈ [a, b], then

ys
Zb
al
f (x)dx = F (b) − F (a)

An
1.19 Improper Riemann Integral

If f : [a, ∞] → R is Riemann integrable on every closed sub-interval of [a, ∞], then
its improper Riemann integral is
Z∞ Zs
f (x)dx = lim f (x)dx
s→∞
a a

26
1. Assume f : [a, ∞] → R is Riemann integrable on every closed subinterval of [a, ∞].

R∞
Then f (x)dx exists iff every > 0 there exists some M > 0 (depending on )
a
Rt
such that f (x)dx < for all s, t ≥ M.
s
2. If a function f : [a, b] → R is Riemann integrable on every closed subinterval of

R∞ R∞ Rt Rt
[a, ∞] and |f (x)|dx then f (x)dx also exists and f (x)dx ≤ |f (x)|dx.
a a s s
3. Let f : [a, ∞] → R be Riemann integrable on every closed subinterval of [a, ∞].

R∞
Then f is Lebesgue integrable iff the improper Riemann integral |f (x)|dx exists.
a
Moreover
lva
R R∞
f dλ = f (x)dx.
Se
a
4. Euler theorem:
ba
√
Se
R∞ −x2 π
e dλ =
2
y
0
sb
5. For each t ∈ R,
em
√
R∞ −x2 π −t2
e cos(2xt)dx = e
r
eo
0 2
Th
6. If t ≥ 0, then
nd
R∞ sin x −xt π
e dt = − arctan t
sa
0 x 2
on
iti
1.20 Types of Improper Integrals

fin
De
R∞
Type I. f (x)dx
is
a
ys
Rb
al
Type II. f (x)dx

An
−∞
Rb
Type III. f (x)dx and lim f (x) does not exits.
a+ n→a+
Rb−
Type IV. f (x)dx and lim f (x) does not exits.
a n→b−
R∞
Type I. f (x)dx
a
R∞ Rs
Convergence of integral: The integral f (x)dx converges iff lim f (x)dx = A
a s→∞ a
exist and A is the value of integral.
27
R∞
Divergence of integral: The integral f (x)dx is divergent, if it is not convergent.
a
R∞ R∞
Absolute convergence: The integral f (x)dx converges absolutely then |f (x)|dx
a a
converges.
R∞
Conditionally convergence: The integral f (x)dx converges conditionally if in-
a
tegral but not absolute converges.
Sum of integral:
lva
(a) The sum of number of finite improper integral converges iff each of these integrals
Se
converges.
ba
(b) The sum of number of finite improper integral diverges iff one of these integral
Se
diverges.
y
sb
r em
1. Comparison test:
eo
Th
(i) If f (x) ≤ g(x)

Z∞
nd
then g(x)dx < ∞

sa
a
on
Z∞
iti
⇒ f (x)dx < ∞
fin
a
De
(ii) If f (x) ≤ g(x)

Z∞
is
ys
then g(x)dx = ∞
al
a
An
Z∞
⇒ f (x)dx = ∞
a
R∞
2. If |f (x)|dx < ∞ then
a
R∞
f (x)dx converges.
a
f (x) R∞ R∞
3. If lim exist and |g(x)|dx < ∞ then f (x)dx converges to absolutely.
x→∞ g(x) a a
4. Limit test for convergence:

R∞
If lim xp f (x) = A.(p > 1) then |f (x)|dx < ∞.
x→∞ a
28
R∞
5. If lim x(log x)p f (x) = A.(p > 1) then |f (x)|dx < ∞.
x→∞ a
6. Limit test for divergence:
R∞
If lim xf (x) = A 6= 0 (or ±∞.) then f (x)dx diverges. The test fails at A = 0.
x→∞ a
R∞
7. If lim x(log x)f (x) = A 6= 0 (or ±∞.) then f (x)dx diverges.
x→∞ a
8. Ig g(x) is non decreasing function lim g(x) = 0
x→∞
R∞
(a) g(x) sin xdx converges.
a
R∞
(b) g(x) dx = ∞ then
lva
a
R∞
Se
g(x) | sin x|dx = ∞.
a
ba
a R∞
(c) And n is an integer > then g(x) sin xdx ≤ 2g(nπ).
Se

π nπ
y
sb
Rb
Type II. f (x)dx
em
−∞
Rb R∞
r
eo
The integral f (x) dx becomes f (−t) dt when

Th
−∞ −b
Rb
(a) If lim f (−t)tp = lim f (x)(−x)p = A also if (p > 1) then
nd
f (x)dx converges
t→+∞ x→−∞ −∞
sa
absolutely.
on
Rb
(b) If lim f (−t)t = lim −f (x)x = A 6= 0 (or ±∞ ) then the integral f (x)dx
iti
t→+∞ x→−∞ −∞
fin
diverges.
De
R∞
Type III. f (x)dx and lim+ f (x) does
is
a+ x→a
ys
not exist.
al
R∞ Rb
An
Convergence of integral: The integral f (x)dx converges iff lim+ f (x)dx = A

a+ →0 a+
exist and A is the value of integral.
R∞
Divergence of integral: The integral f (x)dx is diverges iff it does not converge.
a+
R∞ R∞
Absolute convergence: The integral f (x)dx converges absolutely if |f (x)|dx
a+ a+
converges.
R∞
Conditionally convergence: The integral f (x)dx converges but the integral
a+
R∞
|f (x)|dx diverges.
a+
29
Rb−
Type IV. f (x)dx and lim− f (x) does
a x→b
not exist.
Rb− b−a
R
The integral f (x)dx becomes f (b − t)dt when we set x = b − t
a a+
Rb−
(a) The integral f (x)dx converges absolutely if
a
lim+ f (b−t)tp = lim− (b−x)p f (x) = A
t→0 x→b
Rb−
(b) The integral f (x)dx diverges if
lva
a
lim f (b − t)t = lim− (b − x)f (x) = A 6= 0.
Se
t→0+ x→b
ba
Se
1.21 Uniform Convergence
y
sb
R∞
1. The integral f (x, t) dt converges uniformly to F (x) in the interval x ∈ [A, B] iff
em
a
for arbitrary > 0 corresponds a number Q independent of x ∈ [A, B] such that
r
eo
when R > Q. Then

Th
Z R
F (x) − f (x, t) dt < .

nd
a
sa
Rb
2. The integral f (x, t) dt uniformly to F (x) in the interval x ∈ [A, B] iff for arbitrary
on
a+
iti
> 0 corresponds a number Q independent of x ∈ [A, B] such that when a < R < b,
fin
then
De
Z b
F (x) − f (x, t) dt < .

R
is
ys
Important Theorem
al
If |f (x, t)| ≤ M (T ), t ∈ (a, ∞),

An
and x ∈ [A, B]
R∞ R∞
(a) Then M (t)dt = ∞ ⇒ f (x, t)dt converges uniformly in x ∈ [A, B].
a a
R∞ R∞
(b) Then M (t)dt < ∞ ⇒ f (x, t)dt converges uniformly in x ∈ [A, B].
a+ a+
1.22 Discontinuities of Real Valued Function

Continuity: A function f (x) is called continuous at x = a, if
30
(i) f (x) is defined at x = a,

i.e., f (x) = f (a) at x = a.
(ii) lim+ f (x) and lim− f (x) exist.

x→a x→a
+ −
(iii) f (a ) = f (a ) = f (a).
Discontinuity: A function f (x) which is not continuous at x = a, is called discon-

tinuous at x = a.
Types of Discontinuities
lva
(a) Discontinuity of first kind:
A function f (x) has discontinuity of first kind at x = a, if left and right hand
Se
limit exists at x = a, but they are distinct. f (a+ ) 6= f (a− ).
ba
Se
(b) Discontinuity of second kind:
y
A function f (x) has discontinuity of second kind at x = a, if left and right hand
sb
limit does not exist, i.e., neither f (+ ) nor f (a− ) exist.
em
(c) Mixed discontinuity: A function f (x) has mixed discontinuity at x = a if
r
eo
either of left or right hand limit exist.

Th
(d) Removable discontinuity: A function f (x) has the removable discontinuity at

nd
x = a if f (a+ ) and f (a− ) exist but f (a+ ) = f (a− ) 6= f (a).

sa
(e) Irremovable discontinuity: A function f (x) has irremovable discontinuity at

on
x = a if f has discontinuity of first kind, second kind or mixed discontinuity.

iti
fin
(f) Jumps and jump discontinuity: If f (a+ ) and f (a− ) exist at x = a, then
De
(1) f (a) − f (a− ) is called left hand jump of f at a.

is
(2) f (a+ ) − f (a) is called right hand jump of f at a.

ys
al
(3) f (a+ ) − f (a− ) is called jump of f at a.

An
If any of these jumps is different from 0, then a is called the jump discontinuity
of f.
Jump discontinuity are discontinuity of first kind.
(g) Infinite discontinuity: A function f (x) has infinite discontinuity at x = a, if

any of the four functional limits f (a+ ), f (a− ), f (a+ ), f (a− ) are indefinitely large
or infinite.
(h) Saltus (Measure of discontinuity): The saltus of a function f (x) at x = a is

the greatest positive difference between any two of the five numbers f (a+ ), f (a+ ), f (a− ), f (a− )
and f (a).
31
Saltus on rightSaltus on right: The greatest positive difference between any

two of the three, f (a+ ), f (a+ ) and f (a).
Saltus on rightSaltus on left: The greatest positive difference between any
two of the three, f (a− ), f (a− ) and f (a).
Important: Saltus is zero at point of continuity and greater then zero at point
of discontinuity.
1.23 Monotonic Functions

f : E → R, E ⊂ R
lva
Increasing function:
Se
A function f is increasing function (non-decreasing) on E if ∀x, y ∈ E, x < y ⇒
ba
f (x) ≤ f (y).
Se
y
Strictly increasing function:
sb
A function f is strictly increasing function on E if ∀x, y ∈ E, x < y ⇒ f (x) < f (y).
em
r
Decreasing function:
eo
Th
A function f is decreasing function (non-increasing) on E if ∀x, y ∈ E, x < y ⇒

f (x) ≥ f (y).
nd
sa
Strictly decreasing function:

on
A function f is strictly decreasing function on E if ∀x, y ∈ E, x < y ⇒ f (x) > f (y).

iti
Monotonic function:
fin
De
A function that is either monotonic increasing or decreasing function is called mono-

tonic function.
is
ys
Singular monotonic function:

al
An
A monotonic function f on [a, b] such that f 0 (x) = 0, ∀x ∈ [a, b].
1. If f is increasing function then −f is decreasing function.
2. If f is increasing function on closed interval [a, b], then f (c+ ) and f (c− ) exist for
each c ∈ (a, b) and f (c− ) ≤ f (c) ≤ (f (c+ ).
3. If f is increasing on [a, b] then at end points. f (a) ≤ f (a+ ) and f (b− ) ≤ f (b).
4. If f is strictly increasing on E ⊂ R. Then f −1 exist and is strictly increasing on

f (E).
32
5. If f is one-to-one and continuous on [a, b], then f is strictly monotonic on [a, b].
6. Of non-decreasing function (increasing function) every discontinuous point is of first

kind.
7. If f is increasing function on [a, b] and x0 , x1 , . . . , xn are n + 1 points such that

n−1
P
a = x0 < x1 < . . . < xn = b. Then we have [f (xk+ ) − f (xk− )] ≤ f (b) − f (a).
k=1
8. If f is continuous on [a, b] then the set of discontinuous of f is countable.
9. If f is continuous on [a, b] and f exist (finite or infinite) at each point of the interval
lva
(a, b). Then
Se
(a) If f > 0 in (a, b). f is strictly increasing on [a, b].
ba
Se
(b) If f < 0 in (a, b). f is strictly decreasing on [a, b].
y
(c) f 0 = 0 everywhere in (a, b), then f is constant on [a, b].
sb
em
10. If f has derivative (finite or infinite) on (a, b) and f is continuous on [a, b]. If
r
f 0 (x) 6= 0, then ∀x ∈ [a, b], f is strictly monotonic on [a, b].
eo
Th
11. If f exist and is monotonic on (a, b) then f 0 is continuous on [a, b].

nd
sa
1.24 Functions of Bounded Variation

on
iti
Partition: If [a, b] is a compact interval, a set of points P = {x0 , x1 , . . . , xn } satisfy-

fin
ing the inequalities,a = x0 <, . . . , xn = b, is called a partition of [a, b].

De
n
P
For k-th subinterval, [xk−1 , xk ] and ∆xk = xk − xk−1 for P then we have ∆xk =
is
k−1
ys
b − a.
al
An
Bounded variation: Let f be defined on [a, b] and P = {x0 , x1 , . . . , xn } be a

partition of [a, b].
If ∆fk = f (xk ) − f (xk−1 ), k = 1, 2, 3, . . . , n. Then for positive integer M such that
Pn
|∆fk | ≤ M for all partitions of [a, b], f is of bounded variation on [a, b].
k−1
P
Total Variation: If f is of bounded variation on [a, b] and if (P ) denotes the sum,
P Pn
P = |∆fk |, corresponding to partition P = {x0 , x1 , . . . , xn } of [a, b]. Then the
k=1 P
number, Vf (a, b) = sup{ (P ) : P is a partition} is called the total variation of f on
the interval [a, b].
(a) Vf (a, b) is finite number, since f is of bounded variation on [a, b].

33
P
(b) Vf (a, b) ≥ 0 since (P ) ≥ 0.
(c) Vf (a, b) = 0 iff t is constant on [a, b].
1. If f is monotone on [a, b], then f is of bounded variation on [a, b].
2. If f is continuous on [a, b], f 0 exists and |f 0 (x)| ≤ M, ∀x ∈ (a, b) then f is of

bounded variation on [a, b].
3. If f is of bounded variation on [a, b]. |f 0 (x)| ≤ M, ∀x ∈ (a, b) for all partition of
lva
[a, b], then f is bounded on [a, b] and |f (x)| ≤ |f (a)| + M, x ∈ [a, b].
Se
ba
4. If f and g are of bounded variation on [a, b]. Then there sum, difference and product
Se
are also of bounded on [a, b] i.e., f ± g and f g are bounded variation on [a, b].
y
sb
5. Quotient of f /g and 1/f are not of bounded variation, however if f, g are of bounded
em
variation.
r
eo
6. If f is of bounded variation on [a, b] and f is bounded above from zero. i.e., for
Th
m > 0, 0 < m ≤ |f (x)| for all x ∈ [a, b]. Then 1/f is also of bounded variation on
1 Vf (a, b)
nd
[a, b]. If g = then Vg (a, b) ≤ .

f m2
sa
7. If f is of bounded variation on [a, b] and c ∈ (a, b). Then f is of bounded variation

on
iti
on [a, c] and on [c, b] and also

fin
Vf (a, b) = Vf (a, c) + Vf (c, b).

De
8. If f is of bounded variation on [a, b]. Let V be defined on [a, b] as follows

is
ys
V (x) = Vf (a, x), x ∈ (a, x], V (a) = 0. Then

al
An
(a) V is an increasing function on [a, b].
(b) V − f is an increasing function on [a, b].
9. A function on f is of bounded variation on [a, b] iff f is the difference of two

monotone real valued functions on [a, b].
10. If f is of bounded variation on [a, b] and V (x) = Vf (a, x), ∀x ∈ (a, b], V (a) = 0.
Then
(a) Every point of continuous of f is also a point of continuity of V .
(b) Every point of continuity of V is also a point of continuity of f .

34
11. If f is continuous on [a, b]. Then f is of bounded variation on [a, b] iff f is the
difference of two monotone continuous functions on [a, b].
Rx
12. If f is integrable on [a, b], then function F (x) = f (t)dt is continuous function of
a
bounded variation on [a, b].
1.25 Absolutely Continuous Function

Absolutely continuous: A real-valued function f defined on [a, b] is absolutely
n
P
continuous on [a, b] if for every > 0, ∃δ > 0 such that |f (bk ) − f (ak )| < for
lva
k=1
n
Se
P
every n disjoint open sub-intervals (ak , bk ) of [a, b], n = 1, 2, . . ., (bk − ak ) < δ.
k=1
ba
Se
y
sb
1. Every absolutely continuous function on [a, b] is continuous and of bounded varia-
em
tion on [a, b].
r
eo
2. If f and g are absolutely continuous on [a, b] then |f |, cf (c is a constant), f + g, f g

Th
are absolutely continuous on [a, b], f /g is absolutely continuous on [a, b] if g is

bounded away from zero.
nd
sa
3. If f is absolutely continuous on [a, b] and f (x) = 0 then f is constant almost

on
everywhere.
iti
fin
4. If f is absolutely continuous, then f has a derivative almost everywhere.

De
5. A function F is indefinite integral iff it is absolutely continuous.

is
ys
al
6. Every absolutely continuous function is the indefinite integral of its derivative.

An
1.26 Elements of Metric Spaces

Metric spaces: Let X be a non-empty set and we have a real valued function
d : X × x → R such that for all x, y ∈ X,
(a) d(x, y) ≥ 0.
(b) d(x, y) = 0 iff x = y.
(c) d(x, y) ≤ d(x, z) + d(z, y)

Then d is called metric and (X, d) is a metric space.
35
Pseudo metric: A metric d with the relaxation, d(x, y) = 0 for some x 6= y.
Extended metric: A metric d such that d : X × X → R ∪ {∞}.


0 if x = y
Discrete metric: X is any set, d(x, y) =
6 y
1 if x =
Subspace: (X, d) be a metric space, Y ⊂ X then (Y, d) is a subspace of (X, d).
Euclidean metric: x, y ∈ X ⊂ Rn
x = (x1 , x2 , . . . , xn ), y = (y1 , y2 , . . . , yn )
n
hP i1
lva
n
d(x, y) = |xi − yi | .
i=1
Se
Convergence: A sequence {xn } converges to an element x ∈ X if lim d(xn , x) = 0.
ba
n→∞
Se
Open sphere (Open ball):
y
S(x0 , r) = {x ∈ X : d(x0 , x) < r}, r > 0, x0 ∈ X.
sb
em
Closed sphere (Closed ball):
r
S(x0 , r) = {x ∈ X : d(x0 , x) ≤ r}, r > 0, x0 ∈ X.
eo
Th
Open set: A set G ⊂ X is open if it contains a sphere about each of its points or
nd
every point is an interior point.

sa
Closed set: A set F is closed if X − F is open or if every point is a limit point.

on
iti
Neighbourhood: A neighbourhood of a point x ∈ X is an open set which contains

fin
x0 .
De
Interior point: x0 is an interior point of set A if A is a neighbourhood of x0 .

is
ys
Interior set: Interior of set A contains all interior points of A.

al
An
Limit point: If A ⊂ X and x0 ∈ X, then x0 is limit point of A, if every neighbour-

hood of x0 contains point of A distinct from x0 .
Closure: Closure of a set A is A which contains all points which are either point of
A or limit point of A.
Dense set: A, B ⊂ X. A is dense in B if B ⊂ A.
Everywhere dense: A is everywhere dense if A = X.
Separable metric space: If metric space X has a countable subset which is every-
where dense, then it is separable metric space.
36
Open covering: If C is a collection of open sets in metric space X with the property
that every x ∈ X is a member of atleast one set G ∈ C. The C is called the open
covering of X.
Sub-covering: A sub-covering of the open covering C is any collection C 0 ⊂ C which

is also open covering of X.
Cauchy sequence: A sequence {xn } in a metric space X = (X, d) is Cauchy se-

quence, if for every > 0, there is N such that m, n > N ⇒ d(xm , xn ) < .
Complete metric space: A metric space is complete, if every Cauchy sequence in
lva
metric space converges.
Se
Contraction: If (X, d) is a metric space, a mapping T : X → X is called contraction
ba
in X if there is a constant K, with 0 ≤ K < 1, such that x, y ∈ X, x 6= y
Se
⇒ d(T x, T y) ≤ Kd(x, y).
y
Lipschitz condition: For Lipschitz constant M > 0,
sb
em
|f (x, y2 ) − f (x, y1 )| ≤ M |y2 − y1 | .
r
eo
Completion: The enlarged space is called completion of metric space X.

Th
nd
Isometry: T : (X, d) → (Y, σ), such that ∀x, y ∈ X, σ(T x, T y) = d(x, y).
sa
Bolzano-Weierstrass property: A space X has Bolzano-Weierstrass property if

on
every infinite sequence in X has atleast one limit point.

iti
fin
Nowhere dense: If A ⊂ X is nowhere dense, A the closure of A has no interior

De
point.
is
ys
First category: A set A ⊂ X is of first category in X, if it is the union of countably

al
many nowhere dense sets in X.

An
Second category: A set A ⊂ X is of second category in X, if it is not of first

category.
Compact metric space:
(a) A metric space (X, d) is compact if every infinite subset of X has atleast one
limit point.
(b) A metric space X is compact if every open covering H of X has a finite sub-
covering.
Set K ⊂ X is compact if (K, d) is compact.
37
Relatively compact: If X is a metric space. K ⊂ X and closure of K, K is compact,

then K is relatively compact to X.
Total boundedness: A metric space X is totally bounded if for every > 0, X

contains a finite set, called an -net, such that the finite set of open spheres of radius
and centres in the -net covers X.
Continuity: If T : (X, d) → (Y, d). T is continuous at x ∈ X if every sequence {xn }

converges to x, {T xn } converges to T x ∈ Y.
T is continuous if it is continuous a every x ∈ X.
lva
Uniformly continuity:
Se
If T : (X, d) → (Y, d). T is uniformly continuous on X,if for every > 0, there is
δ > 0 such that d(x, x0 ) < δ ⇒ d(T x, T x0 ) < , for all x, x0 ∈ X.
ba
Se
Connected set: A ⊂ X, set A is called connected set if it cannot be represented as
y
sb
the union of two sets, each of which is disjoint from the closure of the other.
em
Uniformly boundedness: A collection F of function on set X is uniformly bounded
r
eo
if there is M > 0 such that |f (x)| ≤ M for all x ∈ X and all f ∈ F.

Th
Equicontinuous: A collection F of functions defined on a metric space X is equicon-

nd
tinuous if for each > 0 there is δ > 0 such that d(x, x0 ) < δ
sa
⇒ |f (x) − f (x0 )| <

on
for all x, x0 ∈ X and f ∈ F.

iti
fin
Algebra: (X, d) is compact metric space, C(X) is the space of continuous real func-
De
tions on X, such that

is
d(f, g) = max{|f (x) − g(x)| : x ∈ X}.

ys
Set A ⊂ C(X) is called an algebra if f, g ∈ A and a any number

al
An
f + g ∈ A, f g ∈ A and af ∈ A
Algebra generated by set E:

If E ⊂ C(X) the intersection of all algebras in C(X) containing E, which is itself an
algebra containing E is called algebra by E.
Some Important Results and Theorems
1. Holder inequality: If p > 1 and

1 1
+ = 1 and x = (x1 , x2 , . . . , xn ), y = (y1 , y2 , . . . , yn ) ∈ Rn
p q
n hP n i1 h P n i1
P p q
|xi yi | ≤ |xi | |yi |
i=1 i=1 i=1
38
2. Minkowski inequality: If p ≥ 1, and x, y ∈ Rn

hP n i1 h P n i1 h P
n i1
p p q
|xi + yi | ≤ |xi |p |yi |p
i=1 i=1 i=1
1
3. Cauchy- Schwarz inequality: Substituting p = q = , we have
hPn i2 h Pn n
ih P 2 i
2
|xi + yi | ≤ |xi | |yi |2
i=1 i=1 i=1
4. The collection C of all open set satisfies:
(a) ∅, X ∈ C.
lva
(b) Any union of members of
Se
mathcalC is a member of C.
ba
(c) The intersection of finitely many members of C is a member of C.
Se
y
5. The collection F of closed sets satisfies:
sb
em
(a) ∅, X ∈ F.
r
eo
(b) Any intersection of closed set is closed.

Th
(c) A finite union of closed sets is closed.

nd
6. The interior of a set A is the largest open set contained in A.

sa
on
7. The closure of set A is the smallest closed set containing A.

iti
fin
8. Set A ⊂ X is everywhere dense if ∀x ∈ X, > 0, there is y ∈ A : d(x, y) < .

De
is
9. X is separable iff there is a countable collection B of open sets such that an arbitrary
ys
open set can be expressed as a union of members of B.

al
An
10. Lindelof: If X is separable and C is an open covering of X, then there is a countable

sub-covering C 0 ⊂ C.
11. A metric (X, d) is complete iff for every sequence {S n } of closed spheres, with
S n+1 ⊂ S n and lim rn = 0, where rn is the radius of S n . Then the intersection
T∞
S n consists of exactly one point.
n=1
12. A subspace of a complete metric space is complete iff it is closed.
13. If X is a complete metric space and T is a contraction in X, then T has a fixed

point and it is unique.
39
14. If f is continuous on an open connected set D and satisfies a Lipschitz condition

dy
in y on D, then for every (x0 , y0 ) ∈ D, the differential equation = f (x, y) has a
dx
unique local solution passing through (x0 , y0 ).
15. If (X, d) is a metric space, it can be imbedded as a dense subspace, in a complete

˜
metric space (X̃, d).
16. Metric space (X, d) is of second category in itself iff any representation of X as
S∞
union X = Fi of countable many closed set Fi atleast one of the Fi contains a
i=1
sphere.
lva
17. Every complete metric space (X, d) is of second category in itself.
Se
18. K is compact iff every sequence with values in K has a subsequence which converges
ba
to a point in K.
Se
y
19. Every compact set in a metric space X is closed, bounded subset of X.
sb
em
20. If metric space X is compact, then every closed subset of X is compact.
r
eo
21. Every compact metric space is complete.

Th
22. Metric space X is bounded iff every sequence in X has a Cauchy subsequence.
nd
sa
23. Every totally bounded metric space is separable.

on
24. Every compact metric space is separable.

iti
fin
25. A metric space X is compact iff for every collection C of open sets which covers X
De
there are finite subsets G1 , G2 , . . . , Gn ∈ C which covers X.

is
ys
26. Let T : (X, d) → (Y, σ)

al
An
(a) If X is compact, then every T which is continuous on X is uniformly continuous.

(b) If T is continuous then the image of a compact set is compact.
(c) T is continuous iff for open ball G ⊂ Y the inverse image
T −1 (G) = {x : x ∈ X, T x ∈ G}
is open in X.
27. Arzela-Ascoli theorem: If X is a compact metric space, a subset K ⊂ X is

relatively compact iff it is uniformly bounded and equicontinuous.
28. If f is continuous on an open set D, then for every (x0 , y0 ) ∈ D the differential
dy
equation = f (x, y) has a local solution passing through (x0 , y0 ).
dx
40
29. Stone-Weierstrass theorem: If A is closed algebra in C(X). X has a compact

metric space such that 1 ∈ A and if x, y ∈ X, x 6= y, there is an f ∈ A for which
f (x) 6= f (y). Then A = C(X).
1.27 Lebesgue Measure
1.27.1 Measure
Length of an interval: The length of an interval I is the difference of end points
of the interval.
lva
Se
Measure of a set: Let M be a collection of sets of real numbers and E ∈ M. Then
ba
non-negative extended real number mE is called the measure of E. If m satisfies
Se
y
(a) mE is defined for each set E of real numbers. ie., M = P (R), the power set of
sets of real number.
sb
em
(b) For an interval I, mI = l(I).
r
eo
(c) If {En } is a sequence of disjoint sets (for which m is defined) in M.

Th
P
m(∪En ) = mEn
nd
(d) m is translation invariant. i.e., If E is the set on which m is defined,and

sa
E + y = {x + y : x ∈ E}
on
iti
then m(E + y) = mE
fin
Countable additive measure: Let M be a σ-algebra of sets of real numbers and

De
E ∈ M. Then non-negative extended real number mE is countable additive measure.

is
ys
P
If m(∪En ) = mEn for each sequence {En } of disjoint sets in M.
al
An
Countable sub additive measure: Let M be a σ-algebra of sets of real numbers

and E ∈ M. Then non-negative extended real number mE is countable sub additive
P
measure, if m(∪En ) ≤ mEn for each sequence {En } of sets in M.
Some Important Results

Let m be a countable additive measure defined for all sets in a σ-algebra, M. Then
(a) Monotonicity: A, B ∈ M, A ⊂ B
⇒ mA ≤ mB.
(b) If for some set A ∈ M, mA < ∞, then m∅ = 0.

41
1.27.2 Lebesgue Outer Measure

Lebesgue outer measure: Let A be a set of real numbers. {In } be the countable
collection of open intervals that covers A, i,e., A ⊂ ∪In . Then Lebesgue outer measure
m∗ A of A is
m∗ A = inf l(In ) .
A⊂∪In
1. m∗ ∅ = 0.
2. A ⊂ B ⇒ m∗ A ≤ m∗ B.
lva
3. For singleton set {x}, m∗ {x} = 0.
Se
ba
4. The Lebesgue outer measure of an interval is its length.
Se
5. If {An } is a countable collection of sets of real number. Then m∗ (∪An ) ≤ m∗ An .
y
6. If A is countable, m∗ A = 0. sb
r em
eo
7. The set [0, 1] is not countable.

Th
8. Given any set A and any > 0, there is an open set O, A ⊂ O and m∗ O ≤ m∗ A + .
nd
There is a G ∈ Gδ , A ⊂ G and m∗ A = m∗ G.
sa
on
1.27.3 Lebesgue Measurable Sets and Lebesgue Measure

iti
fin
Lebesgue measurable set: A set E is Lebesgue measurable if for each set A we

De
have m∗ (A) = m∗ (A ∩ E) + m∗ (A ∩ Ac ).
is
ys
Lebesgue measure: If E is said a Lebesgue measurable set, the Lebesgue measure

al
mE is the Lebesgue outer measure of E.

An
1. If m∗ E = 0, then E is Lebesgue measurable.
2. If E1 and E2 are Lebesgue measurable so E1 ∪ E2 .
3. The family of M of Lebesgue measurable sets is an algebra of sets.
4. If A is any set and E1 , E2 , . . . , En a finite sequence of disjoint Lebesgue measurable

sets. Then
n n
m∗ A ∩ [ m∗ (A ∩ Ei ).
S P
Ei ] =
i=1 i=1
42
5. The collection M of Lebesgue measurable set is a σ-algebra.
6. Every set with Lebesgue outer measure zero is Lebesgue measurable.
7. The interval (a, ∞) is Lebesgue measurable.
8. Every Borel set is Lebesgue measurable.
9. Each open set and closed set is Lebesgue measurable.
10. If {Ei } is a sequence of Lebesgue measurable set. Then for Lebesgue measure
P
m(∪Ei ) ≤ mEi .
lva
P
If the sets Ei are pairwise disjoint then for Lebesgue measure m(∪Ei ) = mEi .
Se
11. Let {Ei } be an infinite decreasing sequence of Lebesgue measurable sets, i.e.,
ba
En+1 ⊂ En for each n. Let Lebesgue measure mE is finite. Then
Se
∞
S
m( En ) = lim mEn .
y
n→∞
sb
n=1 em
12. For a given set following are equivalent
r
eo
(a) E is measurable.
Th
(b) Given > 0, there is an open set O ⊂ F with m∗ (O ≈ F ) < .

nd
(c) Given > 0, there is an open set E ⊂ F with m∗ (E ≈ F ) < .

sa
(d) G ∈ Gδ with E ⊂ G, m∗ (G ∼ E) = 0.
on
iti
(e) F ∈ Fδ with F ⊂ E, m∗ (E ∼ F ) = 0.
fin
If m∗ E < ∞, then these statements are equivalent to

De
(f) Given > 0, there is a finite union U of open intervals m∗ (∪∆E) < .
is
ys
al
1.27.4 Lebesgue Measurable Functions

An
Lebesgue measurable function: An extended real valued function f is Lebesgue

measurable if its domain is measurable and if it satisfies one of the following condi-
tions: for each real number α
(a) {x : f (x) < α} is measurable.
(b) {x : f (x) ≤ α} is measurable.
(c) {x : f (x) > α} is measurable.
(d) {x : f (x) ≥ α} is measurable.
(e) {x : f (x) = α} is measurable.

43
Almost everywhere property: If a set of points where it fails to hold is set of

measure zero.
If f = g, almost everywhere if f and g have the same domain and
m{x : f (x) 6= g(x)} = 0.
Characteristic function χA : If A is any set, the characteristic function of set A

is defined as 
1 if x ∈ A
χA =
0 if x ∈
/A
lva
Simple function: A real valued function φ is simple function, if it is Lebesgue
Se
measurable and assume only a finite number of values.
ba
Borel measurability: A function f is Borel measurable if for each α, the set {x :
Se
f (x) > α} is a Borel set.
y
Some Important Results sb
r em
eo
1. If f is an extended real valued function whose domain is measurable. Then the

Th
following statements are equivalent. For each real number α.

nd
(a) The set {x : f (x) < α} is Lebesgue measurable.

sa
on
(b) The set {x : f (x) ≤ α} is Lebesgue measurable.

iti
(c) The set {x : f (x) > α} is Lebesgue measurable.

fin
De
(d) The set {x : f (x) ≥ α} is Lebesgue measurable.

is
2. If c is a constant and f and g two Lebesgue measurable real valued functions defined
ys
al
on the same domain. Then the functions f + c, cf, f + c, g − f and f g are also
An
Lebesgue measurable.
3. If {fn } is a sequence of Lebesgue measurable functions (with the same domain of def-
inition). Then the function sup{f1 , f2 , . . . , fn }, inf{f1 , f2 , . . . , fn }, sup fn , inf fn , limfn
and limfn are all Lebesgue measurable.
4. If f is a measurable function and f = g almost everywhere, then g is measurable.
5. If f is Lebesgue measurable function defined on interval [a, b] and assume that f

takes the values ±∞ only on a set of measure zero. Then given > 0, we can find
a step function g and a continuous function h such that |f − g| < and |f − h| < .
44
1.27.5 Littlewood’s Three Principles

Littlewood’s three principles:
(a) Every (measurable) set is nearly a finite union of intervals.
(b) Every (measurable) set is nearly continuous.
(c) Every convergent sequence of (measurable) functions is nearly uniformly conver-

gent.
lva
Se
1. If E is measurable set of finite measure and {fn } is a sequence of measurable func-
ba
tions defined on E. If f is real valued function such that for each x ∈ E, we have
Se
fn (x) → f (x).
y
The given > 0 and δ > 0, there is a measurable set A ⊂ E with mA < δ and an
integer N such that for all x ∈
/ A and all n ≥ N.
sb
em
|fn (x) − f (x)| < .
r
eo
2. If E is measurable set of finite measure and {fn } a sequence of measurable functions

Th
that converge to a real valued function f almost everywhere on E. The given > 0
nd
and δ > 0, there is a set A ⊂ E with ma < δ and an N such that for all x ∈
/ A and
sa
all n ≥ N ,
on
|fn (x) − f (x)| < .

iti
fin
3. Egorff ’s theorem: If {fn } is a sequence of measurable functions that converge to

De
a real valued function f almost everywhere on a measurable set E of finite measure,

is
then given η > 0, there is a subset A ⊂ E with mA < η such that fn converges to
ys
f uniformly on E ∼ A.
al
An
4. Lusin’s theorem: If {fn } is a measurable real valued function on an interval [a, b].
Then given δ > 0, there is a continuous function φ on [a, b] such that
m{x : f (x) 6= φ(x)} < δ.
1.28 The Lebesgue Integration
1.28.1 The Riemann Integral

If f is a bounded real valued function defined on the interval [a, b] and a = x0 < . . . <
xn = b is a subdivision of [a, b].
45
n
X
S= (xi − xi−1 )Mi
i=1
n
X
s= (xi − xi−1 )mi
i=1
where Mi = sup f (x) ∀x ∈ (xi−1 , xi )

and mi = inf f (x) ∀x ∈ (xi−1 , xi )
The upper Riemann integral of f is
R−b
R f (x)dx = inf S .
a
and the lower Riemann integral of f is
Rb
lva
R f (x)dx = sup s .
−a
Se
The function f is Riemann integrable if
R−b Rb Rb
ba
R f = R f = R f (x)dx.
Se
a −a a
y
sb
1.28.2 Step function
em
For the given subdivision a = x0 < . . . < xn = b of the interval [a, b], a function φ is a
r
eo
step function if
Th
φ(x) = ci , xi−1 < x < xi .

nd

sa
Rb n
P
1. φ(x)dx = ci (xi − xi−1 ).
on
a i=1
iti
R−b Rb
fin
2. R f (x)dx = inf φ(x)dx.

De
a a
for all step function φ(x) ≥ f (x).
is
Rb Rb
ys
3. R f (x)dx = sup φ(x)dx.

al
−a a
An
for all step function φ(x) ≤ f (x).
1.28.3 The Lebesgue Integral of a Bounded Function Over a

Set of Finite Measure
Characteristic function: A real valued
 function of set E,
1, x ∈ E
χE =
0, x ∈ /E
Simple function: A linear combination

Pn
φ(x) = ai χEi (x).
i=1
46
Canonical representation of simple function: If φ is a simple function and

{a1 , . . . , an } is the set of non-zero values of φ, then
P
φ = ai χAi , where Ai = {x : φ(x) = ai }
is called canonical representation of simple function. Here Ai are disjoint and ai are
distinct and non-zero.
Integral of simple function: If simple function φ vanishes outside a set of finite

measure, the integral of φ is
R n
P
φ(x)dx = ai (mAi )
i=1
Pn
where φ has a canonical representation φ = ai χAi and mAi is the Lebesgue mea-
lva
i=1
sure of Ai .
Se
If E is any measurable set, we have
ba
R R
φ= φ.χE .
Se
E
y
The Lebesgue integral: If f is bounded measurable function defined on a measur-
able set E with mE is finite, the Lebesgue integral of f over E is sb
em
R R
f (x)dx = inf ψ(x)dx.
r
eo
E E
for all simple function ψ ≥ f.
Th
nd

sa
n
P
1. Let φ = ai χEi , with Ei ∩ Ej = ∅ for i 6= j. Suppose each set Ei is a measurable
on
i=1
n
iti
R P
set of finite measure. Then φ= ai mEi .
fin
i=1
De
2. If φ and ψ are simple functions which vanishes outside a set of finite measure, then
R R R R R
(aφ + bψ) = a φ + b ψ and if φ > ψ almost everywhere then φ ≥ ψ.
is
ys
al
3. If f is defined and bounded on a measurable set E with mE and

An
R R
inf ψ(x)dx = sup φ(x)dx
f ≤ψ E f ≤φ E
for all simple functions φ and ψ. Then f is measurable function.
4. Let f be bounded function defined on [a, b]. If f is Riemann integrable on [a, b],
then it is measurable and
Rb Rb
R f (x)dx = f (x)dx.
a a
5. If f and g are bounded measurable functions defined on set E of finite measure,

then
R R R
(a) (af + bg) = a f + b g.
E E E
47
(b) If f = g almost everywhere, then

R R
f= g.
E E
(c) If f ≤ g almost everywhere, then

R R
f≤ g.
E E
R R
(d) f ≤ |f |.
(e) If A ≤ f (x) ≤ B, then
R
A(mE) ≤ f ≤ B(mE).
E
(f) If A and B are disjoint measurable sets of finite measure, then
lva
R R R
f = f + f.
Se
A∪B A B
6. Let {fn } be a sequence of measurable functions defined on a set E of finite measure
ba
and suppose that there is a real number M such that |fn (x)| ≤ M for all x. If
Se
f (x) = lim fn (x) for each x ∈ E, then
y
sb
R R
= lim fn .
em
E E
7. A bounded function f on [a, b] is Riemann integrable iff the set of points at which
r
eo
f is discontinuous has measure zero.

Th
nd
1.28.4 The Integral of a Non-negative Function

sa
Integral of a non-negative function: if f is a non-negative measurable function

on
iti
defined on a measurable set E, then integral of non-negative measurable function f is

fin
R R
f = sup h
h≤f E
De
E
where h is a bounded measurable function such that m{x : h(x) 6= 0} < ∞.
is
ys
Integrable function: A non-negative measurable function f is integrable over the

al
measurable set E, if
An
R
f <∞
E
1. If f and g are measurable functions then

R R
(a) cf = c f, c > 0.
E E
R R R
(b) f +g = f+ g.
E E E

R R
f≤ g.
E E
48
2. Fatou’s lemma: If {fn } is a sequence of non-negative measurable function and

fn (x) → f (x), almost everywhere on a set E, then
R R
f ≤ lim fn .
E E
3. Monotone convergence theorem: If {fn } is an increasing sequence of non-

negative measurable functions and let f = lim fn almost everywhere, then
R R
f = lim fn .
∞
P
4. If {un } is a sequence of non-negative measurable functions and f = . Then
n=1
R ∞ R
P
f= un .
lva
n=1
Se
5. If F is a non-negative function and {Ei } a disjoint sequence of measurable sets. Let
ba
E = ∪Ei . Then
Se
R PR
= f.
E Ei
y
sb
6. Let f and g be two non-negative measurable functions. If f is integrable over E
em
and g(x) < f (x) on E, then g is also integrable on E, and
r
R R R
(f − g) = f − g.
eo
E E E
Th
7. If f is a non-negative function which is integrable over a set E. Then given > 0

nd
R
there is a δ > 0 such that for every set A ⊂ E with mA < δ, we have f < .
sa
E
on
1.28.5 The General Lebesgue Integral

iti
fin
The positive and negative par of function:

De
f + (x) = max{f (x), 0}

is
f − (x) = max{−f (x), 0}

ys
al
andf = f + − f −
An
|f | = f + + f −
If f is a measurable function, then f is integrable over E if f + and f − are both
integrable over E and
f − (x)dx.
R R R
f (x)dx = f + (x)dx +
E E E
1. If f and g are integrable over E. Then
(a) The function cf is integrable over E and

R R
cf = c f.
E E
49
(b) The function f + g is integrable over E and

R R R
(f + g) = f + g.
E E E

R R
f≤ g.
E E
(d) If A and B are disjoint measurable sets contained in E, then

R R R
= f+ f
A∪B A B
2. Lebesgue convergence theorem: If g is integrable over E and {fn } is a sequence

of measurable functions such that |fn | ≤ g on E and for almost all x ∈ E, we have
lva
f (x) = lim fn (x). Then
Se
R R
f ≤ lim fn .
ba
E E
Se
3. If {gn } is a sequence of integrable of measurable functions which converge almost
y
everywhere to an integrable function g. If {fn } is a sequence of measurable functions
sb
R R
such that |fn | ≤ gn and {fn } converges to f almost everywhere. If g = lim gn
em
R R
then f = lim fn .
r
eo
Th
1.28.6 Convergence in Measure

nd
Convergence inn measure: A sequence {fn } of measurable functions is said to

sa
converge to f in measure if given > 0, there is an N such that for all n ≥ N , we

on
iti
have
fin
m{x : |f (x) − fn (x)| ≥ } < .

De
Cauchy sequence in measure: A sequence {fn } of measurable functions in Cauchy

is
ys
sequence in measure if given > 0 there is N such that for all m, n ≤ N , we have
al
m{x : |fn (x) − fm (x)| ≥ } < .

An
1. If {fn } is a sequence of measurable functions that converges in measure to f. Then

there is a subsequence {fnk } that converges to f almost everywhere.
2. If {fn } is a sequence of measurable functions defined on a set E of finite measure.

Then {fn } converges to f in measure iff every subsequence of {fn } has in turn a
subsequence that converges almost everywhere to f.
3. Fatou’s lemma and the monotone and Lebesgue convergence theorems remain valid
if “convergence almost everywhere” is replaced by “convergence in measure”.
50
1.29 Real Valued Functions of Several Variables

Real valued functions of several variable: If D ⊂ Rn the function
f (x) = f (x1 , x2 , . . . , xn }
n n
where x ∈ R and f : D → R is called real valued function of several variables.
Limit: A function f (x), x ∈ D ⊂ Rn has a limit l. i.e., lim f (x) = l, if given > 0,
x→a
there exist δ > 0 such that |f (x) − l| < for every a ∈ D, ||x − a|| < δ.
Continuity: A function f : D → Rn is continuous at x = a, if for each > 0, there

exist δ > 0 such that |f (x) − f (a)| < whenever ||x − a|| < δ and x ∈ D ⊂ Rn or
lva
f : D → Rn is continuous at a iff lim f (x) = f (a).
Se
x→a
Uniformly continuity: A function f : D → Rn is uniformly continuous on D if it
ba
is continuous at every x ∈ D ⊂ Rn .
Se
y
sb
em
1. f : D → Rn , g : D → Rn then
r
lim(f ± g)(x) = lim f (x) ± lim g(x)
eo
Th
lim(f ∗ g)(x) = lim f (x) ∗ g(x)

If lim g(x) 6= 0.
nd
lim(f /g)(x) = lim f (x)/ lim g(x)

sa
on
2. The range of a function continuous on a compact set is compact.

iti
fin
3. A real valued function continuous on a compact set is bounded and attains its
De
bounds.
is
4. A real valued function continuous on a closed rectangle [a, b] is bounded and attains
ys
its bounds.
al
An
5. A function continuous on a compact domain is uniformly continuous.

6. Let f be a real valued function with domain D ⊂ Rn . Let D be such that x, y ∈ D
tx + (1 + t)y ∈ D ∀t ∈ [0, 1]
Then f assumes every value between f (x) and f (y).
7. If lim f (x) = b and
x→a
b = (b1 , b2 , . . . , bm )
f = (f1 , f2 , . . . , fm )
then
lim fi (x) = bi (1 ≤ i ≤ m)
x→a
and conversely.
51
1.30 Partial Derivatives

First order: Let S be an open set in Euclidean space Rn and f : S → R be a real
valued function on S. If x = (x1 , x2 , . . . , xn ) and c = (c1 , c2 , . . . , cn ) are two point on
S having corresponding coordinates equal except for the k th if xi = ci for i 6= k and
if xk 6= ck then
f (x) − f (c)
Dk f (c) = lim
xk →ck x k − ck
is called partial derivative of f with respect to k th coordinate.
Second order: If f has a partial derivatives D1 f, D2 f, . . . , Dn f on an open set S,
lva
then these are called second order partial derivatives.
Se
The partial derivatives of Dk with respect to rth variable is Dr,k f = Dr (Dk f ).
ba
Directional derivative:
Se
Let f : S → Rn , S ⊂ Rn . The directional derivative of f at c in the direction u,
y
sb
denoted by the symbol f 0 (c, u) is
f (c + hu) − f (c)
em
f (c, u) = lim
h→0 h
r
whenever the limit on the right exist.

eo
Th
Total derivative: The function f is said to be differentiable at c if there exists a

nd
linear function
sa
Tc : Rn → Rm
on
such that
iti
T (c + v) = f (c) + Tc (v) + ||v||Ec (v)

fin
where E0 (v) → 0 as v → 0. Then the above equation is called first order Taylor
De
formula and Tc is a linear function is called the total derivative of f at c.

is
ys

al
An
1. Assume f is differentiable at C with total derivative Tc . Then the directional

derivative f 0 (c, u) exists for every u ∈ Rn and
Tc (u) = f 0 (c, u).
2. If f is differentiable at c then f is continuous at c.
3. Let f : S → Rm be differentiable at an interior point c ∈ S, where S ⊆ Rn .If
v = v1 e1 + v2 e2 + · · · + vn cn where e1 , e2 , . . . , en are the units coordinate vectors in
Rn , then
n
f 0 (c)(v) =
P
vk Dk f (c).
k=1
In particular, if f is real valued (m = 1), we have
f 0 (c)(v) = ∇f (c) · v
52
The dot product of v with the vector

∇f (c) = D1 f (c), D2 f (c), . . . , Dn f (c) .
4. Let u and v be two real valued functions defined on a subset S of the complex
plane. Assume also that u and v differential at an interior point c of S and that the
partial derivatives satisfy the Cauchy-Riemann equations at c. Then the function
f = u + iv has a derivative at c and also
f 0 (c) = D1 u(c) + tD1 v(c).
5. Chain rule: Assume g is differentiable at a with total derivative g 0 (a). Let
b = g(a) and assume that f is differentiable at b, with the total derivative f 0 (b).
lva
Then the composite function h = f ◦g is differentiable at a and the total derivative
h0 (a) is given by
Se
h0 (a) = f 0 (b) ◦ g 0 (a).
ba
Then the composition of the linear functions f 0 (b) and g 0 (a).
Se
6. Let f and D2 f be continuous on a rectangle [a, b] × [c, d]. Let p and q be differen-
y
sb
tiable on [c, d], where p(y) ∈ [a, b] for each y ∈ [c, d]. Define F as
em
q(y)
R
F (y) = f (x, y)dx if y ∈ [c, d]
r
eo
p(y)
Then F 0 (y) exists for each y ∈ (c, d) and
Th
Zq(y)
0
D2 f (x, y)dx + f (q(y), y)q 0 (y)
nd
F (y) =
.
sa
p(y)
on
− f (p(y), y)p0 (y)

iti
7. Mean-value theorem: Let S be an open subset of Rn and assume that f : S →

fin
Rn is differentiable at each point of S. Let x and y be two points in S such that

De
L(x, y) ⊆ S. Then for every vector a ∈ Rn there is a point z ∈ L(x, y) such that
is
a · {f (y) − f (x)} = a · {f 0 (z)(y − x)}.

ys
8. Let S be an open connected subset of Rn and f : S → Rm be differentiable at

al
An
each point in S. If f 0 (c) = 0 for each c ∈ S, then f is constant of S.

9. If one of the partial derivatives D1 f, D2 f, . . . , Dn f exist at c and that the remaining
(n − 1) partial derivatives exist in some n-ball B(c) and are continuous at c. Then
f is differentiable at c.
10. If both partial derivatives Dr f and Dk f exist in an n-ball B(c, δ) and if both are
differentiable at c, then
Dr,k f (c) = Dk,r f (c).
11. If both partial derivatives Dr f and Dk f exists in an n-ball B(c) and if both Dr,k f
and Dk,r f are continuous at c, then
Dr,k f (c) = Dk,r f (c).
53
12. Taylor’s formula: Assume f and all its partial derivatives of order < m are
differentiable at each point of an open set S ∈ Rn . If a and b are two points of S,
such that L(a, b) ⊆ Rn , then there is a point z on the line segment L(a, b) such that
m−1
X 1
f (b) − f (a) = f (k) (a, b − a)
k=1
n!
1 (m)
+ f (z, b − a)
m!
1.31 Implicit Functions and Inverse Functions
lva
Jacobian determinant: If
f = (f1 , f2 , . . . , fn ) and x = (x1 , x2 , . . . , xn ) the Jacobian matrix is Df (x) = [Dj fi (x)]
Se
on n × n matrix, and Jacobian determinant is
ba
Ff (x) = det Df (x) = det[Dj fi (x).]
Se
y
sb
em
1. If f = u + iv is a complex-valued function with its derivative at C, then
r
Jf (z) = |f 0 (z)|2 .
eo
Th
2. Let B = B(a, r) be an n-ball in Rn and ∂B denote its boundary and assume that
all the partial derivatives Di fi (x) exist if x ∈ B. Assume further that f (x) 6= f (a)
nd
if x ∈ ∂B and that the Jacobian determinant Jf (x) 6= 0 for each x ∈ B. Then

sa
f (B), the image of B under f contains an n-ball with center at f (a).

on
iti
3. Let A be an open subset of Rn and f : A → Rn is continuous and has finite partial

fin
derivatives Di fi on A if f is one-to-one on A and if Jf (x) 6= 0 for each x ∈ A, then

De
f (A) is open.
is
4. If f = (f1 , f2 , . . . , fn ) has continuous partial derivatives Di fi on an open set S in

ys
Rn and that the Jacobian determinant Jf (a) 6= 0 for some point a ∈ S. Then
al
An
there is an n-ball B(a) on which f is one-to-one.

5. Let A be an open subset of Rn and assume that f : A → Rn has continuous partial
derivatives Di fi on A. If Jf (x) 6= 0 for all x ∈ A, then f is an open mapping.
Inverse function theorem: C 0 is a set of continuously differentiable function. If

f = (f1 , f2 , . . . , fn ) ∈ C 0 on an open set S ⊂ Rn and T = f (S). If the Jacobian
determinant Jf (a) 6= 0 for some a ∈ S. Then there are two open sets X ⊂ S and
y ⊂ T and a uniquely determined function g such that
(a) a ∈ X and f (a) ∈ Y.

(b) Y = f (X)
54
(c) f is one-to-one on X
(d) g is defined on Y. g(Y ) = X and g(f (x)) = x for every x ∈ X
(e) g ∈ C 0 on Y.
Implicit function theorem:

Let f = (f1 , f2 , . . . , fn ) be a vector-valued function defined on an open set S ⊂ Rn+k
with values in Rn . Suppose f ∈ C 0 on S. Let (x0 , t) be a point in S for which
f (x0 , t0 ) = 0 and for which the n × n determinant det[Dj fi (x0 , t0 )] 6= 0. Then there
exist a k-dimensional open set T0 containing t0 and one and only one vector-valued
lva
function g defined on T0 and having values in Rn , such that
Se
(a) g ∈ C 0 on T0
ba
Se
(b) g(t0 ) = x0
y
sb
(c) f (g(t), t) = 0 for every t ∈ T0 . em
r
eo
1.32 Extrema for Real Valued Functions

Th
Stationary point and Saddle point: If f is differentiable at a and ∇f (a) = 0,

nd
sa
then the point a is called stationary point.

A stationary point is a saddle point if every n-ball B(a) contains points x such that
on
iti
f (x) > f (a) and other points such that f (x) < f (a).
fin
De

is
ys
1. Second derivative test for extrema: Assume that the second order partial
al
derivatives Di,j f exist on an n-ball B(a) and are continuous at a, where a is a

An
stationary point of f. Let

1
Q(t) = f 00 (a, t)
2
n
1 XX
= Di,j f (a)ti tj
2 i=1 j=1
(a) If Q(t) > 0 for all t 6= 0, f has a relative minimum at a.

(b) If Q(t) < 0 for all t 6= 0, f has a relative maximum at a.
(c) If Q(t) takes both positive and negative values then f has a saddle point at a.
2. Let f be a real-valued function with continuous second order partial derivative at

a stationary point a ∈ R2 . Let
55
A = D1,1 f (a)
B = D1,2 f (a)
C = D2,2 f (a)
" #
A B
and let ∆ = det = AC − B 2 , then
B C
(a) If ∆ > 0 and A > 0, f has relative minimum at a.
(b) If ∆ > 0 and A < 0, f has relative maximum at a.
(c) If ∆ < 0, f has a saddle point at a.
lva
Se
ba
Se
y
sb
rem
eo
Th
nd
sa
on
iti
fin
De
is
ys
al
An
56
Index
σ− algebra (Borel sets), 3 Characteristic function, 39, De-Morgan’s law, 2
a proceeds b, 4 42 Decreasing function, 29
Closed Interval, 6 Decreasing sequence, 10
Absolute convergence, 25, Closed set, 16, 32 Dense set, 33
27 Closure, 33 Difference, 2
Absolutely continuous, 31 Cluster point, 9 Differentiability, 17
lva
Accumulation point, 10 commutative law, 5 Directional derivative, 47
Se
additive identity, 5 Discontinuity, 28
Compact metric space, 34
additive inverse, 5 Discontinuity of first kind,
ba
Compact set, 16
Additive property, 7 28
Comparison property, 7
Se
Admissible Arc, 51 Discontinuity of second
Comparison Test, 13
y
Algebra, 34 kind, 28
sb
Comparison test, 25
Almost everywhere, 39 Discontinuous solutions, 52
Complement, 2
em
Anti symmetric relation, 4 Discrete metric, 32
Complete metric space, 33
r
Approximation property, 6 Disjoint Sets, 2
eo
Completeness axioms, 6
Archimedes axiom, 8 distributive law, 5
Th
Completion, 33
Arzela-Ascoli theorem, 36 Divergence of integral, 25,
Composite number, 7
nd
associative law, 5 27
Composition, 3
Associative law of integrals,
sa
Conditionally convergence, Divergent, 9

23 divergent, 10
on
25, 27
Divisor, 7
iti
Bolzano-Weierstrass prop- Conjugate points, 52

fin
erty, 33 Connected set, 34

Egorff’s theorem, 41
Continuity, 16, 28, 34, 46
De
Bolzano-Weierstrass theo- Equicontinuous, 34

rem, 11 Contraction, 33
Equivalence relation, 4
is
Boolean Algebra, 3 Convergence inn measure,

ys
Euclid lemma, 7
Borel measurability, 39 45
al
Euclidean metric, 32
Convergence of integral, 25,
An
Bounded above, 11 Euler theorem, 24

Bounded below, 11 27
Euler’s characteristic equa-
Bounded sequence, 11 Convergence of series, 12
tion, 51
Bounded variation, 30 Convergent, 9, 10 Everywhere dense, 33
Bounds, 6 Converges absolutely, 12 Extended metric, 32
Converges conditionally, 12 Extremal, 51
Cauchy sequence, 9, 10, 33 Countable additive measure,
Cauchy sequence in mea- 37 Fatou’s lemma, 44
sure, 45 Countable set, 3, 4 Field Axioms, 5
Cauchy’s product, 12 Countable sub additive mea- Finite countable set, 3
Cauchy- Schwarz inequality, sure, 37 Finite sequence, 3
35 Finite set, 4
Chain rule, 48 Darboux theorem, 23 First category, 33
57
Seba Selva INDEX
First Mean Value Theorem, Jumps and jump discontinu- Monotonic function, 29
23 ity, 28 Monotonicity, 37
First order, 47 multiplicative inverse, 5
Least upper bound , 6
first order Taylor formula, multiplicative identity, 5
Lebesgue convergence theo-
47
rem, 45 Neighbourhood, 10, 33
Function, 2
Lebesgue measurable func- Nowhere dense, 33
Fundamental theorem of
tion, 39
calculus, 24 One-to-one correspondence,
Lebesgue measurable set, 38
Fundamental Theorem of 3
Lebesgue measure, 38
Integral Calculus, One-to-one function, 3
Lebesgue outer measure, 37
22 Onto function, 2
Lebesgue-Vitali theorem, 24
lva
Left continuous, 16 Open covering, 33
Greatest lower bound, 6
Open interval, 6
Se
Legendre’s test, 51
Half closed intervals, 6 Length of an interval, 37 Open set, 16, 32
ba
Hausdorff maximal princi- Limit, 9, 10, 15, 46 Open sphere, 32
Se
ple, 4 Limit inferior, 9 Order relation, 5
Ordered field, 6
y
Holder inequality, 35 Limit point, 33
Limit superior, 9
sb Partial ordering, 4
em
Implicit function theorem, Limit test for convergence, Partition, 20, 30
50
r
26
eo
Pointwise convergence, 19
Increasing function, 29 Limit test for divergence, 26
Th
Power series , 12
Increasing sequence, 10 Lindelof, 35 Prime, 7
Inductive set, 7
nd
Linear ordering, 4 Pseudo metric, 32

infimum, 7 Lipschitz condition, 33
sa
Infinite discontinuity, 28 Littlewood’s three princi- Radius of convergence, 13

on
Infinite sequence, 3 ples, 40 Ratio test, 13

iti
Infinite series, 12 Lower bound, 6 Real valued functions of sev-

fin
Integrable function, 44 Lower darbox sum, 20 eral variable, 46

De
Integral of simple function, Lower integral, 20 Rearrangement of series, 12

42 Lusin’s theorem, 41 Refinement, 20
is
Interior point, 33
ys
Reflexive , 4
Maximal element, 6
al
Interior set, 33 Relations, 4

An
Intermediate-value Theo- Maximum of function, 18

Relatively compact, 34
rem, 17 Mean Value Theorem, 18
Removable discontinuity, 28
Intersection, 2 Mean-value theorem, 48
Restriction, 3
Interval of convergence, 12 Measure of a set, 37
Riemann integrable, 21
Intervals, 6 Metric spaces, 32
Riemann integral, 20, 41
Inverse function, 3 Minimal element, 4, 6
Riemann’s criterion, 23
Inverse function theorem, 49 Minimum of function, 18
Riemann-Stielties integral,
Irremovable discontinuity, Minkowski inequality, 35
21
28 Mixed discontinuity, 28
Right continuous, 16
Isometry, 33 Monotone convergence theo-
Rolle’s Theorem, 18
rem, 44
Root test, 14
Jacobi’s Test, 52 Monotone function, 3, 15
Jacobian determinant, 49 Monotone sequence, 11 Saddle point, 50
58
36 Total derivative, 47
Saltus, 28 Strictly decreasing function, Total Variation, 30
Saltus on left, 29 29 Transitive , 4
Saltus on right, 28 Strictly increasing function, Types of Discontinuities, 28
Second category, 33 29
Second derivative test for Sub-covering, 33 Uniform Convergence, 19,
extrema, 50 Subsequence, 10 27
Second order, 47 Subset, 2 Uniformly boundedness, 34
Selection of points, 21 Subspace, 32 Uniformly continuity, 16, 34,
Separable metric space, 33 Sum of integral, 25 46
Sequence, 9, 10 supremum, 7 Union, 2
Set, 2 Symmetric , 4 Unique factorization, 8
lva
Simple function, 39, 42 Symmetric Difference, 2 Upper bound, 6
Se
Singular monotonic func- Upper darbox sum, 20
tion, 29 Taylor’s formula, 49
ba
Upper integral, 20
Stationary point, 50 The Lebesgue integral, 42
Se
Step function, 42 The order of axioms, 5 Weak variation, 51
y
Stone-Weierstrass theorem, Total boundedness, 34 Weierstrass M-test, 19
sb
r em
eo
Th
nd
sa
on
iti
fin
De
is
ys
al
An
59

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MATHEMATICS - Real Analysis

1.4 Set Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.10 Extended Real Number System . . . . . . . . . . . . . . . . 9

1.11 Sequence of Real Numbers . . . . . . . . . . . . . . . . . . . 10

1.12 Limit Superior and Limit Inferior . . . . . . . . . . . . . . 10

1.14 Infinite Series . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

1.15 Limits, Continuity and Uniform Continuity of Function . 17

1.16 Differentiability of Function . . . . . . . . . . . . . . . . . . 19

1.17 Sequence and Series of Function . . . . . . . . . . . . . . . 21

1.18 Riemann (Stieltjes) Integrals . . . . . . . . . . . . . . . . . 22

1.19 Improper Riemann Integral . . . . . . . . . . . . . . . . . . 26

1.20 Types of Improper Integrals . . . . . . . . . . . . . . . . . . 27

1.21 Uniform Convergence . . . . . . . . . . . . . . . . . . . . . . 30

1.22 Discontinuities of Real Valued Function . . . . . . . . . . . 30

1.23 Monotonic Functions . . . . . . . . . . . . . . . . . . . . . . 32

1.24 Functions of Bounded Variation . . . . . . . . . . . . . . . . 33

1.25 Absolutely Continuous Function . . . . . . . . . . . . . . . 35

1.26 Elements of Metric Spaces . . . . . . . . . . . . . . . . . . . 35

1.27 Lebesgue Measure . . . . . . . . . . . . . . . . . . . . . . . . 41

1.27.2 Lebesgue Outer Measure . . . . . . . . . . . . . . . . . . . . 42

1.27.3 Lebesgue Measurable Sets and Lebesgue Measure . . . . . . 42

1.27.4 Lebesgue Measurable Functions . . . . . . . . . . . . . . . . 43

1.27.5 Littlewood’s Three Principles . . . . . . . . . . . . . . . . . 45

1.28 The Lebesgue Integration . . . . . . . . . . . . . . . . . . . 45

1.28.1 The Riemann Integral . . . . . . . . . . . . . . . . . . . . . 45

1.28.2 Step function . . . . . . . . . . . . . . . . . . . . . . . . . . 46

1.30 Partial Derivatives . . . . . . . . . . . . . . . . . . . . . . . . 52

1.32 Extrema for Real Valued Functions . . . . . . . . . . . . . 55

1.1 Set Theory

Set: A collection of elements with some property X = {x : P (x) is property}.

Onto function: f : X → Y and f (X) = Y then f is onto..

Composition: f : X → Y, g : Y → Z, then h : X → Z : h(x) = g(f (x)) or g ◦ f .

g : A → Y, g(x) = f (x) for x ∈ A. Then g is the restriction of f to A.

Finite sequence: A function whose domain is the first n natural number.

Infinite sequence: A function whose domain is set of natural number.

Countable set: Set is countable if it is the range of some sequence.

Monotone function: g : N → N if i > j ⇒ g(i) > g(j) or g(i) < g(j).

1.4 Set Algebra

σ− algebra (Borel sets): An algebra A is σ− algebra if every union of countable

Some Important Theorems

1. Given any collection C of subsets of X, there is a smallest algebra A which contains

Countable set A set is countable if it is either empty or the range of a sequence.

Some Important Theorems

1. Every subset of countable set is countable.

3. The set of all rational numbers is countable.

4. The union of a countable collection of countable set is countable

Reflexive relation: If ∀ x ∈ X, xRx.

Equivalence relation: A relation that is reflexive, symmetric and transitive on set

Anti symmetric relation: If xRy and yRx then y = x.

1.6.1 Partial Orderings

Linear ordering: A linear ordering on a set X if x, y ∈ X x ≺ y or y ≺ x.

1.7 The Real Number Axioms

Let R be the set of real numbers

(A) Field Axioms: For all real numbers

x(yz) = (xy)z (associative law)

Axiom 6. ∀ x ∈ R, ∃ − x ∈ R such that x + (−x) = 0

Axiom 7. ∀ x ∈ R, ∃ x−1 ∈ R : xx−1 = 1

Axiom 1. Exactly one relation holds

(D) Order relation:

(E) Ordered field: A field that satisfies ordered axioms

open interval : (a, b) = {x : a < x < b}.

Closed Interval : [a, b] = {x : a ≤ x ≤ b}.

Limit: A real number l is a limit of the sequence {an }, lim an = l if > 0, ∃ N ∈ N

Cauchy sequence: Sequence {an } is Cauchy sequence if > 0, ∃ N such that

(a) given > 0, ∃ n : xk < U + , ∀ k ≥ n.

(b) given > 0, and given n : ∃ k ≥ n such that xk > U − .