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Authored by Hemen Dutta, Pinnangudi N. Natarajan, and Yeol Je Cho

Concise Introduction to
Basic Real Analysis

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Authored by Hemen Dutta, Pinnangudi N. Natarajan, and Yeol Je Cho

Concise Introduction to
Basic Real Analysis

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Library of Congress Cataloging-in-Publication Data

Names: Dutta, Hemen, 1981- author. | Natarajan, Pinnangudi N., author. |
Cho, Yeol Je, author
Title: Concise introduction to basic real analysis / by H. Dutta, P.N.
Natarajan, and Y.J. Cho.
Description: Boca Raton : CRC Press, Taylor & Francis Group, 2019.
Identifiers: LCCN 2019007146 | ISBN 9781138612464 (hardback : alk. paper) |
ISBN 9780429464676 (e-book)
Subjects: LCSH: Functions of real variables–Textbooks. | Mathematical
analysis–Textbooks. | Numbers, Real–Textbooks.
Classification: LCC QA331.5 .D88 2019 | DDC 515/.88–dc23
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Contents

Preface ix
Authors xi

1 Review of Set Theory 1

1.1 Introduction and Notations . . . . . . . . . . . . . . . . . . . 1
1.2 Ordered Pairs and Cartesian Product . . . . . . . . . . . . . 2
1.3 Relations and Functions . . . . . . . . . . . . . . . . . . . . . 2
1.4 Countable and Uncountable Sets . . . . . . . . . . . . . . . . 4
1.5 Set Algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9

2 The Real Number System 13

2.1 Field Axioms . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.2 Order Axioms . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.3 Geometrical Representation of Real Numbers and Intervals . 15
2.4 Integers, Rational Numbers, and Irrational Numbers . . . . . 16
2.5 Upper Bounds, Least Upper Bound or Supremum, the
Completeness Axiom, Archimedean Property of R . . . . . . 16
2.6 Infinite Decimal Representation of Real Numbers . . . . . . 18
2.7 Absolute Value, Triangle Inequality, Cauchy–Schwarz
Inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.8 Extended Real Number System R∗ . . . . . . . . . . . . . . . 23
2.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

3 Sequences and Series of Real Numbers 25

3.1 Convergent and Divergent Sequences of Real Numbers . . . . 25
3.2 Limit Superior and Limit Inferior of a Sequence of Real
Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
3.3 Infinite Series of Real Numbers . . . . . . . . . . . . . . . . . 28
3.4 Convergence Tests for Infinite Series . . . . . . . . . . . . . . 34
3.5 Rearrangements of Series . . . . . . . . . . . . . . . . . . . . 37
3.6 Riemann’s Theorem on Conditionally Convergent Series of Real
Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
3.7 Cauchy Multiplications of Series . . . . . . . . . . . . . . . . 39
3.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

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vi Contents

4 Metric Spaces – Basic Concepts, Complete Metric Spaces 45

4.1 Metric and Metric Spaces . . . . . . . . . . . . . . . . . . . . 45
4.2 Point Set Topology in Metric Spaces . . . . . . . . . . . . . . 46
4.3 Convergent and Divergent Sequences in a Metric Space . . . 53
4.4 Cauchy Sequences and Complete Metric Spaces . . . . . . . 54
4.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

5 Limits and Continuity 61

5.1 The Limit of Functions . . . . . . . . . . . . . . . . . . . . . 61
5.2 Algebras of Limits . . . . . . . . . . . . . . . . . . . . . . . . 63
5.3 Right-Hand and Left-Hand Limits . . . . . . . . . . . . . . . 66
5.4 Infinite Limits and Limits at Infinity . . . . . . . . . . . . . 69
5.5 Certain Important Limits . . . . . . . . . . . . . . . . . . . . 70
5.6 Sequential Definition of Limit of a Function . . . . . . . . . . 71
5.7 Cauchy’s Criterion for Finite Limits . . . . . . . . . . . . . . 72
5.8 Monotonic Functions . . . . . . . . . . . . . . . . . . . . . . 73
5.9 The Four Functional Limits at a Point . . . . . . . . . . . . 75
5.10 Continuous and Discontinuous Functions . . . . . . . . . . . 75
5.11 Some Theorems on the Continuity . . . . . . . . . . . . . . . 80
5.12 Properties of Continuous Functions . . . . . . . . . . . . . . 83
5.13 Uniform Continuity . . . . . . . . . . . . . . . . . . . . . . . 85
5.14 Continuity and Uniform Continuity in Metric Spaces . . . . 88
5.15 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91

6 Connectedness and Compactness 99

6.1 Connectedness . . . . . . . . . . . . . . . . . . . . . . . . . . 99
6.2 The Intermediate Value Theorem . . . . . . . . . . . . . . . 105
6.3 Components . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
6.4 Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
6.5 The Finite Intersection Property . . . . . . . . . . . . . . . . 114
6.6 The Heine–Borel Theorem . . . . . . . . . . . . . . . . . . . 116
6.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120

7 Differentiation 123
7.1 The Derivative . . . . . . . . . . . . . . . . . . . . . . . . . . 123
7.2 The Differential Calculus . . . . . . . . . . . . . . . . . . . . 126
7.3 Properties of Differentiable Functions . . . . . . . . . . . . . 132
7.4 The L’Hospital Rule . . . . . . . . . . . . . . . . . . . . . . . 138
7.5 Taylor’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . 147
7.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154

8 Integration 157
8.1 The Riemann Integral . . . . . . . . . . . . . . . . . . . . . . 157
8.2 Properties of the Riemann Integral . . . . . . . . . . . . . . 168
8.3 The Fundamental Theorems of Calculus . . . . . . . . . . . . 174
8.4 The Substitution Theorem and Integration by Parts . . . . . 179

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Contents vii

8.5 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . 181

8.6 The Riemann–Stieltjes Integral . . . . . . . . . . . . . . . . . 187
8.7 Functions of Bounded Variation . . . . . . . . . . . . . . . . 196
8.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205

9 Sequences and Series of Functions 213

9.1 The Pointwise Convergence of Sequences of Functions and the
Uniform Convergence . . . . . . . . . . . . . . . . . . . . . . 213
9.2 The Uniform Convergence and the Continuity, the Cauchy
Criterion for the Uniform Convergence . . . . . . . . . . . . 215
9.3 The Uniform Convergence of Infinite Series of Functions . . 217
9.4 The Uniform Convergence of Integrations and Differentiations 219
9.5 The Equicontinuous Family of Functions and the Arzela-Ascoli
Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
9.6 Dirichlet’s Test for the Uniform Convergence . . . . . . . . . 224
9.7 The Weierstrass Theorem . . . . . . . . . . . . . . . . . . . . 225
9.8 Some Examples . . . . . . . . . . . . . . . . . . . . . . . . . 227
9.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232

Bibliography 235
Index 237

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Preface

The contents and approach to the subject Real Analysis adopted in this book
is expected to be useful for undergraduate and graduate students in under-
standing the basic concepts. The book attempts to provide a reasonable intro-
duction to basic topics in real analysis and to make the subject digestible to
learners. Readers will find solved examples and chapter-end exercise in each
chapter including hints for solution. The book contains nine chapters and is
organized as follows.
In the chapter “Review of Set Theory”, we introduce basic concepts
of set theory. We define Cartesian product, relations and functions, countable
and uncountable sets. We prove that the set of all real numbers is uncountable
and the set of all rational numbers is countable. We then introduce the set
algebra, thereby defining operations on sets such as union, intersection, and
complement, and prove their properties.
In the chapter “The Real Number System”, we discuss the real number
system. We take real numbers for granted satisfying certain axioms from which
further properties are derived. In this direction, we introduce the field axioms,
the order axioms, and the completeness axiom. We then proceed to derive
several useful properties of real numbers.
The chapter “Sequences and Series of Real Numbers” is devoted to
a systematic study of sequences and infinite series of real numbers. In the
context of real numbers, we introduce the concepts of Cauchy sequences, limit
superior and limit inferior, convergent and divergent sequences, convergent
and divergent series, absolutely convergent and conditionally convergent series
and study their properties. We then prove some convergence tests for infinite
series. We further discuss rearrangement of infinite series and prove Riemann’s
theorem on conditionally convergent series. Finally, we discuss the Cauchy
multiplication of infinite series.
In the chapter “Metric Spaces – Basic Concepts, Complete Metric
Spaces”, we introduce metric spaces and related basic concepts. We then dis-
cuss complete metric spaces. We prove the Bolzano–Weierstrass theorem and
the Cantor intersection theorem. We then introduce Cauchy sequences, con-
vergent and divergent sequences in a metric space and discuss their properties
in detail.
In the chapter “Limits and Continuities”, we first discuss limit of a
function, right-hand limit, left-hand limit, infinite limits, limits at infinity,
sequential definition of limit, Cauchy’s criterion for finite limits and present
several results covering various properties of limits with examples. Next we

ix

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