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Basic Real Analysis PDF

842 Pages·2016·9.902 MB·English
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BasicRealAnalysis Digital Second Editions By Anthony W. Knapp Basic Algebra Advanced Algebra Basic Real Analysis, with an appendix “ElementaryComplex Analysis” Advanced Real Analysis Anthony W. Knapp BasicRealAnalysis With an Appendix “Elementary Complex Analysis” Along with a Companion VolumeAdvancedRealAnalysis Digital Second Edition, 2016 Published by the Author East Setauket, New York AnthonyW.Knapp 81UpperSheepPastureRoad EastSetauket,N.Y.11733–1729, U.S.A. Emailto: [email protected] Homepage:www.math.stonybrook.edu/ aknapp ∼ Title: BasicRealAnalysis,withanappendix“ElementaryComplexAnalysis” Cover: AninstanceoftheRisingSunLemmainSectionVII.1. MathematicsSubjectClassification(2010):28–01,26–01,42–01,54–01,34–01,30–01,32–01. FirstEdition,ISBN-13978-0-8176-3250-2 c2005AnthonyW.Knapp " PublishedbyBirkha¨userBoston DigitalSecondEdition,nottobesold,noISBN c2016AnthonyW.Knapp " Publishedbytheauthor Allrightsreserved. Thisfileisadigitalsecondeditionoftheabovenamedbook.Thetext,images, andotherdatacontainedinthisfile,whichisinportabledocumentformat(PDF),areproprietaryto theauthor,andtheauthorretainsallrights,includingcopyright,inthem.Theuseinthisfileoftrade names,trademarks,servicemarks,andsimilaritems,eveniftheyarenotidentifiedassuch,isnot tobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights. AllrightstoprintmediaforthefirsteditionofthisbookhavebeenlicensedtoBirkhäuserBoston, c/oSpringerScience+BusinessMediaInc., 233SpringStreet, NewYork, NY10013, USA,and thisorganizationanditssuccessorlicenseesmayhavecertainrightsconcerningprintmediaforthe digitalsecondedition. Theauthorhasretainedallrightsworldwideconcerningdigitalmediafor boththefirsteditionandthedigitalsecondedition. Thefileismadeavailableforlimitednoncommercialuseforpurposesofeducation,scholarship,and research,andforthesepurposesonly,orforfairuseasunderstoodintheUnitedStatescopyrightlaw. Usersmayfreelydownloadthisfilefortheirownuseandmaystoreit,postitonline,andtransmitit digitallyforpurposesofeducation,scholarship,andresearch.TheymaynotconvertitfromPDFto anyotherformat(e.g.,EPUB),theymaynoteditit,andtheymaynotdoreverseengineeringwithit. Intransmittingthefiletoothersorpostingitonline,usersmustchargenofee,normaytheyinclude thefileinanycollectionoffilesforwhichafeeischarged. Anyexceptiontotheserulesrequires writtenpermissionfromtheauthor. ExceptasprovidedbyfairuseprovisionsoftheUnitedStatescopyrightlaw,noextractsorquotations fromthisfilemaybeusedthatdonotconsistofwholepagesunlesspermissionhasbeengrantedby theauthor(andbyBirkhäuserBostonifappropriate). Thepermissiongrantedforuseofthewholefileandtheprohibitionagainstchargingfeesextendto anypartialfilethatcontainsonlywholepagesfromthisfile,exceptthatthecopyrightnoticeonthis pagemustbeincludedinanypartialfilethatdoesnotconsistexclusivelyofthefrontcoverpage. Suchapartialfileshallnotbeincludedinanyderivativeworkunlesspermissionhasbeengranted bytheauthor(andbyBirkhäuserBostonifappropriate). InquiriesconcerningprintcopiesofeithereditionshouldbedirectedtoSpringerScience+Business MediaInc. iv ToSusan and ToMyChildren,SarahandWilliam, and ToMyReal-AnalysisTeachers: SalomonBochner,WilliamFeller,HillelFurstenberg, Harish-Chandra,SigurdurHelgason,JohnKemeny, JohnLamperti,HazletonMirkil,EdwardNelson, LaurieSnell,EliasStein,RichardWilliamson CONTENTS ContentsofAdvancedRealAnalysis xi DependenceAmongChapters xii PrefacetotheSecondEdition xiii PrefacetotheFirstEdition xv ListofFigures xviii Acknowledgments xix GuidefortheReader xxi StandardNotation xxv I. THEORYOFCALCULUSINONEREALVARIABLE 1 1. ReviewofRealNumbers,Sequences,Continuity 2 2. InterchangeofLimits 13 3. UniformConvergence 15 4. RiemannIntegral 26 5. Complex-ValuedFunctions 41 6. Taylor’sTheoremwithIntegralRemainder 43 7. PowerSeriesandSpecialFunctions 45 8. Summability 54 9. WeierstrassApproximationTheorem 59 10. FourierSeries 62 11. Problems 78 II. METRICSPACES 83 1. DefinitionandExamples 84 2. OpenSetsandClosedSets 92 3. ContinuousFunctions 96 4. SequencesandConvergence 98 5. SubspacesandProducts 103 6. PropertiesofMetricSpaces 106 7. CompactnessandCompleteness 109 8. Connectedness 116 9. BaireCategoryTheorem 118 10. PropertiesofC(S)forCompactMetric S 122 11. Completion 128 12. Problems 131 vii viii Contents III. THEORYOFCALCULUSINSEVERALREALVARIABLES 136 1. OperatorNorm 136 2. NonlinearFunctionsandDifferentiation 140 3. Vector-ValuedPartialDerivativesandRiemannIntegrals 147 4. ExponentialofaMatrix 149 5. PartitionsofUnity 152 6. InverseandImplicitFunctionTheorems 153 7. DefinitionandPropertiesofRiemannIntegral 162 8. RiemannIntegrableFunctions 167 9. Fubini’sTheoremfortheRiemannIntegral 171 10. ChangeofVariablesfortheRiemannIntegral 173 11. ArcLengthandIntegralswithRespecttoArcLength 181 12. LineIntegralsandConservativeVectorFields 194 13. Green’sTheoreminthePlane 203 14. Problems 212 IV. THEORYOFORDINARYDIFFERENTIALEQUATIONS ANDSYSTEMS 218 1. QualitativeFeaturesandExamples 218 2. ExistenceandUniqueness 222 3. DependenceonInitialConditionsandParameters 229 4. IntegralCurves 234 5. LinearEquationsandSystems,Wronskian 236 6. HomogeneousEquationswithConstantCoefficients 243 7. HomogeneousSystemswithConstantCoefficients 246 8. SeriesSolutionsintheSecond-OrderLinearCase 253 9. Problems 261 V. LEBESGUEMEASUREANDABSTRACT MEASURETHEORY 267 1. MeasuresandExamples 267 2. MeasurableFunctions 274 3. LebesgueIntegral 277 4. PropertiesoftheIntegral 281 5. ProofoftheExtensionTheorem 289 6. CompletionofaMeasureSpace 298 7. Fubini’sTheoremfortheLebesgueIntegral 301 8. IntegrationofComplex-ValuedandVector-ValuedFunctions 310 9. L1, L2, L ,andNormedLinearSpaces 315 ∞ 10. ArcLengthandLebesgueIntegration 325 11. Problems 327

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