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Preface
Background and Preview
The Real Numbers
Compact Sets of Real Numbers
Countable Sets
Uncountable Cardinals
Transfinite Ordinals
Category
Outer Measure and Outer Content
Small Sets
Measurable Sets of Real Numbers
Nonmeasurable Sets
Zorn's Lemma
Borel Sets of Real Numbers
Analytic Sets of Real Numbers
Bounded Variation
Newton's Integral
Cauchy's Integral
Riemann's Integral
Volterra's Example
Riemann--Stieltjes Integral
Lebesgue's Integral
The Generalized Riemann Integral
Additional Problems for Chapter 1
Measure Spaces
One-Dimensional Lebesgue Measure
Additive Set Functions
Measures and Signed Measures
Limit Theorems
Jordan and Hahn Decomposition
Complete Measures
Outer Measures
Method I
Regular Outer Measures
Nonmeasurable Sets
More About Method I
Completions
Additional Problems for Chapter 2
Metric Outer Measures
Metric Space
Metric Outer Measures
Method II
Approximations
Construction of Lebesgue--Stieltjes Measures
Properties of Lebesgue--Stieltjes Measures
Lebesgue--Stieltjes Measures in IRn
Hausdorff Measures and Hausdorff Dimension
Methods III and IV
Additional Remarks
Additional Problems for Chapter 3
Measurable Functions
Definitions and Basic Properties
Sequences of Measurable Functions
Egoroff's Theorem
Approximations by Simple Functions
Approximation by Continuous Functions
Additional Problems for Chapter 4
Integration
Introduction
Integrals of Nonnegative Functions
Fatou's Lemma
Integrable Functions
Riemann and Lebesgue
Countable Additivity of the Integral
Absolute Continuity
Radon--Nikodym Theorem
Convergence Theorems
Relations to Other Integrals
Integration of Complex Functions
Additional Problems for Chapter 5
Fubini's Theorem
Product Measures
Fubini's Theorem
Tonelli's Theorem
Additional Problems for Chapter 6
Differentiation
The Vitali Covering Theorem
Functions of Bounded Variation
The Banach--Zarecki Theorem
Determining a Function by Its Derivative
Calculating a Function from Its Derivative
Total Variation of a Continuous Function
VBG* Functions
Approximate Continuity, Lebesgue Points
Additional Problems for Chapter 7
Differentiation of Measures
Differentiation of Lebesgue--Stieltjes Measures
The Cube Basis; Ordinary Differentiation
The Lebesgue Decomposition Theorem
The Interval Basis; Strong Differentiation
Net Structures
Radon--Nikodym Derivative in a Measure Space
Summary, Comments, and References
Additional Problems for Chapter 8
Metric Spaces
Definitions and Examples
Convergence and Related Notions
Continuity
Homeomorphisms and Isometries
Separable Spaces
Complete Spaces
Contraction Maps
Applications of Contraction Mappings
Compactness
Totally Bounded Spaces
Compact Sets in C(X)
Application of the Arzelà--Ascoli Theorem
The Stone--Weierstrass Theorem
The Isoperimetric Problem
More on Convergence
Additional Problems for Chapter 9
Baire Category
The Baire Category Theorem
The Banach--Mazur Game
The First Classes of Baire and Borel
Properties of Baire-1 Functions
Topologically Complete Spaces
Applications to Function Spaces
Additional Problems for Chapter 10
Analytic Sets
Products of Metric Spaces
Baire Space
Analytic Sets
Borel Sets
An Analytic Set That Is Not Borel
Measurability of Analytic Sets
The Suslin Operation
A Method to Show a Set Is Not Borel
Differentiable Functions
Additional Problems for Chapter 11
Banach Spaces
Normed Linear Spaces
Compactness
Linear Operators
Banach Algebras
The Hahn--Banach Theorem
Improving Lebesgue Measure
The Dual Space
The Riesz Representation Theorem
Separation of Convex Sets
An Embedding Theorem
The Uniform Boundedness Principle
An Application to Summability
The Open Mapping Theorem
The Closed Graph Theorem
Additional Problems for Chapter 12
The Lp spaces
The Basic Inequalities
The p and Lp Spaces (1p< )
The Spaces and L
Separability
The Spaces 2 and L2
Continuous Linear Functionals
The Lp Spaces (0
Relations
The Banach Algebra L1(IR)
Weak Sequential Convergence
Closed Subspaces of the Lp Spaces
Additional Problems for Chapter 13
Hilbert Spaces
Inner Products
Convex Sets
Continuous Linear Functionals
Orthogonal Series
Weak Sequential Convergence
Compact Operators
Projections
Eigenvectors and Eigenvalues
Spectral Decomposition
Additional Problems for Chapter 14
Fourier Series
Notation and Terminology
Dirichlet's Kernel
Fejér's Kernel
Convergence of the Cesàro Means
The Fourier Coefficients
Weierstrass Approximation Theorem
Pointwise Convergence: Jordan's Test
Pointwise Convergence: Dini's Test
Pointwise Divergence
Characterizations
Fourier Series in Hilbert Space
Riemann's Theorems
Cantor's Uniqueness Theorem
Additional Problems for Chapter 15
Index
REAL ANALYSIS ClassicalRealAnalysis.com
REAL ANALYSIS ————————————— Bruckner2·Thomson ————————————— Andrew M. Bruckner Judith B. Bruckner Brian S. Thomson
ii www.classicalrealanalysis.com This PDF file is for the text Real Analysis originally published by Prentice Hall (Pearson) in 1997. The paging is slightly different from the original printed version and may be different from earlier PDF files distributed. The authors retain the copyright and all commercial uses. [2007] Date PDF file compiled: January 30, 2008. REAL ANALYSIS ClassicalRealAnalysis.com
Library of Congress Cataloging-in-Publication Data Bruckner, Andrew M. Real Analysis. / Andrew M. Bruckner, Judith B. Bruckner, Brian S. Thomson. p. cm. Includes index. ISBN: 0-13-458886-X (hardcover : alk. paper) 1. Mathematical analysis. 2. Functions of real variables. I. Bruckner, Judith B. II. Thomson, Brian S. III. Title. QA300.B74 1997 515 .8–dc20 96–22123 CIP Acquisitions editor: George Lobell Editorial Director: Tim Bozik Editorial Director: Jerome Grant AVP, Production and Manufacturing: David W. Riccardi Production Editor: Elaine Wetterau Managing Editor: Linda Mihatov Behrens Marketing Manager: John Tweedale Creative Director: Paula Maylahn Art Director: Jayne Conte Cover Designer: Bruce Kenselaar Manufacturing Buyer: Alan Fischer Manufacturing Manager: Trudy Pisciotti Editorial Assistant: Gale Epps Cover Photograph: Carmine M. Saccardo cOriginal copyright 1997 Prentice-Hall, Inc. The authors now hold the copyright and retain all rights. All rights reserved. No part of this book may be reproduced, in any form or by any means, without permission in writing from the authors. REAL ANALYSIS ClassicalRealAnalysis.com
iv Originally printed in the United States of America 10 9 6 5 8 7 4 3 2 1 ISBN: 0-13-458886-X Prentice-Hall International (UK) Limited, London Prentice-Hall International (UK) Limited, London Prentice-Hall of Australia Pty. Limited, Sydney Prentice-Hall Canada, Inc., (UK) Limited, Toronto Prentice-Hall Hispanoamericana, S.A., Mexico Prentice-Hall of India Private Limited, New Delhi Prentice-Hall of Japan, Inc., Tokyo Simon & Schuster Asia Pte. Ltd., Singapore Editora Prentice-Hall do Brasil, Ltda., London REAL ANALYSIS ClassicalRealAnalysis.com
Contents Preface 1 Background and Preview 1.1 The Real Numbers 1.2 Compact Sets of Real Numbers 1.3 Countable Sets 1.4 Uncountable Cardinals 1.5 Transfinite Ordinals 1.6 Category 1.7 Outer Measure and Outer Content 1.8 1.9 Measurable Sets of Real Numbers 1.10 Nonmeasurable Sets 1.11 Zorn’s Lemma 1.12 Borel Sets of Real Numbers 1.13 Analytic Sets of Real Numbers 1.14 Bounded Variation 1.15 Newton’s Integral Small Sets xiii 1 2 10 13 18 21 25 29 32 37 42 47 49 51 53 58 v REAL ANALYSIS ClassicalRealAnalysis.com
vi Contents 1.16 Cauchy’s Integral 1.17 Riemann’s Integral 1.18 Volterra’s Example 1.19 Riemann–Stieltjes Integral 1.20 Lebesgue’s Integral 1.21 The Generalized Riemann Integral 1.22 Additional Problems for Chapter 1 2 Measure Spaces Jordan and Hahn Decomposition 2.1 One-Dimensional Lebesgue Measure 2.2 Additive Set Functions 2.3 Measures and Signed Measures 2.4 Limit Theorems 2.5 2.6 Complete Measures 2.7 Outer Measures 2.8 Method I 2.9 Regular Outer Measures 2.10 Nonmeasurable Sets 2.11 More About Method I 2.12 Completions 2.13 Additional Problems for Chapter 2 3 Metric Outer Measures 3.1 Metric Space 3.2 Metric Outer Measures 3.3 Method II 3.4 Approximations 3.5 Construction of Lebesgue–Stieltjes Measures 59 62 65 68 73 76 79 85 86 93 101 106 110 115 118 124 128 133 137 141 145 149 150 155 161 166 170 REAL ANALYSIS ClassicalRealAnalysis.com
Contents 3.6 Properties of Lebesgue–Stieltjes Measures 3.7 Lebesgue–Stieltjes Measures in IRn 3.8 Hausdorff Measures and Hausdorff Dimension 3.9 Methods III and IV 3.10 Additional Remarks 3.11 Additional Problems for Chapter 3 4 Measurable Functions Sequences of Measurable Functions 4.1 Definitions and Basic Properties 4.2 4.3 Egoroff’s Theorem 4.4 Approximations by Simple Functions 4.5 Approximation by Continuous Functions 4.6 Additional Problems for Chapter 4 5 Integration Integrable Functions Introduction Integrals of Nonnegative Functions 5.1 5.2 5.3 Fatou’s Lemma 5.4 5.5 Riemann and Lebesgue 5.6 Countable Additivity of the Integral 5.7 Absolute Continuity 5.8 Radon–Nikodym Theorem 5.9 Convergence Theorems 5.10 Relations to Other Integrals 5.11 Integration of Complex Functions 5.12 Additional Problems for Chapter 5 vii 178 184 187 198 203 209 215 216 224 230 234 240 246 251 252 257 264 269 274 286 289 296 306 314 321 326 REAL ANALYSIS ClassicalRealAnalysis.com
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