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Real analysis

From Wikipedia, the free encyclopedia

Real analysis (traditionally, the theory of functions of a real variable) is

a branch of mathematical analysis dealing with the real numbers and real-
valued functions of a real variable. In particular, it deals with the analytic
properties of real functions and sequences, including convergence and
limits of sequences of real numbers, the calculus of the real numbers, and
continuity, smoothness and related properties of real-valued functions.

1 Scope
1.1 Construction of the real numbers
1.2 Order properties of the real numbers
1.3 Sequences
1.4 Limits and convergence
1.5 Continuity
1.5.1 Uniform continuity
1.5.2 Absolute continuity
1.6 Series
1.6.1 Taylor series
The first four partial sums of the
1.6.2 Fourier series
Fourier series for a square wave.
1.7 Differentiation
1.8 Integration Fourier series are an important
1.8.1 Riemann integration tool in real analysis.
1.8.2 Lebesgue integration
1.9 Distributions
1.10 Relation to complex analysis
2 Important results
3 See also
4 References
5 Bibliography
6 External links

Construction of the real numbers

The theorems of real analysis rely intimately upon the structure of the real number line. The real number
system consists of a set ( ), together with two operations (+ and ) and an order (<), and is, formally speaking,
an ordered quadruple consisting of these objects: . There are several ways of formalizing the
definition of the real number system. The synthetic approach gives a list of axioms for the real numbers as a
complete ordered field. Under the usual axioms of set theory, one can show that these axioms are categorical, in
the sense that there is a model for the axioms, and any two such models are isomorphic. Any one of these
models must be explicitly constructed, and most of these models are built using the basic properties of the
rational number system as an ordered field. These constructions are described in more detail in the main article.

In addition to these algebraic notions, the real numbers, equipped with the absolute value function as a metric
(that is, , defined by ), constitutes the prototypical example of a metric
space. Many important theorems in real analysis (e.g., the intermediate value theorem) remain valid when they
are restated as statements involving metric spaces. These theorems are frequently topological in nature, and
placing them in the more abstract setting of metric spaces (or topological spaces) may lead to proofs that are
shorter, more natural, or more elegant.

Order properties of the real numbers

The real numbers have several important lattice-theoretic properties that are absent in the complex numbers.
Most importantly, the real numbers form an ordered field, in which addition and multiplication preserve
positivity. Moreover, the ordering of the real numbers is total, and the real numbers have the least upper bound
property. These order-theoretic properties lead to a number of important results in real analysis, such as the
monotone convergence theorem, the intermediate value theorem and the mean value theorem.

However, while the results in real analysis are stated for real numbers, many of these results can be generalized
to other mathematical objects. In particular, many ideas in functional analysis and operator theory generalize
properties of the real numbers such generalizations include the theories of Riesz spaces and positive
operators. Also, mathematicians consider real and imaginary parts of complex sequences, or by pointwise
evaluation of operator sequences.


A sequence is a function whose domain is a countable, totally ordered set, usually taken to be the natural
numbers or whole numbers.[1] Occasionally, it is also convenient to consider bidirectional sequences indexed
by the set of all integers, including negative indices.

Of interest in real analysis, a real-valued sequence, here indexed by the natural numbers, is a map
. Each is referred to as a term (or, less commonly, an element) of the
sequence. A sequence is rarely denoted explicitly as a function; instead, by convention, it is almost always
notated as if it were an ordered -tuple, with individual terms or a general term enclosed in parentheses:


A sequence that tends to a limit (i.e., exists) is said to be convergent; otherwise it is divergent.
(See the section on limits for details) A real-valued sequence is bounded if there exists such that
for all . A real-valued sequence is monotonically increasing or decreasing if


holds, respectively. If either holds, the sequence is said to be monotonic.

Limits and convergence

A limit is the value that a function or sequence "approaches" as the input or index approaches some value.[3]
Limits are essential to calculus (and mathematical analysis in general) and are used to define continuity,
derivatives, and integrals. In fact, calculus has been defined as the study of limits and limiting processes.

First proposed by Cauchy and made rigorous by Bolzano and Weierstrass, the concept of a limit allowed
Newton and Leibniz's calculus to be studied in a logically sound manner, eventually giving rise to analysis as a
mathematical discipline. The modern - definition of the limit of a function of a real variable is given below.
Definition. Let be a real-valued function defined on . We say that tends to as approaches
, or that the limit of as approaches is if, for any , there exists such that for all
, implies that . We write this symbolically as

, or .

Intuitively, this definition can be thought of in the following way: We say that as , when we
can always find a positive number , such that given any positive number (no matter how small), we can
guarantee that and are less than apart, as long as (in the domain of ) is a real number that is less
than away from but distinct from . The purpose of the last stipulation, which corresponds to the
condition in the definition, is to ensure that does not imply anything about the

value of itself. Actually, does not even need to be in the domain of in order for to exist.

In a closely related context, the concept of a limit applies to the behavior of a sequence when becomes

Definition. Let be a real-valued sequence. We say that converges to if, for any , there exists
a natural number such that implies that . We write this symbolically as

, or ;

if fails to converge, we say that diverges.

Sometimes, it is useful to conclude that a sequence converges, even though the value to which it converges is
unknown or irrelevant. In these cases, the concept of a Cauchy sequence is useful.

Definition. Let be a real-valued sequence. We say that is a Cauchy sequence if, for any , there
exists an natural number such that implies that .

It can be shown that a real-valued sequence is Cauchy if and only if it is convergent. This property of the real
numbers is expressed by saying that the real numbers endowed with the standard metric, , is a complete
metric space. In a general metric space, however, a Cauchy sequence need not converge.

In addition, for real-valued sequences that are monotonic, it can be shown that the sequence is bounded if and
only if it is convergent.


A function from the set of real numbers to the real numbers can be represented by a graph in the Cartesian
plane; such a function is continuous if, roughly speaking, the graph is a single unbroken curve with no "holes"
or "jumps".

There are several ways to make this intuition mathematically rigorous. Several definitions of varying levels of
generality can be given. In cases where two or more definitions are applicable, they are readily shown to be
equivalent to one another, so the most convenient definition can be used to determine whether a given function
is continuous or not. In the first definition given below, is a function defined on a non-degenerate
interval of the set of real numbers as its domain. Some possibilities include , the whole set of real
numbers, an open interval or a closed interval
Here, and are distinct real numbers, and we exclude the case of being
empty or consisting of only one point, in particular.

Definition. If is a non-degenerate interval, we say that is continuous at if

. We say that is a continuous map if is continuous at every .

In contrast to the requirements for to have a limit at a point , which do not constrain the behavior of at
itself, the following two conditions, in addition to the existence of , must also hold in order for
to be continuous at : (i) must be defined at , i.e., is in the domain of ; and (ii) as .
The definition above actually applies to any domain that does not contain an isolated point, or equivalently,
where every is a limit point of . A more general definition applying to with a general
domain is the following:

Definition. If is an arbitrary subset of , we say that is continuous at if, for any ,

there exists such that for all , implies that . We say that is a
continuous map if is continuous at every .

A consequence of this definition is that is trivially continuous at any isolated point . This somewhat
unintuitive treatment of isolated points is necessary to ensure that our definition of continuity for functions on
the real line is consistent with the most general definition of continuity for maps between topological spaces
(which includes metric spaces and in particular as special cases). This definition, which extends beyond the
scope of our discussion of real analysis, is given below for completeness.

Definition. If and are topological spaces, we say that is continuous at if is a

neighborhood of in for every neighborhood of in . We say that is a continuous map if
is open in for every open in .

(Here, refers to the preimage of under .)

Uniform continuity

Definition. If is a subset of the real numbers, we say a function is uniformly continuous on

if, for any , there exists a such that for all , implies that .

Explicitly, when a function is uniformly continuous on , the choice of needed to fulfill the definition must
work for all of for a given . In contrast, when a function is continuous at every point (or said to be
continuous on ), the choice of may depend on both and . Importantly, in contrast to simple continuity,
uniform continuity is a property of a function that only makes sense with a specified domain; to speak of
uniform continuity at a single point is meaningless.

On a compact set, it is easily shown that all continuous functions are uniformly continuous. If is a bounded
noncompact subset of , then there exists that is continuous but not uniformly continuous. As a
simple example, consider defined by . By choosing points close to 0, we can
always make for any single choice of , for a given .

Absolute continuity

Let be an interval on the real line. A function is absolutely continuous on if for every
positive number , there is a positive number such that whenever a finite sequence of pairwise disjoint sub-
intervals of satisfies[4]

Absolutely continuous functions are continuous: consider the case n = 1 in this definition. The collection of all
absolutely continuous functions on I is denoted AC(I).

The following conditions on a real-valued function f on a compact interval [a,b] are equivalent:[5]

(1) f is absolutely continuous;

(2) f has a derivative f almost everywhere, the derivative is Lebesgue integrable, and

for all x on [a,b];

(3) there exists a Lebesgue integrable function g on [a,b] such that

for all x on [a,b].

If these equivalent conditions are satisfied then necessarily g = f almost everywhere.

Equivalence between (1) and (3) is known as the fundamental theorem of Lebesgue integral calculus, due to


Given an (infinite) sequence , we can define an associated series as the formal mathematical object
, sometimes simply written as . The partial sums of a series are
the numbers . A series is said to be convergent if the sequence consisting of its partial
sums, , is convergent; otherwise it is divergent. The sum of a convergent series is defined as the number

It is to be emphasized that the word "sum" is used here in a metaphorical sense as a shorthand for taking the
limit of a sequence of partial sums and should not be interpreted as simply "adding" an infinite number of
terms. For instancein contrast to the behavior of finite sumsrearranging the terms of an infinite series may
result in convergence to a different number (see the article on the Riemann rearrangement theorem for further

An example of a convergent series is a geometric series which forms the basis of one of Zeno's famous

In contrast, the harmonic series has been known since the Middle Ages to be a divergent series:

(Here, " " is merely a notational convention to indicate that the partial sums of the series grow without

A series is said to converge absolutely if is convergent. A convergent series for which

diverges is said to converge conditionally (or nonabsolutely). It is easily shown that absolute
convergence of a series implies its convergence. On the other hand, an example of a conditionally convergent
series is

Taylor series

The Taylor series of a real or complex-valued function (x) that is infinitely differentiable at a real or complex
number a is the power series

which can be written in the more compact sigma notation as

where n! denotes the factorial of n and (n)(a) denotes the nth derivative of evaluated at the point a. The
derivative of order zero is defined to be itself and (x a)0 and 0! are both defined to be 1. In the case that
a = 0, the series is also called a Maclaurin series.

Fourier series

A Fourier series decomposes periodic functions or periodic signals into the sum of a (possibly infinite) set of
simple oscillating functions, namely sines and cosines (or complex exponentials). The study of Fourier series is
a branch of Fourier analysis.


Formally, the derivative of the function f at a is the limit

If the derivative exists everywhere, the function is differentiable. One can take higher derivatives as well, by
iterating this process.

One can classify functions by their differentiability class. The class C0 consists of all continuous functions.
The class C1 consists of all differentiable functions whose derivative is continuous; such functions are called
continuously differentiable. Thus, a C1 function is exactly a function whose derivative exists and is of class
C0. In general, the classes Ck can be defined recursively by declaring C0 to be the set of all continuous
functions and declaring Ck for any positive integer k to be the set of all differentiable functions whose
derivative is in Ck1. In particular, Ck is contained in Ck1 for every k, and there are examples to show that this
containment is strict. C is the intersection of the sets Ck as k varies over the non-negative integers. C consists
of all analytic functions, and is strictly contained in C.


Riemann integration

The Riemann integral is defined in terms of Riemann sums of functions with respect to tagged partitions of an
interval. Let [a,b] be a closed interval of the real line; then a tagged partition of [a,b] is a finite sequence

This partitions the interval [a,b] into n sub-intervals [xi1, xi] indexed by i, each of which is "tagged" with a
distinguished point ti [xi1, xi]. A Riemann sum of a function f with respect to such a tagged partition is
defined as

thus each term of the sum is the area of a rectangle with height equal to the function value at the distinguished
point of the given sub-interval, and width the same as the sub-interval width. Let i = xixi1 be the width of
sub-interval i; then the mesh of such a tagged partition is the width of the largest sub-interval formed by the
partition, maxi=1...n i. The Riemann integral of a function f over the interval [a,b] is equal to S if:

For all > 0 there exists > 0 such that, for any tagged partition [a,b] with mesh less than , we have

When the chosen tags give the maximum (respectively, minimum) value of each interval, the Riemann sum
becomes an upper (respectively, lower) Darboux sum, suggesting the close connection between the Riemann
integral and the Darboux integral.

Lebesgue integration

Lebesgue integration is a mathematical construction that extends the integral to a larger class of functions; it
also extends the domains on which these functions can be defined.


Distributions (or generalized functions) are objects that generalize functions. Distributions make it possible
to differentiate functions whose derivatives do not exist in the classical sense. In particular, any locally
integrable function has a distributional derivative.

Relation to complex analysis

Real analysis is an area of analysis that studies concepts such as sequences and their limits, continuity,
differentiation, integration and sequences of functions. By definition, real analysis focuses on the real numbers,
often including positive and negative infinity to form the extended real line. Real analysis is closely related to
complex analysis, which studies broadly the same properties of complex numbers. In complex analysis, it is
natural to define differentiation via holomorphic functions, which have a number of useful properties, such as
repeated differentiability, expressability as power series, and satisfying the Cauchy integral formula.

In real analysis, it is usually more natural to consider differentiable, smooth, or harmonic functions, which are
more widely applicable, but may lack some more powerful properties of holomorphic functions. However,
results such as the fundamental theorem of algebra are simpler when expressed in terms of complex numbers.

Techniques from the theory of analytic functions of a complex variable are often used in real analysis such as
evaluation of real integrals by residue calculus.

Important results
Important results include the BolzanoWeierstrass and HeineBorel theorems, the intermediate value theorem
and mean value theorem, the fundamental theorem of calculus, and the monotone convergence theorem.

Various ideas from real analysis can be generalized from real space to general metric spaces, as well as to
measure spaces, Banach spaces, and Hilbert spaces.

See also
List of real analysis topics
Time-scale calculus a unification of real analysis with calculus of finite differences
Real multivariable function
Real coordinate space
Complex analysis

1. Gaughan, Edward. "1.1 Sequences and Convergence". Introduction to Analysis. AMS (2009). ISBN 0-8218-4787-2.
2. Some authors (e.g., Rudin 1976) use braces instead and write . However, this notation conflicts with the usual
notation for a set, which, in contrast to a sequence, disregards the order and the multiplicity of its elements.
3. Stewart, James (2008). Calculus: Early Transcendentals (6th ed.). Brooks/Cole. ISBN 0-495-01166-5.
4. Royden 1988, Sect. 5.4, page 108; Nielsen 1997, Definition 15.6 on page 251; Athreya & Lahiri 2006, Definitions
4.4.1, 4.4.2 on pages 128,129. The interval I is assumed to be bounded and closed in the former two books but not
the latter book.
5. Nielsen 1997, Theorem 20.8 on page 354; also Royden 1988, Sect. 5.4, page 110 and Athreya & Lahiri 2006,
Theorems 4.4.1, 4.4.2 on pages 129,130.
6. Athreya & Lahiri 2006, before Theorem 4.4.1 on page 129.

Abbott, Stephen (2001). Understanding Analysis. Undergradutate Texts in Mathematics. New York:
Springer-Verlag. ISBN 0-387-95060-5.
Aliprantis, Charalambos D.; Burkinshaw, Owen (1998). Principles of real analysis (3rd ed.). Academic.
ISBN 0-12-050257-7.
Bartle, Robert G.; Sherbert, Donald R. (2011). Introduction to Real Analysis (4th ed.). New York: John
Wiley and Sons. ISBN 978-0-471-43331-6.
Bressoud, David (2007). A Radical Approach to Real Analysis. MAA. ISBN 0-88385-747-2.
Browder, Andrew (1996). Mathematical Analysis: An Introduction. Undergraduate Texts in Mathematics.
New York: Springer-Verlag. ISBN 0-387-94614-4.
Carothers, Neal L. (2000). Real Analysis (https://ia801207.us.archive.org/8/items/CarothersN.L.RealAnal
e%202000,%20Isbn%200521497566,%20416S_text.pdf) (PDF). Cambridge: Cambridge University
Press. ISBN 978-0521497565.
Dangello, Frank; Seyfried, Michael (1999). Introductory Real Analysis. Brooks Cole. ISBN 978-0-395-
Kolmogorov, A. N.; Fomin, S. V. (1975). Introductory Real Analysis (http://store.doverpublications.com/
0486612260.html). Translated by Richard A. Silverman. Dover Publications. ISBN 0486612260.
Retrieved 2 April 2013.
Rudin, Walter (1976). Principles of Mathematical Analysis (https://ia801508.us.archive.org/20/items/197
9RudinW/RudinW.PrinciplesOfMathematicalAnalysis3e1976600Dpi.pdf) (PDF). Walter Rudin Student
Series in Advanced Mathematics (3rd ed.). New York: McGrawHill. ISBN 978-0-07-054235-8.
Rudin, Walter (1987). Real and Complex Analysis (https://ia801506.us.archive.org/30/items/RudinW.Rea
87.pdf) (PDF) (3rd ed.). New York: McGraw-Hill. ISBN 978-0-07-054234-1.
Spivak, Michael (1994). Calculus (3rd ed.). Houston, Texas: Publish or Perish, Inc. ISBN 091409890X.

External links
How We Got From There to Here: A Story of Real Analysis (https://textbooks.opensuny.org/how-we-got
-from-there-to-here-a-story-of-real-analysis/) by Robert Rogers and Eugene Boman
A First Course in Analysis (http://www.worldscientific.com/worldscibooks/10.1142/8580) by Donald
Analysis WebNotes (http://www.math.unl.edu/~webnotes/contents/chapters.htm) by John Lindsay Orr
Interactive Real Analysis (http://www.mathcs.org/analysis/reals/index.html) by Bert G. Wachsmuth
A First Analysis Course (http://www-groups.mcs.st-andrews.ac.uk/~john/analysis/index.html) by John
Mathematical Analysis I (http://www.trillia.com/zakon-analysisI.html) by Elias Zakon
Mathematical Analysis II (http://www.trillia.com/zakon-analysisII.html) by Elias Zakon
Trench, William F. (2003). Introduction to Real Analysis (http://ramanujan.math.trinity.edu/wtrench/text
s/TRENCH_REAL_ANALYSIS.PDF) (PDF). Prentice Hall. ISBN 978-0-13-045786-8.
Earliest Known Uses of Some of the Words of Mathematics: Calculus & Analysis (http://www.economic
Basic Analysis: Introduction to Real Analysis (http://www.jirka.org/ra/) by Jiri Lebl
Topics in Real and Functional Analysis (http://www.mat.univie.ac.at/~gerald/ftp/book-fa/index.html) by
Gerald Teschl, University of Vienna.

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