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Analysis 2

Universit Virtuelle Africaine

Universidade Virtual Africana

Notice

This document is published under the conditions of the Creative Commons

http://en.wikipedia.org/wiki/Creative_Commons

Attribution

http://creativecommons.org/licenses/by/2.5/

License (abbreviated cc-by), Version 2.5.

Table of Contents

I.

Analysis 2_________________________________________________ 3

II.

III. Time_____________________________________________________ 3

IV. Materials__________________________________________________ 3

V.

VI. Content___________________________________________________ 4

6.2 Outline_ _____________________________________________ 5

6.3 Graphic Organizer______________________________________ 7

VIII. Teaching and Learning Activities________________________________ 8

IX. Learning Activities__________________________________________ 11

X.

XII. Compiled List of (Optional) Multimedia Resources_________________ 55

XIII. Synthesis of the Module_____________________________________ 56

XIV. Summative Evaluation_______________________________________ 57

XV. References_ ______________________________________________ 70

XVI. Main Author of the Module ___________________________________ 70

I. Analysis 2

by Prof. Jairus M. Khalagai

Unit 4 : Real Analysis

Unit 5 : Topology

III. Time

The total time for this module is 120 study hours.

IV. Material

Students should have access to the core readings specified later. Also, they will need

a computer to gain full access to the core readings. Additionally, students should

be able to install the computer software wxMaxima and use it to practice algebraic

concepts.

V. Module Rationale

The rationale of teaching analysis is to set the minimum content of Pure Mathematics

required at undergraduate level for student of mathematics. It is important to note that

skill in proving mathematical statements is one aspect that learners of Mathematics

should acquire. The ability to give a complete and clear proof of a theorem is essential

for the learner so that he or she can finally get to full details and rigor of analyzing

mathematical concepts. Indeed it is in Analysis that the learner is given the exposition

of subject matter as well as the techniques of proof equally. We also note here that if

a course like calculus with its wide applications in Mathematical sciences is an end

in itself then Analysis is the means by which we get to that end.

VI. Content

6.1 Overview

This module consists of three units which are as follows:

Unit 4 Real Analysis

In this unit we define and give examples of general metric spaces which show that they

occur abundantly in mathematics. We then look at the structure of a general metric

space a long the lines of unit 1. In addition we introduce the concept of compactness

and its effects on continuity of functions.

Unit 5 Topology

The structures of topological spaces are studied along side those of metric spaces.

However the main difference here is that the axioms that define a metric space are

dependent on the concept of distance whereas in the axioms that define a topological

space the concept of distance is absent.

In particular the study of the twin concepts of convergence and continuity brings

out this difference very well. Finally a look at different topologies like product or

quotient topology endowed on a set is essential in this unit.

Unit 6/7 Measure Theory

In this unit we start with the study of both the Lebesgue outer measure and the real

line before we look at the Lebesgue measurable subsets of the real line. A look

at the sigma algebra of subsets of a given underlying set gives rise to measurable

space on which we can also study a class of functions called measurable functions.

A part from the Lebesgue measure we also study an abstract measure leading to an

abstract measure space on which we introduce an abstract integral. Finally a brief

comparison of the Lebesgue integral and the well known Riemann integral is also

essential in this unit.

Unit 4 - Real Analysis (30 hours)

Level priority Unit 1 is the Pre-requisite

Nieghbourhoods, interior points and open sets

Limit points and closed sets

Dense and compact subsets

Compactness and continuity

Level priority Unit 3 is the Pre-requisite

Topological spaces, neighbourhoods, interior and open sets

Limit points closed sets, closure and boundary

Bases, relative and product topologies

Continuity and homeomorphisms

Convergence and Hansdorff axiom.

Level priority Unit 3 and Unit 4 are the Pre-requisite

Lebesgue outer measure and Lebesgue measure on real line

Lebesgue measurable subsets of

Measurable spaces and measurable functions

Abstract measure spaces and abstract integral

Monotone convergence theorem, Fatous lemma and Lebesgue dominated

convergence theorem

Relation between Riemann Integral and Lebesgue Integral

Level priority Unit 6 is the Pre-requisite

Give examples of Lebesgue integrals defined on different sets.

State some properties of Lebesgue integral

Verify some properties of the Lebesgue integral

Graphic Organiser

Space

Structure of a

metric space

Structure of a

topological

space

Functions on

metric spaces

Functions on

topological

spaces

Measurable

space

Measurable

functions

Measure

Space

Abstract

Integral

Continuity

and

compactness

Continuity and

Homeomorphisms

(Instructional Objectives)

You should be able to:

1. Demonstrate understanding of basic concepts and principles of mathematical

analysis.

2. Develop a logical framework for stating and proving theorems.

PRE-ASSESSMENT

(a)

(c) 0,1

(b) Qc

(d) A= a,b

2. Which of these sets has both supremum and infimum

{ x : 0 < x < 1 }

(b) B = { x : < x 1 }

(a) A=

{ x :x > 1 }

(d) D = { x :x < 1 }

(c) C =

n

(a) 2

(b) 0

(c) 1

(d) Infinite

1 if n is odd

xn =

0 if n iseven

( )

(a) xn converges to 1

(b) xn converges to 0

(c) xn is bounded

(d) xn is Cauchy

{ x : 1 < x 2 }

(b) B = { x : 0 < x < 1 }

(a) A=

{ x:0 x < 2}

(d) D = { x : 1 x 2 }

(c) C =

{ x : 1 x 5 }

(b) B = { x : 20 < x < 30 }

(a) A=

{ x : 0 < x 1}

(d) D = { x : 6 > x 0 }

(c) C =

{ x : 2 x 5 }

(b) B = { x : 0 < x < 3 }

(a) A=

{ x:0 < x 4}

(d) D = { x : x > 0 }

(c) C =

true?

(a) It is continuous

(b) It is discontinuous

(d) It is bounded

n

k

sin

n k =1

n

Use this fact to evaluate

n

k

lim sin

n n k =1

n

(a) 2

(b) 0

(c) -2

(d) -1

()

f x = sin x

2

x

4

such that:

sin =

(a)

Solutions

1. d

2. a

3. c

4. c

5. b

6. a

7. c

8. d

9. a

10. d

(b)

3

4

(c)

(d)

Unit 4

Title: Real Analysis

Specific Objectives

At the end of this activity the learner will be able to:

Define the concept of a metric on a given space.

Give examples of metric spaces

Demonstrate how continuity of a function is dependent on the structure of the

space on which it is defined.

Define and distinguish among various concepts that constitute the structure

of a metric space such as neighbourhoods, interior and limit points, open and

closed sets etc.

Summary

It is of great significance to note that proper analysis as a branch of Pure Mathematics starts with a critical look at the structure of a space. The classical theory was

developed heavily on the real line whose structure is determined by the absolute

value function and the well known inequalities that hold true on it. Thus on we

can define a map

: + by

x,

x =

x,

x0

x<0

(i)

ab 0

(ii) a b = 0

(iii)

a, b

iff a = b

a +b a + b

(iv) a b, a b

a, b

iff a b

over the years has been used in Analysis without paying special attention to the structure itself. In modern analysis this is where we start. Thus for a non-empty set X

we define a map d : X x X + called distance. Such that a number of axioms are

satisfied (see the section on key words below). In this case we say that the non-empty

set X has been endowed with the geometric structure d (also called a metric) and the

order pair X , d is called a metric space. We therefore note that all the definitions

of the concepts or components of the structure of the space X , d are given in terms

of the metric d. it is also of great interest to note that even concepts like continuity

of a function defined on such a space is given in terms of the metric d.

algebraic structure.

x, y X

( )

(ii) d ( x, y ) = 0 iff x = y

x, y X

(iii) d ( x, y ) = d ( y, x )

x, y X

(iv) d ( x, z ) d ( x, y ) + d ( y, z )

x, y z X

In this case ( X , d ) is a metric space.

(i) d x, y 0

( X , d)

) {

N x0 , r = x X : d x0 , x < r

(

( ) of p such

( )

that N p,r A.

( X , d)

interior of A is given by

an interior point of A.

said to be a limit point or cluster point or accumulation point of A if every nei-

limit point of A belongs to A.

( X , d)

closure of A is given by

( )

x A.

( )

be a collection of

( )

called an open cover for A. If also for i , i = 1,..................., n we have that

n

A

i =1

E , then E

i

i

i=1

if every open cover for A has a finite open sub cover for A.

) (

from a metric space

( X , dx )

) is said

d X x0 , x < dY

Where d

( f ( x0 ) f ( x) ) <

is said to be uniform continuous on X if for each > 0 > 0 (depending only on ) such that for any pair of points x, y X we have:

d X x, y < dY

( f ( x ) f ( y )) <

A story has been told of a young man called Mr. Waweru from one of the villages in

Kiambu district in Kenya. He one day constructred a house with rectangular walls

but he had no idea that he had to ensure that parallel walls were to be of same lengths

and that adjacent walls were to be at right angles to each other. He ignored these

factors and after he had finished thatching the house he tried viewing it from different

corners and found out that it was not as rectangular as he would have wished it to

be. He also found out that even putting furniture in the house there was a problem

how different furniture could be arranged.

Question

Write a short passage to explain the mathematics that Mr. Waweru should have

considered when he was building his house?

Introduction

The most important message we get from the story above is that measurements of

both length and angles is essential and it is what constitutes the structure that comes

out of geometry. Indeed the geometric structure will create symmetry in any arrangement. In the story above geometry was lucking this is why even the arrangement

of furniture was a problem.

In a metric space as seen earlier we have a non-empty set endowed with a metric

which in itself is a concept of distance and hence gives rise to a geometric structure.

Thus, every component of the structure must be defined in terms of distance. If you

look back at all the definitions of the key words and concepts are given sequentially

and it terms of distance. In fact we can summarise them in form of the following

diagram.

neighbou

rhood

Interior

point

Interior of a

set

Open set

Limit point

Closed set

Closure of a

set

Examples 4.1

(i) The set of real numbers is one of the most common examples of metric spaces.

Here we define the metric as:

( )

d x, y = x y

x, y .

(ii) The set of complex numbers is also a metric space with the metric defined

as

d z1, z2 = z1, z2

z1, z2

(iii) The n-dimensional Euclidean space n is also a metric space with the metric

d defined as

d x, y =

x, y n

xi yi

i =1

Where x = x , x ,............, xn

y = y1 , y2 ,............, yn

Remarks 4.2

(i) Note that on a given set we can define more than one metric.

(ii) Note also that every definition has its negation. In general if the demand of

the definition is that for every ... then its negation is that there exists at

one. For instance we have already seen that a set is open if every member

of the set is an interior point. In this case its negation is that a set is not open

if there exists at least one member of the set which is not an interior point.

Exercise 4.3

(i) Try to give the negation of all definitions in this activity and any other related

definitions you have come across elsewhere.

(ii) Use definitions and their negations to show that the set A given below is neither

open nor closed

{ x : 0 < x 1 }

A=

(iii) Show that any set A is open iff A = Int A and that A is closed iff A= A .

Remark 4.4

Note that definitions alone cannot tell how all the concepts are related to each other.

We also need theorems to do this. The following theorem gives us the relationship

between an open set and a closed set and also the relationship between a compact

set and a closed set.

Theorem 4.5

(i) In any metric space X , d a set A is closed iff Ac is open.

(ii) A is compact implies A is closed and bounded. The converse is true if the space

is n .

Remark 4.6

Note that the structure of a space such as a metric space can also be examined through

mappings on the space, in particular the continuous ones. To this end we have the

following theorem.

Theorem 4.7

Let X and Y be metric spaces and f : X Y be a function. Then we have

(i) If X is compact and f is continuous then f is uniformly continuous.

( )

Exercise 4.8

(i) Look for a counter example in your readings to show that the converse of theorem

4.5 part (ii) is not true in general.

()

function.

Define the numbers m and M by m = x X

()

f x and

()

M = lub f x .

xX

( )

()

Readings 4.9

1. The student should read Mathematical Analysis 1 by Elias Zakon, The Trillia

Group. Read the sections fully and complete the exercises.

Unit 5

Learning Activity 3

Title: Topology

Specific Objectives

At the end of this activity the learner will be able to:

Define a topology on a set

Give examples of topological spaces

Recast the definitions of the components of the structure like neighbourhoods,

interior point, limit point etc without reference to the concept of distance

Recast definition of continuity of a function without reference to the concept

of distance

State and prove properties of continuity purely in terms of subsets of the

space

Summary

We summarise this activity along the same lines as in activity 2 in which we saw that

structure of a metric space is heavily depended on the concept of distance. In the

case of a topological space (see definition in the next section) the structure depends

on both open and closed sets.

Thus our main task in this activity is to see how we can recast those definitions in

the metric space without making any reference to the concept of distance. Since we

note that in a set based structure the concept of distance is generally absent. It is

also important to note that any definition in a metric space which does not refer to

distance can still carry through in a general topological space.

We also note that the concept of continuity of functions in particular acquires considerable generalization when its definition and properties are stated in terms of open

sets. This is significant since the concept of continuity has exceptional properties

which carry a lot of applications in mathematics.

Then is called a topology on X if the following properties are satisfied

(i)

(ii) X

(iii)

(iv)

Oi whenever Oi i = 1,......., n.

i =1

open if A .

( )

N of X is called a neighbourhood of p if N contains an open set O which contains

p. i.e. p O N for O . In this case p is also called an interior point of

the subset N.

Interior of a set: Let A be a subset of a topological space X , , then interior of A denoted by A0 or Int A is the set of all interior points of A. clearly

Int A A.

a point x X is said to be a limit point of A if for each neighbourhood N of x

we have that N A .

)

A} . Clearly A A

by A = A x : x is a limit poitn of

( )

( )

cal spaces and

()

f 1 ( 0 ) = { x X : f ( x ) O} .

( )

never O 2 .

its inverse f 1 : Y X are continuous then f is called a homeomorphism.

Story of a designer

One day while walking in the streets of Nairobi, the Capital City of Kenya I came

across a designer who was using a drawing package (OpenOffice Draw) to create

some symmetrical images.

She was doing this in stages whereby she first drew a star then produced about a

hundred copies of them. She then assembled the copies into a symmetrical image.

Stage 1

Stage 2

Question

Can you make a suggestion of any other shape whose copies can be assembled to

create a symmetrical pattern?

Introduction

We note that in our learning activity 2 we referred to some geometric structure which

accounts for symmetry or beauty. However, in our story above we have a case where

beauty or symmetrical images can be created without necessarily using the concept

of distance. The structure here depends on some arrangement of collections of items

in the space. This is a situation that is analogous to the structure of a general topological space which is dependent on sets and their collections. Indeed the definitions

in a topological space as we have already seen depend on components like neighbourhoods, open sets or closed sets or their collections. It is also important to note

that the definitions in metric spaces which do not refer to the concept of distances

will remain unchanged in general topological spaces. For instance definitions like,

open cover, compact set etc are intact whether in metric space or topological space.

In this connection the set based structure on a topological space re-organises the

sequence of concepts in such a way that can be summarized by the following diagram.

Open set

Neighbourhoods

Interior of

a set

Closed set

Limit point

Closure of

a set

Boundary

of a set

Example 5.1

The following are examples of general topological spaces.

{ } { } { } { }}

2 = { , X }

3 = {All subsets of X }

1 = , X , a,b , b , a , b,c

Then 1 , 2 , and 3 are all topologies on X. Where 3 is called the finest topology

)(

are topological spaces.

(iii) Let X be any metric space and let

In order for the learner to understand example 5.1 part (iii) better we now work out

the following exercise together.

Exercise 5.2

In any metric space X show that:

(i)

(ii)

(iii)

(iv)

Oi is open whenever Oi

i =1

O is open whenever

is open i = 1,..........., n

Solution

(i) If is not open then x which is not an interior point. But there is no

such x in since is empty. This is a contradiction. Hence is open.

( )

(ii) For any point p X r > 0 such that the neighbourhood N p,r X . Thus

any point p X is an interior point. Hence X is open.

(iii) Assume O1 , O 2 ,..........., O n are open.

Let O =

Oi

i =1

p O i m p l i e s

pO i i = 1, ..........., n.

Thus nbhs

N p, ri

) such that N ( p, ri ) Oi

{}

1 i n

i = 1,........., n.

N p, r is such that:

p N p, r O = Oi

i =1

Hence O =

Oi

i =1

is open.

O .

N p, r

) of p such that

( )

Hence O =

O is open.

Remark 5.3

We note from the solution of the exercise above that if is the collection of all open

subsets of a metric space then we have that:

(i)

(ii) x

(iii)

(iv)

Oi , whenever Oi i = 1,......., n.

i =1

Now try the following exercise.

Exercise 5.4

(a) In any metric space X show that:

(i) is closed

(ii) X is closed

(iii)

(iv)

F i is closed whenever F i

i =1

is closed i = 1,......., n.

i =1

(b) Give reasons why we can not use the collection of closed sets to define a topology

on a metric space X.

We now state some theorems which give us deeper relationship among some concepts

in a topological space.

Theorem 5.5

Let X be a topological space. Then we have:

(i) For each x X , a neighbourhood N of x in X.

(ii) If N is a neighbourhood of xX then xN .

(iii) If for each, neighbourhood N of x we have N N then N is also a neighbourhood of x.

(iv) If for each x X both N and M are neighbourhoods of x then N M is

also a neighbourhood of x.

Theorem 5.6

Let X be a topological space. Then a subset O of X is open iff O is a neighbourhood

of each of its points.

Theorem 5.7

Given a subset A of a topological space X we have:

(i) If F is a closed set such that A F , then A F .

(ii) If

then A = F .

{ }

(iii) If O

in A then Int A = O .

Remark 5.8

Note that part (i) of the theorem above simply asserts that every closed set F that

contains A also contains closure of A while part (ii) simply says that: Closure of

A is the smallest closed set that contains A. We also note that part (iii) asserts that

interior of a set is the largest open subset of the set.

Exercise 5.9

Using the readings try to give the proof of theorem 5.6 above.

Remark 5.10

Note that the definition of continuity on a topological space can also be stated in

( )

whenever A is closed in Y.

It is in view of this equivalent definition that the theorem stated below can be proved.

Theorem 5.11

Let X and Y be topological spaces and f : X Y be a function. Then f is continuous iff for any subsets A of X we have

( )

( )

f A f A

Exercise 5.12

(a) For any two subsets A and B of a topological space X show that

(i) A B = A B

(ii) A B A B

( )

A = A B dary A ,

show that:

( )

(c) Make a brief comparison between continuity of a function in metric spaces and

continuity of a function in general topological spaces.

( )

(d) Consider the open interval (0,1) with any other open interval say a,b in .

( )

( )

() (

( )

UNIT 6

Title: On Set Based Structure with Measures.

Specific Objectives

At the end of this activity the learner will be able to:

Give definition of the Lebesgue outer measure and state its properties.

Give definition and examples of Lebesgue measurable sets.

Define and give examples of algebras.

Define and give examples of measurable spaces.

Define and give examples of measurable functions.

Define and give examples of measure spaces.

Summary

We have already seen in the last two activities that a space is a non-empty set endowed with either geometric or algebraic structure. Indeed, in the case of a metric

depends on the collection of sets and their combinations. In this activity we look

at a measurable space along the same lines and then extend this to the concept of a

measure space.

We also define a class of functions called measurable functions and study their properties in order to understand the structure in a deeper sense. We note here that like

the case of a topological space, the structure of a measurable space also depends on

collections of sets. However, these collections of sets are such that we can introduce

a measure on them. This in itself suggests that the structure of a measure space is

both geometric and algebraic since in a measure we have the concept of length.

(I )

( r ) =

I r

we denote the class of all countable collections of open subintervals of which

( )

( )

E =

inf

r C ( E )

( r )

if for any other subset y of we have that:

y = Y E + Y E C

( )

such that:

(i)

(ii) If x then AC

(iii) If An

An .

( ) n=1 is a sequence of elements of , then n=1

Thus any member of is called -measurable set.

be an extended real valued function. Then f is said to be -measurable if the

set:

{ x X : f ( x) < r }

(

r .

measure to only members of is called a measure.

In our activity 3 we had a story of a designer who could create some symmetrical

images by simply generating patterns without reference to distance or any measurements. In this story we draw your attention to the fact that there are times when

designers also require measurements in order to create symmetrical images. While

walking on the streets of Nairobi one day I also came across such a designer who

would start with say a number of squares on a line then measure some distance and

angle before putting other figures like equilateral triangles on a line e.t.c. until a

complete figure like a hexagon is created.

Question

Apart from generating a hexagon whose sides has different shapes of figures can you

generate other patterns?

Introduction

We note that in the story above the designer is not just concerned with producing

copies of a given figure like a star but has also to use measurements of length and

angles to generate a pattern as seen in the diagram above.

This is a case which best relates to a structure that combines both geometry and algebra

in a space. In Measure Theory we deal with a space called Measure Space (as already

that apart from the underlying set X itself, the algebra is about combinations

of subsets of X which is the algebraic aspect of the space. However the measure

is about measurements on the subsets of X. For example if I is an interval in , then

()

I is simply the length of the interval I. Thus constitutes the geometric aspect

of the structure of a measure space. It now follows that the definitions of concepts

in a measure space have to depend on these basic components of the structure in the

space. In fact we can summarise the sequence of concepts in this space as follows.

Underlying set

X

Outer Measure

algebra

Measurable set

Measurable space

(X , )

Measure

Measurable

function

Measure space

(X , , )

Example 6.2

(i)

( )

( )

( )

( )

(ii) Let and denote the class of all subsets of and the class of

the Borel subsets of .

( )

( )

m .

( )

( )

(iv) Let X = , = m and = * m be the Lebesgue measure on .

is a measure space.

Example 6.3

Let E be a measurable subset of X.

Consider the function; E defined by:

1 if

E x =

0 if

()

x E

x E C

the set E.

For 0 < r 1, the set:

E ( x)

<r = X .

{ x X : E ( x) < r } = E C .

{ x X : E ( x) < r } = .

{ x X : E ( x) < r }

Thus E is measurable.

Note that the class of all measurable functions on a measurable functions on a measu-

rable space X ,

) is denoted by M ( X , ).

(

In this case E M X , .

If X = and = m then we say that E is a Lebesgue Measurable function.

Exercise 6.4

In the example above letting X = and = m sketch the graph of E and use

it to verify that E is indeed Lebesgue measurable.

We now state some theorems which give us properties and some relationship among

some concepts in measurable spaces and measure spaces.

Theorem 6.5

Let be the Lebesgue outer measure on the subsets of . Then we have:

()

(ii) ({ x}) = 0

(i) = 0

( )

( )

(iv) is translation invariant. i.e.

()

where r x = x + r

. then

( r ( E ) ) = ( E )

E n E n

n=1 n=1

( )

Remarks 6.6

(i) Note that apart from the properties stated above we have from definition of

( )

: + e

that 0.

(ii) Note also that the main difference between the properties of the Lebesgue outer

measure on . and the Lebesgue measure on . is that is countably

( )

additive. Thus if E n

is a sequence of subsets of . then

n=1

E n = E n .

n=1 n=1

( )

Theorem 6.7

be any constant. Then we have:

(i) f + g is measurable

(ii) c + f is measurable

(iii)

cf is measurable

Exercise 6.8

(a) Let E be a countable set in the sense that we can arrange it as:

E = x1, x1,.................

(i)

}

Show that ( E ) = 0

(ii)

( )

(i) X

(ii) An

n=1

)(

Give definition of measurability of f along the lines of definition of continuity

in topological spaces.

1

f x =

1

()

x A

x AC

Readings 6.9

1. Theory of functions of a real variable by Shlomo Stenberg (2005) pp 95 116

and pp 133 156.

UNIT 7

Title: The Lebesgue Integral

Specific Objectives

At the end of this activity the learner will be able to:

Give examples of Lebesgue integrals defined on different sets.

State some properties of Lebesgue integral

Verify some properties of the Lebesgue integral

Summary

We have already seen in unit one of Analysis 1 Module how the Riemann integral is

developed and the restrictions on the nature of the functions that are Riemann integrable. Indeed Riemann integrable functions are subject to rather stringent continuity

conditions. However the Lebesgue theory enables us to integrate a much larger class

of functions. Its greatest advantage lies perhaps in the ease with which many limit

operations can be handled and from this point of view the Lebesgue convergence

theorems may well be regarded as the core of the Lebesgue theory.

One of the difficulties which is encountered in the Riemann theory is that limits

of Riemann integrable functions (or even of continuous functions) may fail to be

Riemann integrable. This difficulty is eliminated in Lebesgue theory since limits of

measurable functions are always measurable.

is called a simple function. For example a constant function is a simple function.

function f consists of the distinct non zero real numbers a1 , a2 ,.......an . Let

( )

()

f 1 ai = E i i = 1,................., n, so that f x = ai x E i .

Then E i E j = for i j and the simple function f has the canonical representation as:

f =

ai

i =1

simple function. Let Q have the canonical representation as

k =1

ak E

n

ak ( E k )

k =1

is called the integral of the simple function Q with respect to and is denoted

by

Q d

X

f d is given by

X

f d = sup S d

X

where the supremum is taken over all simple functions S satisfying the condition

()

()

S x f x

x X.

If sup

s f

s d = +

then

f d =

f E d

f d = + .

function f.

f : X e be measurable. Let

{ () }

f (+x ) = max f x , 0

xX

{ () }

f (x ) = max f x , 0

xX

where f = f + f and f = f + + f

integral of f with respect to is given by:

f d = f

If

d f d

f d =

f + d

d = and

f L X , , .

f d

d < then

space. A property P is said to hold true .a.e on X if there is a subset N of X

( )

It is a story told in a village called Luyia of Transzoia district in Kenya that about fifty

years ago a man called Mulunda wanted to build a house. He took only a panga to

try and fell a big tree for this purpose. One passerby just laughed at him wondering

why Mulunda had embarked on an almost impossible mission. The second passerby

sympathised with Mulunda so much that he went and borrowed an axe for him. While

using an axe Mulunda realized that it took him a short time to fell the tree. He also

admitted his ignorance of some neighbours owning tools like axes which can make

work easier.

Question

Apart from an axe can you think of other tools that can be used to fell a big tree?

Introduction

We note that the main message from the story above is that Mr. Mulunda had owned

a panga for a long time over trusting it with every work without being innovative

enough to think of other tools. Indeed he only needed to consult with some of his

neighbours to know that some jobs are beyond certain tools. It is significant to note

that mathematical tools also behave in a similar manner. There are concepts which

are beyond certain techniques. Indeed the Lesbegue theory enables us to evaluate

integrals of a large class of functions than the Riemann theory would do. It is a well

known fact that the limit of a Riemann integrable function need not be Riemann

integrable. However, in the case of the Lebesgue integral the limit of a Lebesgue

integrable function is still integrable.

We now state without proofs some of the most important theorems on monotonicity

and convergence of the Lebesgue integral.

Theorem 7.1

f d g d

f d

f d

Remark 7.2

Note that the result above shows that the Lebesgue integral is monotonic with respect

to functions and sets.

Theorem 7.3 (Monotonic convergence theorem)

Let

( X , ) such that ( fn ) is monotonic increasing and converges to a function f

M+

.a.e on X. Then we have:

lim

lim f n d

fn d = n

=

M + ( X , ) . Then we have

Let

be a sequence of functions in

lim fn d lim fn d .

n

n

where lim denotes limit infimum.

Corallary 7.5

If

f

d lim

fn d

Remark 7.6

Note that in corollary 7.5 above since f n converges to f we have that

lim f n = f

Hence

d = lim f n d lim

fn d.

Remark 7.7

we have

f L X , , iff f L X , ,

Furthermore,

f d

f d.

( )

on X. which converges .a.e to f.

()

()

f n x g x .a.e on X.

Then

lim

lim

fn d = n

f n d

f d

Remark 7.9

Note that in the Monotone convergence theorem there is no analogue for a monotonic

decreasing sequence of functions

Example 7.10

Let

fn =

n ( n,

where

is the characteristic function of the interval n, . We first note

( n,

that

lim f =

n n

0.

fn ( x ) 0 =

Indeed,

( x)

( n,

1

1

< n + 1 and x .

n

However

whereas

d = 0 d = 0;

fn d = n

Thus

( n,

1

n, ) n d = nJ

lim

fn d = 0 = f d .

Exercise 7.11

Let

( X , ,)

Use the Lebesgue Dominated convergence theorem to show that

f L X , , .

7.12 Readings

Theory of functions of a real variable by Shilomo Stenberg (2005) pp 134- 140.

algebraic structure.

x, y X

( )

(ii) d ( x, y ) = 0 iff x = y

x, y X

(iii) d ( x, y ) = d ( y, x )

x, y X

(iv) d ( x, z ) d ( x, y ) + d ( y, z )

x, y z X

In this case ( X , d ) is a metric space.

(i) d x, y 0

( X , d)

) {

N x0 , r = x X : d x0 , x < r

(

( ) of p such

( )

that N p,r A.

( X , d)

interior of A is given by

an interior point of A.

said to be a limit point or cluster point or accumulation point of A if every nei-

limit point of A belongs to A.

( X , d)

closure of A is given by

( )

x A.

( )

be a collection of

( )

called an open cover for A. If also for i , i = 1,..................., n we have that

E , then E

i

i

if every open cover for A has a finite open sub cover for A.

i =1

i=1

) (

( X , dx )

) is said

d X x0 , x < dY

( f ( x0 ) f ( x) ) <

Where d

is said to be uniform continuous on X if for each > 0 > 0 (depending only on ) such that for any pair of points x, y X we have:

d X x, y < dY

( f ( x ) f ( y )) <

Then is called a topology on X if the following properties are satisfied

(i)

(ii) X

(iii)

(iv)

Oi whenever Oi i = 1,......., n.

i =1

open if A .

( )

N of X is called a neighbourhood of p if N contains an open set O which contains

p. i.e. p O N for O . In this case p is also called an interior point of

the subset N.

Interior of a set: Let A be a subset of a topological space X , , then interior of A denoted by A0 or Int A is the set of all interior points of A. clearly

Int A A.

a point x X is said to be a limit point of A if for each neighbourhood N of x

we have that N A .

by A = A x : x is a limit poitn of

)

A} . Clearly A A

( )

( )

()

f 1 ( 0 ) = { x X : f ( x ) O} . Thus f is continuous if f 1 ( O ) 1 whenever

O 2 .

Homeomorphism: Let X and Y be topological spaces. If both f : X Y and

( r ) =

(I )

I r

of . we denote the class of all countable collections of open subintervals of

( )

( )

E =

inf

r C ( E )

( r )

Lebesgue measurable set: Any subset E of is said to be Lebesgue measurable if for any other subset y of we have that:

y = Y E + Y E C

such that:

( )

(i)

(ii) If x then AC

(iii) If An

( )

is a sequence of elements of

n=1

, then An .

n=1

Thus any member of is called -measurable set.

be an extended real valued function. Then f is said to be -measurable if the

set:

{ x X : f ( x) < r }

(

r .

measure to only members of is called a measure.

is called a simple function. For example a constant function is a simple function.

function f consists of the distinct non zero real numbers a1 , a2 ,.......an . Let

( )

()

f 1 ai = E i i = 1,................., n, so that f x = ai x E i .

Then E i E j = for i j and the simple function f has the canonical representation as:

f =

ai

i =1

i

(

)

be a simple function in M + ( X , ) . Thus is non-negative

measurable

k =1

ak E .

k

Then the extended real number given by

n

ak ( E k )

k =1

is called the integral of the simple function Q with respect to and is denoted by

Q d

X

any

f d is given by

X

f d = sup S d

X

where the supremum is taken over all simple functions S satisfying the condition

()

()

S x f x

If sup

s f

x X.

s d = +

then

f d =

f d = + .

f E d

function f.

f : X e be measurable. Let

xX

{ () }

f (x ) = max f x , 0

xX

{ () }

f (+x ) = max f x , 0

where f = f + f and f = f + + f

integral of f with respect to is given by:

f d =

d f d

If

f d =

f + d

d = and

f d

d < then

f L X , , .

space. A property P is said to hold true .a.e on X if there is a subset N of X

( )

Mathematical Analysis 1 by Elias Zakon, The Trillia Group.

Theory of functions of a real variable, 1990, Lynn Loomis and Shlomo Stenberg,

pp 95 116 and pp 133 156.

and Useful Links

Reading 1: Wolfram MathWorld (visited 03.11.06)

Complete reference : http://mathworld.wolfram.com

Abstract : Wolfram MathWorld is a specialised on-line mathematical encyclopedia.

Rationale: It provides the most detailed references to any mathematical topic. Students should start by using the search facility for the module title. This will find a

major article. At any point students should search for key words that they need to

understand. The entry should be studied carefully and thoroughly.

Complete reference : http://en.wikipedia.org/wiki

Abstract : Wikipedia is an on-line encyclopedia. It is written by its own readers.

It is extremely up-to-date as entries are contunally revised. Also, it has proved to be

extremely accurate. The mathematics entries are very detailed.

Rationale: Students should use wikipedia in the same way as MathWorld. However,

the entries may be shorter and a little easier to use in the first instance. Thy will,

however, not be so detailed.

Complete reference : http://www-history.mcs.standrews.ac.uk/Indexes

Abstract : The MacTutor Archive is the most comprehensive history of mathematics

on the internet. The resources are organsied by historical characters and by historical

themes.

Rationale: Students should search the MacTutor archive for key words in the topics

they are studying (or by the module title itself). It is important to get an overview

of where the mathematics being studied fits in to the hostory of mathematics. When

the student completes the course and is teaching high school mathematics, the characters in the history of mathematics will bring the subject to life for their students.

Particularly, the role of women in the history of mathematics should be studied to

help students understand the difficulties women have faced while still making an

important contribution.. Equally, the role of the African continent should be studied

to share with students in schools: notably the earliest number counting devices (e.g.

the Ishango bone) and the role of Egyptian mathematics should be studied.

We note that having gone through this module you should now be fully equipped with

the knoweldege of the concepts involved in the following contents:

In unit 4 the main task has been to understand the structure of a general metric space.

The grasping of cencepts such as interior points, limit points or open sets and closed

sets together with their combinations, is essential, properties of functions defined on

metric spaces are well exposed in this unit. Leading to some of the most important

results in analysis like those covering the concepts of continuity and compactness.

In unit 5 the main aspect of understanding is that of removing the geometric structure

dealing with the concept of dictance from a metric space and replacing it with a set

based structure which constituts a topological space. The analysis of the concepts

is then carried out in a similar manner up to the level of continuity and homeomorphisms.

Finally, in units 6 and 7 we have dealt with the structure that combines both geometric and algebraic components. Thus in concepts like Lebesque Outer Measure and

Lebesque Measure on the real line have both algebraic combination of sets like union

and measurements like length of an interval. A good grasp of the properties of the

Outer Measure leads to easy understanding of Lebesque measureable subsets of the

real line. A study of measurerable functions opn a measureable space is analagous to

that of continuous functions on topological spaces. This leads to the definition of an

abstract integral on an abstract measure space.

Final Assessment

Questions

denoted by AO

Prove that

(a) AO = A iff A is open.

(b) AO is the largest open subset of A.

denoted by A .

(b) Prove that A = A iff A is closed.

(a) Prove that a convergent sequence is Cauchy.

(b) Use an example to show that a Cauchy sequence need not be convergent.

4. Show that a real-valued continuous function on a closed interval attains its minimum and maximum values on the interval. Use an example to show that this

fails when the interval is not closed.

Prove that:

(a) A is closed iff Bdary (A) A.

(b) A B = A B

(c) A B A B

{ }}

= , X , a,c

(b) Let S be a subspace of a Hausdorff topological space X. Show that S is also

Huasdorff.

( )

(b) For any two subsets A and B of with A countable show that:

( )

A B = B .

( )

( )

that A M and ( A) = ( E ) , show that E M .

Use an example to show that the converse is not true in general.

)

Ao = { x : x is an interior point of A}

Assume A is open. Then every point of A is an interior point of A. Thus we have:

x A x is an interior point of A

x A0

i.e. A Ao

(1)

(2) is obvious

Ao A

Ao = A .

(b) We show that Ao is the largest open subset of A. We prove this by contradiction.

Suppose there is an open subset of A such that:

Ao B A

Ao B o Ao

i.e. Ao = B o

But B is open B = B o .

Thus Ao = B.

by

A= A x : x is a limit point of A

(a)

A= A 0

Given A = x : 0 < x 1

{}

First assume that A is closed and let A denote the set of all limit points of A.

Then we have that A A

Thus A = A A = A .

( )

( )

( xn ) is called Cauchy if for each > 0 N ( ) J + such that:

d xn , xm < n, m > N

d xn , xm <

()

n> N

2

d xm, x <

m> n

2

) (

+ =

2 2

n, m > N

( )

Hence xn is Cauchy.

(b) Example

( )

elements of X given by

xn =

1

,

n

n J + .

( )

Now taking m > n we also have

1

<

m 2

m> n > N.

2 2

( )

Hence xn is Cauchy.

= 0 X.

n

n n

( )

1

<

n 2

n> N .

( )

( )

is closed and bounded.

the numbers m and M given by

( )

()

()

xX

xX

( )

( )

Since f X is closed m, M f X .

( )

()

f p = m and f q = M .

Hence f attains its minimum and maximum values on a,b which are m and

M respectively.

Example

( )

Let f : 0, 1 be given by

()

f x = x2 + 1

( )

Then f has no minimum nor maximum value on 0,1 because the interval (0, 1)

()

()

A = 0 A : 0 = A U : U is a topology on A.

(i) A : = A , A

(ii) A A : A = A X , X A A

O1 A : O1 = U 1 A, U 1

O2 A : O2 = U 2 A, U 2

M

M

On A : On = U n A, U n .

O A : Oi = U i A

i =1 i

i =1

i =1

n

= U i A,: U i

i =1

i =1

Hence

(iv)

O A .

i =1 i

Then O A : U A, U

i.e.

U O A : U O = U U A

= U U A, U U

Hence U O A

Hence A is a topology on A.

nbhs say U and V for x and y respectively such that

U V = .

We have:

(i)

(ii) X

{a,c} =

{ }}

{ } { }

X =

{ }

{ }

{ }

Consider the points a and b. The open sets in containing a are X and a,c and

X is the only open set in that contains b. Thus for any nbh U of a and any nbh V

of b we have that.

{ }

{ }

U V = a,c X = a,c or U V = X X = X .

(a) Given S a subspace of a Hausdorff topological space X. We show that S is also

Hausdorff.

Let x any y be any pair of distinct points in S. Then x and y are also members

of X. Since X is Hausdorff nbhs U and V of x and y respectively such that

U V = .

A = x1, x2 , x3 ,................ .

Thus A = U xn

n=1

{ }

U xn

n=1

({ xn})

{ }

({ x1}) + ({ x2 }) +..................

= 0 + 0 + ........ + 0 + .....

=0

n= 1

i.e

U xn 0

n=1

{ }

But 0 .

{ }

Thus U xn = 0

n=1

( )

Hence A = 0.

(b) We first note that, by countable subadditivity of

( )

( )

A B A + B

( )

Hence we have that:

( )

A B B

.. (1)

( B ) A U B

From (1) and (2) we have:

( A B ) = ( B ) .

(2)

Let X be any other subset of . Then we have that.

A X A

( A X ) ( A) = 0.

i.e. ( A X ) = 0.

Also X Ac X . Thus ( X ) Ac X

( X ) 0 + ( Ac X )

i.e. ( X ) A X + Ac X .

Hence A m .

( X ) = A X + ( Ac X )

In particular put X = E A.

Then we have:

(

)

c

= ( A) + ( A E )

= ( A) + ( E A ) .

( E ) = A E + ( Ac E )

( )

( )

i.e. ( E A) = A E = 0

i.e. ( E A) = 0 E A m

Now A, E A m

E = A E A m

Hence the result.

9. (a) Given f :

measurable.

is also open in

( ( ,r ))

( ( ,r )) ( ) C m

f 1 ( ( , r )) = { x : f ( x ) < r } m.

Thus f 1

i.e.

() }

Thus for r 0, the set:

()

()

union also belongs to .

Since

() }

{x X : f 2 ( x) > r } .

However the converse of this result is not necessarily true as the following counter

example shows:

Counter example

Define a function

f : by

1 x A

f x =

c

1 xA

()

()

Then f 2 x = 1 x .

since for r = 0 we have that the set:

{ x : f ( x) > r } = { x : f ( x) > 0 } = A m .

XV. References

Mathematical Analysis 1, Elias Zakon, 1973, The Trillia Group, Indiana, USA

Theory of functions of a real variable, 1990, Lynn Loomis and Shlomo Stenberg,

Jones and Bartlett, Boston, USA

The author of this module on Basic Mathematics was born in 1953 and went through

the full formal education in Kenya. In particular he went to University of Nairobi

from 1974 where he obtained Bachelor of Science (B.Sc) degree in 1977. A Master

of Science (M.Sc.) degree in Pure Mathematics in 1979 and a Doctor of Philosophy

(P.HD) degree in 1983. He specialized in the branch of Analysis and has been teaching at the University of Nairobi since 1980 where he rose through the ranks up to

an Associate Professor of Pure Mathematics.

He has over the years participated in workshop on development of study materials

for Open and Distance learning program for both science and arts students in which

he has written books on Real Analysis, Topology and Measure Theory.

Address:

Prof. Jairus M. Khalagai

School of Mathematics

University of Nairobi

P. O. Box 30197 00100

Nairobi KENYA

Email: khalagai@uonbi.ac.ke

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