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July 6, 2009
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Contents
2 Banach Spaces 9
2.1 Normed Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2 Sequences and Series in Normed Spaces . . . . . . . . . . . . . . . . . 12
3
4
Chapter 1
1.1 Sequences
1.1 Definition. A sequence of elements of a set A is a mapping x : N A.
We usually denote a sequence by (xn )nN where xn is the element of A that is the
image of n by the mapping x, e.g. the sequence of odd positive integers may be described
as the mapping:
x : N R, n 7 2n + 1
or more simply we may write: xn = 2n + 1 and we denote the whole sequence by
(2n + 1)nN .
We will now consider sequences of real numbers, so the set A wher the sequence lives
is taken to be a subset of R.
1.2 Definition. A sequence (xn )nN of real numbers is said to converge to the real
number ` if
(b) The sum (term-by-term) of two convergent sequences is convergent. The limit of
the sum is the sum of the limits.
(d) The product (term-by-term) of two convergent sequences is convergent. The limit
of the product is the product of the limits.
1.4 Examples.
5
1
(1) The sequence xn = converges to 0.
n
(2) The sequence xn = n is divergent.
n+1 n
(4) The sequence xn = ( ) converges to e .
n
1.8 Exercises.
(2) Prove that if a Cauchy sequence has a convergent subsequence, then the whole se-
quence is convergent.
(3) Prove that if a sequence (xn )nN satisfies | xn+1 xn | c | xn xn1 | for all
n and a constant c < 1, then (xn )nN is convergent.
(4) Prove that an increasing sequence is either convergent to a real number or tends to
+.
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1.2 Series of Numbers
A series is a sequence of sums of the form
n
X
sn = uk , uk R.
k=0
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All the previous tests are tests for absolute convergence. For non-absolutely convergent
series there is an additional test:
P
1.11 Abels test. Let un be a series whose general term can be represented as the
product un = an bn . If
and
n
X
lim inf u(k) c.
n
k=0
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Chapter 2
Banach Spaces
is a normed space. Its usually called the n-dimensional euclidean spaces. We will
denote this normed space by `n 2.
(3) Let p > 1 be a real number. We define the p-norm on Rn by
n !1/p
X
k(x1 , , xn )kp = | xk | p .
k=1
The triangle inequality for this norm is called Minkowskis inequality. Its a conse-
quence of Holders inequality:
n
X p
| xk yk | k(x1 , , xn )kp k(y1 , , yn )kq , where q = .
p1
k=1
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The normed space (Rn , k . kp ) is usually denoted by `n
p.
(5) Let E be any n-dimensional vector space ans select a fixed ordered basis B =
{u1 , , un } for E . Then there is a canonical isomorphism TB between E and
k1 nk
z }| { z }| {
R that associate uk to ek = (0, , 0, 1, 0, , 0). Any norm on Rn can be
n
transfered to E using the formula: kukB = kTB (u)k. The converse is also true.
So, we may consider only norms on Rn to study finite dimensional normed spaces.
There is no guarantie that the sum will converge, so actually the quantity k(xk )kN kp
is not always defined. Thus we consider the set:
(7) The space ` is defined as the space of all bounded sequences with the norm:
k(xk )kN k = supk | xk |.
2.3 Definition. An inner product space is a vector space E endowed with an inner
product, that is a mapping < . , . >: E E R such that for all u, v, w E
and all R we have:
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Given an inner product, we define the associated norm by:
kuk = < u, u >.
2.4 Proposition. A normed space (E, k . kE ) is an inner product space (by this we
mean that the norm is the same as norm associated to some inner product) iff
2.5 Examples.
(1) `n
2 is an inner product space.
(3) `n
p is an inner product space iff p = 2.
2.7 Definition. Two normed spaces (E, k . kE ) and (F, k . kF ) are said to be iso-
morphic if there exists a bijective linear operator T : E F such that both T and
T 1 are bounded.
E, F are said to be isometric if there exists a bijective linear operator T : E F
such that
kT (u)kF = kukE u E.
2.8 Proposition. Any two normed spaces of the same finite dimension are isomorphic.
2.9 Proposition. `n n
p and `q are isometric iff p = q .
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2.2 Sequences and Series in Normed Spaces
In normed spaces we can study continuity and convergence because the norm gives rise
to a metric: d(u, v) = ku vk. So, we have the following definitions:
2.1 Definition. A sequence (uk )kN in a normed space E is said to converge to an
element u E if limn kun uk = 0.
(uk )kN is said to be a Cauchy sequence if for any > 0 there exists n0 such that
n > n0 = kun un+p k < , p.
It is easy to prove parts (i)-(iii) of proposition 1.1.3 in the context of normed spaces.
Also parts (i), (ii) of proposition 1.1.7 are true in any normed space. Part (iii) of that
proposition is not true in general:
2.2 Example. Let F = { (xk )kN | m : xk = 0k > m }. F is a subspace of ` ,
so its a normed space. But the sequence (un )nN given by
1 1
un = (1, , , , 0, 0 )
2 n
is a Cauchy sequence that has no limit in F .
2.3 Definition. A normed space in which every Cauchy sequence converges is called a
Banach space.
2.4 Proposition. If (E, k . kE ) and (F, k . kF ) are isomorphic and (E, k . kE ) is
complete, then (F, k . kF ) is also complete.
2.5 Proposition. Every finite dimensional normed space is complete.
2.6 Proposition. All the spaces `p , c and c0 are complete.
Another characterization of completeness reposes on series, to formulate that char-
acterization we begin by remarking that convergence of series in normed spaces is easily
defined. Most properties of convergent series are the same as the corresponding properties
for series of numbers. The exceptions being properties pertaining to absolute convergence
and unconditional convergence.
We define absolute convergence as:
P
2.7 Definition. A series P uk in a normed space (E, k . kE ) is said to be absolutely
convergent if the series
P kuk kE is convergent.
As theP series kuk kE is a series of positive real numbers, it does not live in the same
space as uk . So the convergence of the former series does
P not imply the convergence
of sumuk . However, it implies that the partial sums of uk form a Cauchy sequence
in E . So we have:
2.8 Proposition. A normed space (E, k . kE ) is complete iff every absolutely conver-
gent series of elements of E is convergent to some element of E .
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