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1 Metric spaces

Copy from Tao:


Definition 1. Metric space
A metric space (X, d) is a space X of objects (called points), together with a
distance function d : X 2 → [0, ∞), which associates to each pair x, y ∈ X a
non-negative real number. It must satisfy:

1. (Positivity)
∀ x, y ∈ X : d(x, y) = 0 ⇐⇒ x = y

2. (Symmetry) For all x, y ∈ X

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

3. (Triangle inequality) For all x, y, z ∈ X

d(x, z) ≤ d(x, y) + d(y, z)

Definition 2. Continuous functions


Let (X, d|X ), (Y, d|Y ) be metric spaces. Then function f : X → Y is continuous
at x0 if

∀ ε > 0 : ∃ δ : ∀ x1 ∈ X : d|X (x0 , x1 ) < δ =⇒ d|Y (f (x0 ), f (x1 )) < ε

Exercise 1. Prove that constant function are continuous.


Proof. Suppose X, Y are metric space and f : X → Y is constant function equal
to c. Let x be any point in X, let ε > 0. Let δ = 3. Suppose x1 ∈ X. Clearly
d(f (x1 ), f (x)) = 0 < ε.
Theorem 1. Identity function is continuous
Suppose (X, d) is metric space then id : X → X function is continuous.
Proof. Let x0 be any point in X. Let ε > 0. Set δ = ε. We have

∀ x ∈ X : d(x0 , x) < δ =⇒ d(x0 , x) < δ = ε

Theorem 2. Composition of continuous functions is continuous


Suppose (X, d|X ), (Y, d|Y ), (Z, d|Z ) are metric spaces and f : X → Y, g : Y → Z
are continuous. Then
g◦f
is continuous.

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Proof. Suppose x0 ∈ X. Let ε > 0. Since g is continuous, there exists γ such
that
∀ y ∈ Y : d|Y (f (x0 ), y) < γ =⇒ d|Y ((g ◦ f )(x0 ), g(y)) < ε
But f is also continuous. Thus there is δ which satisfies

∀ x ∈ X : : d|X (x0 , x) < δ =⇒ d|Y (f (x0 ), f (x)) < γ

From combinations of this two statements: proposition follows.


Definition 3. Balls
(This definition is copy from Tao)
Let (X, d) be a metric space. Let x0 ∈ X and r > 0. We define ball B(X,d) (x0 , r)
in X, centered at x0 with radius r in the metric d to be a set:

B(x0 , r) := {x ∈ X : d(x, x0 ) < r}

Theorem 3. Let (X, d|X ), (Y, d|Y ) be metric spaces.


Let f : X → Y and x0 ∈ X. Then f is continuous at x0 iff

∀ ε > 0 : ∃ δ > 0 : f (B(x0 , δ)) ⊆ B(f (x0 ), ε)

Proof. Proof by desugaring! Suppose x ∈ X

x ∈ B(x0 , δ) ⇐⇒ d(x, x0 ) < δ


f (x) ∈ B(f (x0 ), ε) ⇐⇒ d(f (x0 ), f (x0 ))

Claim becomes obvious.


Remark 1. Restating previous theorem
Its equivalent to say:
B(x0 , δ) ⊆ f −1 [B(f (x0 ), ε)]
Definition 4. Neighborhood
Let (X, d) be a metric space. Suppose x ∈ X. Set N ⊆ X is called neighborhood
of x iff
∃ r : B(x, r) ⊆ N
Definition 5. Complete system of neighborhood
Collections of all neighborhoods of a point is called complete system of neigh-
borhood.
Theorem 4. Suppose (X, d) is a metric space. Let

x0 ∈ X
γ ∈ R+
V = B(x0 , γ)
x∈V

Then V is neighborhood of x.

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Proof. Let 0 < ε < γ − d(x0 , x). Clearly B(x, ε) ⊆ V .
Theorem 5. Let f : (X, d|X ) → (Y, d|Y ). Then f is continuous at x iff for each
neighborhood M ⊆ Y of f (x) there is corresponding neighborhood N ⊆ X for
x.

Proof. Suppose f is continuous at x. Let M be a neighborhood of f (x). This


means we can find ε such that B(f (x), ε) ⊆ M , but since f is continues

∃ δ : B(x, δ) ⊆ f −1 [B(f (x, ε))]

But then f −1 [B(f (x, ε))] is a neighborhood of x.


Suppose second condition holds. Let ε > 0, then M = B(f (x), ε) is a neighbor-
hood of M therefore there must exists such δ that B(x, δ) ⊆ f −1 [B(f (x), ε)].
Thus f must be continuous.
Theorem 6. Five properties of neighborhoods
Let (X, d) be a metric space. Let x0 ∈ X

1. There exists at least one neighborhood of x0 .


2. For each neighborhood N of x0

x0 ∈ N

3. If N is a neighborhood of x0 and there exists M such that N ⊆ M then


M is a neighborhood of x0 .
4. If N, M are neighborhoods of x0 , N ∩ M also is.
5. For each neighborhood N of x0 there exists O ⊆ N such that for all x in
N , O is a neighborhood of x.

Proof. Easy!
1. Consider set X.
2. Since ∃ r : B(x0 , r) ⊆ N then x0 ∈ N .

3. We have ∃ r : B(x0 , r) ⊆ N ⊆ M .
4. We have ∃ ε, γ : B(x0 , ε) ⊆ N ∧ B(x0 , γ) ⊆ M . Simply consider B(x0 , min(ε, γ)).
5. We have ∃ r : B(x0 , r) ⊆ N . Consider O = B(x0 , r).

Definition 6. Let (X, d) be a metric space. A collection Bα of neighborhoods


of α is called a basis for the neighborhood system at α if for every neighborhood
N of α
∃S ∈ B: S ⊆ N

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Theorem 7. Let f : (X, d|X ) → (Y, d|Y ) and let Bf (a) be a basis of neighbor-
hoods of f (a). Then f is continuous at a iff ∀ S ∈ B : f −1 [S] is a neighborhood
of a.
Proof. I thought it might be difficult, but it follows from Theorem 5 immedi-
ately!
Definition 7. Convergence of sequences in metric spaces
(From Tao)

Let (X, d) be a metric space and (x(n) )m be a sequence with elements in X.
Then we say that sequence converges to x iff
∀ ε > 0 : ∃ N : ∀ n ≥ N : d(x(n) , x) ≤ ε
We can write
lim d(x(n) , x) = 0
n→∞

Theorem 8. Convergence in terms of neighborhoods


Suppose (X, d) is a metric space and xn a sequence with elements in X. Then
xn converges to x iff for each neighborhood M of x there exists N such that for
all i ≥ N we have
xi ∈ N
Proof. Suppose it converges. Let M be neighborhood. Then ∃ r > 0 : B(x, r) ⊆
N . But also
∃ N : ∀ i ≥ N : d(xi , x) < r
Thesis follows. Other side is equally obvious (consider the fact that every open
ball is a neighborhood).
Theorem 9. Convergence & continuous
Let f : (X, d|X ) → (Y, d|Y ). f is continuous iff for every sequence xn such that
limn→∞ xn = x we have limn→∞ f (xn ) = f (x).
Proof. Suppose f is continuous. Let limn→∞ xn = x. Let ε > 0. Since f is
continuous we can choose such δ that
∀ x0 ∈ X : d(x, x0 ) < δ =⇒ d(f (x), f (x0 )) < ε
Since xn converges to x
∃ N : ∀ i ≥ N : d(xi , x) < δ
Combining the two: we get thesis.
Second part. By contradiction: Suppose that there exists a sequence xn
lim xn = x ∧ lim f (xn ) 6= f (x)
n→∞ n→∞

and f is continuous at x
This means (Eq 1)
∃ ε : ∀ N : ∃ i ≥ N : d(f (xi ), f (x)) > ε

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Lets fix this epsilon.
From the fact that f is continuous we get

∃ δ : ∀ x0 ∈ X : d(x, x0 ) < δ =⇒ d(f (x), f (x0 )) < ε

There must exists N 0 such that

∃i ≥ N 0 : d(x, xi ) < δ

Now choose j fitting two criteria (Eq 1 and following):

j > max(N 0 , N )

We get d(f (xj ), f (x)) > ε and d(f (xj ), f (x)) < ε. Contradiction.
Remark 2. Alternative proof
We could consider B(x, n1 ) (Mendelson) as a basis of neighborhood system. It
would break in similar manner.

Remark 3. If f is continuous we can write

lim f (xn ) = f ( lim xn )


n→∞ n→∞

Definition 8. Distance between point and subset


Let (X, d) be a metric space. Let A ⊆ X and a ∈ X. The distance between A
and a, denoted d(a, A) is defined as

d(a, A) := inf{d(a, ai ) : ai ∈ A}

Theorem 10. Using symbols from previous definition. There must exists se-
quence an such that
lim d(an , a) = d(A, a)
n→∞

Proof. It follows immediately from the fact that for each infimum there exists
a sequence in that set that converges to it (property of reals).
Theorem 11. Equivalence of l1 , l2 , l∞
(From tao) Let Rn be a Euclidean space, and let x(k) be a sequence of points.
Following statements are equivalent

1. x(k) converges with respect to dl1


2. x(k) converges with respect to dl2
3. x(k) converges with respect to dl∞
(k)
4. xj converges to yj for each j ∈ {1 . . . n}

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Proof. First lets look at what it means in each of this metric to converge. Taxi:
n
(k)
X
(k)
lim dl1 (x , x) = lim |xi − yi | = 0
k→∞ k→∞
i=1

Euclidean: v
u n
uX (k) 2
(k)
lim dl2 (x , x) = lim t (xi − yi ) = 0
k→∞ k→∞
i=1

Sub norm:
n
(k)
X
lim dl∞ (x(k) , x) = lim sup{|xi − yi | : i ∈ {1 . . . n}} = 0
k→∞ k→∞
i=1

If we assume the last point, its immediately obvious that points 1, 2, 3 are true.
I will prove the implications 1 =⇒ 4, 2 =⇒ 4, 3 =⇒ 4 by contradiction. Lets
assume that ∃ m ∈ {1 . . . n} : x(m) that diverges and 1, 2, 3 are true. Then we
can re-write the limits above as (because we assume they exists and square root
is continues):
n n
(k) (k)
X X
lim |xi − yi | = lim |xi − yi | = 0
k→∞ k→∞
i=1 i=1
v v
u n u n
uX (k) 2 uX (k) 2
lim t (xi − yi ) = t lim (xi − yi )
k→∞ k→∞
i=1 i=1
n n
(k) (k)
X X
lim sup{|xi − yi | : i ∈ {1 . . . n}} = lim sup{|xi − yi | : i ∈ {1 . . . n}}
k→∞ k→∞
i=1 i=1

But now we can re-write them (using only first as an example as)
lim |x(k)
m − ym | + C
k→∞
(k)
for some C ∈ R. But that would imply xm converges. Contradiction.
Theorem 12. Uniqueness of limits
(From Tao)
Let (X, d) be a metric space. Suppose x(n) is a sequence in X and there exists
y, y 0 such that x(n) converges to both. Then y = y 0 .
Proof. Should be easy.
lim d(x(n) , y) + lim d(x(n) , y 0 ) = 0
n→∞ n→∞

lim d(x(n) , y) + d(x(n) , y 0 ) = 0


n→∞

From triangle inequality


d(y, y 0 ) = 0
Which implies y = y 0 .

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Theorem 13. Convergence of sequence implies convergent of all sub-sequences
(From Tao)
Suppose xn converges to some x0 . Then all sub-sequences of xn also do.
Proof. Let yn be sub-sequence of xn .
Let ε > 0.
We know that
∃ N : ∀ i > N : d(xi , x0 ) < ε
But f (i) ≥ i therefore taking N gives as

∀ i > N : d(xf (i) = yi , x0 ) ≤ d(xi , x0 ) < ε

Definition 9. Open subset


A subset O of metric space is said to be open if its a neighbourhood of all its
points.
Theorem 14. Subset is open iff its a union of open balls
Let (X, d) be an metric space S and O ⊆ X. Then O is open iff there exists
collection of sets Bα such that α Bα = O and

∀ i ∈ α : ∃ x0 ∈ X, r > 0 : Bi = B(x0 , r)

Proof. Suppose O is open. Then for each point x0 there must exists r, ε such
that x0 ∈ B(r, ε). But then: union of this balls gives as O.
Suppose O is union of the collection of open balls. Suppose x0 ∈ O. Then
∃ B(x, r) such that x0 ∈ B(x, r) (since x0 is part of some open ball: look
previous theorems).
Theorem 15. Continuity and open sets
Suppose we have f : (X, d|X ) → (Y, d|Y ). Then f is continuous iff for each open
subset O ⊆ Y , f −1 [O] is also open.

Proof. Suppose f is continuous. Let O be an open subset. Suppose x0 ∈ f −1 [O].


There must exists ε such that B(f (x0 ), ε) ⊆ O From theorem 3 we get.

∃ δ, ε : B(x0 , δ) ⊆ f −1 [B(f (x0 ), ε)]

It follows that f −1 [O] is open.


Suppose that for each open subset O, f −1 [O] is also open. Suppose x0 ∈ X and
M is a neighborhood of it. Then there exists such ε that B(x0 , ε) ⊆ O. But
then f −1 [M ] is neighborhood of x0 (Theorem 5).