Advanced Mathematical

Analysis
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Contents

1 Metric Spaces 1
1.1 Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Examples of Metric Spaces . . . . . . . . . . . . . 2
iv CONTENTS
Chapter 1

Metric Spaces

A metric on a set is a measure of distance between two points. The

distance may be defined along a straight line or along a curve. The idea
of a metric space was first introduced by Maurice Frechet (1906) and
subsequently it was developed by Felix Hausdorff (1914) who introduced
the term metric space.
In this chapter we use some basic terminologies and discuss different
types metric spaces along with fundamental properties of completeness,
compactness and connectedness of metric spaces.

1.1 Metric Spaces

A metric on a space is a function that satisfies the minimal properties we
might expect of a distance.
Definition 1.1.1 (Metric on a set).
A metric on a set X is a function d : X × X → R such that for all
x, y, z ∈ X it satisfies the following conditions:

P1. d(x, y) ≥ 0 (Positivity);

P2. d(x, y) = 0, if and only if x = y;
P3. d(x, y) = d(y, x) (symmetric);
P4. d(x, y) = d(x, z) + d(z, y) (Triangle inequality).

A metric space (X, d) is a set X together with a metric d defined on

X.
2 Metric Spaces

The geometric idea is that d is the distance between two points. Prop-
erties (P1)-(P3) have the obvious interpretation that, distance is always
non-negative. The only point having distance ’0’ away from x is x itself
and finally the distance from x to y is the same as the distance from y to
x. The triangle inequality can be easily understood from the interpreta-
tion given figure 12.1.
For the purpose of drawing, it is convenient to draw figures and diagrams
in the plane and have the metric by standard distance. However, that
is only one particular metric space. Just because a certain fact seems to
be clear from drawing a picture does not mean it is true. You might be
getting sidetracked by intuition from euclidean geometry, where as the
concept of metric space is a lot more general.

1.1.1 Examples of Metric Spaces

Example 1.1.1.
The set of real numbers R is a metric space with the metric d : R×R → R
defined by, d(x, y) = |x − y|.

For two points x, y ∈ R, conditions (P1)-(P3) hold obviously. How-

ever, the triangle iequality can be established as,

d(x, y) = |x − y| = |(x − z) + (z − y)|

≤ |x − z + |z − y| = d(x, z) + d(z, y)

This metric is the standard metric or usual metric on R. If we say about

R as metric space without mentioning any specific metric, we mean this
standard metric.

Example 1.1.2.
The set Rn is a metric space with the metric d : Rn × Rn → Rn defined
by,

n
X
d(x, y) = |xi − yi |, x = (x1 , x2 , . . . , xn ), y = (y1 , y2 , . . . , yn )
i=1

It is evident that d(x, y) ≥ 0 since each |xi − yi | ≥ 0 ∀i = 1, 2, . . . , n.

Also, d(x, y) = 0 iff x = y and d(x, y) = d(y, x) ∀x, y ∈ Rn .
1.1 Metric Spaces 3

To prove triangle inequality, take z = (z1 , z2 , . . . , zn ) ∈ Rn . Then

n
X n
X
d(x, y) = |xi − yi | = |(xi − zi ) + (zi − yi )|
i=1 i=1
Xn n
X
≤ |xi − zi | + |zi − yi |
i=1 i=1
= d(x, z) + d(z, y)
That is, d(x, y) ≤ d(x, z) + d(z, y) ∀x, y, z ∈ Rn .
Thus, d is metric and hence (Rn , d) is a metric space. This metric is
called rectangular metric or euclidean metric of Rn .
Example 1.1.3.
The set Rn is a metric space when equiped with the metric d(x, y) =
max |xi − yi |, x = (x1 , x2 , . . . , xn ), y = (y1 , y2 , . . . , yn ).
1≤i≤n

It is obvious that, d(x, y) ≥ 0 ∀x, y ∈ Rn and d(x, y) = 0 iff x = y.

Let z ∈ (z1 , z2 , . . . , zn ). Then

d(x, y) = max |xi − yi | = max |(xi − zi ) + (zi − yi )|
1≤i≤n 1≤i≤n
≤ max |xi − zi | + max |zi − yi |
1≤i≤n 1≤i≤n
= d(x, z) + d(z, y)
That is, d(x, y) ≤ d(x, z) + d(z, y) ∀x, y, z ∈ Rn .
Thus, d is metric and hence (Rn , d) is a metric space.
Example 1.1.4.
Let M = l∞ , the set of all bounded sequences (xn ) of real numbers.
Then the function d : M × M → R defined by d((xn ), (yn )) = sup|xn −
n∈N
yn | ∀(xn ), (yn ) ∈ l∞ is a metric space.

As the conditions (P1)-(P3) are evident, to prove d as a metric it is

required to establish the triangle inequality only.

Let (zn ) ∈ l∞ . We know that,

|xn − yn | ≤ |xn − zn | + |zn − y|
⇒ sup|xn − yn | ≤ sup|xn − zn | + sup|zn − yn |
n∈N n∈N n∈N
⇒ d((xn ), (yn )) ≤ d((xn ), (zn )) + d((zn ), (yn ))
Thus, d is metric and hence (M, d) is a metric space. This metric is called
supremum metric on l∞ .
4 Metric Spaces

Theorem 1.1.1 (Cauchy-Schawrz Inequality).

If a = (a1 , a1 , . . . , an ), b = (b1 , b2 , . . . , bn ) ∈ Rn then
v
X n  u X n n
2  X 2
 u
ak bk  ≤ ak bk
 t

k=1 k=1 k=1

Proof. If bk = 0 ∀k = 1, 2, . . . , n then the proof is obvious.

assume that bk 6= 0 for some k.
Let us P
n
⇒ k=1 b2k > 0
Definition 1.1.2 (Metric on a set).
Given a vector space E, a norm on E is an application, denoted || · ||, E
in R+ = [0, +∞[ such that:

||x|| = 0 ⇒ x = 0 (1.1)
||λx|| = |λ| · ||x|| (1.2)
||x + y|| ≤ ||x|| + ||y|| (1.3)

y=d (1.4a)
y = cx + d (1.4b)
2
y = bx + cx + d (1.4c)
3 2
y = ax + bx + cx + d (1.4d)