Real Analysis
Seven ideas from a first course in analysis, starting with the one that ties the rest together: what it means for a function to be continuous, told in five chapters from and to open sets and topology. Play the – game, drag open sets, watch sums and sequences settle down, then check yourself with concept questions, practice problems and exercises from the book.
Follows the chapter order of W. Rudin, Principles of Mathematical Analysis, 3rd ed. (McGraw–Hill, 1976), Chapters 2–7. Chapter and theorem numbers refer to that book; the questions and examples here are written for this page. Exercises from the book appear at the end of each module, with their numbers from the book and their statements restated in our own words. Exercises from the book appear at the end of each module, with their numbers from the book and their statements restated in our own words. For how this subject feeds the others on this site, see the roadmap.
The story of continuity
Continuity starts as a statement about distances between numbers. Each time we rewrite it, it needs less: first only a distance function, then only sequences, then only open sets. At the end the open sets are all that is left, and that collection is what a topology is. The point of the whole story: once continuity only needs open sets, you can talk about continuous maps between spaces that have no distance at all.
The story
Chapter 1. The – definition
A function is continuous at if small changes in the input produce small changes in the output. Making "small" precise turns this into a game against an adversary. They choose a tolerance for the output; you must answer with a tolerance for the input that guarantees it.
Continuity at a point. For every there is a such that implies .You win if you have a winning reply to every . The first figure below plays this game: the horizontal band is the adversary's , the vertical strip is your , and the graph has to stay inside the box.
Chapter 2. Only distance was used
Look at what the definition actually uses: the expressions and , i.e. a way of measuring how far apart two points are. Nothing about being ordered, or having arithmetic, is needed. So we can replace by any function that behaves like a distance.
Metric space (Rudin 2.15). A set with such that , , and .Write for the ball of radius . Then continuity of at reads, word for word as before, but now as a statement about balls:
This one definition now covers , spaces of functions with , strings with the Hamming distance, and much more.
Chapter 3. Limits of sequences and of functions
The same -language defines limits. A sequence converges, , if for every there is with for (Rudin 3.1). A function has a limit, , if for every there is with whenever (Rudin 4.1).
Three faces of one idea (Rudin 4.2, 4.6). For a limit point of the domain, the following are equivalent: (i) is continuous at ; (ii) ; (iii) for every sequence .So "continuous" means "commutes with limits": . This is the form you use most in practice, and it is the bridge to the next chapter, because a sequence converging to is eventually inside every ball around .
Chapter 4. Balls disappear: open sets
Call open if around each of its points there is a ball inside (Rudin 2.18). Now take the ball version of continuity and ask it of every point at once. Something remarkable happens: and drop out completely.
Continuity by open sets (Rudin 4.8). is continuous at every point if and only if is open in for every open .Why. If is open and , some ball lies in ; continuity gives a ball mapped into it, so is an interior point of . Conversely, apply the hypothesis to ; its preimage is open and contains , so it contains some .
The second figure lets you drag an open interval and see its preimage. For a continuous function the preimage is always a union of open intervals; at a jump, the preimage picks up an endpoint and stops being open.
Chapter 5. Keep only the open sets: topology
Chapter 4 says continuity only needs to know which sets are open. The metric was scaffolding. So we can throw it away and keep just the collection of open sets, provided it has the properties open sets in a metric space always have (Rudin 2.24).
Topology. A collection of subsets of containing and , closed under arbitrary unions and under finite intersections. Its members are called open. A map is continuous if for every .This is the whole point of a topology: it is the least structure you need in order to say which functions are continuous. It lets you do that on spaces that have no natural distance at all:
- Polynomial geometry. In the Zariski topology the closed sets are zero sets of polynomials. Polynomial maps are continuous, though there is no useful metric (Algebraic Geometry, module 1).
- Gluing. A circle is with and glued. Declare a set open if its preimage in is open; then a map out of the circle is continuous exactly when the corresponding map out of is.
- Pointwise convergence. On the space of all functions , " pointwise" is convergence in a topology (the product topology) that comes from no metric (compare module 7).
- Manifolds. A manifold is a topological space that looks like near each point. The transition maps are only required to be continuous before any smoothness is added (Smooth Manifolds, module 1).
What a topology forgets. Different metrics can give the same open sets: the , and distances on do (module 2). Notions that depend on the metric itself, such as Cauchy sequences, completeness and uniform continuity, are therefore not topological. and are homeomorphic, but only one of them is complete. And unique limits need an extra axiom (Hausdorff), which every metric space satisfies automatically.
Explore: the – game
Explore: preimages of open sets
Worked example
Prove that is continuous on three ways, once in each language of the story.
With and : given and , what works?
. If then . So gives . Notice depends on : this is continuity, not uniform continuity (module 4).
With sequences: why does imply ?
Limits respect products (Rudin 3.3): . This is the cleanest proof, and it is the reason the algebra of limits is proved early.
With open sets: describe and check it is open.
If it is empty. If it is . If it is . Each is open, and every open subset of is a union of open intervals, whose preimages are then unions of open sets.
Which proof survives if we only know the topology on , not the metric?
Only the third. The first uses the distance, the second uses sequences (which suffice in metric spaces, but not in every topological space). The open-set proof uses nothing but open sets, which is why it is the definition that generalises.
Check your understanding
In the – game for on , fix . What happens to the best as ?
- It shrinks to 0, but is positive at every .
- It stays bounded below by a positive number.Try it in the figure: near 0 the graph is so steep that tiny input changes give big output changes.
- It is 0 at some , so is discontinuous there.At each some works; it just gets small.
Which statement says is continuous using only open sets?
- The image of every open set is open.That defines an open map. is continuous but sends to .
- The preimage of every open set is open.
- The preimage of every closed set is open.Preimages of closed sets are closed, by taking complements.
On a set , take the discrete topology (every subset is open). Which maps are continuous, for any topological space ?
- All of them.
- Only the constant maps.Constant maps are continuous for every topology, but here many more maps are.
- Only the injective ones.Injectivity plays no role.
and are homeomorphic (for example via ). Which property can therefore not be a topological property?
- Connectedness.Both are connected, and connectedness is defined with open sets only.
- Completeness.
- Being Hausdorff.Both are Hausdorff, and Hausdorff is defined with open sets only.
Practice
The topology of the lineOpen sets in ℝ
Show that the open sets in (with the usual metric) satisfy the axioms of a topology, and that the intersection of the infinitely many open sets is not open.
Hint
For finite intersections, take the smallest of finitely many radii.
Solution
and are open. If , then for some , and a ball around inside lies in the union. If , take balls of radii and let . But , which contains no ball: with infinitely many radii the minimum can be 0.
Continuity is local, sequences sufficeChapter 3 in action
Let for and . Show that is discontinuous at 0 for every choice of , using sequences.
Solution
Take and . Both tend to 0, but and . If were continuous at 0, both would converge to , so . In the game: for no works.
The Zariski topology on the lineA topology with no metric
On , call a set open if it is empty or its complement is finite. Show this is a topology, that any two nonempty open sets intersect, and conclude it does not come from any metric.
Solution
Unions of cofinite sets are cofinite (or empty); finite intersections of cofinite sets have finite complements, since a finite union of finite sets is finite. Two nonempty open sets miss only finitely many points each, so they share infinitely many points. In a metric space two distinct points have disjoint balls of radius around them, so no metric gives these open sets. This is the Zariski topology on the affine line: its closed sets are the zero sets of polynomials.
From Rudin, Principles of Mathematical Analysis (3rd ed., McGraw–Hill, 1976)
Numbers match the book. Each question is restated in our own words; the hints and solutions are written for this page.
Exercise 4.1A symmetric limit is not continuity
Suppose satisfies for every . Must be continuous?
Hint
The condition compares values at and but never looks at itself. Try changing at a single point.
Solution
No. Let and for . If , then for both are nonzero; if , the points are nonzero for every . Either way for all small , so the limit is 0 everywhere. But is not continuous at 0.
The condition only says has the same behaviour on both sides of each point. It is satisfied by any function that agrees with a continuous one except on a set with no limit points. Even fails it, though: take irrational and with , .
Exercise 4.2Images of closures
If is a continuous map of metric spaces and , prove . Show by an example that the inclusion can be proper.
Hint
A point of is a limit of a sequence in , and continuous maps send convergent sequences to convergent sequences.
Solution
Let . Choose with (if , take ). By Rudin 4.2, , and every , so .
An open-set proof: is closed (preimage of a closed set) and contains , so it contains .
Proper inclusion: , , . Then and , but . Or , for : is closed, but .
Exercise 4.3Zero sets are closed
For a continuous real function on a metric space , prove that its zero set is closed.
Hint
is a preimage.
Solution
, and is closed in . Preimages of closed sets under continuous maps are closed (take complements in Rudin 4.8). Sequentially: if and , then .
This is the bridge to algebraic geometry: if only zero sets of polynomials are declared closed, you get the Zariski topology, in which polynomial maps are continuous.
Exercise 4.4Continuous maps are determined by a dense set
Let be continuous maps of metric spaces and dense. Prove is dense in , and that if on then on .
Hint
Use Exercise 4.2 for the first part. For the second, look at the set where and agree, or use sequences.
Solution
Density. By Exercise 4.2, . So every point of is in the closure of .
Uniqueness. For , pick with . Then , using continuity of both and uniqueness of limits in the metric space .
The uniqueness step needs limits in to be unique, i.e. Hausdorff. For a general topological target it can fail: into the indiscrete space every map is continuous.
Metric spaces and open sets
A metric gives balls, balls give open sets, and open sets are all that continuity sees. Different metrics can draw very differently shaped balls and still produce exactly the same open sets.
The idea
On there are three natural distances: , (Euclidean), and . Their unit balls are a diamond, a disk and a square. Since each ball contains a smaller ball of each other kind with the same centre,
a set has interior balls of one kind exactly when it has them of every kind. The three metrics give the same open sets, so the same continuous functions.
Explore
Worked example
Let be any set with the discrete metric: if and if . Which sets are open, which are closed, and which are compact?
What is the ball ?
Only is at distance less than from , so .
Which sets are open? Which are closed?
Every set: each of its points has the ball inside it. Since complements of open sets are closed, every set is also closed. This metric induces the discrete topology.
Which sets are compact?
Exactly the finite ones. A finite set is compact. An infinite set has the open cover , and no finite subfamily covers it. So "closed and bounded" (every set here is bounded, with diameter at most 1) does not imply compact in general metric spaces; Heine–Borel is special to .
Check your understanding
Is open in ? Closed?
- Open, not closed.0 is in the set, but every ball around 0 contains negative numbers.
- Neither.
- Closed, not open.1 is a limit point not in the set.
Regard as a metric space by itself. Is the subset open in it?
- Yes.
- No, 0 is not an interior point.In the space there are no negative numbers; the ball of radius around 0 is .
Which of these is a metric on ?
- The triangle inequality fails: .
- It isn't symmetric, and .
Practice
Closures and limit pointsRudin 2.27
Show that the closure is closed, and that it is the smallest closed set containing .
Solution
If , some ball misses (else would be in or a limit point). That ball also misses : any has a smaller ball around it inside , which misses . So is open. If is closed, it contains the limit points of (they are limit points of ), so .
Balls are openThe triangle inequality at work
Show that every ball in a metric space is an open set.
Solution
If , let . For , . So .
From Rudin, Principles of Mathematical Analysis (3rd ed., McGraw–Hill, 1976)
Numbers match the book. Each question is restated in our own words; the hints and solutions are written for this page.
Exercise 2.9The interior
Let be the set of interior points of . Prove: (a) is open; (b) is open iff ; (c) if is open, then ; (d) . (e) Do and always have the same interior? (f) Do and always have the same closure?
Hint
(a) Balls are open. (d) iff every ball around meets . For (e) and (f), try .
Solution
(a) If , some . Each has a ball (balls are open), so . Thus .
(b) If is open, every point is interior. Conversely is open by (a).
(c) Each has a ball inside .
(d) iff no ball around lies in , iff every ball around meets , iff .
(e) No: has empty interior, but has interior .
(f) No: has closure , but .
So is the largest open set inside , dual to being the smallest closed set containing .
Exercise 2.11Which formulas are metrics?
On , decide which of these are metrics: , , , , .
Hint
Check , positivity, symmetry and the triangle inequality. Concave increasing functions with are subadditive.
Solution
- : not a metric. .
- : a metric. , so .
- : not a metric. but .
- : not a metric. , and it isn't symmetric.
- : a metric. is increasing and , which with gives the triangle inequality.
Both and give the usual open sets on , though is bounded: the same topology from very different metrics.
Exercise 2.22ℝᵏ is separable
A metric space is separable if it has a countable dense subset. Show that is separable.
Hint
Use the points with rational coordinates.
Solution
is countable (a finite product of countable sets). Given and , choose rationals with (density of in , Rudin 1.20). Then , so every ball meets , i.e. is dense.
Exercise 2.29Open subsets of the line
Prove that every open set in is the union of an at most countable collection of disjoint open intervals (segments).
Hint
Group the points of by the largest interval in containing them. Each such interval contains a rational.
Solution
For , let be the union of all open intervals containing and contained in . It is an open interval (possibly infinite) inside , and it is the largest one containing . If , then is an interval in containing , so by maximality, and symmetrically, so . Hence the distinct are disjoint and their union is .
Each contains a rational number, and distinct ones contain distinct rationals because they are disjoint. Since is countable, there are at most countably many intervals.
Sequences, Cauchy and series
A limit is a promise: name any , and from some index on the terms stay within of the limit. The Cauchy criterion makes the same promise without naming the limit, and that is what lets us prove series converge to numbers we can't write down.
The idea
A series converges if its partial sums do. The Cauchy criterion becomes: for every there is with for (Rudin 3.22). In particular is necessary, but not sufficient: the harmonic series diverges.
Explore
Worked example
Show that diverges, even though its terms tend to 0, and that converges.
Group the harmonic series in blocks . How big is each block?
The block has terms, each at least , so it sums to at least . The partial sums are unbounded, so the series diverges (it fails the Cauchy criterion with ).
Do the same grouping, , for .
The block has terms, each at most , so it sums to at most . The partial sums are increasing and bounded by .
Why does "increasing and bounded" give convergence?
Monotone bounded sequences converge (Rudin 3.14): the limit is the least upper bound, which exists by the completeness of . This grouping argument is Cauchy's condensation test (Rudin 3.27): converges iff .
Check your understanding
In the rational numbers with , the decimal truncations of form a sequence that is
- Cauchy but not convergent in .
- Convergent in .Its only possible limit is , which is not rational.
- Not Cauchy.Terms after the -th differ by less than .
The alternating harmonic series converges. If you rearrange its terms, the sum
- is always .That holds for absolutely convergent series only.
- can be made any real number you like.
- always diverges.Many rearrangements still converge.
Every bounded sequence in has
- a limit. is bounded with no limit.
- a convergent subsequence.
- a monotone tail.Some subsequence is monotone, but not necessarily a tail.
Practice
The ratio test misses thingsRudin 3.34
For and , compute . What does the ratio test conclude?
Solution
Both ratios tend to 1, so the test is inconclusive, yet one series diverges and the other converges. The ratio and root tests only detect geometric decay.
e is irrationalRudin 3.32
Using , show that if then is an integer in .
Solution
If , then and are integers, so their difference is too. But , and . No integer lies strictly between 0 and 1.
From Rudin, Principles of Mathematical Analysis (3rd ed., McGraw–Hill, 1976)
Numbers match the book. Each question is restated in our own words; the hints and solutions are written for this page.
Exercise 3.1Absolute values of convergent sequences
Prove that if converges then converges. Is the converse true?
Hint
The reverse triangle inequality.
Solution
, so . In the language of the story: is continuous, and continuous maps preserve limits.
The converse is false: diverges, while converges. It is true when the limit is 0: iff .
Exercise 3.3A nested square root
Let and . Prove that converges and that for all .
Hint
Show by induction that the sequence is increasing and bounded by 2, then use monotone convergence.
Solution
Bounded: , and if then .
Increasing: . If , then , so .
By Rudin 3.14 it converges, to some . Passing to the limit (the map is continuous), , i.e. . Numerically .
Exercise 3.20Cauchy plus a convergent subsequence
Let be a Cauchy sequence in a metric space, and suppose some subsequence . Prove the whole sequence converges to .
Hint
Split through a term of the subsequence with a large index.
Solution
Given , choose with for , and choose with and . For , .
Combined with Bolzano–Weierstrass this proves completeness of : a Cauchy sequence is bounded, so it has a convergent subsequence, and then the whole sequence converges.
Compactness and uniform continuity
Compactness turns "for each point" into "for all points at once". Applied to the – game, it says that on a compact set one can serve every point. That is uniform continuity, and it is what makes integrals of continuous functions exist.
The idea
Compactness is a topological property (defined with open sets only), so it survives into the general setting of the story of continuity. Uniform continuity is not: it compares distances at different places, so it needs a metric.
Explore
Worked example
Prove that a continuous on a compact metric space is uniformly continuous (Rudin 4.19), using the open cover definition.
Fix . What does continuity give at each point ?
A radius with whenever .
Which open cover should we use, and why half the radius?
Cover by the balls . By compactness finitely many, centred at , suffice. Let . The halving leaves room for a second point.
Finish: take .
lies in some . Then . So both and are within of , and . The point of compactness: the minimum of finitely many positive numbers is positive.
Check your understanding
Which set is compact?
- The cover by has no finite subcover.
- Unbounded, so not compact.
on is
- uniformly continuous, since it is continuous.Continuity gives a for each point, not one for all.
- continuous but not uniformly continuous.
- not continuous at infinity.Infinity is not in the domain.
A continuous takes the values and . Which fact guarantees a zero?
- Compactness of .Compactness gives a maximum and minimum, not intermediate values.
- Connectedness of .
- Uniform continuity.Uniform continuity alone doesn't force intermediate values (think of a function on two separated intervals).
Practice
An open cover with no finite subcoverCompactness fails
Give an open cover of with no finite subcover. Why does the same idea fail for ?
Solution
: finitely many of them have a largest , and miss . For , any cover must have a set containing 0, and that set contains some ; the sets alone don't cover .
Lipschitz implies uniformly continuousA δ that works everywhere
If for all , show is uniformly continuous, and that on is uniformly continuous but not Lipschitz.
Solution
Take . For : it is continuous on the compact , hence uniformly continuous; but is unbounded near 0, so no works.
From Rudin, Principles of Mathematical Analysis (3rd ed., McGraw–Hill, 1976)
Numbers match the book. Each question is restated in our own words; the hints and solutions are written for this page.
Exercise 2.12Compactness from the definition
Let . Prove is compact directly from the open-cover definition, without Heine–Borel.
Hint
Start with an open set of the cover that contains 0.
Solution
Let be an open cover. Some . Being open, it contains for some , hence every with . The finitely many remaining points , , each lie in some . These finitely many sets cover .
Exercise 4.14A fixed point theorem
Let . Prove that every continuous has a fixed point: for some .
Hint
Apply the intermediate value theorem to .
Solution
is continuous, and . Since is connected, is a connected subset of (Rudin 4.22), i.e. an interval, containing a number and a number , hence 0.
This is the one-dimensional Brouwer fixed point theorem. It uses only topological facts: continuity and connectedness, no distances. Compare the contraction principle (Rudin 9.23), which needs a metric but gives uniqueness and a way to compute the fixed point.
The derivative and the mean value theorem
The derivative is a limit of difference quotients, so everything from the story of continuity applies to it. The mean value theorem is the workhorse: it turns information about into information about .
The idea
The proof uses everything so far: the function is continuous on a compact set, so it attains a maximum or minimum inside (or is constant), and at an interior extremum the derivative is zero (Rudin 5.8).
Explore
Worked example
Show that if on an interval, then there, and deduce that on an interval forces to be constant.
Apply the mean value theorem between and .
for some between them, so .
Take .
Then for all : is constant. The interval matters: on a function can have zero derivative and two different values.
Check your understanding
For on , is there with ?
- Yes, at . isn't differentiable at 0.
- No; the theorem's hypothesis fails at 0.
(with ) is differentiable everywhere. Is continuous at 0?
- Yes.Compute for and look at its limit.
- No: but has no limit at 0.
Practice
L'Hospital's rule, onceRudin 5.13
Compute with L'Hospital's rule, and check the hypotheses.
Solution
Numerator and denominator tend to 0 and are differentiable near 0 with for . The quotient of derivatives , so the limit is .
Taylor with remainderRudin 5.15
Use Taylor's theorem to show .
Solution
The degree-4 Taylor polynomial of at 0 is (the term vanishes), and the remainder is for some between 0 and . Its absolute value is at most .
From Rudin, Principles of Mathematical Analysis (3rd ed., McGraw–Hill, 1976)
Numbers match the book. Each question is restated in our own words; the hints and solutions are written for this page.
Exercise 5.1A tiny difference quotient
Suppose for all real . Prove is constant.
Hint
Divide by and let .
Solution
For , . So for every , and by the mean value theorem .
Exercise 5.2Positive derivative and the inverse function
Suppose on . Prove is strictly increasing there, and that its inverse is differentiable with .
Hint
The mean value theorem for monotonicity. For , write the difference quotient of in terms of , and use that is continuous.
Solution
For , . So is strictly increasing, hence injective, and maps onto an interval (it is continuous, so the image is connected). is increasing and its image is an interval, so it has no jumps: is continuous.
Fix . For in , with ,
As , continuity of gives , so the right side tends to .
Exercise 5.3Small perturbations of the identity are injective
Suppose is differentiable on with . For let . Prove is one-to-one when is small enough, and find admissible depending only on .
Hint
. When is it positive?
Solution
. If , then everywhere, so is strictly increasing by Exercise 5.2, hence one-to-one. (If , every works.)
Alternatively, for . This is a baby version of the inverse function theorem.
The Riemann–Stieltjes integral
Squeeze the area between upper and lower sums. Rudin does this against a general increasing weight , which covers ordinary integrals, finite sums and probability expectations in one definition.
The idea
With this is the Riemann integral. If jumps by 1 at and is constant elsewhere, for continuous : a point mass. Sums and integrals become one thing.
Explore
Worked example
Compute from the definition with uniform partitions.
Write and for .
is increasing, so and . Then and .
Conclude.
, so is integrable, and both sums tend to . The figure shows shrinking like .
Check your understanding
For on and , what are and for every partition?
- , .
- Both tend to 0 as the mesh shrinks.Every subinterval contains rationals, so every .
If jumps by 1 at and is constant elsewhere, and is continuous,
- 0 is 1 on the subinterval containing 0.3.
- That is the case .
Practice
The fundamental theoremRudin 6.21
If is differentiable on with integrable, show .
Hint
Apply the mean value theorem to on each subinterval of a partition.
Solution
For any partition, for some in each piece, by the mean value theorem. This Riemann sum lies between and . Since is integrable, both squeeze to , so .
From Rudin, Principles of Mathematical Analysis (3rd ed., McGraw–Hill, 1976)
Numbers match the book. Each question is restated in our own words; the hints and solutions are written for this page.
Exercise 6.1A function supported at one point
Let be increasing on and continuous at . Let and for . Prove and .
Hint
always. Make the piece containing have small .
Solution
Every subinterval contains points where , so every and . For , only the subintervals containing (at most two) have . Given , continuity of at gives with . Take a partition with as consecutive points around (clipped to ). Then . Hence .
Compare the quiz in this module: if jumps at , the same integrates to the size of the jump.
Exercise 6.2A nonnegative continuous function with zero integral
Suppose is continuous on and . Prove on .
Hint
If , continuity keeps above on an interval.
Solution
Suppose . By continuity there is an interval of length containing on which . Since , , a contradiction.
Exercise 6.1 shows continuity is essential: there , , and the integral is 0.
Exercise 6.4The rational indicator
Let for irrational and for rational . Prove on for any .
Hint
Every subinterval contains both kinds of numbers.
Solution
Every subinterval of every partition contains rationals and irrationals (both are dense), so , , and for every . Since , is not integrable. Try it in the figure: the gap never closes.
Uniform convergence
Pointwise limits of continuous functions can be discontinuous. Uniform convergence is the fix, and it is just convergence in the metric : the story of continuity, applied to a space whose points are functions.
The idea
In the language of the story: with the sup metric is a complete metric space (Rudin 7.15), and the Weierstrass theorem (Rudin 7.26) says polynomials are dense in it. Pointwise convergence, by contrast, is convergence in a topology that comes from no metric.
Explore
Worked example
Prove Rudin 7.12: a uniform limit of continuous functions is continuous.
Fix and . Which do you use?
One with . This is where uniformity matters: the same is good at and at every nearby .
Now use continuity of that at .
Pick with when . Then . This " argument" is the template for many proofs in analysis.
Check your understanding
on converges pointwise to with and elsewhere. Is the convergence uniform?
- Yes, since each is continuous.Continuity of the doesn't force uniform convergence.
- No: a uniform limit of continuous functions would be continuous.
on tends to 0 pointwise. Then
- tends to 0.Look at .
- equals for every .
Practice
The Weierstrass M-testRudin 7.10
Show that converges uniformly on to a continuous function.
Solution
and . The partial sums are uniformly Cauchy: . So they converge uniformly, and the limit is continuous by Rudin 7.12.
Limits and integralsWhen can you swap them?
For on , compute and .
Solution
pointwise, so the second is 0. But . The convergence is not uniform (), so Rudin 7.16 doesn't apply, and the swap fails.
From Rudin, Principles of Mathematical Analysis (3rd ed., McGraw–Hill, 1976)
Numbers match the book. Each question is restated in our own words; the hints and solutions are written for this page.
Exercise 7.1Uniform limits of bounded functions
Prove that every uniformly convergent sequence of bounded functions is uniformly bounded.
Hint
Use one from the uniform Cauchy condition, then handle the finitely many earlier functions separately.
Solution
Let uniformly on . Choose with for all and all (the uniform Cauchy condition, Rudin 7.8). is bounded by some , so for . The finitely many are bounded by . Then bounds all .
Exercise 7.2Sums and products
If and uniformly on , prove uniformly. If in addition the and are bounded, prove uniformly.
Hint
For the product, add and subtract and use Exercise 7.1.
Solution
Sums: .
Products: by Exercise 7.1 there is with , and then too. Then .
Without boundedness it fails: on , converge uniformly to , but is unbounded for each .
Exercise 7.9Uniform convergence and moving points
Let be continuous and uniformly on . Prove whenever in . Is the converse true?
Hint
Split through , using that is continuous (Rudin 7.12).
Solution
. The first term tends to 0 by uniformity, the second by continuity of .
The converse fails. Take on . If , then , since is bounded. But , so the convergence is not uniform. (On a compact the converse is true: this condition is called continuous convergence.)