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Real analysis cheat sheet, Study Guides, Projects, Research of Mathematics

Math 149s: Analysis Cheat Sheet by Matthew Rognlie .

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Math 149s: Analysis Cheat Sheet
Matthew Rognlie
October 7, 2009
1 Definitions
If Sis some set of real numbers:
1. sup Sis the least upper bound of S.
2. inf Sis the greatest lower bound of S.
Smay or may not contain its sup or inf; if it does, we say that the sup is its maximum and the inf
is its minimum.
For a sequence {an}
n=1, we also define:
1. lim sup an= infksupn{an}
n=k
2. lim inf an= supkinf n{an}
n=k
We can define the limit limanof a sequence in two equivalent ways:
1. The limit is defined if the lim inf and lim sup of the sequence exist and have the same value,
in which case lim an= lim inf an= lim sup an.
2. lim an=cif for any > 0, we can find some Nsuch that for all nN,|anc|< .
lim an=if for any yRthere is Nsuch that for all nN,an> y.
We say that an infinite series P
n=1 bnconverges if the limit of its partial sums limk→∞ Pk
n=1 bn
converges as a sequence.
There are also two equivalent notions of the limit of a function f(x) as xy:
1. limxyf(x) = cif for all sequences xny,f(xn)c.
2. limxyf(x) = cif for every > 0, we can find some δ > 0 such that for all xsuch that
|xy|< δ,|f(x)c|< .
A function fis continuous at point yif limxyf(x) = f(y). Using our two definitions of limits,
we can write this as:
1. fis continuous at yif for any sequence xny,f(xn)f(y).
2. fis continuous at yif for any > 0, we can find some δ > 0 such that for all xsuch that
|xy|< δ,|f(x)f(y)|< .
1
pf3
pf4

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Math 149s: Analysis Cheat Sheet

Matthew Rognlie

October 7, 2009

1 Definitions

If S is some set of real numbers:

  1. sup S is the least upper bound of S.
  2. inf S is the greatest lower bound of S. S may or may not contain its sup or inf; if it does, we say that the sup is its maximum and the inf is its minimum.

For a sequence {an}∞ n=1, we also define:

  1. lim sup an = infk supn{an}∞ n=k
  2. lim inf an = supk infn{an}∞ n=k We can define the limit lim an of a sequence in two equivalent ways:
  3. The limit is defined if the lim inf and lim sup of the sequence exist and have the same value, in which case lim an = lim inf an = lim sup an.
  4. lim an = c if for any  > 0, we can find some N such that for all n ≥ N , |an − c| < . lim an = ∞ if for any y ∈ R there is N such that for all n ≥ N , an > y. We say that an infinite series ∑∞ n=1 bn converges if the limit of its partial sums limk→∞^ ∑kn=1 bn converges as a sequence.

There are also two equivalent notions of the limit of a function f (x) as x → y:

  1. limx→y f (x) = c if for all sequences xn → y, f (xn) → c.
  2. limx→y f (x) = c if for every  > 0, we can find some δ > 0 such that for all x such that |x − y| < δ, |f (x) − c| < . A function f is continuous at point y if limx→y f (x) = f (y). Using our two definitions of limits, we can write this as:
  3. f is continuous at y if for any sequence xn → y, f (xn) → f (y).
  4. f is continuous at y if for any  > 0, we can find some δ > 0 such that for all x such that |x − y| < δ, |f (x) − f (y)| < .

A function f that is continuous at x is differentiable at x if the limit limh→ 0 f^ (x+h h)− f^ (x) exists and is finite. If so, the limit is labeled f ′(x).

A subset A ⊂ R is:

  1. Open if for any point x ∈ A, we can find some δ > 0 such that the set B = {y : |y − x| < δ} is a subset of A.
  2. Closed if for any sequence xn → x, where all xn ∈ A, x ∈ A as well.
  3. Bounded if supx,y∈R |x − y| < ∞.
  4. Compact if it is closed and bounded. The complement of an open set is closed, and vice versa.

2 Facts

Some facts about sequences include:

  1. Squeeze Theorem: (a) If an ≤ cn ≤ bn for all n, an → L and bn → L, then cn → L as well. (b) If an ≤ bn for all n and an → ∞, then bn → ∞ as well.
  2. Cauchy Criterion: an → a if and only if for any  > 0 we can find some N such that for all m, n ≥ N , |am − an| < .
  3. Weierstrass Theorem: A monotonic bounded sequence converges.
  4. Sequential Compactness: A compact subset of the reals is also sequentially compact, meaning that any sequence in it contains a convergent subsequence.
  5. Cezaro-Stolz Theorem: Let {xn} and {yn} be two sequences of real numbers, where the yn are positive, strictly increasing, and unbounded. If limn→∞ x ynn+1+1−−xynn = L then lim x ynn exists and is equal to L.
  6. Cantor’s Nested Intervals Theorem: If I 1 ⊃ I 2 ⊃... is a decreasing sequence of closed intervals with lengths converging to zero, then ∩∞ n=1In consists of one point. Two types of series are especially important:
  7. The geometric series ∑kn=0 xn has sum 11 −−xxk. Taking k → ∞, the series converges iff |x| < 1, in which case the sum if (^1) −^1 x.
  8. The p-series ∑∞ n=0 np^ converges for p > 1 (assuming p is positive). You will often apply the∑∞ comparison test, which states that if an, bn ≥ 0, an ≤ bn for all n and n=0 bn^ converges, then^

n=0 an^ converges as well. If^

n=0 an^ diverges, then so does^

n=0 bn.

The series ∑∞ n=0 an converges absolutely if ∑∞ n=0 |an| < ∞; absolute convergence implies normal convergence. Rearranging the terms of a convergent series is only guaranteed to leave the sum the same if the series converges absolutely. Some tests for absolute convergence (and convergence more generally) include:

  1. Extrema If f is differentiable on (a, b), then the maximum and minimum of f on [a, b] either lie at the endpoints a and b or satisfy f ′(x) = 0. If f ′′(x) < 0 as well, then x is a maximum; if f ′′(x) > 0, then x is a minimum.
  2. Fundamental Theorem of Calculus. Let f be a continuous real-valued function on some interval I ⊂ R and let a ∈ I. If F (x) = ∫^ ax f (t) dt for all x ∈ I, then F has a continuous first derivative equal to f.