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Author(s): Daniel
ISBN(s): 9780471317166, 0471317160
File Details: PDF, 7.93 MB
Year: 2011
Language: english
Real Analysis
Modern Techniques and
Their Applications
Second Edition
Gerald B. Folland
A Wiley-lnterscience Publication
No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form
or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except as
permitted under Sections 107 or 108 of the 1976 United States Copyright Act, without either the prior
written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to
the Copyright Clearance Center, 222 Rosewood Drive, Danvers, MA 01923, (978) 750-8400, fax (978)
& Sons, Inc., 605 Third Avenue, New York , NY 10158-0012, (212) 850-6011 , fax (212)
750-4744. Requests to the Publisher for permission should be addressed to the Permissions Department ,
John Wiley
850-6008. E-Mail: [email protected].
I Gerald B.
Folland, Gerald B.
Real analysis: modern techniques and their applications
Folland. - 2nd ed.
p. em. - (Pure and applied mathematics)
"A Wiley-Interscience publication."
Includes bibliographical references and index.
ISBN 0-471-31716-0 (cloth: alk. paper)
&
1. Mathematical analysis. 2. Functions of real variables.
I. Title. II. Series: Pure and applied mathematics (John Wiley
Sons: Unnumbered)
QA300.F67 1999
515-dc21 98-37260
10 9 8 7 6 5 4 3 2
To my mother
Helen B. Folland
and to the memory of my father
Harold F. Folland
Preface
2. The arithmetic of complex numbers and the basic properties of the complex
exponential function ex+iy == ex ( co sy + i sin y) . (More advanced results
from complex function theory are used only in the proof of the Riesz-Thorin
theorem and in a few exercises and remarks.)
4. A bit of linear algebra - actually, not much beyond the definitions of vector
spaces, linear mappings, and determinants.
All of the necessary material in ( 1 ) and (2) can be found in W. Rudin ' s classic Princi
ples of Mathematical Analysis (3rd ed., McGraw-Hill, 1976) or its descendants such
as R. S . Strichatrz ' s The Way ofAnalysis (Jones and Bartlett, 1 995) or S. G. Krantz ' s
Real Analysis and Foundations (CRC Press, 1 99 1 ). A summary of the relevant facts
about sets and metric spaces is provided here in Chapter 0. The reader should be
gin this book by examining §0. 1 and §0.5 to become familiar with my notation and
terminology; the rest of Chapter 0 can then be referred to as needed.
Each chapter concludes with a section entitled "Notes and References." These
sections contain miscellaneous remarks, acknowledgments of sources, indications
of results not discussed in the text, references for further reading, and historical
notes. The latter are quite sketchy, although references to more detailed sources are
provided; they are intended mainly to give an idea of how the subject grew out of its
classical origins. I found it entertaining and instructive to read some of the original
papers, and I hope to encourage others to do the same.
A sizable portion of this book is devoted to exercises. They are mostly in the
form of assertions to be proved, and they range from trivial to difficult; hints and
intermediate steps are provided for the more complicated ones. Every reader should
peruse them, although only the most ambitious will try to work them all out. They
serve several purposes: amplification of results and completion of proofs in the
text, discussion of examples and counterexamples, applications of theorems, and
development of further ideas. Instructors will probably wish to do some of the
exercises in class; to maximize flexibility and minimize verbosity, I have followed
the principle of "When in doubt, leave it as an exercise," especially with regard
to examples. Exercises occur at the end of each section, but they are numbered
consecutively within each chapter. In referring to them, "Exercise n" means the nth
exercise in the present chapter unless another section is explicitly mentioned.
The topics in the book are arranged so as to allow some flexibility of presentation.
For example, Chapters 4 and 5 do not depend on Chapters 1-3 except for a few
examples and exercises. On the other hand, if one wishes to proceed quickly to LP
theory, one can skip from §3.3 to §§5. 1-2 and thence to Chapter 6. Chapters 1 0
and 1 1 are independent of Chapters 8 and 9 except that the ideas i n §8.6 are used in
Chapter 10.
The new features of this edition are as follows:
• The material on the n-dimensional Lebesgue integral (§§2.6-7) has been rear
ranged and expanded.
• Tychonoff ' s theorem (§4.6) is proved by an elegant argument recently discov
ered by Paul Chernoff.
• The chapter on Fourier analysis has been split into two chapters (8 and 9).
The material on Fourier series and integrals (§ §8.3-5) has been rearranged and
now contains the Dirichlet-Jordan theorem on convergence of Fourier series.
PREFACE ix
The material on distributions (§§9. 1-2) has been extensively rewritten and
expanded.
• A section on self-similarity and Hausdorff dimension (§ 1 1 .3) has been added,
replacing the outdated calculation of the Hausdorff dimension of Cantor sets
in the old § 1 0.2.
• Innumerable small changes have been made in the hope of improving the
exposition.
The writer of a text on such a well-developed subject as real analysis must neces
sarily be indebted to his predecessors. I kept a large supply of books on hand while
writing this one; they are too numerous to list here, but most of them can be found
in the bibliography. I am also happy to acknowledge the influence of two of my
teachers: the late Lynn Loomis, from whose lectures I first learned this subject, and
Elias Stein, who has done much to shape my point of view. Finally, I am grateful to
a number of people - especially Steven Krantz, Kenneth Ross, and William Faris
- whose comments and corrigenda concerning the first edition have helped me to
prepare the new one.
GERALD B. FOLLAND
Seattle, Washington
Contents
..
Preface Vll
0 Prologue 1
0.1 The Language of Set Theory 1
0.2 Orderings 4
0.3 Cardinality 6
0.4 More about Well Ordered Sets 9
0.5 The Extended Real Number System 10
0.6 Metric Spaces 13
0. 7 Notes and References 16
1 Measures 19
1.1 Introduction 19
1.2 a-algebras 21
1.3 Measures 24
1.4 Outer Measures 28
1.5 Borel Measures on the Real Line 33
1.6 Notes and References 40
xi
xii CONTENTS
2 Integration 43
2.1 Measurable Functions 43
2.2 Integration of Nonnegative Functions 49
2.3 Integration of Complex Functions 52
2.4 Modes of Convergence 60
2.5 P roduct Measures 64
2.6 Then-dimensional Lebesgue Integral 70
2.7 Integration in Polar Coordinates 77
2.8 Notes and References 81
6 LP Spaces 181
6.1 Basic Theory of LP Spaces 181
6.2 The Dual of LP 188
6.3 Some Useful Inequalities 193
6.4 Distribution Functions and Weak LP 197
6.5 Interpolation of LP Spaces 200
6.6 Notes and References 208
Bibliography 365
Index 379
Real Analysis
Prologue
The purpose of this introductory chapter is to establish the notation and terminology
that will be used throughout the book and to present a few diverse results from set
theory and analysis that will be needed later. The style here is deliberately terse,
since this chapter is intended as a reference rather than a systematic exposition.
It is assumed that the reader is familiar with the basic concepts of set theory; the
following discussion is meant mainly to fix our terminology.
Number Systems . Our notation for the fundamental number systems is as
follows:
N = the set of positive integers (not including zero)
Z = the set of integers
<Q = the set of rational numbers
lR = the set of real numbers
<C = the set of complex numbers
Logic. We shall avoid the use of special symbols from mathematical logic,
preferring to remain reasonably close to standard English. We shall, however, use
the abbreviation iff for "if and only if."
One point of elementary logic that is often insufficiently appreciated by students
is the following: If A and B are mathematical assertions and -A, -B are their
1
2 PROLOGUE
negations, the statement "A implies B" is logically equivalent to the contrapositive
statement "-B implies -A." Thus one may prove that A implies B by assuming -B
and deducing -A, and we shall frequently do so. This is not the same as reductio ad
absurdum, which consists of assuming both A and -B and deriving a contradiction.
Sets . The words "family" and "collection" will be used synonymously with
"set," usually to avoid phrases like "set of sets." The empty set is denoted by 0, and
the family of all subsets of a set X is denoted by P(X):
P(X) = { E : E c X } .
Here and elsewhere, the inclusion sign c is interpreted in the weak sense; that is, the
assertion "E c X" includes the possibility that E = X.
If £ is a family of sets, we can form the union and intersection of its members:
If Ea n Ef3 = 0 whenever a =/= {3, the sets Ea are called disjoint. The terms "disjoint
collection of sets" and "collection of disjoint sets" are used interchangeably, as are
"disjoint union of sets" and "union of disjoint sets."
When considering families of sets indexed by N, our usual notation will be
and likewise for unions and intersections. In this situation, the notions of limit
superior and limit inferior are sometimes useful:
00 00 00 00
( u E, r n E�'
aEA
=
nEA
( n E, r
nEA
=
u
nEA
E�.
If X and Y are sets, their Cartesian product X x Y is the set of all ordered pairs
( x, y) such that x E X and y E Y. A relation from X to Y is a subset of X x Y.
(If Y == X, we speak of a relation on X.) If R is a relation from X to Y, we shall
sometimes write xRy to mean that ( x, y) E R. The most important types of relations
are the following:
• Equivalence relations. An equivalence relation on X is a relation R on X
such that
xRx for all x E X,
xRy iff yRx,
xRz whenever xRy and yRz for some y .
The equivalence class of an element x is {y E X : xRy}. X is the disjoint
union of these equivalence classes.
• Orderings. See §0.2.
• Mappings. A mapping f : X -t Y is a relation R from X to Y with the
property that for every x E X there is a unique y E Y such that xRy, in which
case we write y == f ( x) . Mappings are sometimes called maps or functions;
we shall generally reserve the latter name for the case when Y is <C or some
subset thereof.
If f : X -t Y and : Y g -t Z are mappings, we denote by go f their composition:
g o f : X Z, g o f (x) g (f( x) ) .
-t ==
It is easily verified that the map f-1 : P(Y)-t P(X) defined by the second formula
c ommutes with union, intersections, and complements:
f-1 ( nUE Ea ) = nUE A f-1(Ea), f-1 ( nnE Ea) = nnE f-1(Ea),
A A
A
(The direct image mapping f :P(X)-t P(Y) commutes with unions, but in general
not with intersections or complements.)
Iff :X -t Y is a mapping, X is called the domain of f and f(X) is called the
range of f. f is said to be injective if j(x1) = j(x 2) only when x 1 = x 2, surjective
if f(X) = Y, and bijective if it is both injective and surjective. If f is bijective, it
has an inverse f-1 :Y-t X such that f-1of and fof-1 are the identity mappings
on X and Y, respectively. If A c X, we denote by JIA the restriction of f to A:
( ! l A ) : A -t Y, (fiA)(x) = f(x) for x EA.
A sequence in a set X is a mapping from N into X. (We also use the term finite
sequence to mean a map from {1, . . . , n } into X where n E N.) If f : N -t X is a
sequence and g :N -t N satisfies g(n) < g(m) whenever n < m, the composition
fog is called a subsequence of f . It is common, and often convenient, to be careless
about distinguishing between sequences and their ranges, which are subsets of X
indexed by N. Thus, if f(n) = Xn, we speak of the sequence {xn } ! ; whether we
mean a mapping from N to X or a subset of X will be clear from the context.
Earlier we defined the Cartesian product of two sets. Similarly one can define the
Cartesian product of n sets in terms of ordered n-tuples. However, this definition
becomes awkward for infinite families of sets, so the following approach is used
instead. If {Xn} nE A is an indexed family of sets, their Cartesian product Ti nE A Xn
is the set of all maps f : A-t U nEA Xn such that f(n) E Xn for every n E A. (It
should be noted, and then promptly forgotten, that when A = {1, 2}, the previous
definition of X1 X x2 is set-theoretically different from the present definition of
Tii Xj. Indeed, the latter concept depends on mappings, which are defined in terms
of the former one.) If X = TinE A Xn and n E A, we define the nth projection or
coordinate map 7rn :X -t Xn by 7rn ( f) = f(n). We also frequently write x and
Xn instead of f and f(n) and call Xn the nth coordinate of x.
If the sets Xn are all equal to some fixed set Y, we denote Ti nE A Xn by Y A :
Y A = the set of all mappings from A to Y.
If A = { 1 , . . . , n} , Y A is denoted by yn and may be identified with the set of ordered
n-tuples of elements of Y.
0.2 O R D E R INGS
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