REAL ANALYSIS
M.Sc. Maths
Paper II
Bharathidasan University
Centre for Distance and Online Education
Chairman:
Dr. M. Selvam
Vice-Chancellor
Bharathidasan University
Tiruchirappalli-620 024
Tamil Nadu
Co-Chairman:
Dr. G. Gopinath
Registrar
Bharathidasan University
Tiruchirappalli-620 024
Tamil Nadu
Course Co-Ordinator:
Dr. A. Edward William Benjamin
Director-Centre for Distance and Online Education
Bharathidasan University
Tiruchirappalli-620 024
Tamil Nadu
The Syllabus is Revised from 2021-22 onwards
Reviewer
Dr. Gopalan, Reader in Mathematics, National College, Trichy
Authors
Dr Bikas Chandra Bhui & Prof Dipak Chatterjee: (Units: 1.0-1.3, 2.0-2.8, 2.11)
K A Lakshminarayanan, K Megalai, P Geetha and D Jayanthi: (Units: 2.12-2.18)
S L Gupta & Nisha Rani: (Units: 1.5-1.7, 1.13, 2.10, 3.5, 4.5)
Vikas® Publishing House: (Units: 1.4, 1.8-1.12, 1.14-1.21, 2.9, 3.0-3.4, 3.6-3.19, 4.0-4.4, 4.6-4.24, Unit 5)
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[email protected] SYLLABI-BOOK MAPPING TABLE
Real Analysis
Syllabi Mapping in Book
Unit I
Sequence and series of functions, pointwise and uniform convergence, Cauchy Unit 1: Sequences and Series
criterion for uniform convergence, Weierstrass’s M test, Abel’s and Dirichlet’s (Pages: 3–64)
tests for uniform convergence, uniform convergence and continuity, Uniform
convergence and Riemann-Stieltjes Integration, uniform convergence and
differentiation, Weierstrass Approximation theorem, Power series, Uniqueness
theorem for power series, Abel’s and Tauber’s theorems.
Unit II
Functions of several variables, linear transformations, derivatives in an open Unit 2: Functions of Several
subset of Rn, Partial derivatives, Higher order differentials, Taylor’s theorem. Variables and Differentiation
Explicit and Implicit functions. Implicit function theorem and inverse function (Pages: 65–118)
theorem. Change of variables. Extreme values of explicit and stationary values
of implicit functions. Lagrange’s multipliers method. Jacobian and its properties.
Unit III
Definition and existence of Riemann-Stieltjes integral, Properties of the integral, Unit 3: Measure Theory
Integration and differentiation, The fundamental theorem of calculus, Integration (Pages: 119–182)
of vector-valued functions, Rectifiable curves. Set functions, intuitive idea of
measure, Elementary properties of measure, Measurable sets and their
fundamental properties. Lebesgue measure of sets of real numbers, Algebra of
measurable sets; Borel sets, Equivalent formulation of measurable sets in terms
of open, Closed, F and G sets, Non measurable sets.
Unit IV
Measurable functions and their equivalent formulations. Properties of measurable Unit 4: Riemann Integration
functions. Approximation of measurable functions by sequences of simple (Pages: 183–238)
functions, Measurable functions as nearly continuous functions, Egoroff’s
theorem, Lusin’s theorem, Convergence in measure and F Riesz theorem for
convergence in measure. Almost uniform convergence. Shortcomings of Riemann
Integral, Lebesgue Integral of a bounded function over a set of finite measure
and its properties. Lebesgue integral as a generalization of Riemann integral,
Bounded convergence theorem, Lebesgue theorem regarding points of
discontinuities of Riemann integrable functions, Integral of non-negative
functions, Fatou’s Lemma, Monotone convergence Theorem, General Lebesgue
Integral, Lebesgue convergence theorem.
Unit V
Vitali’s covering Lemma, Differentiation of monotonic functions, Functions of Unit 5: Differentiation
bounded variation and its representation as difference of monotonic functions, and Measure
Differentiation of Indefinite Integral, Fundamental Theorem of Calculus, (Pages: 239–276)
Absolutely continuous functions and their properties.
Lp spaces, convex functions, Jensen’s inequalities, Measure space, Generalized
Fatou’s Lemma, Measure and outer measure, Extension of a measure,
Caratheodory Extension Theorem.
CONTENTS
INTRODUCTION 1
UNIT 1 SEQUENCES AND SERIES 3–64
Introduction
Unit Objectives
Sequence
Series
Pointwise and Uniform Convergence
Cauchy Criterion for Uniform Convergence
Weierstrass’s M-Test
Abel’s Test for Uniform Convergence
Dirichlet’s Test for Uniform Convergence
Uniform Convergence and Continuity
Uniform Convergence and Riemann-Stieltjes Integration
Uniform Convergence and Differentiation
Weierstrass Approximation Theorem
Power Series
Uniqueness Theorem for Power Series
Abel’s Theorem
Tauber’s Theorem
Summary
Key Terms
Answers to ‘Check Your Progress’
Questions and Exercises
Further Reading
UNIT 2 FUNCTIONS OF SEVERAL VARIABLES
AND DIFFERENTIATION 65–118
Introduction
Unit Objectives
Functions of Several Variables
Linear Transformations
Derivatives in an Open Subset of Rn
Partial Derivatives
Higher Order Differentials
Taylor’s Theorem
Explicit and Implicit Functions
Inverse Function Theorem and Implicit Function Theorem
Change of Variables
Extreme Values of Explicit Functions and Stationary Values of Implicit Functions
Lagrange’s Multipliers Method
Jacobian and its Properties
Summary
Key Terms
Answers to ‘Check Your Progress’
Questions and Exercises
Further Reading
UNIT 3 MEASURE THEORY 119–182
Introduction
Unit Objectives
Definition and Existence of Riemann-Stieltjes Integral
Properties of the Integral
Integration and Differentiation
The Fundamental Theorem of Calculus
Integration of Vector-Valued Functions
Rectifiable Curves
Intuitive Idea of Measure
Elementary Properties of Measure
Measurable Sets and their Fundamental Properties
Lebesgue Measure of Sets of Real Numbers
Set Functions and Algebra of Measurable Sets
Borel Sets
Equivalent Formulation of Measurable Sets and Non Measurable Sets
Summary
Key Terms
Answers to 'Check Your Progress'
Questions and Exercises
Further Reading
UNIT 4 RIEMANN INTEGRATION 183–238
Introduction
Unit Objectives
Measurable Functions and their Equivalent Formulations
Properties of Measurable Functions
Approximation of Measurable Functions by Sequences of Simple Functions
Measurable Functions as Nearly Continuous Functions
Egoroff's Theorem
Lusin's Theorem
Convergence in Measure and F. Riesz Theorem for Convergence in Measure
Almost Convergence Theorem
Shortcomings of Riemann Integral
Lebesgue Integral of a Bounded Function over a Set of Finite Measure and its Properties
Lebesgue Integral as a Generalization of Riemann Integral
Bounded Convergence Theorem
Lebesgue Theorem regarding Points of Discontinuities of Riemann Integrable Functions
Integral of Non Negative Functions
Monotone Convergence Theorem
Fatou's Lemma
General Lebesgue Integral
Lebesgue Convergence Theorem
Summary
Key Terms
Answers to 'Check Your Progress'
Questions and Exercises
Further Reading
UNIT 5 DIFFERENTIATION AND MEASURE 239–276
Introduction
Unit Objectives
Vitali’s Covering Lemma
Differentiation of Monotonic Functions
Functions of Bounded Variation and their Representation as
Difference of Monotonic Functions
Differentiation of Indefinite Integral
Absolutely Continuous Functions and their Properties
LP Spaces
Convex Functions
Jensen’s Inequalities
Measure Space
Generalized Fatou's Lemma
Measure and Outer Measure
Extension of a Measure
Caratheodory Extension Theorem
Summary
Key Terms
Answers to ‘Check Your Progress’
Questions and Exercises
Further Reading
