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    Real analysis topics

    Contents

    Workshop schedule

    • Week 1 (May 20): preliminary review

      • Uniform convergence, the Weierstrass \(M\)-test

      • Nowhere dense sets, Baire category, the Heine–Borel theorem

      • Normed spaces

      • Sequences and series, convergence, tails, \(\limsup\) and \(\liminf\), Cauchy criteria for sums and integrals

      • The triangle and Cauchy–Schwarz inequalities

      • The mean value theorem, Taylor’s theorem and its remainder

      • Weierstrass approximation

      • Pathological functions and continuity

    • Week 2 (May 27): measure theory for sets

      • \(F_\sigma\) and \(G_\delta\) sets

      • \(\sigma\)-algebras

      • Outer measure, Lebesgue measure

      • Continuity of measure

      • The Borel–Cantelli lemma

    • Week 3 (June 3): integration I

      • Measurable functions

      • Lebesgue integration, change of variables

      • Chebyshev’s inequality

      • Egorov’s and Lusin’s theorems

      • Modes of convergence: uniform, pointwise, almost everywhere, in measure, in norm

    • Week 4 (June 10): integration II

      • Fatou’s lemma, the monotone and dominated convergence theorems

      • The Fubini–Tonelli theorems and iterated integration

    • Week 5 (June 17): Fourier analysis

      • The Fourier transform

      • Fourier series

      • Convolutions, approximations to the identity

      • Trigonometric series, density of trigonometric polynomials

    • Week 6 (June 24): functional analysis I

      • Banach and Hilbert spaces, completeness

      • \(\ell^p\) and \(L^p\)

      • Hölder’s inequality

      • Dual spaces, linear functionals, the operator norm

    • Week 7 (July 1): functional analysis II

      • \(L^1\), \(L^2\), \(L^\infty\), the Cauchy–Schwarz inequality, the Pythagorean theorem for orthogonal vectors

      • Function spaces

      • Plancherel’s theorem, Parseval’s identity, Bessel’s inequality, the Riesz representation theorem

    • Week 8 (July 8): abstract measures

      • The Radon–Nikodym theorem

    Topics from other real analysis syllabi

    • Convergence theorems for integrals, Borel measures, the Riesz representation theorem

    • \(L^p\) spaces and their duals, Jensen’s inequality

    • The Lebesgue differentiation theorem, Fubini’s theorem, Hilbert spaces

    • Complex measures of bounded variation, the Radon–Nikodym theorem

    • Fourier series, the Fourier transform, convolution

    • The heat equation, the Dirichlet problem, fundamental solutions

    • The central limit theorem, the law of large numbers, conditional probability and conditional expectation

    • Distributions, the Sobolev embedding theorem

    • The maximum principle

    Measure theory

    1. Outer measure, measure, measurability, \(\sigma\)-algebras, Lebesgue measure on \(\RR^n\), Borel and Radon measures, approximation by open and closed sets.

    2. Measurable functions: measurability of \(\inf\), \(\sup\), \(\liminf\), \(\limsup\) of sequences and of algebraic operations, simple functions, Lusin’s and Egorov’s theorems, convergence in measure and in probability.

    3. Integration: the bounded convergence theorem, Fatou’s lemma, the monotone convergence theorem, absolute continuity of the integral.

    4. Differentiation and integration: the Vitali covering lemma, almost everywhere differentiability of monotone functions, the integral of the derivative of a monotone function, functions of bounded variation, differentiation of the indefinite integral, the fundamental theorem of calculus for absolutely continuous functions.

    5. Product measures: the Fubini and Tonelli theorems.

    6. Differentiation of measures: absolute continuity of measures, the Radon–Nikodym theorem, mutually singular measures, the Lebesgue decomposition, Lebesgue points, the Lebesgue–Besicovitch theorem, signed measures.

    7. The Riesz representation theorem on \(L^p\) for \(1\leq p<\infty\), the Riesz–Markov theorem on the dual of \(C_c\), the Riesz–Thorin interpolation theorem.

    Functional analysis

    1. Hilbert spaces: direct sums, orthogonal complements, the Riesz representation theorem, orthonormal bases in the separable and non-separable cases, the Fourier basis for \(L^2(\mathbb T)\), \(\mathbb T = \RR/2\pi\ZZ\).

    2. Banach spaces: continuous linear maps, duals, direct sums and quotients, the Hahn–Banach theorem, the Baire category theorem, the Banach–Steinhaus theorem (uniform boundedness principle), the open mapping theorem.

    3. Topological spaces: bases and local bases, convergence, continuity, compactness, weak topologies, the weak and weak-\(*\) topologies on Banach spaces, the Stone–Weierstrass theorem, the Banach–Alaoglu theorem, the Riesz–Markov theorem.

    4. Locally convex spaces: the Minkowski gauge, the equivalence of convex balanced absorbing neighborhoods and seminorms, the Hahn–Banach theorem, metrizability, Fréchet spaces, the Banach–Steinhaus and open mapping theorems.

    5. Distributions: \(C^\infty(\mathbb T)\) and its dual \(\mathcal D'(\mathbb T)\), Schwartz functions \(\mathcal S(\RR^n)\) and tempered distributions \(\mathcal S'(\RR^n)\), differentiation of distributions, multiplication of distributions by smooth functions, convergence of sequences of distributions, the distributions \((x\pm i0)^{-1}\) and \(\delta_0\), support of distributions.

    6. Bounded operators on Banach spaces: adjoints, the spectrum, the resolvent, the spectrum of bounded self-adjoint operators on Hilbert spaces, integration and differentiation with values in Banach spaces, the spectral radius, continuous functional calculus for bounded self-adjoint operators on Hilbert spaces and the spectral measure.

    7. Compact operators on Banach spaces: norm closure, composition and adjoint properties, approximation by finite-rank operators in separable Hilbert spaces, the analytic Fredholm theorem, the Riesz–Schauder and Hilbert–Schmidt theorems.

    Fourier analysis

    1. Fourier series on \(\mathbb T = \RR/2\pi\ZZ\): orthogonality, \(L^2\) completeness, uniform convergence and its failure, Fourier series in \(C^\infty(\mathbb T)\) and \(\mathcal D'(\mathbb T)\), interaction with differentiation and multiplication by \(e^{i\theta}\), the Sobolev spaces \(H^s(\mathbb T)\), compactness of the inclusion \(H^s(\mathbb T)\subseteq H^r(\mathbb T)\) for \(s>r\), the representation of distributions as derivatives of continuous functions, the Schwartz kernel theorem.

    2. The Fourier transform on \(\RR^n\): isomorphism on \(\mathcal S(\RR^n)\) and \(\mathcal S'(\RR^n)\), isometry on \(L^2(\RR^n)\), interaction with differentiation and multiplication by the coordinate functions \(x_j\), the Fourier transform of compactly supported distributions, the Fourier transform of Gaussians and the heat equation, the Sobolev spaces \(H^s(\RR^n)\) and the inclusion \(H^s(\RR^n)\subseteq C^0(\RR^n)\) for \(s>n/2\).

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