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Real Analysis

Real analysis is the subject about understanding, analyzing and building basic principles and theorems
which are originated around and describe real number system.

First, we need to have understanding about basic mathematical logic.


Beforehand here are some symbols and notations which we find in this journey
˄ - and operation
˅ - or operation
~ - negation (not operation)
→ - implies
↔ - implies and implied by
≡ - equivalent
Real analysis is a branch of mathematics that deals with real numbers and real-valued sequences and
functions. It provides the rigorous foundation for calculus and explores concepts such as limits,
continuity, differentiation, integration, and sequences and series of functions. Here's an overview of key
concepts in real analysis:

## 1. **Real Numbers**

### Properties of Real Numbers:


- **Completeness:** Every non-empty set of real numbers that is bounded above has a least upper bound
(supremum).
- **Archimedean Property:** For any real numbers \( x \) and \( y \) with \( x > 0 \), there exists a natural
number \( n \) such that \( nx > y \).

## 2. **Sequences and Series**

### Sequences:
- A sequence is an ordered list of elements (usually numbers) indexed by natural numbers.
- **Convergence:** A sequence \((a_n)\) converges to a limit \(L\) if for every \(\epsilon > 0\), there
exists a natural number \(N\) such that for all \(n \geq N\), \(|a_n - L| < \epsilon\).
### Series:
- A series is the sum of the terms of a sequence.
- **Convergence:** A series \(\sum a_n\) converges if the sequence of its partial sums converges.

### Important Tests for Series Convergence:


- **Comparison Test**
- **Ratio Test**
- **Root Test**
- **Integral Test**

## 3. **Limits and Continuity**

### Limits:
- **Limit of a Function:** The function \( f(x) \) approaches a limit \( L \) as \( x \) approaches \( c \) if
for every \(\epsilon > 0\), there exists a \(\delta > 0\) such that for all \( x \) with \( 0 < |x - c| < \delta \), \(|
f(x) - L| < \epsilon\).

### Continuity:
- A function \( f \) is continuous at \( c \) if \(\lim_{x \to c} f(x) = f(c)\).
- A function is continuous on an interval if it is continuous at every point in the interval.

## 4. **Differentiation**

### Derivative:
- The derivative of a function \( f \) at a point \( c \) is defined as:
\[ f'(c) = \lim_{h \to 0} \frac{f(c + h) - f(c)}{h} \]
- **Rules of Differentiation:** Product rule, quotient rule, chain rule, etc.

### Mean Value Theorem:


- If \( f \) is continuous on \([a, b]\) and differentiable on \((a, b)\), then there exists a point \( c \) in \((a,
b)\) such that:
\[ f'(c) = \frac{f(b) - f(a)}{b - a} \]

## 5. **Integration**

### Riemann Integral:


- A function \( f \) is Riemann integrable on \([a, b]\) if the limit of the Riemann sums exists as the
partition of \([a, b]\) gets finer.

### Fundamental Theorem of Calculus:


- **Part 1:** If \( f \) is continuous on \([a, b]\), then the function \( F \) defined by:
\[ F(x) = \int_a^x f(t) \, dt \]
is continuous on \([a, b]\), differentiable on \((a, b)\), and \( F'(x) = f(x) \).
- **Part 2:** If \( f \) is integrable on \([a, b]\) and \( F \) is an antiderivative of \( f \) on \([a, b]\), then:
\[ \int_a^b f(x) \, dx = F(b) - F(a) \]

## 6. **Sequences and Series of Functions**

### Pointwise and Uniform Convergence:


- **Pointwise Convergence:** A sequence of functions \( (f_n) \) converges pointwise to \( f \) if for
every \( x \), the sequence \( (f_n(x)) \) converges to \( f(x) \).
- **Uniform Convergence:** A sequence of functions \( (f_n) \) converges uniformly to \( f \) if for
every \(\epsilon > 0\), there exists a natural number \( N \) such that for all \( n \geq N \) and all \( x \), \(|
f_n(x) - f(x)| < \epsilon\).

### Power Series:


- A power series is a series of the form \(\sum a_n (x - c)^n\). The interval of convergence is the set of \
( x \)-values for which the series converges.

## Conclusion
Real analysis provides a rigorous foundation for understanding the behavior of real-valued functions and
sequences. It extends the intuitive concepts of calculus to a formal mathematical framework, ensuring
precision and clarity in mathematical arguments and proofs.

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