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Real analysis

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Real analysis (traditionally, the theory of functions of a real variable) is a branch of mathematical analysis dealing with the real numbers and real valued functions of a real variable. In particular, it deals with the analytic properties of real functions and sequences, including convergence and limits of sequences of real numbers, the calculus of the real numbers, and continuity, smoothness and related properties of real-valued functions.

Rigor vs Intuition in Real Analysis

Real analysis is a branch of mathematical analysis which is concerned with the rigorous analysis of the real number system. Mathematical Analysis was the first area of mathematics in which the need and utility of the modern insistence on rigor was developed. Most mathematical concepts have been born out of intuitive ideas (think of how integration was developed through the idea of summing the areas an infinite amount of rectangles drawn under a curve). However as mathematics becomes more advanced this intuitive approach becomes limited and more difficult to verify.

Scope

Real analysis is an area of analysis that studies concepts such as sequences and their limits, continuity, differentiation, integration and sequences of functions. By definition, real analysis focuses on the real numbers, often including positive and negative infinity to form the extended real line.

Order properties of the real numbers

The real numbers have several important lattice-theoretic properties that are absent in the complex numbers. Most importantly, the real numbers form an ordered field, in which addition and multiplication preserve positivity. Moreover, the ordering of the real numbers is total, and the real numbers have the least upper bound property. These order-theoretic properties lead to a number of important results in real analysis, such as the monotone convergence theorem, the intermediate value theorem and the mean value theorem.

However, while the results in real analysis are stated for real numbers, many of these results can be generalized to other mathematical objects. In particular, many ideas in functional analysis and operator theory generalize properties of the real numbers – such generalizations include the theories of Riesz spaces and positive operators. Also, mathematicians consider real and imaginary parts of complex sequences, or by pointwise evaluation of operator sequences.

Relation to complex analysis

Real analysis is closely related to complex analysis, which studies broadly the same properties of complex numbers. In complex analysis, it is natural to define differentiation via holomorphic functions, which have a number of useful properties, such as repeated differentiability, expressability as power series, and satisfying the Cauchy integral formula.

In real analysis, it is usually more natural to consider differentiable, smooth, or harmonic functions, which are more widely applicable, but may lack some more powerful properties of holomorphic functions. However, results such as the fundamental theorem of algebra are simpler when expressed in terms of complex numbers.

Techniques from the theory of analytic functions of a complex variable are often used in real analysis – such as evaluation of real integrals by residue calculus.

Key concepts

Further information: Construction of the real numbers

The foundation of real analysis is the construction of the real numbers from the rational numbers. This is usually carried out by Dedekind–MacNeille completion, Dedekind cuts, or by completion of Cauchy sequences. Key concepts in real analysis are filters, nets, real sequences and their limits, convergence, continuity, differentiation, and integration. Real analysis is also used as a starting point for other areas of analysis, such as complex analysis, functional analysis, and harmonic analysis, as well as for motivating the development of topology, and as a tool in other areas, such as applied mathematics.

Important results include the Bolzano–Weierstrass and Heine–Borel theorems, the intermediate value theorem and mean value theorem, the fundamental theorem of calculus, and the monotone convergence theorem.

Various ideas from real analysis can be generalized from real space to general metric spaces, as well as to measure spaces, Banach spaces, and Hilbert spaces.

See also

Bibliography

External links

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