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Summary of lecture notes
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Expand Up @@ -677,6 +677,68 @@ \section{Non-measurable sets}
\end{example}


\section{Theorems covered}

\begin{enumerate}
\item Bass 3.5
\end{mdframed}
\includegraphics[width=400pt]{img/analysis--berkeley-202a--billingsley-section-1--theorems-covered-0fb2.png}
\end{mdframed}
\item 4.6 Caratheodory's extension theorem
\item Littlewood's three principles
\begin{enumerate}
\item {\it Any measurable set is almost an open set / a finite union of open intervals} (Bass 4.14) \\
Because inner and outer measurabe coincide for a measurable set
\item {\it Any measurable/integrable function is almost continuous} (Bass 5.2) \\
Lusin's theorem, density on $L^1$ of continuous fns.
\item Every convergent sequence of fns is nearly uniformly convergent if $\mu(X) < \infty$. \\
Egorov's thm
\end{enumerate}
\item Bass 5.6: continuous function on metric space is measurable
\item measurable functions closed under various combinations and limits
\item {\it Any measurable function is almost continuous} (Bass 5.2), Lusin's theorem
\item MCT, DCT, Fatou's lemma
\item Vitali covering lemma
\item Bass 7.5: $\int \sumninf f_n = \sumninf \int f_n$ for $f_n \geq 0$
\item Bass 8 when is a function zero a.e.
\item Bass 8.4. Approximation result: for integrable $f$ there exists continuous $g$ with compact
support $\int |f - g| < \eps$
\item Folland section 2.4 Egorov's theorem, modes of convergence, Cauchy in measure
\item Folland 2.32 If $f_n \to f$ in $L^1$ then there exists a subsequence which converges a.e.
\item Folland 2.33 Egorov's thm: finite measure space, sequence $f_n \to f$ a.e. then there $f_n \to f$ uniformly
on an arbitrarily large strict subset.
\item Signed measures: Bass 12.4, 12.5 Hahn decomposition theorem, 12.8 Jordan decomposition thm
\item Bass 13: Radon-Nikodym: for two absolutely continuous measures, there exists a function $f$ such that
$\nu$ can be written as $\nu(A) = \int_A f$.
\item Folland section 3.4
\begin{enumerate}
\item Covering lemma
\item average of function, $A_r f$ is continuous for locally-integrable $L^1_{loc}$,
\item maximal theorem: limit on measure of points with large maximal fn value
\item 3.18 limit of average in balls is fn value at point
\item measure of complement of Lebesgue set is zero
\end{enumerate}
\item Topology
\begin{enumerate}
\item Equivalence of ($f$ is continuous) and (maps neighborhood into ndb)
\item Equivalence of open in metric space concepts
\item Any compact Hausdorff t.s. is normal
\item Bass 20.31 Uryohn's lemma (normal spaces have plenty of cont fns): if $X$ is normal and $E$ and $F$ disjoint closed then there exists a continuous
fn $f: X \to [0, 1]$ with $f|_E = 0$ and $f|_F = 1$.
\item Tietze extension: normal t.s. $F \subset X$ closed, $f: F \to [a, b]$ continuous. There exists
continuous $\bar f: X \to [a, b]$ s.t. $\bar f|_f = f$.
\item uniform limit of continuous fns is continuous
\item continuous image of compact set is compact
\item Bass 20.23 compact subset iff complete and totally bounded
\item Arzela-Ascoli thm: $X$ compact Hausdorff, subset $\mc F$ of continuous fns is compact iff $\mc F$ is closed
and all have finite sup norm and $\mc F$ is equicontinuous.
\item Stone-Weierstrass special case: polynomials are dense in continuous fns
\end{enumerate}
\end{enumerate}






\subsection{Bass 4. Construction of measures}
Expand Down Expand Up @@ -2288,6 +2350,98 @@ \subsection{Lebesgue differentiation theorems}

Anyway, the point is that this FTC-like statement is true a.e.

\section{Arzeli-Ascola}

$X$ is compact Hausdorff.

Consider continuous functions under supremum norm.
\begin{align*}
d(f, g) = \origsup_{x \in [0, 1]} |f(x) - g(x)|.
\end{align*}
It is complete: every Cauchy sequence converges. (Work pointwise, complete it in the real line,
check the resulting fn is a unif limit of the sequence in question)

Question: when is a collection of continuous functions compact?

Compactness in a metric space:

$\R$ is not compact because it is too big: can't cover it with finite subcover.

$\Q \isect (0, 1)$ problem is at finest scale: it is not complete, you can leave the set at $1/\sqrt(2)$.

We will see that a subspace of a metric space is compact if two conditions hold: (1) not too big and (2)
complete.

(1) is total boundedness:

$(X, d)$ is a metric space. An $\eps$-net for $A$ is a countable set $\{x_i ~:~ i \in \N\} \subseteq X$ such
that $A \subset \union B(x_i, \eps)$: everyone in $A$ is within $\eps$ of one of the points.

$A$ is \defn{totally bounded} if for all $\eps > 0$ there exists a finite $\eps$-net for $A$.

Bass 20.23

A subset $A$ of a metric space is compact iff
\begin{enumerate}
\item it is complete, and
\item it is totally bounded.
\end{enumerate}


How might a space of continuous functions not be compact?

\begin{enumerate}
\item The functions may ``go off to infinity​'' - not totally bounded.
\item
Consider $f_n(x) = \sin(nx)$. (``weakly convergent​'') but doesn't converge to a valid function
\item or a point could be removed, e.g. $f_n = 1/n$ is not compact because does not contain $0$.
\end{enumerate}

We need a notion of uniformity of convergence that doesn't rely on a $\delta$ in the domain (because we are
considering topological spaces hence the domain is not necessarily a metric space.) I.e. ``simultaneous​'' or
``uniform​'' continuity for the whole system of functions.

\begin{definition*}
A subset $\mc F \subseteq \mc C(X)$ is \defn{equicontinuous} if $\forall~ \eps > 0$ and
$\forall~ x \in X$ there exists an open set $G$ containing $x$ such
that $|f(x) - f(y)| < \eps$ $\forall~ f \in \mc F$ and $\forall~ y \in G$.
\end{definition*}

Note that the same $G$ works for all $f$.

So this is the defn of continuity for a single function $f$. The question is whether $\delta$ can
be chosen uniformly for all functions in the collection. Or rather, since this is a topological
space, can the open set $G$ be chosen uniformly for all $f$? This means for a given $x$, does the
same $G$ work for all $f$?

Consider $\sin(nx)$. This collection is not equicontinuous. The reason is that for any {\it given}
$\delta$ (open interval $G$), we can always find a function further along in the sequence whose
vertical movement is so fast that it moves more than $\eps$. So, for any {\it given} one of those
functions, for any $\eps$, we will be able to find a $\delta$ within which the movement is
constrained to stay within $\eps$. However, there'll always be another function in the family where
that's not true. Thus the family as a whole fails the equicontinuity criterion.



\begin{theorem}[Arzeli-Ascoli]
$X$ is compact Hausdorff. A subset $\mc F \subseteq \mc C(X)$ is compact iff all the following hold
\begin{enumerate}
\item $\mc F$ is closed
\item for all $x \in X$, we have $\origsup_{f \in \mc F} |f(x)| < \infty$
\item $\mc F$ is equicontinuous
\end{enumerate}
\end{theorem}

More examples:

Consider functions $\mc C \to \R$ ($\mc C$ under supremum norm topology and $\R$ under standard Euclidean
metric topology).

Consider the pointwise evaluation map for a point $x$ i.e. $f \mapsto f(x)$. This is continuous:
domain space is under supremum norm; if two fns are close under sup norm then they are close at
every point. This continuity is the reason why in A-A the compactness of $\mc F$ implies (2) above
(continuous image of compact set is compact).



\section{Questions}
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