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This part will cover the necessary notations and definitions for the remaining parts of the recollection. This part will cover the necessary notations and definitions for the remaining parts of the recollection.
### Notations of Hilbert space ### Notations of Linear algebra
A Hilbert space is a vector space equipped with an inner product. #### Definition of vector space
[link to vector space](../../Math429/Math429_L1#definition-1.20)
A vector space over $\mathbb{f}$ is a set $V$ along with two operators $v+w\in V$ for $v,w\in V$, and $\lambda \cdot v$ for $\lambda\in \mathbb{F}$ and $v\in V$ satisfying the following properties:
* Commutativity: $\forall v, w\in V,v+w=w+v$
* Associativity: $\forall u,v,w\in V,(u+v)+w=u+(v+w)$
* Existence of additive identity: $\exists 0\in V$ such that $\forall v\in V, 0+v=v$
* Existence of additive inverse: $\forall v\in V, \exists w \in V$ such that $v+w=0$
* Existence of multiplicative identity: $\exists 1 \in \mathbb{F}$ such that $\forall v\in V,1\cdot v=v$
* Distributive properties: $\forall v, w\in V$ and $\forall a,b\in \mathbb{F}$, $a\cdot(v+w)=a\cdot v+ a\cdot w$ and $(a+b)\cdot v=a\cdot v+b\cdot v$
#### Definition of inner product
[link to inner product](../../Math429/Math429_L25#definition-6.2)
An inner product is a bilinear function $\langle,\rangle:V\times V\to \mathbb{F}$ satisfying the following properties:
* Positivity: $\langle v,v\rangle\geq 0$
* Definiteness: $\langle v,v\rangle=0\iff v=0$
* Additivity: $\langle u+v,w\rangle=\langle u,w\rangle+\langle v,w\rangle$
* Homogeneity: $\langle \lambda u, v\rangle=\lambda\langle u,v\rangle$
* Conjugate symmetry: $\langle u,v\rangle=\overline{\langle v,u\rangle}$
<details>
<summary>Examples of inner product</summary>
Let $V=\mathbb{R}^n$.
The dot product is defined by
$$
\langle u,v\rangle=u_1v_1+u_2v_2+\cdots+u_nv_n
$$
is an inner product.
---
Let $V=L^2(\mathbb{R}, \lambda)$, where $\lambda$ is the Lebesgue measure. $f,g:\mathbb{R}\to \mathbb{C}$ are complex-valued square integrable functions.
The Hermitian inner product is defined by
$$
\langle f,g\rangle=\int_\mathbb{R} \overline{f(x)}g(x) d\lambda(x)
$$
is an inner product.
---
Let $A,B$ be two linear transformation on $\mathbb{R}^n$.
The Hilbert-Schmidt inner product is defined by
$$
\langle A,B\rangle=\operatorname{Tr}(A^*B)=\sum_{i=1}^n \sum_{j=1}^n \overline{a_{ij}}b_{ij}
$$
is an inner product.
</details>
#### Definition of inner product space
A inner product space is a vector space equipped with an inner product.
#### Definition of completeness
[link to completeness](../../Math4111/Math4111_L17#definition-312)
Note that every inner product space is a metric space.
Let $X$ be a metric space. We say $X$ is **complete** if every Cauchy sequence (that is, a sequence such that $\forall \epsilon>0, \exists N$ such that $\forall m,n\geq N, d(p_m,p_n)<\epsilon$) in $X$ converges.
#### Definition of Hilbert space
A Hilbert space is a complete inner product space.
#### Motivation of Tensor product
Recall from the traditional notation of product space of two vector spaces $V$ and $W$, that is, $V\times W$, is the set of all ordered pairs $(v,w)$ where $v\in V$ and $w\in W$.
The space has dimension $\dim V+\dim W$.
We want to define a vector space with notation of multiplication of two vectors from different vector spaces.
That is
$$
(v_1+v_1)\otimes w=(v_1\otimes w)+(v_2\otimes w)\text{ and } v\otimes (w_1+w_2)=(v\otimes w_1)+(v\otimes w_2)
$$
and enables scalar multiplication by
$$
\lambda (v\otimes w)=(\lambda v)\otimes w=v\otimes (\lambda w)
$$
And we wish to build a way associates the basis of $V$ and $W$ to the basis of $V\otimes W$. That makes the tensor product a vector space with dimension $\dim V\times \dim W$.
#### Definition of linear functional
> [!TIP]
>
> Note the difference between a linear functional and a linear map.
>
> A generalized linear map is a function $f:V\to W$ satisfying the condition
>
> 1. $f(u+v)=f(u)+f(v)$
> 2. $f(\lambda v)=\lambda f(v)$
A linear functional is a linear map from $V$ to $\mathbb{F}$.
#### Definition of bilinear functional
A bilinear functional is a bilinear function $\beta:V\times W\to \mathbb{F}$ satisfying the condition that $v\to \beta(v,w)$ is a linear functional for all $w\in W$ and $w\to \beta(v,w)$ is a linear functional for all $v\in V$.
The vector space of all bilinear functionals is denoted by $\mathcal{B}(V,W)$.
#### Definition of tensor product
Let $V,W$ be two vector spaces.
Let $V'$ and $W'$ be the dual spaces of $V$ and $W$, respectively, that is $V'=\{\psi:V\to \mathbb{F}\}$ and $W'=\{\phi:W\to \mathbb{F}\}$, $\psi, \phi$ are linear functionals.
The tensor product of vectors $v\in V$ and $w\in W$ is the bilinear functional defined by $\forall (\psi,\phi)\in V'\times W'$ given by the notation
$$
(v\otimes w)(\psi,\phi)\coloneqq\psi(v)\phi(w)
$$
The tensor product of two vector spaces $V$ and $W$ is the vector space $\mathcal{B}(V',W')$
Notice that the basis of such vector space is the linear combination of the basis of $V'$ and $W'$, that is, if $\{e_i\}$ is the basis of $V'$ and $\{f_j\}$ is the basis of $W'$, then $\{e_i\otimes f_j\}$ is the basis of $\mathcal{B}(V',W')$.
That is, every element of $\mathcal{B}(V',W')$ can be written as a linear combination of the basis.
Since $\{e_i\}$ and $\{f_j\}$ are bases of $V'$ and $W'$, respectively, then we can always find a set of linear functionals $\{\phi_i\}$ and $\{\psi_j\}$ such that $\phi_i(e_j)=\delta_{ij}$ and $\psi_j(f_i)=\delta_{ij}$.
Here $\delta_{ij}=\begin{cases}
1 & \text{if } i=j \\
0 & \text{otherwise}
\end{cases}$ is the Kronecker delta.
$$
V\otimes W=\left\{\sum_{i=1}^n \sum_{j=1}^m a_{ij} \phi_i(v)\psi_j(w): \phi_i\in V', \psi_j\in W'\right\}
$$
Note that $\sum_{i=1}^n \sum_{j=1}^m a_{ij} \phi_i(v)\psi_j(w)$ is a bilinear functional that maps $V'\times W'$ to $\mathbb{F}$.
This enables basis free construction of vector spaces with proper multiplication and scalar multiplication.
This vector space is equipped with the unique inner product $\langle v\otimes w, u\otimes x\rangle_{V\otimes W}$ defined by
$$
\langle v\otimes w, u\otimes x\rangle=\langle v,u\rangle_V\langle w,x\rangle_W
$$
In practice, we ignore the subscript of the vector space and just write $\langle v\otimes w, u\otimes x\rangle=\langle v,u\rangle\langle w,x\rangle$.
> [!NOTE]
>
> All those definitions and proofs can be found in Linear Algebra Done Right by Sheldon Axler.
### Notations in measure theory
#### Definition of Sigma algebra
[link to measure theory](../../Math4121/Math4121_L25#definition-of-sigma-algebra)
A collection of sets $\mathcal{A}$ is called a sigma-algebra if it satisfies the following properties:
1. $\emptyset \in \mathcal{A}$
2. If $\{A_j\}_{j=1}^\infty \subset \mathcal{A}$, then $\bigcup_{j=1}^\infty A_j \in \mathcal{A}$
3. If $A \in \mathcal{A}$, then $A^c \in \mathcal{A}$
#### Definition of Measure
A measure is a function $v:\mathcal{A}\to \mathbb{R}$ satisfying the following properties:
1. $v(\emptyset)=0$
2. If $\{A_j\}_{j=1}^\infty \subset \mathcal{A}$ are pairwise disjoint, then $v(\bigcup_{j=1}^\infty A_j)=\sum_{j=1}^\infty v(A_j)$ (countable additivity)
3. If $A\in \mathcal{A}$, then $v(A)\geq 0$ (non-negativity)
<details>
<summary>Examples of measure</summary>
The [Borel measure on $\mathbb{R}$](../../Math4121/Math4121_L25#definition-of-borel-measure) is the collection of all closed, open, and half-open intervals with $m(U)=\ell(U)$ for any open set $U$.
The [Lebesgue measure on $\mathbb{R}$](../../Math4121/Math4121_L27#definition-of-lebesgue-measure) is the collection of all Lebesgue measurable sets with $m_i=\sup_{K\text{ closed},K\subseteq S}m(K)$ and $m_e=\inf_{U\text{ open},S\subseteq U}m(U)$. and $m(S)=m_e(S)=m_i(S)$ for any Lebesgue measurable set $S$.
</details>
#### Definition of Probability measure
Let $\mathscr{F}$ be a sigma-algebra on a set $\Omega$. A probability measure is a function $P:\mathscr{F}\to [0,1]$ satisfying the following properties:
1. $P(\Omega)=1$
2. $P$ is a measure on $\mathscr{F}$
#### Definition of Measurable space
A measurable space is a pair $(X, \mathscr{B}, v)$, where $X$ is a set and $\mathscr{B}$ is a sigma-algebra on $X$.
In some literatures, $\mathscr{B}$ is ignored and we only denote it as $(X, v)$.
<details>
<summary>Examples of measurable space</summary>
Let $\Omega$ be arbitrary set.
Let $\mathscr{B}(\mathbb{C})$ be the Borel sigma-algebra on $\mathbb{C}$ generated from rectangles over complex plane with real number axes and $\lambda$ be the Lebesgue measure associated with it.
Let $\mathscr{F}$ be the set of square integrable, that is,
$$
\int_\Omega |f(x)|^2 d\lambda(x)<\infty
$$
complex-valued functions on $\Omega$, that is, $f:\Omega\to \mathbb{C}$.
Then the measurable space $(\Omega, \mathscr{B}(\mathbb{C}), \lambda)$ is a measurable space. We usually denote this as $L^2(\Omega, \mathscr{B}(\mathbb{C}), \lambda)$.
If $\Omega=\mathbb{R}$, then we denote such measurable space as $L^2(\mathbb{R}, \lambda)$.
<details>
#### Probability space
A probability space is a triple $(\Omega, \mathscr{F}, P)$, where $\Omega$ is a set, $\mathscr{F}$ is a sigma-algebra on $\Omega$, and $P$ is a probability measure on $\mathscr{F}$.
### Lipschitz function ### Lipschitz function
@@ -28,7 +258,7 @@ That basically means that the function $f$ should not change the distance betwee
Basic definitions Basic definitions
### $SO(n)$ #### $SO(n)$
The special orthogonal group $SO(n)$ is the set of all **distance preserving** linear transformations on $\mathbb{R}^n$. The special orthogonal group $SO(n)$ is the set of all **distance preserving** linear transformations on $\mathbb{R}^n$.

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@@ -270,9 +270,26 @@ Not very edible for undergraduates.
#### Definition of m-manifold #### Definition of m-manifold
An $m$-manifold is a [Hausdorff space](../../Math4201/Math4201_L9#hausdorff-space) $X$ with a countable basis such that each point of $x$ of $X$ has a neighborhood [homeomorphic](../../Math4201/Math4201_L10#definition-of-homeomorphism) to an open subset of $\mathbb{R}^m$. An $m$-manifold is a [Hausdorff space](../../Math4201/Math4201_L9#hausdorff-space) $X$ with a **countable basis** (second countable) such that each point of $x$ of $X$ has a neighborhood [homeomorphic](../../Math4201/Math4201_L10#definition-of-homeomorphism) to an open subset of $\mathbb{R}^m$.
Example is trivial that 1-manifold is a curve and 2-manifold is a surface. <details>
<summary>Example of second countable space</summary>
Let $X=\mathbb{R}$ and $\mathcal{B}=\{(a,b)|a,b\in \mathbb{R},a<b\}$ (collection of all open intervals with rational endpoints).
Since the rational numbers are countable, so $\mathcal{B}$ is countable.
So $\mathbb{R}$ is second countable.
Likewise, $\mathbb{R}^n$ is also second countable.
</details>
<details>
<summary>Example of manifold</summary>
1-manifold is a curve and 2-manifold is a surface.
</details>
#### Theorem of imbedded space #### Theorem of imbedded space
@@ -280,10 +297,51 @@ If $X$ is a compact $m$-manifold, then $X$ can be imbedded in $\mathbb{R}^n$ for
This theorem might save you from imagining abstract structures back to real dimension. Good news, at least you stay in some real numbers. This theorem might save you from imagining abstract structures back to real dimension. Good news, at least you stay in some real numbers.
### Smooth manifold ### Smooth manifolds and Lie groups
> This section is waiting for the completion of book Introduction to Smooth Manifolds by John M. Lee. > This section is waiting for the completion of book Introduction to Smooth Manifolds by John M. Lee.
#### Partial derivatives
Let $U\subseteq \mathbb{R}^n$ and $f:U\to \mathbb{R}^n$ be a map.
For any $a=(a_1,\cdots,a_n)\in U$, $j\in \{1,\cdots,n\}$, the $j$-th partial derivative of $F$ at $a$ is defined as
$$
\begin{aligned}
\frac{\partial f}{\partial x_j}(a)&=\lim_{h\to 0}\frac{f(a_1,\cdots,a_j+h,\cdots,a_n)-f(a_1,\cdots,a_j,\cdots,a_n)}{h} \\
&=\lim_{h\to 0}\frac{f(a+he_j)-f(a)}{h}
\end{aligned}
$$
#### Continuously differentiable maps
Let $U\subseteq \mathbb{R}^n$ and $f:U\to \mathbb{R}^n$ be a map.
If for any $j\in \{1,\cdots,n\}$, the $j$-th partial derivative of $f$ is continuous at $a$, then $f$ is continuously differentiable at $a$.
If $\forall a\in U$, $\frac{\partial f}{\partial x_j}$ exists and is continuous at $a$, then $f$ is continuously differentiable on $U$. or $C^1$ map. (Note that $C^0$ map is just a continuous map.)
#### Smooth maps
A function $f:U\to \mathbb{R}^n$ is smooth if it is of class $C^k$ for every $k\geq 0$ on $U$. Such function is called a diffeomorphism if it is also a **bijection** and its **inverse is also smooth**.
#### Charts
Let $M$ be a smooth manifold. A **chart** is a pair $(U,\phi)$ where $U\subseteq M$ is an open subset and $\phi:U\to \hat{U}\subseteq \mathbb{R}^n$ is a homeomorphism (a continuous bijection map and its inverse is also continuous).
If $p\in U$ and $\phi(p)=0$, then we say that $p$ is the origin of the chart $(U,\phi)$.
#### Atlas
Let $M$ be a smooth manifold. An **atlas** is a collection of charts $\mathcal{A}=\{(U_\alpha,\phi_\alpha)\}_{\alpha\in I}$ such that $M=\bigcup_{\alpha\in I} U_\alpha$.
An atlas is said to be **smooth** if the transition maps $\phi_\alpha\circ \phi_\beta^{-1}:\phi_\beta(U_\alpha\cap U_\beta)\to \phi_\alpha(U_\alpha\cap U_\beta)$ are smooth for all $\alpha, \beta\in I$.
#### Smooth manifold
A smooth manifold is a pair $(M,\mathcal{A})$ where $M$ is a topological manifold and $\mathcal{A}$ is a smooth atlas.
### Riemannian manifolds ### Riemannian manifolds
A Riemannian manifold is a smooth manifold equipped with a **Riemannian metric**, which is a smooth assignment of an inner product to each tangent space $T_pM$ of the manifold. A Riemannian manifold is a smooth manifold equipped with a **Riemannian metric**, which is a smooth assignment of an inner product to each tangent space $T_pM$ of the manifold.

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@@ -24,7 +24,8 @@ Given a set $S$, the power set of $S$, denoted $\mathscr{P}(S)$ or $2^S$, is the
Cardinality of $2^S$ is not equal to the cardinality of $S$. Cardinality of $2^S$ is not equal to the cardinality of $S$.
Proof: <details>
<summary>Proof of Cantor's Theorem</summary>
Assume they have the same cardinality, then $\exists \psi: S \to 2^X$ which is one-to-one and onto. (this function returns a subset of $S$) Assume they have the same cardinality, then $\exists \psi: S \to 2^X$ which is one-to-one and onto. (this function returns a subset of $S$)
@@ -38,7 +39,7 @@ If $b\in T$, then by definition of $T$, $b \notin \psi(b)$, but $\psi(b) = T$, w
If $b \notin T$, then $b \in \psi(b)$, which is also a contradiction since $b\in T$. Therefore, $2^S$ cannot have the same cardinality as $S$. If $b \notin T$, then $b \in \psi(b)$, which is also a contradiction since $b\in T$. Therefore, $2^S$ cannot have the same cardinality as $S$.
QED </details>
### Back to Hankel's Conjecture ### Back to Hankel's Conjecture

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@@ -12,13 +12,16 @@ By modifying this example, we can find similar with any outer content between 0
$S\subseteq[0,1]$ is perfect if $S=S'$. $S\subseteq[0,1]$ is perfect if $S=S'$.
Example: <details>
<summary>Examples of perfect set</summary>
- $[0,1]$ is perfect - $[0,1]$ is perfect
- perfect sets are closed - perfect sets are closed
- Finite collection of points is not perfect because they do not have limit points. - Finite collection of points is not perfect because they do not have limit points.
- perfect sets are uncountable (no countable sets can be perfect) - perfect sets are uncountable (no countable sets can be perfect)
</details>
#### Middle third Cantor set #### Middle third Cantor set
We construct the set by removing the middle third of the interval. We construct the set by removing the middle third of the interval.
@@ -49,7 +52,8 @@ $$
$C$ is perfect and nowhere dense, and outer content is 0. $C$ is perfect and nowhere dense, and outer content is 0.
Proof: <details>
<summary>Proof</summary>
(i) $c_e(C)=0$ (i) $c_e(C)=0$
@@ -70,3 +74,4 @@ It is sufficient to show $C$ contains no intervals.
Any open intervals has a real number with 1 in it's base 3 decimal expansion (proof in homework) Any open intervals has a real number with 1 in it's base 3 decimal expansion (proof in homework)
_take some interval in $(a,b)$ we can change the digits that is small enough and keep the element still in the set_ _take some interval in $(a,b)$ we can change the digits that is small enough and keep the element still in the set_
</details>

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@@ -44,11 +44,12 @@ The outer content of $SVC(n)$ is $\frac{n-3}{n-2}$.
If $S\subseteq T$, then $c_e(S)\leq c_e(T)$. If $S\subseteq T$, then $c_e(S)\leq c_e(T)$.
Proof: <details>
<summary>Proof of Monotonicity of outer content</summary>
If $C$ is cover of $T$, then $S\subseteq T\subseteq C$, so $C$ is a cover of $S$. Since $c_e(s)$ takes the inf over a larger set that $c_e(T)$, $c_e(S) \leq c_e(T)$. If $C$ is cover of $T$, then $S\subseteq T\subseteq C$, so $C$ is a cover of $S$. Since $c_e(s)$ takes the inf over a larger set that $c_e(T)$, $c_e(S) \leq c_e(T)$.
QED </details>
#### Theorem Osgood's Lemma #### Theorem Osgood's Lemma

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@@ -30,7 +30,8 @@ If $S=\bigcup_{n=1}^{\infty} I_n$, $T=\bigcup_{n=1}^{\infty} J_n$, where $I_n$ a
Let $S$ be a closed, bounded set in $\mathbb{R}$, and $S_1\subseteq S_2\subseteq \ldots$, and $S=\bigcup_{n=1}^{\infty} S_n$. Then $\lim_{k\to\infty} c_e(S_k)=c_e(S)$. Let $S$ be a closed, bounded set in $\mathbb{R}$, and $S_1\subseteq S_2\subseteq \ldots$, and $S=\bigcup_{n=1}^{\infty} S_n$. Then $\lim_{k\to\infty} c_e(S_k)=c_e(S)$.
Proof: <details>
<summary>Proof of Osgood's Lemma</summary>
Trivial that $c_e(S_k)\leq c_e(S)$. Trivial that $c_e(S_k)\leq c_e(S)$.
@@ -70,7 +71,7 @@ c_e(S)&\leq c_e(U)\\
\end{aligned} \end{aligned}
$$ $$
QED </details>
### Convergence Theorems for sequences of functions ### Convergence Theorems for sequences of functions
@@ -96,7 +97,8 @@ $$
\lim_{n\to\infty}\int_a^b f_n(x)\ dx=\int_a^b f(x)\ dx \lim_{n\to\infty}\int_a^b f_n(x)\ dx=\int_a^b f(x)\ dx
$$ $$
Proof: <details>
<summary>Proof of Arzela-Osgood Theorem (incomplete)</summary>
Define $\Gamma_{\alpha}=\{x:\forall m\in \mathbb{N} \textup{ and }\forall \delta>0, \exists n\geq m \textup{ s.t. } |y-x|<\delta \textup{ and } |f_n(y)-f_m(y)|>\alpha\}$. Define $\Gamma_{\alpha}=\{x:\forall m\in \mathbb{N} \textup{ and }\forall \delta>0, \exists n\geq m \textup{ s.t. } |y-x|<\delta \textup{ and } |f_n(y)-f_m(y)|>\alpha\}$.
@@ -105,3 +107,4 @@ _$\Gamma_{\alpha}$ is the negation of $(\alpha,\delta)$ definition of limit._
$\Gamma_{\alpha}$ is closed and nowhere dense. $\Gamma_{\alpha}$ is closed and nowhere dense.
Continue on next lecture. Continue on next lecture.
</details>

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@@ -20,7 +20,8 @@ $$
Fact: $\Gamma_{\alpha}$ is closed and nowhere dense. Fact: $\Gamma_{\alpha}$ is closed and nowhere dense.
Proof: <details>
<summary>Proof</summary>
Without loss of generality, we can assume $f=0$. Given any $\alpha > 0$, $\exists N$ such that Without loss of generality, we can assume $f=0$. Given any $\alpha > 0$, $\exists N$ such that
@@ -70,5 +71,5 @@ This implies $\ell(P_2)\leq \frac{\alpha}{4B}$.
Continue on Friday. Continue on Friday.
QED </details>

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@@ -2,7 +2,8 @@
## Continue on Arzela-Osgood Theorem ## Continue on Arzela-Osgood Theorem
Proof: <details>
<summary>Proof continuation of Arzela-Osgood Theorem</summary>
Part 2: Control the integral on $\mathcal{U}$ Part 2: Control the integral on $\mathcal{U}$
@@ -40,7 +41,7 @@ $$
$\forall N\geq K$. $\forall N\geq K$.
QED </details>
### Baire Category Theorem ### Baire Category Theorem
@@ -50,7 +51,8 @@ Nowhere dense sets can be large, but they canot cover an open (or closed) interv
An open interval cannot be covered by a countable union of nowhere dense sets. An open interval cannot be covered by a countable union of nowhere dense sets.
Proof: <details>
<summary>Proof</summary>
Suppose $(0,1)\subset \bigcup_{n=1}^\infty S_n$ where each $S_n$ is nowhere dense. In particular, $\exists I_1$ closed interval such that $I_1\subset (0,1)$ and $I_1\cap S_1=\emptyset$. Suppose $(0,1)\subset \bigcup_{n=1}^\infty S_n$ where each $S_n$ is nowhere dense. In particular, $\exists I_1$ closed interval such that $I_1\subset (0,1)$ and $I_1\cap S_1=\emptyset$.
@@ -62,7 +64,7 @@ Then $x\in (0,1)$ and $x\notin \bigcup_{n=1}^\infty S_n$.
Contradiction with the assumption that $(0,1)\subset \bigcup_{n=1}^\infty S_n$. Contradiction with the assumption that $(0,1)\subset \bigcup_{n=1}^\infty S_n$.
QED </details>
#### Definition First Category #### Definition First Category
@@ -72,13 +74,14 @@ A countable union of nowhere dense sets is called a set of **first category**.
Complement of a set of first category in $\mathbb{R}$ is dense in $\mathbb{R}$. Complement of a set of first category in $\mathbb{R}$ is dense in $\mathbb{R}$.
Proof: <details>
<summary>Proof</summary>
We need to show that for every interval $I$, $\exists x\in I\cap S^c$. ($\exists x\in I$ and $x\notin S$) We need to show that for every interval $I$, $\exists x\in I\cap S^c$. ($\exists x\in I$ and $x\notin S$)
This is equivalent to the Baire Category Theorem. This is equivalent to the Baire Category Theorem.
QED </details>
Recall a function is pointwise discontinuous if $\mathcal{C}=\{c\in [a,b]: f\text{ is continuous at } c\}$ is dense in $[a,b]$. Recall a function is pointwise discontinuous if $\mathcal{C}=\{c\in [a,b]: f\text{ is continuous at } c\}$ is dense in $[a,b]$.
@@ -88,7 +91,8 @@ $\mathcal{D}=[a,b]\setminus \mathcal{C}$ is called the set of points of disconti
$f$ is pointwise discontinuous if and only if $\mathcal{D}$ is of first category. $f$ is pointwise discontinuous if and only if $\mathcal{D}$ is of first category.
Proof: <details>
<summary>Proof</summary>
Part 1: If $\mathcal{D}$ is of first category, then $f$ is pointwise discontinuous. Part 1: If $\mathcal{D}$ is of first category, then $f$ is pointwise discontinuous.
@@ -104,13 +108,14 @@ Let $I\subseteq [a,b]$ so $\exists c\in \mathcal{C}\cap I$. So by definition of
Thus, $P_k$ is nowhere dense. Thus, $P_k$ is nowhere dense.
QED </details>
#### Corollary 4.10 #### Corollary 4.10
Let $\{f_n\}$ be a sequence of pointwise discontinuous functions. The set of points at which all $f_n$ are simultaneously continuous is dense (it's also uncountable). Let $\{f_n\}$ be a sequence of pointwise discontinuous functions. The set of points at which all $f_n$ are simultaneously continuous is dense (it's also uncountable).
Proof: <details>
<summary>Proof</summary>
$$ $$
\bigcap_{n=1}^\infty \mathcal{C}_n=\left(\bigcup_{n=1}^\infty \mathcal{D}_n\right)^c \bigcap_{n=1}^\infty \mathcal{C}_n=\left(\bigcup_{n=1}^\infty \mathcal{D}_n\right)^c
@@ -118,4 +123,4 @@ $$
The complement of a set of first category is dense. The complement of a set of first category is dense.
QED </details>

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@@ -110,7 +110,8 @@ $$
So $S$ is Jordan measurable if and only if $c_e(\partial S)=0$. So $S$ is Jordan measurable if and only if $c_e(\partial S)=0$.
Proof: <details>
<summary>Proof</summary>
Let $\epsilon > 0$, and $\{R_j\}_{j=1}^N$ be an open cover of $\partial S$. such that $\sum_{j=1}^N \text{vol}(R_j) < c_e(\partial S)+\frac{\epsilon}{2}$. Let $\epsilon > 0$, and $\{R_j\}_{j=1}^N$ be an open cover of $\partial S$. such that $\sum_{j=1}^N \text{vol}(R_j) < c_e(\partial S)+\frac{\epsilon}{2}$.
@@ -136,4 +137,4 @@ If $\eta$ is small enough (depends on $\delta$), then $\mathcal{C}_\eta=\{Q\in K
Suppose $\exists x\in S$ but not in $\mathcal{C}_\eta$. Then $x$ is closed to $\partial S$ so in some $Q_j$. (This proof is not rigorous, but you get the idea. Also not clear in book actually.) Suppose $\exists x\in S$ but not in $\mathcal{C}_\eta$. Then $x$ is closed to $\partial S$ so in some $Q_j$. (This proof is not rigorous, but you get the idea. Also not clear in book actually.)
EOP </details>

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@@ -14,7 +14,8 @@ $$
where $\partial S$ is the boundary of $S$ and $c_e(\partial S)=0$. where $\partial S$ is the boundary of $S$ and $c_e(\partial S)=0$.
Example: <details>
<summary>Examples for Jordan measurable</summary>
1. $S=\mathbb{Q}\cap [0,1]$ is not Jordan measurable. 1. $S=\mathbb{Q}\cap [0,1]$ is not Jordan measurable.
@@ -56,6 +57,8 @@ So $c_e(SVC(4))=\frac{1}{2}$.
> General formula for $c_e(SVC(n))=\frac{n-3}{n-2}$, and since $SVC(n)$ is nowhere dense, $c_i(SVC(n))=0$. > General formula for $c_e(SVC(n))=\frac{n-3}{n-2}$, and since $SVC(n)$ is nowhere dense, $c_i(SVC(n))=0$.
</details>
### Additivity of Content ### Additivity of Content
Recall that outer content is sub-additive. Let $S,T\subseteq \mathbb{R}^n$ be disjoint. Recall that outer content is sub-additive. Let $S,T\subseteq \mathbb{R}^n$ be disjoint.
@@ -80,7 +83,8 @@ $$
c(\bigcup_{i=1}^N S_i)=\sum_{i=1}^N c(S_i) c(\bigcup_{i=1}^N S_i)=\sum_{i=1}^N c(S_i)
$$ $$
Proof: <details>
<summary>Proof</summary>
$$ $$
\begin{aligned} \begin{aligned}
@@ -96,7 +100,7 @@ $$
c(\bigcup_{i=1}^N S_i)=\sum_{i=1}^N c(S_i) c(\bigcup_{i=1}^N S_i)=\sum_{i=1}^N c(S_i)
$$ $$
QED </details>
##### Failure for countable additivity for Jordan content ##### Failure for countable additivity for Jordan content

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@@ -48,7 +48,8 @@ The Borel sets are Borel measurable.
(proof in the following lectures) (proof in the following lectures)
Examples: <details>
<summary>Examples for Borel measurable</summary>
1. Let $S=\{x\in [0,1]: x\in \mathbb{Q}\}$ 1. Let $S=\{x\in [0,1]: x\in \mathbb{Q}\}$
@@ -62,6 +63,8 @@ Since $c_e(SVC(4))=\frac{1}{2}$ and $c_i(SVC(4))=0$, it is not Jordan measurable
$S$ is Borel measurable with $m(S)=\frac{1}{2}$. (use setminus and union to show) $S$ is Borel measurable with $m(S)=\frac{1}{2}$. (use setminus and union to show)
</details>
#### Proposition 5.3 #### Proposition 5.3
Let $\mathcal{B}$ be the Borel sets in $\mathbb{R}$. Then the cardinality of $\mathcal{B}$ is $2^{\aleph_0}=\mathfrak{c}$. But the cardinality of the set of Jordan measurable sets is $2^{\mathfrak{c}}$. Let $\mathcal{B}$ be the Borel sets in $\mathbb{R}$. Then the cardinality of $\mathcal{B}$ is $2^{\aleph_0}=\mathfrak{c}$. But the cardinality of the set of Jordan measurable sets is $2^{\mathfrak{c}}$.

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@@ -14,7 +14,7 @@ where $I_j$ is an open interval
1. $m_e(I)=\ell(I)$ 1. $m_e(I)=\ell(I)$
2. Countably sub-additive: $m_e\left(\bigcup_{n=1}^\infty S_n\right)\leq \sum_{n=1}^\infty m_e(S_n)$ (Prove today) 2. Countably sub-additive: $m_e\left(\bigcup_{n=1}^\infty S_n\right)\leq \sum_{n=1}^\infty m_e(S_n)$ (Prove today)
3. does not repect complementation (Build in to Borel measure) 3. does not respect complementation (Build in to Borel measure)
Why does Jordan content respect complementation? Why does Jordan content respect complementation?
@@ -64,7 +64,8 @@ $$
m_e\left(\bigcup_{n=1}^\infty S_n\right)\leq\sum_{n=1}^\infty m(S_n) m_e\left(\bigcup_{n=1}^\infty S_n\right)\leq\sum_{n=1}^\infty m(S_n)
$$ $$
Proof: <details>
<summary>Proof</summary>
Let $\epsilon>0$ and for each $j$, let $\{I_{i,j}\}_{i=1}^\infty$ be a cover of $S_j$ s.t. Let $\epsilon>0$ and for each $j$, let $\{I_{i,j}\}_{i=1}^\infty$ be a cover of $S_j$ s.t.
@@ -84,21 +85,22 @@ $$
m_e\left(\bigcup_{j=1}^\infty S_j\right)\leq\sum_{j=1}^\infty m_e(S_j)=\sum_{j=1}^\infty m(S_j) m_e\left(\bigcup_{j=1}^\infty S_j\right)\leq\sum_{j=1}^\infty m_e(S_j)=\sum_{j=1}^\infty m(S_j)
$$ $$
QED </details>
#### Corollary #### Corollary: inner measure is always less than or equal to outer measure
$$ $$
m_i(S)\leq m_e(S) m_i(S)\leq m_e(S)
$$ $$
Proof: <details>
<summary>Proof</summary>
$$ $$
m_i(S)=m(I)-m_e(I\setminus S)\leq m(I)-m_i(I\setminus S)=m_e(S) m_i(S)=m(I)-m_e(I\setminus S)\leq m(I)-m_i(I\setminus S)=m_e(S)
$$ $$
QED </details>
### Caratheodory's Criterion ### Caratheodory's Criterion
@@ -110,7 +112,8 @@ $$
m_e\left(S\cap \left(\bigcup_{j=1}^\infty I_j\right)\right)=m_e\left(\bigcup_{j=1}^\infty (S\cap I_j)\right)=\sum_{j=1}^\infty m_e(S\cap I_j) m_e\left(S\cap \left(\bigcup_{j=1}^\infty I_j\right)\right)=m_e\left(\bigcup_{j=1}^\infty (S\cap I_j)\right)=\sum_{j=1}^\infty m_e(S\cap I_j)
$$ $$
Proof: <details>
<summary>Proof</summary>
For each $j$, let $\{J_i\}_{i=1}^\infty$ be a cover of $S\cap \left(\bigcup_{j=1}^\infty I_j\right)$ such that $\sum_{i=1}^\infty \ell(J_i)<c_e(S\cap \left(\bigcup_{j=1}^\infty I_j\right))+\epsilon$. Since $\{I_j\}_{j=1}^\infty$ are pairwise disjoint, so is $\{J_i\cap I_j\}_{j=1}^\infty$ for each $i$. For each $j$, let $\{J_i\}_{i=1}^\infty$ be a cover of $S\cap \left(\bigcup_{j=1}^\infty I_j\right)$ such that $\sum_{i=1}^\infty \ell(J_i)<c_e(S\cap \left(\bigcup_{j=1}^\infty I_j\right))+\epsilon$. Since $\{I_j\}_{j=1}^\infty$ are pairwise disjoint, so is $\{J_i\cap I_j\}_{j=1}^\infty$ for each $i$.
@@ -132,7 +135,7 @@ $$
m_e\left(S\cap \left(\bigcup_{j=1}^\infty I_j\right)\right)\leq \sum_{j=1}^\infty m_e(S\cap I_j) m_e\left(S\cap \left(\bigcup_{j=1}^\infty I_j\right)\right)\leq \sum_{j=1}^\infty m_e(S\cap I_j)
$$ $$
QED </details>
#### Theorem 5.6 (Caratheodory's Criterion) #### Theorem 5.6 (Caratheodory's Criterion)

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@@ -31,7 +31,8 @@ $$
> $$m_e\left(S\cap \bigcup_{j=1}^{\infty} I_j\right) = \sum_{j=1}^{\infty} m_e(S\cap I_j)$$ > $$m_e\left(S\cap \bigcup_{j=1}^{\infty} I_j\right) = \sum_{j=1}^{\infty} m_e(S\cap I_j)$$
> Proved on Friday > Proved on Friday
Proof: <details>
<summary>Proof</summary>
$\implies$ If Lebesgue criterion holds for $S$, then for any $X$ of finite outer measure, $\implies$ If Lebesgue criterion holds for $S$, then for any $X$ of finite outer measure,
@@ -72,7 +73,7 @@ m_e(X)&\leq m_e(X\cap S)+m_e(S^c\cap X)\\
\end{aligned} \end{aligned}
$$ $$
QED </details>
### Revisit Borel's criterion ### Revisit Borel's criterion
@@ -88,7 +89,8 @@ $$
m_e(S)=\sum_{j=1}^{\infty} m_e(S_j) m_e(S)=\sum_{j=1}^{\infty} m_e(S_j)
$$ $$
Proof: <details>
<summary>Proof</summary>
First we prove $m_e(\bigcup_{j=1}^{\infty} S_j)=\sum_{j=1}^{\infty} m(S_j)$ by induction. First we prove $m_e(\bigcup_{j=1}^{\infty} S_j)=\sum_{j=1}^{\infty} m(S_j)$ by induction.
@@ -116,16 +118,17 @@ Therefore, $\sum_{j=1}^{\infty} m(S_j)\leq m_e(S)\leq \sum_{j=1}^{\infty} m(S_j)
So $S$ is measurable. So $S$ is measurable.
QED </details>
#### Proposition 5.9 (Preview) #### Proposition 5.9 (Preview)
Any finite union (and intersection) of measurable sets is measurable. Any finite union (and intersection) of measurable sets is measurable.
Proof: <details>
<summary>Proof</summary>
Let $S_1, S_2$ be measurable sets. Let $S_1, S_2$ be measurable sets.
We prove by verifying the Caratheodory's criteria for $S_1\cup S_2$. We prove by verifying the Caratheodory's criteria for $S_1\cup S_2$.
QED </details>

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@@ -34,7 +34,8 @@ Towards proving $\mathfrak{M}$ is closed under countable unions:
Any finite union/intersection of Lebesgue measurable sets is Lebesgue measurable. Any finite union/intersection of Lebesgue measurable sets is Lebesgue measurable.
Proof: <details>
<summary>Proof</summary>
Suppose $S_1, S_2$ is a measurable, and we need to show that $S_1\cup S_2$ is measurable. Given $X$, need to show that Suppose $S_1, S_2$ is a measurable, and we need to show that $S_1\cup S_2$ is measurable. Given $X$, need to show that
@@ -61,13 +62,14 @@ $$
by measurability of $S_1$ again. by measurability of $S_1$ again.
QED </details>
#### Theorem 5.10 (Countable union/intersection of Lebesgue measurable sets is Lebesgue measurable) #### Theorem 5.10 (Countable union/intersection of Lebesgue measurable sets is Lebesgue measurable)
Any countable union/intersection of Lebesgue measurable sets is Lebesgue measurable. Any countable union/intersection of Lebesgue measurable sets is Lebesgue measurable.
Proof: <details>
<summary>Proof</summary>
Let $\{S_j\}_{j=1}^{\infty}\subset\mathfrak{M}$. Definte $T_j=\bigcup_{k=1}^{j}S_k$ such that $T_{j-1}\subset T_j$ for all $j$. Let $\{S_j\}_{j=1}^{\infty}\subset\mathfrak{M}$. Definte $T_j=\bigcup_{k=1}^{j}S_k$ such that $T_{j-1}\subset T_j$ for all $j$.
@@ -109,7 +111,7 @@ Therefore, $m_e(X\cap S)=m_e(X)$.
Therefore, $S$ is measurable. Therefore, $S$ is measurable.
QED </details>
#### Corollary from the proof #### Corollary from the proof

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@@ -20,7 +20,8 @@ $$
m_i(S)=\sup_{K\text{ closed},K\subseteq S}m(K) m_i(S)=\sup_{K\text{ closed},K\subseteq S}m(K)
$$ $$
Proof: <details>
<summary>Proof</summary>
Inner regularity: Inner regularity:
@@ -34,7 +35,7 @@ $$
So $m_i(S)<m(K)+\epsilon$. Since $\epsilon$ is arbitrary, $m_i(S)\leq m_e(S)$. So $m_i(S)<m(K)+\epsilon$. Since $\epsilon$ is arbitrary, $m_i(S)\leq m_e(S)$.
QED </details>
We can approximate $m(S)$ from outside by open sets. If we are just concerned with "approximating" $m(S)$, we can use finite union of intervals. We can approximate $m(S)$ from outside by open sets. If we are just concerned with "approximating" $m(S)$, we can use finite union of intervals.
@@ -58,7 +59,8 @@ $$
where $U=\bigcup_{j =1}^n I_j$. where $U=\bigcup_{j =1}^n I_j$.
Proof: <details>
<summary>Proof</summary>
Let $\epsilon>0$ and $m(V)<m(S)+\frac{\epsilon}{2}$. Let $K\subseteq S$ be closed set such that $m(S)-\frac{\epsilon}{2}<m(K)$. $V$ is an open cover of closed and bounded set $K$. By Heine-Borel theorem, $K$ has a finite subcover. Let $I_1,I_2,\cdots,I_n$ be the open intervals in the subcover. Let $\epsilon>0$ and $m(V)<m(S)+\frac{\epsilon}{2}$. Let $K\subseteq S$ be closed set such that $m(S)-\frac{\epsilon}{2}<m(K)$. $V$ is an open cover of closed and bounded set $K$. By Heine-Borel theorem, $K$ has a finite subcover. Let $I_1,I_2,\cdots,I_n$ be the open intervals in the subcover.
@@ -68,7 +70,7 @@ $$
m(S\Delta U)=m(S\setminus U)+m(U\setminus S)\leq m(S\setminus K)+m(U\setminus S)<\epsilon m(S\Delta U)=m(S\setminus U)+m(U\setminus S)\leq m(S\setminus K)+m(U\setminus S)<\epsilon
$$ $$
QED </details>
Recall $\{T_j\}_{j=1}^\infty$ are disjoint measurable sets. Then $T=\bigcup_{j=1}^\infty T_j$ is measurable and Recall $\{T_j\}_{j=1}^\infty$ are disjoint measurable sets. Then $T=\bigcup_{j=1}^\infty T_j$ is measurable and

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@@ -23,17 +23,17 @@ Some properties
#### Definition 6.2 #### Definition 6.2
An inner product $<,>:V\times V\to \mathbb{F}$ An inner product $\langle,\rangle:V\times V\to \mathbb{F}$
Positivity: $<v,v>\geq 0$ Positivity: $\langle v,v\rangle\geq 0$
Definiteness: $<v,v>=0\iff v=0$ Definiteness: $\langle v,v\rangle=0\iff v=0$
Additivity: $<u+v,w>=<u,w>+<v,w>$ Additivity: $\langle u+v,w\rangle=\langle u,w\rangle+\langle v,w\rangle$
Homogeneity: $<\lambda u, v>=\lambda<u,v>$ Homogeneity: $\langle \lambda u, v\rangle=\lambda\langle u,v\rangle$
Conjugate symmetry: $<u,v>=\overline{<v,u>}$ Conjugate symmetry: $\langle u,v\rangle=\overline{\langle v,u\rangle}$
Note: the dot product on $\mathbb{R}^n$ satisfies these properties Note: the dot product on $\mathbb{R}^n$ satisfies these properties
@@ -43,39 +43,39 @@ $V=C^0([-1,-])$
$L_2$ - inner product. $L_2$ - inner product.
$<f,g>=\int^1_{-1} f\cdot g$ $\langle f,g\rangle=\int^1_{-1} f\cdot g$
$<f,f>=\int ^1_{-1}f^2\geq 0$ $\langle f,f\rangle=\int ^1_{-1}f^2\geq 0$
$<f+g,h>=<f,h>+<g,h>$ $\langle f+g,h\rangle=\langle f,h\rangle+\langle g,h\rangle$
$<\lambda f,g>=\lambda<f,g>$ $\langle \lambda f,g\rangle=\lambda\langle f,g\rangle$
$<f,g>=\int^1_{-1} f\cdot g=\int^1_{-1} g\cdot f=<g,f>$ $\langle f,g\rangle=\int^1_{-1} f\cdot g=\int^1_{-1} g\cdot f=\langle g,f\rangle$
The result is in real vector space so no conjugate... The result is in real vector space so no conjugate...
#### Theorem 6.6 #### Theorem 6.6
For $<,>$ an inner product For $\langle,\rangle$ an inner product
(a) Fix $V$, then the map given by $u\mapsto <u,v>$ is a linear map (Warning: if $\mathbb{F}=\mathbb{C}$, then $u\mapsto<u,v>$ is not linear). (a) Fix $V$, then the map given by $u\mapsto \langle u,v\rangle$ is a linear map (Warning: if $\mathbb{F}=\mathbb{C}$, then $u\mapsto\langle u,v\rangle$ is not linear).
(b,c) $<0,v>=<v,0>=0$ (b,c) $\langle 0,v\rangle=\langle v,0\rangle=0$
(d) $<u,v+w>=<u,v>+<u,w>$ (second terms are additive.) (d) $\langle u,v+w\rangle=\langle u,v\rangle+\langle u,w\rangle$ (second terms are additive.)
(e) $<u,\lambda v>=\bar{\lambda}<u,v>$ (e) $\langle u,\lambda v\rangle=\bar{\lambda}\langle u,v\rangle$
#### Definition 6.4 #### Definition 6.4
An **inner product space** is a pair of vector space and inner product on it. $(v,<,>)$. In practice, we will say "$V$ is an inner product space" and treat $V$ as the vector space. An **inner product space** is a pair of vector space and inner product on it. $(v,\langle,\rangle)$. In practice, we will say "$V$ is an inner product space" and treat $V$ as the vector space.
For the remainder of the chapter. $V,W$ are inner product vector spaces... For the remainder of the chapter. $V,W$ are inner product vector spaces...
#### Definition 6.7 #### Definition 6.7
For $v\in V$ the **norm of $V$** is given by $||v||:=\sqrt{<v,v>}$ For $v\in V$ the **norm of $V$** is given by $||v||:=\sqrt{\langle v,v\rangle}$
#### Theorem 6.9 #### Theorem 6.9
@@ -86,13 +86,13 @@ Suppose $v\in V$.
Proof: Proof:
$||\lambda v||^2=<\lambda v,\lambda v> =\lambda<v,\lambda v>=\lambda\bar{\lambda}<v,v>$ $||\lambda v||^2=\langle \lambda v,\lambda v\rangle =\lambda\langle v,\lambda v\rangle=\lambda\bar{\lambda}\langle v,v\rangle$
So $|\lambda|^2 <v,v>=|\lambda|^2||v||^2$, $||\lambda v||=|\lambda|\ ||v||$ So $|\lambda|^2 \langle v,v\rangle=|\lambda|^2||v||^2$, $||\lambda v||=|\lambda|\ ||v||$
#### Definition 6.10 #### Definition 6.10
$v,u\in V$ are **orthogonal** if $<v,u>=0$. $v,u\in V$ are **orthogonal** if $\langle v,u\rangle=0$.
#### Theorem 6.12 (Pythagorean Theorem) #### Theorem 6.12 (Pythagorean Theorem)
@@ -102,9 +102,9 @@ Proof:
$$ $$
\begin{aligned} \begin{aligned}
||u+v||^2&=<u+v,u+v>\\ ||u+v||^2&=\langle u+v,u+v\rangle\\
&=<u,u+v>+<v,u+v>\\ &=\langle u,u+v\rangle+\langle v,u+v\rangle\\
&=<u,u>+<u,v>+<v,u>+<v,v>\\ &=\langle u,u\rangle+\langle u,v\rangle+\langle v,u\rangle+\langle v,v\rangle\\
&=||u||^2+||v||^2 &=||u||^2+||v||^2
\end{aligned} \end{aligned}
$$ $$