Glossary

Key terms from the scenes, grouped by chapter. Each term links to the scene where it is introduced.

1. Foundations of Proof

proposition

A statement that is either true or false — proof is the art of combining propositions with connectives and tracking how the truth values are forced.

direct proof

A proof that takes the hypothesis as given and reaches the conclusion by a straight chain of justified steps — no detours.

proof by cases

Splitting the domain into cases that cover everything, and proving the claim in each case — together the cases cover the whole proof.

function composition

g∘fg \circ f — apply ff first, then gg to the result. Injectivity and surjectivity propagate through composition in provable ways.

quantifier

∀\forall (for all) and ∃\exists (there exists) — the symbols that pin down precisely how a statement ranges over its domain. Negation swaps the two.

contrapositive

The contrapositive of P⇒QP \Rightarrow Q is ¬Q⇒¬P\lnot Q \Rightarrow \lnot P — always equivalent to the original, so it can be proved in its place when the direct route stalls.

proof by contradiction

The method that assumes the negation of the conclusion and derives a contradiction — if assuming ¬P\lnot P yields a contradiction (⊥\bot), then PP holds.

biconditional

P  ⟺  QP \iff Q — an "if and only if" claim that is completed only by proving the two directions P⇒QP \Rightarrow Q and Q⇒PQ \Rightarrow P separately.

strong induction

Induction that assumes all of P(2),…,P(n−1)P(2), \dots, P(n-1) when proving P(n)P(n) — used when the step needs much smaller values, like the factors of nn.

equivalence relation

A relation that is reflexive, symmetric, and transitive — its equivalence classes partition the whole set without overlap.

2. Number Systems

mathematical induction

The proof principle getting P(n)P(n) for every natural nn from P(1)P(1) and P(k)⇒P(k+1)P(k) \Rightarrow P(k+1) — like dominoes falling in turn.

Peano axioms

The five axioms defining the naturals — existence of 11, the successor function, the induction axiom, and more. Addition and multiplication are defined recursively from them.

binomial coefficient

(nk)=n!k!(n−k)!\binom{n}{k} = \frac{n!}{k!(n-k)!} — the number of ways to choose kk from nn. Satisfies Pascal's identity (nk)+(nk−1)=(n+1k)\binom{n}{k}+\binom{n}{k-1}=\binom{n+1}{k}.

binomial theorem

(x+y)n=∑k=0n(nk)xn−kyk(x+y)^n = \sum_{k=0}^{n}\binom{n}{k}x^{n-k}y^k — proved by induction, with Pascal's identity as the inductive step.

integer

…,−2,−1,0,1,2,…\dots, -2, -1, 0, 1, 2, \dots — built as equivalence classes of natural pairs with (a,b)∼(c,d)  ⟺  a+d=b+c(a,b)\sim(c,d)\iff a+d=b+c (the number "a−ba-b").

rational number

ab\frac{a}{b} (b≠0b \ne 0) — built as equivalence classes of integer pairs with (a,b)∼(c,d)  ⟺  ad=bc(a,b)\sim(c,d)\iff ad=bc; they form a field.

equivalence class

The set of elements equivalent under an equivalence relation — the key technique for "building" the integers, rationals, and reals.

set

A collection of distinct objects. Every discussion in analysis begins with a set.

function

A rule assigning to each element of a domain exactly one element of a codomain.

infimum

The greatest of the lower bounds of a set, written inf⁡A\inf A.

n-th root

The x≥0x \ge 0 with xn=ax^n = a; its existence is guaranteed by sup⁡{x≥0:xn<a}\sup\{x \ge 0 : x^n < a\}.

axiom of choice

The axiom that a choice function exists for any collection of nonempty sets.

Zorn's lemma

If every chain has an upper bound, a maximal element exists. Equivalent to the axiom of choice.

Cantor's theorem

Every set is smaller than its power set: ∣X∣<∣P(X)∣|X| < |\mathcal{P}(X)|, proved by diagonalization.

countable set

A set that can be put in one-to-one correspondence with the natural numbers; the rationals are the classic example.

group

A set with one associative operation, an identity element, and inverses.

field

A set forming a group under each of addition and multiplication, with distributivity; the rationals and the reals are examples.

irrationality of √2

No rational p/qp/q satisfies (p/q)2=2(p/q)^2 = 2 — proved by infinite descent on lowest terms, exposing a "hole" in the rational line.

density of the rationals

Between any reals x<yx < y lies a rational — take n>1/(y−x)n > 1/(y-x) and m=⌊nx⌋+1m = \lfloor nx \rfloor + 1, then x<m/n<yx < m/n < y.

complex number

A number of the form z=a+biz = a + bi with a,b∈Ra, b \in \mathbb{R} and i2=−1i^2 = -1 — the same object as the plane point (a,b)(a, b).

modulus

The modulus ∣z∣=a2+b2|z| = \sqrt{a^2 + b^2} of z=a+biz = a + bi — the distance from the origin to the point zz, satisfying the triangle inequality ∣z+w∣≤∣z∣+∣w∣|z + w| \le |z| + |w|.

conjugate

The conjugate of z=a+biz = a + bi is zˉ=a−bi\bar{z} = a - bi — reflection across the real axis, satisfying zzˉ=∣z∣2z\bar{z} = |z|^2.

3. Sequences

limit of a sequence

xn→Lx_n \to L when for every ε>0\varepsilon > 0 there is NN with ∣xn−L∣<ε|x_n - L| < \varepsilon for all n>Nn > N.

norm

The "length" ∥x∥\|x\| of a vector; the metric is d(x,y)=∥x−y∥d(x,y) = \|x - y\|.

\ell^p space

The space of sequences with finite pp-th power sum; ℓ1⊂ℓ2⊂ℓ∞\ell^1 \subset \ell^2 \subset \ell^\infty.

Cauchy–Schwarz inequality

∣⟨x,y⟩∣≤∥x∥ ∥y∥|\langle x,y\rangle| \le \|x\|\,\|y\| — the inner product never exceeds the product of the norms; equality holds exactly for parallel vectors.

irrational number

A real number that is not rational; 2\sqrt{2} is the classic example.

limit superior

The value the tail suprema \\\sup_{n \\ge N} a_n\ settle to as \N \\to \\infty\ — the largest cluster point of the sequence.

limit inferior

The value the tail infima \\\inf_{n \\ge N} a_n\ settle to as \N \\to \\infty\ — the smallest cluster point of the sequence.

Stolz–Cesàro theorem

The sequence l'Hôpital: if (bn)(b_n) is strictly increasing and unbounded and the difference ratio an+1−anbn+1−bn\frac{a_{n+1}-a_n}{b_{n+1}-b_n} tends to LL, so does anbn\frac{a_n}{b_n}.

double limit

The Pringsheim limit: am,n→La_{m,n} \to L when for every ε>0\varepsilon > 0 there is NN with ∣am,n−L∣<ε|a_{m,n} - L| < \varepsilon whenever m,n>Nm, n > N. Both indices grow together.

iterated limit

A limit taken in one index first and the other second, lim⁡mlim⁡nam,n\lim_m \lim_n a_{m,n} or lim⁡nlim⁡mam,n\lim_n \lim_m a_{m,n}. Swapping the order can change the value, or one side may fail to exist.

standard limits

If ∣x∣<1|x| < 1 then xn→0x^n \to 0; if x>1x > 1 then x1/n→1x^{1/n} \to 1 — the basic fates of powers and roots.

Hölder's inequality

∑∣akbk∣≤∥a∥p∥b∥q\sum|a_kb_k| \le \|a\|_p\|b\|_q (1p+1q=1\frac1p+\frac1q=1) — Cauchy–Schwarz is p=q=2p=q=2.

parallelogram law

∥x+y∥2+∥x−y∥2=2∥x∥2+2∥y∥2\|x+y\|^2 + \|x-y\|^2 = 2\|x\|^2 + 2\|y\|^2 — the identity every inner-product norm satisfies. A norm that violates it is induced by no inner product.

polarization identity

In the real case, ⟨x,y⟩=∥x+y∥2−∥x−y∥24\langle x, y \rangle = \frac{\|x+y\|^2 - \|x-y\|^2}{4} — the formula that reads the inner product back off the norm alone. The norm completely determines the inner product.

Jordan–von Neumann theorem

The theorem that a norm is induced by an inner product — the one given by the polarization identity — if and only if it satisfies the parallelogram law.

4. Continuity

epsilon-delta argument

The rigorous definition of a function limit: for every error ε\varepsilon there is a tolerance δ\delta.

discontinuities of a monotone function

Every discontinuity of a monotone function is a jump; only finitely many jumps exceed 1/n1/n, so the discontinuities are at most countable.

uniform continuity

Continuity with a single δ\delta working across the whole domain; 1/x1/x is continuous but not uniformly continuous on (0,1](0,1].

uniform convergence

Convergence of a sequence of functions with one NN working for all xx; it preserves continuity of the limit.

pointwise convergence

Convergence at each point separately; the limit may be discontinuous.

equivalent formulations of continuity

The ε\varepsilon-δ\delta definition, sequential preservation, and open preimages of open sets — three lenses on the same continuity.

Thomae's function

f(p/q)=1/qf(p/q) = 1/q (reduced), f(x)=0f(x) = 0 (irrational) — the popcorn function, continuous at every irrational and discontinuous at every rational.

5. Topology

open set

A set in which every point is an interior point; it contains none of its boundary.

compact set

A closed and bounded set (Heine–Borel in R\mathbb{R}); every sequence has a subsequence converging inside the set.

Heine–Borel theorem

A set of reals is compact if and only if it is closed and bounded.

metric space

A set equipped with a distance d(x,y)d(x,y) between points.

metric

A distance function satisfying symmetry, non-negativity, and the triangle inequality.

meagre set (first category)

A countable union of nowhere dense sets — by the Baire Category Theorem, a complete metric space cannot be meagre in itself.

Baire space

A topological space in which every countable intersection of dense open sets is dense — complete metric spaces and locally compact Hausdorff spaces are the key examples.

Baire class 1 function

A function expressible as the pointwise limit of a sequence of continuous functions — Thomae's function is the poster child; its continuity points always contain a dense GδG_\delta.

oscillation (of a function)

At xx, ωf(x)=inf⁡{diam f(U):U a neighborhood of x}\omega_f(x) = \inf\{\mathrm{diam}\,f(U) : U \text{ a neighborhood of } x\} measures local spread; ωf(x)=0\omega_f(x) = 0 iff ff is continuous at xx.

fat Cantor set

A Cantor-type set built by removing only length 4−n4^{-n} at each stage — compact, nowhere dense and perfect, yet keeping measure 12\frac12. Also called the Smith–Volterra–Cantor set.

Cantor function

The continuous nondecreasing function that climbs only on the Cantor set — constant on every complementary interval, so f′=0f'=0 on a set of total length 11.

devil's staircase

Nickname for the Cantor function — infinitely many flat steps, yet it climbs from 0 to 1.

absolutely continuous

The class of functions for which the FTC holds — guaranteeing f(b)−f(a)=∫abf′f(b)-f(a) = \int_a^b f'. The Cantor function is continuous but not absolutely continuous.

clopen set

A set that is both open and closed. In R\mathbb{R} only ∅\varnothing and R\mathbb{R} qualify, but subspaces admit nontrivial examples.

topologist's sine curve

The closure of {(x,sin⁡(1/x)):x>0}\{(x, \sin(1/x)) : x > 0\} — the canonical example of a connected but not path-connected curve.

Peano curve

A continuous surjection [0,1]→[0,1]2[0,1] \to [0,1]^2 — a space-filling curve. Injectivity is impossible.

connected set

A set that cannot be split into two disjoint nonempty open sets. [0,1][0,1] is the prototype; Q\mathbb{Q} fails completely.

separation

A decomposition X=U∪VX = U \cup V with U,VU, V open in XX, disjoint, and both nonempty. If a separation exists, XX is disconnected.

totally disconnected

A space in which every subset with at least two points is disconnected — the only connected subsets are singletons and ∅\emptyset. Q\mathbb{Q} is the classic example: an irrational cut always slips between two rationals.

6. Approximation

equicontinuous

A family F\mathcal{F} of functions that is continuous with "the same δ\delta" at every point — for each ε>0\varepsilon > 0 there is δ>0\delta > 0 working for all f∈Ff \in \mathcal{F}. The key hypothesis of the Arzelà–Ascoli theorem.

relatively compact

A set whose closure is compact — every sequence hides a convergent subsequence. In C(K)C(K) this is equivalent to uniform boundedness + equicontinuity (Arzelà–Ascoli).

Bernstein polynomial

Bn(f)(x)=∑k=0nf(k/n)(nk)xk(1−x)n−kB_n(f)(x) = \sum_{k=0}^{n} f(k/n)\binom{n}{k}x^k(1-x)^{n-k}; used in the constructive proof of the approximation theorem.

separating points

The property that for any two distinct points x≠yx \ne y there is a function uu in the algebra A\mathcal{A} with u(x)≠u(y)u(x) \ne u(y). One of the key hypotheses of the Stone–Weierstrass theorem.

subalgebra

A set of functions closed under linear combinations and products. Trigonometric polynomials form a subalgebra via product-to-sum identities (e.g. cos⁡Acos⁡B=12(cos⁡(A−B)+cos⁡(A+B))\cos A \cos B = \tfrac12(\cos(A-B)+\cos(A+B))), and by the Stone–Weierstrass theorem it is uniformly dense in C(S1)C(S^1).

Müntz–Szász theorem

For 0<λ1<λ2<⋯0 < \lambda_1 < \lambda_2 < \cdots, span⁡{1,xλ1,xλ2,…}\operatorname{span}\{1, x^{\lambda_1}, x^{\lambda_2}, \ldots\} is dense in C[0,1]C[0,1] if and only if ∑1λn=∞\sum \frac{1}{\lambda_n} = \infty.

7. Series

Euler–Mascheroni constant

γ=lim⁡n→∞(Hn−ln⁡n)≈0.5772\gamma = \lim_{n\to\infty}(H_n - \ln n) \approx 0.5772 — the value the gap between harmonic numbers and the logarithm settles at.

harmonic number

Hn=1+12+⋯+1nH_n = 1 + \frac12 + \cdots + \frac1n — the partial sums of the harmonic series.

Basel problem

The problem of showing ∑1/n2=π2/6\sum 1/n^2 = \pi^2/6.

Euler product

For s>1s > 1, ζ(s)=∏p(1−p−s)−1\zeta(s) = \prod_p (1-p^{-s})^{-1} — sieving out composite terms leaves only the product over primes.

alternating series

A series with alternating signs; it converges if its terms decrease monotonically to 0 (Leibniz test).

integral test

For a decreasing positive function, the series and the improper integral converge or diverge together.

double series

A series with terms on the grid ((m,n)); with absolute convergence, rows-first and columns-first sums agree.

Raabe's test

L=lim⁡n(an/an+1−1)L = \lim n(a_n/a_{n+1} - 1): converges if L>1L > 1, diverges if L<1L < 1. The test to reach for when the ratio drifts to 1 and the ratio test goes silent.

Kummer's test

With Kn=pnan/an+1−pn+1K_n = p_n a_n/a_{n+1} - p_{n+1}: convergence if KnK_n stays positive, divergence if Kn≤0K_n \le 0 and ∑1/pn\sum 1/p_n diverges. pn=1p_n = 1 gives the ratio test, pn=np_n = n gives Raabe's.

Gauss's test

If an/an+1=1+h/n+O(1/nr)a_n/a_{n+1} = 1 + h/n + O(1/n^r) (r>1)(r > 1): converges for h>1h > 1, diverges for h<1h < 1 — a corollary of Kummer's test.

Cauchy condensation test

For decreasing an≥0a_n \ge 0, ∑an\sum a_n and ∑2na2n\sum 2^n a_{2^n} share convergence.

telescoping series

A series whose neighboring terms cancel, leaving a simple partial sum.

Wallis product

An infinite product representation of π/2\pi/2.

Stirling's approximation

The asymptotic n!≈2πn (n/e)nn! \approx \sqrt{2\pi n}\,(n/e)^n.

Grandi series

1−1+1−1+⋯1-1+1-1+\cdots; divergent in the usual sense.

Cesàro sum

The limit of the averaged partial sums; the Grandi series sums to 1/21/2 this way.

Dirichlet's test

If the partial sums of \(a_n)\ are bounded and \(b_n)\ decreases to 0, then \\\sum a_n b_n\ converges.

Abel's test

If ∑an\sum a_n converges and (bn)(b_n) is monotone and bounded, then ∑anbn\sum a_n b_n converges. Unlike Dirichlet's test, (bn)(b_n) need not tend to 0.

summation by parts

∑k=mnakbk=Anbn+1−Am−1bm+∑k=mnAk(bk−bk+1)\sum_{k=m}^{n} a_k b_k = A_n b_{n+1} - A_{m-1} b_m + \sum_{k=m}^{n} A_k (b_k - b_{k+1}) — the discrete integration by parts; the engine behind Abel's test.

8. Power Series

Hadamard gap

A sparse layout of exponents in ∑akznk\sum a_k z^{n_k} with nk+1/nk≥q>1n_{k+1}/n_k \ge q > 1 — e.g. nk=2kn_k = 2^k (ratio exactly 2). With radius 1, the whole unit circle becomes a natural boundary.

natural boundary

A curve past no point of which a holomorphic function can be analytically continued — for ∑z2k\sum z^{2^k} the unit circle ∣z∣=1|z| = 1 is exactly that, by the Hadamard gap theorem.

Abel's theorem

If ∑an→S\sum a_n \to S then lim⁡x→1−∑anxn=S\lim_{x\to 1^{-}}\sum a_n x^n = S — the boundary value of the power series recovers the ordinary sum.

Abel sum

The value of lim⁡x→1−∑anxn\lim_{x\to 1^{-}}\sum a_n x^n when it exists. Assigns values to divergent series, but is never "the sum" — the Abel sum of Grandi's series is 1/21/2.

Tauberian theorem

A theorem recovering ordinary convergence from a weaker summability method (like Abel summation) under an extra condition on the terms, e.g. an=o(1/n)a_n = o(1/n) — Tauber's theorem is the prototype.

the constant e

The base of the natural logarithm: lim⁡(1+1/n)n=∑1/n!\lim (1+1/n)^n = \sum 1/n!.

Riemann zeta function

ζ(s)=∑1/ns\zeta(s) = \sum 1/n^s; the Basel problem is ζ(2)=π2/6\zeta(2) = \pi^2/6.

rearrangement theorem

Absolutely convergent series keep their sum under reordering; conditionally convergent ones need not.

absolute convergence

Convergence of ∑∣an∣\sum |a_n|; it implies convergence.

Riemann's rearrangement theorem

A conditionally convergent real series can be rearranged to converge to any real number (or ±∞\pm\infty) — because its positive and negative parts each diverge.

Cauchy product

The product of two series (∑an)(∑bn)=∑cn(\sum a_n)(\sum b_n) = \sum c_n with cn=∑k=0nakbn−kc_n = \sum_{k=0}^{n} a_k b_{n-k} — diagonal sums.

Mertens' theorem

If one series converges absolutely and the other converges, their Cauchy product converges to the product of the sums.

9. Series of Functions & Fourier

Weierstrass M-test

If \|f_n(x)| \\le M_n\ for all \x\ and \\\sum M_n\ converges, then \\\sum f_n\ converges uniformly.

Dini's theorem

On a compact set, a monotone sequence of continuous functions converging pointwise to a continuous limit converges uniformly.

Fejér kernel

KN(t)=1N(sin⁡(Nt/2)sin⁡(t/2))2K_N(t) = \frac1N\left(\frac{\sin(Nt/2)}{\sin(t/2)}\right)^2 — a nonnegative trigonometric polynomial of mean 1 that turns Cesàro means of Fourier sums into a convolution.

Cesàro mean

The average of partial sums σN=S0+⋯+SN−1N\sigma_N = \frac{S_0+\cdots+S_{N-1}}{N} — it can sum divergent series, and for Fourier series it smooths out the ringing (Fejér's theorem).

Gibbs phenomenon

Fourier partial sums overshoot by about 8.95% of the jump near a discontinuity — raising NN narrows the bump but never removes it.

C_b(X) space

The bounded continuous functions on XX with the sup norm ∥f∥∞=sup⁡X∣f∣\|f\|_\infty = \sup_X |f|. It is complete.

C_0(X) space

The continuous functions vanishing at infinity: for every ε>0\varepsilon > 0, ∣f∣<ε|f| < \varepsilon outside some compact set. A closed subspace of CbC_b, hence complete.

C_c(X) space

The continuous functions with compact support. Dense in C0C_0 but neither complete nor closed: Cc‾=C0\overline{C_c} = C_0.

Wilbraham–Gibbs constant

The limiting Gibbs overshoot 2πSi(π)−1≈0.17898\frac{2}{\pi}\mathrm{Si}(\pi) - 1 \approx 0.17898 — about 8.949% of the jump. Si\mathrm{Si} is the sine integral.

Riemann–Lebesgue lemma

Fourier coefficients of an integrable function tend to 0 — rapid oscillation averages every bump away.

Parseval's identity

1π∫∣f∣2=a022+∑(an2+bn2)\frac1\pi\int |f|^2 = \frac{a_0^2}{2} + \sum(a_n^2+b_n^2) — conservation of energy.

10. Differentiation

mean value theorem

If ff is continuous on [a,b][a,b] and differentiable on (a,b)(a,b), some cc satisfies f′(c)=(f(b)−f(a))/(b−a)f'(c) = (f(b)-f(a))/(b-a).

inverse function theorem

If f′(a)≠0f'(a) \ne 0, ff has a local inverse near aa with (f−1)′(f(a))=1/f′(a)(f^{-1})'(f(a)) = 1/f'(a).

L'Hôpital's rule

A 0/00/0 or ∞/∞\infty/\infty limit equals the limit of the differentiated numerator over denominator.

Darboux's theorem

A derivative has the intermediate value property even when discontinuous — if f′(a)<c<f′(b)f'(a) < c < f'(b) then some ξ∈(a,b)\xi \in (a,b) has f′(ξ)=cf'(\xi) = c.

Darboux property

The intermediate value property without continuity — derivatives are the canonical examples.

Fermat's interior-extremum lemma

An interior local max/min where ff is differentiable forces f′(c)=0f'(c) = 0. Used to prove Darboux's theorem.

Heaviside step function

0 for x<0x < 0, 1 for x≥0x \ge 0. Its jump discontinuity means it can never be anyone's derivative.

jump discontinuity

Left and right limits both exist but differ. Impossible in a derivative.

Weierstrass function

Continuous everywhere but differentiable nowhere — ∑ancos⁡(bnπx)\sum a^n\cos(b^n\pi x). Shows a uniform limit of smooth functions need not be differentiable.

convex function

A function whose chords lie above its graph: f(tx+(1−t)y)≤tf(x)+(1−t)f(y)f(tx+(1-t)y) \le tf(x)+(1-t)f(y).

Jensen's inequality

For convex ff: ff of the average ≤\le the average of ff.

Newton's method

The iteration xn+1=xn−f(xn)/f′(xn)x_{n+1} = x_n - f(x_n)/f'(x_n) for finding roots.

Banach fixed-point theorem

A contraction on a complete metric space has a unique fixed point.

derivative and monotonicity

f′≥0f' \ge 0 makes ff increasing, f′>0f' > 0 strictly increasing (by MVT) — the sign of the derivative decides rise and fall.

discontinuous derivative

x2sin⁡(1/x)x^2\sin(1/x) is differentiable everywhere, yet its derivative is discontinuous at 00 — differentiable does not imply continuously differentiable.

11. Integration

gamma function

Γ(x)=∫0∞tx−1e−t dt\Gamma(x) = \int_0^\infty t^{x-1}e^{-t}\,dt; the continuous extension of the factorial (Γ(n+1)=n!\Gamma(n+1) = n!).

beta function

B(p,q)=∫01tp−1(1−t)q−1 dtB(p,q) = \int_0^1 t^{p-1}(1-t)^{q-1}\,dt (p,q>0)(p, q > 0). Linked to the gamma function by B(p,q)=Γ(p)Γ(q)/Γ(p+q)B(p,q) = \Gamma(p)\Gamma(q)/\Gamma(p+q).

log-convex

The property that ln⁡f\ln f is convex. Together with f(1)=1f(1) = 1 and f(x+1)=x f(x)f(x+1) = x\,f(x), it characterizes Γ\Gamma uniquely (Bohr–Mollerup theorem).

improper integral

An integral over an unbounded interval or of an unbounded function, defined as a limit.

Volterra function

Differentiable everywhere with a bounded derivative, yet the derivative is not Riemann integrable — built by stacking (x−a)2(b−x)2sin⁡1x−a(x-a)^2(b-x)^2\sin\frac{1}{x-a}-type bumps over a fat Cantor set.

integration by parts

∫u dv=[uv]−∫v du\int u\,dv = [uv] - \int v\,du: the product rule, integrated.

change of variables

With u=φ(x)u = \varphi(x), ∫abf(φ)φ′=∫φ(a)φ(b)f\int_a^b f(\varphi)\varphi' = \int_{\varphi(a)}^{\varphi(b)} f: the limits follow the substitution.

bounded variation

The sum ∑∣f(xi)−f(xi−1)∣\sum \lvert f(x_i) - f(x_{i-1})\rvert stays under a finite ceiling as partitions refine. Every monotone function has bounded variation.

Jordan decomposition

Writing a BV function ff as the difference f=g−hf = g - h of two increasing functions g,hg, h — always possible with g(x)=Vax(f)g(x) = V_a^x(f) (the variation function) and h=g−fh = g - f.

variation function

g(x)=Vax(f)g(x) = V_a^x(f): the total variation of ff over [a,x][a, x]. For a BV ff it is increasing, and h=g−fh = g - f is increasing too — giving the Jordan decomposition f=g−hf = g - h.

measure zero

A set coverable by intervals of arbitrarily small total length.

absolute continuity

The property that for every ε>0\varepsilon > 0 there is δ>0\delta > 0 with ∑∣F(bi)−F(ai)∣<ε\sum |F(b_i) - F(a_i)| < \varepsilon whenever ∑(bi−ai)<δ\sum (b_i - a_i) < \delta — the "absolute" strengthening of uniform continuity. Exactly the indefinite integrals of L1L^1 functions.

Dirichlet function

1 on rationals, 0 on irrationals — every upper sum is 1 and every lower sum 0, so it is not Riemann integrable.

Riemann–Stieltjes integral

∫abf dα=lim⁡∑f(ξi) Δαi\int_a^b f\,d\alpha = \lim \sum f(\xi_i)\,\Delta\alpha_i — reduces to the Riemann integral for α(x)=x\alpha(x) = x; a jump lets one point's value dominate.

Lebesgue convergence theorems

Monotone convergence, Fatou, dominated convergence — three conditions for ∫lim⁡fn=lim⁡∫fn\int \lim f_n = \lim \int f_n. Escaping mass breaks them.

Fubini–Tonelli theorem

For nonnegative (Tonelli) or integrable (Fubini) functions, iterated integrals agree in either order.

Egorov's theorem

On finite measure, a.e. convergence is uniform after removing a set of arbitrarily small measure.

Borel–Cantelli lemmas

If ∑m(En)<∞\sum m(E_n) < \infty, the limsup set has measure 0; with independence the converse holds.

Gabriel's horn

The solid of revolution of y=1/xy = 1/x (x≥1x \ge 1) — finite volume π\pi, infinite surface area. The painter's paradox.

Vitali set

A choice-set of representatives of R/Q\mathbb{R}/\mathbb{Q} via the axiom of choice — not Lebesgue measurable.

differentiation under the integral sign

ddx∫abf(x,t) dt=∫ab∂f∂x(x,t) dt\frac{d}{dx}\int_a^b f(x,t)\,dt = \int_a^b \frac{\partial f}{\partial x}(x,t)\,dt — holds when ∂f∂x\frac{\partial f}{\partial x} is continuous. Also called Leibniz's rule.

Minkowski's inequality

The LpL^p triangle inequality ∥f+g∥p≤∥f∥p+∥g∥p\|f+g\|_p \le \|f\|_p + \|g\|_p (p≥1p \ge 1) — derived from Hölder's inequality.

rectifiable curve

A curve whose polygonal lengths have a finite supremum, sup⁡P∑i∣γ(ti)−γ(ti−1)∣\sup_P \sum_i |\gamma(t_i) - \gamma(t_{i-1})| — that supremum is its length. Continuity alone is not enough: the graph of xsin⁡(1/x)x\sin(1/x) has infinite length.

arc length

The length L=sup⁡P∑i∣γ(ti)−γ(ti−1)∣L = \sup_P \sum_i |\gamma(t_i) - \gamma(t_{i-1})| of a curve γ\gamma. When γ\gamma is C1C^1, this equals L=∫ab∣γ′(t)∣ dtL = \int_a^b |\gamma'(t)|\,dt.

polygonal approximation

The broken line joining the curve's values at partition points, and its length L(P)=∑i∣γ(ti)−γ(ti−1)∣L(P) = \sum_i |\gamma(t_i) - \gamma(t_{i-1})| — refinement never shortens it, by the triangle inequality.

convolution

(f∗g)(x)=∫f(t) g(x−t) dt(f * g)(x) = \int f(t)\, g(x - t)\, dt — flip one function, slide it, and take the weighted overlap with the other; the operation commutes.

approximate identity

A family φε\varphi_{\varepsilon} of kernels of mass 11 concentrating near the origin — (f∗φε)(x)→f(x)(f * \varphi_{\varepsilon})(x) \to f(x) at continuity points, so convolution approaches the identity operation.

support

The support supp⁡f\operatorname{supp} f of a function ff is the closure of {x:f(x)≠0}\{x : f(x) \ne 0\} — the region where ff is nonzero, closed up.