Glossary of real and complex analysis

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This is a glossary of concepts and results in real analysis and complex analysis in mathematics. In particular, it includes those in measure theory (as there is no glossary for measure theory in Wikipedia right now). Also, the topics in algebraic analysis are included.

See also: list of real analysis topics, list of complex analysis topics and glossary of functional analysis.

A

Abel
1.  Abel sum
2.  Abel integral
absolute
absolute convergence
accumulation
An accumulation point can mean either a limit point or a cluster point.
analytic capacity
analytic capacity.
analytic continuation
An analytic continuation of a holomorphic function is a unique holomorphic extension of the function (on a connected open subset of ).
archimedean
The archimedean property of real numbers says: given two real numbers x,y, if x>0, then there exists an integer n>0 such that nx>y.
argument principle
argument principle
Ascoli
Ascoli's theorem says that an equicontinous bounded sequence of functions on a compact subset of n has a convergent subsequence with respect to the sup norm.

B

Bargmann
Bargmann transform
Berezin
Berezin integral
Bolzano
The Bolzano-Weierstrass theorem says a bounded sequence in n has a convergent subsequence. Today it is subsumed in the statement that a subset of a metric space is compact if and only if it is sequentially compact (i.e., every sequence has a convergent subsequence) and the Heine–Borel theorem.
Borel
1.  A Borel measure is a measure whose domain is the Borel σ-algebra.
2.  The Borel σ-algebra on a topological space is the smallest σ-algebra containing all open sets.
3.  Borel's lemma says that a given formal power series, there is a smooth function whose Taylor series coincides with the given series.
bounded
A subset A of a metric space (X,d) is bounded if there is some C>0 such that d(a,b)<C for all a,bA.
bump
A bump function is a nonzero compactly-supported smooth function, usually constructed using the exponential function.
BV
A BV-function or a bounded variation is a function with bounded total variation.

C

Calderón
Calderón–Zygmund lemma
Cantor
Cantor set.
capacity
Capacity of a set is a notion in potential theory.
Carathéodory
1.  Carathéodory's extension theorem
2.  Caratheodory's criterion states a sufficient condition for Borel sets to be measurable.
Cartan
Cartan's theorems A and B.
Cartwright
Cartwright's theorem gives a bounded for a p-valent entire function.
Cauchy
1.  The Cauchy–Riemann equations are a system of differential equations such that a function satisfying it (in the distribution sense) is a holomorphic function.
2.  Cauchy integral formula.
3.  Cauchy residue theorem.
4.  Cauchy's estimate.
5.  The Cauchy principal value is, when possible, a number assigned to a function when the function is not integrable.
6.  On a metric space, a sequence xn is called a Cauchy sequence if d(xn,xm)0; i.e., for each ϵ>0, there is an N>0 such that d(xn,xm)<ϵ for all n,mN.
Cesàro
Cesàro summation is one way to compute a divergent series.
Clarke generalized derivative
Clarke generalized derivative.
cluster
1.  A cluster point of a net xα (or a sequence) is a point in α{xββα}. The notion gives a convenient criterion for compactness: a space (resp. a metric space) is compact if and only if each net (resp. sequence) has a cluster point.
2.  For a first countable space, a point is a cluster point of a sequence xi if and only if there is a subsequence converging to that point.
complex
1.  A complex number is an element in =[x]/(x2+1), the quotient ring of a polynomial ring, where the image of the indeterminate x is denoted by i. As a set, can be identified with 2 and that gives a topology on it.
2.  complex logarithm.
continuous
A function f:XY between metric spaces (X,dX) and (Y,dY) is continuous if for any convergent sequence xnx in X, we have f(xn)f(x) in Y.
contour
The contour integral of a measurable function f over a piece-wise smooth curve γ:[0,1] is γfdz:=01γ*(fdz).
converge
1.  A sequence xn in a topological space is said to converge to a point x if for each open neighborhood U of x, the set {nxn∉U} is finite.
2.  A sequence xn in a metric space is said to converge to a point x if for all ϵ>0, there exists an N>0 such that for all n>N, we have d(xn,x)<ϵ.
3.  A series x1+x2+ on a normed space (e.g., n) is said to converge if the sequence of the partial sums sn:=1nxj converges.
convolution
The convolution f*g of two functions on a convex set is given by
(f*g)(x)=f(yx)g(y)dy,
provided the integration converges.
Cousin
Cousin problems.
critical
critical point.
cutoff
For sets FU, F closed, U open, a cutoff function is a function that is 1 on F and has support contained in U. It’s usually required to be continuous or smooth.

D

Dedekind
A Dedekind cut is one definition of a real number. By definition, it is a nonempty proper lower subset α of that has no maximal element, where lower means it contains {qq<p} for each p in α. For example, 2={pp<0 or p2<2}.
derivative
Given a map f:EF between normed spaces, the derivative of f at a point x is a (unique) linear map T:EF such that limh0f(x+h)f(x)Th/h=0.
differentiable
A map between normed space is differentiable at a point x if the derivative at x exists.
differentiation
Lebesgue's differentiation theorem says: f(x)=limr01vol(B(x,r))B(x,r)fdμ for almost all x.
Dini
Dini's theorem.
Dirac
1.  The Dirac delta function δ0 on n is a distribution (so not exactly a function) given as δ0,φ=φ(0).
2.  A Dirac sequence.[1]
distribution
A distribution is a type of a generalized function; precisely, it is a continuous linear functional on the space of test functions.
divergent
A divergent series is a series whose partial sum does not converge. For example, 11n is divergent.
division conjecture
The division conjecture of L. Schwartz (now a theorem) says a distribution divided by a real analytic function is again a distribution.
dominated
Lebesgue's dominated convergence theorem says fndμ converges to fdμ if fn is a sequence of measurable functions such that fn converges to f pointwise and |fn|g for some integrable function g.

E

e
Euler's number. One definition is through the series representation of the exponential function; namely, e=11n!.
edge
Edge-of-the-wedge theorem.
Egoroff
Egoroff's theorem.
entire
An entire function is a holomorphic function whose domain is the entire complex plane.
equicontinuous
A set S of maps between fixed metric spaces is said to be equicontinuous if for each ϵ>0, there exists a δ>0 such that supfSd(f(x),f(y))<ϵ for all x,y with d(x,y)<δ. A map f is uniformly continuous if and only if {f} is equicontinuous.
exponential
The exponential function is the function zez on the complex plane, where e is Euler's number. If the number e is defined through the exponential function, then the exponential function is defined more directly as: z1znn!.

F

Fatou
Fatou's lemma
finite interesection property
Given a topological space X, a family F of closed subsets of X is said to have the finite intersection property if each finite subset of F has nonempty intersection. Then saying X is compact can be restated as: each family of closed subsets of X with the finite intersection property has nonempty intersection.
filter
1.  A filter F on a set X is a proper subset of the power set of X such that
(upper) if S is in F, each subset of X containing S is also in F and
(downward directed) the intersection of each finite subset of F is in F.
Its role is similar to that of nets but in analysis, nets are more commonly used.
2.  Given a net xα, there is the filter F determined by it; namely, the filter generated by the tails {xββα}. Then for example, xα converges to a point x if and only if F converges to x (meaning F contains every neighborhood of x). Conversely, given a filter, we can choose a net associated to it so that all the associated nets determine the original filter.[1]
first
A first countable space is a topological space in which each point x has a decreasing sequence of neighborhoods xU2U1U0 such that each neighborhood of x contains some Un. An important property of such a space is that a point is in the closure of a set E if and only if there is a sequence in E that converges to that point.
Fock
Fock space
Fourier
1.  The Fourier transform of a function f on n is: (provided it makes sense)
f^(ξ)=f(x)e2πixξdx.
2.  The Fourier transform f^ of a distribution f is f^,φ=f,φ^. For example, δ0^=1 (Fourier's inversion formula).

G

Gauss
1.  The Gauss–Green formula
2.  Gaussian kernel
generalized
A generalized function is an element of some function space that contains the space of ordinary (e.g., locally integrable) functions. Examples are Schwartz's distributions and Sato's hyperfunctions.
germ
The germ of a function at a point p is the equivalence class of functions (of some class) on neighborhoods of the point, where fg if the restrictions of f,g are the same on some neighborhood of the point.
Grauert
1.  Hans Grauert.
2.  Grauert's approximation theorem.

H

Hardy-Littlewood maximal inequality
The Hardy-Littlewood maximal function of fL1(n) is
Hf(x):=supr>01m(Br(x))Br(x)|f|.
The Hardy-Littlewood maximal inequality states that there is some constant C such that for all fL1(n) and all α>0,
m({x:Hf(x)>α})<Cαn|f|.
Hardy space
Hardy space
Hartogs
1.  Hartogs extension theorem
2.  Hartogs's theorem on separate holomorphicity
harmonic
A function is harmonic if it satisfies the Laplace equation (in the distribution sense if the function is not twice differentiable).
Hausdorff
The Hausdorff–Young inequality says that the Fourier transformation ^:Lp(n)Lp(n) is a well-defined bounded operator when 1/p+1/p=1.
Heaviside
The Heaviside function is the function H on such that H(x)=1,x0 and H(x)=0,x<0.
Heine
1.  The Heine–Borel theorem says a subset of n is compact if and only if it is closed and bounded.
2.  The above theorem follows from a more general result: a metric space is compact if and only if it is complete and totally ordered, since a bounded set in a Euclidean space is totally bounded.
Hermite
Hermite polynomial
Hilbert space
A Hilbert space is a real or complex inner product space that is a complete metric space with the metric induced by the inner product.
holomorphic function
A function defined on an open subset of n is holomorphic if it is complex differentiable. Equivalently, a function is holomorphic if it satisfies the Cauchy–Riemann equations (in the distribution sense if the function is not differentiable).
hypoelliptic
A hypoelliptic operator is an operator for which the elliptic regularity holds.

I

infinitesimal
An infinitesimal is a "number" that is greater then zero but is smaller than any positive real number; in particular, it is not a real number.
integrable
A measurable function f is said to be integrable if |f|dμ<.
integral
1.  The integral of the indicator function on a measurable set is the measure (volume) of the set.
2.  The integral of a measurable function is then defined by approximating the function by linear combinations of indicator functions.
inverse
The inverse function theorem gives a necessary and sufficient condition for a function to be injective. Note it only gives an "inverse function" on the image of the function.
isolated
An isolated point of a set is a point that is not a limit point of the set.
isometry
An isometry between metric spaces (X,dX) and (Y,dY) is a bijection f:XY that preserves the metric: dX(x,x)=dY(f(x),f(x)) for all x,xX.

J

jet
jet space.

L

Lebesgue differentiation theorem
The Lebesgue differentiation theorem states that for locally integrable fLloc1(n), the equalities
limr01m(Br(x))Br(x)|f(y)f(x)|dy=0
and
limr01m(Br(x))Br(x)f=f(x)
hold for almost every x. The set where they hold is called the Lebesgue set of f, and points in the Lebesgue set are called Lebesgue points.
Lebesgue
1.  Lebesgue integral.
2.  Lebesgue measure.
3.  Given an open cover 𝒰 of a metric space X, a Lebesgue number for the cover is a real number δ>0 such that if SX is a subset of diameter <δ, then SU for some U𝒰. It exists for example if X is compact.
Legendre
Legendre transformation.
Lelong
Lelong number.
Levi
Levi's problem asks to show a pseudoconvex set is a domain of holomorphy.
limit
1.  A limit of a sequence.
2.  A limit point p of a subset S of a topological space is a point in the space (not necessarily in S) such that each neighborhood of p intersects S{p}.
line integral
Line integral.
Liouville
Liouville's theorem says a bounded entire function is a constant function.
Lipschitz
1.  A map f between metric spaces is said to be Lipschitz continuous if supxyd(f(x),f(y))d(x,y)<.
2.  A map is locally Lipschitz continuous if it is Lipschitz continuous on each compact subset.
Lusin
Lusin's theorem.

M

maximum
The maximum principle says that a maximum value of a harmonic function in a connected open set is attained on the boundary.
measurable function
A measurable function is a structure-preserving function between measurable spaces in the sense that the preimage of any measurable set is measurable.
measurable set
A measurable set is an element of a σ-algebra.
measurable space
A measurable space consists of a set and a σ-algebra on that set which specifies what sets are measurable.
measure
A measure is a function on a measurable space that assigns to each measurable set a number representing its measure or size. Specifically, if X is a set and Σ is a σ-algebra on X, then a set-function μ from Σ to the extended real number line is called a measure if the following conditions hold:
  • Non-negativity: For all EΣ,  μ(E)0.
  • μ()=0.
  • Countable additivity (or σ-additivity): For all countable collections {Ek}k=1 of pairwise disjoint sets in Σ,
μ(k=1Ek)=k=1μ(Ek).
measure space
A measure space consists of a measurable space and a measure on that measurable space.
meromorphic
A meromorphic function is an equivalence class of functions that are locally fractions of holomorphic functions.
method of stationary phase
The method of stationary phase.
metric space
A metric space is a set X equipped with a function d:X×X0, called a metric, such that (1) d(x,y)=0 iff x=y, (2) d(x,y)d(x,z)+d(z,y) for all x,y,zX, (3) d(x,y)=d(y,x) for all x,yX.
microlocal
The notion microlocal refers to a consideration on the cotangent bundle to a space as opposed to that on the space itself. Explicitly, it amounts to considering functions on both points and momenta; not just functions on points.
Minkowski
Minkowski inequality
modulus
modulus of continuity.
Montel
Montel's theorem.
monotone
1.  A sequence of numbers or functions is called monotone or monotonic if it is either weakly increasing x1x2 or weakly decreasing.
2.  The monotone convergence theorem for real numbers says a monotone sequence is bounded if and only if it converges.
3.  Lebesgue's monotone convergence theorem.
Morera
Morera's theorem says a function is holomorphic if the integrations of it over arbitrary closed loops are zero.
Morse
Morse function.

N

Nash
1.  Nash function.
2.  Nash–Moser theorem.
Nevanlinna theory
Nevanlinna theory concerns meromorphic functions.
net
1.  A net is a generalization of a sequence. Precisely, a net on a set X is a map from a directed set to X, where a directed set is a preordered set in which each finite subset has an upper bound.
2.  A net xα converges to a point x if for each neighborhood U of x, there is some α such that {xββα}U.
nonmeasurable
Among the consequences of the axiom of choice is that there exists a subset of that is not (Lebesgue) measurable, a construction due to Vitali. Note there is a model of set theory in which every subset of is measurable so Choice here cannot be avoided.
nonsmooth analysis
Nonsmooth analysis is a brach of mathematical analysis that concerns non-smooth functions like Lipschitz functions and has applications to optimization theory or control theory. Note this theory is generally different from distributional calculus, a calculus based on distributions.
normed vector space
A normed vector space, also called a normed space, is a real or complex vector space V on which a norm is defined. A norm is a map :V satisfying four axioms:
  1. Non-negativity: for every xV,x0.
  2. Positive definiteness: for every xV, x=0 if and only if x is the zero vector.
  3. Absolute homogeneity: for every scalar λ and xV,λx=|λ|x
  4. Triangle inequality: for every xV and yV,x+yx+y.

O

Oka
Oka's coherence theorem says the sheaf 𝒪n of holomorphic functions is coherent.
open
The open mapping theorem (complex analysis)
oscillatory integral
An oscillatory integral can give a sense to a formal integral expression like δ0(x)=e2πixξdξ.

P

Paley
Paley–Wiener theorem
phase
The phase space to a configuration space X (in classical mechanics) is the cotangent bundle T*X to X.
Plancherel
Plancherel's theorem says the Fourier transformation is a unitary operator.
Plateau
Plateau problem concerns the existence of a minimal surface.
plurisubharmonic
A function f on an open subset U is said to be plurisubharmonic if tf(z+tw) is subharmonic for t in a neighborhood of zero in and points z,w in U.
Poisson
Poisson kernel
power series
A power series is informally a polynomial of infinite degree; i.e., n=0anxn. (Mathematically, it is the same thing as a sequence a1,a2,, but is usually treated like a polynomial of infinite degree.)
pseudoconex
A pseudoconvex set is a generalization of a convex set.
pseudodifferential
A pseudodifferential operator is a generalization of a differential operator by allowing symbols to have poles.

R

Rademacher
Rademacher's theorem says a locally Lipschitz function is differentiable almost everywhere.
Radon
1.  Let X be a locally compact Hausdorff space and let I be a positive linear functional on the space of continuous functions with compact support Cc(X). Positivity means that I(f)0 if f0. There exist Borel measures μ on X such that I(f)=fdμ for all fCc(X). A Radon measure on X is a Borel measure that is finite on all compact sets, outer regular on all Borel sets, and inner regular on all open sets. These conditions guarantee that there exists a unique Radon measure μ on X such that I(f)=fdμ for all fCc(X).
2.  Radon–Nikodym theorem.
rank
The rank theorem.
Ray
A Ray–Singer metric.
real
1.  A real number is usually defined as either a Dedekind cut or an element in the Cauchy completion of . The axiom of choice is needed to rule out some pathology; for example, without it, there can be an infinite set of real numbers that has no countable subset (which falsifies many basic results).[2]
2.  
The name "real analysis" is something of an anachronism. Originally applied to the theory of functions of a real variable, it has come to encompass several subjects of a more general and abstract nature that underlie much of modem analysis.

G. B. Folland[3]

Real analysis refers to a study of functions in real variables but may include some functional analysis such as measure theory.
3.  A real-analytic function is a function given by a convergent power series.
Riesz
Riesz's lemma says a closed ball in a normed space is compact if and only if the normed space has finite dimension.
Rellich
Rellich's lemma tells when an inclusion of a Sobolev space to another Sobolev space is a compact operator.
residue
See Cauchy's residue theorem.
Riemann
1.  The Riemann integral of a function is either the upper Riemann sum or the lower Riemann sum when the two sums agree.
2.  The Riemann zeta function is a (unique) analytic continuation of the function z11nz,Re(z)>1 (it's more traditional to write s for z).
3.  The Riemann hypothesis, still a conjecture, says each nontrivial zero of the Riemann zeta function has real part equal to 12.
4.  Riemann's existence theorem.
Riesz–Fischer
The Riesz–Fischer theorem says the Lp space is complete.
Runge
1.  Runge's approximation theorem.
2.  Runge domain.

S

Sato
Sato's hyperfunction, a type of a generalized function.
Schwarz
A Schwarz function is a function that is both smooth and rapid-decay.
semianalytic
The notion of semianalytic is an analog of semialgebraic.
semicontinuous
A semicontinuous function.
separable
A topological space is separable if it has a dense at most countable subset.
sequence
A sequence on a set X is a map X.
series
A series is informally an infinite summation process x1+x2+. Thus, mathematically, specifying a series is the same as specifying the sequence of the terms in the series. The difference is that, when considering a series, one is often interested in whether the sequence of partial sums sn:=x1++xn converges or not and if so, to what.
σ-algebra
A σ-algebra on a set is a nonempty collection of subsets closed under complements, countable unions, and countable intersections.
Stieltjes
Stieltjes–Vitali theorem
Stone–Weierstrass theorem
The Stone–Weierstrass theorem is any one of a number of related generalizations of the Weierstrass approximation theorem, which states that any continuous real-valued function defined on a closed interval can be uniformly approximated by polynomials. Let X be a compact Hausdorff space and let C(X,) have the uniform metric. One version of the Stone–Weierstrass theorem states that if 𝒜 is a closed subalgebra of C(X,) that separates points and contains a nonzero constant function, then in fact 𝒜=C(X,). If a subalgebra is not closed, taking the closure and applying the previous version of the Stone–Weierstrass theorem reveals a different version of the theorem: if 𝒜 is a subalgebra of C(X,) that separates points and contains a nonzero constant function, then 𝒜 is dense in C(X,).
subanalytic
subanalytic.
subderivative
subderivative.
subharmonic
A twice continuously differentiable function f is said to be subharmonic if Δf0 where Δ is the Laplacian. The subharmonicity for a more general function is defined by a limiting process.
subsequence
A subsequence of a sequence is another sequence contained in the sequence; more precisely, it is a composition jxX where j is a strictly increasing injection and x is the given sequence.
support
1.  The support of a function is the closure of the set of points where the function does not vanish.
2.  The support of a distribution is the support of it in the sense in sheaf theory.
symmetry
symmetry of second derivatives. It often holds but not always.

T

Tauberian
Tauberian theory is a set of results (called tauberian theorems) concerning a divergent series; they are sort of converses to abelian theorems but with some additional conditions.
Taylor
Taylor expansion
tempered
A tempered distribution is a distribution that extends to a continuous linear functional on the space of Schwarz functions.
test
A test function is a compactly-supported smooth function; see also spaces of test functions and distributions.
totally bounded
A metric space is totally bounded if, for each ϵ>0, it is covered by finitely many open balls of radius ϵ. A metric space is compact if and only if it is totally bounded and complete.

U

Ulam
Ulam number
uniform
1.  A sequence of maps fn:XE from a topological space to a normed space (e.g., ) is said to converge uniformly to f:XE if supfnf0.
2.  A map between metric spaces is said to be uniformly continuous if for each ϵ>0, there exist a δ>0 such that d(f(x),f(y))<ϵ for all x,y with d(x,y)<δ.

V

Vitali covering lemma
The Vitali covering lemma states that if 𝒞 is a collection of open balls in n and
c<m(B𝒞B),
then there exists a finite number of balls B1,,Bn𝒞 such that
3nj=1nm(Bj)>c.

W

Weierstrass
1.  Weierstrass preparation theorem.
2.  Weierstrass M-test.
Weitzenböck
Weitzenböck formula.
Weyl
1.  Weyl calculus.
2.  Weyl quantization.
Whitney
1.  The Whitney extension theorem gives a necessary and sufficient condition for a function to be extended from a closed set to a smooth function on the ambient space.
2.  Whitney topology
3.  Whitney stratification

References

  1. Dugundji 1989, Ch. X., § 2., Remark 1.
  2. Jech 2008, Theorem 10.1.
  3. Folland 2007, Preface.

Further reading