An Introduction to Analysis/Sets and topology
Sets
It is tricky to define sets. For one thing, throughout the book, we define every mathematical object (e.g., function) in terms of sets or those who we defined with sets, and hence the problem: how to initiate the string of definitions. Figuring out how this can be done is a question in the set theory proper or logic and those subjects will be not be covered in the book. Lucky for us, we can still study most of problems in analysis with native understanding of sets, except for Axiom of Choice, which we shall prove must hold for certain indispensable results to be true.
The notion of "classes" is essential in formulating category theory. We define a class with the following properties:
- (i) Classes with the same elements are the same.
- (ii) A class is a set if there is a class with ; otherwise, a class is said to be proper
- (iii) There is a class where is a formula over sets .
See also w:glossary of category theory for the terminology.
Here, a set is understood in a usual axiomatic set theory. For example, a class is proper.
We say a nonempty collection of subsets of a set is a filter over if
- (1)
- (2) If and are in , then .
- (3) If and , then .
The collection is called an ultrafilter if, in addition to the above,
- (4) If , then either or .
In particular, that every filter is nonempty and satisfying (3) implies that is in each filter. We basically view that a filter is a generalized version of neighborhoods of a point (i.e., open sets containing the point). In fact, given a point in some set , let . Then is an ultrafilter on . For the similar reason the intersection of filters is again a filter.
We say that a collection has the finite intersection property if is finite, then has nonempty intersection.
1.1 Lemma Every nonempty subset of a filter has the finite intersection property.
Proof: Let be a filter and be nonempty. If is nonempty and finite, then is in and is thus nonempty. Hence, has the finite intersection property.
1.2 Theorem Let be a nonempty collection. Then the following are equivalent:
- (i) is an ultrafilter.
- (ii) If and and have the finite intersection property, then . (i.e., is maximal.)
- (iii) is a filter and if , then either or .
Proof: Suppose (i). If , then since is an ultrafilter, or is in . If , then that means , contradicting that has the finite intersection property. Thus, (i) (ii). To show (ii) implies (iii), let consist of sets such that for some nonempty finite sequence . Claim: is a filter. Indeed, (1) since no member of is the empty set. (2) For both and must contain the intersection of the two intersections of finite subsets of \mathcal{G}</math>; thus, . (3) For and since contains the finite intersection so does ; hence, . Using (ii) we have: . Let and and claim: either or has the finite intersection property. To get a contradiction, suppose not; that is, we can find and in such that . But this then means: by the distributive law empty, a contradiction to the axioms of filters since both and are in . Since the claim holds, appealing to (ii) again we get either or . We conclude that (ii) implies that (iii). Finally, (iii) implies (i) since for any and by (iii) or is in .
With regard to (ii) in the theorem, the real question is if such an ultrafilter indeed exists, which we shall show cannot be unprovable without Axiom of Choice.
1 Lemma If is a collection and has nonempty intersection, then can be extended to an ultrafilter.
Proof: By assumption has a point . Then a ultrafilter generated at is an ultrafilter containing .
We assume the Axiom of Choice which states this. Let be a nonempty infinite collection of pairs such that if , then and are disjoint. Then there exists a set consisting of exactly one element from each set in .
It is difficult to give some "constructive" example of a case for it is meaningful to apply AC. For example (the example is due to Bertrand Russell), let be a collection of pairs of shoes. Then we can simply let S be the set of left shoes; this can be done without AC. The chief use of AC is, in other words, to state an existence of a some set when any constructive approach like the above example is impossible. Since AC is merely an assumption, after invoking AC, we would have no idea how choice is done; that is, how each element is chosen from a set and the set that resulted is never unique. If we apply AC to a collection of pairs of shoes, we would not know which shoe would be chosen. This is the chief reason for the criticism of AC since there seems no intuitive or constructive supports to assume AC. I only go as far to say that the problem has more to do with philosophy and logic and today most mathematicians are comfortable with assuming AC. See, for instance, [1]
1 Theorem The following are equivalent:
- (i) Every boolean algebra has a prime ideal. (Boolean Prime Ideal Theorem)
- (ii) Every ideal on a boolean algebra B can be extended to a prime ideal. (Strong Boolean Prime Ideal Theorem)
- (iii) Every filter over a set S can be extended to an ulterfilter over S. (Ultrafilter lemma)
Proof: Exercise.
If is a filter and , then we say converges to (not necessarily uniquely).
Topological space
For an arbitrary set a topology is a subset of a power set of that includes the empty set, , the union of any subset of and the intersection of any two members of . The members of are said to be open in .
A set is closed in when its complement in ; i.e. is open. The empty set is denoted by . Both and are open in since both are in , and are also closed since and , both of which are open.
In usual cases, we are given some and then induce a topology to by defining a so as to meet our needs at hand. We thus call a topology for . The key insight here is that saying some set is open and another closed is merely the matter of labeling. By inducing a topology, we label some sets to be open, then the rest are deemed closed. Indeed, for example, by taking complement of the topology, one can always induce it as another topology where an open set becomes closed and a closed set open.
To give some concrete example, consider the set then we can induce a topology by defining, for example, . Can you induce another topology to the set? If so, how many possible topology for this set are there? The example shows that topologies for the same set can be larger or smaller. To give formal definition, suppose and are topologies. If , then we say is said to be coarser than and is finer than . For every set , the finest topology that can be induced is the collection of all subsets of while the coarsest is the collection of the empty set and . Both the topologies are of little interest.
The closure of in is the intersection of all closed sets in containing . The interior of is the union of all open sets contained in . Clearly, interior of . The boundary of . It follows that a set has empty boundary if and only if it is open and closed. We say is dense in if where the closure is taken in . Equivalently, a set is dense in if .
1 Lemma (i) where the inequality holds if the index set of is finite and (ii) .
Proof: (i) Since for all the desired inequality holds, and since the finite union of closed sets is closed the equality holds for a finite index set. The similar argument shows (ii).
1 Lemma The intersection of topologies for the same set is again a topology for the set.
Proof: Let be a family of topologies for the same set. If , then every member of , which is closed under unions. Thus, is in every member of . The other properties can be verified in the same manner.
Given a set , the lemma says that the intersection of the collection of all topologies containing is a topology, which is the weakest by definition. We say this topology is generated by .
We say a point is a limit point of a set if every neighborhood of contains such that .
1 Theorem A set is closed if and only if it contains all of its limit points.
Proof: The following are equivalent.
- (i) Every point in is not a limit point of .
- (ii) Every point in has a neighborhood disjoint from .
- (iii) is open.
Functions
A function is a nonempty set of pairs such that implies that (i.e., single-valued). We then write for a pair . While for a function, say , we know how it maps elements; i.e., 1 goes to 2, goes to , etc, there need not be a way to specify precisely (i.e., closed form) how a function maps each element. For example, consider a set of infinitely many pairs (1, random), (2, random), .... This is a function by definition, but it takes infinitely many statements to state this particular definition of the function since randomness.
The domain of a function is the set of all first elements of pairs in . For a set , we define , regrettably though this syntax is ambiguous on some occasions. We write to say that is the domain of and for all . The image of a function then is the set , which is necessarily a subset of . Clearly, the image of is a subset of but not need to be the same as . When this equality, however, holds, we say that is surjective or a surjection. Let . Then the pre-image of under , denoted by , is the set of all such that . A restriction of to , denoted by , is a function such that for every . Likewise, an extension of to is any function such that for every . Thus, every restriction is necessarily unique, while an extension might not be in general.
For example, let . Then we have:
- ,
and the domain (resp. the image) of is (resp. ). The function is an example of a non-injection, while the restriction of to is injective.
1.1 Theorem Let be a function. The following hold:
- (i)
- (ii)
- (iii)
- (iv)
- (v)
Proof: (i) Obvious from the definition. (ii) if , then and thus . (iii) Let . Then we can find a so that . It then follows that . (iv) and (v) are obvious from definition.
We say is injective if for every implies . The definition is equivalent to say is single-valued on the image of (i.e., a function) since for , implies that . is bijective if it is both injective and surjective. We write and this is called a composition. Compositions need not commute; for instance, let and . Then . The identity function, or the identity for short, is defined by for all .
1.2 Theorem Suppose we have . Then the following hold:
- (i) f is injective if and only if there exists a function such that for every .
- (ii) f is surjective if and only if there exists a function such that for every . (assuming Axiom of Choice)
- (iii) f is bijective if and only if there exists a function such that and .
Proof: (i) The converse first; suppose . If , then taking on both sides we get: . Since is the identity on , . Hence, is injective. Conversely, suppose is injective and is the image of . We may suppose that is non-empty and thus we find some . Since is a function on , let if and . Then is the identity. (ii) Suppose is surjective; thus, has at least one element for every . Invoking Axiom of Choice, let be one particular "chosen" from . Conversely, suppose is not surjective, then clearly the image of restricted to any set is not . (iii) using (i) and (ii) we find so that and . But .
Finally we have:
1 Axiom A class is proper if and only if there is a bijection between and the universe.
1 Theorem Let be sets. If there are injections from to and from and , respectively, then there is a bijection between and
Proof (from [2]):
Continuity
Let . We say is continuous when its pre-image of every open set in is open, or equivalently, for every .
1.4 Theorem Let . The following are equivalent:
- (i) is continuous.
- (ii) for every .
- (iii) Let . If and is open in , then there exists a open such that and .
Proof: Suppose (i). Since for closed, we have:
- .
Then taking on both sides shows that (i) (ii). Suppose (ii).
1.4 Theorem The composite of continuous functions is again continuous.
Proof: Let and and suppose and are both continuous. Let be open. Since is continuous, is open in . Since is continuous, is open in . It hence follows that is continuous on since is an open mapping.
1 Theorem Let be continuous on . If on , then on .
Proof:
1.5 Theorem Every continuous function maps a compact set to a compact set.
Proof: Let be compact and be an open cover of . We thus have: upon taking on both sides:
- .
Here each is open since the continuity of . Taking on both sides then gives the theorem.
Let be a function to some topological space. Then the set of for every open set is a the weakest among topologies that make continuous. If is a family of functions defined on the same set, then a weak topology generated by is the intersection of the weakest topology that makes each member of continuous. A weak topology is indeed a topology since the intersection of topologies for the same set is again a topology by Lemma.
Compact sets
A cover of the set E is a collection of sets {} such that . An open cover of is a cover of consisting of open sets, or equivalently, a subset of the topology whose union contains . A subset of cover of is called a subcover if it is again a cover of .
A set is compact if every open cover {} of it has a finite subcover; i.e.,
- for some .
For example, let be open cover of the finite set . Then for each , we can find some . It thus follows that a finite set (e.g., the empty set) is compact since
1.3 Theorem Let be compact. All of the following sets are compact:
- (a) A closed subset of .
- (b) The union of and a compact set .
Proof: (a) Let be an open cover of . Then since is open, we have:
- .
Since is compact, we find a finite subcover and we get
- .
Taking the intersection with shows that is compact. (b) Let be an open cover of . Then since is an open cover of both and , we find two finite subcover of and , respectively. It then follows:
- .
1 Theorem is compact if and only if every collection of closed subsets of over which any finite intersection is nonempty has nonempty intersection.
Proof: Consider the contrapositive of the second part:
- Every collection of closed subsets of with empty intersection admits a finite sub-collection with empty intersection.
If is an open cover of , then the collection is a collection as per the above statement; hence, admits a finite subcover if and only if the statement is true.
1 Corollary If is a sequence of compact sets, then is nonempty.
1 Theorem If a topological space is the union of countably many compact sets, then any of its open cover admits a countable subcover.
Proof: Let be a sequence of compact sets, and suppose that its union is covered by some open cover . For each , since is an open cover of , it admits a finite subcover of . Now, is a countable subcover of . .
1 Theorem The following are equivalent:
- (i) Axiom of Choice.
- (ii) Every product topology of compact topologies is compact. (Tychonoff's product theorem)
- (iii) Something has empty intersection.
Proof: Let be a product topology and be a collection of projections on . Let be an ultrafilter on . For each , since is again an ultrafilter and is compact, converges. From the lemma 1.something it follows that converges. If (i) is true, then the convergence implies that is compact. To show (ii) implies (iii), Let be a nonempty collection of nonempty sets. Also, let be a element such that . Such an element must exist since the contrary means that is the universal set. For each let and induce the topology by letting . Then since its topology is finite, each is compact. That (iii) implies (i) is well known in set theory.
1 Theorem (Tychonoff's product theorem) The following are equivanelt:
- (i) Every product space of compact spaces is compact.
- (ii) Axiom of Choice.
Proof: (i) (ii). Let be a collection of compact spaces and be a projection from . Let be an ultrafilter on . For each , since is again an ultrafilter and is compact, must converge. Then it follows that converges. Axiom of Choice implies that the product space is compact. Conversely, let be a nonempty collection of nonempty sets. Let be a point such that for all . Such a must exist; if not, the intersection of is the universal set, contradicting that it is a proper class. For each , let and . Then is a topology for and since finiteness is compact. Using (i) is compact and thus has the finite intersection property and this implies the statement equivalent to (ii).
We say a point is isolated if the set is both open and closed, otherwise called an limit point. If a set has no limit point, then the set is said to be discrete.
1 Lemma Every infinite subset of a compact space has a limit point.
Proof: Let be infinite and discrete. Then is closed since it contains all of limit points of . Since is a closed subset of a compact set, is compact. It now follows: for each , the singleton is open and thus the collection is an open cover of , which admits a finite subcover. Hence, we have:
- ,
contradicting that is infinite. .
1 Lemma If is compact, then every ultrafilter on converges. (the Bourbaki compact property)
Proof: Let be an ultrafilter on . Let . Then by Lemma 1.something has the finite intersection property. Since is compact, it now follows that contains a point . Then one can show that converges . .
Separation axioms
We say a topological space is Hausdorff if two distinct points are covered by disjoint open sets. This definition can be strengthened.
1 Theorem A topological space is Hausdorff if and only if every pair of disjoint compact subsets of can be covered by two disjoint open sets.
Proof: Let be compact and disjoint, and be fixed. For each we can find disjoint open sets and such that and . Since is compact, there is a finite sequence such that:
- .
Let , and . Since is disjoint from any of , and are disjoint. is open since it is a finite intersection of open sets. Since is compact, there is a finite sequence such that:
- .
1 Corollary Every compact subset of a Hausdorff space is closed.
1 Lemma If is Hausdorff, then a filter converges to at most one point.
Proof: Suppose converges to two distinct points and . By the separation axioms, we can find disjoint subjects and such that and . Since convergence, . But this then implies that , a contradiction.
1 Lemma Let be continuous on a set . A filter on converges to if and only if converges to .
Proof: Suppose . This means that we have: . Then since the continuity means
1 Theorem Let be a topological space. The following are equivalent:
- (i) For each , if , then there is an open set containing but not .
- (ii) Every finite subset of is closed.
Proof: For each the compliment of the singleton is the union of open sets that does not contain . Thus, (i) (ii). For each , if and (ii) is true, then the compliment of is an open open set that satisfies the condition in (i).
A graph of a function is the set consisting of ordered pairs for all the domain of . In the set-theoretic view, of course this set is . But since we usually do not see a function as a set, the notion is often handy to use.
1 Lemma Let be continuous. If satisfies the Hausdorff separation axiom, then the graph of is closed. Conversely, if the graph of is closed and is injective, then is Hausdorff.
Proof: Let be the complement of the graph of . If , then since the separation axiom says that there are and , open, disjoint and such that and . It follows: since there is no point such that and and the continuity says that is open. Conversely, let with be given. Since is one-to-one by hypothesis and so , which is still the complement of the graph of . If and are canonical projections, it then follows: , which is open by the continuity of and , which is again open by the continuity of and . The two neighborhoods are disjoint by definition.
For example, the lemma shows that a topological space is Hausdorff if and only if the identity map on the space has the closed graph.
1 Lemma Let be a family of functions from to a Hausdorff space . Let be the union of taken all over open sets of and . Then satisfies the Hausdorff separation axiom if and only if for each with , there is some such that . Proof: First suppose the separation axiom. Then we can find two disjoint sets such that and . Then since by definition, there is some function and sets and such that and . Thus, . Conversely, suppose the family separates points in . Then by the separation axiom there are disjoint open open sets and such that and . Then by the definition of and are disjoint and both open.
1 Lemma A topological space is Hausdorff if and only if for every point the set is the intersection of all of its closed neighborhoods.
Zorn's Lemma
If is a collection of sets, then we say an is maximal in if implies .
1 Theorem The following are equivalent.
- Axiom of Choice.
- Zorn's Lemma: If is a nonempty collection of sets, and if every that is totally ordered by contains an element such that for all , then has a maximal element.
Proof: To show the converse, let be a collection of nonempty sets and be the family of all functions such that is a choice function on some . Now, Zorn's Lemma applied to gives a choice function on .
Notes
Suppose a sequence of sets . The supremum, or soup for short, of , denoted by , is the smallest among sets containing all . Similarly, the infinitum, or infu for short, of , denoted by , is the largest among sets that are contained in every . Both the supremum and the infinitum are existent and unique; since the axiomatic set theory tells us that the countable union or intersection of sets is again a set.
Now, we have the sequence of sups , which is decreasing, and, similarly, the sequence of infus, , which is increasing. We then define
and call them the limit superior and limit inferior, or colloquially lim-soup and lim-infu, of the sequence , respectively.
When and coincide in the same set, we call it the the limit of a sequence. Obviously, the limit is always unique by the definition.
We say a sequence converges when one can always find its "tail" (i.e., the subsequence obtained after only finite number of terms are removed) in every open set containing the limit, which recall in the topological setting is a set.
1.7 Theorem There exists an exhaustion by compact sets in an open subset of ; that is, a sequence of compact subsets of such that: for every
- (a) .
- (b) If is compact, then for some .
- (c) .
Proof: Let {} be a countable basis of . Let be some closed ball in . It satisfies (c) since it is geometrically convex which implies holomorphical convexity. Suppose we have made that satisfy (a) - (c). Since {} is a basis, we find the union of some open sets such that . Since has a compact closure, let . Then satisfies (a) - (c). The theorem follows after invoking inductive proof.
Axiom (Fundamental axiom of analysis) Every increasing sequence which is bounded above has a limit. (Körner )
I quote this: Everything which depends on the fundamental axiom is analysis, everything else is mere algebra (Körner)
1 Theorem For each pair , there exists an open set containing but not . Then every finite subset of is closed.
Proof: Since the finite union of closed sets is closed, it suffices to show that the singleton is closed for every . Let . By hypothesis, for each , we can find an open set containing . Since we have:
- ,
the compliment of in is open.
Historically, topologists are interested in finding the best topology for a set. The search seemed to fail to reach anywhere, however. The nicest and most familiar way to induce a topology is defining a distance function, after which a metric space results in. Since defining topology in different ways may end up with the same topology, much attention had long been paid to answer if a given topological space is metrizable; i.e., there is a way to define a distance function to get the same topology. This is called metrizable problem.
A boolean algebra is a triple consisting of a nonempty set B and operators , satisfying the following axioms:
- (i)
- (ii)
- (iii) (Robbins Equation)
1 Theorem (McCune's computer theorem) A boolean algebra B has the following properties:
- (1) and (commutative laws)
- (2) and (associative laws)
- (3) and < (distributive laws)
- (4) (absorption law)
- (5) and (De Morgan's Laws)
- (6) There exists 0 and 1 in B such that (existence of identities)
Proof: For the proof which uses the computer see [3].
Two important examples of boolean algebras are power sets and a set of sentences. Indeed, let be the power set of a set E with being , being and being the complement with respect to . Then that (i) and (ii) hold is trivial and (iii) can be shown from the definition of sets. It then follows in this is the empty set and is .
References follow:
- Steen, Lynn Arthur and Seebach, J. Arthur, Jr. Counterexamples in Topology. New York, NY: Springer-Verlag, 1978. Second Edition.
- Murdeshwar, Mangesh G. General Topology. Wiley Eastern Limited 1983.