MATH 229: Theory of Functions of Real Variables

Lawrence A. Eclarin, Ph.D.

Mariano Marcos State University

1 Preliminaries
1.1 Algebra of Sets
Definition 1.1. A collection A of subsets of a set X is called an algebra of sets or a
Boolean algebra if

i. A ∪ B ∈ A whenever A, B ∈ A , and

ii. ∼ A ∈ A whenever A ∈ A .

Remark. By De Morgan’s Law, A ∩ B ∈ A whenever A, B ∈ X. That is, suppose A

and B are in A then ∼ A, ∼ B ∈ A and (∼ A) ∪ (∼ B) =∼ (A ∩ B) ∈ A . Hence, A ∩ B
is in A .

1. If A is an algebra on X, then X and ∅ are in A .

Proof. Suppose that A ∈ A , then ∼ A is in A . Thus, A ∪ (∼ A) = X ∈ A .

Moreover, ∼ X = ∅. Hence, it is also in A .

2. An algebra is closed under finite unions.

Proof. Let A1 , A2 , . . . , An be sets in A . Then

A1 ∪ A2 ∈ A
(A1 ∪ A2 ) ∪ A3 ∈ A
..
.
(A1 ∪ A2 . . . ∪ An−1 ) ∪ An ∈ A .

3. An algebra is closed under finite intersections.

Proof. Exercise

Examples:

1. A = {∅, X} is an algebra.

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Theory of Functions of Real Variables Eclarin, L. A.

2. The powerset of X, P(X), is an algebra.

3. Let X = {a, b, c, d}.

(a) A = {∅, {a}, {b, c, d}, X} is an algebra.

(b) B = {∅, {a}, {a, b}, {b, c, d}, {c, d}, X} is not an algebra.

Proposition 1.1. Given any collection C of subsets of X, there is a smallest algebra A

which contains C ; that is, there is an algebra A containing C and such that if B is any
algebra containing C , then B contains A .
Proof. First, we let F be the family of all algebras that contain C (i.e., if B is an algebra
containing C , then
\ B ∈ F ).
Define A = B. Then C ⊆ A since each B ∈ F contains C .
B∈F
Now, we show that A is an algebra.
Suppose A, B ∈ A , then A, B ∈ B for each B in F , by definition. Thus, A\
∪B ∈ B
since B is an algebra. Note that this is true for all B ∈ F . Hence, A ∪ B ∈ B.
B∈F
Similarly, if A ∈ A then A ∈ B for each B in F and ∼ A ∈ B since B is an algebra.
Thus, ∼ A ∈ A .
Therefore, if B is an algebra containing C , then B is contains A .

Proposition 1.2. Let A be an algebra of subsets and hAi i a sequence of sets in A . Then
there is a sequence hBi i of sets in A such that Bn ∩ Bm = ∅ for n 6= m and
∞
[ ∞
[
Bi = Ai .
i=1 i=1

Proof. If we assume that hAi i is finite, then the conclusion follows.

Suppose hAi i is an infinite sequence. Let B1 = A1 and let

Bn = An ∼ [A1 ∪ A2 ∪ . . . ∪ An−1 ]
= An ∩ (∼ A1 ) ∩ (∼ A2 ) ∩ . . . ∩ (∼ An−1 ) for n ∈ N.

Then, Bn ∈ A for each n. Moreover, Bn ⊂ An .

Consider Bn and Bm and suppose that m < n. Then

Bm ∩ Bn ⊂ Am ∩ An ∩ . . . ∩ (∼ Am ) ∩ . . . ∩ (∼ An−1 )
= Am ∩ (∼ Am ) ∩ An ∩ . . . ∩ (∼ An−1 )
= ∅ ∩ An ∩ . . . ∩ (∼ An−1 )
= ∅

Since Bi ⊂ Ai for all i, then

∞
[ ∞
[
Bi ⊂ Ai .
i=1 i=1

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Theory of Functions of Real Variables Eclarin, L. A.

Let x ∈ ∞
S
Sx∞∈ Ai for some i. Let n be the smallest i such that this is so.
i=1 Ai . Then
Then x ∈ Bn and so x ∈ i=1 Bi . Hence
∞
[ ∞
[
Ai ⊂ Bi .
i=1 i=1

Definition 1.2. An algebra A of sets is called a σ-algebra, or a Borel field, if every

union of a countable collection of sets in A is again in A .
Remark. By De Morgan’s laws, it follows that the intersection of a countable collection
of sets in A is again in A .
Proposition 1.3. Given any collection C of subsets of X, there is a smallest σ-algebra
that contains C ; that is, there is a σ-algebra A containing C such that if B is any
σ-algebra containing C , then A ⊂ B.
The smallest σ-algebra containing C is called the σ-algebra generated by C .

1.2 Finite and Countable Sets

Definition 1.3. Consider two sets X and Y and suppose that with each element x of
X there is associated an element of Y , which we denote by f (x). Then f is said to be
a function or mapping from X to Y . The set X is called the domain of f , and the
elements f (x) in Y are called the values of f . The set of all values of f is called the
range of f .
Remark. We express the fact that f is a function of X into Y by writing

f : X → Y.

The range of f is generally smaller than Y . If the range of f is Y , then we say that f is
a function onto Y (or f is surjective).
Definition 1.4. Let X and Y be two sets and let f : X → Y . If A ⊂ X, the image
under f of A is defined as the set of elements y in Y such that y = f (x) for some x ∈ A.
This image is denoted by f [A]. That is,

f [A] = {y ∈ Y | (∃x) [x ∈ A and y = f (x)]}.

Remark. With this notation, the range of f is f [X], and f is onto Y if and only if
Y = f [X].
Definition 1.5. Let f : X → Y and suppose that B ⊂ Y . The inverse image of B
under f is the set
f −1 [B] = {x ∈ X| f (x) ∈ B}.
Remark. If for every y ∈ Y , f −1 (y) consists of at most one element of X, then f is said
to be a one-to-one mapping of X into B.
Definition 1.6. If there exists a one-to-one mapping of X onto Y , then the function
f : X → Y is a one-to-one correspondence.

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Theory of Functions of Real Variables Eclarin, L. A.

Remark. If there is a one-to-one correspondence between the sets X and Y , then X

and Y have the same cardinal number, or, that X and Y are equivalent, and we write
X ≡ Y . This relation has the following properties:

1. It is reflexive: X ≡ X.

2. It is symmetric: If X ≡ Y , then Y ≡ X.

3. It is transitive: If X ≡ Y and Y ≡ Z, then X ≡ Z.

Hence, ≡ is an equivalence relation.

For finite sets, it is evident that X ≡ Y if and only if the two sets have the same
number of elements. Thus, a finite set cannot be equivalent to one of its proper subsets.
For infinite sets, the cardinality or number of elements in the sets is not a specific
number but are equal for equivalent sets. Moreover, an infinite set may be equivalent to
one of its proper subset.

Definition 1.7. A sequence is a function defined on the set N of all natural numbers.
If f (n) = xn , for n ∈ N, the sequence is denoted as {xn } = x1 , x2 , . . . where the xi ’s are
called the terms of the sequence.

Definition 1.8. A set is called finite if it is either empty or the range of a finite sequence.
A set is called countable if it is either empty or the range of a sequence.

Remarks.

1. The image of a countable set is countable, i.e., the range of any function with a
countable domain is itself countable, and similarly for finite sets.

2. Any set that can be put in one-to-one correspondence with a finite set is finite
and any set that can be put in one-to-one correspondence with a countable set is
countable.

3. Any set which can be put in one-to-one correspondence with the set N of natural
numbers is countably infinite.

4. If an infinite set E is the range of a sequence hxn i, then E can be put in one-to-one
correspondence with N.

Proposition 1.4. Every subset of a countable set is countable.

Proposition 1.5. Let A be a countable set. Then the set of all finite sequences from A
is also countable.

Proposition 1.6. The set of all rational numbers is countable.

Proposition 1.7. The union of a countable collection of countable sets is countable.

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