Theoretical foundations of calculus: limits, convergence of sequences, construction of the real numbers, least upper bound property, and related analysis topics such as continuity, differentiation, and integration through the fundamental theorem of calculus.

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Optional stopping/sampling for right-continuous supermartingales

Let $\mathbb{F}$ be a filtration $(X_t)_{t\ge 0}$ be a right-continuous $\mathbb{F}$-supermartingale $\sigma,\tau$ be bounded $\mathbb{F}$-stopping times with $\sigma\le \tau$ and ...
6
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2answers
97 views

How can I prove $\pi=e^{3/2}\prod_{n=2}^{\infty}e\left(1-\dfrac{1}{n^2}\right)^{n^2}$?

I am interested about some infinite product representations of $\pi$ and $e$ like this. Last week I found this formula on internet ...
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0answers
14 views

construction of a path of quadratic variation

Consider a path $x: [0,1] \to \mathbb R$. it's $p$-variation on an interval is defined by $$V_{p}(x, [a, b]) = \lim_{|\Pi| \to 0} \sum_{i=1}^{n}|x(t_{i}) - x(t_{i-1})|^{p}$$ where $\Pi = \{a= ...
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23 views

Help with Fourier transform of product

I was reading this article in wikipedia, and I supposed $f,g \in L^1(\mathbb{R^n})$ such that their product $f \cdot g$ are in $L^1(\mathbb{R^n})$ too. So let $h=f \cdot g$, and ...
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3answers
33 views

How to determine the closure of a subset and prove it is actually the closure?

I have this subset $E = \{r \in Q: r^2 \leq 2\}$ which is in $\mathbb{R}$ with the Euclidian metric. I was wondering how can I find the closure of this subset. Here is what I have: The limit points ...
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3answers
62 views

Prove that $f(x) = x$ has a solution on [0,1]

Very trivial question: Let $f:[0,1]\to [0,1]$ be a continuous function. Prove that $f(x) = x$ has a solution in $[0,1]$. So, here, $f(0) = 0$ and $f(1) = 1$ and $f'(x) = 1$. Now, can we conclude ...
3
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37 views

$f(x) =\lim_{n \to \infty} \frac{(1+ \sin \frac{\pi}x)^n - 1} { (1+ \sin \frac{\pi}x)^n +1}$, $x \in (0,1]$. To show that $f$ is integrable on $[0,1]$

A function defined on $[0,1]$ by $f(0) = 0$ and $f(x) = \lim_{n \to \infty} \frac{(1+ \sin \frac{\pi}x)^n - 1} { (1+ \sin \frac{\pi}x)^n +1}$, $x \in (0,1]$. To show that $f$ is integrable on ...
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3answers
36 views

Proof that boundedness of continuous Real Valued functions implies Compactness

I'm looking to prove the following : Let $(X,d)$ be a Metric Space If every continuous real-valued function on $X$ is bounded then $X$ is Compact I saw a proof earlier today If instead $X$ is ...
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2answers
58 views

Is my proof for this limit correct?

I want to prove that $\sqrt{2 + \sqrt{2 + \sqrt{2 + \ldots}}}$ limits to 2. Let $a_0$ = $\sqrt{2}$ $a_n$= $\sqrt{2+a_{n-1}}$. Then, proving that $\sqrt{2 + \sqrt{2 + \sqrt{2 + \ldots}}}$ limits to ...
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1answer
61 views

Prove that $[f(x+1)-f(x)] = 0$

I know this is a very elementary level question. But, I still need t0 understand this in term of mean value theorem. So here it goes: Suppose $f$ is differentiable on $(0,\infty)$ and lim$_{x \to ...
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0answers
15 views

Variation processes and strong solutions of stochastic differential equations

Let $(\Omega,\mathcal{A},\operatorname{P})$ be a probability space $\mathbb{F}$ be a filtration on $(\Omega,\mathcal{A})$ $\tau$ be a $\mathbb{F}$-stopping time An $\mathbb{F}$-adapted, ...
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4answers
52 views

Why is this function a bijection?

Consider the function below $$f:\mathbb{R^+} \to \mathbb{R^+}$$ given by $$f(x) = \sqrt{x}$$. Now it makes sense that the function is injective because $f(x) = f(y) \implies \sqrt{x} = \sqrt{y} ...
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0answers
20 views

Show Lie bracket left invariant

I want to prove from the definition that the Lie bracket $[X,Y]$ of two left-invariant vector fields $X,Y: G \rightarrow TG$ where $G$ is a Lie group is again left-invariant. Left-invariance ...
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0answers
15 views

True/False? If $a ∈ iso(S)$ , then, $a_i ∈ iso(π_i(S))$ for all $i ∈ \mathbb N_n,$ where $π_i$ denotes the natural projection of $P$ onto $X_i$

Suppose $n ∈ \mathbb N$ and, for each $i ∈ \mathbb N_n, (X_i, τ_i)$ is a metric space. Suppose $d$ is a conserving metric on $P = \prod_{i=1} ^n X_i .$ Suppose $S ⊆ P$ and $a ∈ S.$ Is it true that If ...
2
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3answers
92 views

Prove that $f'(c ) = \lambda f(c )$

Suppose $f$ is continuous on $[a,b]$ and $f$ is differentiable on $(a,b)$ with $f(a) = f(b) = 0$. Prove that for every real $\lambda, \exists c \in (a,b)$ s.t. $f'(c ) = \lambda f(c )$. Hint: Apply ...
3
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1answer
34 views

Surjectivity of $\mathcal{id}_{\mathbb{R}^n}+g$ when $g$ is a contraction?

Assume $g:\mathbb{R}^n\longrightarrow \mathbb{R}^n$ is a contraction and consider $h=\mathcal{id}_{\mathbb{R}^n}+g$. The map $h$ is injective. Is it always surjective? My question has the following ...
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84 views

Why is $\int_{0}^{\pi}{1\over 1-\sin x}dx=2\int_{0}^{\pi\over 2}{1\over 1-\sin x}dx$?

Why is $\int_{0}^{\pi}{1\over 1-\sin x}dx=2\int_{0}^{\pi\over 2}{1\over 1-\sin x}dx$, or to be accurate: why is $\int_{\pi\over 2}^{\pi}{1\over 1-\sin x}dx=\int_{0}^{\pi\over 2}{1\over 1-\sin x}dx$? ...
2
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0answers
70 views

Distance between sets

Let $K \subset K_1 \subset U \subset \Bbb R^2$, such that $K$ and $K_1$ are compact sets, with $K \subset \mathring {K_1}$, and $U = \mathring U \subsetneq \Bbb R ^2$. If $w \in \partial K_1$ such ...
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11 views

Prove that $\frac{\langle f^2,g\rangle_{L^2}}{\left\|f\right\|_{L^2}^2}\ge-\left\|g\right\|_{L^\infty}$ for $f\in L^2$ and $g\in L^\infty$

Let $\Omega\subseteq\mathbb{R}^n$ be bounded, $f\in L^2(\Omega)$ and $g\in L^\infty(\Omega)$. How can we show, that $$\frac{\langle ...
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2answers
33 views

C1 function with strictly positive derivative at its root(s); can I prove that $x<y,\;f(x) > 0 \Rightarrow f(y) > 0$?

My question is somehow related to Positive derivative at root of $f$. but yet slightly different. Let $f$ be a C1 function in $(a,b) \subseteq \mathbb{R}$, not necessarily monotonic but with the ...
2
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0answers
34 views

Orthonormal Basis of $L^2$

Theorem: ' ' The Orthonormal family $e_n(x)=e^{2\pi i n x},\ n\in\mathbb{N}$ is a basis for $\mathcal{L}^2([0,1])$.`` In this case, $\{e_n(x)\}_{n\in\mathbb{N}}$ being a basis would mean that any ...
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52 views

Prove that $x+g$ is homeomorphism

Problem: Assume we have $g:\mathbb{R}^n\longrightarrow \mathbb{R}^n$ of $C^1$ class with derivative bounded uniformly by some constant $M<1$. Consider ...
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9 views

Definition of “Contractive Invariant Plane”

Can someone please explain the definition of a contractive invarient Plane found in: the paper It is nearly at the very beginning of the Introduction. By contractive do they mean a contractive map? ...
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12 views

Proposed proof for quasi-metric result

A quasi-metric on a set $X$ is mapping $\rho: X \times X \rightarrow [0, \infty)$ satisfying the following conditions: $\rho(x,y) \geq 0~~\text{and}~~\rho(x,x) = 0;$ $\rho(x,z) \leq \rho(x,y) + ...
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26 views

Series Convergence in Banach Space

Let $(e_j)_1^\infty$ be an orthonormal set in $l^2$ Consider $$s_n =\sum_{j=1}^n t_je_j$$ Show that $s_n$ converges in $l^2 \iff t = (t_j)_{j=1}^\infty \in l^2$ Thoughts so far : If we consider ...
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1answer
29 views

Proof Strategies for Convergent Sequences

I am struggling to understand how to choose epsilons during proofs for convergent sequences. It seems that many proofs just state the epsilon to choose without any motivation? How should I go about in ...
2
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2answers
116 views

Evaluate the improper integral $\int_{0}^{\infty}{f(x)-f(2x)\over x}dx$, where $\lim_{x \to \infty} f(x) = L$ [duplicate]

Find $$\int_{0}^{\infty}{f(x)-f(2x)\over x}\, \mathrm{d}x$$ if $f\in C([0,\infty])$ and $\lim\limits_{x\to \infty}{f(x)=L}$. I tried denoting $\displaystyle \int{f(x)\over x}dx=F(x)$, but I don't ...
2
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2answers
39 views

Converge series such that permuting the termes will change the limit.

I know that for a series that converge, if we permute the element of the sum, the series doesn't necessarily converge. For exemple $$\sum_{n=1}^\infty \frac{(-1)^n}{n}$$ converge but if we first sum ...
0
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1answer
34 views

limit of functions and the integration

Let $f_n:\mathbb{R}\rightarrow\mathbb{R}$ be a sequence of non-negative Lebesgue measurable functions and suppose $\lim_{n\rightarrow \infty}\int_\mathbb{R}f_n=0.$ Then, must it be that ...
5
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1answer
108 views

Definite integral with logarithm and arctangent inside of arctangent

How to prove $$\int_0^1 \left[ \frac{2}{\pi }\arctan \left(\frac 2 \pi \arctan \frac{1}{x} + \frac{1}{\pi }\ln \frac{1 + x}{1 - x}\right) - \frac{1}{2} \right]\frac{\mathrm{d}x} x = \frac{1}{2} \ln ...
0
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2answers
29 views

Limit of Convergent Sequence Property Proof Help

I have a question about this property: Let $\lim\limits_{n\to\infty} a_n = a$, then $\lim\limits_{n\to\infty}(ca_n) = ca$ for all $c \in \mathbb R$ If we consider when $c$ doesnt equal $0$, my ...
0
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1answer
65 views

Prove that $f'(c ) = 0$

Let $f: (a,b) \to \mathbb{R}$ be a function defined on $(a,b)$. Let $c \in (a,b)$ be a local maximum and $f'( c)$ exists. Prove that $f'(c ) = 0$ Sometihng I have thought so far: For some $\delta ...
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0answers
40 views

How to prove it and how to solve it

Tomorrow I will begin my studies, real analysis, however I have some difficulties in making statements so I thought before starting the study in real analysis, learn how to do demonstrations properly. ...
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3answers
32 views

function bounded by an exponential has a bounded derivative?

here's the question. I want to be sure of that. Let $v:[0,\infty) \rightarrow \mathbb{R}_+$ a positive function satisfying $$\forall t \ge 0,\qquad v(t)\le kv(0) e^{-c t}$$ for some positive constants ...
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2answers
19 views

exponential boundedness of components given exponential boundedness of the norm

Let $v:[0,\infty)\rightarrow \mathbb{R}^n$ be a function such that $\forall t\ge 0$, $v_i(t)\ge 0$ and $$ ||v(t)||\le \beta ||v(0)||e^{-at}, t\ge 0$$ with $\beta,a>0$ can I conclude that for all ...
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1answer
33 views

Existence of such a function

I am supposed to construct a function $f \in C_c^1((-\frac{3R}{4},\frac{3R}{4}))$ such that $f|_{(-\frac{R}{2},\frac{R}{2})}=1$ and $|f'(x)| \le \frac{4}{R}$ for almost all $x \in (-R,R)?$ I ...
3
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4answers
33 views

Difference of consecutive pairs of sequence terms tends to $0$

This seems an elementary problem, but I don't know of any reference to it in the literature. Consider the sequence $(a_n)_{n=1}^\infty$ of real numbers. Suppose ...
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1answer
33 views

If $(X_t,t\in I)$ is a process with values in $(E,\mathcal{E})$, are $\sigma(X_t,t\in I)$ and $\sigma(X)=X^{-1}(\mathcal{E}^{\otimes I})$ equal?

Let $(\Omega,\mathcal{A},\operatorname{P})$ be a probability space $E$ be a Polish space and $\mathcal{E}$ be the Borel $\sigma$-algebra on $E$ $I$ be an index set $X_t$ be a random variable on ...
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31 views

Image of a Sufficiently Small Open Set Under a Constant Rank Map Cannot Twist Too Much

$\newcommand{\R}{\mathbf R} \newcommand{\norm}[1]{\|#1\|} \DeclareMathOperator{\ball}{B}$ I am trying to prove the following rather visually obvious "fact", as the title describes, preferably in a ...
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1answer
31 views

which hypothesis for boundedness of this function

Let $v:[0,\infty)\rightarrow \mathbb{R}_+$ be a positive function such that $$\exists T,q>0\,\,s.t.\,\, \forall t\in[0,\infty),\,\,\int_t^{t+T} v(\tau) d\tau \le q$$ I'm looking for the "less ...
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34 views

Limit of a recursive sequence containing log [on hold]

Let $\alpha$ be a real number. Consider the following recursive formula: $a_1=1$ and $$a_n=1-\alpha . \sum_{i=1}^{n-1}{a_i\over{i.\log(n-i+1)}} \: \: \: \:for\:\:n\ge2$$ Note that the logarithm is ...
6
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55 views

The quadratic and cubic versions of a tough intregral

In this post, Proving that $\int_0^1 \frac{\log \left(\frac{1}{t}\right) \log (t+2)}{t+1} \, dt=\frac{13}{24} \zeta (3)$, it's proved that $$I_1=\int_0^1 \frac{\log \left(\frac{1}{t}\right) \log ...
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1answer
23 views

Metric for connected path space.

I'm trying to prove the next function is a metric for the space of connected paths $T_{x,y}(X)$ where $x,y\in X\subset\mathbb{R}^{n}:$ $$d(x,y)=\inf\{L(\sigma):\sigma\in T_{x,y}(X)\},$$ where ...
0
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2answers
16 views

limit points of subset of real numbers

Let $$A=\{ \frac{\sqrt{m} -\sqrt{n}}{\sqrt{m}+\sqrt{n}} | m,n\in \Bbb{N} \}$$ I think that we must find sequence of $A$ and find limit of sequence,let $a_m =\frac{\sqrt{ k ^2 m^2} -\sqrt{ ...
1
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3answers
44 views

Finding $\lim\limits_{n\to \infty}({1\over n+1}+{1\over n+2}+…+{1\over n+n})$ using integrals [duplicate]

Finding $\lim\limits_{n\to \infty}\left({1\over n+1}+{1\over n+2}+\dots+{1\over n+n}\right)$. I tried many things but it would work out. I am now studying calculus 2 (In my country the first calculus ...
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0answers
32 views

Question about weak derivatives

I have a question about weak derivatives. Let $u,v \in L^{1}_{loc}(U)$ (the space of locally integrable functions) for some open set $\emptyset \neq U \in \mathbb{R}^{n}$ We often say that $v$ is the ...
2
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0answers
45 views

Ball with euclidean metric - mistake in book?

In $\mathbb{R}^2$, the ball with euclidean metric $d_{l_2}$ is defined, in terence tao's analysis vol II, as: $$B_{(\mathbb{R}^2,d_{l_2})}((0,0),1) = \{(x,y) \in \mathbb{R}^2 : x^2 + y^2 <1\}$$ ...
0
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0answers
30 views

Existence theorems depending on compactness of unit ball?

I can only think of that a semi-continous function attain it's maximum on compact sets. What other existance themorems depend on compactness of unit ball? Which cases are we able to maintain and which ...
2
votes
0answers
46 views

Total variation measure vs. total variation function

Let $a, b \in \mathbb{R}$ with $a < b$ and define the compact interval $I := [a, b]$. Let $g, h : \mathbb{R} \rightarrow \mathbb{R}$ be non-decreasing and right-continuous on $I$ and constant on ...
1
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0answers
26 views

Proving one expressions is greater than the other using limits?

In general, is it sufficient to show that one of them increases faster than the other? $$1-P_{k,1}< or > (1-P_{k,2})(M+B(1-p))/(M+B))$$ where $P_{k,1}$ and $P_{k,2}$ are decreasing with M. ...