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Mathematical analysis

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Astrange attractor arising from adifferential equation. Differential equations are an important area of mathematical analysis with many applications in science and engineering.

Analysis is the branch ofmathematics dealing withcontinuous functions,limits, and related theories, such asdifferentiation,integration,measure,infinite sequences,series, andanalytic functions.[1][2]

These theories are usually studied in the context ofreal andcomplex numbers andfunctions. Analysis evolved fromcalculus, which involves the elementary concepts and techniques of analysis.Analysis may be distinguished fromgeometry; however, it can be applied to anyspace ofmathematical objects that has a definition of nearness (atopological space) or specific distances between objects (ametric space).

History

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Archimedes used themethod of exhaustion to compute thearea inside a circle by finding the area ofregular polygons with more and more sides. This was an early but informal example of alimit, one of the most basic concepts in mathematical analysis.

Ancient

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Mathematical analysis formally developed in the 17th century during theScientific Revolution,[3] but many of its ideas can be traced back to earlier mathematicians. Early results in analysis were implicitly present in the early days ofancient Greek mathematics. For instance, aninfinite geometric sum is implicit inZeno'sparadox of the dichotomy.[4] (Strictly speaking, the point of the paradox is to deny that the infinite sum exists.) Later,Greek mathematicians such asEudoxus andArchimedes made more explicit, but informal, use of the concepts of limits and convergence when they used themethod of exhaustion to compute the area and volume of regions and solids.[5] The explicit use ofinfinitesimals appears in Archimedes'The Method of Mechanical Theorems, a work rediscovered in the 20th century.[6] In Asia, theChinese mathematicianLiu Hui used the method of exhaustion in the 3rd century CE to find the area of a circle.[7] From Jain literature, it appears that Hindus were in possession of the formulae for the sum of thearithmetic andgeometric series as early as the 4th century BCE.[8]Ācārya Bhadrabāhu uses the sum of a geometric series in his Kalpasūtra in 433 BCE.[9]

Medieval

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Zu Chongzhi established a method that would later be calledCavalieri's principle to find the volume of asphere in the 5th century.[10] In the 12th century, theIndian mathematicianBhāskara II used infinitesimal and used what is now known asRolle's theorem.[11]

In the 14th century,Madhava of Sangamagrama developedinfinite series expansions, now calledTaylor series, of functions such assine,cosine,tangent andarctangent.[12] Alongside his development of Taylor series oftrigonometric functions, he also estimated the magnitude of the error terms resulting of truncating these series, and gave a rational approximation of some infinite series. His followers at theKerala School of Astronomy and Mathematics further expanded his works, up to the 16th century.

Modern

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Foundations

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The modern foundations of mathematical analysis were established in 17th century Europe.[3] This began whenFermat andDescartes developedanalytic geometry, which is the precursor to modern calculus. Fermat's method ofadequality allowed him to determine the maxima and minima of functions and the tangents of curves.[13] Descartes's publication ofLa Géométrie in 1637, which introduced theCartesian coordinate system, is considered to be the establishment of mathematical analysis. It would be a few decades later thatNewton andLeibniz independently developedinfinitesimal calculus, which grew, with the stimulus of applied work that continued through the 18th century, into analysis topics such as thecalculus of variations,ordinary andpartial differential equations,Fourier analysis, andgenerating functions. During this period, calculus techniques were applied to approximatediscrete problems by continuous ones.

Modernization

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In the 18th century,Euler introduced the notion of amathematical function.[14] Real analysis began to emerge as an independent subject whenBernard Bolzano introduced the modern definition of continuity in 1816,[15] but Bolzano's work did not become widely known until the 1870s. In 1821,Cauchy began to put calculus on a firm logical foundation by rejecting the principle of thegenerality of algebra widely used in earlier work, particularly by Euler. Instead, Cauchy formulated calculus in terms of geometric ideas andinfinitesimals. Thus, his definition of continuity required an infinitesimal change inx to correspond to an infinitesimal change iny. He also introduced the concept of theCauchy sequence, and started the formal theory ofcomplex analysis.Poisson,Liouville,Fourier and others studied partial differential equations andharmonic analysis. The contributions of these mathematicians and others, such asWeierstrass, developed the(ε, δ)-definition of limit approach, thus founding the modern field of mathematical analysis. Around the same time,Riemann introduced his theory ofintegration, and made significant advances in complex analysis.

Towards the end of the 19th century, mathematicians started worrying that they were assuming the existence of acontinuum ofreal numbers without proof.Dedekind then constructed the real numbers byDedekind cuts, in which irrational numbers are formally defined, which serve to fill the "gaps" between rational numbers, thereby creating acomplete set: the continuum of real numbers, which had already been developed bySimon Stevin in terms ofdecimal expansions. Around that time, the attempts to refine thetheorems ofRiemann integration led to the study of the "size" of the set ofdiscontinuities of real functions.

Also, variouspathological objects, (such asnowhere continuous functions, continuous butnowhere differentiable functions, andspace-filling curves), commonly known as "monsters", began to be investigated. In this context,Jordan developed his theory ofmeasure,Cantor developed what is now callednaive set theory, andBaire proved theBaire category theorem. In the early 20th century, calculus was formalized using an axiomaticset theory.Lebesgue greatly improved measure theory, and introduced his own theory of integration, now known asLebesgue integration, which proved to be a big improvement over Riemann's.Hilbert introducedHilbert spaces to solveintegral equations. The idea ofnormed vector space was in the air, and in the 1920sBanach createdfunctional analysis.

Important concepts

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Metric spaces

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Main article:Metric space

Inmathematics, a metric space is aset where a notion ofdistance (called ametric) between elements of the set is defined.

Much of analysis happens in some metric space; the most commonly used are thereal line, thecomplex plane,Euclidean space, othervector spaces, and theintegers. Examples of analysis without a metric includemeasure theory (which describes size rather than distance) andfunctional analysis (which studiestopological vector spaces that need not have any sense of distance).

Formally, a metric space is anordered pair(M,d){\displaystyle (M,d)} whereM{\displaystyle M} is a set andd{\displaystyle d} is ametric onM{\displaystyle M}, i.e., afunction

d:M×MR{\displaystyle d\colon M\times M\rightarrow \mathbb {R} }

such that for anyx,y,zM{\displaystyle x,y,z\in M}, the following holds:

  1. d(x,y)0{\displaystyle d(x,y)\geq 0}, with equalityif and only ifx=y{\displaystyle x=y}    (identity of indiscernibles),
  2. d(x,y)=d(y,x){\displaystyle d(x,y)=d(y,x)}    (symmetry), and
  3. d(x,z)d(x,y)+d(y,z){\displaystyle d(x,z)\leq d(x,y)+d(y,z)}    (triangle inequality).

By taking the third property and lettingz=x{\displaystyle z=x}, it can be shown thatd(x,y)0{\displaystyle d(x,y)\geq 0}     (non-negative).

Sequences and limits

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Main article:Sequence
See also:Limit of a sequence

A sequence is an ordered list. Like aset, it containsmembers (also calledelements, orterms). Unlike a set, order matters, and exactly the same elements can appear multiple times at different positions in the sequence. Most precisely, a sequence can be defined as afunction whose domain is acountabletotally ordered set, such as thenatural numbers.

One of the most important properties of a sequence isconvergence. Informally, a sequence converges if it has alimit. Continuing informally, a (singly-infinite) sequence has a limit if it approaches some pointx, called the limit, asn becomes very large. That is, for an abstract sequence (an) (withn running from 1 to infinity understood) the distance betweenan andx approaches 0 asn → ∞, denoted

limnan=x.{\displaystyle \lim _{n\to \infty }a_{n}=x.}

Main branches

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Calculus

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Main article:Calculus

Real analysis

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Main article:Real analysis

Real analysis (traditionally, the "theory of functions of a real variable") is a branch of mathematical analysis dealing with thereal numbers and real-valued functions of a real variable.[16][17] In particular, it deals with the analytic properties of realfunctions andsequences, includingconvergence andlimits ofsequences of real numbers, thecalculus of the real numbers, andcontinuity,smoothness and related properties of real-valued functions.

Complex analysis

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Main article:Complex analysis

Complex analysis (traditionally known as the "theory of functions of a complex variable") is the branch of mathematical analysis that investigatesfunctions ofcomplex numbers.[18] It is useful in many branches of mathematics, includingalgebraic geometry,number theory,applied mathematics; as well as inphysics, includinghydrodynamics,thermodynamics,mechanical engineering,electrical engineering, and particularly,quantum field theory.

Complex analysis is particularly concerned with theanalytic functions of complex variables (or, more generally,meromorphic functions). Because the separatereal andimaginary parts of any analytic function must satisfyLaplace's equation, complex analysis is widely applicable to two-dimensional problems inphysics.

Functional analysis

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Main article:Functional analysis

Functional analysis is a branch of mathematical analysis, the core of which is formed by the study ofvector spaces endowed with some kind of limit-related structure (e.g.inner product,norm,topology, etc.) and thelinear operators acting upon these spaces and respecting these structures in a suitable sense.[19][20] The historical roots of functional analysis lie in the study ofspaces of functions and the formulation of properties of transformations of functions such as theFourier transform as transformations definingcontinuous,unitary etc. operators between function spaces. This point of view turned out to be particularly useful for the study ofdifferential andintegral equations.

Harmonic analysis

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Main article:Harmonic analysis

Harmonic analysis is a branch of mathematical analysis concerned with the representation offunctions andsignals as the superposition of basicwaves. This includes the study of the notions ofFourier series andFourier transforms (Fourier analysis), and of their generalizations. Harmonic analysis has applications in areas as diverse asmusic theory,number theory,representation theory,signal processing,quantum mechanics,tidal analysis, andneuroscience.

Differential equations

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Main article:Differential equation

A differential equation is amathematicalequation for an unknownfunction of one or severalvariables that relates the values of the function itself and itsderivatives of variousorders.[21][22][23] Differential equations play a prominent role inengineering,physics,economics,biology, and other disciplines.

Differential equations arise in many areas of science and technology, specifically whenever adeterministic relation involving some continuously varying quantities (modeled by functions) and their rates of change in space or time (expressed as derivatives) is known or postulated. This is illustrated inclassical mechanics, where the motion of a body is described by its position and velocity as the time value varies.Newton's laws allow one (given the position, velocity, acceleration and various forces acting on the body) to express these variables dynamically as a differential equation for the unknown position of the body as a function of time. In some cases, this differential equation (called anequation of motion) may be solved explicitly.

Measure theory

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Main article:Measure (mathematics)

A measure on aset is a systematic way to assign a number to each suitablesubset of that set, intuitively interpreted as its size.[24] In this sense, a measure is a generalization of the concepts of length, area, and volume. A particularly important example is theLebesgue measure on aEuclidean space, which assigns the conventionallength,area, andvolume ofEuclidean geometry to suitable subsets of then{\displaystyle n}-dimensional Euclidean spaceRn{\displaystyle \mathbb {R} ^{n}}. For instance, the Lebesgue measure of theinterval[0,1]{\displaystyle \left[0,1\right]} in thereal numbers is its length in the everyday sense of the word – specifically, 1.

Technically, a measure is a function that assigns a non-negative real number or+∞ to (certain) subsets of a setX{\displaystyle X}. It must assign 0 to theempty set and be (countably) additive: the measure of a 'large' subset that can be decomposed into a finite (or countable) number of 'smaller' disjoint subsets, is the sum of the measures of the "smaller" subsets. In general, if one wants to associate aconsistent size toeach subset of a given set while satisfying the other axioms of a measure, one only finds trivial examples like thecounting measure. This problem was resolved by defining measure only on a sub-collection of all subsets; the so-calledmeasurable subsets, which are required to form aσ{\displaystyle \sigma }-algebra. This means that the empty set, countableunions, countableintersections andcomplements of measurable subsets are measurable.Non-measurable sets in a Euclidean space, on which the Lebesgue measure cannot be defined consistently, are necessarily complicated in the sense of being badly mixed up with their complement. Indeed, their existence is a non-trivial consequence of theaxiom of choice.

Numerical analysis

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Main article:Numerical analysis

Numerical analysis is the study ofalgorithms that use numericalapproximation (as opposed to generalsymbolic manipulations) for the problems of mathematical analysis (as distinguished fromdiscrete mathematics).[25]

Modern numerical analysis does not seek exact answers, because exact answers are often impossible to obtain in practice. Instead, much of numerical analysis is concerned with obtaining approximate solutions while maintaining reasonable bounds on errors.

Numerical analysis naturally finds applications in all fields of engineering and the physical sciences, but in the 21st century, the life sciences and even the arts have adopted elements of scientific computations.Ordinary differential equations appear incelestial mechanics (planets, stars and galaxies);numerical linear algebra is important for data analysis;stochastic differential equations andMarkov chains are essential in simulating living cells for medicine and biology.

Vector analysis

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Main article:Vector calculus
See also:A History of Vector Analysis andVector Analysis

Vector analysis, also calledvector calculus, is a branch of mathematical analysis dealing withvector-valued functions.[26]

Scalar analysis

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Main article:Scalar (mathematics)

Scalar analysis is a branch of mathematical analysis dealing with values related to scale as opposed to direction. Values such as temperature are scalar because they describe the magnitude of a value without regard to direction, force, or displacement that value may or may not have.

Tensor analysis

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Main article:Tensor field

Other topics

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Applications

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Techniques from analysis are also found in other areas such as:

Physical sciences

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The vast majority ofclassical mechanics,relativity, andquantum mechanics is based on applied analysis, anddifferential equations in particular. Examples of important differential equations includeNewton's second law, theSchrödinger equation, and theEinstein field equations.

Functional analysis is also a major factor inquantum mechanics.

Signal processing

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When processing signals, such asaudio,radio waves, light waves,seismic waves, and even images, Fourier analysis can isolate individual components of a compound waveform, concentrating them for easier detection or removal. A large family of signal processing techniques consist of Fourier-transforming a signal, manipulating the Fourier-transformed data in a simple way, and reversing the transformation.[27]

Other areas of mathematics

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Techniques from analysis are used in many areas of mathematics, including:

Famous Textbooks

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See also

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References

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  1. ^Edwin Hewitt and Karl Stromberg, "Real and Abstract Analysis", Springer-Verlag, 1965
  2. ^Stillwell, John Colin."analysis | mathematics".Encyclopædia Britannica.Archived from the original on 2015-07-26. Retrieved2015-07-31.
  3. ^abJahnke, Hans Niels (2003).A History of Analysis. History of Mathematics. Vol. 24.American Mathematical Society. p. 7.doi:10.1090/hmath/024.ISBN 978-0821826232.Archived from the original on 2016-05-17. Retrieved2015-11-15.
  4. ^Stillwell, John Colin (2004). "Infinite Series".Mathematics and its History (2nd ed.).Springer Science+Business Media Inc. p. 170.ISBN 978-0387953366.Infinite series were present in Greek mathematics, [...] There is no question that Zeno's paradox of the dichotomy (Section 4.1), for example, concerns the decomposition of the number 1 into the infinite series12 +122 +123 +124 + ... and that Archimedes found the area of the parabolic segment (Section 4.4) essentially by summing the infinite series 1 +14 +142 +143 + ... =43. Both these examples are special cases of the result we express as summation of a geometric series
  5. ^Smith, David Eugene (1958).History of Mathematics.Dover Publications.ISBN 978-0486204307.
  6. ^Pinto, J. Sousa (2004).Infinitesimal Methods of Mathematical Analysis. Horwood Publishing. p. 8.ISBN 978-1898563990.Archived from the original on 2016-06-11. Retrieved2015-11-15.
  7. ^Dun, Liu; Fan, Dainian; Cohen, Robert Sonné (1966).A comparison of Archimedes' and Liu Hui's studies of circles. Chinese studies in the history and philosophy of science and technology. Vol. 130. Springer. p. 279.ISBN 978-0-7923-3463-7.Archived from the original on 2016-06-17. Retrieved2015-11-15.,Chapter, p. 279Archived 2016-05-26 at theWayback Machine
  8. ^Singh, A. N. (1936)."On the Use of Series in Hindu Mathematics".Osiris.1:606–628.doi:10.1086/368443.JSTOR 301627.S2CID 144760421.
  9. ^K. B. Basant, Satyananda Panda (2013)."Summation of Convergent Geometric Series and the concept of approachable Sunya"(PDF).Indian Journal of History of Science.48:291–313.
  10. ^Zill, Dennis G.; Wright, Scott; Wright, Warren S. (2009).Calculus: Early Transcendentals (3 ed.). Jones & Bartlett Learning. p. xxvii.ISBN 978-0763759957.Archived from the original on 2019-04-21. Retrieved2015-11-15.
  11. ^Seal, Sir Brajendranath (1915), "The positive sciences of the ancient Hindus",Nature,97 (2426): 177,Bibcode:1916Natur..97..177.,doi:10.1038/097177a0,hdl:2027/mdp.39015004845684,S2CID 3958488
  12. ^Rajagopal, C. T.; Rangachari, M. S. (June 1978). "On an untapped source of medieval Keralese Mathematics".Archive for History of Exact Sciences.18 (2):89–102.doi:10.1007/BF00348142.S2CID 51861422.
  13. ^Pellegrino, Dana."Pierre de Fermat".Archived from the original on 2008-10-12. Retrieved2008-02-24.
  14. ^Dunham, William (1999).Euler: The Master of Us All. The Mathematical Association of America. p. 17.
  15. ^*Cooke, Roger (1997)."Beyond the Calculus".The History of Mathematics: A Brief Course. Wiley-Interscience. p. 379.ISBN 978-0471180821.Real analysis began its growth as an independent subject with the introduction of the modern definition of continuity in 1816 by the Czech mathematician Bernard Bolzano (1781–1848)
  16. ^Rudin, Walter (1976).Principles of Mathematical Analysis. Walter Rudin Student Series in Advanced Mathematics (3rd ed.). McGraw–Hill.ISBN 978-0070542358.
  17. ^Abbott, Stephen (2001).Understanding Analysis. Undergraduate Texts in Mathematics. New York: Springer-Verlag.ISBN 978-0387950600.
  18. ^Ahlfors, Lars Valerian (1979).Complex Analysis (3rd ed.). New York:McGraw-Hill.ISBN 978-0070006577.
  19. ^Rudin, Walter (1991).Functional Analysis.McGraw-Hill Science.ISBN 978-0070542365.
  20. ^Conway, John Bligh (1994).A Course in Functional Analysis (2nd ed.).Springer-Verlag.ISBN 978-0387972459.Archived from the original on 2020-09-09. Retrieved2016-02-11.
  21. ^Ince, Edward L. (1956).Ordinary Differential Equations. Dover Publications.ISBN 978-0486603490.
  22. ^Witold Hurewicz,Lectures on Ordinary Differential Equations, Dover Publications,ISBN 0486495108
  23. ^Evans, Lawrence Craig (1998).Partial Differential Equations. Providence:American Mathematical Society.ISBN 978-0821807729.
  24. ^Tao, Terence (2011).An Introduction to Measure Theory. Graduate Studies in Mathematics. Vol. 126. American Mathematical Society.doi:10.1090/gsm/126.ISBN 978-0821869192.Archived from the original on 2019-12-27. Retrieved2018-10-26.
  25. ^Hildebrand, Francis B. (1974).Introduction to Numerical Analysis (2nd ed.). McGraw-Hill.ISBN 978-0070287617.
  26. ^Borisenko, A. I.; Tarapov, I. E. (1979).Vector and Tensor Analysis with Applications (Dover Books on Mathematics). Dover Books on Mathematics.
  27. ^Rabiner, L. R.; Gold, B. (1975).Theory and Application of Digital Signal Processing. Englewood Cliffs, New Jersey:Prentice-Hall.ISBN 978-0139141010.
  28. ^"Introductory Real Analysis". 1970.
  29. ^"Курс дифференциального и интегрального исчисления. Том I". 1969.
  30. ^"Основы математического анализа. Том II". 1960.
  31. ^"Курс дифференциального и интегрального исчисления. Том III". 1960.
  32. ^The Fundamentals of Mathematical Analysis: International Series in Pure and Applied Mathematics, Volume 1.ASIN 0080134734.
  33. ^The Fundamentals of Mathematical Analysis: International Series of Monographs in Pure and Applied Mathematics, Vol. 73-II.ASIN 1483213153.
  34. ^"A Course of Mathematical Analysis Vol 1". 1977.
  35. ^"A Course of Mathematical Analysis Vol 2". 1987.
  36. ^Mathematical Analysis I.ASIN 3662569558.
  37. ^Mathematical Analysis II.ASIN 3662569663.
  38. ^"A Course of Higher Mathematics Vol 3 1 Linear Algebra". 1964.
  39. ^"A Course of Higher Mathematics Vol 2 Advanced Calculus". 1964.
  40. ^"A Course of Higher Mathematics Vol 3-2 Complex Variables Special Functions". 1964.
  41. ^"A Course of Higher Mathematics Vol 4 Integral and Partial Differential Equations". 1964.
  42. ^"A Course of Higher Mathematics Vol 5 Integration and Functional Analysis". 1964.
  43. ^"Differential and Integral Calculus". 1969.
  44. ^"A Course of Mathematical Analysis". 1960.
  45. ^Mathematical Analysis: A Special Course.ASIN 1483169561.
  46. ^"Theory of functions of a real variable (Teoria functsiy veshchestvennoy peremennoy, chapters I to IX)". 1955.
  47. ^"Theory of functions of a real variable =Teoria functsiy veshchestvennoy peremennoy". 1955.
  48. ^"Problems in Mathematical Analysis". 1970.
  49. ^Problems and Theorems in Analysis I: Series. Integral Calculus. Theory of Functions.ASIN 3540636404.
  50. ^Problems and Theorems in Analysis II: Theory of Functions. Zeros. Polynomials. Determinants. Number Theory. Geometry.ASIN 3540636862.
  51. ^Mathematical Analysis: A Modern Approach to Advanced Calculus, 2nd Edition.ASIN 0201002884.
  52. ^Principles of Mathematical Analysis.ASIN 0070856133.
  53. ^Real Analysis: Measure Theory, Integration, and Hilbert Spaces.ASIN 0691113866.
  54. ^Ahlfors, Lars (1979-01-01).Complex Analysis: An Introduction to the Theory of Analytic Functions of One Complex Variable. McGraw-Hill Education.ISBN 978-0070006577.
  55. ^Complex Analysis.ASIN 0691113858.
  56. ^Functional Analysis: Introduction to Further Topics in Analysis.ASIN 0691113874.
  57. ^Analysis I: Third Edition.ASIN 9380250649.
  58. ^Analysis II: Third Edition.ASIN 9380250657.
  59. ^Amann, Herbert; Escher, Joachim (2004).Analysis I.ISBN 978-3764371531.
  60. ^Amann, Herbert; Escher, Joachim (2008-05-16).Analysis II.ISBN 978-3764374723.
  61. ^Amann, Herbert; Escher, Joachim (2009).Analysis III. Springer.ISBN 978-3764374792.
  62. ^Bogachev, Vladimir I.; Smolyanov, Oleg G. (2021).Real and Functional Analysis. Springer.ISBN 978-3030382216.
  63. ^Lang, Serge (2012).Real and Functional Analysis. Springer.ISBN 978-1461269380.

Further reading

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External links

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