Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure and the linear functions defined on these spaces and respecting these structures in a suitable sense. The historical roots of functional analysis lie in the study of spaces of functions and the formulation of properties of transformations of functions such as the Fourier transform as transformations defining continuous, unitary etc. operators between function spaces. This point of view turned out to be particularly useful for the study of differential and integral equations.
In mathematical analysis, the intermediate value theorem states that if a continuous function, f, with an interval, [a, b], as its domain, takes values f(a) and f(b) at each end of the interval, then it also takes any value between f(a) and f(b) at some point within the interval.
In the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval. It was presented to the faculty at the University of Göttingen in 1854, but not published in a journal until 1868. For many functions and practical applications, the Riemann integral can be evaluated by the fundamental theorem of calculus or approximated by numerical integration.
In mathematics, the limit inferior and limit superior of a sequence can be thought of as limiting bounds on the sequence. They can be thought of in a similar fashion for a function. For a set, they are the infimum and supremum of the set's limit points, respectively. In general, when there are multiple objects around which a sequence, function, or set accumulates, the inferior and superior limits extract the smallest and largest of them; the type of object and the measure of size is context-dependent, but the notion of extreme limits is invariant. Limit inferior is also called infimum limit, limit infimum, liminf, inferior limit, lower limit, or inner limit; limit superior is also known as supremum limit, limit supremum, limsup, superior limit, upper limit, or outer limit.
In functional analysis and related areas of mathematics, Fréchet spaces, named after Maurice Fréchet, are special topological vector spaces. They are generalizations of Banach spaces. Fréchet spaces are locally convex spaces that are complete with respect to a translation-invariant metric. In contrast to Banach spaces, the metric need not arise from a norm.
In mathematics, the uniform boundedness principle or Banach–Steinhaus theorem is one of the fundamental results in functional analysis. Together with the Hahn–Banach theorem and the open mapping theorem, it is considered one of the cornerstones of the field. In its basic form, it asserts that for a family of continuous linear operators whose domain is a Banach space, pointwise boundedness is equivalent to uniform boundedness in operator norm.
In mathematical analysis, a family of functions is equicontinuous if all the functions are continuous and they have equal variation over a given neighbourhood, in a precise sense described herein. In particular, the concept applies to countable families, and thus sequences of functions.
In mathematics, the oscillation of a function or a sequence is a number that quantifies how much a sequence or function varies between its extreme values as it approaches infinity or a point. As is the case with limits there are several definitions that put the intuitive concept into a form suitable for a mathematical treatment: oscillation of a sequence of real numbers, oscillation of a real valued function at a point, and oscillation of a function on an interval.
In the mathematical field of real analysis, Lusin's theorem states that every measurable function is a continuous function on nearly all its domain. In the informal formulation of J. E. Littlewood, "every measurable function is nearly continuous".
In mathematics — specifically, in large deviations theory — a rate function is a function used to quantify the probabilities of rare events. It is required to have several properties which assist in the formulation of the large deviation principle. In some sense, the large deviation principle is an analogue of weak convergence of probability measures, but one which takes account of how well the rare events behave.
In mathematics, the topological entropy of a topological dynamical system is a nonnegative extended real number that is a measure of the complexity of the system. Topological entropy was first introduced in 1965 by Adler, Konheim and McAndrew. Their definition was modelled after the definition of the Kolmogorov–Sinai, or metric entropy. Later, Dinaburg and Rufus Bowen gave a different, weaker definition reminiscent of the Hausdorff dimension. The second definition clarified the meaning of the topological entropy: for a system given by an iterated function, the topological entropy represents the exponential growth rate of the number of distinguishable orbits of the iterates. An important variational principle relates the notions of topological and measure-theoretic entropy.
In mathematics, uniform integrability is an important concept in real analysis, functional analysis and measure theory, and plays a vital role in the theory of martingales. The definition used in measure theory is closely related to, but not identical to, the definition typically used in probability.
In mathematics, the Freidlin–Wentzell theorem is a result in the large deviations theory of stochastic processes. Roughly speaking, the Freidlin–Wentzell theorem gives an estimate for the probability that a (scaled-down) sample path of an Itō diffusion will stray far from the mean path. This statement is made precise using rate functions. The Freidlin–Wentzell theorem generalizes Schilder's theorem for standard Brownian motion.
In mathematics, Varadhan's lemma is a result from large deviations theory named after S. R. Srinivasa Varadhan. The result gives information on the asymptotic distribution of a statistic φ(Zε) of a family of random variables Zε as ε becomes small in terms of a rate function for the variables.
In mathematics — specifically, in large deviations theory — the contraction principle is a theorem that states how a large deviation principle on one space "pushes forward" to a large deviation principle on another space via a continuous function.
In mathematics — specifically, in large deviations theory — the tilted large deviation principle is a result that allows one to generate a new large deviation principle from an old one by "tilting", i.e. integration against an exponential functional. It can be seen as an alternative formulation of Varadhan's lemma.
In functional analysis, the dual norm is a measure of the "size" of each continuous linear functional defined on a normed vector space.
In mathematics, exponential equivalence of measures is how two sequences or families of probability measures are “the same” from the point of view of large deviations theory.
In mathematics, particularly in functional analysis, a webbed space is a topological vector space designed with the goal of allowing the results of the open mapping theorem and the closed graph theorem to hold for a wider class of linear maps. A space is called webbed if there exists a collection of sets, called a web that satisfies certain properties. Webs were first investigated by de Wilde.
