FRIGYES RIESZ and BELA SZ.-NAGY
FUNCTIONAL ANALYSIS
Translated from the 2.4 French edition by
LEO F. BORON
Department of Mathematics, University of Michigan
a
BLACKIE & SON LIMITED
LONDON AND GLASGOW
1956FUNCTIONAL
ANALYSIS
by F. RIESZ and B. SZ..NAGY
Universities of Budapest and
The first part covers the modern theories
of differentiation and integration and
serves as an introduction to the second,
which deals with integral equations and
the theory of linear operators in Hilbert
space. The two parts form an organic
unit centred about the concept of the
linear operator. This concept is reflected
in the method by which the Lebesgue
integral is constructed.
The section on Hilbert space covers a
considerable portion of the known
theory including some of the latest
results.
There is also a separate chapter on
completely continuous operators.Translated from
LECONS D’ANALYSE FONCTIONELLE
BLACKIE & SON LIMITED
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BLACKIE & SON (INDIA) LIMITED
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BLACKIE & SON (CANADA) LIMITED
Toronto
Copyright 1955 by Frederick Ungar Publishing Co.
Prunten iN THE UNITED STATES OF AMERICAPREFACE TO THE FIRST EDITION
This book has developed from courses entitled “Real Functions,” “Integral
Equations,” “Hilbert Space,” etc., which the two authors have taught for
several years at the Universities of Szeged and Budapest. As the printing was
delayed by technical difficulties we have in the meantime added some para-
graphs dealing with recent results.
The first part, on modern theories of differentiation and integration,
serves as introduction to the second, which treats integral equations and
linear functionals and transformations. This division into two parts corresponds
to the division of the work by the two authors; although they have worked
together, the first part was written principally by the first, and the second by
the second author.
The two parts form an organic unit centered about the concept of linear
operator. This concept is reflected in the method by which we have con-
structed the Lebesgue integral; this method, which seems to us to be simpler
and clearer than that based on the theory of measure, has been used by the
first author in his lectures for more than twenty years although it has not been
published in definitive form.
The first part begins with a direct proof of the Lebesgue theorem on the
differentiation of monotonic functions and its application to the study of
the relations between the derivatives and the integrals of interval functions.
After this we construct the theory of the Lebesgue integral and study the
spaces L, and L, and their linear functionals. The Stieltjes integral and its
generalizations are introduced in terms of linear operations on the space of
continuous functions.
The second part begins with a chapter on integral equations, the subject
which prepared the way for the general theory of linear transformations.
We present several methods for arriving at the Fredholm alternative, and in
the succeeding chapter we apply them to completely continuous functional
equations of general type on either a Hilbert space or a Banach space. Sym-
metric completely continuous linear transformations are studied in a separate
chapter.
We then develop the spectral theory of self-adjoint transformations,
either bounded or unbounded, of Hilbert space. We also consider the problem
of the extensions of unbounded symmetric transformations. A special chapter
mrwv PREFACE
is devoted to functions of a self-adjoint transformation, as well as to the
study of the spectrum and its perturbations. Stone’s theorem on groups of
unitary transformations and some related theorems, as well as certain ergodic
theorems, are the subject of another chapter.
The last chapter surveys the beginnings, as yet fragmentary, of the spec-
tral theory of linear transformations which are not necessarily normal; we
present the method based on the calculus of residues, and we also include a
study of the very recent results of J. von Neumann on spectral sets.
In the exposition we have not attempted to study in detail all possible
generalizations; rather we have sought to present the principal problems and
the methods for handling them. At times we have presented several methods
for attaining the same goal and have compared them and discussed their scopes.
We wish to express here our profound gratitude to the Hungarian Academy
of Science for publishing our book in French, thus assuring for it an international
public. Our hearty thanks are also due A. Csdszdr, who read the manuscript
and whose critical remarks helped us to improve the text. We also acknowledge
our gratitude to H. Grenet and K. Tandori for the care they gave to the cor-
rection of the proofs.
Budapest and Szeged, February 1952
PREFACE TO THE SECOND EDITION
The favorable reception which this book has received has necessitated
a new edition. In it we have tried to eliminate the misprints of the first
edition and to improve some passages. There are major changes in Chapters X
and XI, mainly in the sections dealing with semi-groups of general type, the
relations between the spectrum of a linear transformation and the norms
of the iterated transformations, and the spectral sets of von Neumann.
We wish to express our thanks to all those, and particularly to A. Csdszar,
who by their criticisms have facilitated our task of improving the text.
Budapest and Szeged, May 1953 F. R. and B. Sz.-N.CONTENTS
Part One
MODERN THEORIES OF DIFFERENTIATION AND
INTEGRATION
CHAPTER I: DIFFERENTIATION
Lebesgue’s Theorem on the Derivative of a Monotonic Function
1, Example of a Nondifferentiable Continuous Function
2. Lebesgue’s Theorem on the Differentiation of a Monotonic
Function. Sets of Measure Zero
3. Proof of Lebesgue’s Theorem
4. Functions of Bounded Variation
Some Immediate Consequences of Lebesgue’s Theorem
5. Fubini’s Theorem on the Differentiation of Series with
Monotonic Terms
6. Density Points of Linear Sets
7. Saltus Functions
8. Arbitrary Functions of Bounded Variation
9. The Denjoy-Young-Saks Theorem on the Derived Numbers of
Arbitrary Functions
Interval Functions
. Preliminaries
. First Fundamental Theorem
. Second Fundamental Theorem
. The Darboux Integrals and the Riemann Integral
. Darboux’s Theorem
. Functions of Bounded Variation and Rectification of
Curves.
o
19
22
23
26
il
19vr
CONTENTS
CHAPTER II: THE LEBESGUE INTEGRAL
Definition and Fundamental Properties
. The Integral for Step Functions. Two Lemmas
. The Integral for Summable Functions
. Term-by-Term Integration of an Increasing Sequence
(Beppo Levi's Theorem)
. Term-by-Term Integration of a Majorized Sequence (Le-
besgue’s Theorem)
|. Theorems Affirming the Integrability of a Limit Function
21.
22.
The Schwarz, Hélder, and Minkowski Inequalities
Measurable Sets and Measurable Functions
Indefinite Integrals. Absolutely Continuous Functions
23.
24,
25.
26.
27.
The Total Variation and the Derivative of the Indefinite
Integral
Example of a Monotonic Continuous Function Whose
Derivative Is Zero Almost Everywhere
Absolutely Continuous Functions. Canonical Decomposition
of Monotonic Functions
Integration by Parts and Integration by Substitution
The Integral as a Set Function
The Space L? and its Linear Functionals. L® Spaces
28.
29.
30,
31.
32,
33.
34,
35.
36.
37.
38.
The Space L?; Convergence in the Mean; the Riesz-Fischer
Theorem
Weak Convergence
Linear Functionals
Sequence of Linear Functionals; a Theorem of Osgood
Separability of L?, The Theorem of Choice
Orthonormal Systems
Subspaces of L?, The Decomposition Theorem
Another Proof of the Theorem of Choice. Extension of
Functionals
The Space L? and Its Linear Functional
A Theorem on Mean Convergence
A Theorem of Banach and Saks
Functions of Several Variables
39.
40.
Definitions. Principle of Transition
Successive Integrations. Fubini’s Theorem
33
36
38
43,
47
50
54
56
57
60
él
63
64
66
70
72
73
78
47
57
8141
CONTENTS.
. The Derivative Over a Net of a Non-negative, Additive
Rectangle Function, Parallel Displacement of the Net
42, Rectangle Functions of Bounded Variation. Conjugate Nets
43, Additive Set Functions. Sets Measurable (B)
Other
Definitions of the Lebesgue Integral
44, Sets Measurable (L)
45, Functions Measurable (L) and the Integral (L)
46, Other Definitions. Egoroff’s Theorem
47. Elementary Proof of the Theorems of Arzela and Osgood
48, The Lebesgue Integral Considered as the Inverse Operation
of Differentiation
84
87
89
92
94
96
100
103
CHAPTER III: THE STIELTJES INTEGRAL AND ITS
GENERALIZATIONS
Linear Functionals on the Space of Continuous Functions
49,
50.
51.
52,
53,
54,
55.
The Stieltjes Integral
Linear Functionals on the Space C
Uniqueness of the Generating Function
Extension of a Linear Functional
The Approximation Theorem. Moment Problems
Integration by Parts. The Second Theorem of the Mean
Sequences of Functionals
Generalization of the Stieltjes Integral
. The Riemann-Stieltjes and Lebesgue-Stieltjes Integrals
. Reduction of the Lebesgue-Stieltjes Integral to That of
Lebesgue
. Relations Between Two Lebesgue-Stieltjes Integrals
Functions of Several Variables. Direct Definition
inition by Means of the Principle of Transition
The Daniel Integral
61,
62.
63.
. Positive Linear Functionals
. Functionals of Variable Sign
. The Derivative of One Linear Functional With Respect to
Another
105
nal
112
Ws
118
119
122
124
126
128
132
134
137
vil
92
122
132