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Methods Summer Programme
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Real Analysis


Eleni Katirtzoglou

Online component: 10-14 August 2015
On-Campus component: 17-28 August 2015
The first week of the course will be delivered online.

*The 2015 tuition fees will be provided on the website soon*

Dr Eleni Katirtzoglou| 
Department of Mathematics

Real analysis is the area of mathematics dealing with real numbers and the analytic properties of real-valued functions and sequences. It studies concepts such as continuity, differentiation and integration and it can be roughly described as rigorous calculus with real numbers. In this course we shall also develop concepts from calculus in more abstract settings such as Euclidean spaces and more general metric spaces.

Real analysis is part of the foundation for further study in mathematics as well as graduate studies in economics. A considerable part of economic theory is difficult to follow without a strong background in real analysis. For example, the concepts of compactness and convexity play an important role in optimisation theory and thus in microeconomics.   

This course in real analysis is designed to meet the needs of economics students who are planning to study at postgraduate level. It is also suitable for mathematics and statistics students. 

Course Benefits
After completing this course students will:

  • gain knowledge of concepts of modern analysis, such as continuity, metric spaces, convexity and integration
  • develop a higher level of mathematical maturity combined with the ability to think analytically
  • be able to follow more advanced treatments of real analysis and study its applications in disciplines such as economics

A course on multivariate calculus and linear algebra. Furthermore, students need to be familiar with methods of proofs, basic set theory and the properties of real numbers. A revision of this material will be covered in the foundations part of the course and can also be found in Introduction to Real Analysis by Robert G. Bartle and Donald R. Sherbert (2011) [Chapters 1 and 2 and Appendix A].

In 2014 we will be introducing a new course format called Tree Course. The tree course has three parts: Foundation, Core and Branches.

Foundation (11-15 August 2014)
This part of the course will be delivered online, and will consist of:

  • Video lectures, delivered in short segments
  • Lecture notes, exercises and solutions.

On the Friday of this week, students will be asked to complete an online diagnostic quiz. This is not an exam, and passing it is not a prerequisite of attending the course. It is instead intended to give the lecturer an idea of what will need to be looked at on the first afternoon campus session. The completion of the diagnostic test is mandatory.

Core (18-22 August 2014)
This part of the course will be delivered on campus over 5 lectures and 4 classes. Part of each lecture will involve the use of Class Response System "clickers" to help students think about the concepts and clarify the material covered before attempting exercises.

Branches (25-29 August 2014)
Students will select one of two branches (Convexity or Integration) to attend in the last week. Each branch will be delivered on campus over 4 lectures and 3 classes. 

Students will be asked to select their branch before arriving, and will have until midway through the first week at LSE to finalise their choice. Lecture notes for both branches will be included in the course pack.

The final examination for both branches will take place on the afternoon of Friday 29 August 2014.

The course provides a rigorous yet accessible treatment of real analysis and analysis on metric spaces and will be delivered by formal lectures supported by classes. Students are required to solve exercises (homework assignments) on a daily basis. Exercises are a vital part of the course and their solutions will be discussed in the classes.

Part I: Foundations
  • Preliminaries: revision of logic, methods of proof, set theory, and properties of real numbers
  • Sequences in ℝ
  • Infinite series in ℝ
Part II: Core
  • Metric spaces
  • Continuity in ℝ and in metric spaces
  • Differentiation in ℝ and in Euclidean spaces
  • Fixed point theorems
Part III: Branches

Branch 1: Convexity

  • Convex functions and sets
  • Separation theorems
  • Applications

Branch 2: Integration

  • Riemann integral
  • Riemann-Stieltjes integral
  • Applications

Main Texts
There is no set text for this course. A comprehensive course pack with course notes and exercises will be supplied.

Suggested references
Introduction to Real Analysis by Robert G. Bartle and Donald R. Sherbert (2011)
Introduction to Metric and Topological Spaces by W. A. Sutherland (1995)
Principles of Mathematical Analysis by W. Rudin (1976)
The Elements of Real Analysis, by Robert G. Bartle, 2nd edition (1976)
Convex Functions by A. Wayne Robers and Dale E. Varberg. (1973)

The following book is a useful, more advanced complementary reading:
Real Analysis with Economic Applications by Efe A. Ok (2007).

"I enrolled in the course Real Analysis because it is very important for an economist but not offered in my university. LSE gave me an opportunity to fill in the gap and I got more than what I came for.  The course was hard but still understandable, and it has given me a clear idea of how analysis works. The teaching method was excellent and the interaction between teachers and students was better than any of my previous experiences."
2013 participant on Real Analysis