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Real Analysis




                    Notes                              1       2
                                                           -
                                       (b)  d (f, g) =   ë  D ò é  f(x) g(x) dx ù û
                                             2










                                            Although this does not have such case straight forward geometric interpretation as
                                            the last example, this case turns out to be the most important in practice. It corresponds
                                            to who doing a “least squares approximation”.

                                       (c)  d(f, g) = max {|f(x) – g(x))|| 0  x  1}
                                            Geometrically, this is the largest distance between the graphs.













                                   Remarks:
                                   1.  The triangle inequality does hold for these metrics
                                   2.  As in the R  case one may define d  for any p  1 and get a metric.
                                                2
                                                                   p
                                   3.1.1  Space Properties

                                   Metric spaces are paracompact Hausdorff spaces and hence normal (indeed they are perfectly
                                   normal). An important consequence is that every metric space admits partitions of unity and
                                   that every continuous real-valued function defined on a closed subset of a metric space can be
                                   extended to a continuous map on the whole space (Tietze extension theorem). It is also true that
                                   every real-valued Lipschitz-continuous map defined on a subset of a metric space can be extended
                                   to a Lipschitz-continuous map on the whole space.
                                   Metric spaces are first countable since one can use balls with rational radius as a neighborhood
                                   base.
                                   The metric topology on a metric space M is the coarsest topology on M relative to which the
                                   metric d is a continuous map from the product of M with itself to the non-negative real numbers.

                                   3.1.2  Distance between Points and Sets; Hausdorff Distance and
                                          Gromov Metric

                                   A simple way to construct a function separating a point from a closed set (as required for a
                                   completely regular space) is to consider the distance between the point and the set. If (M, d) is a
                                   metric space, S is a subset of M and x is a point of M, we define the distance from x to S as
                                                              d(x, S) = inf {d(x, s) : s  S}




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