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Metric Spaces

Similar like the norm, we define the metric on a set XX is a function ρ\rho on X×XX\times X in [0,)[0,\infty) satisfying the following conditions:

  • ρ(x,y)=0\rho(x,y)=0 if and only if x=yx=y (positiver definiteness)
  • ρ(x,y)=ρ(y,x),x,yX\rho(x,y)=\rho(y,x), \forall x,y \in X (symmetry)
  • ρ(x,y)ρ(x,z)+ρ(z,y),x,y,zX\rho(x,y)\leq \rho(x,z)+\rho(z,y), \forall x,y,z \in X (triangle inequality)

And we define a metric space is a set XX with a metric ρ\rho, denote such space with (X,ρ)(X,\rho).

Now, we can find that most of our pervious definition can be easily extended to metric spaces. For example, the distance between two points x,yXx,y \in X is defined as ρ(x,y)\rho(x,y), and the diameter of a set AXA \subseteq X is defined as maxx,yAρ(x,y)\max_{x,y \in A}\rho(x,y). A sequence (xn)(x_n) converge to a point xx if limnρ(xn,x)=0\lim_{n\to\infty}\rho(x_n,x)=0.

But what difference is cauchy, a sequence (xn)(x_n) in a metric space (X,ρ)(X,\rho) is cauchy sequence if ϵ>0,NN\forall \epsilon>0, \exists N \in \mathbb{N} such that ρ(xn,xm)<ϵ\rho(x_n,x_m)<\epsilon if n,mNn,m \geq N.

  • such metric space is complete when every cauchy sequence has a limit in the space.

A function f:(X,ρ)(Y,σ)f: (X, \rho) \to (Y, \sigma) is called a continuous function if x0X,ϵ>0,δ>0\forall x_0 \in X, \epsilon>0, \exists \delta>0 such that ρ(x,x0)<δ    σ(f(x),f(x0))<ϵ\rho(x,x_0)<\delta \implies \sigma(f(x),f(x_0))<\epsilon.

Let function f:(X,ρ)(Y,σ)f: (X, \rho) \to (Y, \sigma), then following are equivalent:

  • ff is continuous on XX
  • for every sequence (xn)(x_n) with limnxn=x0X\lim_{n\to\infty}x_n=x_0\in X, limnf(xn)=f(x0)\lim_{n\to\infty}f(x_n)=f(x_0)
  • f1(U)={xX:f(x)U}f^{-1}(U) = \{x\in X: f(x)\in U\} is open for every open set UYU \subseteq Y

And now we can define Cb(X,Rm)C_b(X, \R^m) on a metric space (X,ρ)(X, \rho) is complete withn the sup norm f=supxXf(x)\|f\| = \sup_{x\in X} |f(x)|.

Two metric σ\sigma and ρ\rho are topologically equivalent if xX,r>0,s=s(r,x)>0\forall x\in X, r > 0, \exists s = s(r,x) > 0 such that Bsρ(x)Brσ(x)B_s^{\rho}(x) \subset B_r^{\sigma}(x) and Bsσ(x)Brρ(x)B_s^{\sigma}(x) \subset B_r^{\rho}(x).

  • they are equivalent if 0<c<C\exists 0 < c < C such that cρ(x,y)σ(x,y)Cρ(x,y)c\rho(x,y) \leq \sigma(x,y) \leq C\rho(x,y) for all x,yXx,y \in X.

Compact Metric Spaces

A collection of open sets {Uα:αA}\{U_{\alpha}:\alpha \in A\} in XX is called a open cover of YXY\subset X if YαAUαY \subset \bigcup_{\alpha \in A} U_{\alpha}.