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The lovely little book by Gelbaum-Olmsted was a savior to many of us when we started out in math, and it appeared first in 1961. But I had almost forgotten about it until by accident (while browsing in the bookstore) I stumbled over a new edition of it about a year ago, a lovely Dover reprinted edition. And so affordable !
In all the other books you learn about the wonderful things that are true about convergence, sets on the line or in the plane, modern variants of the so called Fundamental Theorem of Calculus, and in Gelbaum-Olmstead you learn the things that aren't true. And then there are all the lovely Cantor constructions, The Devil's Staircase, space filling curves, and much more; beautiful, but little known constructions going back to Lebesgue, and some to Riemann.
But more importantly the book gives students an edge when they have to do the assigned exercises in your analysis course. Many told me that the book is a 'secret weapon'.
Palle Jorgensen, October 2004.
It turns out that questions of the form "Does A always imply B?" entail proofs with two very different flavors, depending on whether the answer is affirmative or negative. The affirmative variety can be very difficult, as it usually deals with an infinity of things. But a negative answer requires only one solitary example of an A that is not a B; this is affectionately known as a "counter-example". These are the slickest little proofs around--often a one liner--and they can provide a lot of insight. Here's a trickier one: Are all linear functions continuous? Surprisingly, the answer is "no", which means there is a counter-example. Gelbaum and Olmsted show how to construct a discontinuous linear function. Case closed. They also provide examples of
A perfect nowhere dense set
A linear function space that is a lattice but not an algebra
A connected compact set that is not an arc
A divergent series whose general term approaches zero
A nonuniform limit of bounded functions that is not bounded
I won't give away any more (although there are hundreds). The book has chapters on real numbers, functions and limits, differentiation, sequences, infinite series, set and measure on the real axis, functions of two variables, metric and topological spaces, and more. Each section begins with a brief summary of the basic concepts and definitions, then launches into a list of terse counter-examples. This is simply indispensable for students of mathematical analysis, as it can help to explain why you cannot weaken those seemingly stringent hypotheses to various theorems; if you do, one of these quirky counter-examples will rush in and ruin your day. This is a great book to have on hand. I highly recommend it. (I won't tell you how it ends.)
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