Whilst the greatest effort has been made to ensure the quality of this text, due to the historical nature of this content, in some rare cases there may be minor issues with legibility. This book contains, with slight variations, the material given in my course at the University of Paris. I have modified somewhat the order followed in the lectures for the sake of uniting in a single volume all that has to do with functions of real variables, except the theory of differential equations. The differential notation not being treated in the Classe de Mathematiques speciales, I have treated this notation from the beginning, and have presupposed only a knowledge of the formal rules for calculating derivatives.