thi thun quang

Bi ging
O V TCH PHN
DNH CHO SINH VIN KHOA TON
TRNG I HC QUY NHN
Mc lc
Chng 1. o 1
1.1. i s tp hp . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 i s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2 -i s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.3 -i s Borel . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2. o trn mt i s tp hp . . . . . . . . . . . . . . . . . . . . . 3
1.2.1 Hm tp hp . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2.2 o . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3. Thc trin o . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3.1 o ngoi . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3.2 nh l thc trin . . . . . . . . . . . . . . . . . . . . . . . . 11
1.4. o trn R
k
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.4.1 o trn ng thng R . . . . . . . . . . . . . . . . . . . . 14
1.4.2 o trn khng gian R
k
, (k > 1) . . . . . . . . . . . . . . . 19
1.5. Hm s o c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.5.1 Cc nh ngha v php ton . . . . . . . . . . . . . . . . . . 21
1.5.2 Cu trc ca hm s o c . . . . . . . . . . . . . . . . . . 24
1.5.3 Tp c o khng v tnh cht hu khp ni . . . . . . . 26
1.5.4 Hi t theo o . . . . . . . . . . . . . . . . . . . . . . . . 27
Chng 2. Tch phn Lebesgue 33
2.1. Tch phn Lebesgue . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.1.1 Tch phn cc hm n gin khng m . . . . . . . . . . . . 33
2.1.2 Tch phn cc hm o c khng m . . . . . . . . . . . . . 34
2.1.3 Tch phn cc hm o c . . . . . . . . . . . . . . . . . . . 36
2.2. Cc tnh cht s cp . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.2.1 Tnh cht cng tnh . . . . . . . . . . . . . . . . . . . . . . . 37
2.2.2 Tnh cht bo ton th t . . . . . . . . . . . . . . . . . . . . 39
2.2.3 Tnh cht tuyn tnh . . . . . . . . . . . . . . . . . . . . . . . 40
2.2.4 Tnh cht kh tch . . . . . . . . . . . . . . . . . . . . . . . . 42
2.3. Qua gii hn di du tch phn . . . . . . . . . . . . . . . . . . . . 43
2.3.1 Cc kt qu v gii hn . . . . . . . . . . . . . . . . . . . . . 43
2.3.2 So snh tch phn Riemann v tch phn Lebesgue . . . . . . 46
2.3.3 Tch phn Lebesgue xem nh hm tp . . . . . . . . . . . . . 47
2.4. Tch o - Tch phn lp . . . . . . . . . . . . . . . . . . . . . . . 50
2.4.1 Biu din o ca mt tp bng tch phn ca o cc
thit din ca n . . . . . . . . . . . . . . . . . . . . . . . . . 51
2.4.2 ngha hnh hc ca tch phn Lebesgue . . . . . . . . . . . 54
2.4.3 nh l Fubini . . . . . . . . . . . . . . . . . . . . . . . . . . 55
Ch mc 60
Chng 1
o
1.1. i s tp hp . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2. o trn mt i s tp hp . . . . . . . . . . . . . . . 3
1.3. Thc trin o . . . . . . . . . . . . . . . . . . . . . . . . 8
1.4. o trn R
k
. . . . . . . . . . . . . . . . . . . . . . . . . 14
1.5. Hm s o c . . . . . . . . . . . . . . . . . . . . . . . . 21
1.1. i s tp hp
Ta s gi thit cc tp hp c ni n u l tp con ca mt tp X cho trc.
Mt lp cc tp con ca X gi l kn i vi php ton (no ) nu kt qu
thc hin php ton trn cc tp hp ca lp bao gi cng thuc v lp .
1.1.1 i s
Mt i s (hay trng) l mt lp cha X, v kn i vi mi php ton hu
hn v tp hp (php hp, php giao hu hn, php hiu, hiu i xng).
nh l 1.1.1.1. Mt lp ( l mt i s v ch khi ( ,= v tha mn hai iu
kin
a) A, B ( = A B (,
b) A ( = A
c
= X A (.
1.1. i s tp hp 2
Chng minh. iu kin cn suy ra t nh ngha. Ta chng minh iu kin .
Vi A, B (, theo b) ta c A
c
, B
c
(. Khi theo a) A
c
B
c
( v theo b)
AB = (A
c
B
c
)
c
(. Bng quy np ta chng minh c ( ng kn i vi php
giao hu hn.
V A B = A B
c
nn A B (. Do AB = (A B) (B A) (.
Do ( ,= nn c A ( nh vy = A A ( v X =
c
(.
Vy ( l mt i s.
V d 1.1.1.1. 1) T(X) = A : A X l mt i s.
2) Nu A X th ( = X, A, A
c
, l mt i s.
nh l 1.1.1.2. Cho trc mt lp /, = . Khi tn ti mt i s duy nht
((/) bao hm / v cha trong tt c cc i s bao hm /.
((/) gi l i s sinh bi /.
Chng minh. Bao gi cng c mt i s bao hm / l T(X). Gi ((/) l giao
ca tt c cc i s trn X bao hm /. D thy ((/) l mt i s. ((/) nh
nht v n cha trong mi i s bao hm /, v n l duy nht v nu c mt i s
(

(/) cng c tnh cht nh ((/) th ta s c ((/) (

(/) v (

(/) ((/).
V vy (

(/) = ((/).
1.1.2 -i s
Mt -i s (hay -trng) l mt lp cha X, v kn i vi mi php ton
hu hn hay m c v tp hp. Mt -i s hin nhin l mt i s.
nh l 1.1.2.1. Mt lp ( l mt -i s v ch khi ( ,= v tha mn hai iu
kin
a) A
i
( (i N) =

i=1
A
i
(,
b) A ( = A
c
(.
Chng minh. Gi s ( ,= tha mn a) v b). Khi tn ti A ( nn A
c
(.
Xt A
1
= A
c
, A
i
= A (i 2). Khi X =

_
i=1
A
i
(. Do = X X (.
Nu A
i
( th A
c
i
(, nn theo a)
_

i=1
A
i
_
c
=

_
i=1
A
c
i
(.
D dng chng minh iu ngc li.
Tng t nh i vi mt i s ta c
1.2. o trn mt i s tp hp 3
nh l 1.1.2.2. Cho trc mt lp /, = . Khi tn ti mt -i s duy nht
T(/) bao hm / v cha trong tt c cc -i s bao hm /.
T(/) gi l -i s sinh bi /.
1.1.3 -i s Borel
Mt -i s nh nht bao hm lp cc tp m trong khng gian metric X gi
l -i s Borel ca khng gian X. Mi phn t ca -i s ny gi l tp hp
Borel. Nh vy tp hp Borel l nhng tp thu c bng cch xut pht t nhng
tp m v thc hin mt s hu hn hay m c nhng php ton v tp hp
trn cc tp .
Tp H trong khng gian metric X c gi l tp dng F

nu H l hp ca
mt s m c cc tp ng.
Tp G trong khng gian metric X c gi l tp dng G

nu G l giao ca
mt s m c cc tp m.
Cc tp dng F

, G

u l cc tp Borel. Tp cc s hu t trn ng thng

l tp dng F

. Tp cc s v t l tp dng G

.
nh l 1.1.3.1. Mt -i s Borel trong mt khng gian metric X cng l mt
-i s nh nht bao hm cc tp ng.
Chng minh. Gi /, A tng ng l lp cc tp m v lp cc tp ng trong X.
Mi tp ng l tp Borel nn A T(/), do T(A) T(/). Ngc li, mi
tp m l phn b ca mt tp ng nn / T(A), do T(/) T(A). Vy
T(/) = T(A).
V mi mt tp m trn ng thng l hp khng qu m c nhng khong
m nn mt -i s trn R l -i s nh nht cha lp cc khong m.
1.2. o trn mt i s tp hp
1.2.1 Hm tp hp
Cho / T(X). Mt hm f : /R c gi l mt hm tp hp.
Hm tp f c gi l cng tnh nu
A
1
, . . . , A
n
/, A
i
A
j
= (i ,= j),
n
_
i=1
A
i
/ = f
_
n
_
i=1
A
i
_
=
n

i=1
f(A
i
).
Hm tp f c gi l -cng tnh nu
A
i

iN
/, A
i
A
j
= (i ,= j),

_
i=1
A
i
/ = f
_

_
i=1
A
i
_
=

i=1
f(A
i
).
1.2. o trn mt i s tp hp 4
Nu f l -cng tnh v f() = 0 th f cng cng tnh.
1.2.2 o
nh ngha 1.2.2.1. Cho ( l mt i s trn X. Hm tp : ( R c gi l
mt o trn ( nu
a) (A) 0 vi mi A (;
b) () = 0;
c) l -cng tnh.
Hin nhin cng l cng tnh.
Khi (X, (, ) c gi l mt khng gian o.
o c gi l hu hn nu (X) < +.
o c gi l -hu hn nu tn ti dy X
n

nN
( sao cho X =

_
n=1
X
n
v (X
n
) < + vi mi n N.
V d 1.2.2.1. 1) : ( R cho bi (A) = 0 vi mi A ( l mt o trn (.
Ta gi o ny l tm thng. T nay v sau cho gn ta s vit A thay cho
(A).
2) Cho X l tp m c v : T(X) R cho bi
A =
_
n nu A c n phn t
+ nu A c v hn phn t
th l mt o. Ta gi o ny l o m.
3) Cho X l tp hp khc rng. C nh a X v nh ngha
a
: T(X)
[0, +] bi
a
(A) = 1 nu a A v
a
(A) = 0 nu a / A. Khi
a
l mt o
v gi l o Dirac ti im a X.
nh l 1.2.2.2. Nu l mt o trn i s ( th
a) A, B (, A B = A B.
Nu thm iu kin A < + th (B A) = B A.
b) A
i

iN
(, A (, A

_
i=1
A
i
A

i=1
A
i
.
c) A
i

iN
(, A
i
A
j
= (i ,= j), A (,

_
i=1
A
i
A

i=1
A
i
A.
Chng minh. a) V B = A (B A) v A (B A) = nn B = A+(B A).
V (B A) 0 nn A B.
1.2. o trn mt i s tp hp 5
Nu A < + th ta c th chuyn v trong ng thc trn v thu c
(B A) = B A.
b) V A

_
i=1
A
i
nn A = A
_

_
i=1
A
i
_
=

_
i=1
(AA
i
), A =

_
i=1
B
i
vi B
i
= AA
i
.
t
B

1
= B
1
, B

2
= B
2
B
1
, . . . , B

n
= B
n

n1
_
i=1
B
i
.
Khi B

i
( v i mt ri nhau tha mn

_
i=1
B
i
=

_
i=1
B

i
.
Nh vy A =

_
i=1
B

i
nn A =

i=1
B

i
. Ta c
B

i
B
i
= (A A
i
) A
i
.
Vy A

i=1
A
i
.
c) V

_
i=1
A
i
A nn
n
_
i=1
A
i
A vi mi n N. V A,
n
_
i=1
A
i
( nn
_
n
_
i=1
A
i
_

A vi mi n N. Cho n ta c
_

_
i=1
A
i
_
A.
H qu 1.2.2.3. Nu o l -hu hn th mi A ( u c th phn tch
thnh hp ca mt s m c tp hp c o hu hn.
Tht vy, v l -hu hn nn
X =

_
i=1
X
n
, X
n
(, X
n
< +; A = A
_

_
i=1
X
n
_
=

_
i=1
(A X
n
).
V ta li c (A X
n
) X
n
< +.
nh l 1.2.2.4. Cho l o trn i s (. Khi
a) A
i
= 0,

_
i=1
A
i
( =
_

_
i=1
A
i
_
= 0.
b) A (, B = 0 = (A B) = (A B) = A.
Chng minh. a) t A =

_
i=1
A
i
. Khi 0 A

i=1
A
i
= 0. Vy A = 0.
1.2. o trn mt i s tp hp 6
b) V A A B nn (A B) A + B = A (A B). Do vy
(A B) = A.
Mt khc, v 0 (A B) B nn (A B) = 0. T
(A B) = (A A B) = A(A B) = A.

nh l 1.2.2.5. Cho l o trn i s (. Khi

a) A
i
(, A
1
A
2
. . . ,

_
i=1
A
i
( =
_

_
i=1
A
i
_
= lim
i
A
i
.
b) A
i
(, A
1
A
2
. . . , A
1
< +,

i=1
A
i
( =
_

i=1
A
i
_
= lim
i
A
i
.
Chng minh. a) t
B
1
= A
1
, B
2
= A
2
A
1
, . . . , B
n
= A
n
A
n1
, . . .
Lc cc B
i
(, ri nhau v

_
i=1
B
i
=

_
i=1
A
i
. T

_

_
i=1
A
i
_
=

i=1
B
i
= lim
n
n

i=1
B
i
= lim
n

_
n
_
i=1
B
i
_
= lim
n
A
n
.
b) Theo cng thc de Morgan
A
1

i=1
A
i
=

_
i=1
(A
1
A
i
).
p dng phn a) cho cc tp A

i
= A
1
A
i
( ta c

_

_
i=1
A

i
_
= lim
i
A

i
.
Do A
1
< + nn A
i
< + v
_

i=1
A
i
_
< +. Ta c
A
1

i=1
A
i
_
=
_
A
1

i=1
A
i
_
=
_

_
i=1
A

i
_
= lim
i
A

i
= A
1
lim
i
A
i
.
Nh vy
_

i=1
A
i
_
= lim
i
A
i
.
1.2. o trn mt i s tp hp 7
nh l 1.2.2.6. (o ca nh l 1.2.2.5) Cho l mt hm tp khng m,
cng tnh trn i s ( sao cho () = 0. Khi s l mt o nu mt trong
hai iu kin sau tha mn:
a) A
i
(, A
1
A
2
. . . ,

_
i=1
A
i
( =
_

_
i=1
A
i
_
= lim
i
A
i
.
b) A
i
(, A
1
A
2
. . . ,

i=1
A
i
= = lim
i
A
i
= 0.
Chng minh. Ch cn chng t l -cng tnh.
a) Gi s B =

_
i=1
B
i
, B
i
, B ( v cc B
i
i mt ri nhau. t
A
1
= B
1
, A
2
= B
1
B
2
, . . . , B
n
=
n
_
i=1
B
i
, . . .
Khi v B =

_
n=1
A
n
, A
1
A
2
. . . nn B = lim
i
A
n
. Do l cng tnh nn ta
c A
n
=
n

i=1
B
i
. Vy
B = lim
n
n

i=1
B
i
=

n=1
B
n
.
b) Gi s B
i
< + vi mi i (v nu c mt B
i
= + th ng thc cn chng
minh hin nhin ng). Vi cc k hiu nh trn ta c
= B

_
n=1
A
n
=

n=1
(B A
n
)
vi A

n
= B A
n
( v A

1
A

2
. . . . Vy
lim
n
(B A
n
) = lim
n
A

n
= 0.
Nhng do A
n
B v A
n
=
n

i=1
B
i
< + nn ta c (B A
n
) = B A
n
. T

B = lim
n
A
n
= lim
n
n

i=1
B
i
=

n=1
B
n
.

1.3. Thc trin o 8

1.3. Thc trin o
Ta s m rng mt o trn mt i s ( thnh mt o trn mt -i
s cha (.
1.3.1 o ngoi
nh ngha 1.3.1.1. Hm tp

: T(X) R c gi l o ngoi nu:

a)

A 0 vi mi A X;
b)

= 0;
c) A

_
i=1
A
i
=

i=1

A
i
.
T c) suy ra
c) Nu A B th

B.
nh l 1.3.1.2. (Carathodory) Cho

l o ngoi trn X v / l lp tt
c cc tp con A ca X sao cho

E =

(E A) +

(E A) vi mi E X. (1.1)
Khi / l mt -i s v hm tp =

L
l mt o trn /.
o c gi l o cm sinh bi o ngoi

. Tp A tha mn iu
kin (1.1) gi l tp

-o c.
Chng minh. Trc ht ta nhn xt rng iu kin (1.1) tng ng vi

(E A) +

(E A) vi mi E X (1.1)
v bt ng thc ngc li lun ng theo tnh cht ca o ngoi.
Ta tin hnh chng minh theo cc bc sau:
Bc 1. / l mt i s.
Ta c / , = v /. Tht vy

E =

E +

(E ) +

(E ) vi mi E X.
V vi mi A / ta c (1.1) nn suy ra

E =

(E A
c
) +

(E A
c
).
Vy / kn i vi php ton ly phn b.
Ta kim tra / kn i vi php hp hu hn.
1.3. Thc trin o 9
Xt A, B /. Vi E X ta c

E =

(E A) +

(E A)

(E A) =

(E A B) +

((E A) B) (do B /)

(E A) =

((E A) B) +

((E A) B) (do B /).

Do

E =

(E AB) +

((E A) B) +

((E A) B) +

((E A) B). (1.2)

Nhng (E A) B = E (A B) v
(E A B) ((E A) B) ((E A) B) = E (A B)
nn t (1.2) ta suy ra

(E (A B)) +

(E (A B)).
Vy A B /.
Bc 2. Hm tp =

L
l cng tnh.
Gi s A, B / v A B = . Vi mi E X v G = E (A B) ta c

G =

(G A) +

(G A).
Mt khc, G A = E A v G A = E B nn

G =

(E A) +

(E B). (1.3)
Chn E = X ta s c (A B) = A+B.
Bc 3. / l mt -i s v l -cng tnh.
Xt A
i

iN
i mt ri nhau. Ta chng minh

_
i=1
A
i
/ v vi mi E X th

_
E
_

_
i=1
A
i
__
=

i=1

(E A
i
). (1.4)
Theo (1.3) ta c

(E (A
1
A
2
)) =

(E A
1
) +

(E A
2
).
Bng quy np ta suy ra vi mi n

_
E
_
n
_
i=1
A
i
__
=
n

i=1

(E A
i
).
1.3. Thc trin o 10
t A =

_
i=1
A
i
ta c
n
_
i=1
A
i
/ v

E =

_
E
_
n
_
i=1
A
i
__
+

_
E
n
_
i=1
A
i
_
=
n

i=1

(E A
i
) +

_
E
n
_
i=1
A
i
_

i=1

(E A
i
) +

(E A) (do E A E
n
_
i=1
A
i
).
Do n ty ta suy ra

i=1

(E A
i
) +

(E A)

(E A) +

(E A)
(v E A =

_
i=1
(E A
i
) nn

(E A)

i=1

(E A
i
).)
Vy A /. Chn E = A ta c

i=1

A
i
.
Bt ng thc ngc li lun ng nn

A =

i=1

A
i
.
Cui cng, nu A
i

iN
/ th t
A

1
= A
1
, A

2
= A
2
A
1
, . . . , A

n
= A
n

n1
_
i=1
A
i
,
ta s c cc A

i
/ i mt ri nhau v

_
n=1
A

n
=

_
n=1
A
n
.
Theo trn

_
i=1
A

n
/ nn

_
n=1
A
n
/.
Vy / l mt -i s v l o trn /.
1.3. Thc trin o 11
1.3.2 nh l thc trin
nh l 1.3.2.1. Cho m l mt o trn mt i s ( T(X). Vi mi A X
ta t

A = inf
_

i=1
mA
i
: A
i

iN
(,

_
i=1
A
i
A
_
(1.5)
th

l mt o ngoi trn X v

A = mA vi mi A (, ng thi mi tp
thuc -i s T(() u

-o c.
Chng minh. D thy

= 0 v nu A B th mi ph ca B bi mt h m
c cc phn t ca ( cng l mt ph ca A nn

B.
Gi s A
n

nN
T(X), ta chng minh

_

_
n=1
A
n
_

n=1

A
n
(lc c) s ng).
Vi mi > 0, theo nh ngha ca

A
n
tn ti h P
n
i

iN
(,

_
i=1
P
n
i
A
n
sao
cho

i=1
mP
n
i

A
n
+

2
n
.
Khi

_
n=1

_
i=1
P
n
i

_
n=1
A
n
nn

_

_
n=1
A
n
_

n=1

i=1
mP
n
i

n=1

A
n
+

n=1

2
n
hay

_

_
n=1
A
n
_

n=1

A
n
+.
Do ty nn

_

_
n=1
A
n
_

n=1

A
n
.
Vy

l mt o ngoi.
By gi ta chng minh

A = mA vi A (.
Nu P
i

iN
( v

_
i=1
P
i
A th mA

i=1
mP
i
nn mA

A.
Hn na ta c A = A . . . nn

A mA + m + m + . . . , tc l

A mA. Vy

A = mA.
1.3. Thc trin o 12
chng minh T(() / ta ch cn chng minh ( /.
Xt A (. Vi > 0 v E X tn ti P
i

iN
(

_
i=1
P
i
E,

i=1
mP
i

E +.
Ta c

(E A) +

(E A)

__

_
i=1
P
i
_
A
_
+

__

_
i=1
P
i
_
A
_

i=1

(P
i
A) +

i=1

(P
i
A)

i=1
_

(P
i
A) +

(P
i
A)
_
Do P
i
A, P
i
A ( nn

(P
i
A) = m(P
i
A) v

(P
i
A) = m(P
i
A).
Nh vy

(E A) +

(E A)

i=1
_
m(P
i
A) +m(P
i
A)
_

i=1
mP
i

E +.
Do ty nn

(E A) +

(E A)

E vi mi E X. Vy A /.
nh ngha 1.3.2.2. Ta ni rng mt o trn mt -i s / l nu mi
tp con ca mt tp bt k thuc / c o 0 u thuc / v c o 0, ngha l
nu
N E, E = 0 = N /, N = 0.
nh l 1.3.2.3. o cm sinh bi mt o ngoi

bao gi cng l o
(trn -i s / cc tp

-o c) v h cc tp c o bng 0 trng vi
h cc tp c o ngoi

bng 0.
Chng minh. Ta ch cn chng minh mi tp A c

A = 0 u

-o c. Lc
vi mi E X th

(E A)

A = 0 nn

(E A) +

(E A)

(E A)

E.
Theo (1.1

) ta suy ra A /.
T cc kt qu trn ta suy ra nh l sau.
1.3. Thc trin o 13
nh l 1.3.2.4. o m trn mt i s (. Khi tn ti o trn -i s
/ T(() ( sao cho
1) A = mA vi mi A (, trong l m rng ca m;
2) l hu hn (-hu hn) nu m hu hn (-hu hn);
3) l o ;
4) Gi s l -hu hn. Khi A / khi v ch khi
A = B N hay A = B N (1.6)
trong B T((),

N = N = 0 vi

l o ngoi xc nh t m theo cng

thc (1.5).
Chng minh. Ta ly l o cm sinh bi o ngoi

xc nh t m theo
cng thc (1.5) v / l -i s cc tp

-o c. Theo nh l 1.3.2.1 th l
mt m rng ca m. Tnh cht 2) l r rng. Theo nh l 1.3.2.3 th l . Ta
ch cn chng minh tnh cht 4).
Nu A c dng (1.6) th hin nhin A /.
Ngc li, ta gi s A /.
Nu A < +th theo cch xy dng

vi mi k N tn ti h P
i

iN
(
sao cho

_
i=1
P
k
i
A v

i=1
mP
k
i
< A+
1
k
.
t B
k
=

_
i=1
P
k
i
v B =

k=1
B
k
th B T((), B A v
B B
k

i=1
mP
k
i
A+
1
k
, k N.
Nh vy B A. Nhng A B nn A = B.
t N = B A. Khi N = 0 v A = B N.
Ta xt trng hp A = +. Do l -hu hn nn A =

_
n=1
A
n
vi A
n
/
v A
n
< . Theo trng hp trn, vi mi n N ta c D
n
A
n
vi D
n
T(()
cho (D
n
A
n
) = 0. t D =

_
n=1
D
n
Lc D T(() v N = DA =

_
n=1
(D
n
A).
Ta c
N

n=1
(D
n
A)

n=1

(D
n
A
n
) = 0.
1.4. o trn R
k
14
Vy A = D N vi D T(() v N = 0.
By gi, nu A / th X A / nn
X A = B

vi B

T((), N

= 0.
Ta suy ra
A = (X B

) N

hay A = B

,
vi B

= X B

T(() v N

= 0.
o trong nh l 1.3.2.4 c gi l m rng tiu chun ca o m.
Nh vy -i s / cc tp

-o c khng khc -i s T(() nhiu lm v

c th hu c t T(() bng cch thm vo hay bt i mt tp c o ngoi bng
0 vo cc phn t ca T(().
1.4. o trn R
k
Da vo nh l thc trin o, trong phn ny ta s xy dng o Lebesgue
trn khng gian Euclide k-chiu.
1.4.1 o trn ng thng R
Ta gi mt gian trn ng thng R l mt tp hp c mt trong cc dng sau:
(a, b), [a, b], (a, b], [a, b), (, +), (, a), (, a], (a, +), [a, +).
Nh vy giao ca hai gian cng l mt gian, phn b ca mt gian cng l mt gian
hoc l hp ca hai gian ri nhau.
Gi ( l tp hp tt c cc tp con ca R c th biu din thnh hp ca mt
s hu hn cc gian i mt ri nhau:
( =
_
P R : P =
n
_
i=1

i
,
i
l gian,
i

j
= , vi i ,= j
_
.
B 1.4.1.1. ( l mt i s.
Chng minh b ny xem nh bi tp.
Xt hm tp m : ( R xc nh bi: nu P =

n
i=1

i
(cc gian ri nhau) th
t m(P) =

n
i=1
[
i
[ trong [
i
[ ch di ca gian
i
.
B 1.4.1.2. Hm tp m l mt o trn i s (.
1.4. o trn R
k
15
Chng minh. R rng m khng m v m = 0.
Trc ht ta nhn xt rng:
a) Nu c nhng gian ,
1
, . . . ,
k
m
k
_
i=1

i
th
[[
k

i=1
[
i
[.
b) Nu

k
i=1

i
vi
i

j
= khi i ,= j th
[[
k

i=1
[
i
[.
chng minh tnh -cng tnh ca hm tp m ta chng minh tnh cht sau:
c) Nu cc gian ,
1
, . . . ,
k
, . . . tha mn =

_
i=1

i
vi
i

j
= khi i ,= j
th
[[ =

i=1
[
i
[.
Vi mi n N ta lun c
n
_
i=1

i
nn
n

i=1
[
i
[ [[ do

n=1
[
n
[ [[.
Ta cn chng minh

n=1
[
n
[ [[.
Nu c mt gian
k
m [
k
[ = + th bt ng thc cn chng minh hin nhin
ng. Do ta xt trng hp [
k
[ < + vi mi k.
Ta xt hai kh nng:
i) [[ < +. Vi > 0 ta chn gian ng

sao cho [[ < [

[ +

2
, ng
thi chn gian m

k

k
sao cho [

k
[ < [
k
[ +

2
k+1
.
Cc gian m to thnh mt ph m ca tp compact

nn phi c hu hn
gian

k
i
(i = 1, . . . , p) cn ph

. Nh vy
[

[
p

i=1
[
k
i
[

k=1
[
k
[,
1.4. o trn R
k
16
do
[[ < [

[ +

2

k=1
[
k
[ +.
V ty nn
[[

n=1
[
n
[.
ii) [[ = +. Vi n
o
l s t nhin ty ta chn gian ng hu hn

sao cho [

[ > n
o
. Tng t nh trng hp i) ta suy ra
[

k=1
[

k
[
nn
n
o
< [

[ <

k=1
[

k
[ +.
Do n
o
ty v ty nn

k=1
[

k
[ = += [[.
By gi ta chng minh tnh -cng tnh ca m.
Gi s P =

_
i=1
P
i
vi cc P, P
i
( v cc P
i
i mt ri nhau. Ta c
P =
n
_
k=1

k
, P
i
=
r
i
_
j=1

ij

k
=
k

_

_
i=1
P
i
_
=

_
i=1
(P
i

k
) =

_
i=1
r
i
_
j=1
(
k

ij
).
Nh vy
[
k
[ =

i=1
r
i

j=1
[
k

ij
[.
Vi ch rng
ij
=
n
_
k=1
(
k

ij
), theo nh ngha ca m th
mP =
n

k=1
[
k
[ =
n

k=1

i=1
r
i

j=1
[
k

ij
[
=

i=1
r
i

j=1
n

k=1
[
k

ij
[ =

i=1
r
i

j=1
[
ij
[ =

i=1
P
i
.
1.4. o trn R
k
17
Vy m l mt o trn (.
nh ngha 1.4.1.3. M rng tiu chun ca o m theo s tng qut ca
nh l 1.3.2.4 c gi l o Lebesgue trn R.
Ta c mt s nhn xt sau:
Vi mi A R o ngoi c xc nh bi cng thc

A = inf
_

i=1
mP
i
:

_
i=1
P
i
A, P
i
(
_
. (1.7)
nh ngha ny c th thay bng

A = inf
_

k=1
[
k
[ :

_
k=1

k
A,
k
l khong m
_
. (1.8)
Tht vy, gi v l hai s xc nh bi v phi ca (1.7) v (1.8). V mi khong
m
k
u thuc ( nn . Ngc li, vi mi h P
i

iN
A m

_
i=1
P
i
A
th

_
i=1
P
i
c dng

_
k=1

k
vi
k
l mt gian. Vi > 0 bt k ta chn khong m

k
sao cho

k

k
v [

k
[ < [
k
[ +

2
k
. Ta c

_
i=1

k
A v

k=1
[

k
[

k=1

k
[ +

k=1

2
k

i=1
mP
i
+.
Do vy +. Do ty nn .
Mt tp A c gi l o c Lebesgue nu n tha mn iu kin (1.1), tc l

E =

(E A) +

(E A) vi mi E X.
Lc A =

A.
o Lebesgue trn R l -hu hn v R =

n=1
[n, n]. Hin nhin n l o
.
C th thy rng -i s T(() y chnh l -i s Borel trn R v nu gi B
l -i s Borel trn R th T(() B (v T(() cng cha lp cc khong m).Mt
khc, v B ( nn B T((). Vy mi tp Borel trn R u o c.
Tm li, o Lebesgue l o , -hu hn v bt k mt tp o c no
cng l mt tp Borel thm hay bt i mt tp c o khng.
Kt qu sau l mt c trng ca mt tp c o khng trn R. y l h qu
ca (1.8).
1.4. o trn R
k
18
nh l 1.4.1.4. Mt tp N c o 0 khi v ch khi vi mi > 0 c th tm
c mt h (hu hn hay m c) khong m
k

k
ph N v c tng di
b hn :
_
k

k
N;

k
[
k
[ < .
H qu 1.4.1.5. Mi tp hu hn hay m c trn ng thng u o c v
c o bng 0.
Chng minh. Ta ch cn chng minh cho tp mt im x. Vi mi > 0 tn ti
khong m = (x

3
, x +

3
) cha x v [[ < .
Nh vy tp Q cc im hu t c o bng 0, do tp cc im v t R Q
trn mi on [a, b] c o bng b a. Tuy nhin cng c nhng tp c o 0
m khng m c, chng hn nh tp Cantor.
Kt qu sau l mt c trng ca mt tp o c theo Lebesgue (hay L-o
c).
nh l 1.4.1.6. A R, ta c cc mnh sau l tng ng:
1) A l L-o c;
2) Vi mi > 0 tn ti tp m G A sao cho

(G A) < ;
3) Vi mi > 0 tn ti tp ng F A sao cho

(A F) < .
Chng minh. 1) 2). Ta xt hai trng hp.
a) A < +.
Vi mi > 0 tn ti h khong m
k

kN
ph A sao cho

k=1
[
k
[ < A+.
t G =

_
k=1

k
th G A, G m v
G

k=1
[
k
[ < A+.
Do A < + nn (G A) = GA < .
b) A = +.
Ta c A =

_
n=1
(A [n, n]). Tp A
n
= A [n, n] c o hu hn nn theo
trng hp a) tn ti G
n
A
n
, G
n
m v (G
n
A
n
) <

2
n+1
.
1.4. o trn R
k
19
Tp G =

_
n=1
G
n
l tp m cha A v
(G A)

n=1
(G
n
A
n
)

n=1

2
n+1
=

2
< .
2) 1). Vi mi n N c tp m G
n
A v

(G
n
A) <
1
n
. t B =

n=1
G
n
.
Khi B / v B A. Hn na

(B A)

(G
n
A) <
1
n
, n N
nn

(B A) = 0. V nn B A /. Khi A = B (B A) o c.
1) 3). Tp A o c khi v ch khi A
c
o c, tc l khi v ch khi vi > 0
tn ti G m, G A
c
sao cho

(G A
c
) < . Khi tp F = G
c
A v

(A F) =

(G A
c
) < .
1.4.2 o trn khng gian R
k
, (k > 1)
Nhng kt qu phn trn c th m rng cho khng gian R
k
, k > 1.
Trong R
k
ta gi gian l mt tp bng tch Descartes ca k gian trong R, tc l
tp hp cc im x = (
1
,
2
, . . . ,
k
) trong
i
chy trong mt gian no ca R.
Nu
i
thuc gian c hai u mt
i
,
i
(i = 1, 2, . . . , k) th th tch ca gian bng
[[ =
k

i=1
(
i

i
).
Nu c mt gian m
i
=
i
th ta quy c [[ = 0, cn nu c mt gian trong R
v hn v khng c gian no c di bng 0 th [[ = +.
Gi (k l lp cc tp hp ca R
k
c th biu din thnh hp ca mt s hu
hn cc gian ri nhau. Ta c kt qu tng t nh vi otrn R.
1) (
k
l mt i s.
2) Nu vi mi P (
k
c dng P =
n
_
i=1

i
, trong
i
l nhng gian ri nhau,
ta t
m(P) =
n

i=1
[
i
[.
Khi hm tp m l mt o trn (
k
.
1.4. o trn R
k
20
3) o m c th m rng thnh mt o
k
trn mt -i s /
k
T((
k
)
(
k
. o
k
ny gi l o Lebesgue trn R
k
, v cc tp thuc /
k
gi l tp o
c theo Lebesgue trn R
k
.
T((
k
) chnh l -i s Borel trong R
k
(do mi tp Borel trong R
k
u o
c.
Cc nh l 1.4.1.4 v 1.4.1.6 cng ng i vi R
k
v cng c chng minh
tng t.
Mt c im ng ch ca o Lebesgue trn R
k
l n bt bin qua php
di, tc la nu E

l nh ca E qua mt php di no v nu tp ny o c
th tp kia cng o c v E = E

.
Tp hp o c theo Lebesgue cng khng bao gm tt c mi tp con ca
R
k
. Ngi ta chng minh c rng trong mi khng gian R
k
du tn ti tp khng
o c theo Lebesgue. iu ny khng c ngha l khi nim o c Lebesgue l
cha rng bi v ngi ta cng chng minh c rng trong mi khng gian R
k
khng th xy dng mt o -hu hn sao cho
a) o xc nh trn mi tp con ca R
k
;
b) o bt bin qua php di;
c) o c mi gian trng vi th tch ca gian .
V d 1.4.2.1. (Tp khng o c trong R)
xy dng v d ny ta cn nhc li tin chn: Nu A
i

iI
l mt h gm
cc tp khc rng, ri nhau tng i mt th tn ti tp E

iI
A
i
sao cho EA
i
cha duy nht mt phn t vi mi i I.
Gi l o Lebesgue trn R Trn [0, 1] ta xt quan h tng ng xc
nh nh sau: x, y [0, 1], x y khi v ch khi xy Q. D thy l mt quan h
tng ng trn [0, 1]. Khi [0, 1] c phn hoch thnh cc lp tng ng.
Theo tin chn tn ti tp E [0, 1] sao cho giao ca n vi mi lp tng ng
ni trn gm ng mt im. Khi E khng o c Lebesgue.
Tht vy, gi s E o c Lebesgue. ta nh s tt c cc s hu t trong
[1, 1] l r
1
, r
2
, . . . . Vi mi n N t E
n
= r
n
+ x : x E v nhn xt rng
E
n
l o c Lebesgue. D thy rng E
n
E
m
= nu n ,= m v E
n
= E vi
mi n N (v bt bin i vi php tnh tin). Hn na, [0, 1]

_
n=1
E
n
[1, 2].
Theo tnh -cng tnh ca ta c

_

_
n=1
E
n
_
=

n=1
(E
n
) = lim
n
nE ([1, 2]) = 3.
1.5. Hm s o c 21
T y ta c E = 0 do
_

_
n=1
E
n
_
= 0. Nhng iu ny l khng th xy ra
v [0, 1]

_
n=1
E
n
v ([0, 1]) = 1. Vy E khng o c Lebesgue.
1.5. Hm s o c
Trong gii tch khi lm vic trn cc hm s lin tc ngi ta gp phi mt hn
ch ln, l, gii hn ca mt dy hm s lin tc khng nht thit l lin tc.
trnh s hn ch ny ngi ta xy dng mt lp cc hm s, rng hn lp cc hm
s lin tc, kn i vi cc php ton gii tch, gi l lp hm s o c.
1.5.1 Cc nh ngha v php ton
nh ngha 1.5.1.1. Cho T l mt -i s cc tp con ca X v A T. Mt
hm s f xc nh trn X c gi l o c trn tp A i vi -i s T nu
(a R), x A : f(x) < a T. (1.9)
Khi trn -i s T c mt o ta bo f o c i vi o hay -o c.
Nu X = R
k
, T = /
k
th ta ni f o c theo ngha Lebesgue hay (L)-o c.
Nu X = R
k
, T = B
k
(-i s Borel trn R
k
) ta ni f o c theo ngha Borel
hay f l mt hm Borel.
iu kin (1.9) trong nh ngha trn c th thay bng mt trong ba iu kin
sau:
(a R), x A : f(x) > a T. (1.10)
(a R), x A : f(x) a T. (1.11)
(a R), x A : f(x) a T. (1.12)
Ta thy (1.9) (1.12) v x A : f(x) < a = x A : f(x) a
c
v T l mt
-i s.
Tng t (1.10) (1.11). Ta cn chng minh (1.9) (1.11).
(1.9) (1.11). Ta c
f(x) a n N : f(x) < a +
1
n
.
V mi tp x A : f(x) < a +
1
n
T nn
x A : f(x) a =

n=1
x A : f(x) < a +
1
n
T.
1.5. Hm s o c 22
(1.11) (1.9). Ta c
f(x) < a n N : f(x) a
1
n
.
V mi tp x A : f(x) a
1
n
T nn
x A : f(x) < a =

_
n=1
x A : f(x) a
1
n
T.
T nh ngha suy ra mt s tnh cht sau:
1) Nu f o c trn A th n cng o c trn mi tp con ca A thuc T.
Tht vy, nu B A, B T th
x B : f(x) < a = B x A : f(x) < a T.
2) Nu f o c trn A th x A : f(x) = a T vi mi a R. Tht vy,
v
x A : f(x) = a = x A : f(x) a x A : f(x) a.
3) Nu f o c trn dy E
n

n
(hu hn hay m c) th f cng o c
trn
_
n
E
n
,

n
E
n
. Kt qu ny thu c t cc ng thc sau:
_
x
_
n
E
n
: f(x) > a
_
=
_
n
x E
n
: f(x) > a
_
x

n
E
n
: f(x) > a
_
=

n
x E
n
: f(x) > a.
4) Nu f o c th k.f cng o c. Nu f(x) = c (hng s) trn A th f o
c. (Bi tp)
5) Nu A = 0 v th f xc nh trn A s o c. (Bi tp)
V d 1.5.1.1. 1) Trn khng gian R
k
vi o Lebesgue nu f l hm lin tc
trn A /
k
th f s o c trn A.
Tht vy, vi mi a R th
x A : f(x) < a = f
1
(, a) = A G
vi G l tp m ca R
k
, do x A : f(x) < a /
k
.
2) Vi A X, ta nh ngha hm c trng ca A nh sau

A
(x) =
_
1, nu x A
0, nu x / A.
1.5. Hm s o c 23
Vi a R th
x A :
A
(x) > a) =
_

_
, nu a 1
X, nu a < 0
A, nu 0 a < 1.
Do
A
o c trn X khi v ch khi A T.
nh l 1.5.1.2. 1) Nu f o c trn A th [f[

( > 0) cng o c.
2) Nu f, g o c trn A v hu hn th cc hm s f g, f.g,
maxf, g, minf, g cng o c, v nu g(x) ,= vi mi x A th
f
g
cng o
c.
Chng minh. Ta k hiu A[f > a] ch x A : f(x) > a.
1) Vi a > 0 ta c
A[[f[

< a] = A[[f[ < a

1

] = A[a
1

< f < a
1

] = A[f < a
1

] A[f < a
1

] T
v mi tp A[f < a
1

], A[f < a
1

] T do f o c.
Nu a 0 th A[[f[

< a] = T.
Vy [f[

o c trn A.
2) a) Cho a R v r
1
, r
2
, . . . , r
n
, . . . l dy tt c cc s hu t. Ta c
f(x) +g(x) < a f(x) < a g(x) n N : f(x) < r
n
< a g(x)
do
A[f +g < a] =

_
n=1
A[f < r
n
< a g] =

_
n=1
(A[f < r
n
] A[g < a r
n
]).
V mi tp (A[f < r
n
], A[g < a r
n
]) T nn A[f +g < a] T.
Chng minh tng t cho f g.
b) Tnh o c ca cc hm f.g, maxf, g, minf, g suy ra t kt qu a) v
cc ng thc sau
f.g =
1
4
[(f +g)
2
(f g)
2
];
maxf, g =
1
2
(f +g +[f g[);
minf, g =
1
2
(f +g [f g[).
Nu g(x) ,= 0 vi mi x A th
A
_
1
g
2
< a
_
=
_
T, nu a 0
A
_
1
g
2
>
1
a
_
, nu a > 0
1.5. Hm s o c 24
nn
1
g
2
o c. Ta c
f
g
= f.g.
1
g
2
nn
f
g
o c.
nh l 1.5.1.3. Nu f
n

nN
l mt dy cc hm s o c v hu hn th cc
hm s sup
n
f
n
, inf
n
f
n
, lim
n
f
n
, lim
n
f
n
cng o c, v nu tn ti lim
n
f
n
th hm
ny cng o c.
Chng minh. Vi mi a R ta c
A[sup f
n
a] =

n=1
A[f
n
n a], A[inf f
n
a] =

n=1
A[f
n
a] T
nn sup
n
f
n
, inf
n
f
n
o c. Do cc hm s lim
n
f
n
, lim
n
f
n
cng o c. Nu
tn ti lim
n
f
n
th lim
n
f
n
= lim
n
f
n
nn lim
n
f
n
o c.
Nh vy lp cc hm o c kn i vi php ton gii tch. Theo trn, mi
hm s lin tc trn mt tp A /
k
u (L)-o c trn tp nn gii hn ca
mt dy hm s lin tc l mt hm s o c, mc d c th khng lin tc. iu
cho thy rng lp cc hm s o c Lebesgue trong R
k
rng hn nhiu so vi
lp cc hm s lin tc. Chng hn, hm s Dirichlet l hm o c mc d n
gin on ti mi im trn R.
1.5.2 Cu trc ca hm s o c
nh ngha 1.5.2.1. Mt hm s f xc nh trn A T c gi l hm n gin
nu f o c v ch nhn mt s hu hn cc gi tr hu hn.
Gi s f(A) = c
1
, c
2
, . . . , c
n
R. Vi mi i = 1, 2, . . . , n ta t A
i
= x A :
f(x) = c
i
. D thy cc tp A
i
o c, i mt ri nhau v A =
n
_
i=1
A
i
. Khi
f =
n

i=1
c
i

A
i
.
Ngc li, nu f c dng trn vi cc tp A
i
o c, ri nhau, A =
n
_
i=1
A
i
th f s
l mt hm n gin trn A.
Cu trc ca mt hm s o c th hin qua nh l di y.
nh l 1.5.2.2. Mi hm s o c trn mt tp A T u l gii hn ca mt
dy f
n

nN
cc hm s n gin trn A :
f = lim
n
f
n
.
Nu f 0 trn A th c th chn cc f
n
cho 0 f
n
f
n+1
vi mi n N.
1.5. Hm s o c 25
Chng minh. Trc ht ta nhn xt rng:
1) Nu f l hm s o c trn A th f = f
+
f

vi
f
+
= maxf, 0 v f

= minf, 0.
Hai hm f
+
, f

u khng m v o c trn A. Hn na, [f[ = f

+
+f

.
2) Nu f l hm s n gin trn A v a R th f +a, a.f, f.g, fg u l nhng
hm n gin trn A.
Ta chng minh cho trng hp f 0 trn A.
Vi mi n N ta t
C
0
n
= x A : f(x) n
C
i
n
= x A :
i 1
2
n
f(x)
i
2
n
, (i = 1, 2, . . . , n2
n
).
Khi cc C
i
n
o c, i mt ri nhau v A =
n2
n
_
i=0
C
i
n
. Ta xc nh hm f
n
trn
A nh sau:
f
n
(x) =
_
n nu x C
0
n
(f(x) n)
i1
2
n
nu x C
i
n
(
i1
2
n
f(x)
i
2
n
).
D thy f
n
l hm n gin trn A. v f
n
0.
Ta chng minh f
n
(x) f
n+1
(x) vi mi n N, vi mi x A.
Vi x A tn ti i 0, 1, 2, . . . , n2
n
x C
i
n
.
Nu i = 0 th f
n
(x) = n.
Khi f(x) n + 1 th f
n+1
(x) = n + 1 > f
n
(x).
Khi n f(x) < n + 1 ta vit
n2
n+1
2
n+1
f(x) <
(n + 1)2
n+1
2
n+1
,
khi f
n+1
(x) n = f
n
(x).
Nu i 1 ta vit
C
i
n
=
_
x A :
2i 2
2
n+1
f(x)
2i 1
2
n+1
_
_
_
x A :
2i 1
2
n+1
f(x)
2i
2
n+1
_
.
Khi x C
2i1
n+1
th
f
n+1
(x) =
2i 2
2
n+1
=
i 1
2
n
= f
n
(x).
Khi x C
2i
n+1
th
f
n+1
(x) =
2i 1
2
n+1
>
2i 2
2
n+1
=
i 1
2
n
= f
n
(x).
1.5. Hm s o c 26
Vy f
n
(x) f
n+1
(x) vi mi n N.
By gi ta chng minh lim
n
f
n
= f.
Vi x A m f(x) < + th vi n ln ta c f
n
< n cho nn tn ti
i 1, 2, . . . , n2
n

i 1
2
n
f
n
(x) <
i
2
n
.
Nh vy f
n
(x) =
i1
2
n
suy ra
[f
n
(x) f(x)[
1
2
n
0 khi n .
Nu f(x) = + th f(x) n vi mi n N nn f
n
(x) = n v lim
n
f
n
(x) = +=
f(x).
Xt f l hm o c trn A. Lc f = f
+
f

. Theo chng min trn

tn ti hai dy hm n gin f
+
n
, f

n
xc nh trn A lim
n
f
+
n
= f
+
v
lim
n
f

n
= f

. t f
n
= f
+
n
f

n
. Khi f
n
cng l hm n gin v
lim
n
f
n
= f
+
f

= f.

Nhn xt rng, trong trng hp f 0, dy hm n gin f

n
trong chng
minh trn c tnh cht 0 f
n
n vi mi n N.
1.5.3 Tp c o khng v tnh cht hu khp ni
Gi s (X, /, ) l mt khng gian o vi / l mt -i s. Ta ni mt tnh
cht P(x) no tha mn hu khp ni (h.k.n) trn A nu tn ti B / sao cho
B = 0 v P(x) tha mn vi mi x A B. i khi ch r o (trong
trng hp ang xt nhiu o) ta vit - h.k.n thay cho h.k.n.
V d 1.5.3.1. 1) Hm f : A R l hu hn h.k.n trn A nu f(x) R vi mi
x A ngoi tr trn mt tp B A m B B
0
v B
0
= 0.
2) Dy f
n

n
cc hm xc nh trn A l hi t h.k.n trn A v hm f nu c
tp B A sao cho B = 0 v f
n
(x) f(x) khi n vi mi x A B.
3) Hai hm f, g xc nh trn A la bng nhau h.k.n trn A nu x A : f(x) ,=
g(x) B vi B = 0. Hai hm bng nhau h.k.n.trn A c gi l tng ng
trn A v thng k hiu l f g. Ch rng quan h l mt quan h tng
ng trn lp cc hm xc nh trn A.
nh l 1.5.3.1. Nu l o th mi hm s g tng ng vi mt hm f
o c trn A cng o c trn A.
1.5. Hm s o c 27
Chng minh. T nh ngha ca hm tng ng ta suy ra hai tp hp A[f < a]
v A[g < a] ch sai khc nhau mt tp c o 0 (do ) nn nu A[f < a] /
th A[g < a] /.
Trong gii tch c in, khi nim tng ng ca cc hm s khng c vai tr
g quan trng, v khi ta ch xt cc hm s lin tc, m i vi cc hm s
tnh tng ng trng vi tnh ng nht. Chnh xc hn, nu hai hm s lin tc
trn mt on m tng ng (vi o Lebesgue) th chng ng nht. Tht
vy, nu f(x
0
) ,= g(x
0
) ti mt im x
0
th bi tnh lin tc ca f v g, tn ti mt
ln cn ca x
0
trn f(x) ,= g(x). V o ca mi ln cn nh vy l dng nn
iu ny mu thun vi gi thit tng ng ca f v g.
i vi cc hm o c ty , ni chung tnh tng ng khng ko theo s
ng nht. V d, hm s nhn gi tr 1 ti cc im hu t v nhn gi tr 0 ti
cc im v t l tng ng vi hm khng.
1.5.4 Hi t theo o
nh ngha 1.5.4.1. Mt dy hm f
n

nN
o c trn A / c gi l hi
t theo o v hm o c f trn A nu
> 0, lim
n
x A : [f
n
(x) f(x)[ = 0.
K hiu f
n

f.
Vi gi thit l o ta c cc nhn xt:
1) Nu f
n

f trn A v f g th f
n

g trn A. Tht vy, t B = x A :

f(x) ,= g(x) ta c
x A : [f
n
(x) g(x)[ = x A B : [f
n
(x) f(x)[ B
x A : [f
n
(x) f(x)[ B,
nhng B = 0 nn
0 (A[[f
n
g[ ]) (A[[f
n
f[ ]) 0 khi n .
Vy f
n

g.
2) Nu f
n

f v f
n

g trn A th f g. Tht vy, vi > 0 ty ta c

A[[f g[ ] A[[f
n
f[

2
] A[[f
n
g[

2
]
v nu x khng thuc tp hp v phi th
[f
n
(x) f(x)[ <

2
v [f
n
(x) g(x)[ <

2
1.5. Hm s o c 28
lc [f(x) g(x)[ < tc l x cng khng thuc tp hp v tri. Vy
(A[[f
n
g[ ]) (A[[f
n
f[

2
]) +(A[[f
n
g[

2
]).
V o ca hai tp v phi dn v 0 khi n nn
(A[[f
n
g[ ]) = 0.
Ni ring, (A[[f
n
g[
1
n
]) = 0 vi mi n N, do tp hp
x A : f(x) ,= g(x) = x A : [f(x) g(x)[ > 0
=

_
n=1
x A : [f(x) g(x)[
1
n

c o bng 0, tc l f g trn A.
Nh vy, nu b qua mt tp c o 0 (tc l khng phn bit hai hm tng
ng) th gii hn ca mt dy hm o c hi t c th xem l duy nht.
Kt qu di y cho ta mi quan h gia s hi t theo o v s hi t
h.k.n. Ta gi thit l o .
nh l 1.5.4.2. Nu mt dy hm s f
n

nN
o c trn A hi t h.k.n v mt
hm f th f o c trn A, v nu A < + th f
n

f.
Chng minh. t B = x A : f
n
(x) f(x). Lc B = 0.
Do nn f o c trn B. Cn trn A B th f
n
f nn f o c trn
A B. Vy f o c trn A = B A B.
By gi ta chng minh f
n

f trn A nu A < +.
Vi > 0 ty ta t
A
i
= x A : [f
i
(x) (x)[ ; C
p
=

_
i=p
A
i
; C =

p=1
C
p
.
Khi C
p
C
p+1
vi mi p. Ta c C
p
< + vi mi p nn C = lim
p
C
p
.
Nu x C th x C
p
vi mi p N. Do vy vi mi p N tn ti i p
x A
i
, suy ra [f
i
(x) f(x)[ . Vy f
i
(x) f(x) nn x B. Suy ra C B. M
B0 nn C = 0. Do lim
p
C
p
= 0.
V A
p
C
p
vi mi p nn A
p
C
p
v do lim
p
A
p
= 0, ngha l f
n

f
trn A.
1.5. Hm s o c 29
Nhn xt.
a) y khng nhng lim
p
A
p
= 0 m lim
p

_

_
i=p
A
i
_
= 0
b) iu kin A < + khng th b qua. Chng hn, ly A = R v l o
Lebesgue trn R. Xt
f
n
(x) =
_
1 nu n x n + 1
0 ti cc im khc.
Khi f
n
(x) 0 ti mi x R nhng vi mi n N
x R : [f
n
(x) 0[
1
2
= 1 0
ngha l f
n

0.
c) S hi t theo o ca mt dy hm ni chung khng ko theo s hi t
h.k.n ca dy . Tht vy, vi mi k N ta xc nh k hm s f
ik
, (i = 1, 2, . . . , k)
trn [0, 1] nh sau:
f
ik
(x) =
_
i nu
i1
k
x <
i
k
0 ti cc im khc.
Lc dy hm

1
= f
11
,
2
= f
12
,
3
= f
22
,
4
= f
13
,
5
= f
23
,
6
= f
33
, . . .
hi t theo o v hm 0 nhng khng hi t v 0 ti bt k im no ca [0, 1].
Tuy nhin ta c
nh l 1.5.4.3. Nu dy hm o c f
n

nN
hi t theo o v hm f th
c dy con f
n
k
ca dy f
n

nN
hi tu h.k.n v f
Chng minh. Chn dy s dng
k
sao cho

k=1

k
< +. Khi lim
k

k
= 0. Do
f
n

f trn A nn vi mi k N tn ti n
k
N sao cho vi mi n n
k
ta c
x A : [f
n
(x) f(x)[
k
<
k
.
C th chn sao cho n
1
< n
2
< . . . < n
k
< . . . v n
k
khi k . Ta c
x A : [f
n
k
(x) f(x)[
k
<
k
.
t
B =

_
k=1
x A : [f
n
k
(x) f(x)[
k
; B =

i=1
B
i
.
1.5. Hm s o c 30
Lc B B
i

k=i

k
. Do vy lim
i
B
i
lim
i
_

k=i

k
_
= 0, nn B = 0.
By gi, nu x A B th c i N x / B
i
, tc l vi mi k i ta c
[f
n
k
(x) f(x)[ < . Do
k
0 nn f
n
k
(x) f(x). V B = 0 nn f
n
k
hi t h.k.n
v f trn A.
Hai nh l c trnh by (khng chng minh) di y nu ln nhng tnh
cht su sc ca cc hm s o c.
nh l 1.5.4.4. (Egorov) Cho mt dy hm s f
n

nN
o c, hu hn h.k.n
v hi t h.k.n trn mt tp hp A vi A < +. Khi vi mi > 0 tn ti mt
tp hp o c B A sao cho (A B) < v dy f
n

nN
hi t u trn B.
nh l 1.5.4.5. (Lusin) Cho tp hp A R
k
c A < . Mt hm s f xc
nh v hu hn trn A l o c khi v ch khi vi mi > 0 tn ti tp ng
F A sao cho (A F) < v f lin tc trn F.
Bi tp
1.1. Chng minh rng mt lp ( cc tp con ca X l mt i s khi v ch khi
( ,= v
a) A (, B ( A B (.
b) A ( A
c
= X A (.
1.2. Chng minh rng h tt c cc tp A X sao cho A hoc A
c
hu hn to
thnh mt i s trn X. H tt c cc tp A X sao cho A hoc A
c
khng qu
m c to thnh mt -i s trn X.
1.3. Cho l mt o trn i s ( v A, B (. Chng minh rng
(A B) +(A B) = A+B.
1.4. Cho l mt o trn i s (. Nu A, B ( th ta vit A B nu
(AB) = 0. Chng minh rng " l mt quan h tng ng v nu A B th
A = B = (A B).
1.5. Cho

l mt o ngoi trn X. Chng minh rng vi mi A, B X ta

c
[

B[

(AB).
1.5. Hm s o c 31
1.6. Cho i s ( = , X v o xc nh trn ( nh sau: () = 0 v
(X) = 1. Hy tm o ngoi

v -i s cc tp

-o c.
1.7. Cho m l mt o hu hn trn i s (,

l o ngoi cm sinh bi
m. Chng minh A X l

-o c khi v ch khi vi mi > 0, tn ti C (

sao cho

(AB) < .
1.8. Cho m l mt o trn i s (, l mt m rng tiu chun ca m ln
-i s / cc tp

-o c. Chng minh

E = infA : A E, A /.
T suy ra rng tn ti G / sao cho G E v

E = G.
1.9. Trn R
k
vi o Lebesgue, hy chng minh ba mnh sau tng ng:
a) E l L-o c.
b) Tn ti tp K loi G

, K E sao cho

(K E) = 0.
c) Tn ti tp H loi F

, H E sao cho

(E H) = 0.
1.10. Cho A [0, 1] c o ln hn
1
2
. Chng minh rng A phi cha mt tp
con c o dng v i xng qua im gia ca on [0, 1].
1.11. Chng minh rng tp hp A R c o 0 khi v ch khi c th tm c
mt dy nhng khong m (
n
)
nN
sao cho mi x A u thuc v v s khong

n
v

n=1
[
n
[ < +.
1.12. Cho n tp A
1
, . . . , A
n
trn [0, 1] sao cho A
1
+ + A
n
> n 1. Chng
minh
_
n

i=1
A
i
_
> 0.
1.13. Cho A l mt tp con o c ca [a, b]. Xt hm s f : [a, b] R m
f(x) = (A [a, x]) vi x [a, b].
Chng minh f lin tc trn [a, b].
1.14. Cho A l tp con o c ca R vi A = p > 0. Chng minh rng nu
0 < q < p th tn ti mt tp con o c ca A c o bng q.
1.15. Cho (X, /) l mt khng gian o c, A /, f : A R l mt hm o
c v p l mt s nguyn dng. Chng minh rng hm s sau o c trn A.
h(x) =
_

_
[f(x)[
p
nu f(x) hu hn

nu f(x) =

+
nu f(x) = +
1.5. Hm s o c 32
trong

,
+
tu thuc R.
1.16. Chng minh rng nu hm s [f(x)]
3
l hm s o c trn E th f(x)
cng o c trn E.
1.17. Chng minh rng nu hm s [f(x)]
2
l hm s o c trn E th khng
th suy ra f(x) o c trn E.
1.18. Gi s f : R
n
R l hm lin tc, cn g
1
, . . . , g
n
: R R l nhng hm
o c. Chng minh rng hm h(x) = f(g
1
(x), . . . , g
n
(x)) l hm o c.
1.19. Chng minh rng nu hm s f(x) o c trn don bt k [, ], vi
a < , , b, th f(x) o c trn ton [a, b].
1.20. Chng minh rng nu hm s f(x) l hm s o c trn E th hm s
sau o c trn E.
[f(x)]
b
a
=
_

_
a vi mi x m f(x) < a
f(x) vi mi x m a f(x) b
b vi mi x m f(x) > b,
trong a < b.
Chng 2
Tch phn Lebesgue
2.1. Tch phn Lebesgue . . . . . . . . . . . . . . . . . . . . . . 33
2.2. Cc tnh cht s cp . . . . . . . . . . . . . . . . . . . . . . 37
2.3. Qua gii hn di du tch phn . . . . . . . . . . . . . . 43
2.4. Tch o - Tch phn lp . . . . . . . . . . . . . . . . . . 50
2.1. Tch phn Lebesgue
Trong chng ny ta xt khng gian o (X, /, ).
2.1.1 Tch phn cc hm n gin khng m
Gi s f l hm n gin khng m xc nh trn mt tp hp A /. Khi
f =
n

i=1
c
i

A
i
vi cc tp A
i
o c, ri nhau v
n
_
i=1
A
i
= A, c
i
0.
Ta nh ngha tch phn ca hm f vi o trn tp A l
_
A
fd =
n

i=1
c
i
A
i
.
2.1. Tch phn Lebesgue 34
Ta s kim tra gi tr ny khng ph thuc vo cch biu din hm f thnh t hp
tuyn tnh cc hm c trng. Tht vy, gi s
f =
n

i=1
c
i

A
i
=
s

j=1
d
j

B
j
.
V A
i
= A
i
A = A
i

_
s
_
j=1
B
j
_
=
s
_
j=1
(A
i
B
j
) v cc tp A
i
B
j
i mt ri nhau
nn
n

i=1
c
i
A
i
=
n

i=1
_
s

j=1
(A
i
B
j
)
_
=
n

i=1
s

j=1
c
i
(A
i
B
j
).
Tng t ta cng c
s

ij=1
d
j
B
j
=
s

j=1
n

i=1
d
j
(A
i
B
j
).
Nu A
i
B
j
,= th c
i
= d
j
v f(x) = c
i
trn A
i
v f(x) = d
j
trn B
j
. Do
n

i=1
c
i
A
i
=
s

ij=1
d
j
B
j
.
2.1.2 Tch phn cc hm o c khng m
chun b cho nh ngha ta cn cc b sau:
B 2.1.2.1. Nu f, g l cc hm n gin khng m trn A m f g th
_
A
f
_
A
g.
Chng minh. Gi s
f =
n

i=1
a
i

A
i
; g =
m

j=1
b
j

B
j
trong cc A
i
i mt ri nhau, cc B
j
i mt ri nhau v A =
n
_
i=1
A
i
=
m
_
j=1
B
j
t C
ij
= A
i
B
j
. Khi A
i
=
m
_
j=1
C
ij
, B
j
=
n
_
i=1
C
ij
v
_
A
fd =
n

i=1
a
i
A
i
=
n

i=1
a
i
_
m

j=1
C
ij
_
=
n

i=1
m

j=1
a
i
C
ij
.
2.1. Tch phn Lebesgue 35
Tng t
_
A
gd =
m

j=1
n

i=1
b
j
C
ij
.
Trn C
ij
ta c f(x) = a
i
, g(x) = b
j
nn theo gi thit f g nn a
i
b
j
, do
_
A
f
_
A
g.
B 2.1.2.2. Nu hai dy hm n gin khng m f
n

n
, g
n

n
trn A c tnh
cht f
n
f
n+1
, g
n
g
n+1
vi mi n v lim
n
f
n
= lim
n
g
n
= f trn A th
lim
n
_
A
f
n
= lim
n
_
A
g
n
.
Chng minh. a) Gi s f l hm n gin trn A, tc l f =
n

i=1

A
i
. Ta chng
minh lim
k
_
A
f
k
=
_
A
f.
Ly t (0, 1) ty v t
A
ik
= x A
i
: f
k
(x) t
i
.
Do f
k
f
k+1
nn A
ik
A
i,k+1
v A
i
=

_
k=1
A
ik
. Tht vy, r rng

_
k=1
A
ik
A
i
.
Nu x A
i
th f(x) =
i
. V dy f
k
(x)
k
tng v hi t v f(x) v t (0, 1) nn
s tn ti k ln f
k
(x) t
i
, vy x A
ik
. Do

_
k=1
A
ik
A
i
. Nh vy
A
i
= lim
k
A
ik
.
V cc A
i
i mt ri nhau nn cc A
ik
(vi i thay i) ri nhau. t
k
=
n

i=1
t
i

A
ik
. Lc
k
f
k
f trn A. Theo b 2.1.2.1
_
A

k

_
A
f
k

_
A
f.
Cho k ta c
_
A

k
=
n

i=1
t
i
A
ik

n

i=1
t
i
A
i
= t
_
A
f
nn
t
_
A
f lim
k
_
A
f
k

_
A
f.
2.1. Tch phn Lebesgue 36
Cho t 1 ta c lim
k
_
A
f
k
=
_
A
f.
b) Xt mt s t nhin m v t h
n
= minf
n
, g
m
. Lc h
n
cng l hm n
gin khng m trn A. Theo gi thit f
n
f = lim
n
g
n
g
m
nn h
n
g
m
khi n . Theo phn a) ta suy ra lim
n
_
A
h
n
=
_
A
g
m
. Nhng h
n
f
n
nn
_
A
h
n

_
A
f
n
Cho n ta c
_
A
g
m
lim
n
_
A
f
n
. Cho m ta c
lim
m
_
A
g
m
lim
n
_
A
f
n
.
Hon ton tng t ta chng minh c bt ng thc ngc li. Do b c
chng minh.
By gi ta xt hm f o c, khng m xc nh trn A. Khi tn ti dy
hm n gin, khng m f
n

n
n iu tng sao cho lim
n
f
n
= f. Tch phn
ca hm f trn A c nh ngha
_
A
fd = lim
n
_
A
f
n
.
Nh vo cc b 2.1.2.1, 2.1.2.2 th lim
n
_
A
f
n
tn ti v xc nh duy nht
khng ph thuc vo cch chn dy hm f
n

n
.
2.1.3 Tch phn cc hm o c
Vi hm o c f ta c f = f
+
f

vi f
+
= maxf, 0, f

= minf, 0.
Nu hiu
_
A
f
+

_
A
f

c ngha (tc l khng c dng ) th ta nh ngha

l tch phn ca hm f trn A v vit
_
A
f =
_
A
f
+

_
A
f

.
Nu
_
A
f hu hn ta ni f kh tch trn A. Nh vy f kh tch trn A nu v ch
nu f
+
, f

cng kh tch trn A.

Trong trng hp X = R
k
, / = /
k
, =
k
( o Lebesgue) tch phn xy dng
nh trn gi l tch phn Lebesgue v c k hiu
(L)
_
A
f(x)dx
hay
(L)
_ _
. . .
_
A
f(
1
,
2
, . . . ,
k
)d
1
d
2
. . . d
k
.
2.2. Cc tnh cht s cp 37
T nh ngha ca tch phn ta nhn c
a)
_
A
cd = cA, (c l hng s)
b)
_
A
(
B
)d = (A B),
c)
_
A
_
n

i=1

B
i
_
d =
n

i=1

i
(A B
i
).
nh l 2.1.3.1. a) Nu A = 0 v f o c trn A th
_
A
f = 0.
b) Nu A < + v f l hm o c, b chn trn A th f kh tch trn A.
Chng minh. a) Nhn thy rng, nu f l hm n gin, khng m th
_
A
f = 0 (v
mi tp con ca A u c o 0). T d dng suy ra
_
A
f = 0 vi f l hm o
c khng m, v do suy ra kt qu cho hm f o c ty .
b) Ta ch cn chng minh cho trng hp f 0. T gi thit, tn ti K > 0
0 f K trn A. Gi f
n

n
l dy hm n gin, khng m, n iu tng hi t
v f. Khi 0 f
n
K v
_
A
f
n
KA. Do vy
0
_
A
f = lim
n
_
A
f
n
KA < +.

T nh l ny ta thy rng mi hm b chn v lin tc h.k.n trn mt hnh

hp ng v b chn ca R
k
u kh tch Lebesgue trn R
k
. Nh vy, lp cc hm
kh tch Lebesgue trn R
k
bao gm tt c cc hm kh tch Riemann v ngoi ra
cn nhiu hm s khc na. Chng hn nh hm Dirichlet trn [0, 1] l khng kh
tch Riemann, trong khi tch phn Lebesgue ca n bng 0.
2.2. Cc tnh cht s cp
Trong phn ny ta lun gi thit cc hm s v cc tp hp d cp n u o
c.
2.2.1 Tnh cht cng tnh
nh l 2.2.1.1. Nu A B = th
_
AB
f =
_
A
f +
_
B
f nu v phi v v tri
c ngha.
2.2. Cc tnh cht s cp 38
Chng minh. Ta chng minh cho trng hp v tri c ngha, trng hp kia c
chng minh tng t.
a) Nu f l hm n gin, khng m trn A th
f =
n

i=1

E
i
,
n
_
i=1
E
i
= A B
v cc E
i
i mt ri nhau. Ta c E
i
= (A E
i
) (B E
i
) v hai tp v phi ri
nhau. Do
_
AB
f =
n

i=1

i
E
i
=
n

i=1

i
(A E
i
) +
n

i=1

i
(B E
i
) =
_
A
f +
_
B
f.
b) Nu f 0 trn AB th tn ti dy hm f
n

n
n gin, khng amm, tng
v hi t v f. Ta c
_
AB
f
n
=
_
A
f
n
+
_
B
f
n
.
Cho n ta c
_
AB
f =
_
A
f +
_
B
f.
c) Nu f l hm o c ta vit f = f
+
f

. Theo b) ta c
_
AB
f
+
=
_
A
f
+
+
_
B
f
+
,
_
AB
f

=
_
A
f

+
_
B
f

.
Nu
_
AB
f c ngha th v tri ca mt trong hai ng thc trn l hu hn, do

_
A
f
+

_
A
f

v
_
B
f
+

_
B
f

c ngha. Khi tr v theo v hai ng thc

trn ta c
_
AB
f =
_
A
f +
_
B
f.

H qu 2.2.1.2. Nu E A v tn ti
_
A
f th tn ti
_
E
f; nu f kh tch trn
A th f cng kh tch trn E.
Chng minh. Ta c A = (A E) E. Bi tnh cng tnh, nu tn ti
_
A
f ta s c
_
E
f v
_
A
f =
_
E
f +
_
A\B
f.
2.2. Cc tnh cht s cp 39
Nu
_
E
f v hn th
_
E
f +
_
A\B
f khng th hu hn, do nu f kh tch trn
A th f cng kh tch trn E.
H qu 2.2.1.3. B = 0 th
_
AB
f =
_
A
f.
Bn c t chng minh (xt cc trng hp A B = v A B ,= ).
2.2.2 Tnh cht bo ton th t
nh l 2.2.2.1. a) Nu f g trn A th
_
A
f =
_
A
g. Ni ring, nu f = 0 h.k.n
trn A th
_
A
f = 0.
b) Nu f g trn A th
_
A
f
_
A
g. Ni ring, nu f 0 trn A th
_
A
f 0.
Chng minh. a) t B = x A : f(x) = g(x). Khi (A B) = 0. Theo h
qu 2.2.1.3 ta c
_
A
f =
_
B
f;
_
A
g =
_
B
g.
Suy ra iu phi chng minh.
b) Nu f, g u l cc hm n gin th tnh cht c chng minh bi
b 2.1.2.1. Nu f, g 0 trn A th tn ti cc dy hm n gin, khng m
f
n
f, g
n
g trn A. Do f g ta c th gi s f
n
g
n
vi mi n N. Khi
_
A
f
n

_
A
g
n
.
Cho n ta c
_
A
f
_
A
g.
Nu f g th ta c f
+
g
+
v f

nn
_
A
f
+

_
A
g
+
,
_
A
f

_
A
g

.
T suy ra
_
A
f
+

_
A
f

_
A
g
+

_
A
g

hay
_
A
f
_
A
g.

H qu 2.2.2.2. Nu f kh tch trn A th f hu hn h.k.n. trn A.

2.2. Cc tnh cht s cp 40
Chng minh. t B = x A : f(x) = +. Khi f kh tch trn B. Nhng
trn B th f K vi mi K > 0 nn
_
A
f KB. ng thc ny ng vi mi
K nn ta phi c B = 0 Tng t, x A : f(x) = = 0. Vy f hu hn
h.k.n. trn A.
H qu 2.2.2.3. Nu f 0 trn A v
_
A
f = 0 th f = 0 h.k.n. trn A.
Chng minh. t B = x A : f(x) > 0. Khi B =

n=1
B
n
vi B
n
= x A :
f(x)
1
n
. Ta c
0 =
_
A
f
_
Bn
f
1
n
B
n
nn B
n
= 0 vi mi n. Vy B = 0.
Ch rng, nu b iu kin f 0 th kt qu trn khng cn ng.
2.2.3 Tnh cht tuyn tnh
nh l 2.2.3.1. a)
_
A
cf = c
_
A
f, (c R);
b)
_
A
(f +g) =
_
A
f +
_
A
g nu v phi c ngha.
Chng minh. a) Nu f l hm n gin th ng thc l hin nhin. Nu f 0 th
tn ti dy hm n gin, khng m f
n
f. Lc cf
n
cng n gin v
Nu c 0 th cf
n
cf v do
_
A
cf
n
= c
_
A
f
n
nn khi nto ta c
_
A
cf = c
_
A
f.
Nu c < 0 th cf 0 nn (cf)
+
= 0, (cf)

= cf v theo nh ngha
_
A
cf = 0
_
A
(cf). Theo trn ta c
_
A
(cf) = c
_
A
f nn
_
A
cf = c
_
A
f
Trng hp f ty ta c
f = f
+
f

v (cf)
+
= cf
+
, (cf)

= cf

nu c 0,
(cf)
+
= cf

, (cf)
+
= cf
+
nu c < 0. Nh vy trong mi trng hp ta
u c
_
A
cf = c
_
A
f.
b) Trng hp f, g 0 v n gin trn A. Lc
f =
n

i=1

A
i
, g =
m

j=1

B
j
.
2.2. Cc tnh cht s cp 41
t C
ij
= A
i
B
j
ta s c
f =
n

i=1
m

j=1

C
ij
, g =
m

j=1
n

i=1

C
ij
.
Nh vy
f +g =
n

i=1
m

j=1
(
i
+
j
)
C
ij
nn
_
A
(f +g) =
n

i=1
m

j=1
(
i
+
j
)C
ij
=
_
A
f +
_
A
g.
Trng hp f, g 0. Lc tn ti hai dy hm n gin khng m f
n
f,
g
n
g trn A. D thy f
n
+g
n
f +g. V vy
_
A
(f +g) = lim
n
_
A
(f
n
+g
n
) = lim
n
_
A
f
n
+ lim
n
_
A
g
n
=
_
A
f +
_
A
g.
Trng hp tng qut ta s c phn tch f = f
+
f

, g = g
+
g

v
_
A
f +
_
A
g =
_
_
A
f
+

_
A
f

_
+
_
_
A
g
+

_
A
g

_
.
Nu
_
A
f
+
= + (hay
_
A
f

= +) th
_
A
f

(hay
_
A
f
+
) phi hu hn
_
A
f
c ngha. Nu
_
A
g
+
= + (hay
_
A
g

= +) th
_
A
g

(hay
_
A
g
+
) phi hu hn

_
A
g c ngha. Do
_
A
f,
_
A
g c ngha v
_
A
f +
_
A
g c ngha th hoc l
bn tch phn u hu hn hoc nhiu lm l
_
A
f
+
=
_
A
g
+
= + v hai tch
phn cn li phi hu hn (hoc ngc li). V vy ta vit c
_
A
f +
_
A
g =
_
_
A
f
+

_
A
g
+
_

_
_
A
f

+
_
A
g

_
=
_
A
(f
+
+g
+
)
_
A
(f

+g

).
By gi ta chng minh nu f, g 0 v
_
A
f
_
A
g c ngha th
_
A
(f g) =
_
A
f
_
A
g.
t h = f g = h
+
h

. Khi f h
+
, g g

, v vy f h
+
= g h

= k 0.
Ta suy ra f = h
+
+k v g = h

+k v
_
A
f =
_
A
(h
+
+k) =
_
A
h
+
+
_
A
k,
_
A
g =
_
A
(h

+k) =
_
A
h

+
_
A
k.
2.2. Cc tnh cht s cp 42
V
_
A
f
_
A
g c ngha nn
_
A
f
_
A
g =
_
A
h
+

_
A
h

=
_
A
h =
_
A
(f g).
Nh kt qu va chng minh ta vit
_
A
(f
+
+g
+
)
_
A
(f

+g

) =
_
A
[(f
+
+g
+
) (f

+g

)]
=
_
A
[(f
+
f

) + (g
+
g

)] =
_
A
(f +g)
hay
_
A
(f +g) =
_
A
f +
_
A
g.

2.2.4 Tnh cht kh tch

nh l 2.2.4.1. a) Nu
_
A
f c ngha th

_
A
f

_
A
[f[.
b) f kh tch trn A khi v ch khi [f[ kh tch trn A.
c) Nu [f[ g h.k.n. trn A v g kh tch th f cng kh tch trn A.
d) Nu f, g kh tch th f g cng kh tch. Nu f kh tch v g b chn th f.g
kh tch.
Chng minh. a) Ta c
_
A
f =
_
A
f
+

_
A
f

nn

_
A
f

_
A
f
+

_
A
f

_
A
f
+
+
_
A
f

=
_
A
(f
+
f

) =
_
A
[f[.
b) Do f = f
+
f

v [f[ = f
+
+ f

nn f kh tch trn A khi v ch khi [f[

kh tch trn A.
c) V [f[ g h.k.n. trn A nn
_
A
[f[
_
A
g < +. Vy [f[ kh tch, do f
kh tch.
d) T tnh cht tuyn tnh ca tch phn ta suy ra f g kh tch khi v ch khi
f, g kh tch. Ngoi ra, nu f kh tch v g b chn th [f.g[ K[f[, nn
_
A
[f.g[ K
_
A
[f[ < +.

2.3. Qua gii hn di du tch phn 43

2.3. Qua gii hn di du tch phn
2.3.1 Cc kt qu v gii hn
nh l 2.3.1.1. (Levi) Nu 0 f
n
f th
_
A
f
n

_
A
f.
Chng minh. Nu mi f
n
u l hm n gin th iu cn chng minh chnh l
nh ngha ca tch phn. Trng hp f
n
bt k th vi mi n tn ti mt dy hm
n gin khng m g
(n)
m
f
n
. Do f
n+1
f
n
nn ta c th xem g
(n+1)
m
g
(n)
m
. Vy
vi k n ta c g
(k)
n
g
(n)
n
f
n
v do
_
A
g
(k)
n

_
A
g
(n)
n

_
A
f
n
.
Cho n ta c
f
k
lim
n
g
(n)
n
f,
_
A
f
k
lim
n
_
A
g
(n)
n
lim
n
_
A
f
n
.
Cho n ta li c
f lim
n
g
(n)
n
f, lim
n
_
A
f
k
lim
n
_
A
g
(n)
n
lim
n
_
A
f
n
.
Nh vy
lim
n
g
(n)
n
= f v lim
n
_
A
f
n
= lim
n
_
A
g
(n)
n
.
Nhng g
(n)
n
n gin v g
(n)
n
g
(n+1)
n+1
vi mi n nn
lim
n
_
A
g
(n)
n
=
_
A
lim
n
g
(n)
n
=
_
A
f.
Tm li
_
A
f = lim
n
_
A
f
n
.

nh l 2.3.1.2. (S hi t n iu) Nu f
n
f v f
1
kh tch trn A th
_
A
f
n

_
A
f.
Chng minh. Ta c 0 f
n
f
1
f f
1
nn theo nh l Levi
lim
n
_
A
(f
n
f
1
) =
_
A
(f f
1
).
2.3. Qua gii hn di du tch phn 44
Do
_
A
f
1
hu hn nn
lim
n
_
A
f
n

_
A
f
1
=
_
A
f
_
A
f
1
.
T suy ra lim
n
_
A
f
n
=
_
A
f.
Ch rng nu f
n
f v f kh tch th nh l vn ng.
H qu 2.3.1.3. Nu u
n
0 trn A th
_
A

n=1
u
n
=

n=1
_
A
u
n
.
Nu thm gi thit

n=1
_
A
u
n
< + th chui

n=1
u
n
(x) hi t h.k.n. v hm

n=1
u
n
kh tch trn A.
Tht vy, t f
n
=
n

k=1
u
k
. Khi 0 f
n

n=1
u
n
. Theo nh l Levi ta c
lim
n
_
A
f
n
=
_
A

n=1
u
n
.
Nhng
_
A
f
n
=
_
A
n

k=1
u
k
=
n

k=1
_
A
u
k
nn
lim
n
n

k=1
u
k
=
_
A

n=1
u
n
hay
_
A

n=1
u
n
=

n=1
_
A
u
n
.
Nu

n=1
u
n
< + th
_
A

n=1
u
n
< + nn hm

n=1
u
n
kh tch trn A, v do
n hu hn h.k.n. trn A, tc l chui

n=1
u
n
(x) hi t h.k.n. trn A.
B 2.3.1.4. (Fatou) Nu f
n
0 trn A th
_
A
lim
n
f
n
lim
n
_
A
f
n
.
2.3. Qua gii hn di du tch phn 45
Chng minh. t g
n
= inff
n
, f
n+1
, . . .. Lc 0 g
n
limf
n
nn
lim
n
_
A
g
n
=
_
A
limf
n
.
Nhng g
n
f
n
nn
_
A
g
n

_
A
f
n
do
lim
n
_
A
g
n
= lim
n
_
A
g
n
lim
n
_
A
f
n
.
Vy ta c iu phi chng minh.
Ch . 1) Nu f
n
g v g kh tch trn A th b Fatou vn cn ng.
2) Nu f
n
g v g kh tch trn A th
_
A
lim
n
f
n
lim
n
_
A
f
n
.
nh l 2.3.1.5. (Lebesgue - S hi t b chn) Nu [f
k
[ g vi g kh tch
trn A v f
n
f (h.k.n. hay theo o) th
lim
n
_
A
f
n
=
_
A
f.
Chng minh. a) Trng hp f
n
f h.k.n.
V [f
n
[ g nn g f
n
g. Theo b Fatou ta c
_
A
lim
n
f
n
lim
n
_
A
f
n
,
_
A
lim
n
f
n
lim
n
_
A
f
n
.
Nh vy
_
A
lim
n
f
n
lim
n
_
A
f
n
lim
n
_
A
f
n

_
A
lim
n
f
n
.
Nhng limf
n
= limf
n
= f nn
_
A
f lim
n
_
A
f
n
lim
n
_
A
f
n

_
A
f.
Vy ta c iu phi chng minh.
b) Trng hp f
n

f trn A.
Theo nh ngha ca gii hn trn tn ti mt dy n
k
sao cho
_
A
f
n
k
lim
_
A
f
n
.
Dy f
n
k

k
hi t theo o v f nn c dy con f
n
k
i
hi t h.k.n. v f. Theo
phn a) ta c
lim
_
A
f
n
= lim
k
_
A
f
n
k
= lim
i
_
A
f
n
k
i
=
_
A
f.
2.3. Qua gii hn di du tch phn 46
Tng t ta chng minh c
lim
_
A
f
n
=
_
A
f
nn ta c iu phi chng minh.
2.3.2 So snh tch phn Riemann v tch phn Lebesgue
nh l 2.3.2.1. Nu f l mt hm kh tch Riemann trn mt hnh hp ng v
b chn ca R
k
th f cng kh tch Lebesgue v hai tch phn bng nhau
(R)
_

f = (L)
_

f.
Chng minh. Ta gii hn vic chng minh cho trng hp k = 1 v = [a, b]. Xt
phn hoch [a, b] thnh 2
n
on bi cc im chia x
k
= a +
k
2
n
(b a) v cc tng
Darboux tng ng

n
=
b a
2
n
2
n

k=1
M
nk
,
n
=
b a
2
n
2
n

k=1
m
nk
trong
M
nk
= sup
x[x
k1
,x
k
)
f(x), m
nk
= inf
x[x
k1
,x
k
)
f(x).
Theo nh ngha tch phn Riemann ta c
I = (R)
_
b
a
f(x)dx = lim
n

n
= lim
n

n
.
Ta nh ngha cc hm f
n
v f
n
xc nh bi
f
n
(x) = M
nk
, f
n
(x) = m
nk
nu x x
k1
, x
k
),
cn ti x = b chng c xc nh mt cch ty . Khi
(L)
_
[a,b]
f
n
=
n
, (L)
_
[a,b]
f
n
=
n
.
Do dy f
n

n
khng tng v dy f
n

n
khng gim v f
n
(x) f(x) f
n
. h.k.n
trn [a, b] nn
f
n
(x) f(x) f(x), f
n
(x) f(x) f(x).
Do
(L)
_
[a,b]
f = lim
n

n
= I = lim
n

n
= (L)
_
[a,b]
f.
2.3. Qua gii hn di du tch phn 47
Ta suy ra
(L)
_
[a,b]
[f f[ = (L)
_
[a,b]
(f f) = 0
nn f = f h.k.n. trn [a, b], tc l f = f = f h.k.n. trn [a, b]. Vy
I = (L)
_
[a,b]
f.

2.3.3 Tch phn Lebesgue xem nh hm tp

Trn khng gian o (X, /, ) ta cho hm tp f xc nh v c tch phn trn
X. Ta xy dng hm tp
: / R
A (A) =
_
A
fd.
Hm tp c gi l tch phn bt nh ca f.
nh l 2.3.3.1. Hm tp l -cng tnh, tc l, nu c A
n
/, cc A
n
i mt
ri nhau v A =

_
n=1
A
n
th
_
A
f =

n=1
_
An
f.
Chng minh. a) Xt f 0. t B
n
=

n
k=1
A
k
. Khi
_
Bn
=
n

k=1
_
A
k
f v lim
n
_
Bn
=
i

k=1
nfty
_
A
k
f.
Do B
1
B
2
. . . A v A =

_
n=1
B
n
nn 0
Bn
f f trn A. Nh vy
_
Bn
f =
_
A

Bn
f, suy ra lim
n
_
Bn
f =
_
A
f. Vy
_
A
f =

n=1
_
An
f.
b) Vi f c du bt k ta c f = f
+
f

. Theo a) th
_
A
f
+
=

n=1
_
An
f
+
v
_
A
f

n=1
_
An
f

.
2.3. Qua gii hn di du tch phn 48
V
_
A
f c ngha nn v tri ca mt trong hai ng thc trn phi hu hn, do
v phi tng ng cng hu hn nn ta vit c
_
A
f =
_
A
f
+

_
A
f

n=1
_
_
An
f
+

_
An
f

_
=

n=1
_
An
f.

Nhn xt. 1. Nu f 0 v o c trn X th hm tp l mt o trn -i

s /.
2. Nu

k=1
_
A
k
[f[ < + th f s kh tch trn A. Tht vy, lc
_
A
[f[ =

k=1
_
A
k
[[f[ < +
nn [f[, v do f kh tch trn A.
nh l 2.3.3.2. (Tnh lin tc tuyt i ca tch phn) Nu hm f kh tch
trn A th vi mi > 0 tn ti > 0 sao cho

_
E
fd

<
vi mi E o c cha trong A m E < .
Chng minh. V

_
E
fd

_
E
[f[d nn ta ch cn chng minh cho trng hp
f 0. Ly dayc hm n gin f
n
sao cho 0 f
n
f trn A v 0 f
n
n vi mi
n. Khi
lim
n
_
A
f
n
=
_
A
f
nn vi > 0 tn ti n
0
N
_
A
(f f
n
) <

2
vi moi n n
0
. Chn =

2n
0
. Lc
nu E A m E < th
_
E
f =
_
E
(f f
n
0
) +
_
E
f
n
0

_
A
(f f
n
0
) +
_
A
f
n
0
<

2
+n
0
E <

2
+

2
= .

Ch . i vi tch phn Riemann i vi mi hm khng b chn u khng (R)-

kh tch nhng li c nhiu hm (L)-kh tch. c bit mi hm f 0 m tch phn
2.3. Qua gii hn di du tch phn 49
Riemann
_
b
a+
f(x)dx tn ti vi mi > 0 v nhn gi tr hu hn I khi 0 u
(L)-kh tch trn [a, b] v ta c
(L)
_
[a,b]
f(x)dx = lim
0
_
b
a+
f(x)dx.
Tht vy, ta c th chng minh c lc hm f s o c trn [a, b] v
(L)
_
[a,b]
f(x)dx = (L)
_
(a,b]
f(x)dx.
Ta vit (a, b] =

_
n=1
[a +
1
n
, b] trong cc tp [a +
1
n
, b] to thnh mt dy tng. Do
f 0 nn hm tp tch phn l mt o trn -i s cc tp con o c ca
[a, b]. Do vy
(L)
_
[a,b]
f(x)dx = lim
n
(L)
_
[a+
1
n
,b]
f(x)dx = lim
n
_
b
a+
1
n
f(x)dx = I.
Khi mt hm s c xt trn ton R (hay trn na ng thng s) th tch phn
Riemann ca mt hm nh vy ch c th tn ti nh mt tch phn suy rng. y
cng nh vy, nu mt tch phn nh vy hi t tuyt i th tch phn Lebesgue
tng ng tn ti v c cng gi tr. Nhng ngc li, nu tch phn hi t
c iu kin th khi hm ang xt khng (L)-kh tch. V d hm
sin x
x
khng
(L)-kh tch trn R v
(L)
_
+

sin x
x

dx = +,
nhng tch phn suy rng
_
+

sin x
x
dx tn ti nh ta bit v c gi tr bng .
V d 2.3.3.1. Tnh (L)
_
[0,+)
1
1 +x
2
dx.
Ta c [0, +) =

_
n=1
[0, n] v dy [0, n] tng, f(x) > 0 nn
_
[0,+)
1
1 +x
2
dx = lim
n
_
[0,n]
1
1 +x
2
dx
= lim
n
(R)
_
n
0
1
1 +x
2
dx = lim
n
[arctan n arctan 0] =

2
.
R rng (L)
_
[0,+)
1
1 +x
2
dx chnh l gi tr ca tch phn suy rng trn [0, +).
2.4. Tch o - Tch phn lp 50
2.4. Tch o - Tch phn lp
Cho hai khng gian o (X, /
1
,
1
), (Y, /
1
,
1
). t
( = A
1
A
2
: A
1
/
1
, A
2
/
2
.
D kim tra ( l mt i s trn X Y. Xt hm tp
0
: ( R cho bi

0
(A
1
A
2
) =
1
A
1

2
A
2
.
nh l 2.4.0.3.
0
l mt o trn (.
Chng minh. i) ( l mt i s.
ii)
0
0 v nu A
1
A
2
= th t nht mt trong hai tp A
1
v A
2
bng ,
nn
1
A
1

2
A
2
= 0. Do
0
() = 0.
iii) Hm tp
0
cng tnh.
Gi s P, P
n
( m P =

_
n=1
P
n
vi cc P
n
i mt ri nhau. Khi
P = AB, P
n
= A
n
B
n
vi A, A
n
/
1
, B, B
n
/
2
.
Vi mi x X ta t
x
P = y Y : (x, y) P,
x
P
n
= y Y : (x, y) P
n

v vi mi y Y ta t
P
y
= x X : (x, y) P, P
y
n
= x X :: (x, y) P
n
.
Cc tp
x
P v P
y
ln lt gi l lt ct ca P ti x, y. Ta c
x
P =
_
B nu x A
nu x / A
x
P
n
=
_
B
n
nu x A
n
nu x / A
n
.
Do P =

_
n=1
P
n
nn
x
P =

_
n=1
x
P
n
, hn na cc
x
P
n
i mt ri nhau. Do vy

2
(
x
P) =

n=1

2
(
x
P
n
). (2.1)
Xt cc hm n gin ,
n
trn X
(x) =
_

2
B nu x A
0 nu x / A,

n
(x) =
_

2
B
n
nu x A
n
0 nu x / A
n
.
2.4. Tch o - Tch phn lp 51
Do (2.1) ta suy ra
(x) =

n=1

n
(x).
Nh vy
_
X
d
1
=

n=1
_
X

n
d
1
.
Ta c

n=1
_
X

n
d
1
=

n=1
_
An

2
B
n
d
1
=

n=1
(
1
A
n

2
B
n
) =

n=1

0
P
n
_
X
d
1
=
_
A

2
Bd
1
=
2
B
1
A =
0
P.
Do
0
P =

n=1

0
P
n
. Vy
0
l mt o trn (.
nh ngha 2.4.0.4. Thc trin tiu chun ca o
0
t i s ( ln -i s
thnh o c gi l tch ca hai o
1
v
2
(theo th t ) v k hiu
=
1

2
, / = /
1
/
2
.
Tng t, c th nh ngha tch ca n o trn nhng i s /
1
, . . . , /
n
v
k hiu
=
1
. . .
n
, / = /
1
. . . /
n
.
c bit, nu
1
= . . . =
n
= th o tch s gi l ly tha bc n ca v k
hiu
n
. V d, o Lebesgue trn R
n
l ly tha bc n ca o Lebesgue trn
R. Ta thy rng o tch lun l o cho d cc o
1
, . . . ,
n
c hay
khng.
D dng chng minh rng nu
1
, . . . ,
n
hu hn (-hu hn) th o tch
cng hu hn (-hu hn).
2.4.1 Biu din o ca mt tp bng tch phn ca o cc thit
din ca n
Gi s G l mt min thuc mt phng xOy gii hn bi cc ng x = a, x = b,
y = (x), y = (x) trong (x) (x) vi mi x [a, b]. Lc din tch ca
min G c tnh bng
S(G) =
_
b
a
[(x) (x)]dx.
2.4. Tch o - Tch phn lp 52
Hiu (x
0
) (x
0
) biu din di ca thit din ca min G theo ng hng
x = x
0
. Ta s m rng cng thc o din tch ny cho trng hp o tch ty
=
1

2
.
Sau y ta s xt =
1

2
, vi
1
l o , -hu hn trn -i s
/
1
T(X) v
2
l o , -hu hn trn -i s /
2
T(X), v / = /
1
/
2
.
nh l 2.4.1.1. A / th
a)
x
A /
2
hu khp x X, A
y
/
1
hu khp y Y ;
b) Hai hm
A
,
A
xc nh di y l o c ln lt trn X, Y :

A
(x) =
_

2
(
x
A) nu
x
A /
2
0 nu
x
A / /
2
,

A
(x) =
_

1
(A
y
) nu A
y
/
1
0 nu A
y
/ /
1
,
.
c) A =
_
X

A
d
1
=
_
Y

A
d
2
.
Chng minh. Ta ch cn chng minh tp
x
A,
A
o c v A =
_
X

A
d
1
. Phn
cn li c chng minh tng t.
1) Trng hp A < +.
i) A = C D vi C /
1
, D /
2
. Khi
x
A =
_
D nu x C
nu x / C,
nn
x
A /
2
vi mi x X;

A
(x) =
_

2
D nu x C
0 nu x / C.
Hm
A
o c trn X v
_
A

A
d
1
=
_
C

2
Dd
1
=
2
D
1
C = A.
ii) A =

_
n=1
A
n
trong A
n
A
n+1
v A
n
c dng 1.i). Khi
x
A =

_
n=1
x
A
n
v
x
A
n

x
A
n+1
.
Theo 1.i) th
x
A
n
/
2
vi mi x X nn
x
A /
2
v

A
(x) =
2
(
x
A) = lim
n

2
(
x
A
n
).
2.4. Tch o - Tch phn lp 53
Nhng
n
A
(x) =
2
(
x
A
n
) theo 1.i) nn
n
A
o c, hn na 0
n
A

A
do
hm
A
o c trn X. Theo nh l Levi th
_
X

A
d
1
= lim
n
_
X

n
A
d
1
= lim
n

2
A
n
= A.
iii) A =

n=1
A
n
vi A
n
A
n+1
v A
n
c dng 1.ii) (trong A
1
< +). Khi

x
A =

n=1
x
A
n
v
x
A
n

x
A
n+1
.
Theo 1.ii) th
x
A
n
/
2
x
A /
2
v

A
(x) =
2
(
x
A) = lim
n

2
(
x
A
n
) = lim
n

n
A
(x),
m hm
n
A
o c nn
A
o c. Ta c 0
n
A

A
v
1
A
kh tch nn
_
X

A
d
1
= lim
n
_
X

n
A
d
1
= lim
n
A
n
= A.
iv) A = 0. Khi tn ti B /, B c dng 1.iii), B A A = B. Vi mi
x X th
x
B /
2
v
x
A
x
B. Ta c
B
(x) =
2
(
x
B) 0 v
_
X

B
d
1
= B = 0
nn
B
= 0 hu khp X v
2
nn
x
A /
2
hu khp x X v
2
(
x
A) = 0.
Lc
A
(x) = 0 trn X nn
_
X

A
d
1
= 0 = A.
v) Vi A /, A < +th tn ti B, E / m B c dng 1.iii) cn E c dng
1.iv) cho A = B E. Khi
x
A =
x
B
x
E nn
x
A /
2
hu khp X.
V
2
(
x
A) =
2
(
x
B)
2
(
x
E) nn
A
=
B

E
o c, v
A
=
B
hu
khp X.
_
X

A
d
1
=
_
X

B
d
1
= B = A.
2) Trng hp A / v A = +. Do l -hu hn nn
A =

_
p=1
A
p
, A
p
/, A
p
A
p+1
v A
p
< + vi mi p N. Lc
x
A =

_
p=1
x
A
p
,
x
A
p
/
2
hu khp X,
x
A
p

x
A
p+1
nn
x
A /
2
hu khp x X v
2
(
x
A) = lim
p

2
(
x
A
p
). Nh vy
2.4. Tch o - Tch phn lp 54
0
Ap

A
hu khp X nn
_
X

A
d
1
= lim
p
_
X

Ap
d
1
= lim
p
A
p
= A.
nh l c chng minh.
2.4.2 ngha hnh hc ca tch phn Lebesgue
By gi ta xt Y = R v
2
l o Lebesgue trn R. Cho M X l tp thuc
-i s /
1
v f l hm kh tch khng m trn M. Xt tp
A
f
= (x, y) X R : x M, 0 y f(x)
v goi l th di ca hm f.
nh l 2.4.2.1. th di A
f
ca f l mt tp o c v A
f
=
_
M
fd
1
.
Chng minh. Ta thy rng nu A
f
/ th

2
(
x
A
f
) =
_
f(x) nu x M
0 nu x / M.
Theo nh l trn ta c
A
f
=
_
M
fd
1
.
Do vy ch cn chng minh A
f
/.
1) Trng hp
1
M < +.
a) f 0 n gin trn M, tc l f =
n

i=1
c
i

M
i
. t A
i
= M
i
[0, c
i
]. Lc
A
i
o c v A
f
=

n
i=1
A
i
nn A
f
o c.
b) f 0 v b chn trn M. t

k
(x) =
_
k + 1 nu f(x) k
i
2
k
nu
i1
2
k
f(x) <
i
2
k
vi i = 1, 2, . . . , k2
k
. Khi
n
l hm n gin, khng m v
n
f.
Hn na trong trng hp ny c th thy rng dy hm f
n

n
trong cu trc
ca hm o c v dy hm
n

n
hi t u v hm f. Do vy vi mi > 0
ta chn c hai hm n gin, khng m , sao cho f trn M v
<

M
. Lc A

A
f
A

v
_
X
d
1

_
X
fd
1

_
X
d
1
;
_
X
d
1

_
X
d
1
< .
2.4. Tch o - Tch phn lp 55
Ta c
(A

) = A

=
_
X
d
1

_
X
d
1
<
nn tp A
f
l o c.
c) f 0 khng b chn.
Vi mi n N v x M ta t
f
n
(x) =
_
f(x) nu f(x) n
n nu f(x) > n.
Khi f
n
o c, khng m, b chn v lim
n
f
n
= f trn M. Ta c
A
f
=

_
n=1
A
fn
.
Theo phn b) th A
fn
o c nn A
f
o c.
2) Trng hp
1
M = +.
V
1
l -hu hn nn M =

_
i=1
M
i
vi
1
M
i
< + vi mi i v M
i
M
i+1
.
Khi A =

_
i=1
A
i
f
vi A
i
f
l th di ca hm f trn tp M
i
c o hu hn,
Theo phn 1) th A
i
f
o c, do A
f
cng o c.
Khi X = R cn M l mt on v f l mt hm kh tch Riemann th nh l
nu m t cch biu din hnh hc ca tch phn nh l din tch ca hnh phng
gii hn bi th ca hm v trc honh.
2.4.3 nh l Fubini
Ta nhn xt rng nu trn X, Y, Z cho ba o
1
,
2
,
3
h o tch
=
1

3
c th nh ngha l (
1

2
)
3
hay
1
(
2

3
).
nh l 2.4.3.1. (Fubini) Cho hai khng gian vi o , -hu hn
(X, /
1
,
1
), (Y, /
2
,
2
) v =
1

2
, / = /
1
/
2
. Gi s f l hm o c
trn A /. Nu f 0 hay f kh tch trn A th
_
A
fd =
_
X
_
_
x
A
fd
2
_
d
1
=
_
Y
_
_
A
y
fd
1
_
d
2
. (2.2)
Chng minh. Gi
3
l d o Lebesgue trn R v k hiu
=
1

3
, =
2

3
, =
1

2
.
2.4. Tch o - Tch phn lp 56
Gi s f 0, ta t
W = (x, y, z) X Y R : (x, y) A, 0 z f(x, y).
Theo nh l 2.4.2.1 ta c
(W) =
_
A
fd. (2.3)
Mt khc, theo nh l 2.4.1.1 ta c
(W) =
_
A
(W
x
)d
1
(2.4)
trong
W
x
= (y, z) Y R : (x, y, z) W
= (y, z) Y R : (x, y) A, 0 z f(x, y)
= (y, z) Y R : y
x
A, 0 z f(x, y).
Do theo nh l 2.4.2.1 ta c
(W
x
) =
_
x
A
fd
2
. (2.5)
So snh ba ng thc (2.3), (2.4), (2.5) ta c
_
A
fd =
_
X
_
_
x
A
fd
2
_
d
1
.
Trng hp vi f kh tch ta vit f = f
+
f

v p dng iu va chng minh

i vi hai hm khng m f
+
, f

ta c iu cn chng minh. Vic chng minh

bt ng thc cn li ca nh l l tng t.
Trong iu kin nu, nh l Fubini cho php ta thay mt tch phn bi bng
mt tch phn lp hay thay i th t ly tch phn trong mt tch phn lp.
Nhn xt. Cc v d di y chng t ng s tn ti ca hai tch phn lp ni
chung khng ko theo tnh kh tch ca hm f trn A. Tuy nhin nu t nht mt
trong hai tch phn
_
X
_
_
x
A
[f[d
2
_
d
1
,
_
Y
_
_
A
y
[f[d
1
_
d
2
hu hn th f s kh tch trn A v ta s c ng thc (2.2).
Tht vy, gi s
_
X
_
_
x
A
[f[d
2
_
d
1
hu hn v bng M. Hm [f[ o c,
khng m trn A nn theo nh l Fubini ta c
_
X
[f[d =
_
X
_
_
x
A
[f[d
2
_
d
1
= M < +.
Vy [f[ kh tch trn A, do f kh tch trn A v ng thc (2.2) xy ra.
2.4. Tch o - Tch phn lp 57
V d 2.4.3.1. 1) Gi s
f(x, y) =
_
xy
(x
2
+y
2
)
2
nu (x, y) ,= (0, 0)
0 nu (x, y) = (0, 0)
vi (x, y) A = [1, 1]
2
. Khi
_
1
1
f(x, y)dx = 0 vi mi y v
_
1
1
f(x, y)dy = 0
vi mi x. Do
_
1
1
_
_
1
1
f(x, y)dx
_
dy =
_
1
1
_
_
1
1
f(x, y)dy
_
dx = 0.
Nhng
_
1
1
_
1
1
[f(x, y)[dxdy =
_
1
0
dr
_
2
0
[ sin cos [
r
d = 2
_
1
0
dr
r
= +
nn hm f khng kh tch trn A.
2) Gi s A = [1, 1]
2
v
f(x, y) =
_

_
2
2n
nu
1
2
n
x
1
2
n1
;
1
2
n
y
1
2
n1
2
2n+1
nu
1
2
n+1
x
1
2
n
;
1
2
n
y
1
2
n1
0 trong cc trng hp cn li.
C th chng t rng
_
1
0
_
_
1
0
f(x, y)dx
_
dy = 0,
_
1
0
_
_
1
0
f(x, y)dy
_
dx = 1.
Bi tp
2.1. Cho f l hm s (L)-kh tch trn A. t

A
n
= x A : [f(x)[ n. Chng
minh rng lim
n
n(

A
n
) = 0.
2.2. Chng minh rng nu f l (L)-kh tch trn A th vi mi > 0 ta c
x A : [f(x)[ < .
2.3. Cho f l hm s khng m, b chn v o c trn A. Gi s x A :
f(x) = . Chng minh rng (L)
_
A
fd .
2.4. Tch o - Tch phn lp 58
2.4. Gi s f, g l cc hm L kh tch trn A v f(x) h.k.n. Chng minh
rng tn ti [, ]
_
A
f[g[d =
_
A
[g[d.
2.5. Cho chui s dng

a
n
v hm f : [0, +) R vi f(x) = a
n
khi
n x < n + 1. Chng minh rng f l (L)-kh tch khi v ch khi

a
n
hi t.
2.6. Cho A
1
A
2
. . . A
n
. . . l dy tng cc tp o c v f l hm s
khng m xc nh trn A =

n1
A
n
. Chng minh rng nu f l (L)-kh tch trn
mi A
n
v tn ti gii hn ca dy tch phn (L)
_
An
fd th f kh tch trn A v
_
A
fd = lim
n
_
An
fd.
2.7. Gi s A
n
l dy gim cc tp o c v f l hm khng m (L)-kh tch
trn A
1
. t A =
n1
A
n
. Chng minh rng
_
A
fd = lim
n
fd.
2.8. Cho hm s f kh tch trn A Chng minh rng lim
nto
_
An
fd =
_
A
fd vi
mi dy tng A
n
cc tp o c ca A sao cho A =
n1
A
n
.
2.9. Cho f l hm s (L)-kh tch trn A. Chng minh rng nu f(x) > 0 trn A
v (A) > 0 th
_
A
fd > 0.
2.10. Cho f l hm s (L)-kh tch trn [a, b]. Chng minh rng nu
_
t
a
f(x)d = 0
vi mi t [a, b] th f(x) = 0 h.k.n.
2.11. Cho f 0 trn A. t
f
n
(x) =
_
f(x) nu f(x) n
0 nu f(x) > n.
Chng minh rng lim
n
_
A
f
n
d =
_
A
fd.
2.12. Chng minh rng nu hm f : [a, b] R c o hm b chn h.k.n trn
[a, b] th o hm ca n (L)-kh tch trn [a, b].
2.13. Xt tnh (R) v (L)-kh tch v tnh tch phn (nu c) ca hm s sau trn
[0, 1] :
f(x) =
_
cos x +x nu x v t
0 nu x hu t
2.4. Tch o - Tch phn lp 59
2.14. Tnh (L)
_
1
0
fd vi
f(x) =
_

_
10x
2
nu x hu t
x nu x v t <
1
2
e
x
nu x v t >
1
2
2.15. Xt tnh (L)-kh tch v tnh tch phn (nu c) ca hm s sau trn min
ch ra
a) f(x) =
1

1 x
, x [0, 1);
b) f(x) =
1
x
2
, x (0, 1];
c) f(x) =
sin x
x
, x (1, ).
2.16. Tnh tnh phn ca cc hm s sau trn [0, 1].
a) f(x) =
_
sin x nu x hu t
cos x nu x v t
b) f(x) =
_
sin x nu cos x hu t
sin
2
x nu cos x v t
2.17. Tnh cc tnh phn sau
a) (L)
_
[0,1]
dx

1 x
2
; b) (L)
_
[1,2]
dx
3

x 1
2.18. Cho hm s f(x) =
1
x
cos
1
x
. Xt tnh (L)-kh tch ca hm f trn (0, 1).
2.19. Chng minh rng nu f l (L)-kh tch trn [0, 1] th hm f(x) l (L)-kh
tch trn [0, 1/], vi > 0 v
_
[0,1]
f(x)d =
_
[0,1/]
f(x)d.
2.20. Cho hm s f(x) =
sin x
x
vi l hng s. Chng minh rng
a) Tn ti lim
A
_
A
0
f(x)dx.
b) f khng (L)-kh tch trn (0, ).
Ch mc
(X, (, ), 4
A
f
, 54
L-o c, 18

A
, 22
/
1
/
2
, 51
((/), 2
T(/), 3
/, 8

, 8

2
, 51
-i s, 2
Borel, 3
sinh bi /, 3
-cng tnh, 3
-trng, 2
f g, 26
f
+
, 25
f

, 25
f
n

f, 27
th di, 54
o, 4
-hu hn, 4
m, 4
, 12
cm sinh bi o ngoi

, 8
Dirac, 4
hu hn, 4
Lebesgue, 17
ngoi, 8
tch, 51
tm thng, 4
i s, 1
sinh bi /., 2
nh l
Carathodory, 8
Egorov, 30
Fubini, 55
hi t n iu, 43
Lebesgue v s hi t b chn, 45
Levi, 43
Lusin, 30
thc trin, 11
b Fatou, 45
cng tnh, 3
gian, 14, 19
hu khp ni (h.k.n.), 26
hm
c trng, 22
n gin, 24
o c, 21
bng nhau h.k.n., 26
tp hp, 3
tng ng, 26
hi t
h.k.n, 26
theo o, 27
hu hn h.k.n, 26
khng gian o, 4
tch phn
bi, 56
lp, 56
Lebesgue, 33
Riemann, 46
tp

-o c, 8
Borel, 3
dng F

, 3
dng G

, 3
trng, 1
Ch mc 61