I HC QUC GIA H NI

TRNG I HC KHOA HC T NHIN

KHOA TON - C - TIN HC
Trnh Thu Trang
TM HIU V TCH PHN LEBESGUE
V KHNG GIAN L
p
KHA LUN TT NGHIP I HC H CHNH QUY
Ngnh: Ton - Tin ng dng
Ngi hng dn: TS. ng Anh Tun
H Ni - 2011
LI CM N
Trc khi trnh by ni dung chnh ca kha lun, em xin by t lng bit
n su sc ti Tin s ng Anh Tun ngi thy tn tnh hng dn em
c th hon thnh kha lun ny.
Em cng xin by t lng bit n chn thnh ti ton th cc thy c gio
trong khoa Ton - C - Tin hc, i hc Khoa Hc T Nhin, i Hc Quc
Gia H Ni dy bo em tn tnh trong sut qu trnh hc tp ti khoa.
Nhn dp ny em cng xin c gi li cm n chn thnh ti bn b nhng
ngi lun bn cnh c v, ng vin v gip em.
c bit cho em gi li cm n chn thnh nht ti gia nh nhng ngi
lun chm lo, ng vin v c v tinh thn cho em.
H Ni, ngy 16 thng 05 nm 2011
Sinh vin
Trnh Thu Trang
Mc lc
M u 1
1 Tch phn Lebesgue 3
1.1 i s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 o . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.1 o trn -i s tp hp . . . . . . . . . . . . . . . . . . 7
1.2.2 o Lebesgue . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3 Hm o c Lebesgue . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.3.1 Hm o c Lebesgue . . . . . . . . . . . . . . . . . . . . . 16
1.3.2 Cc php ton v hm s o c . . . . . . . . . . . . . . 17
1.3.3 Cu trc hm o c . . . . . . . . . . . . . . . . . . . . . 19
1.3.4 Hi t hu khp ni . . . . . . . . . . . . . . . . . . . . . . 20
1.3.5 S hi t theo o . . . . . . . . . . . . . . . . . . . . . . 22
1.3.6 Mi lin h gia hi t . . . . . . . . . . . . . . . . . . . . . 24
1.4 Tch phn Lebesgue . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1.4.1 Tch phn ca hm n gin . . . . . . . . . . . . . . . . . 28
1.4.2 Tch phn ca hm khng m . . . . . . . . . . . . . . . . . 29
1.4.3 Tch phn ca hm c du bt k . . . . . . . . . . . . . . 29
1.4.4 Cc tnh cht s cp . . . . . . . . . . . . . . . . . . . . . . 30
i
MC LC
1.4.5 Qua gii hn di du tch phn . . . . . . . . . . . . . . . 33
1.4.6 Mi lin h gia tch phn Lebesgue v Rie mann . . . . . 36
2 Khng gian L
p
38
2.1 Khng gian L
p
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.2 Tnh tch c ca L
p
. . . . . . . . . . . . . . . . . . . . . . . . . 47
2.3 Bin i Fourier . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
2.3.1 Bin i Fourier trong L
1
. . . . . . . . . . . . . . . . . . . 51
2.3.2 Bin i Fourier trong L
p
. . . . . . . . . . . . . . . . . . . 52
Kt lun 55
ii
M u
Tch phn Lebesgue xut hin vo th k XX nhm gii quyt mt vi
nhc im ca tch phn Riemann, chng hn hm Dirichlet l hm n gin
nhng khng kh tch Riemann. C mt iu th v v tng xy dng hai
loi tch phn ny. Hai loi tch phn ny c xy dng da trn hai cch nhn
khc nhau v hm s: Bernhard Riemann nhn hm s bt u t min xc nh
cn Henri Lebesgue nhn hm s t tp gi tr. Kha lun ca em nhm tm
hiu cch xy dng tch phn Lebesgue v cc lp hm kh tch Lebesgue cng
nh c nhng so snh vi cc kt qu hc trong tch phn Riemann. Kha
lun c chia thnh hai chng.
Trong Chng 1, em trnh by cch thc xy dng tch phn Lebesgue t
o Lebesgue, hm o c Lebesgue ri tch phn Lebesgue v hm kh tch
Lebesgue. Trong chng ny c khi nim hi t hu khp ni v hi t theo
o l s m rng ca khi nim hi t im v hi t u. Em a vo
cc v d cho thy s khc nhau gia cc khi nim hi t ny. Phn gn cui
chng c cp n cc kt qu quan trng v vic chuyn gii hn qua du
tch phn ca Beppo Levi, Pierre Fatou, c bit ca Henri Lebesgue v hi t
chn. Em a v d cho thy kt qu hc Gii tch v vic chuyn gii hn
qua du ly tch phn c m rng thc s. Kt thc chng ny l kt qu
v mi quan h gia tch phn Lebesgue v tch phn Riemann.
1
M u
Trong Chng 2, em trnh by khng gian L
p
, 1 p v cc tnh cht.
y l lp khng gian Banach (nh chun, y ) hn na cn tch c (c
tp con m c tr mt) ngoi tr trng hp p = . Sau khi trnh by cc
tnh cht c bn ny, em trnh by php bin i Fourier trong L
p
, 1 p 2.
xy dng c php bin i Fourier em da vo Bt ng thc Hausdorff-
Young. Trong trng hp p > 2 em a vo v d cho thy Bt ng thc
ny khng cn ng.
Do thi gian c hn cng nh vic nm bt kin thc cn hn ch nn
trong Kha lun khng trnh khi thiu st, chng hn em cha a vo chng
minh Bt ng thc Hausdorff -Young v chng minh ny i hi kh nhiu kin
thc chun b (L thuyt ni suy khng gian). Rt mong c s ch bo ca
thy c v bn b khp ni.
2
Chng 1
Tch phn Lebesgue
1.1 i s
nh ngha 1.1.1. [1]Cho tp X l mt tp ty khc rng. Mt h C cc tp
con ca X c gi l i s cc tp con ca X, nu C tha mn ba iu kin:
i) X C,
ii) A C th XA C,
iii) A
1
, A
2
, A
3
, . . . A
n
C th
n

k=1
A
k
C.
Mnh 1.1.1. Cho C l i s tp con ca X th:
i) C,
ii) A
1
, A
2
, . . . A
n
C th
n

k=1
A
k
C,
iii) A C, B C th AB C.
Chng minh.
i) Do C l i s tp con ca X nn theo iu kin (i) ca i s X C.
3
Chng 1. Tch phn Lebesgue
M i s kn vi php ly phn b nn XX = C.
ii) Do A
1
, A
2
, . . . A
n
C nn XA
1
, XA
2
, . . . XA
n
C. V C kn vi php hp hu
hn nn
n

k=1
(XA
k
) C. Mt khc
n

k=1
(XA
k
) = X(
n

k=1
A
k
) nn X(
n

k=1
A
k
) C.
M C kn vi php ly phn b nn X(X
n

k=1
A
k
) =
n

k=1
A
k
C. Vy
n

k=1
A
k
C.
iii) Ta c AB = A (XB). M A, XB C nn A (XB) C (theo tnh cht
2 va chng minh). Vy AB C.
Mnh 1.1.2. Cho X = R, C =
n

i=1

i
:
i
l gian, i = 1, 2, ..., n, n N,

i

j
= vi i ,= j l i s cc tp con ca R.
Trong , gian trn R l mt tp im c mt trong cc dng sau
(a, b), [a, b], (a, b], [a, b), (, a), (, a], (a, +), [a, +), (, +) vi a, b R v
= [a, b] th [[ = a b c gi l di ca trn R.
Chng minh.
i)Chn
1
= (, 0),
2
= [0, +),
3
= (a, a) th R =
1

2
C v =
3
C.
ii)Gi s A C th khi A l hp ca hu hn ca cc gian khng giao nhau.
Trng hp A l hp hu hn ca cc gian c dng
i
= (a
i
, a
i+1
) vi a
i
, a
i+1
R.
Khng mt tnh tng qut, gi s a
1
< a
2
< . . . < a
2n
. Khi A =
n

i=1

i
v
RA = (, a
1
] [a
2
, a
3
] ... [a
2n
, +)
=
n1
_
i=1
[a
2i
, a
2i+1
] (, a
1
] [a
2n
, +),
cng l hp hu hn ca cc gian.
Mt cch xy dng tng t vi cc trng hp cn li ca tp A ta cng c
RA cng l hp hu hn ca cc gian. Vy C kn vi php ly phn b.
iii) Gi s P, Q C. Trc ht ta chng minh P Q C.
t P =
n

i=1
I
i
, I
i
l mt gian I
i

I
i
= vi i ,= i

.
4
Chng 1. Tch phn Lebesgue
Q =
k

j=1
J
j
, J
j
l mt gian J
j

J
j
= vi j ,= j

. Khi
P Q = P (
k
_
j=1
J
j
) =
k
_
j=1
(P J
j
) =
k
_
j=1
[(
n
_
i=1
I
i
) J
j
] =
k
_
j=1
n
_
i=1
(I
i
J
j
).
M I
i
J
j
= L
ij
(i = 1, . . . n; j = 1, . . . k) l cc gian khng giao nhau i mt nn
k

j=1
n

i=1
L
ij
C hay P Q C.
Theo chng minh trn th RP, RQ C nn (RP) (RQ) C,
hay R(P Q) C.
T chng minh (ii) trn c PQ C. S dng quy np ta c nu A
1
, A
2
, . . . A
n
C
th
n

i=1
A
i
C.
nh ngha 1.1.2. [1]Cho X l mt tp hp khc rng, mt h F cc tp con
ca X c gi l -i s, nu F tha mn ba iu kin:
i) X F,
ii) A F th XA F,
iii) A
1
, A
2
, ...A
n
, . . . F th
+

k=1
A
k
F.
V d 1.1.1. Cho X = R, C =
n

i=1

i
:
i
l cc gian ri nhau, i = 1, ...n, n N
khng l -i s.
Tht vy, t A
k
= [2k, 2k + 1], k N th A
k
C. Ta cn i chng minh

k=1
A
k
khng c dng
n

i=1

i
, vi
i
l mt gian.
S dng phn chng, gi s rng

k=1
A
k
=
n

i=1

i
vi
i
l gian v
i

j
= (i ,= j ).
Gi s
1
c u mt l a
1
, a
2
;
2
c u mt l a
3
, a
4
; . . . ;
n
c u mt l
a
2n1
, a
2n
.
Do cc gian ri nhau nn khng mt tnh tng qut, gi s a
1
< a
2
< . . . < a
2n1
< a
2n
.
Nu a
2n
< +, chn k
0
sao cho 2k
0
> a
2n
. Nh vy 2k
0

k=1
[2k, 2k + 1] nhng
5
Chng 1. Tch phn Lebesgue
2k
0
/
n

i=1

i
. iu ny v l.
Nu a
2n
= +, chn k
0
sao cho 2k
0
> a
2n1
.
Nh vy 2k
0
+
3
2

n
nhng 2k
0
+
3
2
/

k=1
[2k, 2k + 1]. iu ny v l.
Vy iu gi s l sai, C khng l -i s.
Ta s xy dng mt -i s nh nht cha C.
nh ngha 1.1.3. [1]-i s nh nht bao hm lp cc tp m trong khng
gian R c gi l -i s Borel ca khng gian R v nhng tp thuc -i s
ny c gi l tp Borel trong khng gian R.
Tp Borel l nhng tp xut pht t tp m v thc hin mt s hu hn hay
m c php ton hp, giao trn tp .
Theo nh ngha -i s mt tp l tp Borel th phn b ca n cng l
tp Borel. Do tp m l tp Borel nn tp ng cng l tp Borel.
Do -i s ng vi php hp v giao m c nn hp ca mt s m
c cc tp ng l mt tp Borel v giao ca mt s m c tp m cng
l tp Borel.
Mnh 1.1.3.
i) -i s Borel trong khng gian R cng l -i s nh nht bao hm lp cc
tp ng.
ii) -i s Borel trn R cng l -i s nh nht bao hm lp cc khong.
iii) -i s Borel trn R cng l -i s nh nht bao hm lp cc gian.
Chng minh. i) Cho M l lp cc tp m trong R. Gi F(M) l -i s nh
nht bao hm lp M hay -i s Borel. N l lp cc tp ng, F(N) l -i
s nh nht bao hm N. Ta c N F(M) nn F(N) F(M).
6
Chng 1. Tch phn Lebesgue
Mt khc v mi tp m l phn b ca tp ng nn M F(N). Do
F(M) F(N). Vy F(M) = F(N) hay -i s nh nht bao hm lp cc tp
ng cng l -i s Borel.
ii) Cho M l lp cc tp m trong R, N l lp cc khong. V mi khong
u l tp m nn N F(M) vi F(M) l -i s nh nht bao hm M v
F(N) F(M).
M mi tp m l hp hu hn hay m c cc khong nn M F(N) v
F(M) F(N).
Vy F(M) = F(N) hay -i s nh nht bao hm lp cc khong cng l -i
s Borel.
iii) Cho G l lp cc gian, N l lp cc khong. Gi F(G), F(N) l -i s nh
nht bao hm mi tp . Do gian cha cc khong m nn F(N) F(G).
M mi gian li biu din c thnh hp hu hn hoc m c ca cc tp
m hoc ng v -i s nh nht bao hm lp cc tp m cng l -i s
nh nht bao hm cc tp ng. Do F(G) F(N).
Vy F(G) = F(N).
1.2 o
1.2.1 o trn -i s tp hp
Cho X l tp bt k trong khng gian R, F l -i s cc tp con ca X.
Xt hm tp : F [0, +].
nh ngha 1.2.1. [1] c gi l cng tnh nu
A, B F, A B = , A B F th (A B) = (A) + (B).
7
Chng 1. Tch phn Lebesgue
nh ngha 1.2.2. [1] c gi l cng tnh hu hn nu c mt h hu hn
cc tp hp i mt ri nhau A
1
, A
2
, . . . A
n
F th
(
n
_
i=1
A
i
) =
n

i=1
(A
i
).
nh ngha 1.2.3. [1] c gi l -cng tnh nu c mt h m c cc
tp hp i mt ri nhau A
1
, A
2
, . . . A
n
, ... F th
(
+
_
i=1
A
i
) =
+

i=1
(A
i
).
Mt hm -cng tnh th cng tnh nhng ngc li khng ng.
nh ngha 1.2.4. [1] l o trn -i s nu tha mn hai iu kin sau:
i) () = 0,
ii) l -cng tnh.
Tnh cht ca o
Vi l o trn F ta c cc tnh cht sau:
1. A, B F, A B th (A) (B).
V A B nn B = (BA) A, BA A = .
Do (B) = (BA) + (A) (A).
2. Nu A, B F, A B, (A) < + th (BA) = (B) (A).
V (B) = ((BA) A) = (BA) + (A) hay (BA) = (B) (A).
3. Hp ca mt h m c cc tp c o bng 0 l tp c o bng 0.
Ta c (A
k
) = 0 vi k = 1, 2, . . . , n. . . v l -cng tnh nn
(

_
k=1
A
k
) =

k=1
(A
k
) = 0.
8
Chng 1. Tch phn Lebesgue
nh ngha 1.2.5. o c gi l o nu mi tp con ca tp c
o bng 0 u l tp o c v c o bng 0.
nh ngha 1.2.6. [1] Mt hm

xc nh trn mt lp tt c cc tp con
ca khng gian R, c gi l o ngoi nu:
i)

(A) 0 vi mi A X,
ii)

() = 0,
iii) A

k=1
A
k
th

(A)

k=1

(A
k
).
nh l 1.2.1. [1](Caratheodory) Cho

l o ngoi trn X, k hiu / l

lp tt c cc tp con A ca X sao cho

(E) =

(E A) +

(EA) vi mi E X. (1.2.1)
Khi y / l -i s v hm =

// (thu hp ca

trn /) l o trn /.
Chng minh. Trc ht ta chng minh / l mt -i s.
D nhin / v vi mi E X :

(E) =

() +

(E) =

(E ) +

(E).
Lp / cng kn i vi php ly phn b, v nu A / th vi mi E X ta c

(E) =

(E A) +

(EA) =

(E(XA)) +

(E (XA)).
chng minh / l -i s ta cn chng minh / kn vi php hp m c.
Cho A
i
/, i = 1, 2, . . . v tp bt k E X. p dng ng thc 1.2.1, ta c:

(E) =

(E A
1
) +

(EA
1
)
=

(E A
1
) +

_
(EA
1
) A
2
_
+

_
(EA
1
)A
2
_
= ...
=
k

j=1

_
(E
j1
_
i=1
A
i
) A
j
_
+

(E
k
_
j=1
A
j
).
9
Chng 1. Tch phn Lebesgue
Do

(E)
k

j=1

_
(E
j1
_
i=1
A
i
) A
j
_
+

(E

_
j=1
A
j
).
V iu ny ng vi mi k nn

(E)

j=1

_
(E
j1
_
i=1
A
i
_
A
j
) +

(E

_
j=1
A
j
). (1.2.2)
Mt khc d dng nhn thy
E (

_
j=1
A
j
) =

_
j=1
_
(E
j1
_
i=1
A
i
) A
j
_
,
(v nu c mt j vi x E A
j
th ly j l ch s nh nht nh vy ta c
x EA
i
vi mi i = 1, . . . , j 1).
Vy theo tnh cht di cng tnh (iii) ca

(E)

(E (

_
j=1
A
j
)) +

(E

_
j=1
A
j
)

j=1

((E
j1
_
i=1
A
i
) A
j
) +

(E

_
j=1
A
j
)

(E) (theo 1.2.2),

suy ra

j=1
A
j
/, chng t / l -i s.
Cho A
i
/, i = 1, 2, . . . l cc tp ri nhau. Ly E

j=1
A
j
. Khi E

j=1
A
j
=
v (E
j1

i=1
A
i
) A
j
= A
j
.
Ta c

j=1
A
j
)

j=1

(A
j
) theo (1.2.2),
M theo iu kin (iii) ca o ngoi ta c

j=1
A
j
)

j=1

(A
j
).
Vy

j=1
A
j
) =

j=1

(A
j
) hay

trn / l mt o.
Nh vy nu xy dng mt o ngoi

trn R tha mn mn nh l
Caratheodory th ta c mt o trn R. Ta xy dng o ngoi

nh sau.
10
Chng 1. Tch phn Lebesgue
Cho hm

: R [0, +]

(A) = inf
+

i=1
[
i
[ :
+
_
i=1

i
A,
i
l gian, i = 1, 2, . . .,
khi

l mt o ngoi trn R.
Tht vy, hin nhin

(A) 0 vi mi A R,

() = 0.
Vi > 0 bt k, vi mi i = 1, 2, . . . ta ly mt h khong m
k,i
, k = 1, 2, . . .
sao cho

k,i

k,i
A
i
v

k
[
k,i
[

(A
i
) +

2
i
. V A

k,i

k,i
ta c

(A)

k,i
[
k,i
[

i
(

(A
i
) +

2
i
) =

(A
i
) + .
Do > 0 ty nn

(A)

i=1

(A
i
). Vy

l o ngoi trn R.
1.2.2 o Lebesgue
nh ngha 1.2.7. [1]Cho hm

: R [0, +]

(A) = inf
+

i=1
[
i
[ :
+
_
i=1

i
A,
i
l gian, i = 1, 2, 3, . . .,
c gi l o ngoi Lebesgue trn R.
Hm tp

l mt o ngoi trn R nh vy ta c th p dng nh l

Caratheodory xy dng mt o trn R, chnh l o Lebesgue.
nh ngha 1.2.8. Hm

: / [0, ] trong / l lp tt c cc tp con A

ca R sao cho

(E) =

(E A) +

(EA) vi mi E R,
l o Lebesgue trn R, k hiu l v A c gi l tp o c Lebesgue.
Theo nh l Caratheodory th lp cc tp o c Lebesgue / l mt -i s.
11
Chng 1. Tch phn Lebesgue
nh ngha 1.2.9. Tp A R c gi l tp o c Lebesgue trong R nu A
thuc -i s Lebesgue.
Vy tp khng o c Lebesgue s nh th no? Ta ly v d sau y t ti
liu [4]
V d 1.2.1. Vi mi tp A
x
= y [0, 1] : x y = r, r Q chn mt im.
Tp tt c cc im ny gi l P th P l mt tp khng o c.
nh ngha 1.2.10. [1] Tp N bt k c gi l tp c o 0 nu

(N) = 0,
tc l sao cho
inf

k=1
[
k
[ :

_
k=1

k
N,
k
l gian = 0. (1.2.3)
nh l 1.2.2. [1] Mt tp N c o 0 khi v ch khi vi mi > 0 c th tm
c mt h (hu hn hay m c) gian
k
ph N v c di tng cng nh
hn
+
_
k

k
N,
+

k=1
[
k
[ < .
Chng minh. Tht vy, nu (N) = 0 th theo cng thc (1.2.3) vi > 0 cho
trc c mt h khong m
k
ph N sao cho

k=1
[
k
[ < .
Ngc li, nu vi mi > 0 u c mt ph nh vy th
inf

k=1
[
k
[ :

_
k=1

k
N,
k
l gian = 0.
Vy N l tp c o 0.
V d 1.2.2.
1. Tp N = 1, 2, . . . , n l tp c o 0.
2. Tp cc s hu t c o 0.
3. Tp Cantor P trn [0, 1] xy dng theo cch di y c o 0.
12
Chng 1. Tch phn Lebesgue
Xt tp hp [0, 1].
Bc 1. Chia [0, 1] thnh ba khong bng nhau, b i khong gia G
1
= (
1
3
,
2
3
).
Bc 2. Chia ba mi on cn li l [0,
1
3
] v [
2
3
, 1] b i khong gia ca chng.
t G
2
= (
1
9
,
2
9
) (
7
9
,
8
9
) . . . Gi G
n
l hp ca 2
n1
cc khong b i bc th
n, G =

k=1
G
k
l hp ca tt c cc khong b i, P = [0, 1]G.
Ta c (G
n
) = 2
n1
.(
1
3
)
n
=
1
2
.(
2
3
)
n
.
Khi (G) =

n=1
(G
n
) =
1
2

n=1
(
2
3
)
n
= 1.
M [0, 1] = ([0, 1]G) G = P G nn ([0, 1]) = (P) + (G).
Vy (P) = ([0, 1]) (G) = 1 1 = 0.
Ta thy tp c o 0 c th c lc lng l hu hn, m c hay khng
m c. Tp Cantor l mt tp c bit. Lc lng ca tp Cantor trn R l
khng m c nhng o ca n vn bng 0.
nh l 1.2.3. [1] o Lebesgue l o .
Chng minh. Gi s (A) = 0 ta cn chng minh mi tp con ca A u o c
v c o bng 0.
Gi N l tp con ca A th 0

(N)

(A). M

(A) = 0 th

(N) = 0. Li
c E = (E N) (EN) nn

(E)

(E N) +

(EN) vi mi E R.
Do (E N) N nn

(E N)

(N) = 0 v

(E)

(EN).
Mt khc (EN) E nn

(EN)

(E). Do

(E) =

(EN), tc l

(E) =

(E N) +

(EN).
Vy N l tp o c Lebesgue v
(
N) =

(N) = 0.
nh l 1.2.4. Mi tp Borel u o c Lebesgue.
Chng minh. Trc ht ta i chng minh mi khong m u o c Lebesgue.
Ly mt khong m bt k. Xt mt tp E R ty v mt h gian
k
13
Chng 1. Tch phn Lebesgue
ph E. R rng vi mi k th
k
=

k
l gian v
k
=

k,i

k,i
l hp
cc gian.
Cho nn

k

k
= (

k
)

k,i
) v

k
[
k
[ =

k
[

k
[ +

k,i
[

k,i
[.
Do

(E) = inf

k
[
k
[
= inf

k
[

k
[ +

k,i
[

k,i
[
inf

k
[

k
[ + inf

k,i
[

k,i
[,
Suy ra

(E)

(E ) +

(E), E R, hay o c Lebesgue.

Do l khong m bt k nn mi khong m u o c Lebesgue. M mi
tp m trong R l mt hp m c nhng khong m, nn -i s nh nht
bao hm lp cc khong m cng l -i s nh nht bao hm lp cc tp m,
tc l -i s Borel. M -i s / l -i s bao hm lp cc khong. Vy
-i s / cha -i s Borel, hay tp Borel o c Lebesgue.
nh l 1.2.5. Mi tp o c Lebesgue l mt tp Borel thm hay bt mt
tp c o 0.
Chng minh. B l tp Borel v N l tp c o 0 th B, N / nn vi tp
A = BN v A = B N cng o c Lebesgue.
Ngc li gi s A /. Ta i chng minh tn ti tp Borel B sao cho (B) = (A).
V A / nn c th tm c cho mi k = 1, 2, ..., nhng khong m P
ik
sao cho
A

i=1
P
ik
v

i=1
(P
ik
)

(A) + 1/k = (A) + 1/k.

t B =

k=1

i=1
P
ij
ta thy B A v B thuc i s Borel.
14
Chng 1. Tch phn Lebesgue
Mt khc vi mi k, B

i=1
P
ij
nn
(B)

i=1
(P
ik
) (A) + 1/k.
Do (B) (A) m B A nn (B) = (A).
t N = BA ta c (N) = (BA) = 0.
V A / nn RA /. Tn ti hai tp B

l tp Borel v N

l tp c o 0
sao cho RA = B

. Suy ra A = (RB

) N

, hay A = B

vi B

= RB

l tp Borel.
Vy mi tp o c Lebesgue chng qua l mt tp Borel thm hay bt mt
tp c o 0.
nh l 1.2.6. i vi mt tp A trn R ba iu kin sau l tng ng:
i) A o c Lebesgue.
ii) Vi mi > 0 c th tm c tp m G A sao cho

(GA) < .
iii) Vi mi > 0 c th tm c mt tp ng F A sao cho

(AF) < .
Chng minh. (i) (ii). Trc ht ta xt trng hp (A) < . T nh ngha
o ngoi, vi > 0 cho trc c th tm c mt h khong m
k
ph
A sao cho

k
[
k
[ < (A) + . ng nhin G l tp m bao hm A v c
(G)

k
[
k
[ < (A) + . T (GA) = (G) (A), suy ra (GA) < .
Trong trng hp tng qut, A =

n=1
A [n, n] v mi tp A
n
= A [n, n] c
(A
n
) < , nn theo trn c nhng tp m G
n
A
n
vi (G
n
A
n
) < 1/2
n
. Khi
y tp G =

n=1
G
n
m, bao hm A v tha mn
(GA)

n=1
(G
n
A
n
) <

n=1
/2
n
= .
(ii) (i). Cho G
n
l tp m bao hm A v c

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

n=1
G
n
ta
c B / (v B l tp Borel) v B A, ng thi

(BA)

(G
n
A) < 1/n vi
15
Chng 1. Tch phn Lebesgue
mi n = 1, 2, . . . cho nn

(BA) = 0, ngha l E = BA o c. Vy A = BE
cng o c.
Do (i) (ii). Mt khc A o c khi v ch khi phn b ca A cng o
c, tc l t iu va chng minh, khi v ch khi vi mi > 0 c th tm
c mt tp m G (RA) sao cho

(G(RA)) < . D nhin vi F l phn

b ca G th F A v

(AF) =

(G(RA)) < . T suy ra (i) (iii).

1.3 Hm o c Lebesgue
1.3.1 Hm o c Lebesgue
nh ngha 1.3.1. Hm s f : A [, +] c gi l o c trn A vi
A l mt tp o c Lebesgue nu
a R, E
1
= x A : f(x) < a /. (1.3.4)
nh l 1.3.1. iu kin (1.3.4) trong nh ngha tng ng vi cc ng
thc sau:
a R, E
2
= x A [ f(x) > a /. (1.3.5)
a R, E
3
= x A [ f(x) a /. (1.3.6)
a R, E
4
= x A [ f(x) a /. (1.3.7)
Chng minh. (1.3.4) (1.3.7) v E
2
v E
4
b nhau nn E
4
/ v / kn i vi
php ly phn b.
Tng t (1.3.5) (1.3.6) v E
2
, E
3
b nhau.
(1.3.4) (1.3.6). Tht vy f(x) a khi v ch khi vi mi n c f(x) < a +
1
n
.
Nn vi mi n x A : f(x) a =
+

n=1
x A : f(x) < a +
1
n
/,
v x A : f(x) < a +
1
n
/.
16
Chng 1. Tch phn Lebesgue
Ngc li (1.3.6)(1.3.4). Tht vy f(x) < a khi v ch khi mi n c f(x) a
1
n
.
Nn x A : f(x) < a =
+

n=1
x A : f(x) a
1
n
/, (v x A : f(x)
a
1
n
/).
1.3.2 Cc php ton v hm s o c
Mnh 1.3.1. Cho A l tp o c Lebesgue.
i) Nu f(x) o c trn A th vi mi > 0 hm s [f(x)[

cng o c.
ii) Nu f(x), g(x) o c trn A v hu hn th cc hm s
f(x) g(x), f(x).g(x), maxf(x), g(x), minf(x), g(x)
cng o c, v nu g(x) khng trit tiu th hm s 1/g(x) cng o c.
Chng minh. i) Nu f(x) o c th vi mi a > 0
x A : [f(x)[

< a = x A : [f(x)[ < a

1

= x A : a
1

< f(x) < a

1

= x A : f(x) < a
1

x A : f(x) > a
1

/,
v mi tp x A : f(x) < a
1

v x A : f(x) > a
1

u thuc /.
Nu a 0 th x A : [f(x)[

< a = /. Vy [f(x)[

o c.
ii) Cho a l mt s thc bt k, r
1
, r
2
, r
3
, . . . , r
n
, . . . l dy cc s hu t. Khi
f(x) + g(x) < a f(x) < a g(x).
Do tp hu t tr mt trong tp s thc nn tn ti s hu t r
n
sao cho
f(x) < r
n
< a g(x). Nh vy
x A : f(x) g(x) < a =

n
x A : f(x) < r
n
< a g(x)
=

n=1
_
x A : f(x) < r
n
x A : g(x) < a r
n

/,
17
Chng 1. Tch phn Lebesgue
v mi tp x A : f(x) < r
n
, x A : g(x) < a r
n
u thuc /.
Vy f(x) + g(x) l o c. Tng t ta c f(x) g(x) l o c.
Ta c cc h thc sau
f(x).g(x) =
1
4
[(f(x) + g(x))
2
(f(x) g(x))
2
],
maxf(x), g(x) =
1
2
(f(x) + g(x) +[f(x) g(x)[),
minf(x), g(x) =
1
2
(f(x) + g(x) [f(x) g(x)[).
Vy cc hm s f(x).g(x), maxf(x), g(x), minf(x), g(x) cng o c.
nh l 1.3.2. Cho A l mt tp o c Lebesgue, f
n
: A R, n = 1, 2, 3 . . . l
nhng hm o c v hu hn trn A th cc hm
sup
n
f
n
(x), inf
n
f
n
(x), lim
n
f
n
(x), lim
n
f
n
(x)
cng o c trn A, v nu hm s lim
n
f
n
(x) tn ti th n cng o c.
Chng minh. Chn s thc a bt k c
x A : sup
n
f
n
(x) a =

n=1
x A : f
n
(x) a /,
x A : inf
n
f
n
(x) a =

n=1
x A : f
n
(x) a /.
Suy ra cc hm s sup
n
f
n
(x), inf
n
f
n
(x) o c.
Do ta c
lim
n
f
n
(x) = inf
n
sup
k
f
n+k
(x),
lim
n
f
n
(x) = sup
n
inf
k
f
n+k
(x),
cng o c.
Nu dy f
n
(x) hi t th lim
n
f
n
(x) = lim
n
f
n
(x). Vy lim
n
f
n
(x) o c.
18
Chng 1. Tch phn Lebesgue
1.3.3 Cu trc hm o c
nh ngha 1.3.2. Cho A l mt tp bt k trong khng gian R, ta gi hm
c trng ca A l hm s A
A
(x) xc nh nh sau
A
A
(x) =
_

_
0 nu x / A ,
1 nu x A .
nh ngha 1.3.3. Cho A l tp o c Lebesgue, hm f : A R c gi l
hm n gin nu n hu hn, o c v ch ly mt s hu hn gi tr. Gi
f
1
, f
2
, . . . , f
n
l cc gi tr khc nhau ca f(x) v A
i
= x : f(x) = f
i
th tp A
i
o c, ri nhau v ta c
f(x) =
n

i=1
f
i
A
A
i
(x).
nh l 1.3.3. Mi hm f(x) o c trn tp o c A l gii hn ca mt
dy hm n gin f
n
(x),
f(x) = lim
n
f
n
(x).
Nu f(x) 0 vi mi x A th c th chn cc f
n
cho
f
n
(x) 0, f
n+1
(x) f
n
(x),
vi mi n v mi x A.
Chng minh. t f(x) = 0 vi mi x / A ta c th coi nh f(x) xc nh v o
c trn ton R.
Nu f(x) 0. t
f
n
(x) =
_

_
n nu f(x) n,
i 1
2
n
nu
i 1
2
n
f(x) <
i
2
n
(i = 1, 2, . . . , n.2
n
).
19
Chng 1. Tch phn Lebesgue
R rng f
n
(x) l hm n gin v f
n
(x) 0, f
n+1
(x) f
n
(x).
Ta cn chng minh f(x) = lim
n
f
n
(x).
Nu f(x) < th vi n ln f(x) < n, cho nn
i :
i 1
2
n
f(x) <
i
2
n
,
do f
n
(x) =
i 1
2
n
. Suy ra [f
n
(x) f(x)[
1
2
n
0 khi n +.
Nu f(x) = + th vi mi n, f
n
(x) n cho nn f
n
(x) = n +.
Vy f
n
(x) f(x).
Nu f(x) bt k. t f
+
(x) = maxf(x); 0, f

(x) = maxf(x); 0.
Ta c f(x) = f
+
(x)f

(x) v cc hm s f
+
(x), f

(x) u khng m nn t chng

minh trn s c hai dy hm n gin f
n
+
(x), f
n

(x) hi t ti f
+
(x), f

(x).
Do vi mi hm f
n
(x) = f
n
+
(x) f
n

(x) cng n gin v o c v ch ly

mt s hu hn gi tr suy ra f(x) = lim
n
f
n
(x).
1.3.4 Hi t hu khp ni
nh ngha 1.3.4. Cho A l mt tp o c Lebesgue. Mt tnh cht no
xy ra hu khp ni (h.k.n) trn A nu tn ti mt tp hp B A, B o c
Lebesgue, (B) = 0 sao cho tnh cht xy ra ti mi x thuc AB.
nh ngha 1.3.5. Hm s f(x), g(x) cng xc nh trn tp hp A o c
Lebesgue c gi l bng nhau h.k.n trn A(hay tng ng nhau trn A) nu
tn ti tp hp B A, B o c Lebesgue v (B) = 0 sao cho f(x) = g(x) vi
mi x thuc AB.
nh ngha 1.3.6. Dy hm f
n
c gi l hi t h.k.n v hm s f(x) trn
A / nu tn ti mt tp B A, B /, (B) = 0 sao cho lim
n
f
n
(x) = f(x) vi
mi x AB.
20
Chng 1. Tch phn Lebesgue
nh l 1.3.4. Cho hm s f(x), g(x) xc nh trn tp A /.
i) Nu f(x), g(x) bng nhau h.k.n trn A v dy hm f
n
hi t h.k.n v f(x)
trn A th f
n
hi t h.k.n v g(x) trn A.
ii) Nu dy hm f
n
hi t h.k.n v f(x) trn A v f
n
hi t h.k.n v g(x) trn
A th f(x) v g(x) bng nhau h.k.n trn A.
Chng minh.
i) V f(x) bng g(x) h.k.n nn tn ti tp B A, B /, (B) = 0 sao cho
f(x) = g(x) vi mi x AB.
Mt khc, f
n
hi t h.k.n v f(x) trn A nn tn ti tp C A, C /, (C) = 0
sao cho lim
n
f
n
(x) = f(x) vi mi x AC.
Khi , (B C) A, B C /, (B C) = 0 v vi mi gi tr ca x (AB)
(AC) = A(B C) ta c lim
n
f
n
(x) = f(x) = g(x). Vy f
n
hi t h.k.n v g(x)
trn A.
ii) Do f
n
hi t h.k.n v f(x) trn A nn tn ti tp B A, B /, (B) = 0
sao cho lim
n
f
n
(x) = f(x) vi mi x AB.
Li do f
n
hi t h.k.n v g(x) trn A nn tn ti tp C A, C /, (C) = 0
sao cho lim
n
f
n
(x) = g(x) vi mi x AC.
Theo tnh duy nht ca gii hn dy s, vi mi x (AB) (AC) = A(BC)
phi c lim
n
f
n
(x) = f(x) = g(x).
M (B C) A, B C /, (B C) = 0 nn f(x) bng g(x) h.k.n trn A.
21
Chng 1. Tch phn Lebesgue
1.3.5 S hi t theo o
Cho A / v f
1
, f
2
, f
3
, ... l nhng hm o c hu hn h.k.n trn A. Dy f
n

c gi l hi t theo o n f(x) v k hiu l f

n

f trn A nu
> 0 lim
n+
(x A : [f
n
(x) f(x)[ ) = 0.
Ni cch khc > 0, > 0 tn ti n
0
N sao cho
n N : n > n
0
th (x A : [f
n
(x) f(x)[ ) < .
nh l 1.3.5.
i) Nu f(x), g(x) o c v f(x), g(x) bng nhau h.k.n trn A, f
n

f trn A
th f
n

g trn A.
ii) Nu f
n

f trn A v f
n

g trn A th f(x), g(x) bng nhau h.k.n trn A.

Chng minh. i) V f(x), g(x) bng nhau h.k.n trn A nn tn ti mt tp
B = x A : f(x) ,= g(x) c o (B) = 0 (v f(x), g(x) o c nn B /).
Vi mi > 0 ta c:
A
n
= x A : [f
n
(x) g(x)[
= x AB : [f
n
(x) f(x)[ x B : [f
n
(x) g(x)[
x AB : [f
n
(x) g(x)[ B.
M x AB : [f
n
(x) g(x)[ = x AB : [f
n
(x) f(x)[ ,
nn A
n
x A : [f
n
(x) f(x)[ B. Suy ra
(A
n
) (x A : [f
n
(x) f(x)[ ) + (B)
= (x A : [f
n
(x) f(x)[ ) 0 khi n ,
22
Chng 1. Tch phn Lebesgue
v f
n

f trn A. Do lim
n
(A
n
) = 0. Vy f
n

g trn A.
ii) t A
0
= x A : [f(x) g(x)[ > 0 = x A : f(x) ,= g(x),
A

= x A : [f(x) g(x)[ , > 0,

A
k
= x A : [f(x) g(x)[
1
k
, k N,
B
n
= x A : [f
n
(x) f(x)[

2
, n N,
C
n
= x A : [f
n
(x) g(x)[

2
, n N.
Cc tp hp ny u o c v f
n
(x), f(x), g(x) u o c trn A.
Ta cn chng minh (A
0
) = 0.Trc ht ta chng minh
A
0
=

_
k=1
A
k
(1.3.8)
Ly x
0
A
0
, ta c x A v [f(x) g(x)[ > 0.
Theo tnh tr mt ca tp s thc s tn ti s t nhin k
0
sao cho
[f(x) g(x)[
1
k
0
> 0,
suy ra x A
k
0
. Do x

k=1
A
k
Ngc li ly x

k=1
A
k
th tn ti s t nhin k
0
sao cho x
0
A.
Suy ra x A v [f(x) g(x)[
1
k
0
nn [f(x) g(x)[ > 0, do x A
0
.
Vy ng thc (1.3.8) c chng minh. Khi ta c
(A
0
)

k=1
(A
k
) (1.3.9)
By gi ta chng minh
A

B
n
C
n
, n N, > 0 (1.3.10)
hay AA

A(B
n
C
n
) = (AB
n
) (AC
n
). Tht vy, ly x (AB
n
) (AC
n
)
23
Chng 1. Tch phn Lebesgue
Ta c x A v [f
n
(x) f(x)[ <

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

2
. Suy ra
[f(x) g(x)[ = [f(x) f
n
(x) + f
n
(x) g(x)[
[f
n
(x) f(x)[ +[f
n
(x) g(x)[ < .
Do x AA

. Vy (1.3.10) c chng minh.

Khi
(A

) (B
n
) + (C
n
). (1.3.11)
M lim
n
(B
n
) = 0, lim
n
(C
n
) = 0.
V f
n

f, f
n

g trn A, nn ly gii hn hai v ca (1.3.11) ta c (A

) = 0,
vi mi > 0.
Suy ra (A
k
) = 0, khi =
1
k
> 0, vi mi k N.
T (1.3.9) ta c (A
0
) = 0.
1.3.6 Mi lin h gia hi t
nh l 1.3.6. (Egorov) Cho mt dy hm f
n
o c, hu hn h.k.n, trn
mt tp o c A c o (A) < +. Vi mi > 0 tn ti mt tp o c
B A sao cho (AB) < v dy hm f
n
hi t u trn tp B.
Trc ht ta chng minh b sau
B 1.3.1. Cho , > 0 th c mt tp ng B l con ca A v mt s thc
K sao cho (AB) < v [f(x) f
k
(x)[ < vi mi x F v k > K.
Chng minh. C nh , > 0. Cho m bt k, t A
m
= x A : [f(x)
f
k
(x)[ < vi mi k > m. Nh vy A
m
=

k>m
x A : [f(x) f
k
(x)[ <
v A
m
l o c.
R rng A
m
A
m+1
. Ngoi ra f
k
(x) hi t h.k.n n hm s f(x) trn A v f(x)
24
Chng 1. Tch phn Lebesgue
l hu hn nn A
m
tng n AZ vi (Z) = 0. Do (A
m
) (AZ) = (A).
T (A) < ta thy rng (AA
m
) 0.
Chn m
0
sao cho (AA
m
0
) <
1
2
v ly B l tp ng, B A
m
0
vi (A
m
0
B) <
1
2
. Vy (AB) < v [f(x) f
k
(x)[ < trong B nu k > m
0
.
Chng minh. (nh l Egorov) Chn > 0 p dng b 1.3.1 chn tp ng
B
m
A, m 1 v s thc K
m,
sao cho (AB
m
) <
1
2
m
v [f(x) f
k
(x)[ <
1
m
trong B
m
nu k > K
m,
. B =

m
B
m
l tp ng v B B
m
vi mi m nn f
k
(x)
hi t u ti f(x) trn B.
Suy ra AB = A

m
B
m
=

m
(AB
m
). Vy (AB)

(AB
m
) < .
nh l 1.3.7. Nu mt dy hm f
n
o c trn mt tp A hi t h.k.n ti
mt hm s f(x) th f(x) o c v nu (A) < th f
n

f.
Chng minh. f
n
(x) hi t h.k.n ti f(x) trn A nn tn ti B = x A :
f
n
(x) , f(x), (B) = 0 v mi tp con ca B cng o c v c o 0 (v
l o ). Do f(x) o c trn B.
Mt khc f
n
(x) f(x) vi mi x AB nn theo nh l 1.3.2 f(x) o c
trn AB.
Vy f(x) o c trn B (AB) = A.
Chn > 0 ty . Vi mi n tn ti i sao cho [f
n+i
(x) f(x)[ suy ra x B,
cho nn

n=1
_

_
i=1
x A : [f
n+i
(x) f(x)[
_
B,
do

n=1
_

_
i=1
x A : [f
n+i
(x) f(x)[
_
_
= 0.
t E
n
=

i=1
x A : [f
n+i
(x) f(x)[ , ta c
E
1
E
2
. . . E
n
. . .
25
Chng 1. Tch phn Lebesgue
v E
1
A nn (E
1
) (A) < nn (

n=i
E
n
) = lim
n
(E
n
),
do (

i=1
x A : [f
n+i
(x) f(x)[ ) (E
n
) 0.
Vy f
n

f.
nh l 1.3.8. Nu dy hm s o c f
n
(x) hi t theo o ti f(x), th c
mt dy con f
n
k
(x) hi t h.k.n ti f(x).
Chng minh. Chn dy g
k
0 v dy t
k
> 0 sao cho

k=1
t
k
< . Vi mi k
tn ti mt s t nhin n(k) sao cho vi mi n n(k)
(x : [f
n
(x) f(x)[ g
k
) < t
k
.
t n
1
= n(1), n
2
= maxn
1
+ 1, n(2), ... ta s c n
1
< n
2
< . . . v dy ny hi t
ti +. Vi mi k ta c
(x : [f
n
k
(x) f(x)[ g
k
) < t
k
.
Xt tp B =

i=1
Q
i
vi Q
i
=

k=1
x : [f
n
k
(x) f(x)[ g
k
. Vi mi i ta c B Q
i
cho nn
(B) (Q
i
)

k=i
(x : [f
n
k
(x) f(x)[ g
k
) <

k=i
t
k
.
Nhng

k=i
t
k
0 khi i , v

k=1
t
k
< , do (B) = 0. Vi mi x AB, c
mt i sao cho x / Q
i
, tc l sao cho vi mi k i
[f
n
k
(x) f(x)[ < g
k
.
v g
k
0 nn f
n
k
(x) f(x) khi k .
26
Chng 1. Tch phn Lebesgue
Mi lin h gia hi t
Hi h.k.n (A) <

Hi t theo o

Hi t im Hi t u
Ta c v d v mt hm hi t h.k.n nhng khng hi t im.
V d 1.3.1. Cho f
n
: R R
f
n
(x) =
_

_
x
n
nu x Q,
0 nu x / Q.
f
n
(x) hi t h.k.n n f(x) = 0 trn R.
Xt x=1 th f
n
(1) = (1)
n
l dy phn k nn f
n
(x) khng hi t im trn R.
V d v mt hm hi t theo o nhng khng hi t u.
V d 1.3.2. Cho f
n
: [0, 1) R
f
n
(x) =
_

_
x khi x [0, 1
1
n
),
2 khi x [1
1
n
, 1).
v f(x) = x trn [0, 1).
Ly > 0 bt k. Xt x [0, 1) : [f
n
(x) f(x)[ th x [1
1
n
, 1)
Do tp cc im B
n
= x [0, 1) : [f
n
(x) f(x)[ [1
1
n
, 1),
(B
n
) ([1
1
n
, 1) =
1
n
0 khi n nn f
n
(x)

0.
Ly x [0, 1), tn ti n
0
sao cho x < 1
1
n
0
Chn n
0
=
_
1
1 x
_
+ 1
Nu n > n
0
th x [0, 1
1
n
] suy ra f
n
(x) = x = f(x)
Do f
n
(x) hi t im n f(x) trn [0, 1)
sup
[0,1)
[f
n
(x) f(x)[ = 1 +
1
n
1 khi n .
f
n
(x) khng hi t u. Vy f
n
(x) hi t theo o nhng khng hi t u.
27
Chng 1. Tch phn Lebesgue
Ta xt v d v mt hm hi t h.k.n nhng c o l v cng th s khng
hi t theo o.
V d 1.3.3. Cho f
n
xc nh trn R
f
n
(x) =
_

_
1 khi x [n, n + 1],
0 ti cc im khc,
v hm f(x) = 0.
Ly x R. Chn n
0
= [x]+1 th vi mi n > n
0
tc l n > [x]+1 > x th f
n
(x) = 0.
Nn lim
n
f
n
(x) = 0 hay f
n
(x) hi t h.k.n n f(x) = 0 trn R v (R) =
Chn =
1
2
th
[f
n
(x) 0[
1
2
khi x [n, n + 1].
Do B
n
= x R : [f
n
(x) 0[
1
2
= [n, n + 1].
(B
n
) = 1 1 khi n , hay f
n
(x) khng hi t theo o n f(x) = 0.
Vy f
n
(x) hi t h.k.n trn R nhng f
n
(x) khng hi t theo o.
1.4 Tch phn Lebesgue
1.4.1 Tch phn ca hm n gin
nh ngha 1.4.1. Cho A l tp o c, f : A [, +] l hm n gin,
o c trn A. Gi f
1
, f
2
, . . . f
n
l cc gi tr khc nhau i mt ca f(x).
t A
k
= x A : f(x) = f
k
, k = 1, ...n.
A =
n
_
k=1
A
k
v f(x) =
n

k=1
f
k
A
A
k
, x A.
Khi tch phn ca hm n gin f(x) trn A vi o l s
_
A
f(x)d =
n

k=1
f
k
(A
k
).
28
Chng 1. Tch phn Lebesgue
V d 1.4.1. Cho hm s f : [0, 1] R
f(x) =
_

_
1 khi x [0, 1] Q,
0 khi x [0, 1]Q.
Khi
_
[0,1]
f(x)d = 1.([0, 1] R) + 0.([0, 1]Q) = 1.0 + 0.1 = 0.
1.4.2 Tch phn ca hm khng m
Cho A l tp o c Lebesgue, hm f : A [0, +] l hm o c. Khi
tn ti dy n iu tng cc hm n gin o c f
n
(x) 0 hi t h.k.n v
f(x) trn A.
nh ngha 1.4.2. Tch phn ca hm f(x) trn A i vi o o l
_
A
f(x)d = lim
n+
(
_
A
f
n
(x)d).
1.4.3 Tch phn ca hm c du bt k
nh ngha 1.4.3. Cho A l tp o c Lebesgue, hm f : A R l hm o
c trn A. Khi ta c
f(x) = f
+
(x) f

(x) vi f
+
(x), f

(x) 0.
Cc hm s f
+
(x), f

(x) c tch phn tng ng trn A l

_
A
f
+
(x)d,
_
A
f

(x)d.
Nu hiu
_
A
f
+
(x)d
_
A
f

(x)d c ngha th tch phn ca hm o c f(x)

trn A vi o l
_
A
f(x)d =
_
A
f
+
(x)d
_
A
f

(x)d.
29
Chng 1. Tch phn Lebesgue
1.4.4 Cc tnh cht s cp
1. Cng tnh
Nu A B = th
_
AB
f(x)d =
_
A
f(x)d +
_
B
f(x)d.
Chng minh. Nu f(x) l hm n gin trn A B.
Tn ti f
1
, f
2
, . . . f
n
l cc gi tr khc nhau i mt ca f(x).
t E
k
= x A B : f(x) = f
k
, k = 1, . . . n th th
n

k=1
E
k
= A B.
Ta c f(x) =

n
k=1
f
k
A
E
k
(x), E
k
= (A B) E
k
= (A E
k
) (B E
k
).
V A B = nn A E
k
, B E
k
ri nhau. Do
_
AB
f(x)d =
n

k=1
f
k
(x)(E
k
)
=
n

k=1
f
k
(x)(A E
k
) +
n

k=1
f
k
(x)(B E
k
)
=
_
A
f(x)d +
_
B
f(x)d.
Nu f(x) > 0 trn tp A B, f
n
(x) l dy hm n gin khng m v hi
t ti f(x) ti mi im x A B.
Theo chng minh trn
_
AB
f
n
(x)d =
_
A
f
n
(x)d +
_
B
f
n
(x)d.
Suy ra lim
n
_
AB
f
n
(x)d = lim
n
_
A
f
n
(x)d + lim
n
_
B
f
n
(x)d.
Hay
_
AB
f(x)d =
_
A
f(x)d +
_
B
f(x)d.
Nu f(x) c du bt k.
Ta t f(x) = f
+
(x) f

(x)
_
AB
f(x)d =
_
AB
f
+
(x)d
_
AB
f

(x)d.
30
Chng 1. Tch phn Lebesgue
Theo chng minh trn th
_
AB
f
+
(x)d =
_
A
f
+
(x)d +
_
B
f
+
(x)d. (1.4.12)
_
AB
f

(x)d =
_
A
f

(x)d +
_
B
f

(x)d. (1.4.13)
Ly (1.4.12)-(1.4.13) ta c
_
AB
f(x)d =
_
A
f
+
(x)d
_
A
f

(x)d +
_
B
f
+
(x)d
_
B
f

(x)d
=
_
A
f(x)d +
_
B
f(x)d.
2. Bo ton th t
Nu f(x), g(x) bng nhau h.k.n trn A th
_
A
f(x)d =
_
A
g(x)d.
3. Tuyn tnh
i)
_
A
c f(x)d = c
_
A
f(x)d (c l hng s).
ii) f(x) + g(x) xc nh h.k.n trn A th
_
A
_
f(x) + g(x)
_
d =
_
A
f(x)d +
_
A
g(x)d.
4. Kh tch
i) Nu
_
A
f(x)d c ngha th

_
A
f(x)d

_
A
[f(x)[d.
ii)f(x) kh tch khi v ch khi [f(x)[ kh tch.
iii) Nu [f(x)[ g h.k.n trn A v g(x) kh tch th f(x) cng kh tch.
iv) Nu f(x), g(x) kh tch th f(x) g(x) cng kh tch. Nu f(x) kh tch,
g(x) b chn th f(x).g(x) cng kh tch.
31
Chng 1. Tch phn Lebesgue
Chng minh. i)Ta c
[
_
A
f(x)d[ = [
_
A
f
+
(x)d
_
A
f

(x)d[

_
A
f
+
(x)d +
_
A
f

(x)d
=
_
A
(f
+
(x) + f

(x))d =
_
A
[f(x)[d.
ii)Nu [f(x)[ kh tch th
_
A
[f(x)[d < + suy ra [
_
A
f(x)d[ < + hay
f(x) kh tch.
Nu f(x) kh tch,
_
A
f
+
(x)d
_
A
f

d < + nn
_
A
f
+
(x)d < +,
_
A
f

(x)d < +.
Vy
_
A
[f(x)[d =
_
A
_
f
+
(x) + f

(x)
_
d < + hay [f(x)[ kh tch.
iii) V [f(x)[ g(x) h.k.n trn A, g(x) kh tch nn
_
A
[f(x)[d
_
A
g(x)d < +.
Do [f(x)[ kh tch nn theo chng minh trn f(x) kh tch.
iv) Nu f(x), g(x) kh tch th
_
A
f(x)d,
_
A
g(x)d hu hn.
_
A
(f(x) + g(x)) d =
_
A
f(x)d+
_
A
g(x)d hu hn hay f(x) +g(x) kh tch.
Tng t ta c f(x) g(x) kh tch.
Nu f(x) kh tch, g(x) b chn. Gi s [g(x)[ m.
Ta c [f(x).g(x)[ m.[f(x)[
nn
_
A
[f(x).g(x)[d
_
A
(m.[f(x)[)d = m.
_
A
f(x)d.
Mt khc f(x) kh tch nn [f(x)[ cng kh tch (chng minh trn).
Do
_
A
[f(x)[d < suy ra
_
A
[f(x)g(x)[d < hay [f(x)g(x)[ kh tch. Vy
f(x)g(x) cng kh tch.
32
Chng 1. Tch phn Lebesgue
1.4.5 Qua gii hn di du tch phn
nh l 1.4.1. (hi t n iu Beppo Levi) Nu f
n
(x) 0 v f
n
(x) n iu
tng n f(x) trn A th
lim
n
_
A
f
n
(x)d =
_
A
f(x)d.
Chng minh. Nu f
n
(x) l hm n gin th y chnh l nh ngha tch phn
ca hm n gin.
Nu hm f
n
(x) bt k v o c. Vi mi n c mt dy hm n gin, khng
m g
(n)
m
(x) f
n
(x). V f
n+1
(x) > f
n
(x) nn c th coi g
(n+1)
m
(x) g
(n)
m
(x).
Vy vi k n ta c
g
(k)
n
(x) g
(n)
n
(x) f
n
(x),
_
A
g
(k)
n
(x)d
_
A
g
(n)
n
(x)d
_
A
f
n
(x)d,
cho n ta c f
k
(x) lim
n
g
(n)
n
(x) f(x) v
_
A
f
k
(x)d
_
A
lim
n
g
(n)
n
(x)d lim
n
_
A
f
n
(x)d.
Cho k ta c f(x) lim
n
g
(n)
n
(x) f(x) v
lim
k
_
A
f
k
(x)d
_
A
lim
n
g
(n)
n
(x)d lim
n
_
A
f
n
(x)d.
Nh vy lim
n
g
(n)
n
(x) = f(x), lim
n
_
A
f
n
(x)d =
_
A
f(x)d.
Ch rng c th thay iu kin f
n
(x) 0 bi iu kin f
1
(x) kh tch.
nh l 1.4.2. (nh l Dini) Nu f
n
(x) l dy hm lin tc, n iu, hi t
im n mt hm f(x) lin tc trn R th f
n
(x) hi t u ti f(x).
Chng minh. Gi s f
n
(x) l dy hm n iu gim.
Cho mi n N, t g
n
(x) = f
n
(x)f(x) th g
n
(x) l hm lin tc v lim
n
g
n
(x) = 0.
33
Chng 1. Tch phn Lebesgue
Hn na g
n
(x) > g
n+1
(x) > 0. Gi M
n
= sup g
n
(x) : x R. Ta cn chng minh
lim
n
M
n
= 0. Ly > 0, gi O
n
= x
n
: g
1
n
(x) < . V g
n
(x) l hm lin tc nn
tp O
n
l tp m. T g
n
(x) > g
n+1
n
(x) c O
n
O
n+1
.
Vi mi x R, lim
n
g
n
(x) = 0 s c n N vi g
n
(x) < th x O
n
. Vy

n=1
= R.
Ta c R l compact nn h tp m O
n
ph R s cha mt h ca O
n
hu hn
vn ph R. T O
n
O
n+1
nn s c mt tp hu hn ln nht ph R. Vy tn
ti s N N sao cho O
N
= R. Do g
N
(x) < vi mi x R. Vy M
N
. T
M
n
gim vi mi n N nn vi mi M
n
0 ta s c lim
n
M
n
= 0. Nh vy nu
f
n
(x) hi t u n f(x) trn tp A o c th lim
n
_
A
f
n
(x)d =
_
A
f(x)d.
V d 1.4.2. Cho f
n
(x) =
x + 2
x
n
+ 1
vi x [0, 1].
Ta c f
n
(x) 0 vi x [0, 1] v f
n
(x) tng n hm f(x) = x + 2 trn [0, 1] nn
lim
n
_
[0,1]
f
n
d =
_
[0,1]
(x + 2)d.
nh l 1.4.3. (B Fatou) Nu f
n
(x) 0 trn A th
_
A
lim
n
f
n
(x)d lim
n
_
A
f
n
(x)d.
Chng minh. t g
n
(x) = inff
n
(x), f
n+1
(x), . . ..
Ta c g
n
(x) 0 v g
n
(x) lim
n
f
n
(x), cho nn theo nh l 1.4.1 c
lim
n
_
A
g
n
(x)d =
_
A
lim
n
f
n
(x)d.
Nhng g
n
(x) f
n
(x) nn
_
A
g
n
(x)d
_
A
f
n
(x)d v lim
n
_
A
g
n
(x)d lim
n
_
A
f
n
(x)d.
Do
_
A
lim
n
f
n
(x)d lim
n
_
A
f
n
(x)d.
nh l 1.4.4. (hi t chn Lebesgue) Nu [f
n
(x)[ g(x), g(x) kh tch v
f
n
(x) f(x) (h.k.n hay theo o) trn A th
_
A
f
n
(x)d
_
A
f(x)d.
34
Chng 1. Tch phn Lebesgue
Chng minh. Trng hp f
n
(x) f(x) h.k.n trn A.
Ta c g(x) f
n
(x) g(x) v g(x) kh tch. Theo b Fatou cho cc hm
g(x) f
n
(x) 0 v f
n
(x) + g(x) 0 ta c
_
A
lim
n
f
n
(x)d lim
n
_
A
f
n
(x)d,
_
A
lim
n
f
n
(x)d lim
n
_
A
f
n
(x)d.
Nhng f
n
(x) f(x) h.k.n trn A nn lim
n
f
n
(x) = lim
n
f
n
(x) = f(x), nn
_
A
f(x)d lim
n
_
A
f
n
(x)d lim
n
_
A
f
n
(x)d
_
A
f(x)d,
suy ra lim
n
_
A
f
n
(x)d =
_
A
f(x)d.
Trng hp f
n
f theo o. Theo nh ngha gii hn trn ta c mt dy n
k
sao cho
_
A
f
n
k
(x)d lim
n
_
A
f
n
(x)d.
Mt khc do f
n
(x) f(x) theo o nn c th trch ra mt dy con n
k
i
hi t
h.k.n n f(x) (theo nh l 1.3.8) hay f
n
k
i
(x) f(x) h.k.n.Do
lim
n
_
A
f
n
(x)d = lim
k
_
A
f
n
k
(x)d = lim
i
_
A
f
n
k
i
(x)d =
_
A
f(x)d.
Tng t ta c
lim
n
_
A
f
n
(x)d =
_
A
f(x)d,
cho nn lim
n
_
A
f
n
(x)d =
_
A
f(x)d.
Nh hc, chuyn gii hn qua du tch phn th iu kin cn l dy hm
f
n
hi t u n f(x) trn mt on [a, b]. y l mt iu kin ngt ngho.
Trong khi iu kin hi t n iu v hi t chn th rng ri hn.
V d 1.4.3. Cho hm f
n
: [0, 1] R, f
n
(x) =

nxe
nx
2
.
Vi mi x [0, 1] ta c f(x) = lim
n

nxe
nx
2
= 0.
sup
[0,1]
[f
n
(x) f(x)[ = sup
[0,1]

nxe
nx
2
= (2e)
1
,0 khi n .
Nh vy f
n
(x) khng hi t u n f(x) trn [0, 1]. Mt khc
_
1
0
f(x)dx = 0.
35
Chng 1. Tch phn Lebesgue
lim
n
_
1
0
f
n
(x)dx = lim
n
_
1
0

nxe
nx
2
= lim
n
1
2
(
1 e
n

n
) = 0.
Do lim
n
_
1
0
f
n
(x)dx =
_
1
0
f(x)dx.
L do c du = xy ra l v 0 f
n
(x) g(x) = (2e)
1
x [0, 1], g(x) l mt
hm kh tch v f
n
(x) f(x) trn [0, 1] nn f
n
(x), f(x) tha mn iu kin ca
nh l hi t chn. Nh vy ta c th chuyn gii hn qua du tch phn.
1.4.6 Mi lin h gia tch phn Lebesgue v Rie mann
nh l 1.4.5. Cho f : [a, b] R
Nu f kh tch Riemann trn [a, b] th kh tch Lebesgue trn [a, b] v
_
[a,b]
f(x)d =
_
b
a
f(x)dx
Chng minh. Nu f(x) kh tch Riemann trn on [a, b] th f(x) b chn v lin
tc h.k.n trn [a, b].
Xt dy phn hoch D
n
ca on [a, b] vi [[D
n
[[ 0. Gi S
n
l tng Darboux
di ng vi phn hoch D
n
.
Gi
i
l phn hoch th i ca phn hoch D
n
trn [a, b].
S
n
=
n

i=1
t
i
[
i
[ t
i
= inf
x
i
f(x).
t f
n
(x) =
n

i=1
t
i
A

i
(x). Ta c f(x) lin tc h.k.n trn [a, b], vi n ln th
[[D
n
[[ 0 v do
i
s nh
Vi > 0 bt k, [f(x) f
n
(x)[ = [f(x) t
i
[ < . Suy ra f
n
(x) f(x) h.k.n trn
[a, b]. Do theo nh l v hi t chn ta c
S
n
=
_
[a,b]
f
n
(x)d
_
[a,b]
f(x)d.
Mt khc S
n

_
b
a
f(x)dx.
Vy
_
[a,b]
f(x)d =
_
b
a
f(x)dx.
36
Chng 1. Tch phn Lebesgue
Tuy nhin mt hm kh tch Lebesgue th khng kt lun c s kh tch
Riemann. Ta c v d 1.4.1 v hm Dirichlet kh tch Lebesgue trn [0, 1] nhng
khng kh tch Riemann trn .
V d 1.4.4. Cho hm s D : [0, 1] R
D(x) =
_

_
1 khi x [0, 1] Q,
0 khi x [0, 1]Q.
Chng minh. Ta s i chng minh hm Dirichlet khng kh tch Riemann.
Tht vy, vi mi phn hoch T ca on [0, 1], gi
i
l phn hoch th i ca
T. Nu ly l im c ta l nhng s hu t th
D
(T, ) =
n

i=1
D(
i
)[
i
[ = 1
cn nu ly

l im c ta l nhng s v t th
D
(T,

) = 0 nn hm
Dirichlet khng kh tch Riemann.
37
Chng 2
Khng gian L
p
2.1 Khng gian L
p
Cho khng gian R, E l tp o c Lebesgue v mt o .
nh ngha 2.1.1. [1] H cc hm s f(x) c ly tha bc p (1 p < ) ca
modun kh tch trn E, tc l sao cho
_
E
[f(x)[
p
d < ,
gi l khng gian L
p
(E).
Hm s f(x) o c trn E gi l b chn ct yu nu tn ti mt tp hp
P c o 0, sao cho f(x) b chn trn tp hp EP, tc l tn ti s K sao cho
[f(x)[ K vi mi x EP.
Cn di ng ca tp hp cc s K tha mn bt ng thc trn gi l cn
trn ng ct yu ca hm f(x), c k hiu l ess sup
E
[f(x)[.
nh ngha 2.1.2. [2] H tt c cc hm f(x) b chn ct yu trn E c gi
l khng gian L

(E).
38
Chng 2. Khng gian L
p
Mnh 2.1.1. [2] Nu hm f(x) L

(E) th
[f(x)[ ess sup
E
[f(x)[ h.k.n trn E.
Chng minh. Gi s K
n
l mt dy s thc n iu gim n K = ess sup
E
[f(x)[.
Khi , tp hp
P
n
= x E : [f(x)[ > K
n
,
c o 0 vi mi n. Hin nhin tp hp P =

n=1
P
n
c o 0 v
[f(x)[ K vi mi x EP.
Vy [f(x)[ ess sup
E
[f(x)[ h.k.n trn E.
nh l 2.1.1. [1] (Bt ng thc Holder) Nu f(x), g(x) o c, xc nh trn
mt tp o c E v p, q l hai s thc sao cho 1 < p < v
1
p
+
1
q
= 1 th
_
E
[f(x) g(x)[d
__
E
[f(x)[
p
d
_
1
p
__
E
[g(x)[
q
d
_
1
q
.
Cch chng minh da vo b sau
B 2.1.1. Nu a,b khng m v p, q l hai s thc sao cho 1 < p < v
1
p
+
1
q
= 1 th ta c
ab
a
p
p
+
b
q
q
.
Chng minh. Xt f(t) =
t
p
+
1
q
t
1/p
(t 0).
Ta thy f(1) = 0 v f

(t) =
1
p

1
p
t
1/(p1)
dng vi t > 1, m vi t < 1, chng
t rng f(t) t cc tiu ti t = 1.
Do vi mi t 0 ta c
t
p
+
1
q
t
1/p
0. Vi t = a
p
b
q
0 ta c
a
p
b
q
p
+
1
q
ab
p/q
0 hay
a
p
p
+
b
q
q
ab 0.
39
Chng 2. Khng gian L
p
Chng minh. ( Chng minh bt ng thc Holder)
Nu
_
E
[f(x)[d,
_
E
[g(x)[d hu hn v dng. p dng bt ng thc va chng
minh vi
a =
[f(x)[
__
E
[f(x)[
p
d
_
1
p
, b =
[g(x)[
__
E
[g(x)[
q
d
_
1
q
.
Ta c
[f(x).g(x)[
__
E
[f(x)[
p
d
_
1
p
__
E
[g(x)[
q
d
_
1
q

[f(x)[
p
p
__
E
[f(x)[
p
d
_ +
[g(x)[
q
q
__
E
[g(x)[
q
d
_.
Ly tch hai v
_
E
[f(x)g(x)[d
__
E
[f(x)[
p
d
_
1
p
__
E
[g(x)[
q
d
_
1
q

_
E
[f(x)[
p
d
p
__
E
[f(x)[
p
d
_ +
_
E
[g(x)[
q
d
q
__
E
[g(x)[
q
d
_
=
1
p
+
1
q
= 1.
Nu
_
E
[f(x)[d hoc
_
E
[g(x)[d bng v cng th bt ng thc ng.
Nu
_
E
[f(x)[d hoc
_
E
[g(x)[d bng 0, chng hn
_
E
[f(x)[d = 0 th f(x) = 0
h.k.n trn E nn f(x)g(x) = 0 h.k.n trn E. Do bt ng thc ng.
nh l 2.1.2. [1](Bt ng thc Minkowski) Nu f(x), g(x) l hai hm o c
trn E v 1 p < th
__
E
[f(x) + g(x)[
p
d
_
1
p

__
E
[f(x)[
p
d
_
1
p
+
__
E
[g(x)[
p
d
_
1
p
.
Chng minh. Vi p=1, bt ng thc ng.
Xt vi 1 < p < . Chn q sao cho
1
p
+
1
q
= 1.
40
Chng 2. Khng gian L
p
p dng bt ng thc Holder ta c
_
E
[f(x) + g(x)[
p
d
_
E
_
[f(x)[ +[g(x)[
_
.[f(x) + g(x)[
p1
d
=
_
E
[f(x)[.[f(x) + g(x)[
p1
d +
_
E
[g(x)[.[f(x) + g(x)[
p1
d

__
E
[f(x)[
p
d
_
1
p
__
E
[f(x) + g(x)[
(p1)q
d
_
1
q
+
__
E
[g(x)[
p
d
_
1
p
__
E
[f(x) + g(x)[
(p1)q
d
_
1
q
=

__
E
[f(x)[
p
d
_
1
p
+
__
E
[g(x)[
p
d
_
1
p

__
E
[f(x) + g(x)[
p
d
_
1
q
.
T
__
E
[f(x) + g(x)[
p
d
_
1
1
q

__
E
[f(x)[
p
d
_
1
p
+
__
E
[g(x)[
p
d
_
1
p
.
v 1
1
q
=
1
p
nn
__
E
[f(x) + g(x)[
p
d
_
1
p

__
E
[f(x)[
p
d
_
1
p
+
__
E
[g(x)[
p
d
_
1
p
.
nh l 2.1.3. Tp hp L
p
(E), trong khng phn bit cc hm bng nhau
h.k.n l mt khng gian vector nh chun, vi cc php ton thng thng v
cng hm s, nhn hm s vi s, v vi chun
[[f[[
p
=
__
E
[f(x)[
p
d
_
1
p
khi 1 p < ,
[[f[[

= ess sup
E
[f(x)[ khi p = .
Chng minh. Vi 1 p < .
Gi s f(x), g(x) L
p
(E). Ta c [f(x) + g(x)[ 2 max[f(x)[, [g(x)[
suy ra [f(x) + g(x)[
p
2
p
(max[f(x)[, [g(x)[)
p
2
p
_
[f(x)[
p
+[g(x)[
p
_
.
Do [f(x)[
p
, [g(x)[
p
kh tch th [f(x) + g(x)[
p
cng kh tch, hay
f(x) + g(x) L
p
(E) (2.1.1)
41
Chng 2. Khng gian L
p
Mt khc, nu f(x) L
p
(E), l s thc bt k th [f(x)[
p
= [[
p
.[f(x)[
p
kh
tch, nn
f(x) L
p
(E) (2.1.2)
T (2.1.1) v (2.1.2) suy ra L
p
(E) l khng gian vector.
Ta li c[[f[[
p
> 0 khi f(x) ,= 0 v [[f[[
p
= 0 khi f(x) = 0 h.k.n v khng phn bit
hai hm bng nhau h.k.n nn tha mn tin 1 v chun.
[[.f[[
p
=
__
E
[f(x)[
p
d
_
1
p
= [[
__
E
[f(x)[
p
d
_
1
p
= [[.[[f[[
p
,
tha mn iu kin thun nht ca chun.
p dng bt ng thc Minkowski ta c bt ng thc tam gic
[[f + g[[
p
=
__
E
[f(x) + g(x)[
p
d
_
1
p

__
E
[f(x)[
p
d
_
1
p
+
__
E
[g(x)[
p
d
_
1
p
= [[f[[
p
+[[g[[
p
.
Vi p = +.Gi s f(x) L

(E).
Ta c [[f[[

> 0 nu f(x) ,= 0 v [[f[[

= 0 nu f(x) = 0 h.k.n trn E nn tha

mn tin 1 v chun.
Ta i chng minh iu kin thun nht ca chun. Vi l s thc bt k ta
cn chng minh
[[.f[[

= [[.[[f[[

. (2.1.3)
Nu = 0 th iu kin (2.1.3) lun ng.
Nu ,= 0. Gi s phn chng [[.f[[

< M < [[.[[f[[

. Ta c
[[.[f(x)[ = [.f(x)[ ess sup
E
[.f(x)[ < M.
Do .f(x) L

(E) v [[.[[f[[

< M. Nh vy th [[.[[f[[

< M < [[.[[f[[

.
iu ny v l. Chng minh mt cch tng t ta cng c [[.[[f[[

< M < [[.f[[

42
Chng 2. Khng gian L
p
l iu v l hay [[.f[[

= [[.[[f[[

.
Cui cng ta i chng minh iu kin v bt ng thc tam gic.
Tht vy, gi s f(x), g(x) L

(E).
[f(x)+g(x)[ [f(x)[+[g(x)[ ess sup
E
[f(x)[+ess sup
E
[g(x)[ nn f(x)+g(x) L

(E).
V ess sup
E
[f(x)+g(x)[ ess sup
E
[f(x)[+ess sup
E
[g(x)[ hay [[f+g[[

[[f[[

+ [[g[[

.
nh l 2.1.4. L
p
(E) l khng gian vector nh chun .
Chng minh. Cho f
n
(x) l dy c bn trong L
p
(E), tc l [[f
n
f
m
[[
p
0. Nh
vy lun tm c n
1
ln cho [[f
n
f
m
[[
p
< 1/2 vi mi n, m n
1
. Tip
tc tm c n
2
> n
1
sao cho [[f
n
f
m
[[
p
< 1/2
2
vi mi n, m n
2
. Do ta c
th chn c mt dy n
1
< n
2
< . . . < n
k
< . . . cho vi mi k ta c
n, m n
k
[[f
n
f
m
[[
p
< 1/2
k
.
Nh vy [[f
n
k+1
f
n
k
[[
p
< 1/2
k
. p dng b Fatou (1.4.3) cho dy hm khng
m g
s
(x) = [f
n
1
(x)[ +

s
k=1
[f
n
k+1
(x) f
n
k
(x)[ L
p
(E).
Vi mi x c nh g
s
(x) khng gim theo s nn tn ti lim
n
g
s
(x).
Do
_
E
lim
s
(g
s
(x))
p
d lim
s
_
E
(g
s
(x))
p
d = lim
s
([[g
s
[[
p
)
p
.
Mt khc
[[g
s
[[
p
[[f
n
1
[[
p
+
s

k=1
[[f
n
k+1
f
n
k
[[
p
< [[f
n
1
[[
p
+
s

k=1
(1/2
k
) < [[f
n
1
[[
p
+ 1.
nn lim
s
([[g
s
[[
p
)
p
< . Do
_
E
lim
s
(g
s
(x))
p
d < .
iu ny chng t lim
s
[g
s
(x)[
p
< h.k.n, hay tn ti lim
s
g
s
(x) v hu hn
h.k.n trn E.
43
Chng 2. Khng gian L
p
Suy ra f
n
1
(x) +

k=1
_
f
n
k+1
(x) f
n
k
(x)
_
hi t tuyt i h.k.n.
Nh vy khi s s tn ti gii hn hu hn h.k.n ca hm
f
n
s+1
(x) = f
n
1
(x) +
s

k=1
_
f
n
k+1
(x) f
n
k
(x)
_
.
Ta gi gii hn ny l f
0
(x), f
n
s+1
f
0
(x) h.k.n. V [f
n
s+1
(x)[ lim
s
g
s
(x) L
p
(E).
Theo nh l hi t chn c
_
E
[f
0
(x)[
p
d = lim
s
_
E
[f
n
s+1
(x)[
p
d,
tc l f
0
(x) L
p
(E). p dng b Fatou ta c
[[f
0
f
n
k
[[
p
=
_
E
lim
s
[f
n
s+1
(x) f
n
k
(x)[
p
d
lim
n
_
E
[f
n
s+1
(x) f
n
k
(x)[
p
d = lim
s
[[f
n
s+1
f
n
k
[[
p
= lim
s
[[
s

t=k
f
n
t+1
f
n
k
[[
p
lim
s
s

t=k
[[f
n
t+1
f
n
k
[[
p
lim
s
s

t=k
1
2
t
=

t=k
1
2
t
.
Suy ra lim
k
[[f
0
f
n
k
[[
p
= 0. Cui cng v f
n
l dy c bn nn vi n, n
k

ln ta s c [[f
n
k
f
n
[[
p
< . Khi ta chn k ln va c n
k
n
0
v
[[f
0
f
n
k
[[
p
< th s c vi mi n n
0
[[f
0
f
n
[[
p
[[f
0
f
n
k
[[ +[[f
n
k
f
n
[[ + ,
chng t dy f
n
(x) hi t ti f
0
(x).
H qu 2.1.1. Nu mt dy f
n
hi t trong L
p
(E) th n cha mt dy con
f
n
k
hi t h.k.n trn E.
Tht vy, nu f
n
hi t th n l dy c bn nn theo nh l 2.1.4 c th
trch ra mt dy con f
n
k
hi t h.k.n.
44
Chng 2. Khng gian L
p
nh l 2.1.5. Nu 1 p < p

< v (E) < th L

p

(E) L
p
(E).
Chng minh. p dng bt ng thc Holder ta c
[[f.g[[
1
[[f[[
p
.[[g[[
q
vi 1 p < ,
1
p
+
1
q
= 1.
Ta ly g(x) = 1, thay f(x) bi [f(x)[
p
, thay p, q bi p

/p, p

/(p

p) ta c
[[ [f[ [[
1
[[ [f[
p
[[
p

p
.(E)
p

p
p
.
Do (E) < th L
p

(E) L
p
(E).
Ta c cc v d sau trch t ti liu [5]
V d 2.1.1. Cho p < q < , hm x

1
q
L
p
(0, 1) nhng [x

1
q
[
q
= [
1
x
[ l hm
khng kh tch trn (0, 1) nn x
1
q
/ L
q
(0, 1).
V d sau y cho thy nu o (E) = th nh l trn khng ng.
V d 2.1.2. Cho hm f(x) = x

1
p
L
q
(1, ) vi 1 < p < q.
Nhng [x

1
p
[
p
= [
1
x
[ khng thuc L
1
(1, ) nn x

1
p
/ L
p
(1, ).
S hi t trong L
p
(E) c gi l hi t trung bnh cp p.
K hiu l f
n
(x)
L
p
f(x).
Mnh 2.1.2. Mt dy hi t trung bnh th cng hi t theo o.
Chng minh. Vi mi s > 0, t B = x : [f
n
(x) f(x)[ , ta c
_
E
[f
n
(x) f(x)[
p
d
_
B
[f
n
(x) f(x)[
p
d
_
B

p
d =
p
.(B),
iu ny chng t rng (B) 0 khi n , nu f
n
(x)
L
p
f(x).
45
Chng 2. Khng gian L
p
Mi quan h gia hi t
Hi t hu khp ni (A) <

Hi t theo o

Hi t trung bnh
( ch ra rng c th trch ra mt dy con hi t).
Mt hm hi t trung bnh th hi t theo o nhng iu ngc li khng ng.
V d 2.1.3. Xt dy hm f
n
(x) trn on [0, 1] c xc nh nh sau
f
n
(x) =
_

_
n nu x
_
0,
1
n
_
0 nu x
_
1
n
, 1
_
.
v hm f(x) = 0.
Ta c
(x [0, 1] : [f
n
(x) f(x)[ ) = ([0,
1
n
]) =
1
n
0 khi n .
Do f
n
(x)

f(x).
Tuy nhin,
_
[0,1]
[f
n
(x) f(x)[d = n.
__
0,
1
n
__
= 1 , 0 khi n nn f
n
(x)
khng hi t trung bnh n f(x) trn [0, 1].
V d sau cho thy mt hm hi t h.k.n nhng khng hi t trung bnh.
V d 2.1.4. Cho hm f
n
(x) xc nh trn [0, 1]
f
n
(x) =
n
1 + n
2
x
2
,
v hm f(x)=0.
Ta c lim
n
f
n
(x) = lim
n
n
1 + n
2
x
2
= lim
n
1
1
n
+ nx
2
= 0. Do f
n
(x) hi t
h.k.n n f(x) = 0 trn [0, 1]. Tuy nhin
lim
n
_
1
0
f
n
(x)dx = lim
n
_
1
0
n
1 + n
2
x
2
dx.
46
Chng 2. Khng gian L
p
t u = nx ta c
lim
n
_
n
0
1
1 + u
2
du = lim
n
(arctan u)[
n
0
= lim
n
arctan n =

2
.
Vy f
n
(x) khng hi t trung bnh v f(x) = 0.
2.2 Tnh tch c ca L
p
nh l 2.2.1. Mi h hm sau y l tr mt trong L
p
(E), 1 p < .
1. Cc hm n gin.
2. Cc hm lin tc.
Chng minh. H cc hm gi l tr mt trong L
p
(E) nu vi mi f(x) L
p
(E)
v mi > 0, u tn ti mt hm g(x) thuc h sao cho [[f g[[
p
< .
a) Xt mt hm bt k f(x) L
p
(E).
Ta c f(x) = f
+
(x) + f

(x), vi f
+
(x), f

(x) 0.
Tn ti mt dy hm n gin khng m f
+
n
(x) f
+
(x).
V
_
f
+
(x) f
+
n
(x)
_
p
0 nn
_
E
(f
+
(x) f
+
n
(x))
p
d
_
E
0d = 0,
ngha l [[f
+
f
+
n
[[
p
0.
Vy vi n ln ta s c mt hm n gin f

n
(x) vi [[f

n
[[
p
<

2
.
Khi y t g(x) = f
+
n
(x)f

n
(x) ta s c [[f g[[
p
[[f
+
f

n
[[
p
+[[f

n
[[
p
< .
Hm g(x) l hiu ca hai hm n gin nn cng l hm n gin.
Do h cc hm n gin tr mt trong L
p
(E).
b) Ta xt hm s c dng A
A
(x) trong A o c. Theo nh l 1.2.6 vi mi
47
Chng 2. Khng gian L
p
> 0 tn ti mt tp m G A v mt tp ng F A sao cho (GA) <

p
2
,
(AF) <

p
2
, tc l (GF) <
p
. Ta ly
g(x) =
(x, RG)
(x, RG) + (x, F)
.
Trong (x, M) = inf
yM
[[x y[[ ch khong cch t x n M. R rng x RG
th (x, RG) = 0 nn g(x) = 0. Vi x F th (x, RG) ,= 0, (x, F) = 0 nn
g(x) = 1. Hm (x, RG), (x, F) u lin tc v c tng khc 0 nn g(x) cng
lin tc. Hiu A
A
(x) g(x) c gi tr gm 0 v 1 trn tp GF v bng 0 ngoi
tp . Cho nn
[[A
A
g[[
p
=
__
E
_
A
A
(x) g(x)
_
p
d
_
1
p

_
(GF)
_
1
p
< .
Do mi hm c dng A
A
(x) vi A o c u c th xp x ty bi
mt hm lin tc. Suy ra h cc hm lin tc tr mt trong h cc hm n
gin, v mi hm n gin c dng

v
i=1

i
A
A
i
(x) ch vic chn hm lin tc
g
i
(x) sao cho [[A
A
i
g
i
[[
p
<

v[
i
[
, th s c hm lin tc g(x) =

i
g
i
(x) vi
[[

i
A
A
i
g[[
p

v
1

i
[[A
A
i
g[[
p
< .
Mt khc mt h M tr mt trong L
p
(E) v mt h N tr mt trong M th h
N cng tr mt trong L
p
(E). Vy h cc hm lin tc tr mt trong L
p
(E).
nh l 2.2.2. Khng gian L
p
(R), 1 p < tch c (ngha l cha mt tp
con m c tr mt trong n).
Chng minh. Ly f(x) L
p
(R). Gi f
n
0
: R R xc nh
f
n
0
(x) =
_

_
f(x) khi [x[ < n
0
,
0 khi [x[ n
0
.
th f
n
0
(x) f(x) L
p
(R) khi n .
Nh vy tn ti s n
0
sao cho [[f f
n
0
[[
p


3
v tn ti hm lin tc
48
Chng 2. Khng gian L
p
g
n
0
: [n
0
, n
0
] R sao cho
__
n
0
n
0
[f
n
0
(x) g
n
0
(x)[
p
dx
_
1
p
<

3
hay [[f
n
0
g
n
0
[[
p
<

3
.
Mt khc theo nh l Weiertrass tn ti mt hm P(x) sao cho
P(x) =
_

m
k=1

k
x
k
khi [x[ n,
0 khi [x[ > n.
(2.2.4)
vi
k
Q, m N sao cho max
[n
0
,n
0
]
[g
n
0
(x) P(x)[ <

c
. Nh vy
__
n
0
n
0
[g
n
0
(x) P(x)[
p
dx
_
1
p
<

c
(2n
0
)
1
p
.
Khi chn c = 3(2n
0
)
1
p
th
_
_
n
0
n
0
[g
n
0
(x) P(x)[
p
dx
_
1
p
<

3
.
th [[g
n
0
P[[
p
<

3
. Do
[[f P[[
p
[[f f
n
0
[[
p
+[[f
n
0
g
n
0
[[
p
+[[g
n
0
P[[
p

3
+

3
+

3
= .
Vy h T = P(x)[P(x) c dng (2.2.4),
k
Q, m N tr mt trong L
p
(R) m
h ny m c nn L
p
(R) tch c.
nh l 2.2.3. Khng gian L

(R) khng tch c.

Chng minh. [6] Gi s L

(R) tch c, tc l c mt tp m c u
n
(x) :
n = 1, 2, . . . trong L

(R) sao cho bt k hm f(x) L

(R) no cng c mt
dy phn t u
n
k
(x)

k=1
ca tp m c u
n
(x) : n = 1, 2, . . . sao cho
u
n
k
(x)
L

f(x) khi k .
Vi mi a R t r
a
= [a[ v hm
v
a
(x) =
_

_
1 khi x (a r
a
, a + r
a
)
0 khi x / (a r
a
, a + r
a
).
49
Chng 2. Khng gian L
p
Li c vi a, b R v a ,= b th hiu i xng
(a r
a
, a + r
a
)(b r
b
, b + r
b
) ,= ,
nn [[v
a
(x) v
b
(x)[[

= ess sup
R
[v
a
(x) v
b
(x)[ = 1.
Do u
a
(x) ,= u
b
(x) h.k.n trn R. Tht vy, v nu u
a
(x) = u
b
(x) th
[[v
a
v
b
[[

[[v
a
u
b
[[

+[[u
b
v
b
[[

[[v
a
u
b
[[

+[[u
b
v
b
[[

= [[v
a
u
a
[[

+[[u
b
v
b
[[

<
1
2
+
1
2
= 1,
iu ny v l. Nh vy c mt n nh f : R u
n
(x) : n = 1, 2, . . . sao cho
f(a) = u
a
. iu ny v l v lc lng ca R l khng m c cn lc lng
ca u
n
(x) : n = 1, 2, . . . l m c.
Vy L

(R) l khng tch c.

2.3 Bin i Fourier
Hm s phc o c Lebesgue f : R C c hiu l f(x) = u(x) + iv(x) vi
u, v : R R l hm s thc v o c Lebesgue. Khi tch phn Lebesgue
ca f(x) l
_
R
f(x)d =
_
R
u(x)d + i
_
R
v(x)d.
Ta ni f(x) L
p
(R) nu u(x), v(x) L
p
(R.
2.3.1 Bin i Fourier trong L
1
Cho khng gian R, hm f(x) L
1
(R). Bin i Fourier ca hm f(x), k hiu
Ff, l hm c xc nh bi
Ff() = (2)

1
2
_
R
e
ix
f(x)d,
50
Chng 2. Khng gian L
p
v bin i ngc ca hm f(x), k hiu l Ff
1
, l hm xc nh bi
Ff
1
() = (2)

1
2
_
R
e
ix
f(x)d,
V f(x) L
1
(R) v [e
ix
[ = 1 nn Ff(), Ff
1
() l xc nh v ta c
[Ff()[ =

(2)

1
2
_
R
e
ix
f(x)d

(2)

1
2
_
R

e
ix
f(x)

d
= (2)

1
2
_
R
[f(x)[d = (2)

1
2
[[f[[
1
.
Do Ff() L

(R) hay Ff() l nh x t L

1
(R) v L

(R).
Ta i chng minh Ff() l nh x lin tc. Tht vy
[Ff() Ff(
0
)[
1

2
_
R
[e
ix
e
ix
0
[ [f(x)[d

2
_
R
[e
ix
0
[ [e
ix(
0
)
1[ [f(x)[d

2
_
|x|<R
[e
ix(
0
)
1[.[f(x)[d
+
1

2
_
|x|>R
[e
ix(
0
)
1[.[f(x)[d.
Do f(x) L
1
(R) nn
_
R
[f(x)[d < . t
A
[R,R]
(x)f(x) =
_

_
0 nu [x[ > R
f(x) cn li .
Ta c A
[R,R]
(x)[f(x)[ [f(x)[ khi R . M A
[R,R]
(x)[f(x)[ < [f(x)[ v
[f(x)[ kh tch nn theo nh l v hi t chn th
_
R
A
[R,R]
[f(x)[
_
R
[f(x)[ khi
R .
Do tn ti R
0
sao cho
_
|x|>R
0
[f(x)[d <

4
.
51
Chng 2. Khng gian L
p
Li c [e
ix(
0
)
1[ < 2 nn
_
|x|>R
0
[e
ix(
0
)
1[ [f(x)[d <

2
.
Mt khc e
iz
lin tc ti z = 0 nn vi mi > 0, tn ti
1
> 0 sao cho [z[ <
1
th
[e
z
1[ <

2

2[[f[[
1
,
nn vi [x[ < R
0
v [(
0
)[ <

1
R
0
th
_
|x|<R
0
[e
ix(
0
)
[.[f(x)[d <

2

2[[f[[
1
_
|x|<R
0
[f(x)[d <

2
Vy vi mi > 0, tn ti =

1
R
0
> 0 sao cho [
0
[ < th
[Ff() Ff(
0
)[ <
1

2
_

2
+

2
_
= .
Vy Ff L

(R) C(R).
2.3.2 Bin i Fourier trong L
p
Ta xy dng bin i Fourier trong L
p
(R) nh sau. t
A
[R,R]
(x)f(x) =
_

_
0 nu [x[ > R
f(x) cn li .
Ta c [A
[R,R]
(x)f(x) f(x)[ 0 khi R nn [A
[R,R]
(x)f(x) f(x)[
p
0 khi
R .
M [A
[R,R]
(x)f(x) f(x)[
p
[f(x)[
p
, [f(x)[
p
L
p
(R).
Theo nh l v hi t chn ta c
_
R
[A
[R,R]
(x)f(x) f(x)[
p
d 0 khi R .
Do A
[R,R]
(x)f(x) L
p
(R) l dy Cauchy hi t n f(x) trong L
p
(R).
Ta cn chng minh F(A
[R,R]
f) hi t trong L
q
(R) vi 1 p 2,
1
p
+
1
q
= 1.
52
Chng 2. Khng gian L
p
Theo bt ng thc Hausdorff-Young ta c
Vi g(x) L
1
(R) L
p
(R), 1 p 2,
1
p
+
1
q
= 1 th Fg L
p
(R) v
[[Fg[[
q
C[[g[[
p
.
Nh vy vi g(x) = A
[R,R]
(x)f(x) ta c F(A
[R,R]
f) l dy Cauchy v hi t
n mt hm Ff trong L
q
(R) vi 1 p 2,
1
p
+
1
q
= 1.
Nhng vi 2 < p < vic xy dng nh th ny khng cn ng. Ngi ta phi
xy dng bin i Fourier theo cch khc. V d sau cho thy vi 2 < p < bt
ng thc Hausdorff-Young nh trn khng cn ng.
V d 2.3.1. [3] Chn dy f
k
(x) = e
(1ik)x
2
, k = 1, 2 . . .. Bin i Fourier ca
f(x) l
Ff() = (2)

1
2
_
R
e
ix
e
(1ik)x
2
d.
Bin i ny tha mn bi ton Cauchy
2(1 ik)
dFf
k
d
() Ff
k
() = 0,
vi iu kin ban u l Ff
k
(0) =
1
_
2(1 ik)
nn Ff
k
() =
1
_
2(1 ik)
e

(1+ik)
2
4(1+k
2
)
.
Khi chun trong L
p
(R) l
[[f
k
[[
p
=

1/2p
p
1/2p
Cn chun trong L
q
(R) l
[[Ff
k
[[
q
=
2
1
q

1
2
(1 + k
2
)
1
2q

1
4

1
2p
q
1
2q
.
V 2 < p < nn 1 q < 2 nn [[Ff
k
[[
q
khi k .
53
Kt lun
Kha lun trnh by hai ni dung chnh l:
Xy dng tch phn Lebesgue t o Lebesgue, hm o c Lebesgue,
tch phn Lebesgue, chuyn gii hn qua du ly tch phn.
Khng gian L
p
, 1 p , tnh cht y v tch c, php bin i
Fourier trong L
p
, 1 p 2.
Tuy nhin do thi gian lm kha lun cn hn ch khng th trnh c nhng
nhm ln, sai st nn em mong nhn c s gp ca thy c v bn c.
54
Ti liu tham kho
Ting Vit
[1] Hong Ty (2005), Hm thc v gii tch hm, Nh xut bn i hc Quc
gia H Ni.
[2] Nguyn Xun Lim (2007), Gii tch hm, Nh xut bn Gio dc.
Ting Anh
[3] Elliott H. Lieb and Michael Loss (2001), Analysis (second edition), American
Mathematical, Society.
[4] Frank Burk (1998), Lebesgue Measure and Integral An Introduction, John
Wiley & Sons, Inc.
[5] Richard L. Wheeden and Antoni Zygmund (1977), Measure and Integral an
Introduction to Real Analysis, Marcel Dekker, Inc. New York.
Ting Php
[6] H. Brezis (1983), Analyse Fonctionnelle, Masson.
55