HC PHN O V TCH PHN

CHNG I. O

$1. I S. - I S
1. i s
a) nh ngha 1. Cho tp hp X . Mt h N cc tp con ca
X c gi l mt i s cc tp con ca X, nu N tho mn ba iu
kin sau:
(i) X N ;
(ii) A N

C
X
A = X \ A N ;
(iii) A
1
, A
2
, ... , A
n
N

U
n
k
k
A
1 =
N .
b) Cc tnh cht
Cho N l i s cc tp con ca tp hp X. Khi N c cc tnh
cht sau y:
1. N ;
2. A
1
, A
2
, ... , A
n
N

I
n
k
k
A
1 =
N ;
3. A, B N

A \ B N.

Chng minh.
1. c suy t (i), (ii)
2. c suy t (ii), (iii) v cng thc de Morgan:
I U
n
k
n
k
k k
CA A C
1 1
) (
= =
=

3. c suy t (ii), tnh cht 2 va chng minh v cng thc
A \ B = A C
X
B
Nhn xt i s cc tp con ca tp hp X c tnh cht
" khp kn" i vi cc php ton : hp hu hn, giao hu hn, hiu
cc tp hp v ly phn b ( ngha l : khi ta thc hin cc php ton
ny trn cc phn t ca N th kt qu s l cc phn t ca N).
c) Cc v d
1. Cho X A . t N =
{ } A C A X
X
, , ,
.
Khi N l mt i s cc tp con ca X.

2. Cho X = { 1, 2, 3, 4, 5, 6, 7 }, A = { 1, 3, 5, 7 }, B = { 2, 4, 6 },
C = { 1, 2, 4, 7 }, D = { 3, 5, 6 }.
t N = { , X, A, B, C, D }. Hy kim tra xem N c l mt i
s cc tp con ca X?
3. Cho N l mt h khng rng cc tp con ca tp hp X tho mn
iu kin :
Nu A, B N th X \ A N v A B N.
Chng minh rng N l mt i s cc tp con ca X.
2. - i s
a) nh ngha 2. Cho tp hp X . Mt h M cc tp con ca
X c gi l mt - i s cc tp con ca X, nu M tho mn
ba iu kin sau:
(i) X M ;
(ii) A M

C
X
A = X \ A M ;
(iii) A
1
, A
2
, ... , A
n
, ... M

=1 k
k
A
M .
b) Cc tnh cht
Cho M l mt - i s cc tp con ca tp hp X. Khi M
c cc tnh cht sau y:
1. M l mt i s cc tp con ca X;
2. M ;
3. A
1
, A
2
, ... , A
n
M

I
n
k
k
A
1 =
M ;
4. A, B M

A \ B M ;

5. A
1
, A
2
, ... , A
n
, ... M

=1 k
k
A
M .
Chng minh.
- Tnh cht 1 c suy t (i), (ii) v (iii) khi t
A
n+1
= A
n+2
= ... = .
- Tnh cht 2, 3, 4 c suy t tnh cht 1 va chng minh.
- Tnh cht 5 c suy t (ii), (iii) v cng thc de Morgan:
I U

=
=
1 1
) (
k k
k k
CA A C

Nhn xt - i s cc tp con ca tp hp X c tnh cht " khp
kn" i vi cc php ton : hp m c, giao m c ca cc tp
hp, hiu hai tp hp v ly phn b ( ngha l : khi ta thc hin cc
php ton ny trn cc phn t ca M th kt qu s l cc phn t ca
M ).
c) Cc v d
1. Cho tp hp X . H tt c cc tp con ca tp hp X l
mt - i s cc tp con ca tp hp X.

2. Cho M l mt h khng rng cc tp con ca tp hp X tho mn
hai iu kin :
a) A M

X \ A M ;
b) A
1
, A, ... , A
n
, ... M

=1 k
k
A
M .
Chng minh rng M l mt - i s cc tp con ca X.
3. Cho M l mt - i s cc tp con ca tp hp X v Z M.
t M
Z
l h tt c cc tp hp thuc M v cha trong Z.
Chng minh M
Z
l mt - i s cc tp con ca tp hp Z.
$2. O
1. Tp hp s thc khng m m rng
Cho tp hp s thc khng m
) , 0 [ +
.
Ta b sung cho tp hp ny mt phn t l + , tp hp mi
thu c l
] , 0 [ +
. Ta gi y l tp s thc khng m m rng vi
cc quy c v php ton nh sau.
a < + vi mi a
) , 0 [ +
;
a + (+) = (+) + a = + vi mi a
] , 0 [ +
;
a . (+) = (+) . a = + vi mi a
] , 0 ( +
;
0 . (+) = (+) . 0 = 0

Lu . ng thc a + c = b + c ko theo a = b khi v ch khi
+ c .
2. Cc khi nim
Cho M l mt - i s cc tp con ca tp hp X.
Xt nh x

: M

] , 0 [ +
.
nh ngha 1.

c gi l nh x cng tnh hu hn, nu c mt

h hu hn cc tp hp i mt ri nhau A
1
, A
2
, ... , A
n
M th

= =
=
n
k
k
n
k
k
A A
1 1
) ( ) ( U

nh ngha 2.

c gi l nh x - cng tnh nu c mt h
m c cc tp hp i mt ri nhau A
1
, A
2
, ... , A
n
, ... M th

+
=
+
=
=
1 1
) ( ) (
k
k
k
k
A A U

nh ngha 3.

c gi l mt o trn M, nu hai iu kin sau

c tho mn:
1.

() = 0;
2.

l - cng tnh.
nh ngha 4. Cp (X, M), trong M l - i s cc tp con ca
tp hp X, c gi l khng gian o c. Mi tp hp A M c
gi l mt tp o c.
nh ngha 5. B ba (X, M,

), trong M l - i s cc tp con
ca tp hp X,

l mt o trn M, c gi l khng gian o.

Nu A M th s

(A) c gi l o ca tp hp A.
nh ngha 5. o

c gi l o hu hn nu

(X) < +.
o

c gi l o - hu hn, nu X =
U

=1 k
k
X
, X
k
M
v

(X
k
) < + vi mi k.
Nhn xt. o hu hn th - hu hn.
3. Cc v d
a) Cho M l mt - i s cc tp con ca tp hp X.
Xt nh x

: M

] , 0 [ +
xc nh bi (A) = 0 vi mi A
M .
Khi

l mt o hu hn.
b) Cho M l mt - i s cc tp con ca tp hp X.
Xt nh x

: M

] , 0 [ +
xc nh bi

() = 0 ,

(A) = + vi mi A M v
A
.
Khi

l mt o khng - hu hn.
c) Cho M l mt - i s cc tp con ca tp hp X v x
0
X.
Xt nh x

: M

] , 0 [ +
xc nh bi :
- Nu A M v x
0
A th

(A) = 1 ;
- Nu A M v x
0

A th

(A) = 0 .
Chng minh rng

l mt o hu hn.
Nhn xt. C nhiu cch xy dng o trn cng mt - i s
cc tp con ca tp hp X, ng vi mi o s c mt khng gian
o tng ng vi cc tnh cht khc nhau.
4. Cc tnh cht ca o
Cho (X, M,

) l mt khng gian o. Khi ta c cc tnh

cht sau y.
1.

l cng tnh hu hn.

2. Nu A, B M v A B th

(A)

(B) .
Ngoi ra, nu

(A) < + th

(B \ A) =

(B) -

(A).
3. Nu A
1
, A
2
, ... , A
n
, ... M th

+
=
+
=

1 1
) ( ) (
k
k
k
k
A A U


4. Nu A, B M , A B v

(B) = 0 th

(A) = 0.
5. Nu A, B M v

(B) = 0 th

(A B) =

(A \ B) =

(A).
6. Hp ca mt h hu hn cc tp hp c o khng l tp
hp c o khng:

(A
k
) = 0, k = 1, 2, ... , n
0 ) (
1
=
=
U
n
k
k
A

7. Hp ca mt h m c cc tp hp c o khng l tp
hp c o khng:

(A
k
) = 0, k = 1, 2, ...
0 ) (
1
=
+
=
U
k
k
A

8. Nu

l o - hu hn th
i) X =
U

=1 k
k
Y
, trong cc tp hp Y
k
i mt ri nhau,
Y
k
M v

(Y
k
) < + vi mi k;
ii) A =
U

=1 k
k
A
, trong cc tp hp A
k
i mt ri nhau,
A
k
M v

(A
k
) < + vi mi A M v mi k.
9. Nu { A
n
} , n N, l dy n iu tng cc tp hp o c,
ngha l A
1
A
2
... A
n
... , th
U
+
= +
=
1
) ( ) (
lim
n
n
n
n
A A

10. Nu { A
n
} , n N, l dy n iu gim cc tp hp o
c, ngha l A
1
A
2
... A
n
... , v

(A
1
) < + th
) ( lim ) (
1
n
n
n
n
A A
+
+
=
= I

5. o
rng tp con ca mt tp o c cha chc l tp hp o
c, ngha l nu A M , B A th c th B

M .
nh ngha 6. o

c gi l o nu mi tp con ca tp
c o khng u l tp o c.
Nhn xt. Nu

l o khng th ta c th thc trin

thnh mt o nh nh l di y.
nh l. Gi s (X, M,

) l mt khng gian o.
Gi M' l h tt c cc tp hp A c dng
A = B C (1)
trong B M, C D, D M, (D) = 0.
Vi mi tp hp A c dng (1), t ' l nh x sao cho

'(A) =

(B) (2)
Khi :
i) (X, M',

') l mt khng gian o;

ii) ' l o .

nh ngha 7. M' c gi l b sung Lebesgue ca - i s M v
' c gi l thc trin Lebesgue ca o

.

6. Thc trin nh x - cng tnh thnh o
nh l (Hahn). Cho N l mt i s cc tp con ca tp hp X v
m : N

] , 0 [ +
l mt nh x - cng tnh. Khi tn ti mt
- i s M cha N v mt o

: M

] , 0 [ +
sao cho

(A) = m(A) vi mi A N . Ngoi ra, nu m l - hu hn th

xc nh mt cch duy nht.

nh ngha 8. o

c gi l thc trin ca m t i s N ln
- i s M.

$3. O LEBERGUE TRN
1. Khong trong
nh ngha 1. Cc tp hp sau y c gi l cc khong trong :
(a, b), [a, b], (a, b], [a, b), (- , a), (-, a], (a, +), [a, +)
(-, +).
rng giao ca hai khong bt k trong

cng l khong
trong

hoc l tp hp rng.
nh ngha 2. Nu l khong trong

c hai u mt l a, b
(- a b +) th ta gi s = b - a l di ca .
2. i s cc tp con ca

Xt h N cc tp hp P l hp ca hu hn cc khong trong

khng giao nhau:
N =
{ } U
n
i
j i i
j i I I I P P
1
) ( , /
=
= =
(1)
Trn N xt nh x m : N

] , 0 [ +
xc nh bi

=
=
n
i
i
I P m
1
) (


nu P c biu din nh trong (1).
nh l 1. N l mt i s cc tp con ca .
Chng minh.

Ta kim tra ba iu kin ca nh ngha i s.

(i) Ta c

= (-, +) ( hp ca mt khong) nn hin nhin

N .

(ii) Gi s P N th P l hp ca hu hn khong khng giao
nhau. Khi d thy

\ P cng l hp ca hu hn khong
khng giao nhau. Vy

\ P N.

(iii) Gi s P, Q N, ta cn chng minh P Q N.

Trc ht ta chng minh PQ N.
Tht vy, v P, Q u l hp ca hu hn khong khng giao
nhau nn ta c biu din:

I U ) ' ( , ,
'
1
i i I I I P
i i
n
i
i
= =
=



I U ) ' ( , ,
'
1
j j J J J Q
j j
k
j
j
= =
=


Khi
I U U I U U
U I I I U
k
j
n
i
j i j
k
j
n
i
i
k
j
j
k
j
j
J I J I
J P J P Q P
1 1 1 1
1 1
) ( ] ) [(
) ( ) (
= = = =
= =
= =
= = =


Th m I
ij j i
L J I = ( i = 1, 2, ... , n ; j = 1, 2, ... , k) l cc
khong khng giao nhau i mt nn PQ N.
By gi ta chng minh P Q N khi P, Q N .
Thy vy, ta c P, Q N nn theo (ii)

\ P N ,

\ Q N. Khi
, theo phn va chng minh, (

\ P) (

\ Q) N , hay

\ (P Q) N, li theo (ii) suy ra P Q N .

Vy, N l i s cc tp con ca , nh l c chng minh.
nh l 2. nh x m nh x - cng tnh.
Chng minh.
Gi s Q =
U

=1 k
k
P
, trong cc tp hp P
k
i mt ri nhau,
Q, P
k
N (Q v P
k
u l hp ca hu hn khong khng giao nhau).
Ta cn chng minh

+
=
=
1
) ( ) (
k
k
P m Q m

Khng mt tnh tng qut ta c th xem Q v mi P
k
ch l mt
khong trong

.
Trc ht ta chng minh cho trng hp Q l khong hu hn.
Khi cc P
k
cng l khong hu hn.
Gi s Q l khong hu hn c hai u mt l a, b , cn P
k
c

hai u mt l a
k
, b
k
.
- Vi mi n = 1, 2, ... , lun tn ti hu hn cc khong
i

( i = 1, 2, ... , n
i
) sao cho
U U U
i
n
i
i
n
k
k
I P Q
1 1
) ( ) (
= =
=

trong cc P
k
,
i
ri nhau.
Khi

= = =
+ =
n
k
k
n
i
i
n
k
k
P I P Q
i
1 1 1

Cho n

+ , ta c

+
=

1 k
k
P Q
(2)
- Cho > 0 tu sao cho
2
a b
<
.
t
) , (
2 2
k k
k k k
b a Q

+ =
(k = 1, 2, ... )

[ ] + = b a Q , '

Ta c P
k
Q
k
nn
U U
+
=
+
=
=
1 1
'
k k
k k
Q P Q Q

Mt khc, Q' l tp compact nn mi ph m ca Q' u c mt ph
con hu hn , khi y tn ti hu hn cc tp
n
k k k
Q Q Q ,..., ,
2 1

sao cho
U
n
i
k
i
Q Q
1
'
=

Suy ra

n
i
k
i
Q Q
1
'

hay

+
=
+
=
+
=
=

+ = +
+
1
2
1 1
2
2
1
2
2
1
) ( ) (
) ( 2
k k
k k
k
k k
n
i
k k
k k
i
k
i i
a b a b
a b a b

Th nhng
+
=

1
2
1
k
k

li l tng ca cp s nhn c s hng u

u
1
= , cng bi q = 1/2 nn hi t v c tng l 2.
Vy
2 ) ( 2
1
+
+
= k
k k
a b a b

hay
4
1
+
+
= k
k
P Q

Cho

0, ta c

+
=

1 k
k
P Q
(3)
T (2) , (3) suy ra

+
=
=
1 k
k
P Q

hay

+
=
=
1
) ( ) (
k
k
P m Q m


By gi ta chng minh cho trng hp Q l khong v hn.
Khi
+ = Q
.
R rng ta lun c th biu din Q dng
+ = =
+
=
+
U
1
2 1
lim ..., ,
n
n
n
n
I I I I Q

trong cc
n
u l khong hu hn.
Chng hn,
U
+
=
+ = + =
1
) , ( ) , (
n
n a a a Q

V
Q I
n

v Q =
U

=1 k
k
P
, cc P
k
ri nhau nn
U I I I U
+
=
+
=
= = =
1 1
) ( ) (
k
k n
k
k n n n
P I P I Q I I

trong cc tp hp
I
k n
P I
hu hn v ri nhau theo ch s
k = 1, 2, ...
Theo phn va chng minh

+
=
+
=
=
1 1 k
k
k
k n n
P P I I I

Cho n

+ , ta c

+
=
+
1 k
k
P

Do phi c
Q P
k
k
= + =
+
=1

Vy, m l nh x - cng tnh trn i s N cc tp con ca

.
Theo nh l Hahn v thc trin nh x - cng tnh thnh o, ta
c mt - i s M cha N v mt o

l thc trin ca
m t N ln M .



3. o Lebesgue trn

nh ngha 3. o

v - i s M nhn c khi thc trin

nh x m trn i s N cc tp con ca

c gi ln lt l o
Lebesgue v - i s cc tp o c theo ngha Lebesgue trn

.
Cc tnh cht
o Lebesgue

v - i s M cc tp o c theo ngha
Lebesgue trn

c cc tnh cht sau y.

1.

l o .
2. Tp khng qu m c trn

c o khng.
3. Tp m, tp ng trn

l tp o c.
4. Tp A

l o c khi v ch khi vi mi > 0 tn ti

cc tp m G, tp ng F sao cho F A Q v

(G \ F) < .
5. Nu A o c th cc tp hp t A , x
0
+ A ( t, x
0

) cng
o c v

( t A ) = / t /

( A ) ,

( x
0
+ A ) =

( A),
trong
{ } { } A a a x A x A a ta tA + = + = / , /
0 0

Cc v d
a) Tp hp Q cc s hu t c o khng.
b) Tp hp Cantor P
0
trn [0, 1] xy dng theo cch di y c
o khng.
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).
- v.v...
Gi G
n
l hp ca 2
n-1
cc khong b i bc th n ,
G =
U

=1 k
k
G
l hp ca tt c cc khong b i , P
0
= [0,1] \ G.
Ta c cc tp G
n
ri nhau v

(G
n
) = 2
n-1
. 1/ 3
n
= 1/2 . (2/3)
n

Khi

+
=
+
=
= = =
1 1
3
2
2
1
1 ) ( ) ( ) (
n n
n
n
G G


Vy

(P
0
) =

([0, 1]) -

(G) = 0.
rng tp hp P
0
l tp khng m c v c o khng.
$4. HM S O C
1. Tp hp s thc m rng
Cho tp hp s thc

= (-, + ).
Ta b sung cho tp hp ny hai phn t l -, + , tp hp mi thu
c l [-, +] = (-, + ) {-, + } . Ta gi y l tp s thc
m rng, k hiu l

, vi cc quy c v php ton nh sau.

- < a < + vi mi a

;

a + (+) = (+) + a = + vi mi a (-, +];
a + (-) = (-) + a = - vi mi a [-, +);

a . (+) = (+) . a = + vi mi a
] , 0 ( +

a . (-) = (-) . a = - vi mi a
] , 0 ( +
;

a . (+) = (+) . a = - vi mi a (-, 0);
a . (-) = (-) . a = + vi mi a (-, 0);

0 . (+) = (+) . 0 = 0; 0 . (-) = (- ) . 0 = 0;


= =
+
a
a a
, 0

+ = = +

Cc k hiu (+) + (-), (+) - (+), (-) - (-),

,
0
a
vi mi a

u khng c ngha.
2. Hm s hu hn
nh ngha 1. Hm s f : A

c gi l hu hn trn A nu
f(A)

.
Cc v d
1. Hm s f(x) = sinx l hu hn trn

v f(

) = [-1, 1]

.
2. Hm s f(x) = x l hu hn trn

v f(

) =

.
3. Hm s

= +

=
0
) 1 , 0 (
) (
1
x khi
x khi
x f
x

l hm s khng hu hn trn [0, 1).
3. Hm s o c
Di y ta cho (X, M) l khng gian o c v A M .
nh ngha 2. Hm s f : A

c gi l o c trn A nu
{ } < a x f A x a ) ( / ,
M
Nu X =

v M l - i s cc tp o c theo ngha Lebesgue

trn

, th f c gi l hm o c theo Lebesgue.
Cc v d
4. Hm hng trn A l o c trn A.

Tht vy, gi s f(x) = c = const vi mi x A v a l mt s thc bt
k . t
{ } a x f A x B < = ) ( /

Khi
- Nu a c th B = nn B M ;
- Nu a > c th B = A nn B M.
Vy f o c trn A.
5. Cc hm s xt v d 1, 2, 3 u l hm o c trn cc tp
tng ng.
nh l 1. Cc iu kin sau y l tng ng.
(1) Hm s f o c trn A.
(2)
{ } a x f A x a ) ( / ,
M
(3)
{ } > a x f A x a ) ( / ,
M
(4)
{ } a x f A x a ) ( / ,
M




Chng minh.
t
{ } a x f A x B < = ) ( /

{ } a x f A x C = ) ( /

{ } a x f A x D > = ) ( /

{ } a x f A x E = ) ( /

Khi ta c C = A \ B, E = A \ D.
Do B M C M v E M D M .
Suy ra (1) (2), (3) (4) nn ta ch cn chng minh (2) (3).
- Trc ht ta chng minh
I U
+
=
+
=
= =
1 1
,
n
n
n
n
D C C D

trong
{ }
n n
a x f A x C
1
) ( / + =


{ }
n n
a x f A x D
1
) ( / > =

Tht vy, ly x D th x A v f(x) > a. Theo tnh cht tr mt ca tp
s thc, tn ti
0
n
sao cho
a a x f
n
> +
0
1
) (

Suy ra
0
n
C x
do
U
+
=

1 n
n
C x

Ngc li, ly
U
+
=

1 n
n
C x
th tn ti
0
n
sao cho
0
n
C x

Khi x A v
0
1
) (
n
a x f +
nn f(x) > a. Suy ra x D.
By gi ta ly x C th x A v
a x f ) (
nn vi mi n ta c
n
a x f
1
) ( >
. Suy ra
n
D x
vi mi n, do
I
+
=

1 n
n
D x

Ngc li, ly
I
+
=

1 n
n
D x
th
n
D x
vi mi n, do x A v
n
a x f
1
) ( >
vi mi n. Ly gii hn hai v ca bt ng thc cui
cng ny khi n +

, ta c
) ( lim ) ( lim
1
n
n n
a x f =
+ +
hay
a x f ) (
. Do x C.
Vy ta c cc ng thc v tp hp cn chng minh trn y.

- By gi ta chng minh (2) (3).
Tht vy, gi s ta c (2), khi vi mi a

v mi n ta c
n
C
M
. M M l - i s nn D M . Vy (3) c tho mn.
Ngc li, gi s ta c (3). Khi vi mi a

v mi n ta c
n
D

M . M M l - i s nn C M . Vy (2) c tho mn.
nh l chng minh xong.
H qu
1 Nu f o c trn A M v , B M th f o c trn .
Chng minh.
Vi
a
ta c
( ) { } ( ) { }
/ / x f x a x f x a < = < M
2 f o c trn
1
,
2
, v f xc nh trn
1
n
n

=
=
U
th f o c
trn .
Chng minh.
Vi
a
ta c
( ) { } ( ) ( ) { }
1 1
/ / /
n n
n n
x f x a x f x a x f x a

= =

< = < = <


U U
M
do M l - i s.
4. Cc tnh cht ca hm o c
1 Nu f o c trn v c = const

th cf o c trn .
2 Nu f , g o c v hu hn trn th f g + , fg o c trn .
3 Nu f o c trn , 0 > th f

o c trn .
4 Nu
( )
0, f x x v f o c trn th
1
f
o c trn .
5 Nu f , g o c trn th
( )
max , f g ,
( )
min , f g o c trn .
6 Nu
{ }
n
f l dy hm o c trn th sup
n
n
f , inf
n
n
f , limsup
n
n
f

,
liminf
n
n
f

o c trn .
7 Nu
{ }
n
f hi t trn ,
n
f o c trn th lim
n
n
f

o c trn .
8 Nu f , g o c trn th cc tp hp
( ) ( ) { }
/ x f x g x < ,
( ) ( ) { }
/ x f x g x ,
( ) ( ) { }
/ x f x g x = u thuc M .
9 Nu f o c trn th cc hm s
( )
( ) ( )
( )
( ) { }
, 0
max , 0
0, 0
f x khi f x
f x f x
khi f x
+

= =

<

v
( )
( )
( ) ( )
( ) { }
0, 0
max , 0
, 0
khi f x
f x f x
f x khi f x

= =

<

l nhng hm s o c trn .
5. Hm c trng ca tp hp
nh ngha 2. Cho . Hm s
:
A

xc nh bi
( )
1,
0,
neu x
x
neu x

c gi l hm s c trng ca (trn ).
Tng t ta c khi nim hm c trng ca tp hp E trn A.
V d 6. Hm s Direchle: D:

xc nh bi

=
Q x khi
Q x khi
x D
\ 0
1
) (

l hm c trng ca Q trn

.
Ta xt tnh cht o c ca hm c trng.
nh l 2. Hm c trng
E
ca tp hp l o c trn khi v
ch khi E M.
Chng minh.
Vi
a
ta c
( ) { }
, 1
: \ , 0 1
, 0
E
neu a
x x a neu a
neu a

>

< = <

- Nu E M th A \ E M , do
E
o c trn .
- Nu E

M th A \ E

M , do
E
khng o c trn .
6. Hm n gin
nh ngha 3. Hm s
[ ]
: 0; S + xc nh trn v ch nhn mt
s hu hn cc gi tr hu hn khng m c gi l hm s n gin trn .
Tng t ta c khi nim hm n gin trn tp hp .
V d 7. Hm s Direchle trn y l hm s n gin trn v n ch nhn
hai gi tr hu hn khng m l 0 v 1.
V d 8. Xt hm s

=
) 7 , 4 ( 4
] 4 , 3 [ 2
) 3 , 1 [ 1
) (
khi
khi
x khi
x f

y l hm n gin trn [1, 7).
Nhn xt
Cho hm n gin
[ ]
: 0; S + v
1
,
2
, ,
n
l cc gi tr khc
nhau i mt ca S .
t
( ) { }
: , 1,
k k
x S x k n = = = .
Th th cc
k
ri nhau,
1
k
k

=
=
U
v
( ) ( )
1
,
k
n
k
k
S x x x

=
=

.

V d 9. Xt hm n gin v d 8.
t
1
= [1, 3),
2
A
= [3, 4],
3
A
= (4, 7),
1

= 1,
2

= 2,
3

= 4. Khi cc tp hp ny ri nhau v
) ( ) ( ) ( ) (
3 2 1
3 2 1
x x x x f
A A A
+ + =
vi mi x [1, 7).

Xt tnh cht ca hm n gin.
Cho
( )
, M - khng gian o c, A M.
nh l 3. Cho S l hm n gin trn
( ) ( )
1
k
n
k
k
S x x

=
=

,
A A
n
k
k
=
=
U
1
,
k
ri nhau,
k
khc nhau.
Khi S o c trn khi v ch khi mi
k
A
M.
Chng minh.
- Nu S o c trn th
( ) { }
: 1,
k k
x S x k n = = = M ,
- Nu
1
, ,
k
A
M th theo nh l 1 mi hm c trng
k

o c
trn . Khi hm
( )
S x o c trn (v l tng, tch cc hm hu hn
o c).
7. Cu trc ca hm o c
nh l 4. Mi hm s o c khng m trn u l gii hn ca mt dy
n iu tng cc hm n gin o c trn .
Chng minh.
Gi s f l hm o c khng m trn .
t
( )
( )
( )
,
1 1
, , 1, 2,..., 2
2 2 2
n
n
n n n
n khi f x n
S x
m m m
khi f x m n

=

< =

th
( )
n
S x l dy n iu tng (theo n) cc hm n gin o c trn .
Ta chng minh
( ) ( )
lim ,
n
n
S x f x x

= .
Tht vy,
- Nu
( )
f x < + th vi n ln ta c
( )
f x n < .
Do vi n ln tn ti s t nhin
{ }
1, 2,..., 2
n
m n sao cho
( )
1
2 2
n n
m m
f x

< . V
( )
1
2
n
n
m
S x

= nn
( ) ( )
1
2
n
n
S x f x < vi n
ln.
- Nu
( )
f x = + th
( )
n
S x n = vi n .
Suy ra,
( ) ( )
lim
n
n
S x f x

= + = .
Vy,
( ) ( )
lim ,
n
n
S x f x x

= trong c hai trng hp.

$5. S HI T HU KHP NI
1. Khi nim hu khp ni
nh ngha 1. Cho khng gian o (X, M,

) v A M . Ta ni mt
tnh cht

no xy ra hu khp ni trn tp hp A nu tn ti mt tp
hp B A , B M,

(B) = 0 sao cho tnh cht

xy ra ti mi x A
\ B.
Ni mt cch khc, cc im x A m ti tnh cht

khng xy
ra u thuc tp hp c o khng.
Hin nhin, mt tnh cht xy ra ( khp ni ) trn A th xy ra hu khp
ni trn A.
Sau y ta a ra mt vi khi nim c th thng s dng.
nh ngha 2. Hai hm s f, g cng xc nh trn tp hp
A M c gi l bng nhau hu khp ni trn A (hay tng
ng nhau trn A ) nu tn ti mt tp hp B A , B M,

(B) = 0 sao
cho f(x) = g(x) vi mi x A \ B.
Khi ta k hiu f ~ g (trn A).
V d 1. Hm s Dirichlet D(x) ~ 0 trn

v D(x) = 0 vi mi
x

\ Q , trong Q

l tp o c v c o khng.
V d 2. Hm s

= +

=
0
) 1 , 0 (
) (
1
x khi
x khi
x f
x

tng ng vi hm s

=
0 1
) 1 , 0 (
) (
1
x khi
x khi
x g
x

trn [0, 1), v f(x) = g(x) vi mi x [0, 1) \ B, trong
B = {0} l tp con ca [0, 1), o c v c o khng.
V d 3. Hm s

=
Q x khi x
Q x khi x
x f
\ ] , 0 [ cos
] , 0 [ sin
) (
2
2

I

tng ng vi hm s g(x) = cosx trn [0,
2

] .
nh ngha 3. Hm s f c gi l hu hn hu khp ni trn tp hp A
M nu tn ti mt tp hp B A , B M,

(B)= 0 sao cho f(x)

vi mi x A \ B.
V d 4. Hm s f(x) c cho v d 2 hu hn hu khp ni trn [0, 1).
nh ngha 4. Hm s f c gi l xc nh hu khp ni trn tp hp A
M nu tn ti mt tp hp B A , B M,

(B) = 0 sao cho f xc nh trn A \ B.

V d 5. Hm s s cp
x
x f
1
) ( =
xc nh hu khp ni trn

.
nh ngha 5. Dy hm s
{ }
n
f
c gi l hi t hu khp ni v hm
s f trn tp hp A M nu tn ti mt tp hp B A , B M,

(B) =
0 sao cho
) ( ) ( lim x f x f
n
n
=
+

vi mi x A \ B.
V d 6. Dy hm s
{ }
n
f
xc nh bi
n
n
x x
x x x
n
x f
2
2
4
sin 3
) (
+
+
=

hi t hu khp ni v hm s
x
x x
x f

+
=
4
3
2
) (
trn [-1, 1].
2. S hi t hu khp ni
nh l 1. Cho khng gian o (X, M,

) v A M .
Khi
(i) Nu f ~ g (trn A) v
{ }
n
f
hi t h.k.n v f trn A th
{ }
n
f

hi t h.k.n v g trn A.
(ii) Nu
{ }
n
f
hi t h.k.n v f trn A v
{ }
n
f
hi t h.k.n v g
trn A th f ~ g (trn A).
Chng minh.
(i) V f ~ g (trn A) nn tn ti mt tp hp B A , B M,

(B) =
0 sao cho f(x) = g(x) vi mi x A \ B.
Mt khc, v
{ }
n
f
hi t h.k.n v f trn A nn tn ti mt tp hp C A ,
C M,

(C) = 0 sao cho

) ( ) ( lim x f x f
n
n
=
+

vi mi x A \ C.
Khi (B
U
C) A, B
U
C M,

(B
U
C) = 0 v vi mi
x (A \ B)
I
( A \ C) = A \ (B
U
C) ta c
) ( ) ( ) ( lim x g x f x f
n
n
= =
+

Vy
{ }
n
f
hi t h.k.n v g trn A.
(ii) Tng t, do
{ }
n
f
hi t h.k.n v f trn A nn tn ti mt tp hp
B A , B M,

(B) = 0 sao cho

) ( ) ( lim x f x f
n
n
=
+
vi
mi x A \ B.
Li do
{ }
n
f
hi t h.k.n v g trn A nn tn ti mt tp hp C A , C
M,

(C) = 0 sao cho

) ( ) ( lim x g x f
n
n
=
+
vi mi x A \ C.
Khi , theo tnh cht duy nht ca gii hn ca dy s, vi mi x (A
\ B)
I
( A \ C) = A \ (B
U
C) ta phi c
) ( ) ( ) ( lim x g x f x f
n
n
= =
+
.
M (B
U
C) A, B
U
C M,

(B
U
C) = 0 nn f ~ g (trn
A).
nh l c chng minh.

T nh l suy ra rng, nu ta ng nht cc hm s tng ng th
gii hn ca dy hm hi t hu khp ni l duy nht.
nh l 2. (Egoroff) Gi s
{ }
n
f
l mt dy hm o c, hu hn
h.k.n, hi t h.k.n v hm s f o c, hu hn h.k.n trn mt tp hp
A c o hu hn. Khi vi mi

> 0, tn ti mt tp hp E o
c, E A sao cho

(A \ E) <

v dy hm
{ }
n
f
hi t u v
f trn E.
ngha: nh l Egoroff khng nh rng mi s hi t c th bin thnh hi
t u sau khi b i mt tp hp c o b tu .
Mi lin h gia hm o c v hm lin tc trn

- Nu A l tp o c theo ngha Lebesgue trn v hm s f :
A
l hm lin tc trn A th f o c (L) trn A.
Tht vy, nu a

l mt s thc bt k th v f lin tc trn A nn

tp hp
B = { x A : f(x) < a } =
1
f
(-, a)
l mt tp m trong A.
Mt khc, do A l khng gian con ca

nn B = A
I
G , vi G l
mt tp m trong

. Suy ra B o c theo ngha Lebesgue trn

. Vy f o
c (L) trn A.
- Ngc li, mt hm s o c (L) trn tp hp A cha chc l
hm lin tc trn A.
Tuy nhin nh l di y s cho ta thy mt hm o c c th tr thnh
hm lin tc nu b qua mt tp hp c o b tu .
nh l 3. (Lusin) Gi s
f l mt hm s hu hn xc nh trn tp hp A ;
A l tp o c theo ngha Lebesgue v c o hu hn.
Khi
f o c (L) trn A khi v ch khi vi mi s

> 0,
tn ti mt tp hp ng F A sao cho

(A \ F) <

v f lin tc trn F.
$6. S HI T THEO O
3. Khi nim
nh ngha 1. Gi s
( )
, M , l khng gian o, M v f ,
1
f ,
2
f , l nhng hm o c hu hn hu khp ni trn A. Dy
{ }
n
f c
gi l hi t theo o n f v k hiu
n
f f

trn A, nu vi
0 > ta u c
( ) ( )
{ } ( )
lim : 0
n
n
x f x f x

= .

Ni cch khc, vi
0
0 0 n > > sao cho
( ) ( )
{ } ( )
0
: :
n
n n n x f x f x > < .

Ch : iu kin f ,
1
f ,
2
f , hu hn hu khp ni m bo cho
n
f f xc nh hu khp ni trn A.
V d 1. Xt dy hm
{ }
n
f xc nh bi
1
, [0,1 )
( )
1
2, [1 ,1)
n
x khi x
n
f x
khi x
n

v hm s
( ) , [0,1) f x x x =
.
Th th
n
f f

trn [0,1).
4. Tnh duy nht ca gii hn theo o
nh l 1.
a) Nu f , g o c v f g trn A,
n
f f

trn A th
n
f g

trn A.
b) Nu
n
f f

trn A v
n
f g

trn A th f g trn A.
Chng minh.
a) V f g trn A nn tp hp
( ) ( ) { }
: x f x g x = c o
( )
0 = (v f , g o c nn M ).
Vi 0 > ta c
( ) ( )
{ }
{ } { }
( ) ( )
{ }
( ) ( )
{ }
( ) ( )
{ }
:
\ : ( ) ( ) : ( ) ( )
\ :
\ :
:

= =
=
=
=

n n
n n
n
n
n
x f x g x
x A B f x g x x B f x g x
x f x g x
x f x f x
x f x f x
U

Suy ra

( ) ( ) ( )
{ } ( )
( ) ( )
{ } ( )
: ( )
: 0


+ =
=
n n
n
x f x f x B
x f x f x

khi n v
n
f f

trn A..
Do
( )
lim 0
n
n

= . Vy
n
f g

trn A.
b) t
{ }
{ }
{ }
0
: ( ) ( ) 0
: ( ) ( ) ,
: ( ) ( ) , 0
1
: ( ) ( ) ,
: ( ) ( ) ,
2
: ( ) ( ) ,
2
k
n n
n n
A x A f x g x
x A f x g x
A x A f x g x
A x A f x g x k
k
B x A f x f x n
C x A f x g x n

= > =
=
= >

=



=



=

Ta c cc tp hp ny u o c v
, ,
n
f f g
o c trn A..
Ta cn chng minh
0
( ) 0 A =
.
- Trc ht ta chng minh
0
1
k
k
A A
+
=
=
U
. (1)
Ly
0
x A
, ta c
x A
v
( ) ( ) 0 f x g x >
.
Theo tnh cht tr mt ca tp s thc s tn ti s t nhin 0
k
sao cho
0
1
( ) ( ) 0 f x g x
k
>
, suy ra
0
k
x A
nn
1
k
k
x A
+
=

U
.
Ngc li, ly
1
k
k
x A
+
=

U
th tn ti s t nhin
0
k
sao cho
0
k
x A
. Suy ra
x A
v
0
1
( ) ( ) f x g x
k

nn
( ) ( ) 0 f x g x >
, do
0
x A
.

Vy (1) c chng minh. Khi ta c
0
1
( ) ( )
k
k
A A
+
=

(2)

- By gi ta chng minh

n n
A B C

U
,
n


,
0 >

(3)
hay
\ \ ( )
( \ ) ( \ ).
n n
n n
A A A B C
A B A C

=
=
U
I

Tht vy, ly
( \ ) ( \ )
n n
x A B A C
I ta c
x A
v
( ) ( )
2
n
f x f x

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

<

Suy ra
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
2 2
n n
n n
f x g x f x f x f x g x
f x f x f x g x


= +
+ < + =

Do
\ x A A

. Vy (3) c chng minh.

Khi
( ) ( ) ( )
n n
A B C

+
(4)
M
lim ( ) 0, lim ( ) 0
n n
n n
B C
+ +
= =

v
n
f f

,
n
f g

trn A, nn ly lim hai v ca (4) ta c

( ) 0, 0 A

= >

Suy ra
( )
1
0, 0,

= = >
k
khi k
k


T (2) ta c
0
( ) 0 A =
. nh l c chng minh.
nh l ny cho thy gii hn ca dy hm s theo o l duy nht,
nu ta ng nht cc hm tng ng (tc l b qua tp hp c o
0).
5. Mi lin h gia hi t hu khp ni v hi t theo o.
nh l 2. Nu dy hm s
{ }
n
f o c, hu hn hu khp ni, hi t hu
khp ni n hm s f o c, hu hn hu khp ni trn tp hp A c
o hu hn th
n
f f

trn A.
Chng minh.
Gi s v l hai s dng ty . Theo nh l grp, tn ti mt tp hp
con o c B ca tp hp A sao cho
( )
\ < v dy hm s
{ }
n
f hi
t u n hm s f trn tp hp B. Do tn ti mt s t nhin
0
n sao cho
vi mi s t nhin n, nu
0
n n th
( ) ( )
n
f x f x < vi mi x
Khi
( ) ( )
{ }
: \
n
x f x f x vi mi
0
n n ;
nn
( ) ( )
{ } ( )
: ( \ ) <
n
x f x f x A B vi mi
0
n n ,
tc l
n
f f

trn A (pcm).
*Nhn xt.
Gi thit
( )
< + trong nh l 2 khng th b qua.
V d 2. Gi s
{ }
n
f l mt dy hm s xc nh trn bi
( )
0
1, 2...
n
khi x n
f x
n khi x n
n
<

=

v
( )
0 f x = vi mi x .
- D thy dy hm s
{ }
n
f hi t khp ni n hm s f trn .
Tht vy, gi s x l s c nh, bt k. Khi lun tn ti s
t nhin
0
n sao cho x <
0
n
. Th th vi mi s t nhin n >
0
n
, ta
c x < n nn
( ) 0
n
f x =
.
Suy ra
lim ( ) lim 0 0 ( )
n
n n
f x f x
+ +
= = =
. Vy
( )
0
n
f x trn .
- Tuy nhin
{ }
n
f khng hi t theo o n f trn .

Tht vy, vi 0 1 < < v vi mi s t nhin n, ta u c
( ) ( )
{ }
( )
{ } [ )
: : , . = = +
n n
x f x f x x f x n
Do
( ) ( )
{ } ( )
: = +
n
x f x f x vi mi n.
V d 3. = , l o Lebesgue trn ng thng v
( )
1, 1
0,
+

n
khi n x n
f x
tai cac diem khac

Th th
( )
0
n
f x ti mi im, nhng vi n
( )
1
( 0 ) 1
2

=


n
f x 0

nh l 3. Nu
{ }
n
f hi t theo o n f trn A th tn ti dy con
{ }
k
n
f
hi t hu khp ni n f trn A.
Chng minh.
V
n
f f

trn A, nn vi 0 >
( ) ( )
{ } ( )
lim : 0
n
n
x f x f x

=
Do vi n , tn ti
n
k sao cho vi
n
m k
( ) ( )
1 1
:
2
m
n
x f x f x
n

<





c bit
( ) ( )
1 1
:
2
n
k
n
x f x f x
n

<





V c th ly
n
k ln ty nn sau khi ly
1
k ta chn
2 1
k k > ,
3 2
k k > ,
Nh vy ta c dy con
{ }
{ }
n
k n
f f . t
( ) ( )
1
:
n
n k
x f x f x
n

=


,
1
n
m n m

= =
=
IU
hay
1
C
m
m

=
=
I
,
C
m n
n m

=
=
U

Ta chng minh
( )
0 = v
( ) ( )
lim
n
k
n
f x f x

= vi \ x .
Tht vy, ta c
( )
1
2
n
n
< , nn
( )
1
1 1
2 2
n n
n m
n m n m n m

= = =

< =


U
,
( ) ( )
1
1
C
2
m
m


< vi
m .
Do
( ) 0 B =
.
Nu
\ x A B
th tn ti s t nhin
0
m

0
m
x C
. Do
n
x vi
0
n m . T nh ngha tp hp
n
B
suy ra \ x th
( ) ( )
1
n
k
f x f x
n
< vi
0
n m .
Vy
( ) ( )
lim
n
k
n
f x f x

= vi \ x hay dy con
{ }
k
n
f hi t hu
khp ni n f trn A (pcm).


CHNG II. TCH PHN LEBESGUE

$1. NH NGHA
1. Tch phn ca hm n gin
Cho khng gian o
( )
, M , , M v S l hm n gin, o
c trn A. Gi
1
,
2
, ,
n
l cc gi tr khc nhau i mt ca S .
t
( ) { }
: , 1, = = =
k k
A x A S x k n.
Th th cc
k
A ri nhau,
1
n
k
k
A A
=
=
U
v
( ) ( )
1
,
=
=

k
n
k A
k
S x x x A.
Khi ngi ta nh ngha tch phn ca hm S nh sau.
a) nh ngha 1. S
1
( )
n
k k
k
A
=

c gi l tch phn ca hm n
gin, o c S trn tp hp A i vi o

v k hiu
A
Sd

hay
( )
A
S x d

.
Vy
1
( )
n
k k
k
A
Sd A
=
=

(1)
b) Nhn xt

1.
A
Sd
l mt s khng m hu hn hoc v hn.
2. Ta chng minh nh ngha tch phn bi cng thc (1) l hp l, ngha
l chng minh gi tr ca tch phn khng ph thuc vo cch biu
din hm s S(x).
Tht vy, gi s hm n gin S(x) c hai cch biu din:
( ) ( )
1
,
=
=

k
n
k A
k
S x x x A;
( ) ( )
1
,
=
=

i
m
i B
i
S x x x A,
trong
,
k i
A B
M,
1 1
n m
k i
k i
A A B
= =
= =
U U
,
' '
, , ', '
k k i i
A A B B k k i i = =
.
Ta cn chng minh
1 1
( ) ( )
n m
k k i i
k i
A B
= =
=
.

Ta c
1 1
( ) ( )
m m
k k k i k i
i i
A A A A B A B
= =
= = = I I
U U I
,
trong
' '
( ) ( ) ( ) , '
k i k i k i i
A B A B A B B i i = =
I I I I I

Do
1
( ) ( )
m
k k i
i
A A B
=
=
I

1 1 1
( ) ( )
n n m
k k k k i
k k i
A A B
= = =
=
I

Tng t
1 1 1
( ) ( )
m m n
i i i i k
i i k
B B A
= = =
=
I

Xt mt cp
( , ) k i
, c hai kh nng:
+
k i
A B =
I
, khi
( ) 0 ( )
k k i i k i
A B B A B = =
I I

+
k i
A B
I
, ly
0 k i
x A B
I
th
0 0
( ) , ( )
k i k i
S x S x = = =

( ) ( )
k k i i k i
A B A B =
I I .
Vy
1 1 1 1
( ) ( )
m n m n
k k i i k i
i k i k
A B A B
= = = =
=
I I
.
T y ta c iu phi chng minh.
V d 1. Cho hm Direchle trn
[ ]
0,1
:

[ ]
[ ]
1, 0,1
( )
0, 0,1 \
khix Q
D x
khix Q

I
.
Ta c
[ ]
( 0,1 ) ( ) 0 Q Q =
I


[ ]
( 0,1 ) 0 Q =
I
.
Do
[ ]
( 0,1 \ ) 1 Q =
.
Vy
[ ]
0,1
( ) 1.0 0.1 0 D x d = + =
.
V d 2. Cho hm s
1
1, 0
2
( )
1
2, 1
2
khi x
f x
khi x

<

<

Th th
[0,1)
1 1 3
1. ([0, )) 2. ([ ,1))
2 2 2
fd = + =
.

c) Cc tnh cht
1. Nu hai hm n gin, o c
, 0, f g f g
trn
A
th
A A
fd gd


2. Nu hai dy hm n gin, o c
{ } { }
, ,
n n
f g n


, n iu
tng v
lim lim
n n
n n
f g
+ +
=
trn
A
th
lim lim
n n
n n
A A
f d g d
+ +
=
(1)
Chng minh
t
lim
n
n
f f
+
=
. Khi
lim
n
n
g f
+
=
.
Xt hai trng hp sau y.
a)
f
l hm n gin:
1
( ) ( )
k
m
k A
k
f x x
=
=
.
Ta chng minh
lim
n
n
A A
f d fd
+
=
(2)
Thy vy, chn
(0,1) t
bt k, t
{ }
,
: ( )
k n k n k
A x A f x t =
.
Khi , do
1 n n
f f
+

nn
, , 1 k n k n
A A
+

.
Mt khc, vi
k
x A
ta c
( )
k k
f x t = >
, m
n
f f
nn
vi
n
ln
( )
n k
f x t >
, do
, ,
1
k n k n
n
x A x A
+
=

U
.
T ta c bao hm ,
1
k k n
n
A A
+
=

U .
Bao hm ngc li l hin nhin v
, ,
1
:
k n k k n k
n
n A A A A
+

=

U .
Vy , ,
1
( ) lim ( )
k k n k k n
n
n
A A A A
+
+
=
= =
U .
t ,
1
( ) ( )
k n
m
n k A
k
x t x
=
=

th
n n n n
A A A
f f d f d f d
(3)
Cho
n +
, ta c
,
1 1
( ) ( )
m m
n k k n k k
k k
A A
d t A t A t fd
= =
= =

.
Ly gii hn ca (3) khi
n +
ta c
lim
n
n
A A A
t fd f d fd
+



Li cho
1 t
ta c (2).
Tng t ta chng minh c
lim
n
n
A A
g d fd
+
=


(v
lim
n
n
g f
+
=
). T ta c (1) khi
f
l hm n gin.
b) By gi ta chng minh cho trng hp
0 f
l hm o c tu
.
Ly c nh
m


, t
{ }
min ,
n n m
h f g =
th
n
h
cng l
hm n gin. Mt khc, do
lim
n n m
n
f f g g
+
=
nn
n m
h g

khi
n +
. Theo phn va chng minh, ta c
lim
n m
n
A A
h d g d
+
=

Nhng v
lim lim
n n n n n n
n n
A A A A
h f h d f d h d f d
+ +



lim
m n
n
A A
g d f d
+

.
Cho
m +
ta c
lim lim
m n
m n
A A
g d f d
+ +

hay
lim lim
n n
n n
A A
g d f d
+ +

.
Bng cch tng t ta chng minh c bt ng thc ngc li. Vy ta
c (1) vi
0 f
l hm o c bt k.
2. Tch phn ca hm o c bt k
a) Trng hp hm s o c khng m
Cho
: [0, ] f A +
l hm o c. Khi tn ti dy n iu
tng cc hm n gin o c
0
n
f
hi t v
f
trn
A
.
nh ngha 2. Tch phn ca hm
f
trn
A
i vi o

l s
(hu hn hoc v hn)
lim
n
n
A A
fd f d
+
=
(4)
Theo tnh cht 2 ca tch phn ca hm n gin th tch phn (4) c xc
nh mt cch duy nht, khng ph thuc vo cch chn dy hm n gin
{ }
n
f
.
b) Trng hp hm o c c du bt k
Gi s
f
l hm o c trn
A
. Khi ta c
, , 0 f f f f f
+ +
=
.
Cc hm s
, f f
+
c tch phn tng ng trn
A
l
,
A A
f d f d
+ +

Xt hiu
A A
f d f d
+ +

.
nh ngha 3. Nu hiu
A A
f d f d
+ +

c ngha (tc l khng c dng

), th ta gi n l tch phn ca hm o c
f
trn
A
i vi
o

:
A A A
fd f d f d
+ +
=
(5)
nh ngha 4. Nu tch phn (5) hu hn th ta ni
f
l hm kh tch trn tp
hp
A
.
nh ngha 5. Khi
X =
v

l o Lebesgue th tch phn nh

ngha nh trn c gi l tch phn Lebesgue, k hiu li l
( )
A
L fdx

hoc
( ) ( )
A
L f x dx

.

c) Cc tnh cht n gin

T nh ngha, ta c cc tnh cht sau y.
1.
( )
,
A
c d c A c const = =

2.
( ) ( ) ( )
B B A
A A
x d x d B A

= =


3. ( ) ( ) ( )
1 1 1

= = =
= =


B B
k k
n n n
k k A k k
k k k
A A
x d x d B A

4. Nu ( )
0 A = , f o c th 0 f d =

5. Nu
( )
A < +
, f o c v b chn trn A th f kh tch trn A.

Chng minh
4. Cho 0 f . Nu
( )
0 A = th vi mi dy hm { }
n
f
n gin tng v
f ta c
0 0
n
A A
f d f d = =


5.
( )
A < +,
( )
, f x K x A th vi mi dy hm n gin { }
n
f

tng v f , ta c
n
f K nn
( )
n
A A
f d K d K A = < +

.
T suy ra
( )
lim
n
n
A A
f d f d K A

= < +



Nhn xt. T tnh cht 5 suy ra mi hm s b chn, lin tc hu khp ni trn
khong hu hn I u kh tch Lebesgue. Nh vy lp cc hm kh tch
Lebesgue trong bao gm tt c cc hm kh tch Riemann v cn bao gm
nhiu hm s khc (nh hm Direchle chng hn).

$2. CC TNH S CP CA TCH PHN

mc ny ta lun gi thit cc hm s v tp hp c ni n u o c.
1. Cng tnh.
nh l 1. Nu = th f d f d f d

= +


(vi gi thit v tri hoc v phi c ngha.)
Chng minh.
a) Trng hp f n gin trn .
( ) ( )
1 1
,

= =
= =

k
n n
k k
k k
f x x
U

Ta c ( ) ( ) ( )
= =
k k k k
. V A, B
ri nhau nn
k
,
k
ri nhau. Do

( ) ( ) ( )
1 1 1


= = =


= = + =
= +

n n n
k k k k k k
k k k
f d
f d f d


b) Trng hp 0 f trn .
Cho { }
n
f
l dy hm n gin,
n
f tng v f th theo a)
n n n
f d f d f d

= +


Cho n ta c ng thc cn chng minh.
c) Trng hp f bt k: Theo b)
( )
1 f d f d f d
+ + +

= +


( )
2 f d f d f d


= +


Nu f d

c ngha th v tri ca mt trong hai ng thc trn hu hn

(nu chng hn v tri ca (1) hu hn th hai tch phn v phi hu hn v
cc hiu s
f d f d
+

,
f d f d
+

c ngha.)
Tr (1) cho (2) ta c iu phi chng minh.
Nu
f d f d

+

c ngha th suy lun tng t.
H qu 1. Nu v f d

th f d

. Nu f kh tch trn A th
f kh tch trn E.
H qu 2. Nu
( )
0 = th
f d f d

=

.
Chng minh.
- Nu A, B ri nhau th y l h qu trc tip ca nh l 1 v tnh cht 4 trong
$1.
- Nu A, B khng ri nhau th ta vit
( )
\ = v v
( )
\ 0 = nn ta tr li trng hp trn.
2. Bo ton th t.

nh l 2. Nu f g th f d g d

=

. c bit, nu 0 f = hu khp
ni trn A th 0 f d

.
Chng minh.
t
( ) ( ) { }
: x f x g x = = th M v
( )
\ 0 = (do f g ).
Theo h qu 2 nh l 1
( ) \
f d f d f d

= =


tng t
g d g d

=


T suy ra
f d g d

=

.

Nhn xt. Tnh cht ny cho thy: khi thay i gi tr ca hm s ly tch phn
trn mt tp hp c o 0 th gi tr ca tch phn khng thay i.
Do nu f o c trn tp hp ' vi
( )
\ ' 0 = th
d f khng xc nh trn \ ' ngi ta vn nh ngha
'
f d f d

=


nh l 3. Nu f g trn A th f d g d

. c bit nu 0 f trn
A th 0 f d

.
Chng minh.
- Nu f , g n gin trn A th iu l hin nhin.
- Nu f ,
0 g
trn A th c dy hm n gin { }
n
f
tng n f ,
{ }
n
g

tng n
g
sao cho
n n
f g
. Khi

n n
f d g d
.
Chuyn qua gii hn s c iu phi chng minh.
- Nu f , g ty th
f g
+ +

,
f g

nn
f d g d
+ +

,
f d g d

. Tr tng v ta c iu
phi chng minh.
H qu 3. Nu f kh tch trn A th n phi hu hn hu khp ni trn A.
Chng minh.
t
( ) { }
: x f x = = + . Theo h qu 1, f kh tch trn B nhng vi
k ta c
( )
f x k > trn B nn
( )
, f d k k

Bt ng thc ny ch ng vi k nu
( )
0 = .
Tng t ta cng chng minh c trng hp tp hp
( ) { }
C : x f x = = s c
( )
C 0 = .
Vy f hu hn hu khp ni trn A.
H qu 4. Nu 0 f trn A v 0 f d

th 0 f = hu khp ni trn A.
Chng minh.
t
( )
1
: ,


=


n
x f x n
n
. Ta c
( )
\
0
1 1
,

= = +
=

n n n
n
n
f d f d f d f d
d n
n n


Do
( )
0
n
= .
Mt khc
( ) { }
1
: 0
n
n
x f x

=
= > =
U
.
Vy
( )
0 = , suy ra 0 f = hu khp ni trn A.
3. Tuyn tnh
nh l 4.
,
A A
cfd c fd c const = =


Ni ring,
( )
A A
f d fd =


Chng minh.

- Nu f n gin th hin nhin ta c iu phi chng minh.
- Nu 0 f th c dy hm n gin { }
n
f
tng n f nn suy ra c dy
hm n gin { }
n
cf
v:
a) nu
0 c
th { }
n
cf
tng v
cf
v do
n n
A A
cf d c f d =

, chuyn qua gii hn s c
A A
cfd c fd =


b) nu
0 c <
th
0 cf
nn
( ) 0,( ) cf cf cf
+
= =
.
Theo nh ngha
0 ( )
A A
cfd cf d =


Theo a)
( )
A A
cf d c fd =


Vy
A A
cfd c fd =


- Nu f bt k th
f f f
+
=
v
( ) ,( ) 0
( ) ,( ) 0
cf cf cf cf khi c
cf cf cf cf khi c
+ +
+ +
= =
= = <

T suy ra iu phichng minh.

nh l 5.
( )
A A A
f g d fd gd + = +

(nu v phi c ngha).
Chng minh.

rng ti mt im
x A
c th xy ra:
( ) , ( ) f x g x = + =

hoc
( ) , ( ) f x g x = = +
. Khi
( ) ( ) f x g x +
khng c ngha.
Thnh th
f g +
c th khng xc nh trn mt tp hp B A . Tuy
nhin, vi gi thit v phi ca ng thc trn c ngha, d thy rng
( ) 0 B =
, ngha l
f g +
phi xc nh hu khp ni trn A.

Ta chia A thnh su tp hp con i mt ri nhau nh sau:

{ }
{ }
{ }
{ }
{ }
{ }
1
2
3
4
5
6
: ( ) 0, ( ) 0, ( ) ( ) 0
: ( ) 0, ( ) 0, ( ) ( ) 0
: ( ) 0, ( ) 0, ( ) ( ) 0
: ( ) 0, ( ) 0, ( ) ( ) 0
: ( ) 0, ( ) 0, ( ) ( ) 0
: ( ) 0, ( ) 0, ( ) ( ) 0
A x A f x g x f x g x
A x A f x g x f x g x
A x A f x g x f x g x
A x A f x g x f x g x
A x A f x g x f x g x
A x A f x g x f x g x
= +
= < +
= < + <
= < +
= < + <
= < < + <


Da vo tnh cht cng tnh ca tch phn, ta ch cn chng minh
( ) , , 1, 2,...,6
i
E E E
f g d fd gd E A i + = + = =

- Nu f , g n gin trn A th iu l hin nhin.
- Nu f , 0 g trn A th c dy hm n gin { }
n
f
tng n f ,
{ }
n
g

tng n g . Khi
1
( ) ( ) + = + =

n n n n
E E E
f g d f d g d E A
.
Chuyn qua gii hn s c iu phi chng minh.

- Xt tp hp khc, chng hn
3
0, 0, 0( ) f g f g E A < + < =
.
Khi do
0, ( ) 0 f f g +
nn theo phn va chng minh v theo
nh l 4
[ ( )] [ ( )]
( )
E E E
E E
f f g d fd f g d
fd f g d


+ = + + =
= +




Mt khc, theo nh l 4, ta c

[ ( )] ( )
E E E
f f g d g d gd + = =

Vy
( )
( )
E E E
E E E
gd fd f g d
hay f g d fd gd


= +
+ = +




4. Kh tch
nh l 6. Nu
A
fd

c ngha th
A A
fd f d

.

Chng minh.
( )
A A A A A
A A
fd f d f d f d f d
f f d f d


+ +
+
+ =
= + =



nh l 7.
f
kh tch trn Akhi v ch khi
f
kh tch trn A.
Chng minh.
f
kh tch trn A th
A
f d < +

. Theo nh l 6, suy ra
A
fd +

. Vy
f
kh tch trn A.
Ngc li,
f
kh tch trn A th
,
( )
A A A A
A A
f d f d f d f d
f f d f d


+ +
+
< + < +
+ = < +



Vy
f
kh tch trn A.

nh l 8. Nu
f g
hu khp ni trn A v
g
kh tch trn A th
f
kh tch trn A.
Chng minh.

A A
f g f d gd

nn nu
g
kh tch trn A th
f
kh
tch trn A, suy ra
f
kh tch trn A.
nh l 9. Nu
f
,
g
kh tch trn A th
f g
kh tch trn A.
Chng minh.
V
( )
A A A
f g d fd gd =

nn t gi thit
, ( )
A A A
f d gd f g d + + +


nh l 9. Nu
f
kh tch,
g
b chn trn A th
. f g
kh tch trn
A
.
Chng minh. Gi s
g M
trn
A
. Ta c
A A A
fg M f fgd M f d M f d =

Do , nu
f
kh tch th
f
kh tch, suy ra
fg
kh tch , vy
. f g
kh
tch trn
A
.

$3. CHUYN GII HN QUA DU TCH PHN

Vn t ra l vi iu kin no ta c ng thc:
lim lim
n n
n n
A A
f d f d
+ +
=



Ta bit, i vi tch phn xc nh theo Riemann th iu kin cn l dy
hm
{ }
n
f
hi t u v hm s
f
trn on ly tch phn
[ ]
, a b
. y
l mt iu kin rt ngt ngho. Tri li, i vi tch phn Lebesgue th
iu kin li kh rng ri. Trong mc ny ta xt hai trng hp cho php
chuyn gii hn qua du tch phn vi iu kin dy hm hi t n iu,
hoc hi t b chn.

1. Hi t n iu
nh l 1 (i vi dy hm khng m).
Nu dy hm
{ }
,
n
f n


, khng m, o c, n iu tng n
hm
f
trn tp o c
A
th
lim lim
n n
n n
A A A
f d f d fd
+ +
= =

.
Chng minh.
- Nu
n
f
l cc hm n gin th ng thc ny chnh l nh ngha tch
phn.
- Xt
0
n
f
, o c bt k.
Khi . vi mi
1, 2,... n =
(c nh) s tn ti dy hm n gin,
khng m { }
( )
,
n
m
g m


, tng v hm
n
f
.
V
1 n n
f f
+

nn c th xem
( 1) ( ) n n
m m
g g
+

.
Do , vi
k n
th
( ) ( )
( ) ( )
k n
n n n
k n
n n n
A A A
g g f
g d g d f d




Cho
n +
, ta c
( ) ( )
( )
( ) ( )
( ) ( )
lim lim lim
lim (1)
lim lim lim
lim lim lim
k n
n n n
n n n
n
k n
n
k n
n n n
n n n
A A A
k n
n n n
n n n
A A A
g g f
hay f g f
g d g d f d
hay g d g d f d


+ + +
+
+ + +
+ + +






( do
( ) ( )
,
k n
n n
g g
l cc hm n gin nn c th chuyn gii hn qua du
tch phn).
Vy
( )
lim lim (2)
n
k n n
n n
A A A
f d g d f d
+ +


.
Li cho
k +
, t (1), ta c
( )
( )
lim lim lim lim
lim (3)
n
k n
k k n k
n
n
n
f g f
hay f g f
+ + + +
+



T (2), ta c
( )
( )
lim lim lim lim lim
lim lim lim (4)
n
k n n
k k n k n
A A A
n
k n n
k n n
A A A
f d g d f d
hay f d g d f d


+ + + + +
+ + +




Th m
lim lim
k n
k n
A A
f d f d
+ +
=


Mt khc, t (3) ta c
( )
lim
n
n
n
g f
+
=
, nn t (4) suy ra
lim
n
n
A A
f d fd
+
=


y chnh l ng thc cn chng minh.
V d 1. Cho dy hm
{ }
,
n
f n


, xc nh bi
2
1
( ) , [0,1)
n
x
n
x
f x x
+
+
=
.
Ta c
0
n
f
, o c trn
[0,1)
. t
( ) 2, [0,1) f x x x = +

th dy hm cho tng n
f
trn
[0,1)
. Mt khc, ta bit,
f
l
hm lin tc nn o c v kh tch Rieman, ng thi kh tch Lebesgue
trn
[0,1)
.
Theo nh l 1, ta c
[0,1) [0,1)
2
1
[0,1) [0,1)
lim ( ) ( )
5
lim ( 2)
2
n
n
n
x
x
n
f x dx f x dx
hay dx x dx
+
+
+
+
= =
= + =



nh l 2 (i vi dy hm bt k).

Nu dy hm o c
{ }
,
n
f n


, n iu tng n hm
f
v
1
f
kh tch trn tp o c
A
th
lim
n
n
A A
f d fd
+
=

.
Chng minh.
Ta c
{ }
n
f
l dy tng nn
1
0
n
f f
v dy hm
{ }
1
,
n
f f n


, tng v hm
1
f f
. Do , theo nh l 1 i vi
dy hm khng m, th
1 1
lim ( ) ( )
n
n
A A
f f d f f d
+
=


V
1
f
kh tch, tc l
1
A
f d < < +
, nn
1 1 1 1
lim ( ) ( )
n
n
A A A A
f f d f d f f d f d
+
+ = +



p dng tnh cht ca tch phn suy ra
lim
n
n
A A
f d fd
+
=


V d 2. Cho dy hm
{ }
,
n
f n


, xc nh bi
2
2
1
10
( ) , [0,1)
n
x
n
n
x x
f x x
+ +
=
.
Ta c 1
1
( ) 0
2
f <
,
n
f
o c trn
[0,1)
. t
1
10
( ) , [0,1)
x
f x x
+
=


th dy hm cho tng n
f
trn
[0,1)
. D thy
2
2
1
1
10
( )
x x
f x x
+ +
=
v
f
l hm lin tc nn o c v kh
tch Rieman, ng thi kh tch Lebesgue trn
[0,1)
.
Theo nh l 2, ta c
2
2
[0,1) [0,1)
1 1
10
10
[0,1) [0,1)
lim ( ) ( )
11
lim ( ) ln
10
n
n
n
x
n x
x x
n
f x dx f x dx
hay dx dx
+
+
+ +
+
= =
= =




Ch : Nu
{ }
,
n
f n


, l dy hm n iu gim th nh l vn
ng.
nh l 3 (i vi dy hm bt k).
Nu dy hm o c
{ }
,
n
f n


, n iu gim n hm
f
v
1
f
kh tch trn tp o c
A
th
lim
n
n
A A
f d fd
+
=

.
V d 3. Cho dy hm
{ }
,
n
f n


, xc nh bi
1
( ) , [1,2]
n
x
n
n
x
f x x = +
.
Ta c
n
f
o c trn
[1, 2]
. t
( ) 0, [1, 2] f x x =

th dy hm cho gim n
f
trn
[1, 2]
. D thy
1
1
( )
x
f x x = +

v
f
l hm lin tc nn o c v kh tch Rieman, ng thi kh tch
Lebesgue trn
[1, 2]
.
Theo nh l 3, ta c
[1,2] [1,2]
1
[1,2] [1,2]
lim ( ) ( )
lim ( ) 0 0
n
n
n
x
n
x
n
f x dx f x dx
hay dx dx
+
+
= =
+ = =





H qu 1. Nu
0
n
g
v
,
n
g n


, o c trn
A
, th
1 1
n n
n n
A A
g d g d
+ +
= =
=



Chng minh.
t
1
, ,
n
n k
k
f g n

=
=

th
0
n
f
,
n
f
o c v
{ }
n
f

tng n
1
k
k
g
+
=

trn
A
. Theo nh l 1 i vi dy hm khng m, ta
c
1
lim lim
n n k
n n
k
A A A
f d f d g d
+
+ +
=
= =


Mt khc, v
1 1
n n
n k k
k k
A A A
f d g d g d
= =
= =



nn
1
lim
n k
n
k
A A
f d g d
+
+
=
=


Vy
1 1
n n
n n
A A
g d g d
+ +
= =
=



H qu 2. Nu
0
n
g
,
,
n
g n


, o c trn
A
, v
1
n
n
A
g d
+
=
< +

, th
1
n
n
g
+
=
< +

hu khp ni trn
A
,
hm s
1
( ) ( )
n
n
g x g x
+
=
=

kh tch trn
A
.
Chng minh.
Theo h qu 1, ta c
1 1
n n
n n
A A
g d g d
+ +
= =
= < +



nn hm s
1
( ) ( )
n
n
g x g x
+
=
=

kh tch trn
A
v do
( ) g x
hu
hn hu khp ni.
2. B Fatou
Nu
0
n
f
trn
A
th
lim lim
n n
n n
A A
f d f d
+ +

Chng minh.
t { }
1,...
inf ,
n n n
g f f
+
=
th
0
n
g
v
{ }
n
g
tng n
lim
n
n
f
+
hay
lim lim
n n
n
n
g f
+
+
=
.
Theo nh l 1 i vi dy hm khng m

lim lim lim
n n n
n n
n
A A A
g d g d f d
+ +
+
= =

Mt khc, do
n n
g f
nn
n n
A A
g d f d
v
lim lim
n n
n n
A A
g d f d
+ +

Th m v
n
A
g d

c gii hn nn
lim lim
n n
n
n
A A
g d g d
+
+
=
.
Vy
l i m l i m
l i m l i m
l i m l i m
n n
n
n
A A
n n
n
n
A A
n n
n n
A A
g d f d
h a y g d f d
f d f d



+
+
+
+
+ +

Ch . 1. Nu
n
f g
,
g
kh tch trn
A
th b Fatou vn cn
ng:
Nu
n
f g
,
g
kh tch trn
A
th
lim lim
n n
n n
A A
f d f d
+ +

Khi ta ch cn p dng phn va chng minh cho
0
n
f g
v
A
gd < +
.
2. Nu
n
f g
,
g
kh tch trn
A
th
lim lim
n n
n n
A A
f d f d
+ +

Ta ch cn p dng ch 1 cho trng hp
,
n
f g g
kh tch
trn
A
.
3. Hi t b chn
nh l 4 (Lebesgue). Gi s
(i)
n
f g
trn
A
;
(ii)
g
kh tch trn
A
;
(iii) dy hm
{ }
,
n
f n


, hi t v hm
f
hu khp ni, hoc theo
o, trn
A
.
Khi
lim
n
n
A A
f d fd
+
=


Chng minh.
- Gi s dy hm
{ }
,
n
f n


, hi t v hm
f
hu khp ni trn
A
. Khi tn ti tp hp
, , ( ) 0 B A B B = M

sao cho
{ }
n
f
hi t v
f
trn \ A B.
V
,
n
g f g g
kh tch trn
A
nn
g
kh tch trn
\ A B, theo ch 1,2 ca b Fatou, ta c
lim lim
n n
n n
A A
f d f d
+ +

v
l i m l i m
n n
n n
A A
f d f d
+ +

Th nhng do
lim lim , \
n n
n
n
f f f x A B
+
+
= =

nn
\ \ \
\ \ \
lim lim
lim lim
n n
n n
A B A B A B
n n
n n
A B A B A B
fd f d f d
f d f d fd


+ +
+ +
=
=



Vy
\ \
lim
n
n
A B A B
f d fd
+
=



Mt khc, v
( ) 0 B =
nn hin nhin ta c
lim
n
n
B B
f d fd
+
=


Theo tnh cht cng tnh ca tch phn, ta suy ra ng thc cn chng minh.
- Gi s dy hm
{ }
,
n
f n


, hi t theo o v hm
f
trn
A
.
Theo nh ngha gii hn trn, tn ti mt dy con
{ }
k
n
ca dy s t
nhin
{ }
n
sao cho
lim lim
k
n n
k n
A A
f d f d
+ +
=

.
- Hin nhin ta c dy con
{ }
,
k
n
f k


, cng hi t theo o v
hm
f
trn
A
.Khi li c mt dy con
{ }
,
k
i
n
f i


,ca
dy
{ }
,
k
n
f k


, hi t hu khp ni v hm
f
trn
A
.
Theo phn va chng minh
lim lim lim
k k
i
n n n
n k i
A A A A
f d f d f d fd
+ + +
= = =


Tng t, ta c
lim
n
n
A A
f d fd
+
=


Vy
lim
n
n
A A
f d fd
+
=



H qu 1. Nu
,
n
f M M const =
, dy hm
{ }
,
n
f n


, hi t v hm
f
hu khp ni, hoc theo o, trn
A
,
( ) A < +
th

lim
n
n
A A
f d fd
+
=


Ta ch cn p dng nh l 4 cho hm s
, ( )
A
g M gd M A = = < +

H qu 2. Trong khng gian , nu
f
kh tch Riemann trn mt
khong hu hn
I
th
f
kh tch Lebesgue trn
I
v ta c
( ) ( ) ( )
I I
L fd R f x dx =
.
$4. MI LIN H GIA TCH PHN LEBESGUE vi TCH PHN
RIEMANN v TCH PHN SUY RNG
iu kin kh tch Riemann
nh l 1 (Lebesgue).
Hm b chn
f
trn
[ , ] a b
l kh tch Riemann khi v ch khi tp hp
cc im gin on ca n c o khng.
Ni mt cch khc,
f
kh tch Riemann trn
[ , ] a b
khi v ch khi
f
lin tc hu khp ni trn
[ , ] a b
.
2. Mi lin h gia tch phn Lebesgue v tch phn Riemann
nh l 2
Nu
f
kh tch Riemann trn
[ , ] a b
th n kh tch Lebesgue trn
[ , ] a b
v
[ , ]
( ) ( ) ( )
b
a b a
L fd R f x dx =



1. Mi lin h gia tch phn Lebesgue v tch phn suy rng
a) Tch phn suy rng loi mt
nh l 3 Cho tch phn suy rng
( )
a
f x dx
+

.
Gi s
0 f
v
f
kh tch Riemann trn mi on hu
hn
[ , ] [ , ). a b a +

Khi tch phn suy rng
( )
a
f x dx
+

hi t khi v ch khi
f
kh tch
Lebesgue trn
[ , ) a +
v
[ , )
( ) ( )
a a
f x dx L fd
+
+
=



b) Tch phn suy rng loi hai
nh l 4 Cho tch phn suy rng
( )
b
a
f x dx

vi
a
l im k d.
Gi s
0 f
v
f
kh tch Riemann trn mi on
[ , ]. a b +

Khi tch phn suy rng
( )
b
a
f x dx

hi t khi v ch khi
f
kh tch
Lebesgue trn
[ , ] a b
v
[ , ]
( ) ( )
b
a a b
f x dx L fd =



nh l 5 Cho tch phn suy rng
( )
b
a
f x dx

vi
b
l im k d.
Gi s
0 f
v
f
kh tch Riemann trn mi on
[ , ]. a b

Khi tch phn suy rng
( )
b
a
f x dx

hi t khi v ch khi
f
kh tch
Lebesgue trn
[ , ] a b
v
[ , ]
( ) ( )
b
a a b
f x dx L fd =



Ch : Nu cc tch phn suy rng trn y phn k
( ) = +
, th tch
phn Lebesgue ca cc hm s tng ng cng bng
+
.
V d 1. Cho
, f g
l hai hm s lin tc trn
[ , ] a b
. t
( ), [ , ]
( )
( ), [ , ] \
f x khi x a b
h x
g x khi x a b

Chng minh rng
a)
h
kh tch Riemann trn
[ , ] a b
khi v ch khi
f g =
trn
[ , ] a b
.
b)
h
lun kh tch Lebesgue trn
[ , ] a b
.

Gii.
a) Gi s
( ) ( ), [ , ] f x g x x a b =
. Khi
h f =
trn
[ , ] a b
nn
h
lin tc trn
[ , ] a b
. Vy
h
kh
tch Riemann trn
[ , ] a b
.
Ngc li, gi s
h
kh tch Riemann trn
[ , ] a b
. Ta chng minh
( ) ( ), [ , ] f x g x x a b =
.

t
{ }
[ , ] : ( ) ( ) A x a b f x g x =
.
Ta cn chng minh
A =
.
Gi
B
l tp hp cc im gin on ca
h
trn
[ , ] a b
th do
h

kh tch Riemann trn
[ , ] a b
nn
( ) 0 B =
.
- Trc ht ta chng minh A B .
Ly ty , c nh
0
x A
th
0 0 0
[ , ] ( ) ( ) x a b f x g x
. V
0
x

l s thc nn lun tn ti hai dy s hu t, v t cng hi t v
n. Do ta lun c th chn c cc dy s:
{ }
{ }
'
[ , ] , [ , ] \
n n
x a b x a b

sao cho
'
0 0
lim , lim
n n
n n
x x x x
+ +
= =
.
V
, f g
lin tc trn
[ , ] a b
nn
, f g
lin tc ti
0
x
. Khi ta
c
0
' '
0
lim ( ) lim ( ) ( ),
lim ( ) lim ( ) ( )
n n
n n
n n
n n
h x f x f x
h x g x g x
+ +
+ +
= =
= =

Suy ra
'
lim ( ) lim ( )
n n
n n
h x h x
+ +

, do hm s
h
khng lin
tc ti
0
x
. Vy
0
. x B A B

- By gi ta chng minh
A =
.
Gi s tn ti
0
x A
th
0 0 0
[ , ] ( ) ( ) x a b f x g x
. Xt hm s
( ) ( ) ( ), [ , ]. k x f x g x x a b =

V
, f g
lin tc trn
[ , ] a b
nn
k
lin tc trn
[ , ] a b
, suy ra
k

lin tc ti
0
x
. Ta c
0 0 0
( ) ( ) ( ) 0. k x f x g x =

Khng mt tnh tng qut, ta c th gi s
0
( ) 0 k x >
(v trng hp
0
( ) 0 k x <
c chng minh tng t).
Khi , theo tnh cht ca hm lin tc ti mt im, s tn ti s
0 >
nh
0 0
( ) 0, ( , ) [ , ] k x x x x a b > +
. Trng
hp
0
x a =
ta thay ln cn hai pha bi ln cn phi
( , ) a a +
;
trng hp
0
x b =
thay bi ln cn tri
( , ). b b

Trong c ba trng hp ta u gi cc ln cn ca
0
x
l
C
th r rng
( ) 0, ( ) ( ), k x x C f x g x x C

Hin nhin
[ , ] C a b C A C B
.
M
( ) 2 0 C = >
(hoc
( ) 0 C = >
)
nn
( ) ( ) 0 B C >
, tri vi gi thit
h
kh tch Riemann trn
[ , ] a b
.
Vy, iu gi s tn ti
0
x A
l sai nn
A =
, tc l
f g =
trn
[ , ] a b
.

b) t
{ }
[ , ] : ( ) ( ) D x a b h x g x =
. Ta c
[ , ] ( ) 0 D a b D =

Do
h g :
trn
[ , ] a b
.
M
g
lin tc trn
[ , ] a b
nn
g
kh tch Riemann trn
[ , ] a b
, do
cng kh tch Lebesgue trn
[ , ] a b
. Vy
h
kh tch Lebesgue trn
[ , ] a b
v ta c

[ , ] [ , ]
( ) ( ) ( ) ( )
b
a b a b a
L hd L gd R g x dx = =



V d 2. Xt tnh kh tch Riemann v Lebesgue ca hm s sau trn
[0,1]
v tnh cc tch phn tng ng trong trng hp kh tch
, [0,1]
1
( ) ln(1 ), [0, ] \
2
1
, ( ,1] \
2
x
e khi x
f x x khi x
arctgx khi x

= +

Gii.
a) Xt tnh kh tch Riemann.
Trn
1
[0, ]
2
, ta c
1
, [0, ]
2
( )
1
ln(1 ), [0, ] \
2
x
e khi x
f x
x khi x

V cc hm s
( ) , ( ) ln(1 )
x
g x e h x x = = +
lin tc trn
1
[0, ]
2
v
0
(0) 1 (0) ln(1 0) 0 g e h = = = + =

nn theo v d 1,
f
khng kh tch Riemann trn
1
[0, ]
2
v do
khng kh tch Riemann trn
[0,1]
.

b) Xt tnh kh tch Lebesgue.
t
1
ln(1 ), [0, ]
2
( )
1
, ( ,1]
2
x khi x
k x
arctgx khi x

th
( ) ( ), [0,1] , ([0,1] ) 0 f x k x x =

nn
f k :
trn
[0,1]
. M
k
b chn trn
[0,1]
v ch gin on
ti
1
2
x =
, suy ra
k
kh tch Riemann trn
[0,1]
v do kh tch
Lebesgue trn
[0,1]
. Vy
f
cng kh tch Lebesgue trn
[0,1]
.
c) Ta tnh tch phn ca
f
.
Ta c
1
[0,1] [0,1] 0
1
1
2
1
0
2
2
( ) ( ) ( ) ( )
1
ln(1 ) [ ln(1 ) ln(1 )] 2
0
1
1 1 1 1 1 135
[ ln(1 )] ln
1
2 4 2 2 2 2 64
2
L fd L kd R k x dx
x dx arctgxdx x x x x
xarctgx x arctg

= = =
= + + = + + + +
+ + = +



V d 3. Xt tnh kh tch Riemann v Lebesgue ca hm s sau trn
[0,1]
v tnh cc tch phn tng ng trong trng hp kh tch
3
, [0,1]
( )
1
, [0,1] \
x khi x
f x
khi x
x

Gii.
a) Xt tnh kh tch Riemann.
Chn dy s
{ }
[0,1] \ , lim 0
n n
n
x x
+
=
, th dy s tng
ng
{ }
1
( ) , lim ( )
n n
n
n
f x f x
x +


= = +



nn
f
khng b
chn, suy ra
f
khng kh tch Riemann trn
[0,1]
.
b) Xt tnh kh tch Lebesgue.
t
1
, (0,1]
( )
0, 0
khi x
f x
x
khi x

Ta c
( ) ( ), [0,1] , ([0,1] ) 0 f x g x x =

nn
f g :
trn
[0,1]
.
M
( ) 0, [0,1] g x x
v tch phn suy rng loi hai vi 0 l
im k d
1 1
0 0
1
( ) g x dx dx
x
=

hi t. Theo nh l 4,
g
kh tch Lebesgue trn
[0,1]
. Vy
f
cng
kh tch Lebesgue trn
[0,1]
.
c) Ta tnh tch phn ca
f
.
Ta c
1
[0,1] [0,1] 0
1 1
0 0
0
( ) ( ) ( )
1
1 1
lim lim 2 2
a a
a
L fd L gd g x dx
dx dx x
a
x x


= = =
= = = =



V d 4. Xt tnh kh tch Riemann v Lebesgue ca hm s sau trn
[1, ] e
v tnh cc tch phn tng ng trong trng hp kh tch
, [1, ]
( )
ln , [1, ] \
x
e khi x e
f x
x khi x e

Gii.

a) Xt tnh kh tch Riemann.
t
( ) , ( ) ln , ( ) ( ) ( ), [1, ]
x
g x e h x x k x g x h x x e = = =

th
, , g h k
l cc hm s cp nn lin tc trn
[1, ] e
.
Ta c
(1) ln1 0 k e e = = >
v
k
lin tc phi ti
1 x =
nn tn ti
0 >
nh sao cho
( ) 0, (1,1 ) [1, ] k x x e > +
.
Ta chng minh hm s
f
cho gin on ti mi im
(1, 1 ). x +

Tht vy, ly c nh, tu
0
(1,1 ) x +
, ta c
0
( ) 0 k x >

v
0
x
l s thc nn tn ti hai dy s:
{ }
{ }
'
[1, ] , [1, ] \
n n
x e x e

sao cho
'
0 0
lim , lim
n n
n n
x x x x
+ +
= =
.
V
, g h
lin tc trn
[1, ] e
nn
, g h
lin tc ti
0
x
.
Khi ta c
0
' '
0
lim ( ) lim ( ) ( ),
lim ( ) lim ( ) ( )
n n
n n
n n
n n
f x g x g x
f x h x h x
+ +
+ +
= =
= =

M
0 0 0
( ) ( ) ( ) 0 g x h x k x =
,
suy ra
'
lim ( ) lim ( )
n n
n n
f x f x
+ +

,
do hm s
f
khng lin tc ti
0
x
.
V
0
x
c chn tu trn
(1,1 ) +
nn
f
gin on ti mi im
thuc
(1,1 ) +
. iu c ngha tp hp cc im gin on ca
f
phi cha
(1,1 ) +
l khong c o khc 0.
Vy
f
khng kh tch Riemann.

b) Xt tnh kh tch Lebesgue.
Ta c
( ) ( ), [0,1] , ([0,1] ) 0 f x h x x =

nn
f h :
trn
[1, ] e
.
M
h
lin tc trn
[1, ] e
nn
h
kh tch Riemann v do kh tch
Lebesgue trn
[1, ] e
.
Vy
f
cng kh tch Lebesgue trn
[1, ] e
.
c) Ta tnh tch phn ca
f
.
Ta c
[1, ] [1, ] 1
1
( ) ( ) ( ) ( )
ln [ ln ] 1
1
e
e e
e
L fd L hd R h x dx
e
xdx x x x
= = =
= = =

Nhn xt: Thc ra hm s
( ) ( ) ( ) ln 0, [1, ]
x
k x g x h x e x x e = = >

nn ta c th chng minh hm s
f
cho v d 4 khng lin tc ti mi
im
[1, ]. x e
Khi tp hp cc im gin on ca
f
chnh l
[1, ] e
c o bng
1 0. e >

V d 5. Tnh
[0,1]
lim
n
n
f d
+

,
trong
{ }
,
n
f n


, l dy hm s xc nh bi
sin 1
, (0,1]
( )
1, 0
n
n
x
khi x
f x
x n
khi x

+

=

Gii.

- Ta c
n
f
b chn trn
[0,1]
v
1
( ) 1 , , [0,1]
n
n
f x e n x
n


+

-
([0,1]) 1 = < +

- Ta chng minh dy hm cho hi t hu khp ni trn
[0,1]
.
Tht vy, vi
(0,1] x
, t
sin x
t
x
=
th
(0,1) t
. Suy ra
1
1 1
lim ( ) lim lim 1
1
lim 1 0. 0, (0,1]
n n
n
n
n n n
tn
t
n
t
n
f x t t
n tn
t e x
tn
+ + +
+


= + = + =





= + = =






M
{ } ( )
0 0 =
nn
. . 0
n
f h k n
uuuuur trn
[0,1]
.
Theo h qu 1 ca nh l Lebesgue v s hi t b chn, ta c
[0,1] [0,1] [0,1]
lim lim 0 0
n n
n n
f d f d d
+ +
= = =