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LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 1 -



LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 2 -





























LI NI U
Cc dng hi t ca dy hm o c l mt phn
nh trong lnh vc o v tch phn Lebesgue. y l
mt trong cc mng gii tch c ng dng nhiu trong
thc t, v c bit l nn tng cho gii tch hin i. Do
, vic nghin cu v n l rt cn thit.
V thi gian hon thnh lun vn ny tng i
ngn nn khng th nghin cu su hn, v chc cn
nhiu sai st. Rt mong nhn c s gp ca qu thy
c v qu bn c.
Em xin chn thnh cm n B mn Ton to
iu kin cho em nghin cu. Xin cm n c Trn Th
Thanh Thy nhit tnh hng dn v gip em sa cha
kp thi cc sai st trong lun vn ny.

Sinh vin thc hin
Hunh Vit Khnh
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 3 -
NHN XT CA GIO VIN HNG DN
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Cn Th, ngy thngnm 2008


Trn Th Thanh Thy

LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 4 -
NHN XT CA GIO VIN PHN BIN
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Cn Th, ngy.. thng.. nm 2008



LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 5 -
MC LC
M U................................................................................................................. 7
1. L do chn ti.............................................................................................. 7
2. Gii hn ca ti............................................................................................ 7
3. Mc tiu ti.................................................................................................. 7
NI DUNG............................................................................................................. 9
Chng 1: KIN THC CHUN B........................................................................ 9
1.1 O.......................................................................................................... 9
1.1.1 i s tp hp.......................................................................................... 9
1.1.2. - i s................................................................................................. 9
1.1.3. - i s Borel...................................................................................... 10
1.1.4. o trn mt i s tp hp ............................................................... 11
1.1.5 M rng o ....................................................................................... 13
1.1.6 o trn r ......................................................................................... 15
1.2- HM S O C.................................................................................. 17
1.2.1 nh ngha ............................................................................................. 17
1.2.2 Mt s tnh cht ca hm s o c ..................................................... 18
1.2.3 Cc php ton trn cc hm s o c.................................................. 20
1.3- TCH PHN LEBESGUE .......................................................................... 23
1.3.1. Tch phn ca hm n gin khng m................................................. 23
1.3.2 Tch phn ca hm o c khng m................................................... 24
1.3.3 Tch phn ca hm o c bt k......................................................... 26
1.3.4 Tnh cht................................................................................................ 26
1.3.5 Gii hn qua du tch phn..................................................................... 27
Chng 2: S HI T CA DY HM O C............................................. 30
2.1 CC DNG HI T CA DY HM O C.................................... 30
2.1.1 Hi t hu khp ni (converges almost everywhere) .............................. 30
2.1.2 Hi t u (converges uniformly)........................................................... 31
2.1.3 Hi t u hu khp ni (converges uniformly almost everywhere)........ 32
2.1.4 Hi t theo o (converges in measure) .............................................. 32
2.1.5 Hi t trung bnh (converges in the mean) ............................................. 34
2.1.6 Hi t hu nh u (converges almost uniformly) .................................. 35
2.2 CC DNG DY C BN........................................................................ 36
2.2.1 Dy c bn hu khp ni (Cauchy almost everywhere, hoc fundamental
almost everywhere)......................................................................................... 36
2.2.2 Dy c bn u ( uniformly Cauchy)..................................................... 37
2.2.3 Dy c bn hu nh u (almost uniformly Cauchy)............................. 37
2.2.4 Dy hm c bn trung bnh (Cauchy in the mean hoc mean fundamental)
....................................................................................................................... 37
2.2.5 Dy c bn trong o (Cauchy in measure, hoc fundamental in
measure). ........................................................................................................ 37
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 6 -
2.3 S LIN H GIA CC DNG HI T CA DY HM O C... 38
2.3.1 Lin h gia hi t trung bnh v hi t theo o................................ 38
2.3.2 Lin h gia hi t trung bnh v hi t hu khp ni ........................... 39
2.3.3 Lin h gia hi t theo o v hi t hu khp ni ............................ 40
2.3.4 Lin h gia hi t trung bnh v hi t u........................................... 43
2.3.5 Lin h gia hi t hu nh u v hi t hu khp ni ......................... 43
2.3.6 Lin h gia hi t theo o v hi t hu nh u............................. 45
2.3.8 Lin h gia hi t hu khp ni v hi t u....................................... 48
2.3.9 Lin h gia hi t trung bnh v c bn trung bnh............................... 49
2.3.10 Lin h gia c bn trung bnh v c bn theo o........................... 50
2.3.11 Lin h gia c bn trung bnh v hi t hu nh u.......................... 50
2.3.12 Lin h gia c bn hu nh u v hi t hu nh u....................... 50
2.3.13 Lin h gia c bn theo o v c bn hu nh u........................ 52
2.3.14 Lin h gia c bn theo o v hi t theo o ............................ 53
2.3.15 Lc th hin mi lin h gia cc dng hi t................................ 54
Chng 4: BI TP............................................................................................... 56
KT LUN........................................................................................................... 72
TI LIU THAM KHO........................................................................................ 73






LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 7 -
M U

1. L do chn ti
o v tch phn Lebesgue l nn tng ca gii tch hin i. Vic nghin
cu n l cn thit, gip cho em nm vng hn kin thc v phn ny. Ngoi ra, em
cn c iu kin nghin cu su hn cc mng gii tch c lin quan. y l l do
chnh em chn ti ny.
2. Gii hn ca ti
o v tch phn Lebesgue l mng gii tch hin i kh rng. Trong
khung kh mt lun vn tt nghip, ti khng th khai thc mi vn . Do vy,
lun vn tp trung khai thc v mt s dng hi t ca dy hm o c. Bn cnh
, cn xt v mi lin h gia cc dng hi t ny.
3. Mc tiu ti
Trong phm vi gii hn ca ti, mc tiu hng ti ca lun vn l nghin
cu mt s dng hi t ca dy hm o c. C th hn, bn cnh cc dng hi t
quen thuc nh hi t theo o, hi t hu khp ni, ti cn nghin cu mt s
dng hi t khc nh hi t hu nh u, hi t u hu khp ni, hi t trung
bnh,
Tuy nhin, hiu su hn v cc dng hi t, ti cn tp trung nghin
cu v mi lin h gia cc dng hi t ny. V d, nh ta bit, trong khng gian
o hu hn v o c xt l o th mi dy hm o c hi t hu
khp ni th hi t theo o. Vn t ra l i vi cc dng hi t khc th c
mi lin h vi nhau nh th no? V cc mi lin h ny c thay i hay khng khi
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 8 -
ta xt chng trong khng gian o hu hn? ti s tp trung lm r cc vn
ny.
thun tin trong qu trnh nghin cu, lun vn cn cp n mt s
khi nim mi nh dy c bn theo o, dy c bn trung bnh,V khng ngoi
l, lun vn cng cp n mi lin h gia cc khi nim ny.












LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 9 -
NI DUNG

Chng 1: KIN THC CHUN B.
1.1 O
1.1.1 i s tp hp
nh ngha
Mt i s (hay trng) l mt lp nhng tp cha X , v kn i vi mi
php ton hu hn v tp hp (php hp, php giao hu hn cc tp hp, php hiu
v hiu i xng hai tp hp).
nh l 1
Mt lp tp hp l mt i s khi v ch khi C tha mn cc iu kin sau:
a. C ;
b. A C
C
A C;
c. B A, C B A C.
1.1.2. - i s
nh ngha
Mt - i s (hay - trng) l mt lp tp hp cha , A v kn i vi mi
php ton m c hay hu hn v tp hp.
nh l 2
Mt lp tp hp F l mt -i s khi v ch khi F tha mn cc iu kin sau:
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 10 -
a. F

;
b. A F
C
A F ;
c.
n
A F
1
n
n
A


U
F .
Nhn xt
Mt - i s hin nhin l mt i s.
nh l 3
Cho M l mt h khng rng cc tp con ca X .
a. Lun tn ti duy nht mt i s ( ) C M bao hm M v cha trong tt c
cc i s khc bao hmM i s ( ) C M gi l i s sinh bi M .
b. Lun tn ti duy nht mt - i s ( ) F M bao hm M v cha trong tt
c cc - i s khc bao hm M - i s ( ) F M c gi l - i s
sinh bi M .
1.1.3. - i s Borel
nh ngha
Cho khng gian tp , ( X ) . - i s sinh bi h tt c cc tp m trong X
c gi l - i s borel.
K hiu: ( ) X B .
Nhn xt
Cc tp m, tp ng l cc tp Borel.
Nu , 1, 2,...
n
A n l cc tp Borel th
1
n
n
A

U
v
1
n
n
A

I
, theo th t l
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 11 -
cc tp kiu F , G

cng l nhng tp Borel.
- i s Borel trong mt khng gian tp X cng l - i s nh
nht bao hm lp cc tp ng.
1.1.4. o trn mt i s tp hp
nh ngha
Cho C l mt i s trn X .
Hm tp hp : C R l mt o trn C nu:
a. ( ) 0 A , A C.
b. ( ) 0;
c.

,
_

U
1 n
n
A ( )
1
n
n
A

, vi ( ), , .
n m n
A A m n A n C
o c gi l hu hn nu ( ) + < X .
o c gi l - hu hn nu tn ti { }
N i i
A

,
i
A C, tha:
U

1 i
i
A X , v
( ) + <
i
A , . i
iu kin ( ) 0 A C: ( ) + < A .
Cc v d
Cho X . Xt ( ) X C P Khi ,
( ) 0, A A C l o.
( ) 0 A nu A , v ( ) A + nu A l o.
Cc o ngy c gi l o tm thng.
Hm ( ) : X P R c xc nh bi:
( ) A n khi A c n phn t, v ( ) A + khi A c v hn phn
t l mt o v c gi l o m.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 12 -
Cc tnh cht ca o
nh l 4
Cho l o trn i s C.
a. B A, C, ( ) ( ) B A B A ;
b. B A, C, ( ) + < B A B , ( ) ( ) ( ) B A A B \ ;
c. { }
i
i N
A

C, AC, v
U

1 i
i
A A ( ) ( )

1 i
i
A A ;
c bit: { }
i
i N
A

C,
1
i
i
A

U
C ( )

,
_

1 1 i
i
i
i
A A
U
;
d. { }
i
i N
A

C, ( ) j i
j i
A A , AC, A A
i
i

U
1
th ( ) ( ).
1
A A
i
i


H qu
a. Nu o l hu hn th: A C, { }
i
i N
A

C:
1
i
i
A A

U
, v
fghfdhfdhf ( )
i
A < +.
b. Nu o l - hu hn, khi :
,
1
U

i
i
X X
i
X C, ( )
i j
X X i j , v ( ) + <
i
X .
Nu ACth ,
1
U

i
i
A A
i
A C, ( )
i j
A A i j , v ( ) + <
i
A .
Ch :
Tp con o c ca mt tp c o khng hin nhin l mt tp c o
khng. Tuy nhin, tp con ca mt tp c o khng cha hn l tp o c.
nh ngha
o c gi l o nu mi tp con ca mt tp c o khng u
l tp o c.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 13 -
nh l 5
Cho l o trn i s C.
a. Nu ( ) , 0
i
A
1
i
i
A

U
C th . 0
1

,
_

U
i
i
A
b. Nu AC, ( ) 0 B th ( ) ( ) ( ) \B A B A A .
nh l 6
Cho l o trn i s C.
a. Nu
n
A C ( ), n ....,
2 1
A A
1
n
n
A

U
C th ( )
1
lim .
n n
n
n
A A


,
U

b. Nu
n
A C ( ), n ....,
2 1
A A ( ) ,
1
+ < A
1
i
n
A

I
C th:
( )
1
lim .
i n
n
n
A A


,
I

nh l 7 (o ca nh l 6)
Cho l hm tp hp khng m, cng tnh trn mt i s C sao cho
( ) 0 . Khi , s l o nu tha mn mt trong hai iu kin sau:
a. Nu
n
A C ( ), n
1 2
...., A A
1
n
n
A

U
C th ( )
1
lim .
i n
n
n
A A


,
U

b. Nu
n
A C ( ), n
1 2
...., A A
1
n
n
A


I
th ( ) lim 0.
n
n
A


1.1.5 M rng o
o ngoi
Hm tp hp
*
: ( ) X P c gi l mt o ngoi nu:
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 14 -
a. ( )
*
0, ; A A X
b. ( )
*
0;
c.
1
n
n
A A

U
( ) ( )
* *
1
n
n
A A

(tnh cht - bn cng tnh).


nh l 8 (nh l Carathodory)
Cho
*
l mt o ngoi trn , X L l lp cc tp con A ca X sao cho:
( ) ( ) ( )
* *
* \ , E E A E A E X + ( ) 1
Khi :
a. L l mt - i s.
b.
*
| L l mt o trn L .
o ny c gi l o cm sinh bi o ngoi
*
.
Tp A tha ( ) 1 c gi l
*
-o c.
nh l 9
Cho m l mt o trn mt i s C nhng tp con ca X .
Nu vi mi A X t:
( )
*
inf A ( )
1 1
, ,
i i i
i i
m P P A P




' ;

U
C ( ) 2
Khi :
a.
*
l o ngoi;
b.
*
| L m ;
c. C

( ) F C

. L
nh l 10
Nu l cm sinh bi o ngoi
*
th:
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 15 -
a. H cc tp c o bng 0 trng vi h tp c o ngoi
*

bng 0.
b. l o .
nh l 11 (m rng o)
Cho m l o trn mt i s L Khi , tn ti mt o trn - i s
L ( ) F C C, sao cho:
a. ( ) ( ); A m A
b. l hu hn (- hu hn) nu ml hu hn (- hu hn);
c. l o ;
d. A L khi v ch khi A biu din c di dng:
\ A B N hoc A B N
Trong B ( ) F C , N E ( ) F C , ( ) ( ) * 0 E E v
*
l o ngoi xc
nh t m bi cng thc ( ) 2 .
Nhn xt
L sai khc ( ) F C mt b phn cc tp c o khng, tc l - i s L cc tp
o c c th thu c t ( ) F C bng cch thm hay bt mt b phn ca mt tp
c o khng.
1.1.6 o trn r
Ta gi gian trn ng thng l mt tp hp c mt trong cc dng
sau:[ ] ( )( ] [ ) ( ) ( ) ( ) ( ] [ ) , , , , , , , , , , , , , , , , a b a b a b a b a a a a + + + .
Xy dng i s
Gi C l lp tt c cc tp con ca c th biu din thnh hp ca mt s hu
hn cc gian i mt ri nhau, tc l:
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 16 -
( )
1
: , ,
n
i i i
i
P P i j n



' ;

U
C r = r r r .
Khi , C l mt i s.
Nu PCv ( )
1
, ,
n
i i j
i
P i j


U
r r r t ( )
1
n
i
i
m P

r .
Khi , m l o trn C v ml o - hu hn.
M rng o
Vi , A R o ngoi c xc nh bi:
( ) ( )
*
1 1
inf , ,
i i i
i i
A m P P A P




' ;

U
C
iu ny c th thay bng:
( )
*
1 1
inf , ,
k k k
k i
A A




' ;

U
r r r
Gi L l tp tt c cc tp con A ca sao cho:
( ) ( ) ( )
* * *
, E E A E A E + \ .
o m rng trn - i s L c gi l o Lebesgue.
Cc tp AL c gi l nhng tp o c theo ngha Lebesgue (hay A o
c( ) L .
Nhn xt
o Lebesgue trn l - hu hn v [ ]
1
,
n
n n


U
= v hin nhin
. l o .
Mi tp Borel trn u o c Lebesgue.
Tp o c Lebesgue chnh l tp Borel thm hay bt mt tp c .
. o khng.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 17 -
1.2- HM S O C
1.2.1 nh ngha
Cho tp , X F l mt i s nhng tp con ca X , v AF .
Khng gian ( ) , X F dc gi l khng gian o c.
Mt hm s : f A c gi l o c trn tp A i vi i s F nu:
( ) { }
, : . a x A f x a < F
Hay vit gn l:
{ } ,
A
a f a < F R .
Nu trn F c o th f c gi l o c i vi o hay o
c.
Nu ,
k
F L v
k
X th ta ni f o c theo ngha Lebesgue hay ( ) L - o
c.
Nu
k
F B , v
k
X th ta ni f o c theo ngha Borel hay f l hm s
Borel.
Nhn xt.
Hm s f o c trn A ( ) +

,
1
a f F , a .
nh l 1
Cho ( ) , X F l khng gian o c v hm : f X . Khi , cc iu kin sau
l tng ng.
( ) i Hm f o c trn A
( ) ii { } ,
A
a f a < F
( ) iii { } ,
A
a f a F
( ) iv { } ,
A
a f a > F
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 18 -
( ) v { } ,
A
a f a F
Chng minh
( ) ( ) i ii : Do nh ngha.
( ) ( ) ii iii : ( ) ( )
1
, , a f x a f x a n
n
< +
{ }
1
1
.
A
n A
f a f a
n


< +
' ;

I
F
( ) ( ) iii iv : , a t:
{ }
A
M f a
{ }
A
N f a <
Ta c:
M N A , v M N
N A M \
N F .
( ) ( ) iv v : Ta c:
, a ( ) ( )
1
: f x a n f x a
n
>
{ }
1
1
.
A
n A
f a f a
n



' ;

I
F
( ) ( ) v i : , a t:
{ }
A
D f a
{ }
A
E f a <
E A D \ A D F
Vy f o c.

1.2.2 Mt s tnh cht ca hm s o c
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 19 -
( ) i Gi s f o c trn A. Nu B A , BF th f cng o c trn B .
Tht vy, v B A , v BF nn: , a
{ } { } .
B A
f a B f a < < F
Vy, f o c trn . B
( ) ii Nu f o c trn A th { } , .
A
a f a F
Tht vy,
, a R { } { } { }
A A A
f a f a f a
Do : { }
A
f a F .
( ) iii Nu ( ) , f x c x A th f o c trn . A
Tht vy, , a ta thy:
{ }
, ;
, .
A
c a
f a
A c a

<
'
<


{ } .
A
f a < F
Vy, f o c trn A.
( ) iv Nu hm f o c trn A th vi , k hm kf cng o c trn A.
Tht vy, , a ta c:
Nu 0 k < th { } .
A
a
kf a f
k

< >
' ;

F
Nu 0 k > th { } .
A
a
kf a f
k

< <
' ;

F
Do , vi 0 k ta c kf o c trn A.
Nu 0 k th ( )( ) 0, . kf x x A
Do , theo ( ) iii , ta c kf o c trn A.
Nh vy, hm kf o c trn A.
( ) v Nu f o c trn { }
n
n
A (hu hn hoc m c) th f o c trn
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 20 -
j
n
n
A
U
.
Tht vy, , a ta c:
{ } { }
n n
n
A A
n
f a f a < <
U
U
F
Vy, f o c trn .
n
n
A
U

( ) vi Nu f xc nh trn A, ( ) 0 A v th f o c trn A.
Tht vy, , a ta c:
{ }
A
f a A <
Do ( ) 0, A v nn { }
A
f a < F
Vy, f o c trn A.
1.2.3 Cc php ton trn cc hm s o c
Cho ( ) , X F l khng gian o c, AF .
( ) i Nu f o c trn A th vi 0 > , hm f

o c trn A.
Tht vy, vi 0 > , ta c:

{ }
{ } { }
, a 0;
, 0. A
A A
f a
f a f a a

<
'
> < >



{ }
A
f a

< F
Vy,

f o c trn . A
Tuy nhin, mnh o ca mnh trn ni chung khng ng. Ngha .
l, c th xy ra trng hp f

nhng f khng o c.
V d: Xt hm s:
( )
1, ;
1, .
x A
f x
x A

'


LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 21 -
Trong , A , A l mt tp khng o c Lebesgue.
Ta c
1
1
, .
2
f A

_
+

,

Do , f khng o c trn .
Nhng, ( ) 1, f x x R nn f o c trn .
( ) ii Nu f v g o c, hu hn trn A th f g + o c trn A.
Gi { }
n
n
r l dy cc s hu t.
, a f g a + < f a g <
: .
n
n f r a g < <
{ } { } { } ( )
1
.
n n
A A A
n
f g a f r g a r

+ < < <


U
F
f g + o c trn . A
Tuy nhin, mnh o ca mnh trn ni chung khng ng. Ngha
l, nu ta c f g + o c th cha suy ra c f v g o c.
V d: Xt cc hm s
( )

'

A x
A x
x f
, 0
, 1
v ( )
1, ;
0, .
x A
g x
x A

'


Vi , A A l tp khng o c Lebesgue.
Ta c:
( )
1
, 0 f A


v ( ) A g +

, 0
1
.
nn g f , l nhng hm s khng o c trn .
Nhng, ( )( ) 0, f g x x + R nn g f + o c trn .
( ) iii Nu f v g o c v hu hn trn A th f g cng o c trn A.
Tht vy, v g o c nn g o c. Do , ( ) f g f g + o
c trn A.
( ) iv Nu f v g o c, hu hn trn A th . f g o c trn A.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 22 -
Tht vy, ( ) ( )
2 2 1
.
4
f g f g f g
1
+
]
nn . f g o c trn . A
Tuy nhin, mnh o ca mnh ( ) iv khng ng.
V d: Xt cc hm s
( )
1, ;
0, .
x A
f x
x A

'

v ( )
0, ;
1, .
x A
g x
x A

'


Vi , A A l tp khng o c Lebesgue.
R rng, , f g khng o c trn .
Nhng, ( )( ) . 0, f g x x nn g f . l hm o c trn .
Nhn xt:
Hm f o c A hm f
+
v f

o c trn . A
Trong :
{ } max , 0 ; f f
+
{ } max , 0 f f


( ) v Nu f v g o c, hu hn trn A th { } { } max , , min , f g f g o c
trn . A
Tht vy, ta c:
{ } ( )
1
max ,
2
f g f g f g 1 + +
]
;
{ } ( )
1
min ,
2
f g f g f g 1 +
]
l nhng hm o c trn . A
Do { } min , f g , { } max , f g o c trn A.
( ) vi Nu f v g o c v hu hn trn A, ( ) 0, , g x x A th
f
g
o
. c trn . A
Tht vy, do ( ) 0, g x x A nn:
, a
2 2
, 0;
1
1
, 0
A
A
a
a
g a g
a


<
' ; '
> >
' ;



LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 23 -

2
1
.
A
a
g

<
' ;

F
Nh vy,
2
1
g
o c trn . A
Do
2
1
.
f
f g
g g
nn suy ra
g
f
o c trn . A
( ) vii Nu dy ( ) { }
n
n
f x
N
l mt dy nhng hm s o c v hu hn trn
A th cc hm s ( ) { }
sup
n
n
n
f x
N
, ( ) { }
inf
n
n
n
f x
N
, ( ) { }
lim
n
n
f x
N
,
( ) { }
lim
n
n
f x
N
l nhng hm o c, v nu tn ti lim
n
x
f f

, th f
cng o c trn A.
Tht vy,
, a R ( ) { }
{ }
{ }
1
sup
n n
A
n
A n
f x a f a


I
F
, a R ( ) { }
{ }
{ }
1
inf
n n
A
n
A
n
f x a f a

< <
U
F
Do , ( ) { }
sup
n
n
n
f x
N
, ( ) { }
inf
n
n
n
f x
N
l nhng hm o c trn . A
V
1
lim inf sup ;
n m
n
m n
f f


1
lim supinf
n m
m n
n
f f


Nn suy ra
n n
f f lim , lim cng l nhng hm o c trn . A
Do , nu f f
n
n


lim th lim
n
f f
Vy, f o c trn A.
1.3- TCH PHN LEBESGUE
1.3.1. Tch phn ca hm n gin khng m
nh ngha
Xt mt khng gian c o ( ) , , X F , AF .
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 24 -
Hm s f xc nh trn A c gi l hm n gin nu f o c v nhn
mt s hu hn nhng gi tr hu hn.
Nh vy, nu f l hm n gin khng m xc nh trn tp . AF Khi , f
c dng:
( )

n
i
A
x a f
i
1
( ) *
Trong ,
i
A o c, ri nhau v
U
n
i
i
A A
1
.
Ngi ta gi ( )

n
i
i i
A a
1
l tch phn ca hm n gin f i vi o trn . A
K hiu:
A
fd

.
Tch phn ca hm n gin khng m f c xc nh bi ( ) * l duy nht vi
mi cch biu din ca hm f .
1.3.2 Tch phn ca hm o c khng m
Trc khi trnh by nh ngha tch phn hm o c khng m, lun vn
cp li nh l v cu trc ca hm o c:
nh l
Mi mt hm s o c trn A u l gii hn ca mt dy { }
n
n
f nhng hm
n gin trn A: lim , .
n
n
f f x A


Hn na, nu 0, f th tn ti { }
n
n
f sao cho:

n
f n gin, 0
n
f ,
1 n n
f f
+
, v lim , .
n
n
f f a


Chng minh
Ta chng minh cho trng hp 0 f trn . A
Vi mi s t nhin n , ta t:
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 25 -
( ) { } n x f A x C
n
:
0

( ) ( )
1
: , 1, 2,..., 2
2 2
i n
n n n
i i
C x A f x i

<
' ;


t:
( )
0
,
1
,
2
n
n
i
n n
n x C
f x
i
x C

'


Khi ,
n
f l hm n gin trn A, 0
n
f , v
1 n n
f f
+

Ta chng minh lim
n
n
f f


+ Nu ( ) < x f th n ln: n f
n
<
Do , : i ( )
n n
i
x f
i
2 2
1
<


( )
n n
i
x f
2
1

( ) ( ) 0
2
1
<
n n
x f x f khi n
Nh vy, . lim
n
n
f f


+ Nu ( ) + x f th ( ) , f x n n >
Do ( ) n x f
n
v ( ) ( ). lim x f x f
n
n
+


Xt trng hp f l hm o c bt k trn A.
Khi , f f f
+

V
+
f f , l cc hm khng m nn theo chng minh trn tn ti hai dy
hm n gin { } { }
+
n n
f f , :
lim
n
n
f f
+ +

; lim
n
n
f f


t:
n n n
f f f
+

Ta c { }
n n
f l dy hm n gin v . lim f f f f
n
n

+


nh ngha
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 26 -
Gi s f l o c khng m, xc nh trn tp A. Khi , tn ti
n
f
dy hm n gin, khng m, n iu tng, v lim .
n
x
f f


Tch phn ca hm f trn A i vi o c nh ngha l:
fd

=lim
n
n
A
f d

.
1.3.3 Tch phn ca hm o c bt k
Nu f l hm o c bt k, ta phn tch:
+
f f f .
Nu
A
f d
+

hoc
A
f d

hu hn th hiu s
A
f d
+


A
f d

c ngha v n
c gi l tch phn ca hm f trn A i vi o .
Hm f c gi l kh tch trn A nu

A
fd hu hn.
1.3.4 Tnh cht
( ) i Cc tnh cht n gin:
( ).
A
cd c A


( ) ( ).
B
A
x d A B


( ) ( )
1 1
.
i
n n
i B i i
i i
A
x d A B



( ) ii Nu f o c trn A v ( ) 0 A th 0.
A
fd


( ) iii Nu f o c, gii ni trn A v ( ) A < th f kh tch trn A.
( ) iv Tnh cht cng tnh:
Nu A B th
A B A B
fd fd fd

+

, nu mt trong hai v ca
ng thc c ngha.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 27 -
( ) v Tnh bo ton th t:
Nu g f h.k.n trn A th .
A A
fd gd


( g f h.k.n trn A nu ( ) 0 : B A B v ( ) ( ) B \ , A x x g x f ).
Nu f g trn A th
A A
fd gd


( ) vi Tnh cht tuyn tnh:
,
A A
cfd c gd c

.
( ) .
A A A
f g d fd gd + +

(nu v phi c ngha).
1.3.5 Gii hn qua du tch phn
nh l hi t n iu
Cho dy hm o c { }
n
f .
Nu 0
n
f f trn A th lim
n
n
A A
f d fd


.
Chng minh
Nu { }
n
f l dy cc hm n gin th hin nhin theo nh ngha tch phn ta
c lim .
n
n
A A
f d fd



Xt trng hp { }
n
f bt k.
Gi
ij
h l cc hm n gin khng m sao cho :
1 1 13 12 11
... f h h h h
n

2 2 23 22 21
... f h h h h
n

.
t { }
1 2
max , ,...,
n n n nn
h h h h
Ta c:
n
h l dy hm n gin, khng m, n iu tng v
n n
f h
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 28 -
Do , ( ) *
n n
A A A
h f f


Mc khc, n k th
n n kn
f h h
Cho n ta c : f h f
n
n
k


lim
Cho k , ta c f h
n
n


lim
Kt hp vi (*), v cho n ta suy ra : lim
n
n
A A
f d fd


.
B Fatou
Nu 0
n
f trn A th lim lim .
n n
A
f d f d


Chng minh
t { } ,... , inf
1 +

n n n
f f g
Ta c
n n
f g lim 0
Do ,



A
n
A
n
n
f g lim lim
Nhng v
n n
f g , n nn


A
n
A
n
f g
Do :



A
n
A
n
n
A
n
f g g lim lim lim
Vy, lim lim .
n n
A
f d f d


Ch :
( ) i Nu g g f
n
, kh tch trn A th b Fatou vn cn ng.
Tht vy, do g f
n
nn 0 g f
n
trn A.
T kt qu trn ta c:
( ) ( )


A
n
A
n
g f g f lim lim
V

A
g hu hn nn :
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 29 -
( ) ( )

+ +
A A
n
A A
n
g g f g g f lim lim
hay,


A
n
A
n
f f lim lim .
( ) ii Nu g g f
n
, kh tch trn A th:



A
n
A
n
f f lim lim .
Tht vy,
Do g f
n
nn g f
n
v do hm g kh tch nn tho cu a. ta c:
( ) ( )


A
n
A
n
f f lim lim
( )


A
n
A
n
f f lim lim
Vy,


A
n
A
n
f f lim lim














LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 30 -
Chng 2: S HI T CA DY HM O
C
2.1 CC DNG HI T CA DY HM O C
2.1.1 Hi t hu khp ni (converges almost everywhere)
nh ngha
Cho dy { }
n
n
f v hm f o c trn A.
Dy { }
n
n
f c gi l hi t hu khp ni v hm f trn A nu:
: B A ( ) 0 B v ( ) ( ) lim
n
n
f x f x

, \B x A
K hiu:
. a e
n
f f hay
. .
.
h k n
n
f f
V d: Xt cc hm s:

1 2
,
, 3
n
n n
f n
1
1
]
v 0 f trn [ ] 0,1
Khi
. a e
n
f f trn [ ] 0,1 .
Tnh cht
Cho { } g f f
n n
, , l nhng hm o c trn A. Khi , nu f f
e a
n

.
trn
A v
. a e
n
f g trn A th g f h.k.n trn . A
Chng minh
V f f
e a
n

.
trn A nn ( ) ( ) ( ) : 0, lim , \B
n
n
B A B f x f x x A


V
. a e
n
f g trn A nn ( ) ( ) ( ) : 0, lim , \C
n
n
C A C f x g x x A


Gi C B D
Ta c: ( ) 0 D , v D \ A x th ( ) ( ) x g x f
Vy, g f h.k.n trn . A
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 31 -
Nh vy, nu ng nht cc hm s tng ng th gii hn h.k.n ca mt
dy nhng hm s o c l duy nht.
nh l hi t b chn ca Lebesgue
Nu , ,
n
f g n hm g kh tch, v
. a e
n
f f (hoc trong o) trn A th:
lim .
n
n
A A
f f



2.1.2 Hi t u (converges uniformly)
nh ngha
Cho dy { }
n
n
f v hm f o c trn A.
Dy { }
n
n
f c gi l hi t u v hm f trn A nu:
( ) ( ) ( )
0 0 0
0, : ,
n
n n n n x A f x f x > <
K hiu:
n
f f I .
V d
Trn ( ) ( )
, , P vi l o m.
Xt dy hm ( )
1
, 1
0 ,
n
x n
f x x
x n

'

>


Ta c ( )
n
f x I
1
x
trn .
Tht vy,
0 0
1
0, , , n n n x

> > > ta lun c:


( )
0
1 1
n
f x
x n
< .
Vi { } ,
n
n
f f l nhng hm o c trn A.
t ( ) { }
n k
k n
T r f f r

>
U

Khi ( )
n
T r l tp o c.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 32 -
Sau y l iu kin cn v mt dy hm o c hi t u.
nh l
Cho { } ,
n
n
f f l nhng hm o c trn tp . A
Khi
n
f f I ( )
( )
( ) 0, :
n r
r n r T r > .
Chng minh
( ) Gi s
n
f f I trn A
Khi :
( ) ( ) 0, : , r n r k n r x A > th ( ) ( )
k
f x f x r

( )
( )
n r
T r .
( ) Gi s ta c ( ) 0, : r n r >
( )
( )
n r
T r
( ), k n r x A th ( ) ( )
k
f x f x r
Vy
n
f f I trn A.
2.1.3 Hi t u hu khp ni (converges uniformly almost
gfhfdheverywhere)
Cho dy { }
n
n
f v hm f o c trn A.
Dy { }
n
n
f c gi l hi t u hu khp ni v hm f trn A nu:
( ) : 0 B A B v
n
f f I trn \B. A
K hiu:
n
f f I hu khp ni (hoc
n
f f I a.e).
2.1.4 Hi t theo o (converges in measure)
nh ngha
Cho dy { }
n
n
f v hm f o c trn A.
Dy { }
n
n
f c gi l hi t theo o v hm f trn A nu:
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 33 -
( ) ( ) { }
0, lim : 0
n
n
x A f x f x

>
K hiu:
n
f f

trn A.
Nh vy,

n
f f

( ) ( ) { }
0 0
0, 0, 0 : , :
n
n n n x A f x f x > > > < .
V d: Xt cc hm s:

1 2
,
n
n n
f
1
1
]
, vi 2 n v 0 f trn [ ] 0,1
Khi
n
f f

trm [ ] 0.1 , vi l o Lebesgue trn .


Tnh cht ca dy hm hi t theo o
Cho l o.
( ) i Nu
n
f f

trn A, l o , v f g h.k.n th .
n
f g


( ) ii Nu
n
f f

v
n
f g

th f g h.k.n.
Chng minh
( ) i Ta c:
n n
f g f f f g +

{ } { } { }
0, 0
n n
f g f f f g > >

{ } { } { }
0 0
n n
f g f f f g + >
V f g h.k.n nn:
{ }
0 0 f g >
Do ,
{ } { }
0 0
n n
f g f f khi n
Vy, .
n
f g


( ) ii Ta c:
n n
f g f f f g +
Do vy, vi 0, >

2
2
n
n
f f
f g
f g


Do ,
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 34 -

{ }
2 2
n n
f g f f f g



' ; ' ;


Suy ra,

{ }
2 2
n n
f g f f f g



+
' ; ' ;


Khi n th:

2
n
f f



' ;

0

2
n
f g



' ;

0
Suy ra
{ }
0 f g khi n
c bit,
1
, 0 n f g
n



' ;


Mt khc,
{ } { }
1
1
0
n
f g f g f g
n


>
' ;

U

Suy ra { }
1
1
0
n
f g f g
n



' ;


Vy, f g h.k.n.
2.1.5 Hi t trung bnh (converges in the mean)
nh ngha
Dy { }
n
n
f cc hm kh tch c gi l hi t trung bnh v hm kh tch f
trn A nu:
( ) , 0
n n
A
f f f f d

khi n .



LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 35 -
nh l hi t trung bnh (Mean convergence theorem)
Gi s { }
n
n
f , f l nhng hm o c trn A tha mn:
( ) ( ) lim ,
n
n
f x f x x A

, v tn ti nhng hm kh tch , h g tha mn:




( ) ( ) ( ) n A x x h x f x g
n
, ,

( ) 1

Khi ,
n
f f kh tch v
n
f hi t trung bnh v f .
Chng minh
Do { }
n
n
f , f l nhng hm o c nn
n
f f cng o c.
T ( ) 1 cho n ta c: ( ) ( ) ( ), g x f x h x x A
( )
n
h g f f h g
0
n
f f h g , vi h g l hm kh tch.
Kt hp vi iu kin ( ) ( ) lim ,
n
n
f x f x x A

, p dng nh l hi t b chn
ca Lebesgue, ta suy ra:
lim 0
n
n
A
f f


Vy,
n
f hi t trung bnh v f .
2.1.6 Hi t hu nh u (converges almost uniformly)
nh ngha
Dy hm o c { }
n
n
f c gi l hi t hu nh u v hm o c f
trn A nu:
0, > ( ) : B A B < v
n
f f I trn \B A
K hiu:
. a u
n
f f .



LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 36 -
nh l
Cho dy { }
n
n
f v hm f o c trn A. Khi :
( ) ( ) 0
.
r T f f
n
u a
n
khi n .
Chng minh
( ) 0 > cho trc, B

o c: ( ) B

< , v
n
f f I trn \ A E


Do , vi 0 r > , ta c:
( )
( )
( )
( )
( )
( )
:
n r n r
n r T r B T r

<
Do 0 > l ty nn
( )
( )
( )
0
n r
T r khi n .
( ) Do ( ) ( )
0
n
T r khi n nn:
0 > cho trc, v vi mi s t nhin p sao cho:

1
:
2
p
p n p
n T
p

_ _
<

, ,

t
1
1
n
p
p
B T
p


,
U
th B

o c v ( )
1
2
p
p
B


Do
1
p
n
T B
p

_


,
nn , \
p
k n x A B

th ( ) ( )
1
,
k
f x f x p
p
<
Nh vy,
. a u
n
f f trn . A
2.2 CC DNG DY C BN
2.2.1 Dy c bn hu khp ni (Cauchy almost everywhere, hoc
fundamental almost everywhere)
Dy { }
n
n
f c gi l c bn hu khp ni trn A nu:
( ) : 0 B A B , ( )
0 0
\ , 0, , : x A B n n x > ( ) ( )
0
, ,
n m
f x f x n m n < .

LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 37 -
2.2.2 Dy c bn u ( uniformly Cauchy)
Dy hm o c { }
n
n
f trn A c gi l c bn u trn A nu:
( ) ( )
0 0
0, : , , .
m n
n m n n x A f x f x > <
2.2.3 Dy c bn hu nh u (almost uniformly Cauchy)
Dy hm o c { }
n
n
f trn A c gi l c bn hu nh u trn A nu:
( ) 0, : E E

> < v { }
n
n
f c bn u trn \E . A


2.2.4 Dy hm c bn trung bnh (Cauchy in the mean hoc mean
fundamental)
Dy { }
n
n
f cc hm kh tch c gi l c bn trung bnh nu:
( ) , 0
n m n m
A
f f f f d

khi , m n .
2.2.5 Dy c bn trong o (Cauchy in measure, hoc fundamental
in measure).
Cho khng gian o ( ) , , , X A F F .
Cho dy { }
n
n
f o c trn A vi l o.
Dy { }
n
n
f c gi l c bn theo o trn A nu:

{ }
0, 0
n m
f f > khi , . m n



LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 38 -
2.3 S LIN H GIA CC DNG HI T CA DY HM
O C
2.3.1 Lin h gia hi t trung bnh v hi t theo o
nh l
Cho dy hm { }
n
n
f , v hm f kh tch trn A. Khi nu
n
f hi t trung
bnh v f th f f
n

.
Chng minh
Vi s dng ty 0 > cho trc, t:

{ }
n
A
B f f
Ta lun c: ( )
n n
A B
f f d f f d B


T gi thit
n
f ht t trung bnh v hm f , ta c: 0
n
A
f f d

khi n
Do , ( ) 0 B khi n
Nh vy,
n
f f

.
Chiu ngc li ca nh l ni chung khng ng, tc l, nu dy hm
n
f f

, th ta cha th suy ra c
n
f ht t trung bnh v hm f . Sau y l
mt v d minh ha.
V d:
Xt dy hm
n
f trn [ ] 1 , 0 c xc nh nh sau:
( )
1
, 0,
1
0, ,1
n
n x
n
f x
x
n
1

1
]

'
1

]

v hm 0 f .
Ta c: [ ] { } ( )
1 1
0,1 : 0; 0
n
x f f
n n

1

1
]
khi . n
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 39 -
Do , .
n
f f


Tuy nhin, [ ]
1
1
0 0
1, 0,1
n
n
f f d nd x


nn
n
f khng hi t trung bnh v hm f .
2.3.2 Lin h gia hi t trung bnh v hi t hu khp ni
nh l
Cho dy hm { }
n
n
f kh tch trn A. Ngoi ra,
. a e
n
f f . Khi nu tn ti
hm kh tch khng m g sao cho
n
f g th
n
f hi t trung bnh v hm f .
Chng minh
Do
. a e
n
f f nn
.
0
a e
n
f f
Ta cn c:
n n
f f f f + 2g
p dng nh l hi t b chn ta c:
0
n
A
f f

khi n
Vy,
n
f hi t trung bnh v hm f .
V d sau cho thy { }
n
n
f hi t hu khp ni v hm f , nhng { }
n
n
f
dfghdfkhng hift trung bnh v hm f .
Xt ( )
2 2
1
n
n
f x
n x

+
.
Ta c: [ ] 1 , 0 x ,

( )
2 2
2
1
lim lim lim 0
1
1
n
n n n
n
f x
n x
nx
n


+
+

Do ,
.
0
a e
n
f trn on [ ] 1 , 0 .

LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 40 -
Tuy nhin,
( )
1 1
2 2
0 0
lim lim
1
n
n n
n
f x dx dx
n x

+



[ ] ( )
0 2
0
1
lim lim lim
1 2
n
u nx
n
n
n n
du arctgu arctgn
u


Nh vy,
n
f khng hi t trung bnh v 0.
nh l
Cho dy hm { }
n
n
f , v f kh tch.
Nu
n
f hi t trung bnh v hm f th tn ti dy con
{ } { }
k
n n
f f sao cho
.
.
k
a e
n
f f
Chng minh:
Do
n
f hi t trung bnh v hm f nn
n
f f


Suy ra tn ti dy con
{ } { }
k
n n
f f sao cho
.
.
k
a e
n
f f
2.3.3 Lin h gia hi t theo o v hi t hu khp ni
nh l
Cho dy hm { }
n
n
f o c trn A, hi t hu khp ni v f trn A v
l o th f o c trn A.
Nu ( ) A < th .
n
f f


Chng minh
Ta chng minh f o c trn A.
t { } :
n
B x A f f
/
, khi ( ) 0 B
Do nn f o c trn B .
Mt khc, trn \B, A
n
f f
f o c trn \B. A
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 41 -
Nh vy, f o c trn ( ) \B A B A .
Gi s ta c ( ) A < , ta cn chng minh
n
f f

trn . A
Vi 0 > cho trc, ta c:
Nu , :
n i
n i f f
+
th x B
{ }
1 1
n i
n i
f f B
+


I U

Do nn
{ }
1 1
0
n i
n i
f f
+

_


,
I U

t
{ }
1
n n i
i
E f f
+


U

Nh vy, ta c:
1
0
n
n
E


,
I

Khi n tng, s hng
n i
f
+
gim. Do , s phn t ca A trong
n
E b t i. V
th, ta c
1 2 3
... ...
n
E E E E
Mt khc, ( ) ( )
1
E A < . Do ta c ( ) lim 0
n
n
E


( )
1
lim 0
n
n
E


Ta c:

{ } { } { }
1 1 1
1 2
n n i n n i
i i
E f f f f f f
+ +

_


,
U U

Ta c:
{ } ( ) ( )
1
0
n n
f f E


{ } ( )
lim 0
n
n
f f


Vy, .
n
f f


C nhng dy hm hi t hu khp ni nhng khng hi t hu theo
o.
V d
Xt tp hp s thc vi o Lebesgue.
Chn
[ ] , 1 n n n
f
+
.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 42 -
Ta c 0
n
f khi n
Tuy nhin,
n
f khng hi t hu theo o v 0 v vi
1
2
th:
( ) [ ]
1
0 , 1 1 0
2
x f x n n

+
' ;

.
nh l
Cho dy hm { }
n
n
f , v hm f o c trn A. Khi , nu
n
f f

trn
A th tn ti dy con
{ }
.
: .
k k
a e
n n
n
f f f


Chng minh
Chn dy s dng { } : 0,
k k
k
v dy { }
1
: 0, .
k k k
k
k

> <


Do
n
f f

nn ( ) ( ) { }
, : ,
k n k k
n k n n k f f
t ( ) ( ) { }
1 2 1
1 , max 1, 2 ,... n n n n n +

1 2
... n n < < v
{ } ( )
,
k
n k k
k f f
t
{ }
,
k
i n k
k i
Q f f


U
v
1
i
i
B Q

I

( ) ( )
{ } ( )
0
k
i n k k
k i k i
B Q f f





( ) 0 B
Mt khc, \B x A :
i
i x Q
, 0
k
n k
k i f f khi k
Vy
.
.
k
a e
n
f f



LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 43 -
2.3.4 Lin h gia hi t trung bnh v hi t u
nh l
Nu { }
n
n
f l dy hm kh tch hi t u v hm f trn A, v ( ) A < +,
th
n
f hi t trung bnh v hm f .
Chng minh
Do
n
f f I nn: ( ) ( )
0 0
0, : , ,
n
n f x f x n n x A > <
Ta c
n n
f f f f +
nn
n n
A A A
f f f f +


( ) . A +
n
A
f

< +
Vy, f kh tch trn A.
Mt khc,
0
, n n ta c:
( ) , 0
n
A
f f A >


0, .
n
A
f f n


Vy,
n
f hi t trung bnh v hm f .
2.3.5 Lin h gia hi t hu nh u v hi t hu khp ni
nh l
Cho { } ,
n
n
f f l nhng hm o c trn A. Khi nu
. a u
n
f f trn A
th
. a e
n
f f trn . A
Chng minh
Do
. a u
n
f f nn vi mi s t nhin k , tn ti
k
E sao cho ( )
1
k
E
k
< v
n
f f I trn .
c
k
E
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 44 -
t
1
c
k
k
F E

U
th
n
f f trn F
Mt khc,
( ) ( )
1
,
c
k
F E k
k
<

( )
0
c
F
Vy,
. a e
n
f f trn A.
Chiu ngc li ca nh l ni chung khng ng. Tuy nhin nu c thm
mt s iu kin, th chiu ngc li s ng. C th, ta c nh l sau:
nh l
Cho { } ,
n
n
f f l nhng hm o c trn A, ( ) A < +. Khi nu
. a e
n
f f th
. a u
n
f f .
Chng minh
Vi , k n l nhng s nguyn dng cho trc, t:

1
k
n m
m n
E f f
k


<
' ;

I
,
v lim
k
n
n
E E
T gi thit
. a e
n
f f trn A, suy ra, ( ) \E 0 A
Do vy, vi 0 > cho trc,
( )
k
n
: \E ,
2
k k k
n A n n

<
t
1
k
k
n
k
F E

I
, th F o c, v:
( ) ( ) ( )
k
k
n n
1 1
\F \E \E
k
k k
A A A


_
<

,
U

Mt khc,
1
, : ,
k
k
n k n
x F E n n f f k
k
<
Vy,
n
f hi t hu nh u v . f
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 45 -
2.3.6 Lin h gia hi t theo o v hi t hu nh u
nh l
Cho dy hm { }
n
n
f , f l nhng hm o c trn A. Khi , nu
. a u
n
f f th
n
f f

.
Chng minh
Do
. a u
n
f f nn vi mi s t nhin m, tn ti tp o c
m
E tha:
( )
1
m
E
m
< , v
n
f f I trn
m
\E A
( ) ( ) , : , N m n N m > th
{ }
n m
f f E

{ } ( ) ( )
1
,
n m
f f E m
m
<

{ } ( )
0
n
f f
Vy,
n
f f

.
Chiu ngc li ca nh l ny ni chung khng ng. Tuy nhin, ta c
nh l sau:
nh l
Cho dy hm { }
n
n
f , f l nhng hm o c trn A.
Nu
n
f f

, th tn ti dy con
{ }
k
n
k
f { }
n
n
f sao cho
.
k
a u
n
f f .
Chng minh
Do
n
f f

nn ta c:
k , t ( ) ( )
1
n n
E x f x f x
k


' ;

th ( ) 0
n
E khi n
Chn
k
n sao cho
k
n n > ta c ( ) 2
k
n
E

<
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 46 -
t ( ) ( )
1
k
k n
A x f x f x
k


' ;

v
j k
k j
G A

U

Khi , vi
C C
j k
x G x A , vi k j
Suy ra, ( ) ( )
1
k
n
f x f x
k
< , vi k j
t
j
G G , ta c: ( ) ( ) ( )
1
2 2 ,
k j
j k
k j k j
G G A j

+




Suy ra, ( ) 0 G .
Nu ,
j
x G x G j ( ) ( )
1
k
n
f x f x
k
< , k
Vi 0 > , chn k sao cho
1
k
< . Khi ta c:
, x G
l k
n n > ( ) ( )
1
l
n
f x f x
k
< <
Do
k
n khng ph thuc vo x nn ta c
.
k
a u
n
f f .
nh l Riesz
Nu { }
n
n
f l dy hm o c l c bn theo o trn ( ) , A A < +, th tn
ti dy con
{ }
k
n
k
f , v hm o c f sao cho
k
n
f hu khp ni, hu nh u, v
theo o v f trn . A
Chng minh
Do dy hm o c { }
n
n
f l c bn trong o, do :
( ) ( ) { } ( )
0, : ,
m n
N m n N f f >
t ;
2
1
1

,
_

N n

1
1
max 1, , 1
2
k k k
n n N k
+
_
+
' ;

,

Xt dy
k
n k
f g l dy con ca { }
n n
f , dy hm { }
k k
g c tnh cht sau:
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 47 -
Nu t

'


+ k k k k
g g E
2
1
1
th ( )
1
2
k k
E
t
I U

1 n n k
k
E F th ( ) 0 F
Mt khc, \ , : \ ,
x k x
x A F k x A E k k
Do vy, k i j > , ta c:
( ) ( ) ( ) ( ) ( ) ( ) x g x g x g x g x g x g
i i j j i j
+ +
+ 1 1
...

1
1 1
...
2 2
j i
< + +

1
1
2
i
<
( ) x g
k
l dy c bn trong , \ R x A F
( ) x g
k
l dy hi t
t:
( )
( ) lim , \
0 , \
k
k
g x x A F
f x
x A F

'


Nh vy, f g
e a
k

.
trn . A
Vi 0 > cho trc, v s t nhin k tha mn
1
1
2
k

.
t:
U

k j
k k
E F
Khi : ( ) <
1
2
1
k k
F
Mt khc, nu
c
k
F x th ,
c
j
x E j k
Do , nu k i j > th:
( ) ( ) ( ) ( ) ( ) ( ) x g x g x g x g x g x g
i i j j i j
+ +
+ 1 1
...

i j
2
1
...
2
1
1
+ +


LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 48 -

1
2
1

i

Cho j ta c: ( ) ( )
1 1
1 1
, ,
2 2
C
i K i k
f x g x x F i k

<
Suy ra,
i
g hi t u v f trn
c
k
F
Vy, f g
u a
i

.
trn . A
Mi dy hi t hu nh u th hi t hu khp ni. Do , ta c th chon
dy con { }
i i
g ta c . f g
i


2.3.8 Lin h gia hi t hu khp ni v hi t u
nh l Egoroff
Cho ( ) < A , dy hm
n
f , v f o c trn A. Nu f f
e a
n

.
, th vi
mi s 0 > , tn ti
( )
:
C
E A E < , v
n
f hi t u v hm f trn E .
Chng minh
Do
. a e
n
f f trn A nn:
C A : ( ) 0 C v ( ) ( ) lim
n
n
f x f x

\ x B A C
Vi mi , m n , t:
( ) ( )
,
1
:
m n j
j n
B x B f x f x
m


<
' ;

I

Ta c:
{ }
, m n
B l dy n iu tng:

,1 ,2
...
m m
B B
V ( ) ( ) lim ,
n
n
f x f x x B

nn
,
1
m n
n
B B

U

Do : ( ) ( )
,
lim
m n
n
B B


Vi mi m, :
m
n

( ) ( ) ( )
, ,
\
2
m m
m n m n m
B B B B

<
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 49 -
t
,
1
\
m
m n
m
D A B

I

Ta c: ( ) ( )
,
1 1
\
2
m
m n m
m m
D B B




<


Gi
,
1
m
m n
m
E B

I

Ta c: E o c, E A v ( ) ( ) \ A E D <

,
,
m
m n
x E x B m .
Do :
( ) ( )
1
,
j m
f x f x j n
m
<
iu ny chng t
n
f f I trn E .
2.3.9 Lin h gia hi t trung bnh v c bn trung bnh
nh l
Gi s ,
n
f f l nhng hm kh tch trn A sao cho
n
f hi t trung bnh v
hm f trn A.
Khi { }
n
n
f l dy c bn trung bnh.
Chng minh
, m n N , ta lun c:

n m n m
f f f f f f +

n m n m
A A A
f f f f f f +


Cho , m n , kt hp vi iu kin
n
f hi t trung bnh v hm f , suy ra:
0
n m
A
f f


{ }
n
n
f l dy c bn trung bnh.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 50 -
2.3.10 Lin h gia c bn trung bnh v c bn theo o
Nu dy { }
n
n
f cc hm kh tch l c bn trung bnh th { }
n
n
f l c bn
trong o.
Chng minh
Vi s dng ty 0 > cho trc, t:

{ }
mn n m
A
A f f
Ta lun c: ( )
mn
n m n m mn
A A
f f d f f d A >


Do { }
n
n
f l dy c bn trung bnh, suy ra 0
n m
A
f f d

khi , n m
( ) 0
mn
A khi , . n m
Nh vy, { }
n
n
f l c bn trong o.
2.3.11 Lin h gia c bn trung bnh v hi t hu nh u
nh l
Cho { }
n
n
f l nhng hm kh tch trn A. Khi nu { }
n
n
f l c bn trung
bnh trn A th tn ti dy con
{ }
k
n
k
f ca dy { }
n
n
f , v hm o c f trn A sao
cho
.
k
a u
n
f f trn A.
Chng minh
V dy { }
n
n
f l c bn trung bnh trn nn { }
n
n
f l c bn trong o.
Theo nh l Riesz, tn ti dy con
{ }
k
n
k
f ca { }
n
n
f , v hm f sao cho
.
k
a u
n
f f trn A.
2.3.12 Lin h gia c bn hu nh u v hi t hu nh u
nh l
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 51 -
a. Dy hm o c { }
n
n
f tha
. a u
n
f f trn A th { }
n
n
f l dy c bn hu
nh u trn . A
b. Nu { }
n
n
f l c bn hu nh u trn A th tn ti hm o c f sao cho
. a u
n
f f
Chng minh
a. Do
. a u
n
f f nn ( ) 0, : B A B > < , v
n
f f I trn \B. A
Khi ,
( ) ( )
0 0
0, : , \B
2
n
n n n f x f x x A

> > <


Nh vy,
0 0
0, : , n n m n > > , ta c:
( ) ( ) ( ) ( ) ( ) ( ) , \B
m n m n
f x f x f x f x f x f x x A + <
{ }
n
n
f l c bn u trn \B A .
Vy, { }
n
n
f l c bn hu nh u trn . A
b. Ly
1
, 1, 2,... k
k

Khi ,
k
E : ( )
1
k
E
k
< v { }
n
n
f l c bn u trn \
k
A E
t
1
k
k
E E

I

Ta c: ( )
1
, E k
k
<
Do : ( ) 0 E
Nu :
c C
k
x E k x E
( ) { }
n
n
f x l dy c bn
Do , tn ti ( ) f x : ( ) ( ) lim
n
n
f x f x


Ta xem ( ) 0 f x trn E
Ta c:
. a e
n
f f
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 52 -
Vi
0
, 0, , F n > sao cho:
( ) F < v ( ) ( )
0
, , ,
C
n m
f x f x x F m n n < >
t
C
G F E ta c ( ) G <
Cho m ta c ( ) ( )
0
, ,
n
f x f x x G n n <
Do
n
f f I trn
C
G
Nh vy
. a u
n
f f .
2.3.13 Lin h gia c bn theo o v c bn hu nh u
Cho dy hm { }
n n
f o c trn A. Khi , nu { }
n n
f l c bn theo o
th tn ti dy con { }
k
n
k
f sao cho { }
k
n
k
f l c bn hu nh u.
Chng minh
Do { }
n n
f l c bn trong o trn A nn , :
k
k m

1 1
, ,
2 2
m n k k k
f f m n m
_
<
' ;

,
( ) 1
t: ;
1 1
m n
{ }; , 1 max
2 1 2
m n n +
{ }; , , 1 max
3 2 3
m n n +

Khi , dy s ..... , ,
2 1
n n s xc inh cho ta dy con { }
k
n
k
f ca { }
n n
f
Vi mi k , t:

1
1
2
k k
k n n k
E f f
+


' ;


,
i k
k i
B E i


U

Ta chng minh
k
n
f l c bn u trn
c
i
B .
Vi mi i v s thc 0 > bt k, ta chn s r, sao cho , i s r v
1
1
2
s

<
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 53 -
Vi mi
C
i
x B , ta c:

1 r s k k
n n n n
k s
f f f f
+



1
2
k
k s



1
2
1

s

<
Nh vy, dy con { }
k
n
k
f l c bn u trn
c
i
B
Mt khc, 0 > ,
1
1
:
2
i
i

<
Kt hp vi ( ) 1 ta c:
( ) ( )
1
1 1
2 2
i k k i
k i k i
B E


<


Nh vy, { }
k
n
k
f l c bn hu nh u trn . A
2.3.14 Lin h gia c bn theo o v hi t theo o
nh l
Cho { } ,
n
n
f f l nhng hm o c. Khi ,
n
f f

th dy { }
n
n
f l c
bn trong o.
Ngc li, nu { }
n
n
f l c bn trong o, th tn tai hm o c f tha
mn
n
f f

.
Chng minh
( ) Vi mi 0 > cho trc, ta lun c:

m n m n
f f f f f f +

{ }
2 2
m n m n
f f f f f f



' ; ' ;


LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 54 -

{ } ( )
2 2
m n m n
f f f f f f


_ _
+
' ; ' ;

, ,

Cho , m n , kt hp vi iu kin
n
f f

trn A, ta c:

{ } ( )
m n
f f 0
Vy, { }
n
n
f l dy c bn trong o.
( ) Gi s { }
n
n
f l c bn trong o.
Khi , tn ti dy con l
{ }
k
n
k
f sao cho
{ }
k
n
k
f l dy c bn hu nh
u.
Gi ( ) ( ) lim
k
n
k
f x f x

, vi x m ti gii hn tn ti.
Ta c, vi mi 0 > :

{ }
2 2
k k
n n n n
f f f f f f



' ; ' ;


Suy ra:

{ } ( )
0
n
f f khi n
Vy, .
n
f f


2.3.15 Lc th hin mi lin h gia cc dng hi t.
Nh vy, s hi t ca cc dy hm o c c mi quan h vi nhau. d
nm c cc mi quan h ny, sau y l lc th hin mi quan h gia chng.
Tuy nhin, mi quan h ny c s thay i, ty thuc c hay khng iu kin
( ) A < . Sau y l hai trng hp ny:
K hiu: uni: hi t u (uniformly).
au: hi t hu nh u (almost uniformly).
a.e: hi t hu khp ni (almost everywhere).
meas: hi t trong o (in measure).
mean: hi t trung bnh (in mean).
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 55 -
Trng hp ( ) A <








Trng hp tng qut














a.e
mean
a.u
meas
uni
mean
a.u
meas a.e
uni
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 56 -
Chng 3: BI TP


Bi gii
Ta nh ngha hm
n
f nh sau:
( )

'

<

. 1
1
, 0
;
1
0 ,
x
n
n
x n
x f
n


.
0
a e
n
f . Tht vy, [ ] 0, 0,1 x > , tn ti s
0
0
1
: n x
n
<
Khi :
0
n n > ta c:
1
x
n
<
( ) 0
n
f x < .
Tuy nhin, ta c:

[ ]
0 1
1
, 0
1 , 0

/


1
]
1

n
n
nd d f khi n
Vy, { }
n n
f khng hi t trung bnh v . f




Bi gii
Trn khng gian o [ ] 1 , 0 X vi o Lebesgue trn r, t:
( )
n
n
x x f v ( ) 0 x f .
( ) 1 Chng minh f f
n
hu nh du.
Bi 1: Cho v d v dy hm { } [ ] 1 , 0
1
L f
n n
sao cho
. a e
n
f f nhng { }
n n
f
khng hi t trung bnh v . f
Bi 2: Cho v d v dy hm o c tha mn cc iu kin sau:
( ) 1 Hi t hu nh u.
( ) 2 Khng hi t u.

LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 57 -
Vi 0 > , t
{ }
2
1 , min
, v [ ] 1 , 1

A
Ta c:
( ) m A

< , ( ) ( ) ( )
n
n
x f x f 1 , \A x X


Vy,
n
f hi t hu nh u trn X .
( ) 2 Chng minh
n
f khng hi t u v f trn X .
Ta thy ti 1 x th ( ) 1 x f
n
nn f f
n

/

Vy,
n
f khng hi t u v hm f trn [ ] 0,1 .



Bi gii
( ) V
n
f f

nn:
( ) ( )
{ }
0, 0, , : :
n
N n N x f x f x > > <
Chn ta c:
( ) ( )
{ }
0, , : :
n
N n N x f x f x > <
( ) 0, 0, : m
m

> > <



Vi 0
m

> theo gi thit ta c:


, : N n N ( ) ( ) :
n
x f x f x
m m



< <
' ;


Do ( ) ( )
{ }
:
n
x f x f x ( ) ( ) :
n
x f x f x
m



' ;

nn suy ra:
( ) ( )
{ }
:
n
x f x f x <
Vy,
n
f f

.
Bi 3: Chng minh rng:
( ) ( )
{ }
0, , : :
n n
f f N n N x f x f x

> <
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 58 -



Bi gii
Ta c:
n
f f

trn ( ) ( )
{ }
0, lim : 0
n
n
x f x f x

>
( ) ( )
{ }
0, , : :
n
N n N x f x f x >
( ) ( ) 0, , , :
n
N n N x f x f x > <

n
f f I trn .





Bi gii
t
n n n
f g h ,
n n n
f g k + , khi ta c 0
n
h v 0
n
k .
p dng b Fatou cho dy { }
n n
h ta c:



A
n
A
n
h h lim lim
( ) ( ) lim lim
n n n n
A A
g f g f



( )
( ) ( ) ( ) lim lim lim lim
n n n n n
A A A A A
g f g f g f g f +


( ) ( ) lim lim lim lim
n n n n n
A A A A A
g f g f g f +


lim
n
A A
f f

( ) 1
Tng t, p dng b Fatou cho dy hm { }
n n
k ta c:
lim
n
A A
f f

( ) 2
Bi 4: Cho l o m trn . Chng minh rng:
n
f f


n
f f I
Bi 5: Cho { }
1
, , L g f g
n n
, v g g
e a
n

.
. Gi s dy hm o c { }
n n
f tha
n n
g f v
. a e
n
f f , v



A A
n
n
g g lim .
Chng minh rng:



A A
n
n
f f . lim
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 59 -
T ( ) 1 v ( ) 2 ta c:




A A
n
n
f f . lim







Bi gii
( ) a V lin tc nn:
( ) ( ) { } ( ) ( ) { }
: :
n n
x f x f x x f x f x / / o o
( ) ( ) { } ( ) ( ) ( ) { } ( )
: :
n n
x f x f x x f x f x / / o o
T gi thit: f f
e a
n

.
suy ra:
( ) ( ) { } ( )
:
n
x f x f x / 0
( ) ( ) { } ( )
:
n
x f x f x / o o 0
Vy,
.
.
a e
n
f f o o
( ) b Do l lin tc u nn:
( ) ( ) ( ) ( ) . : 0 , 0 < < > > y x y x
Trng hp f f
n
u.
Do
n
f hi t u v hm f nn:
( ) ( ) ( ) ( ) < > > x f x f A x n n n
n
, : , 0
0 0

Do , ( )( ) ( )( )
0
, ,
n
f x f x n n x A < > o o .
Vy,
n
f f o o u trn A.
Trng hp f f
n
hu nh u.
Bi 6: Cho dy hm { }
n n
f , v hm f nhng hm o c trn A, v hm
: . Chng minh rng:
( ) a Nu lin tc v f f
e a
n

.
th
.
.
a e
n
f f o o
( ) b Nu lin tc u v f f
n
u, hu nh u, hay theo o th
f f
n
. . u, hu u, hay theo o.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 60 -
Do f f
n
hu nh u trn A nn: Vi 0
1
> , E : ( )
1
< E , v
n
f hi t u v f trn E. \ A
T kt qu trn ta c:

n
f o hi t u v f o trn E. \ A
Vy,
. a u
n
f f o o trn . A
Trng hp
n
f f


Do f lin tc u nn:
( ) ( ) 0, 0: . x y x y > > < <
Do nu:
( ) ( ) ( ) ( )
n n
f x f x f x f x < < o o
Vy, ( ) ( )
{ }
( ) ( )
{ }
: :
n n
x f x f x x f x f x o o
Suy ra:
( ) ( )
{ }
( ) ( )
{ }
: : 0
n n
x f x f x x f x f x o o khi n
Do : ( ) ( )
{ }
:
n
x f x f x o o 0 khi n
Do vy,
n
f f

o o trn A.






Bi gii
( ) Vi s thc 0 > cho trc, t:
{ } f f E
n n

Khi :
Bi 7: Cho ( ) , X l khng gian o tha mn ( ) < X . t:
( ) ,
1
n
n
n X
f f
d f f
f f


Chng minh rng: f f
n

( ) 0 , f f d
n
khi n .
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 61 -
( )

+

+
+

n n
E X n
n
E n
n
n
f f
f f
f f
f f
f f d
\
1 1
,
( ) ( ) \
n n
E X E +
Do l s dng ty , v ( ) < X , nn khi n th ( ) 0 , f f d
n
.
( ) Do hm s ( )
t
t
t h
+

1
l hm tng 0, t > nn 0 > , ta c:
( ) f f d
n
,

n
E n
n
f f
f f
1
( )
1
n
E

+

V ( ) 0 , f f d
n
nn ( )
n
E 0
Vy,
n
f f







Bi gii
Cch 1:
V dy hi t u v hm f nn N nguyn dng tha:
1,
n
f f n N <
Nh vy, 1 + <
N
f f
Hm 1 +
N
f l hm kh tch v
N
f l hm kh tch v ( ) < X
p dng nh l hi t b chn, ta c . lim



X X
n
n
fd d f
Cch 2:
Do
n
f hi t u v hm f nn:
0 >
( )
0 0
: ,
n
n f f x X n n
X

< >
Mt khc,
0
n n , ta c :
Bi 8: Gi s ( ) , , F X l mt khng gian o hu hn . Gi thit { }
n
f l dy
hm kh tch hi t u v hm f . Chng minh rng:




X X
n
n
fd d f lim
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 62 -
( )
( )
n n n
X X X X X
f d fd f f d f f d d
A

<


Nh vy, lim .
n
n
X X
f d f d










Bi gii
( ) a Ta bit, ( ) x f
n
n
lim tn ti khi v ch khi :
( ) ( ) li m li m
n n
f x f x .
Nh vy, L = ( ) ( )
{ }
:lim lim
n n
x f x f x
Ta c
n
f lim v
n
f lim l nhng hm o c v
n
f o c .
t
n n
f f f lim lim
Ta c f l hm o c
Do , { } ( ) 0
1
f L o c.
( ) b Do f f
e a
n
.
nn ( ) 0 :
C
E F E v f f
n
trn E
Vi R a , ta c ( ) { } ( ) { } ( ) { } a x f E x a x f E x a x f X x
C
> > > : : :
( ) { } ( ) { } a x f E x a x f E x
C
n
> > : lim :
Tp th nht v phi l tp o c , tp th hai l tp con ca
C
E l o
c ( do )
Do ( ) { } a x f X x > : l o c
Suy ra f o c.
Bi 9: Cho { }
n
f l dy hm o c . Chng minh rng :
( ) a L = ( )
{ }
:lim
n
n
x X f x tn tai

o c.
( ) b Nu ( ) , , F X , vi l o , v
. a e
n
f f th f o c.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 63 -




Bi gii
, 0 > t ( ) { }. : x f x A
n n
Ta c : ( ) 0
n
n n n
A A
A f d f d


V 0

d f
A
n
nn ( ) 0
n
A khi n
Vy, . 0

n
f




Bi gii
V f f
n

nn { } { }
n n
f f
k
tha f f
e a
n
k

.
trn .
Do ,
p
e a
p
n
f f
k

.
trn .
p dng b Fatou, ta c,

( )
lim lim 1
k k
p p p
n n
R R R
f d f d f d


Vy, . B f




Bi gii
t
n n
A
a f d

v
n
a a lim
Khi , tn ti dy { } a a a
k k
n n
: khi k
Bi 10: Cho dy hm o c khng m { }
n
f trn A tha mn: . 0 lim

d f
A
n

Chng minh rng: . 0

n
f
Bi 11: Vi 0 > p , t B { R R f : tha f o c v 1

d f
p
R
}.
Gi s rng { } B f
n n
v . f f
n

Chng minh rng: . B f


Bi 12: Cho dy hm o c { }
n
f , f l nhng hm kh tch Lebesgue. Chng
minh rng: nu f f
n

trn A th . lim d f d f
A
n
A



LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 64 -
Do f f
n

nn
k
n
f f khi k


V nh vy, tn ti dy con
{ } { }
.
:
k k k
m m
a e
n n n
k
m
f f f f
Theo b Fatou, ta c:
lim lim lim
k k k
m m m
n n n
m m m
A A A
f d f d f d a a

_


,


Nh vy, . lim d f d f
A
n
A








Bi gii
Bi v ( ) ( ) x g x f
n
hu khp ni v ( ) g x kh tch trn nn
n
f kh tch trn .
p dng b Fatou, ta c:
lim
n
R R R
f d f d gd
_
<

,


Suy ra f kh tch Lebesgue trn .
Vy, theo nh l hi t b chn, ta c:
lim
n
n
R R
f d f d



Do vy, 0 lim


d f f
R
n
n

Vi
2
0 0
0, :
n
R
n f f d n n > < >


t ( ) ( ) { } > x f x f R x B
n
: th ( )
2
1
n
R
B f f d



< <


t \ A B .
Bi 13: Cho
n
f f , l cc hm o c trn tha
. a e
n
f f trn R v tn ti
hm g kh tch trn R tha ( ) ( ) x g x f
n
hu khp ni. Chng minh rng f f
n

hu nh u.
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 65 -
Trn A ta c ( ) ( )
0
n n x f x f
n
>
Suy ra f f
n
hu nh u trn .





Bi gii
Do f f
n

nn
{ } { } :
k k
n n n
n
k
f f f f khi k
V
k
n
f g , g l hm kh tch, nn theo nh l hi t b chn, ta c:
lim
k
n
k
f f


( )
M lim lim
k
n n
k k
f f


, kt hp vi ( ) ta c: lim
n
n
f f


.




Bi gii
Theo nh ngha ca lim
n
f

ta c:
{ } { }
k
n n
n
k
f f : l im lim
k
n n
k
f f


V
k
n
f f

nn
.
:
k k k
j j
a e
n n n
f f f f
Theo b Fatou ta c: lim lim
k k
j j
n n
f f f

l im
k
n
k
f

=lim
n
f


Vy, lim
n
f f






Bi 16: Cho ( ) ,
n
n E
E < hi t trung bnh v hm f . Chng minh
E
f h.k.n
vi E l mt tp o c.
Bi 15: Cho 0
n
f v
n
f f

. Chng minh rng:


lim f f


Bi 14: Cho
n
f g , g l hm kh tch v
n
f f

. Chng minh rng:


lim
n
f f


LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 66 -
Bi gii
t
,
_

j
n j
n
E E
1
U ta c E o c v
E E
n
khi n
Do
n
E
hi t trung bnh v hm f nn f
n
E

. T tn ti dy con
f
e a
E
k
n

.
.
Vy
E
f h.k.n.





Bi gii
a. Vi , 0 > ta lun c:
( ) ( )
{ }
: :
2 2
n n n n
f g f g x f f x g g


+ +
' ; ' ;


( ) ( )
{ }
: :
2 2
n n n n
f g f g x f f x g g



+ + +
' ; ' ;



Cho n , ta c:
( ) ( )
{ }
0
n n
f g f g + +
Vy, g f g f
n n
+ +

.
b. Ta c:
( ) i Nu
n
f f

th,
n
af af

, a .
( ) ii Nu
n
f f

th
2
0
n
f


iu ny suy ra t { } { }.
2

n n
f f
( ) iii . gf gf
n



Bi 17: Cho { }
n n
f , { }
n n
g l cc dy hm o c trn A, f f
n

, g g
n

.
Chng minh rng:
( ) a g f g f
n n
+ +

.
( ) b g f g f
n n
. .

nu ( ) + < A .

LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 67 -
Chng minh:
Ta c: { } >
I
n
n g

.
Do ( ) A < nn
{ } ( )
0 g n >
Vi 0, > v 0 > tn ti
1
n sao cho { } ( )
2
1

< > n g , chn


0
n sao cho:

0
1
2
n
n n f f
n

_
<
' ;


,

Khi ,
0
n n , ta c:
{ } ( ) { } { } ( )
1
n g gf gf gf gf
n n

{ } { } ( ) 1 n
gf gf g n + >



+
2 2

Vy, . gf gf
n


( ) iv Ta chng minh f f
n

th
2 2
f f
n

.
V f f
n

nn . 0

f f
n
Do , theo ( ) ii ta c:
( )
2
0
n
f f


Theo ( ) i , ( ) iii , v ( ) a ta c:
( )
2
2 2
2 2 0
n n n
f f f f f f f

+
Vy,
2 2
f f
n


( ) v Sau cng, p dng cc bc trn v kt qu t cu a, ta c:
( ) ( )
2 2
2 2 2 2
1 1 1 1 1 1
2 2 2 2 2 2
n n n n n n
f g f g f g f g f g fg

+ +
Vy g f g f
n n
.




LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 68 -











Bi gii
( ) ( ) ii i do nh ngha hi t theo o.
( ) ii ( ) iii do { } { }. > f f f f
n n

( ) ( ) ii iii , 0 , 0 > > nu

,
2
N n th :
{ } ( ) f f
n

,
_

'

>
2

f f
n
< .
( ) ( ) iv ii Khi .
( ) ( ) v iv Do { } { }. > f f f f
n n

( ) ( ) ii v , 0 , 0 > > chon

'

,
2
min .
Khi , nu n P

th:
{ } ( ) f f
n

,
_

'

>
2

f f
n

{ } ( ) n
f f > .




Bi 18: Cho f f
n
, l nhng hm o c trn A. Chng minh rng cc mnh
sau l tng ng.
( ) i . f f
n


( ) ii


,
: , 0 , 0 N n N > > th { } ( ) . f f
n

( ) iii
,
0, 0, : N n N

> > th { } ( ) . > f f
n

( ) iv

P n P > : , 0 th { } ( ) . f f
n

( ) v 0, : P n P

> th { } ( ) . > f f
n


Bi 19: Gi { }
n n
E l dy nhng tp con o c ca [ ] b a, . Chng minh rng:
( ) a Chng minh rng
n
E
hi t u v 0 trn [ ] b a, nu v ch nu
n
E
vi n ln.
( ) b Chng minh rng 0

n
E
trn [ ] b a, nu v ch nu ( )

n
n
E lim 0.

LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 69 -

Bi gii
( ) a ( ) Vi ,
2
1
chn
0
N sao cho
0
N n > th
2
1
<
n
E
, [ ] , x a b
Do ,
n
E ,
0
N n > .
( ) Nu
n
E N :
0
,
0
N n > th ( ) 0 x
n
E
. Do
0
0 0,
n
E
n N >
Vy,
n
E
hi t u v 0 trn [ ] b a, .
( ) b Vi 1 0 < < . Ta c: { }
n E
E
n
0 nn ta c
0

n
E
( )

n
n
E lim 0.




Bi gii
t ( ) { } r f f r B
k k
> . Khi , ( ) r B
k
o c v ( ) ( )


A
n k
f f
r
r B
1

Vi ( ) ( )
U

n k
k n
r B r T , t gi thit ta c:
( ) ( )

n k
A
k n
f f
r
r T
1
0 khi 0 n
Vy, f f
u a
k

.
.


Bi gii
Chn
1 2
,
.
n
n n
f n
1
1
]

Bi 20: Gi s { } f f
k k
, l nhng hm kh tch trn A tha mn <

1 k
A
k
f f .
Chng minh rng f f
u a
k

.
.
Bi 21: Cho v d v mt dy hm o c { }
n
n
f hi t hu nh u v hm o
c f nhng khng hi t trung bnh v f .
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 70 -
Vi 0 > , chn
2
: N N

<
t
2
0, A
N
1

1
]

Ta c ( )
2
A
N
<
Mt khc,
C
x A , ta c:
2 2
, x n N
N n
> >
Do , n N > v
C
x A th ( ) 0
n
f x
Vy,
n
f hi t hu nh u v hm 0 f .
Tuy nhin,

1 2
,
1
. . 1
n
n n
f d n n
n

1
1
]



Do , 0
n
f f

khi n
Vy,
n
f khng hi t trung bnh v f .




Bi gii
Do l o -hu hn nn tn ti cc tp , 1, 2,...
j
A j sao cho:

1
j
j
X A

U
, v
( )
,
j
A j <
Khi , vi mi j , tn ti
j j
E A sao cho:

( )
1
\
j j
A E
j
< , v
n
f f I trn
j
E
Ta c:

( ) ( )
1 1
\ \
j j j j
j j
E A A E

U U

Bi 22: Cho l o -hu hn,
. a e
n
f f . Chng minh rng tn ti cc
tp
1 2
, ,... E E trong X sao cho
1
0
C
j
j
E

_
_




,
,
U
v
n
f f I trn ,
j
E j
LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 71 -

( ) ( )
1
\ \
j j
j
X A E

U


( )
1
\ \
j j
j
X A E

I

Do :

( ) ( )
1 1
1
\ \
C
j j j j j
j j
E A E A E
j



_
_ _

< <


, ,
,
U I

Vy,
1
0
C
j
j
E

_
_




,
,
U
.









LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 72 -

KT LUN

Nh vy, i vi dy hm o c c nhng dng hi khc nhau nh: hi t
theo o, hi t hu khp ni, hi t hu nh u, hi t trung bnh, V gia cc
dng hi t ny c mi lin h vi nhau. Cc mi lin h ny c s thay i khi
chng c xt trong khng gian o hu hn.
Tuy nhin, c th lun vn cha kp khai thc ht s a dng ca cc dng
hi t cng nh l mi lin h gia chng. Trong tng lai, nu c iu kin, em s
tip tc nghin cu su hn khai thc thm v ti ny.








LUN VN TT NGHIP

Hunh Vit Khnh SP. Ton 01-K.30 - 73 -

TI LIU THAM KHO
[1] Trn Th Thanh Thy, o v tch phn lebesgue, i hc Cn th,
2007.
[2] u Th Cp, o v tch phn, NXB Gio dc, 2007.
[3] Robert G. Bartle, A Modern Theory of Integration, American
Mathematical Society, 2001.
[4] Robert G. Bartle, Solution Manual to A Modern Theory of Integration,
American Mathematical Society, 2001.
[5] Shmuel Kantorovitz, Introduction to Modern Analysis, Oxford
Mathematics, 2004.
[6] Avner Friedman, Foundations of Modern Analysis, Dover Publications,
2001.

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