, 2014

ii

, .

1 -
1.1 - . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 Dynkin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

5
5
10
12

2
2.1
2.2 . . . . . . . . .
2.3 . . . . . . . . . . . .
2.4 . . . . . . . . . . .

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15
15
21
23
25

3
3.1 Lebesgue
3.1.1 Lebesgue . . .
3.1.2 . .
3.2 . . . . . . . . . . . . .
3.3 . . . . . .
3.4 .
3.5 . . . . . . . . . . . . . . . . . .

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29
29
31
38
39
43
45
47

4 Lebesgue
4.1 Lebesgue . . . . .
4.2 Lebesgue . . . .
4.3 . . . . . . . . . . . . .
4.4 Borel . . . .
4.4.1 Cantor . . . . . . . .
4.4.2 Cantor-Lebesgue . . .
4.5 . . . . . . . . . . . . . . . . . . .

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51
51
56
62
64
64
68
70

5
5.1 . .
5.2
5.3 . . . . . . . . . . . .
5.4 . . . .
5.5 . . . . . . . . . . . . . . . . .

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73
73
77
81
85
87

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iv

6
6.1
6.2 . . . .
6.2.1 . . . . . . .
6.3 . . . . . . . . .
6.4 . . . . . . . . . . . . . . . . . . .

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91
. 92
. 94
. 102
. 104
. 109

7
7.1 . . . . . . . . . .
7.2 . . . . . . . . . . . . . . . . . . . .
7.3 . . . . . . . . . . . . . . . . . . . .
7.4 . . . . . . . . . . . . . . .
7.5 . . . . . . . . .
7.6 . . . . . . . . . . . . . . . . . . . . . . . . . .

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115
115
118
121
125
127
132

8
8.1 . . . . .
8.2 Luzin . . . . . . . . . . . . . .
8.3 Riemann . . . . .
8.4 . . . . . . . . . . . . . . . . . . . . .

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135
135
138
140
143

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9
145
9.1 . . . . . . . . . . . . . . . . . . . . . . . . 145
9.2 Tonelli Fubini . . . . . . . . . . . . . . . . . . . . 153
9.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
10 Radon-Nikodym
10.1 . . . .
10.2 Lebesgue-Radon-Nikodym
10.3 . . . . .
10.4 Lebesgue . . . .
10.5 Riesz .
10.6 . . . . . . . . . . . . . . . . .

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161
161
163
167
171
172
174

11 Lp
11.1 Lp . . . . . . . . . . . . . . . .
11.2 Lp . . . . . . . . . . . . .
11.3 L1 L2 . . . . . . . . . . . . . . . . . . . .
11.4 Radon-Nikodym
11.5 . . . . . . . . . . . . . . . . . . . . . . . . .

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177
177
181
186
189
191

Riemann
.1 . . . . . . . . . . . . . . . . .
.2 Riemann . . . . . . .
.3 Riemann
.4 Riemann . . . . . . . .

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199
199
201
203
206

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209
.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
.2 . . . . . . . . . . . . . . . . . 211


( ) 20
.
Riemann
Lebesgue, , ,
.
R .
Riemann f : [a, b] R,
Riemann f
f ,
Z

f (x)dx = (Rf ),

(1)



Rf = (x, y) R2 : x [a, b] 0 y f (x) .

(2)

Rf
a

1:
Riemann :
1.
P = {a = x0 < x1 < x2 < ... < xn = b}

,
mk = inf{f (x) : xk x xk+1 } Mk = sup{f (x) : xk x xk+1 }

2

L(f, P ) =

n1
X
k=0

mk (xk+1 xk ) U (f, P ) =

n1
X
k=0

Mk (xk+1 xk ).

2. P , L(f, P )
U (f, P ) .
3. , 0,
, f Riemann
f .
Lebesgue, ,
:
. , f
1 f ([a, b]) [m, M ],
Q = {m = y0 < y1 < y2 < ... < yt = M }.
, :
e Q) =
L(f,

t1
X
k=0

e (f, Q) =
U

t1
X
k=1

yk `({x [a, b] : yk f (x) < yk+1 })

yk+1 `({x [a, b] : yk f (x) < yk+1 }),

`(A) A R. A (
) .
, A
, .
, Lebesgue
, .
R , :
. ` : P(X) [0, ] I
R, `(I) ( )
;

: An
R,
!

[
X
`
An =
`(An ).
(3)
n=1

n=1

, `

.
Lebesgue :
1

3
1. ( ), (
) . ,
R
Rk .
2. f : Rk R
Riemann .
3. R
, .
4. Lebesgue
Riemann.
: Riemann . ,
Riemann fn : [a, b] R
f fn f R,
fn (x) f (x), x [a, b]

Z
a

fn (x)dx

Z
f (x)dx.

, f Riemann
.
. {qn : n = 1, 2, ...}
[0, 1]. fn : [0, 1] R f : [0, 1] R
fn = {q1 ,q2 ,...,qn } 2 f = Q[0,1]
fn f (;) fn Riemann ( ),
f ( Riemann,
).
5. , Lebesgue
Riemann: Riemann
Lebesgue
.

. 6
, Lebesgue.
5 .
(
2

A R, A (x) =

1
0

,x A
,x
/A

-
,
. ,
.

- .

1.1

1.1.1. X A P(X)
X. A :
(i) X A,
(ii) A , A A,
Ac X \ A A
(iii) A T , A1 , A2 , ..., An A
n
j=1 Aj A.
1.1.2. () A X. A
, :
(iv) A, B A A \ B A.
Sn
(v) A1 , A2 , ..., An A j=1 Aj A.
. (iv) B c A (ii)
A \ B = A Bc.

(1.1)

(iii). (v) Acj A

j

c
n
n
[
\
Aj =
Acj
(1.2)
j=1

De Morgan.

j=1

6 -
() (i) 1.1.1
A A =
6 .
() (iii) 1.1.1 (v).

.
. , :
1.1.3. X A P(X)
X. A - :
(i) X A,
(ii) A , A A,
Ac X \ A A
(iii) A T , An A, n = 1, 2, ...

j=1 Aj A.
1.1.4. () - .
. A1 , A2 , ..., An A, Aj = X A, j n + 1
n
\

Aj =

\
j=1

j=1

Aj A.

() () () 1.1.2
A X - A 6= A
.
1.1.5. () X . A1 = {, X}
A2 = P(X) - X. A - X
(1.3)

A1 A A2 .
() X = N
A = {A N : A Ac }

(1.4)

A N, -.
. A 6= A ( ). A1 , A2 , ..., An A,
:
Aj , Acj ,
n
[

Acj =

j=1

Tn

j=1

Aj A.

n
\

j=1

c
Aj

1.1. - 7
Aj0 ,
Tn
j=1 Aj Aj0 .

Tn

j=1

Aj A,

, A . -,
An = {2n}, n S
= 1, 2, ... An A ( ),

j=1 Aj
/ A.
() X = R A
R -.
. , A =
6 . , S
I1 I2
Sn
n
R I1 I2 . , A = i=1 Ii B = j=1 Jj
A
AB =

n [
m
[

(Ii Jj ) A.

i=1 j=1

, , A .

I R I c S

n
R A. A = j=1 Ij
A
n
\
Ijc A,
Ac =
j=1

. A . S-,

n In = (2n, 2n + 1) A n=1 In A
(;).
{An } X. {An }
An An+1 n An An+1 n.

-:
1.1.6. X A X.
A - X ( ) :
S
(i) {An } A n=1 An A.
T
(ii) {An } A n=1 An A.
S
(iii) {An } A n=1 An A.
. A ,
. (Bn )
Sn A.
(i). An = j=1 Bj . A , An A
S
An An+1 n. n=1 An A
.

[
n=1

Bn =

[
n=1

An =

[
n=1

Bn A.

(1.5)

8 -
Tn
(ii) An = j=1 Bj . A , An A
T
An An+1 n. n=1 An A.

Bn =

n=1

An =

n=1

n=1

Bn A.

(1.6)

, (iii). ,
An = B n \

n1
[

(1.7)

Bj

j=1

SAn A n An . ,

n=1 An A.

[
n=1

Bn =

[
n=1

An =

[
n=1

Bn A.

(1.8)

1.1.7. F P(X) X,
- A X F, A0
- F A0 A A0 .
. ,
(Ai )iI
T
- X, iI Ai - X ().
-
C = {A : - F A}.

(1.9)

C 6= ( P(X) C)
( X)
\
\
A=
C = {B : B C}
(1.10)
- X. F A A
.
1.1.8. () - A
- F
(F).
-
Lebesgue .
1.1.9. (X, d) 1 T X. - T
Borel X. Borel X B(X).
1

Borel .

1.1. - 9
:
A X G

T
X, Gn , n = 1, 2, ... A = n=1 Gn .
B X F
S X,
Fn , n = 1, 2, ... B = n=1 Fn .
G F Borel. ,
B(X) .
1.1.10. F R
:
1 = {(, b] : b R},
2 = {(a, b] : a < b, a, b R},
3 = {(a, b) : a < b, a, b R}.

B(R) = (F) = (1 ) = (2 ) = (3 ).

(1.11)

.
B(R) (F) (1 ) (2 ) (3 ) B(R)
, , . B(R) F B(R) (F).
, 1 , 1 F
(F) (1 ).
a, b R a < b,

(a, b] = (, b] \ (, a] (1 ),

(1.12)

2 (1 ) (1 ) (2 ). , (a, b) 3 ,

[
1
(a, b) =
(a, b ] (2 )
(1.13)
n
n=1
3 (2 ) (2 ) (3 ).

,
R 2 ,
T R T (3 )
(3 ) (T ) = B(R),
.

:
2

, .

10 -
1.1.11. Fk Rk
:

k
Y

1 =
(, bj ] : bj R, j = 1, 2, ..., k ,

j=1

2 =

k
Y

3 =

(aj , bj ] : aj < bj , aj , bj R, j = 1, 2, ..., k

j=1

k
Y

(aj , bj ) : aj < bj , aj , bj R, j = 1, 2, ..., k

j=1

B(Rk ) = (Fk ) = (1 ) = (2 ) = (3 ).

(1.14)


1.2

Dynkin

1.2.1. X D P(X)
X. D Dynkin :
(i) X D,

(ii) A, B D A B, B \ A D

(iii) D S, (An )

D, n=1 An D.
1.2.2. () - Dynkin.
() (i) 1.1.6 D Dynkin
( ) D -.
() () . X A, B
, X
A \ B 6= , B \ A 6= , A B 6= .

D = {, X, A, B, Ac , B c }

Dynkin X , A, B D
AB
/ D.
() 1.1.7,
Dynkin Dynkin ,
P(X) Dynkin D .

1.2.3. () Dynkin D Dynkin

().

1.2. Dynkin 11
, P(X)
() (),

(1.15)

() -, Dynkin.
.
1.2.4. X .
() = ().
(1.16)
. , () -,
() () . ()
- , 2.1.2 (), ()
. ,
A B (), A () B ().

(1.17)

] = {A X : A B (), B ()}.
()

(1.18)

]
() ().
:
]
1. ()
] Dynkin.
2. ()
.
, P ()
Pe = {A X : A B (), B P }.

(1.19)

: Pe Dynkin.
Dynkin :
(i) B P , X B = B P () X Pe.
(ii) A1 , A2 Pe A2 A1 . , B P ,
(A2 \ A1 ) B = (A2 B) \ (A1 B) (),
A2 B, A1 B () A1 B A2 B. A2 \ A1 Pe.
(iii) (An ) Pe. , B P ,
!

[
[
An B =
(An B) (),
n=1

n=1

(An B) (). ,
S
n=1 An Pe.

12 -
P = () 2. 1 ,
e
e Dynkin,
.
e
() .
, A () B A B ()

]
()
1. .
1.2.5. , 1.1.11

B(Rk ) = (Fk ) = (1 ) = (2 ) = (3 ).
. Fk , 1 , 2 {}, 3 {}
.

1.3

.
1. X , A P(X) ( -) X
C X.
AC = {A C : A A}
( -) C.
2. X, Y , f : X Y B (. -)
Y .
f 1 (B) = {f 1 (B) : B B}
(. -) X.
3. X
C = {{x} : x X}.
(C).
4. X (An ) X.

lim sup An = {x X : x An }

(1.20)

lim inf An = {x X : x An }.

(1.21)

1.3. 13
()
lim sup An =
n

Ak

lim inf An =
n

n=1 k=n

Ak .

(1.22)

n=1 k=n

() (An ) ,
lim sup An = lim inf An =
n

An

n=1

lim sup An = lim inf An =
n

An .

n=1

.
5. X F P(X) X.
F.
F A(F).
6.
I = {[a, b] : a, b R}.
(I) = B(R).
7.
IQ = {(a, b) : a, b Q}.
(IQ ) = B(R).
8. X = {x1 , x2 , ...} . X.
9. X, Y f : X Y .

A = {x X : f x}
Borel X.
10. X fn : X R.

B = {x X : lim fn (x)}
n

Borel X.
11. X . R P(X)
.
R , -.
:
() (. -) (.
) .

14 -
() (. -) R (. -)
X R.
() R -, {E X : E R E c R}
-.

() R -, {E X : E F R F R}
-.
12. X F P(X). A (F)
CA F A (CA ).
(:
A = {A (F) : CA F A (CA )}
- F A. ;)
13. X , - A X
C A = (C). B(R)
. , B(X), (X, d)
.
.
14. X . M X
X :
(i)
, (An )
S
M, n=1 An M.

(ii)
T , (An )
M, n=1 An M.

X, m()
( m() ).
:
() Dynkin .
() X, m() ().
() Dynkin.
() X,
m() = ().
15. X F X.
A(F) (. 5) .
16. X A - X .
:
() A .
() A .

-,
, .
- ,
. :
1.

2. (Ai )iI , (
I),
.
- I 2

S , Ai A i I,
iI Ai A. :
R [a, b]
b a. , . I 2
,
[
A=
{x}
xA

A R
.

2.1

2.1.1. X A - X.
: A [0, ] :
(i) () = 0
(ii) ( -), (An )nN A,
!

[
X

An =
(An ).
(2.1)
n=1

n=1

16
, ( -) .
, (X, A) , (X, A, )
(X, A) X.
A A- .
2.1.2. X A - X.
: A [0, ] :
(i) () = 0
(ii) , (Aj )nj=1 A,

n
n
[
X

Aj =
(Aj ).
(2.2)
j=1

j=1

.
2.1.3. (X, A) .

() A A

n, A n
(A) =
,

(2.3)

:
. () = 0 (ii), An 6= , n =
. .
.
() A A

(A) =

0, A =
,

(2.4)

:
. () = 0 (ii), An =
n, 0 = 0 n
An 6= = .
() x X A A

x (A) =

1, x A
0, x
/A

x () Dirac x.

(2.5)

2.1. 17
, (X, A), +
a , a R a 0,
( + )(A) = (A) + (A),

(a )(A) = a (A), A A.

(2.6)

A A (A) < (A) (A),

.
,
:
(X, A, ) C A. C :
A [0, ]
C (A) = (A C), A A

(2.7)

C (X, A). C
C.
.
2.1.4. (X, A, ) .

(i) , A, B A A B,
(A) (B).

(ii) (A) < , (B \ A) = (B) (A).

.
B = A (B \ A)

A B \ A . ,
(B) = (A) + (B \ A).
, (B) (A) (A) <
(B \ A) = (B) (A).

(2.8)

.
2.1.5. (ii) (A) = .
(B) = (i) (B \ A)
:
, (N, P(N))
A = {2n : n = 1, 2, ...} Am = {m, m + 1, ...}. A, Am A1 = N

(A1 \ A) = , (A1 \ Am ) = m 1, m = 1, 2, ...
2.1.6. (X, A, ) .
( -), (An )
A,
!

[
X

An
(An ).
(2.9)
n=1

n=1

18
. 1.1.6.
B n = An \

n1
[

(2.10)

Aj , n = 1, 2, ...

j=1

Bn A, Bn , Bn An

Bn =

n=1

An .

n=1

!
An

n=1

!
Bn

n=1

X
n=1

(Bn )

(An ),

n=1

.
2.1.7. (X, A, ) .
:
(i) (An ) A,
!

An = lim (An ).

(2.11)

n=1

(ii) An A (A1 ) < ,

!

An = lim (An ).
(2.12)
n

n=1

. (i)
Bn = An \ An1 ,

(2.13)

n = 1, 2, ...

( A0 = )
n
n
n
[
[
An =
Aj =
Bj .
j=1

j=1

!
An

n=1

lim
n

n
X

!
Bn

n=1

(Bj ) = lim

j=1

n
[

j=1

(Bn ) =

n=1

Bj = lim
n

n
[

Aj = lim (An ).

j=1

(ii)
Cn = A1 \ An n = 1, 2, ..

(2.14)

2.1. 19
, (Cn ) A

[
n=1

C n = A1 \

An .

n=1

S
(i), ( n=1 Cn ) = limn (Cn ),
!

\
A1 \
An = lim (A1 \ An ).
n

n=1

, 2.1.4 (ii)
!

\
(A1 )
An = (A1 ) lim (An )
n

n=1

(A1 ) < .
(A1 ) < (ii) :
, (N, P(N))

(Am )m1 Am = {m, m + 1, ...} (Am ) = m,

T
( m=1 Am ) = () = 0.
, 2.1.7
,
.
2.1.8.
(X, A). ( ) :
(i) (An ) A
!

An = lim (An ).

(2.15)

n=1

(ii) (An ) A

n=1

An =

lim (An ) = 0.
n

(2.16)

.
.
(Bn )
S
P
A ( n=1 Bn ) = n=1 (Bn ).
(i).
An =

n
[

Bk

k=1

An A n, (An )

[
n=1

An =

[
n=1

Bn .

(2.17)

20
, :

!
Bn

n=1

lim
n

!
An

n=1

n
[

!
Bk

= lim
n

k=1

n
X

= lim (An ) =
n

(Bk ) =

(Bn ),

n=1

k=1

(i) An
Bn .
(ii).
An =

(2.18)

Bk

k=n

An A n, (An )

\
n=1

An =

( Bk , x X ).
n ,

[
Bn = B1 B2 ... Bn1 An
n=1

! n1

[
X

Bn =
(Bk ) + (An ).
n=1

k=1

n ,
!

X
[
(Bk ),

Bn =
n=1

k=1

(ii) limn (An ) = 0.

,
.
2.1.9. (X, A, ) . :
(i) (X) < ,
(ii) (X) = 1
(iii) - (An ) A X =
(An ) < n = 1, 2, ...

n=1

An

, (X, A, ) , - .

2.2. 21
2.1.10. () , (A) <
A A, .
() -, C A
!

[
[
An C =
C =X C =
(An C),
n=1

(2.19)

n=1

(An C) (An ) < .

() An -
Sn1
, Bn = An \ j=1 Aj ( ).

()

- ,
:
, . , (N, P(N)) -
(;).
() -, ,
2.1.3: X 6= (A) = A A A 6= .

2.2

(X, A) A A
(A) = (A). .
:
A ;
, , :
2.2.1 ( ). (X, A)
X
() = A. (X, A),
(D) = (D),

, = :
(i) (X) = (X).
(ii) -
S
(Dn )nN X = n=1 Dn (Dn ) = (Dn ) < n.
. (i)
. ,
, 1.2.4

() = () = A.

D = {A A : (A) = (A)}.

(2.20)

22
D = A.
:
D.

A = (), D Dynkin,

A = () D

. Dynkin :
() X D (i).

() A, B D B A

(A \ B) = (A) (B) = (A) (B) = (A \ B).

(
.) , A \ B D.

() (An ) D. ,
!
!

[
[

An = lim (An ) = lim (An ) =

An ,
n

n=1

n=1

2.1.7.

n=1

An D.

D Dynkin .
(ii) n = 1, 2, ... n , n : A [0, ]
n (A) = (A Dn ),

n (A) = (A Dn ), A A,

(2.21)

Dn . D ,
n (D) = (D Dn ) = (D Dn ) = n (D)
D Dn .
n (X) = (X Dn ) = (Dn ) = (Dn ) = (X Dn ) = n (X) < .
, n n (i) n = n ,
n = 1, 2, ... A A , :
!

[
(A) =
(A Dn ) = lim (A Dn ) = lim n (A) =
n=1

lim n (A) = lim (A Dn ) =

n

!
(A Dn )

= (A),

n=1

= .
2.2.2. (R, B(R))
((, b]) = ((, b]) b R. = .

2.3. 23
. = {(, b] : b R}.
() = B(R) ( 1.1.10). ,
(R) = lim ((, n]) = lim ((, n]) = (R) < .
n

= .
(i) (ii)
. , (R, P(R))
= 2, .

2.3

(X, A, )
A A (A) = 0. N A
N A: -.
N A (N ) = 0. :
- A ;
.
2.3.1. (X, A, ) N X. N A A N A (A) = 0.
(X, A, ) ( ) - N
A.
2.3.2. (X, A, ) . :
(i)

A = {A X : E, F A E A F (F \E) = 0}. (2.22)

( (E) = (F ).)
(ii) : A [0, ] (A) = (E)
E . ( B A B A
(B) (F ) = (E)
(A) = sup{(B) : B A, B A}.

(2.23)

, .)
A A,
(X, A, ) (X, A, ).
A - . - -. ,
A X - ( - ) A.
2.3.3. (X, A, ) .
:
(i) A - X A A .

24
(ii) (X, A ) A
, |A = .
(iii) A |A = .

(iv) A = A ( = ).

. , A A, E = F = A (i) 2.2.4,
A A (A) = (A). , A A |A = .
:
(i) A 6= . A A E, F A
(2.24)

EAF
(F \ E) = 0. E c , F c A :

F c Ac E c .

(2.25)

E c \ F c = E c (F c )c = F E c = F \ E

(2.26)

(E \ F ) = 0 A A , A .
, (An ) A (En ), (Fn )
A
En An Fn
(2.27)
(Fn \ En ) = 0 n = 1, 2, .... ,

[
n=1

n=1

En ,

n=1

En

[
n=1

An

(2.28)

Fn ,

n=1

Fn A. ,
!
!

[
[
[
Fn \
En
(Fn \ En )
n=1

n=1

(2.29)

n=1

!
Fn

n=1

\
S

!!
En

n=1

n=1

!
(Fn \ En )

n=1

X
n=1

(Fn \ En ) = 0.

An A A -.

(ii) () = 0. (An )
A , En , (i)
,
!
!

[
[

An =
En
(2.30)
n=1

n=1

En (;) :
!

[
X
X

En =
(En ) =
(An ).
n=1

n=1

n=1

2.4. 25
. :
A - , B A
A B (B) = 0.
F A B F (F ) = 0. E = ,

E A F (F \ E) = (F ) = 0.
A A .
(iii) A |A = . , A A
E, F A E A F :
(E) = (E) (A) (F ) = (F ).
(E) = (F ) (A) = (E), (A) = (A).
= .
(iv) () A = A (ii) = .
.
() A A . A A.

E, F A E A F (F \ E) = 0.
A \ E F \ E - A \ E A.

A = E (A \ E) A.
(2.31)
2.3.4. ()
(X, A) , - A.
() (X, A) x X {x} A 6= P(X).
, Dirac = x .
. A = P(X). , A X

A = (A {x}) (A {x}c )

A {x} = {x} A A {x}c -

{x}c ({x}c ) = 0. , A 6= P(X) = A
(iv) .

2.4

.
1. (X, A, ) . C : A [0, ]

C (A) = (A C), A A
(X, A).

26
2. (X, A, ) (An ) A.

(lim inf An ) lim inf (An )
(2.32)
n
n
S
( n=1 An ) < ,
lim sup (An ) (lim sup An ).
n

(2.33)

3. (1 Borel-Cantelli) (X, A, ) (An ) A

X
(An ) < .
n=1

(lim supn An ) = 0.
4. A 6= a : A [0, ] ,
(
)
X
X
a(x) = sup
a(x) : F A, F 6= F .
xA

(2.34)

xF

P
, x a(x) = 0. X 6= a : X [0, ]. :
P
() xX a(x) < , J = {x X : a(x) > 0} . (:

[
1
{x X : a(x) > }.)
J=
n
n=1
() a : P(X) [0, ]
X
a (A) =
a(x)
xA

(X, P(X)). a
a a(x) x.
5. (X, A) {n } (X, A).
:
() : A [0, ]
(A) =

n (A),

n=1

AA

(X, A).
() n , : A
[0, ]

X
1
(A) =
(A), A A
n n
2
n=1
.
6. (N, P(N)).

2.4. 27
7. (X, A, ) . A A B X
A4B A (A4B) = 0, B A (A) = (B).
.
8. - (R, P(R)) ((a, b)) =
a < b R.
9. (X, A) {n }
(X, A), n N A A n (A) n+1 (A). A A

(A) = lim n (A).

n

(X, A).
10. (X, A, ) - (Ai )iI
A. A A
JA = {i I : (A Ai ) > 0} .
11. F X
(X, (F)). A (F) > 0 F F
(A4F ) < ,
A4F = (A \ F ) (F \ A).
12. (X, A, ) (An ) X > 0 (An ) n N.
() (lim supn An ) > 0.

() {kn }

\
n=1

Akn 6= .

13. (X, A, ) .
A A (A) = B A B A 0 < (B) < .
(X, A, ) A A (A) = ,
M > 0 B A B A M < (B) < .
.
13. (X, A, ) . 0 : A [0, ]
0 (A) = sup{(F ) : F A (F ) < },

A A.

:
() 0 ( ).
() , 0 = .
() (X, A) 0 ,
= 0 + .

28
14. (X, A, ) .

() A, B A A B (E4F ) = 0.
A.

() A, B A (A, B) = (A4B).
A/ .
15. (X, A, ) . E X E A A A A (A) < .
A = {E X : E }.

() A A A -. A = A (X, A, )
.
() -, A = A.

() : A [0, ] (A) = (A) A A

(A) = A A \ A. (X, A, ) .

16. (X, A, ) .
:
() {(A) : A A} .

() > 0 A A 0 < (A) < .

() (An )nN A (An ) > 0

n N.
17. (X, A, ) E A.
F E :
(i) A F, (A) > 0.

(ii) F .
S
(iii) F = F, X \ F E
-.

. ,
.

.
:
1. : P(X) [0, ]
(
). .
2. - A P(X)
(X, A).
Lebesgue Rk
Riemann.
,
. :
1.
A0 P(X).
2. - A A0 .
. .

3.1

Lebesgue

3.1.1. X . : P(X) [0, ]

:
(i) () = 0,
(ii) , A B X (A) (B)

30
(iii) ( -), (An )nN
X,

!
An

n=1

(An ).

(3.1)

n=1

.
3.1.2. () 1 : P(X) [0, ]

1 (A) =

0, A =
1,

(3.2)

:
. (i) (ii) .
(iii) , An =
S n
P 0=0,
An0 , 1 ( n=1 An ) = 1 n=1 1 (An ) 1 (An0 ) = 1,
.
, |X| 2, 1 .
() 2 : P(X) [0, ]

2 (A) =

0, A
1,

(3.3)

:
. (i) .
(ii), A B B , 2 (A) 2 (B) = 1,
2 0 1. B ,
A , 2 (A) = 2 (B) = 0. (iii), An0
, S (ii). An

, n=1 An
2

!
An

=0=

n=1

2 .
: 2 ;1

X
n=1

2 (An ).

3.1. Lebesgue 31

3.1.1

Lebesgue

Lebesgue R.
, I = (a, b)
(I) = b a.

(3.4)

A R , A

(In )n , In = (an , bn )
S , P

A n=1 In (;). , n=1 (bn an )

A
(A)

X
n=1]

(bn an ), (In )n A.

(3.5)

:
3.1.3. Lebesgue : P(R) [0, ]
:
(
)

X
[

(A) = inf
(bn an ) : an , bn R, A
(an , bn ) ,
(3.6)
n=1

n=1

A R.
Lebesgue
.
3.1.4.
R.

(i) : P(X) [0, ]

(ii) a, b R a b
([a, b]) = ([a, b)) = ((a, b]) = ((a, b)) = b a.

(3.7)

(iii) I R, (I) = ,
. (i) :
() > 0, (, ). , (
a1 = , b1 = an = bn n 2)
() 2.
> 0 , () = 0.
() A B R, B
A. , (A)
S infimum

.

n=1 (an , bn ),
S
A n=1 (an , bn ).
(
) (
)

[
[
((an , bn ))n : B
(an , bn ) ((an , bn ))n : A
(an , bn ) , (3.8)
n=1

n=1

32

(
)
(
)

X
[
X
[
(bn an ) : B
(an , bn ) inf
(bn an ) : A
(an , bn ) .
inf
n=1

n=1

n=1

n=1

, (A) (B), .
() (An ) R.
!

[
X

An
(An ).
n=1

n=1

(An ) = , .

n (An ) < . (An ) < n. > 0.

, n (In,j )jN In,j = (an,j , bn,j )

[
An
In,j

X
j=1

(bn,j an,j ) < (An ) +

.
2n

, (In,j )(n,j) ( N N )

[
[
In,j .
An
n=1

n,j=1

!
An

n=1

X
X X
(bn,j an,j )

(bn,j an,j ) =
n

n,j

X
n

 X
(An ) + n =
(An ) + .
2
n

> 0 .
, .
(ii) a, b R
a b. ([a, b]) = b a. > 0.
[a, b] a 2 , b + 2 , ([a, b]) b a + . > 0,

([a, b]) b a.
,
S
In = (an , bn ), n = 1, 2, ... [a, b] n=1 (an , bn )

(bn an ) b a.

n=1

[a, b] ,
(In )n Sm
, m N [a, b] n=1 (an , bn ).

3.1. Lebesgue 33
Pm
. n=1 (bn an ) b a.
m. m = 1 .
m = k
[a, b]

k+1
[

(an , bn ).

n=1

1 i k + 1 a (ai , bi ). i = 1,
a1 < a < b1 . b1 b, (a, b) (a1 , b1 ]
b a < b1 a1
b1 < b
[b1 , b]

k+1
[

k+1
X

(bn an ).

n=1

(an , bn )

n=2

,
b b1

k+1
X
n=2

(bn an ).

,
b a < b a1 = (b1 a1 ) + (b b1 )

k+1
X

(bn an ),

n=1

. .
P
Pm

n=1 (bn an )
n=1 (bn an ) b a,
([a, b]) = b a.
 (a, b) , a < b a + n1 b n1
n. , a n1 , b + n1 (a, b) [a, b]



1
2
1
= b a ((a, b)) b a.
a , b +
n
n
n
n ((a, b)) = b a.
, .
(iii) I
, n an R (an , an + n) I.
(I) n n .
,
Lebesgue Rk . Rk

I=

k
Y
j=1

(aj , bj ) = (a1 , b1 ) (a2 , b2 ) ... (ak , bk )

(3.9)

34
aj < bj R. I
(3.10)

v(I) = (b1 a1 )(b2 a2 )...(bk ak ).

Qk
, Rk I = j=1 Ij ,
I1 , I2 , ..., Ik R
Ij ( 0 = 0).
3.1.3 :
3.1.5. Lebesgue k : P(Rk ) [0, ] Rk
:
(
k (A)

= inf

n=1

v(In ) : In R A

[
n=1

)
In

(3.11)

A Rk .
1 = . , ,
k = .
k (
3.1.4) :
3.1.6. (i) Rk
Rk .
Sn
(ii) Ij , j = 1, 2, ..., n Rk , I = j=1 Ij
J Rk I J.
n
X
j=1

(3.12)

v(Ij ) v(J)

I
n
X

(3.13)

v(Ij ) = v(I).

j=1

I3

I2
I1

I2

I1

3.1: 3.1.6 (ii)

I3
I4
I5

3.1. Lebesgue 35
.
(i)
Sn
Sm 6= . A, B . , A =
I

B
=
i
i=1
j=1 Jj , (Ii )i (Jj )j
Rk .
[
AB =
Ii Jj
i,j

(Ii Jj )(i,j) Rk . AB
, .
, I Rk
I Rk \ I .
c

J1

J2

J3

J8

J4

J7

J6

J5

3.2: I I c .
, Ac =

Tn

c
i=1 Ii

. .

3.1.7. 0 Rk ( ). = 0 ,
0 . ,
Rk .
(ii) n. n = 1 .
n = m n = m + 1.
Rk , I
m , m + 1,
.
Ij 6= j,
n = m. j = 1, 2, ..., m + 1
Ij =

k
Y

Ij, ,

=1

Ij, R.

I1 Im+1 =

k
Y
=1

!
I1,

k
Y
=1

!
Im+1,

k
Y

(I1, Im+1, ) = .

=1

, 1 0 k I1,0 Im+1,0 = .
I1,0 Im+1,0 . I1,0 ,

36
J1 = {(x1 , x2 , ..., xk ) Rk : x0 < } J1 = {(x1 , x2 , ..., xk ) Rk : x0 > }.

Im+1

I1

J1

J2

3.3: I1 Im+1 x0 = .
, J1 Im+1 =
J1 I =

m
[

(J1 Ij ) J1 J

j=1

, J2 I1 =
J2 I =

m+1
[
j=2

(J2 Ij ) J2 J.

,
m
X
j=1

m+1
X

v(J1 Ij ) v(J1 J)

j=2

v(J2 Ij ) v(J2 J)

v(J) = v(J1 J) + v(J2 J)

m+1
X
j=1

v(J1 Ij ) +

m+1
X
j=1

v(J2 Ij ) =

m
X
j=1

v(J1 Ij ) +

m+1
X
j=2

v(J2 Ij ) =

m+1
X

m+1
X

j=1

j=1

(v(J1 Ij ) + v(J2 Ij ) =

v(Ij ),

v() = 0
v(K) = v(K J1 ) + v(K J2 )

(3.14)

K Rk .
I , J1 I J2 I. ,
,
m
X
j=1

v(J1 I) = v(J1 I)

m+1
X
j=2

v(J2 Ij ) = v(J2 I).

v(I) =

Pm+1
j=1

(3.15)

v(Ij ), .

3.1. Lebesgue 37
() , 3.1.4:
3.1.8.
Rk .

(i) : P(Rk ) [0, ]

(ii) I Rk (I) = v(I).

. 3.1.4
:
Qk
k
: K = =1 [a , b ]
Sn R I1 , I2 , ..., In
K j=1 Ij ,
v(K)

n
X

(3.16)

v(Ij ).

j=1

Sn , 3.1.7 (i)
j=1 Ij (ii)
. ,
Ej = Ij \

j1
[

Ii ,

(3.17)

j = 1, 2, ..., n

i=1

Sn (
Sn ),
Ej Ij j j=1 Ej = j=1 Ij . ,
3.1.7 (i), Ej Rk .
Jt , t = 1, 2, ..., m . , Jt
(;)
n
n
m
[
[
[
K
Ij =
Ej =
Jt .
j=1

t=1

j=1

Sm

, K = t=1 (K Jt ), K Jt . ,
(ii)
v(K) =

m
X
t=1

v(K Jt )

m
X

v(Jt ) =

t=1

n
X

j=1 {t:Jt Ij }

v(Jt ) =

n
X
j=1

v(Ej )

n
X

v(Ij ),

j=1

.
3.1.9. A Rk (A) = 0.
. A = {xn : n = 1, 2, ...}. , > 0
A

Y
k 
[
n=1 =1

xn ()


,
x
()
+
n
2n
2n

(3.18)

,
(A)

Y
k 
X
n=1 =1

(xn () +

 X (2)k
k
)

(x
()

)
=
=
.
n
n
n
nk
2
2
2
1 1/2k
n=1

> 0 (A) = 0.

38

3.1.2

Lebesgue ( )
.
.
:
3.1.10. X 6= . C P(X) X
- X
(i) C
(ii) X1 , X2 , ... C X =

n=1

Xn .

3.1.11 ( ). X =
6 , C X : C [0, ] () = 0.
: P(X) [0, ]
(
(A) = inf

X
n=1

(Cn ) : Cn C A

)
(3.19)

Cn

n=1

A X X.
, C -
.
3.1.4 (i)
. .
. 3.1.1 :
S
P
(i) n () n () = 0. () = 0.
(ii) A B X , B C
A,
(

(Cn )n : Cn C B

[
n

Cn

)
(Cn )n : Cn C A

Cn

, (A) (B) (;).

(iii)

S
P. (An )n
X. ( n An ) n (An ).
P
P
n (An ) = . n (An ) <
(An ) < n. S
> 0. n , C, (Cn,j )j Cn j Cn,j

X
j=1

(Cn,J ) (Cn ) +

.
2n

3.2. 39

Cn

n,j

Cn,j ( N N )

n=1

!
Cn

X
n=1

X
X

(Cn,j )
(Cn ) + .
j=1

, 0 .

3.2

: P(X) [0, ] X.
, - A X |A
(X, A). - (
A = {, X}),
.
- 3.2.3.
3.2.1. : P(X) [0, ] X.
B X - X,

(A) = (A B) + (A \ B),
(3.20)
A X. M -
X.

3.2.2. ()
(A) (A B) + (A B c ) . ,
B X -
(A) (A B) + (A \ B), A X.

(3.21)

, (A) = . ,
A X (A) < .
() () B X (B) = 0 -,
(A B) = 0 (A \ B) (A).

3.2.3 (). : P(X) [0, ]

X. M - X |M
M .
. .
1. M .
A X
(A X) + (A \ X) = (A) + () = (A).
X M .
B M A X,
(A) = (A B) + (A B c ) = (A B c ) + (A (B c )c ),

40
B c M .
B1 , B2 M B1 B2 M . A X.
B1 M
(A) = (A B1 ) + (A B1c )
B2 M

(A B1 ) = (A B1 B2 ) + (A B1 B2c ).
, B1 \ B2 = B1 \ (B1 B2 ) B1c (B1 B 2 )c ,
(A B1 B2c ) + (A B1c ) = (A (B1 B2 )c B1 ) + (A (B1 B2 )c B1c ).
B1 M
(A) = (A (B1 B2 )) + (A (B1 B2 )c B1 ) + (A (B1 B2 )c B1c ) =
= (A (B1 B2 )) + (A (B1 B2 )c ).

, B1 B2 M .

2. B1 , B2 M A X,
(A (B1 B2 )) = (A B1 ) + (A B2 ).

(3.22)

, |M , B1 , B2 M

(B1 B2 ) = (B1 ) + (B2 ).
(3.23)
B1 M B1 B2 = ,
(A(B1 B2 )) = (A(B1 B2 )B1 )+(A(B1 B2 )B1c ) = (AB1 )+(AB2 ).
A = X.
3.2.4. ,

n
n
[
X
A
Bj =
(A Bj )
(3.24)
j=1

j=1

B1 , B2 , ..., Bn M A X.
3. M - |M .
(iii) 1.1.6, S
(Bn )

M B = n=1 Bn B M
(B) =

(Bn ).

(3.25)

n=1

A X
(A) = (A B) + (A \ B) =

X
n=1

(A Bn ) + (A \ B).

(3.26)

3.2. 41
B M A = B
(3.25).
S
c
n
B1 , B2 , ..., Bn
j=1 Bj
M X A X

c
n
n
n
X
[
X
(A) = (AX) =
(ABj )+ A
Bj
(ABj )+(AB c ).
j=1

j=1

j=1

n ,
(A)

X
j=1

(A Bj ) + (A \ B) (A B) + (A \ B) (A),

- .
, B M . A = X
.
4. |M .
B X C M B C (C) = 0. ,
, (B) = 0 B M 3.2.2 ().
3.2.5. - M Lebesgue
.
, B Rk Lebesgue
. , Lebesgue
Rk ,
. M
.
3.2.6. Borel Rk Lebesgue ,
B(Rk ) M .
.

k
Y

=
(, bj ] : b1 , b2 , ..., bk R

(3.27)

j=1

( 1.1.11) () = B(Rk ). , M , B(Rk ) M

Qk
M . B = j=1 (, bj ]
Lebesgue ,
(A) (A B) + (A \ B), A Rk (A) < .
A Rk (A) < > 0. S ,
(In ) Rk A n In

X
n=1

v(In ) < (A) + .

(3.28)

42
n In B ( ) In \ B
3.1.6
(i),
In \ B =

kn
[

In,j , In,j , j = 1, 2, ..., kn .

(3.29)

j=1

, I Rk
J I J v(J)v(I)
. Jn Jn,j , n N
j = 1, 2, ..., kn
In B Jn In,j Jn,j

v(Jn ) +

kn
X
j=1

v(Jn,j ) < v(In B) +

kn
X

v(In,j ) +

j=1

= v(In ) + n ,
n
2
2

(3.30)

3.1.6 (ii).
AB

[
n=1

(In B)

[
n=1

Jn A \ B

[
n=1

(In \ B)

kn
[
[

Jn,j

n=1 j=1

(A B)

X
n=1

v(Jn ) (A \ B)

kn
X
X

v(Jn,j ).

n=1 j=1

,
(A B) + (A \ B)
<

X
n=1

v(In ) +

X
n=1

v(Jn ) +

kn
X

v(Jn,j ) <

j=1

v(In ) + < (A) + 2.

=
2n
n=1

> 0 .
R, k = 1, In \ B
.
3.2.7. Lebesgue k -
Mk Lebesgue k .
, . ,
k B(Rk ) Lebesgue.
Lebesgue
B(Rk ) .

3.3. 43
3.2.8. A Rk :
(A) = inf{(B) : B B(Rk ), B A} = inf{(G) : G G A}.
(3.31)
. B B(Rk ) B A (A) (B) = (B).
(A) inf{(B) : B B(Rk ), B A} inf{(G) : G G A}.
, (A) = . A (A) < ,
> 0 G Rk
(G) < (A) + .

(InS
) A
S
P

v(I
)
<

(A)
+
.

G
=
n
n
n
n
n In . G ,
A
!
[
X
(G) =
In
v(In ) < (A) + .
n

, inf{(G) : G G A} (A) + 0
.

3.3

:
Rk
Borel . :
3.3.1. (X, A, ) . A X :
(i) A :
(A) = inf{(B) : B A B A}

(3.32)

(ii) A :
(A) = sup{(B) : B A B A}.

(3.33)

A X (A) (A)
A A, (A) = (A) = (A).
3.3.2. (X, A, ) .
:
(i) A X B A A B (A) = (B).
(ii) : P(X) [0, ] (
3.1.1).

44
. (i) (A) = (X) = ( )
B = X .
(A) < . , n N, Bn A
A Bn
1
(Bn ) < (A) + .
n
T
B = n Bn A A B (A)
(B). , n N B Bn (B) (Bn ) (A) + n1 .
,
1
(A) (B) (A) + , n = 1, 2, ...
n
, n (B) = (A).
(ii) 3.1.1 :
() () = () = 0.
() A1 A2 X, A A2 A1 ,
(A1 ) (A2 ) (;). .

() . (An )
X
!

[
X

An
(An ).
(3.34)
n=1

n=1

n , S
S
(i) Bn A An Bn
(An ) = (Bn ). n An n Bn A
!
!
[
[
X
X

An
Bn
(Bn )
(An ),
n

3.3.3. Lebesgue (Rk , B(Rk ))

3.3.1
Lebesgue ( 3.1.5).
3.3.4. (X, A, ) A X (A) < .

A A (A) = (A).
(3.35)
. () - A E, F A E
A F (F \ E) = 0.
(E) (A) (A) (F )
(E) = (F ) : (A) = (A).
() (A) = (A) < . ,
3.3.1, n N En , Fn A En A Fn
(Fn ) (En ) = (Fn \ En ) <

1
.
n

3.4. 45
E =
, n:

En F =

Fn E A F

(F \ E) (Fn \ En ) <

1
n

. , (F \ E) = 0 A A .
3.3.5. ,
A A (A) = (A) = (A).

3.4

,
3.2.3
. :
3.4.1. X A0 X.
0 : A0 [0, ] premeasure X :
(i) 0 () = 0
(ii) A1 , A2 , ...
S A0
n=1 An A0 ,
!

[
X
0
An =
0 (An ).
(3.36)
n=1

n=1

, premeasure A0 .
3.4.2 ( ). X , A0
X, A = (A0 ) - A0 0 premeasure A0 .
: P(X) [0, ]
(
)

X
[

(A) = inf
0 (An ) : An A0 A
An
(3.37)
n=1

n=1

A X. :
(i) X.
(ii) A A0 (A) = 0 (A).

(iii) M - -
A M .

(3.38)

= |A (X, A)
0 . , :
(iv) 0 -,
(Fn )
S
A0 X = n Fn 0 (Fn ) < n,
(X, A) 0 .

46
. (i) 3.1.11 ( ).
(ii) A A0 . (A) 0 (A), A, , , ...
A A0 .
S ,
(An )n A0 A n An
0 (A)

0 (An ).

n=1

n1
[

B n = An \

Aj , n = 1, 2, ...

j=1

Bn S
A0 n, Bn , Bn An n
S
B
=
n
n
n An . :
!

X
X
X
[
0 (An ),
0 (Bn )
0 (A Bn )
0 (A) = 0
(A Bn ) =
n=1

n=1

n=1

n=1

. , |A0 = 0 .
(iii) ( 3.2.3) M - X A = (A0 ) (3.38)
A0 M . A A0 B X (B) < .

(B) (B A) + (B \ A).
> 0. (Bn ) A0 B

X
n=1

Bn

0 (Bn ) (B) + .

0 premeasure , :

X
n=1

0 (Bn ) =

X
n=1

0 (Bn A) +

X
n=1

0 (Bn Ac ) (B A) + (B \ A),

Bn A, Bn Ac A0 n.
(B A) + (B \ A) (B) +
0 .
(iv) ,
S (X, A) |A0 = 0
= . A A, A n An An A0
!

[
X
X
(A)
An
(An ) =
0 (An ).
n=1

n=1

n=1

3.5. 47
(A) (A) .
, :
. F A (F ) < , (F ) = (F ).
S
> 0. (Bn ) A0 F n Bn

X
n=1

(3.39)

(Bn ) (F ) + .

S
B = n Bn , ,
(3.39) (F ) < ,
(3.40)

(B \ F ) .
:

(B) = lim
n

n
[

Bj = lim
n

j=1

Sn

j=1

n
[

Bj = (B),

j=1

Bj A0 n. , :

(F ) (B) = (B) = (F ) + (B \ F ) (F ) + (B \ F ) (F ) + .
(F ) (F ) .
A A ,
A=

(A Fn )

n=1

(A) = lim (A Fn ) = lim (A Fn ) = (A),
n

. .

3.5

.
1. A Rk Ao 6= . (A) > 0.

2. X . j : P(X) [0, ], j = 1, 2, 3, 4

(
(
0, A =
0, A =
1 (A) =
, 2 (A) =
,
1, A 6=
, A 6=
(
(
0, A
0, A
3 (A) =
4 (A) =
.
1, A
, A
j Mj .

48
3. A N (A) = lim supn n1 |{E {1, . . . , n}| ( |A| A). .
4. C . () = 0 ({m, n}) = 2 {m, n} C.
C - N, N. (A) A N - N.
5. R2 Lebesgue .

6. A R 0 < (A) < .

() f : R R f (x) = (A (, x]) .
() F A (F ) = (A)/2.

7. (X, A, ) A X. A0 A
A0 A (A) = (A0 ).

8. (X, A, ) . (An )
X,
!

An = lim (An ).
n=1

.
9. A R (A) > 0. x, y A x y R \ Q.

10. A R (A) = 0. A0 = {x2 : x A}

(A0 ) = 0.
11. (X, A, ) A X.
(A) + (X \ A) = (X).
12. A R Lebesgue
((a, b)) = ((a, b) A) + ((a, b) \ A),

a < b R.

13. A R (A) > 0 (0, 1).

I R
(A I) > (I).
14. Lebesgue A R (A) > 0
(A I) < (I) I.

15. X A X. A
A A
A . 0 premeasure A
. :
() A X > 0, B A A B (B)
(A) + .
() (A) < , A B A
A B (B \ A) = 0.
() 0 , ()
(A) < .

3.5. 49
16. X
(X, M ). E, G X, G E :
E G, G M A M A G \ E (A) = 0.
() G1 G2 E X,
(G1 4G2 ) = 0.
() E G, G M (E) = (G), G
E.

17. (An ) [0, 1]

lim sup (An ) = 1.
n

(0, 1) (Akn ) (An )

!
Akn

> .

n=1

.
18. {qn } Q [0, 1]. > 0
A() =
, A =

j=1


[


qn n , qn + n .
2
2
n=1

A(1/j).

() (A()) 2.
() <

1
2

[0, 1] \ A() .

() A [0, 1] (A) = 0.

() Q [0, 1] A A .
19. A Lebesgue Rk (A) < {An }
n=1
Lebesgue A (An ) c
c > 0 n N.
() (lim supn An ) > 0.

() {kn }

\
Akn 6= .
n=1

20. {qn } . x R (
Lebesgue) :
k = k(x) N n k |x qn | 1/n2 .

50
21. A R a > 0,
{x A : |x| > a} .

0, A
(A) = 1, A .

, A
R
M = {A R : A Ac }.
A R ;
22. Lebesgue A R (A) > 0.
A A = {x y : x, y A} 0.

Lebesgue

Lebesgue
Rk .
Lebesgue .

B(Rk ) M P(Rk )
. , Rk Lebesgue
Lebesgue Borel.

4.1

Lebesgue

4.1.1. (X, d) , A - X
A B(X) (X, A).
:
(i) (K) < K X .
(ii) ,
(A) = inf{(G) : G X G A}, A A.

(4.1)

(iii) ,
(G) = sup{(K) : K K G}, G X . (4.2)

X (, ).

52 Lebesgue
4.1.2. Lebesgue Rk . ,

(A) = sup{(K) : K K A}, A M

(4.3)

( ).
. 3.2.6 B(Rk ) M
(i)-(iii) 4.1.1:
(i) K Rk . ,
J Rk K J. ,
(K) (J) = v(J) < .
(ii) 3.2.8 Lebesgue
.
(iii) ,

(A) sup{(K) : K A }.
A .
1 K A A.
, G Ac
Ac ( G = K c ). , A
G
L L A, U
L \ A K A U .
A.

U
L
A

4.1:
1

A ,

4.1. Lebesgue 53
, > 0 L
L A U L \ A U
(U \ (L \ A)) < .
, K = A \ U . K A K = L \ U (;),
K . , A \ K U \ (L \ A)
(A \ K) (U \ (L \ A)) < .
( A ),
An = A B(0, n), B(0, n) = {x Rk : kxk2 < n}, n = 1, 2, ...

(4.4)

, (An ) An Rk .
:
(A) = sup (An ) = sup sup{(K) : K An }
n

nN

sup{(K) : K A }.
Lebesgue
(Rk , M , )
(Rk , B(Rk ), ). 3.2.6 B(Rk ) M , :
4.1.3. Lebesgue (Rk , M )
Lebesgue (Rk , B(Rk )).
. -
B(Rk ) M = B(Rk ) :
A M

E, F B(Rk ), E A F (F \ E) = 0. (4.5)

() A M . (A) < . ,
(Kn ), (Gn ) Kn Gn , Kn
A Gn
1
(Gn ) (Kn ) = (Gn \ Kn ) < .
n
S
T
( ) E = n Kn F = n Gn . , E A F ,
E, F B(Rk )
(F \ E) (Gn \ Kn ) <

1
, n = 1, 2, ...
n

(F \ E) = 0, A B(Rk ) .
A M
A=

[
n=1

An , An = A B(0, n).

54 Lebesgue
, An An B(Rk ) .
B(Rk ) -, A B(Rk ) () .
() A Rk E, F B(Rk ) E A F (F \ E) = 0,
A = E (A \ E). , (A \ E) = 0
A \ E M E B(Rk ) M . A M .
4.1.4. :
A M E A G (E \ A) = 0
(4.6)

A M

F A F (A \ F ) = 0,

(4.7)

4.1.5. (X, d) .
(X, B(X)) Borel X.
4.1.6. Lebesgue Borel Rk
(I) = v(I), I Rk .

(4.8)

. ( 2.2.1).

= {I Rk : I }.
() = B(Rk ) .
Borel Rk (I)S= v(I) I , (I) = (I)

I . Rk = n=1 [n, n]k , ([n, n]k )n

k
([n, n] ) = ([n, n]k ) = (2n)k < n. ,
2.2.1 = .
4.1.7.
Borel Rk (P)

(Rk , M ) (P)
( 2.3.3 (iii)). ,
Lebesgue Borel

(Rk , M ).

3 Littlewood2 .
2

Egorov Luzin
7 8 .

4.1. Lebesgue 55
Rk
.
, .
:
4.1.8. A Lebesgue (A) < .
> 0 J1 , J2 , ..., Jm
(4.9)

(A4(J1 J2 ... Jm )) < .3

.
S Lebesgue,
(In )n A n In

v(In ) < (A) + .

2
n=1
v(In ) , N N

.
2

v(In ) <

n=N +1

A\

N
[

In

n=1

N
[

In

\A

In

n=1

n=N +1

!
In

n=1

\ A.

(4.10)

A\

N
[

In

n=1

N
[

!
In

n=1

!!

[
n=1

!
In

In

n=N +1

\A

(A)

X
n=1

[
n=1

v(In ) <

n=N +1

!
In

!
\A

v(In ) (A) <

.
2

3.1.6 (i) ,
J1 , J2 , ..., Jm
N
[
n=1
3

In =

m
[

Jm

n=1

4 X Y
X4Y = (X \ Y ) (Y \ X) = (X Y ) \ (X Y ).

56 Lebesgue
,

m
[

!
Jn

n=1

m
[

!!
Jno

=0

n=1

J1 , J2 , ..., Jm . ,
!
!!
!
N
N
[
[
(A4(J1 J2 ... Jm )) = A \
In
+
In \ A < .
n=1

4.2

n=1

Lebesgue

A, B Rk
A B = {a b : a A, b B},

(4.11)

A, B. B = {x}, A + x A + {x},
A + x = {a + x : a A},

(4.12)

A x. x Rk Tx : Rk Rk
Tx (y) = y + x, y Rk . Tx 1-1 Tx .
A + x = Tx (A), :
S
S
(i) ( n An ) + x = n (An + x),
T
T
(ii) ( n An ) + x = n (An + x) ( Tx 1-1),
(iii) (A \ B) + x = (A + x) \ (B + x)
(iv) B c + x = (B + x)c .

, Tx A Rk A
A + x , x Rk .
4.2.1. A Rk x Rk :
A B(Rk ) A + x B(Rk ).

(4.13)

. , (), A = (A +
x) x.
F = {B B(Rk ) : B + x B(Rk )}.
(4.14)
, F (i)(iv) F -. F = B(Rk ) .
4.2.2. (i) Lebesgue , A Rk x Rk
(A + x) = (A).
(ii) Lebesgue , :

(4.15)

4.2. Lebesgue 57
() A Rk x Rk
A M

(4.16)

A + x M

() A M x Rk
(4.17)

(A + x) = (A).

. (i) I
Rk x Rk A x
v(I) = v(I x). , A Rk x Rk :
(
)

X
[

(A+x) = inf
v(In ) : In A + x
In =
n=1

(
= inf

n=1

(
= inf

n=1

v(In x) : In x A

X
n=1

v(Jn ) : Jn A

)
(In x)

n=1

)
Jn

= (A).

n=1

(ii) (), A M x Rk B Rk
(B) = (B (A + x)) + (B \ (A + x)).

(4.18)

:
(B) = (B x) = ((B x) A) + ((B x) \ A) =
= ((B (A + x)) x) + ((B \ (A + x)) x) = (B (A + x)) + (B \ (A + x)),

(i). A + x M . ()
(i) ().

(i) 3.2.1
Lebesgue (Rk , B(Rk ))
. Borel
Rk .
:
R
.
:
D R, R

D.
.

58 Lebesgue
4.2.3. Rk
:


p1 + 1
pi
k
, i = 1, 2, ..., k ,
(n, p1 , p2 , ..., pk ) = (x1 , x2 , ..., xk ) R : n xi <
2
2n
(4.19)
n N p1 , p2 , ..., pk Z.
. G Rk . G (4.19). n N n
Rk
n = {(n, p1 , p2 , ..., pk ) : p1 , p2 , ..., pk Z}.

(4.20)

n Rk
k- 1/2nk . , n < m m
n , : A n B m A B 6= ,
B A (;).
G .
(n = 1):
(4.21)

E1 = {A 1 : A G} .

E1 ( 1 ), .
, (n = 2)
G, (
).
E2 = {A 2 : A G A B = B E1 } .

(4.22)

, E1 , E2 , ..., En ,

[
En+1 = A n+1 : A G A B = B
Ej .
(4.23)

j=1

En En n ,
E :=

[
n=1

En

n .

n=1

, E (4.19)
G.
[
[
G=
E=
{A : A E} .
(4.24)
x G. G ,
S x
G C n n C G x C.
n0 A n0 A G x A. ,
A En0 , l < n0 B l A
A B
SB 6= S
x B: n0 . , x En0 E. ,
.

4.2. Lebesgue 59
4.2.4. Borel Rk
,
(I + x) = (I), I x Rk
(K) < K Rk . a 0 = a ,

(A) = a (A), A B(Rk ).

. , . ,
D = {(x1 , x2 , ..., xk ) Rk : 0 xi < 1, i = 1, 2, ..., k}
(D) (D) < ( D ) (D) = a (D) = a 0.
a = (D) < .
a = 0, (Rk ) = 0, Rk D (;). = 0 .
a > 0, : B(Rk ) [0, ] (A) = a1 (A)
A B(Rk ). Borel Rk
. = . n N,
[n, n)k (2n)k D

([n, n)k ) = (2n)k (D) = (2n)k = ([n, n)k )
, ( 2.2.1)
(G) = (G) G Rk . ,
,
((n, p1 , p2 , ..., pk )) = ((n, p1 , p2 , ..., pk ))
n N p1 , p2 , ..., pk Z. n N p1 , p2 , ..., pk Z (n, p1 , p2 , ..., pk )
(n, 0, 0, ..., 0)
((n, p1 , p2 , ..., pk )) = ((n, 0, 0, ..., 0)).
, D 2nk (n, 0, 0, ..., 0)
1 = (D) = 2nk ((n, 0, 0, ..., 0)).
,
((n, p1 , p2 , ..., pk )) =

1
= ((n, p1 , p2 , ..., pk ))
2nk

.
A Rk R
A = { a : a A}.

(4.25)

(i)-(iv) . - B(Rk )
M ().

60 Lebesgue
4.2.5. A Rk R
( A) = ||k (A).

(4.26)

. = 0 . 6= 0,

I = (a1 , b1 ) (a2 , b2 ) ... (ak , bk )

I = (||a1 , ||b1 ) (||a2 , ||b2 ) ... (||ak , ||bk )

v( I) = ||k v(I).
4.2.2 (i).
, T : Rk Rk A M
T (A) M ( ).
T : D =
{(x1 , x2 , ..., xk ) Rk : 0 xi < 1, i = 1, 2, ..., k}
(4.27)

v(T (D)) = | det(T )|.

:

4.2.6. T : Rk Rk A
M ,
(T (A)) = | det(T )| (A).
(4.28)
. det(T ) 6= 0 4.2.4. : B(Rk ) [0, ] (A) = (T (A)).
Borel Rk A B(Rk )
x Rk :
(A + x) = (T (A + x)) = (T (A) + T (x)) = (T (A)) = (A)
Lebesgue T .
4.2.4
(A) = a (A)
a = (D) = (T (D)) = | det(T )|. , .
det(T ) = 0, = 0 (T (Rk )) = 0.
det(T ) = 0 T m < n (
)
T (Rk ) = {(x1 , x2 , ..., xm , 0, ..., 0) : x1 , x2 , ..., xm R} =

Jn

n=1

Jn = [n, n] [n, n] ... [n, n] {0} ... {0}.

(T (Rk ))

X
n=1

. = 0.

(Jn ) =

X
n=1

v(Jn ) = 0,

(4.29)

4.2. Lebesgue 61

Lebesgue.
Lebesgue ,
( R \ Q R
). ,
.
4.2.7 (Steinhaus). A Lebesgue Rk
(A) > 0, > 0
B(0, ) A A.

(4.30)

. , (A) < .
(A) = (
) B M B A 0 < (B) < . , > 0
B(0, ) B B B(0, ) A A.
0 < (A) < .
Lebesgue. > 0. , 4.1.2,
K Rk G Rk K A G
(G) < (A) + , (K) > (A) .

(4.31)

K G
:= dist(K, Gc ) > 0.

(4.32)

, z K B(z, ) G. .
x Rk kxk <
A. :
. B(0, ) K K.

x Rk kxk < . z1 , z2 K x = z1 z2 . ,
z K x + z K. ,
K (K + x) = :
(K (K + x)) = (K) + (K + x) = 2(K) > 2(A) 2
Lebesgue . K G
K + x G, y K + x, z K ky zk = kxk <
y G. ,
(K (K + x)) (G) < (A) + .
, :
2(A) 2 < (A) +

(A) < 3.
> 0 , (A) = 0
.

62 Lebesgue

4.3

- B(Rk ) M
B(Rk ) M P(Rk ).
(,
R
Borel) . .
, .
: X = {Xa : a A} ,
. , E
xa Xa . , f : A f (a) Xa a A.
. , , (Zermelo-Fraenkel) .
4.3.1 (Vitali). R.
. R :
(4.33)

x y x y Q.
R
Ex = {y R | y = x + q q Q}.

(4.34)

X = {Xa : a A}
, E = {ya : a
A} R ya Xa . ,
a 6= b A ya yb
/ Q.
{qn : n N} Q
(4.35)

En := E + qn , n N.
En :

1. n 6= m En Em = . , ya , yb E
ya + qn = yb + qm , 0 6= ya yb = qm qn Q,
E.
S
2. R = n=1 En . , x R a A x Xa .
x = ya + q q Q. , n = n(x) N
q = qn , , x = ya + qn En .

E . , En = E + qn
n N (En ) = (E). En
,
+ = (R) =

X
n=1

(En ) =

X
n=1

(E).

4.3. 63
, (E) > 0. Steinhaus, E E (, )
> 0. , E E
0: x 6= y E x y ,
E. E .
4.3.2.
:
A R , E A.
.

, , E
[0, 1], Steinhaus.
. [0, 1] :
(4.36)

x y x y Q.

, , x y [1, 1]. [0, 1]

Ex = {y [0, 1] | y = x + q q [1, 1] Q}.

(4.37)

X = {Xa : a A}
, E = {ya : a
A} [0, 1] ya Xa . ,
a 6= b A ya yb
/ Q.
{qn : n N} Q [1, 1]

En := E + qn , n N.
(4.38)
En :
1. En [1, 2].
2. n 6= m En Em = .
S
3. [0, 1] n=1 En . , x [0, 1] a A x Xa .
x = ya + q q Q [1, 1]. ,
n = n(x) N q = qn , , x = ya + qn En .
E . , En = E + qn
n N (En ) = (E). En
,
1 = ([0, 1])

[
n=1

!
En

X
n=1

(En ) =

X
n=1

(E) 3,

0 ( (E) = 0)
+ ( (E) > 0). , E .

64 Lebesgue

4.4

Borel

. ,
R Borel. ,

Cantor-Lebesgue
4.4.2.
Cantor .

4.4.1

Cantor

1. Cantor
C0 = [0, 1]
. 1/3, 2/3 . C1 ,


 

C1 = 0, 1/3 2/3, 1 .


C
 1  . 0, 1/3
2/3, 1 , ,
. C2 ,

 
 
 

C2 = 0, 1/9 2/9, 1/3 2/3, 7/9 8/9, 1 .
, n = 1, 2, . . .
Cn (Cn ) :
1. C1 C2 C3 .

2. Cn 2n ,
1/3n .
Cantor
C=

Cn .

(4.39)

n=1



. k/3n , (k+1)/3n , n N, k = 0, 1, . . . , 3n
1, .

2. Cantor
C ,
Cn ( ).
C , .
, C :
(1) C , C
C.
. C . x C
C x C

4.4. Borel 65
In (x), n = 1, 2, . . ., x In (x), In (x) Cn
`(In (x)) = 31n . (n (x)) (n (x))
In (x) C, x,
. , x
C.
(2) C 0.
n

. n N C Cn (Cn ) = 23n , Cn
2n , 31n . ,
(C) (Cn ) =

2n
3n

n N, (C) = 0.
. , C .
(3) C .
. ,
R . C , .
,
C .
C


{0, 2}N = (n )
(4.40)
n=1 | n, n = 0 n = 2 .
{0, 2}N ( Cantor). ,
C . :
x C In (x), n =
1, 2, . . ., : I1 (x) I2 (x) , n, x In (x) In (x)
31n Cn .
(nx )
n=1
{0, 2}N :




x
() n = 1:
(, x 0, 1/3 ) 1x = 2

 1 = 0 I1 (x) = 0, 1/3

I1 (x) = 2/3, 1 (, x 2/3, 1 ).


() :
In (x) = k/3n ,(k +1)/3n In+1 (x)
 n,

k/3n , (k/3n )+(1/3n+1 ) , [(k/3n )+(2/3n+1 ), (k+1)/3n :
x
= 0 In+1 (x) ,
x. n+1
x
n+1 = 2 In+1 (x) .
x 6= y, n In (x) 6= In (y),
|x y| 31n n N. n0
In0 (x) 6= In0 (y), nx nx 0 6= ny 0 ,
y
(nx )
n=1 (n )n=1 .
N
: C {0, 2} (x) = (nx )
n=1 .

0 2,
, (n )
n=1
(In )
n=1 I1 I2 ,
n In 31n Cn :




() n = 1: I1 = 0, 1/3 1 = 0 I1 = 2/3, 1 1 = 2.

66 Lebesgue
() , In+1
1
3n+1 In Cn+1 : n+1 = 0,
n+1 = 2.
In 0, :

\
{x} =
In .
n=1

( ). In Cn n, x C. , In (x) = In
n, In
x
(n )
n=1 = (n )n=1 = (x).

{0, 2}N , C .
Cantor.

3.

n N,
P(ana)nn=1 an {0, 1, 2}
P
an

[0,
1].

x
=
n
n=1 3
n=1 3n an {0, 1, 2}
P an

n, n=1 3n ( (an )n=1

P)
x. x = (a1 , a2 , . . .) x = n=1 a3nn .
x [0, 1] .
(an )
n=1 : [0, 1]
[0, 1/3], (1/3, 2/3) [2/3, 1].

0 , x [0, 1/3]
a1 = 1 , x (1/3, 2/3)

2 , x [2/3, 1].

,
a1
a1
1
x
+ .
3
3
3

(4.41)

x [0, 1/3].
[0, 1/9], (1/9, 2/9), [2/9, 1/3] a2 = 0, 1 2 x
, .
a2 x (1/3, 2/3) x [2/3, 1],
a2
a1
a2
1
a1
+ 2 x
+ 2 + 2.
3
3
3
3
3

(4.42)

an n
n
X
ak
k=1

3k

0x

n
X
ak
k=1

n
X
ak
k=1

3k

3k

1
.
3n

1
,
3n

(4.43)

4.4. Borel 67

ak
k=1 3k

x,
x=

X
ak
k=1

3k

x 6= y x
y, .
x [0, 1] . , x = 1/3

1
1 X 0
= +
3
3
3k

k=2

1 X 2
.
=
3
3k
k=2

( (an )
n=1 ,
).
, : x [0, 1] x : x = k/3n
n N 1 k 3n ( ).

Cantor.

4.4.1. x [0, 1]. , x C x

0 2.
2
. x [0, 1]. (an ) , : x C an 6= 1 n.
x C x
0 2. .

4. Borel
:
4.4.2. X , |B(X)| c,
c = |R| . , X = R, |B(X)| = c.
. X D =
{x1 , x2 , ...} X. ,
C = {B(xn , qm ) : n, m = 1, 2, ...},
{qm : m = 1, 2, ...} Q(0, )
X, X
C - . , (C)
B(X) = (C).
B B(X) : B0 = C,
[
B =
B
<

68 Lebesgue
B+1
B . B

[
B(X) = {B : }.
, , B(X) ,
|B(X)| c.
R , : R B(R) (x) = (, x)
1 1 c = |R| |B(R)|. |B(R)| = c
Schr
oder-Bernstein.

4.4.3. Lebesgue R Borel.

. C Cantor,
(C) = 0
P(C) M .
, |M | |P(C)| > |C| = c.
: |B(R)| = c.

4.4.2

Cantor-Lebesgue

Cn C
Cantor. n N fn : [0, 1] [0, 1] .
J1n , . . . , J2nn 1 [0, 1] \ Cn ,
fn (0) = 0, fn (1) = 1, fn (x) = 2kn x Jkn ,
Cn
.
f1

f2

1
3
4
1
2
1
4

1
2

1
3

2
3

1
9

2
9

1
3

7
9

2
3

f3

1
3
4
1
2
1
4
1 2 1
27 27 9

2 7 8 1
9 27 27 3

2 19 20 7 22 23 8 25 26
3 27 27 9 27 27 9 27 27

4.2: Cantor-Lebesgue

8
9

4.4. Borel 69
, C1 = [0, 1/3] [2/3, 1]. f1 1/2
(1/3, 2/3), [0, 1/3] f (0) = 0 f (1/3) = 1/2,
[2/3, 1] f (2/3) = 1/2 f (1) = 1. , [0, 1]\C2
: (1/9, 2/9) f2 1/4,
(1/3, 2/3) f2 1/2, (7/9, 8/9) f2
3/4, C2
, f2 (0) = 0 f2 (1) = 1.
4.4.4. {fn }
n=1 f : [0, 1] [0, 1]. f [0, 1]. C
f (f (C)) = 1.
. {fn } :
1. fn , fn (0) = 0 fn (1) = 1.
2. Jkn n-
C, fn Jkn ,
fn fn+1 fn+2
Jkn .
3.
kfn+1 fn k

1
,
2n

n = 1, 2, 3, . . . .

{fn }
C[0, 1]: m > n
kfm fn k

m1
X
k=n

kfk+1 fk k

m1
X
k=n

1
1
n1 0
2k
2

m, n . C[0, 1] k k ,
f : [0, 1] R fn f .
, fn f [0, 1]. fn fn (0) = 0 fn (1) = 1, f ,
f (0) = 0 f (1) = 1. , f [0, 1].
, f (C) = [0, 1]. , {fn }
f J C,
J C.
f [0, 1], y [0, 1] f (x) x C.
f (C) = [0, 1] (f (C)) = 1.
. ([0, 1] \ C) = 1 f 0 (x) = 0 x
/ C.
, x
/ C x J f
. , f x f 0 (x) = 0. ,
f 0 , f
[0, 1] [0, 1].
CantorLebesgue,
Borel.
:

70 Lebesgue
4.4.5. A Borel R f : A R . , Borel B R, f 1 (B) = {x A : f (x) B}
Borel.
.
A = {B R : f 1 (B) Borel}.

(4.44)

B R, f 1 (B) A,
f . A Borel, f 1 (B)
Borel ( ).
A - . A - ,
Borel - B(R) A. A
f 1 (B) Borel B R Borel.
4.4.6. Lebesgue Cantor,
Borel.
. g : [0, 1] [0, 2] g(x) = f (x) + x, f
CantorLebesgue. g , (
g 1 ).
g(C) (g(C)) = 1. , g(C)
C, . ,
g J P
[0, 1] \ C {f (J)} + J,
. (g([0, 1] \ C)) = (J) = 1. (g(C)) = 1.
g(C) , M g(C).
, K = g 1 (M ) Lebesgue C
. , K Borel: ,
4.4.5 M = (g 1 )1 (K) Borel Borel
. , M Lebesgue .

4.5

.
1. A R (A) > 0 .
2. Lebesgue A R2 1 (A)
Lebesgue , 1 (x, y) = x (x, y) R2
.
3. C Cantor, 41 C,
Cantor.

1
4

4. A R, a R > 0. t (, )
a + t A a t A. (A) .
.
5. E, F Rk E F (E) < (F ).
a ((E), (F )) K
E K F (K) = a.

4.5. 71
6. A = Q [0, 1]. :

() > 0 {In }
n=1
A

In

n=1

(In ) < .

n=1

() {In }m
n=1
A

m
[

In

n=1

m
X
n=1

(In ) 1.

7. {qn }n1 .
B (B) = 0 x R \ B : k =
k(x) N n k |x qn | 1/n2 .
8. () f : R R , Lipschitz
[a, b] R.
(i) f Lebesgue
Lebesgue.
(ii) f Lebesgue Lebesgue .
() f : R R Lebesgue
Lebesgue ;
9. () G , Rn . {Bj } G P
: G

Bj j=1 (Bj ) < .

() {Bj }
P G
() p > 1 j=1 ((Bj ))p < .
10. A [0, 1]
4. A Lebesgue
(A).
11. C Cantor C C = [1, 1].
Steinhaus.
12. (0, 1).
Cantor n-
/3n (n 1)-
. C Cantor. :
() C .
() C .
() C (C ) = 1 > 0.

72 Lebesgue
.
13. A M x R
(A, x) = lim+
t0

(A (x t, x + t))
,
2t

. (A, x) A
x.
() (Q, x) = 0 (R \ Q, x) = 1 x R.

() 0 < < 1. A R (A, 0) = .

14. {An } R
!

[
X

An <
(An ).
n=1

n=1

15. E Lebesgue R 0 < (E) < .

()

lim (E (E + t)) = (E).

t0

() , k N, x, s R
x, x + s, x + 2s, . . . , x + (k 1)s E.
16. Borel R (R) = 1.
F R (F ) = 1 :
E F (F ) < 1.
17. E, F Lebesgue Rk (E) > 0 (F ) >
0. E + F .
18. E x R {sin(2n x)}
n=1 .
(E) = 0.
19. f : [0, 1] R f (0) = f (1).
A = {t [0, 1] : x [0, 1] f (x + t) = f (x)}.
() A , .
() B = {t [0, 1] : 1 t A}, A B = [0, 1].

() (A) 1/2.

20. : (E) > 0 x, y E 21 (x + y) E,

E .
21. A R (A) > 0.
(R \ (A + Q)) = 0.
22. Lebesgue E [0, 1] :
J [0, 1]
(J E) > 0 (J \ E) > 0.

,
, .
, ,
.... .
Lebesgue.
, ,
Lebesgue R
X f f X

t1
X
k=0

yk ({x X : yk f (x) < yk+1 })

(5.1)

{y0 < y1 < ... < yt } f .

, :
1. f (X, A)
[, ].
2.
Bk = {x X : yk f (x) < yk+1 }
( yk , yk+1 ), A.
, Lebesgue
(X, A) (5.1),
.

5.1

:
5.1.1. (X, A) .

74
(i) f : X [, ] A ( A)
[f b] := f 1 ([, b]) = {x X : f (x) b} A, b R.

(5.2)

(ii) (X, A) f - A -.
(iii) , X = Rk - Lebesgue .
(iv) X f B(X)-, f
Borel .
:
5.1.2. (X, A) f : X [, ]
. :
1. f A-.
2. [f < b] = {x X : f (x) < b} A b R.
3. [f b] = {x X : f (x) b} A b R.
4. [f > b] = {x X : f (x) > b} A b R.
. (i) (ii) b R,


[
1
f b
[f < b] =
n
n=1

(5.3)

, x X f (x) < b n f (x) b n1 .

[f < b] A.
(ii) (iii) b R

[f b] = [f < b]c

(5.4)

[f b] A.
(iii) (iv) , b R
[f > b] =



[
1
f b+
n
n=1

(5.5)

[f > b] A.
(iv) (i) b R

[f b] = [f > b]c

[f b] A f A-.

(5.6)

5.1. 75
5.1.3. () (X, A) B X.
B : X R

1, x B
B (x) =
(5.7)
0, x
/B
B. B A-
B A.
.

b < 0
,
c
[B b] = B , 0 b < 1

X, b 1.

(5.8)

() f : Rk R
f f Borel f Lebesgue .

(5.9)

. f , b R [f b] = f 1 ((, b])
( (, b] ) Borel. ( 4.4.5 .) B(Rk ) M .
() I R f : I R f
Borel .
. b R.
a = sup[f b] = sup{x I : f (x) b}.
f , t, s I f (t) b s < t f (s) b.


I (, a], a I f (a) b
[f b] =
(5.10)
I (, a),
[f b] B(R).
.

:
5.1.4. (X, A) C X.

AC = {A C : A A}.

(5.11)

AC - C ()
( ) A C.

76
f : C [, ] AC -,

[f b] AC , b R.
C A AC = {A A : A C}

f [f b] A, b R.
:
5.1.5. (X, A) f :
X [, ].
(i) f A- C X f |C AC -.
S
(ii) (Cn ) A X = n=1 Cn ,
f A f |Cn ACn n.

(5.12)

. (i) b R
[f |C b] = {x C : f (x) b} = C [f b] AC .
f |C .

(ii) b R

[f b] =

(Cn [f B]) =

n=1

[


f |Cn b A,

n=1

f .
5.1.6. (X, d) Y X. :
(i) B(X)Y = B(Y )

(ii) f : X [, ] Borel f |Y : Y [, ]
Borel .
. (i) B Y Borel Y
A Borel X B = A Y . Y
G Y G X .

A = {A X : A Y B(Y )}.

(5.13)

() A - X
X. B(X) A, () .
, U Y U = G Y
G X U B(X)Y . B(X)Y -
Y Borel Y B(X)Y ,
.
(ii) (i) f |Y B(X)Y
(i) Borel .

5.2. 77
.
5.1.7. (X, A) . f :
X [, ] :
(i) f .
(ii) f 1 (G) A G R .

(iii) f 1 (F ) A F R .
(iv) f 1 (B) A B B(R).

.
F = {A [, ] : f 1 (A) A}.

(5.14)

F - [, ].
. (i)-(iv) :
(i) F (, b], b R.

(ii) F R.

(iii) F R.
(iv) F Borel R.

, B(R) -
(, b], F -,
(iv) (i)-(iii) .

5.2

.
.
5.2.1. (X, A) f, g : X [, ]
. :
(i) [f < g] = {x X : f (x) < g(x)} A,

(ii) [f g] = {x X : f (x) g(x)} A

(iii) [f = g] = {x X : f (x) = g(x)} A.

. (i) R : x X
f (x) < g(x) q Q f (x) < q < g(x).
,
[f < g] =

[
qQ

[f < q] [g > q]

(5.15)

78
A f, g Q .
(ii)

[f g] = [g < f ]c

(i).
(iii)

[f = g] = [f g] \ [f < g]

(i) (ii).

5.2.2. (X, A) f, g : X [, ] .
(i) f g = max{f, g} f g = min{f, g} .

(ii) f + = f 0 f = (f ) 0 .
. (i) b R
[f g b] = [f b] [g b] A

(5.16)

[f g b] = [f b] [g b] A.

(5.17)

(ii) (i) 0 f .

f+

5.1: f + f

5.2. 79
5.2.3. f + f
.
f . f :
f = f + f |f | = f + + f

(5.18)

.
5.2.4. (X, A) fn : X [, ]
.
(i) supn fn inf n fn .
(ii) lim supn fn lim inf n fn .
(iii) {fn } f , f
.
. (i) b R
[sup fn b] =
n

[inf fn < b] =
n

[fn b] A

(5.19)

[fn < b] A

(5.20)

n=1

[
n=1

.
(ii) (an )

lim sup an = inf

nN


sup ak

kn

lim inf an = sup

n

nN

(5.21)

inf ak

kn


lim sup fn = inf
n

nN


sup fk

kn

lim inf fn = sup

n

nN


inf fk .

kn

, (i) lim supn fn lim inf n fn .

(iii) f = limn fn , f = lim supn fn = lim inf n fn
(ii).

.
( ),
.
Riemann

Lebesgue.

80
5.2.5. (X, d) . f : X R
Baire-1 fn : X R
f fn .
f : X R Baire-2
Baire-1 n 2 Baire-n
Baire-(n-1) .
, Borel (iii) , Baire-n
Borel-.
5.2.6. f : R R , f 0 : R R
Borel .
. x R
f 0 (x) = lim

h0

1
f (x + h) f (x)
= lim n f (x + ) f (x)
n
h
n

. f 0 Baire-1 Borel
.

:
5.2.7. (X, A) , f, g : X [0, ]
a 0. :
(i) a f .
(ii) f + g
. (i) a = 0 a f
. a > 0 , b R


b
[af b] = f
A
a
a f .

(ii) b R

[f + g < b] =

[
qQ

[f < q] [g < b q]

(i) 5.2.1. , f + g
.
5.2.8. (X, A) , f, g : X R a R.
(i) a f .
(ii) f + g f g .

5.3. 81
(iii) f 2 f g .
(iv) g(x) 6= 0 x X,

f
g

(v) |f | .
. (i) (i)
a < 0. b R


b
A
[a f b] = f
a
.
(ii) (ii) , g
.
(iii) f 2 . b 0
[f 2 < b] =
b > 0
[f 2 < b] = [f <

b] [f > b] A.

(5.22)

, f 2 . f g ,
f g =

(f + g)2 (f g)2
4

(5.23)

.
(iv) (iii) 1/g .
A = [g > 0] A b R


1
b = ([bg 1] A) ([bg 1] Ac ) A,
(5.24)
g
b g . 1/g .
(v)
|f | = f + + f
( 5.2.3) |f |
5.2.2 (ii).

5.3

Lebesgue
Riemann. :
5.3.1. (X, A) .
s : X R s(X) .

82

s=

n
X

aj Aj

(5.25)

j=1

{A1 , A2 , ..., An } X aj R.
, .
, s, . s(X) = {a1 , a2 , ..., an } ai 6= aj i 6= j
Aj = {x X : s(x) = aj } {A1 , A2 , ..., An } X

n
X
s=
aj Aj .
j=1

s s .
( 5.3.3)

. :
5.3.2. (X, A) f : X [0, ]
.
(i) P [0, ) 0 P ,
P = {0 = a0 < a1 < ... < an },

sP =

n
X

aj Aj ,

(5.26)

j=0

Aj = [aj f < aj+1 ] 0 j n 1 An = [f an ]. sP

0 sP f x X f (x) < an

0 f (x) sP (x) < kP k,

(5.27)
kP k = max{aj+1 aj : 0 j n 1}.

(ii) P, Q [0, ) 0 P P Q sP sQ .
.
sP . ,
f (sn )
( ). sP
:
1. 1 P = {0 = a0 < a1 < ... < an }
[0, ] X f .
Aj .
2. Aj = [aj f < aj+1 ] sP
f , aj . ,
f .

5.3. 83
..
.
a7
a6
a5
a4
a3
a2
X

5.2:
:
(i) sP . ,
{A0 , A1 , ..., An } X
Aj aj . x Aj , 0 j n
sP (x) = aj f (x),
Aj j < n ( f (x) < an )
f (x) sP (x) = f (x) aj < aj+1 aj kP k
kP k.

(ii) sP (5.26).
Q = P {
a} a
> 0, a

/ P .
|Q \ P |. :
aj < a
< aj+1 j = 0, 1, ..., n 1, sQ
sP Aj .
aj Aj
aj A1j + a
A2j , A1j = [aj f < a
] A2j = [
a f < aj+1 ].

(5.28)

, Aj = A1j + A2j
sQ sP = aj A1j + a
A2j aj Aj = (
a aj )A2j 0,
.
a
> an , sQ sP
An . an An

an A1n + a
A2n , A1n = [an f < a
] A2n = [f a
].

(5.29)

sQ sP = an A1n + a
A2n an An = (
a an )A2n 0.

.
1

,
.

84
5.3.3. (X, A) f : X [0, ]
. 0 s1 s2 ... f
sn % f.
f , .
. Pn [0, ]
{sn }
f kPn k 0.
,


1
2
n2n
Pn = 0 < n < n < ... < n = n
(5.30)
2
2
2
sn = sPn ,
sn =

n
n2
1
X

j=0

j
B + nCn ,
2n n,j

(5.31)

Bn,j


j
j+1
= n f < n , j = 0, 1, ..., n2n 1 Cn = [f n].
2
2

(5.32)

, , sn 0 sn f
x X f (x) < n
0 f (x) sn (x) < kPn k =

1
.
2n

Pn Pn+1 n (ii) (sn )

.
x X. f (x) < n0 n n0 f (x) < n
f (x) sn (x) < 1/2n . , sn (x) f (x). f (x) =
sn (x) = n n sn (x) f (x).
f , n0 n n0 x X
f (x) < n, 0 f (x) sn (x) < 1/2n x n n0 . ,
sn f .
5.3.4. (X, A) f : X [, ]
. (sn )n
0 |s1 | |s2 | ... |f |

(5.33)

sn f . f , .
. 5.2.3 f = f + f
f + f . ,
{n }n {n }n n f +

5.4. 85
n f . sn = n n , sn sn
f+ f = f.
A = [f > 0] n n = 0 A n = 0
Ac .
|sn | = |n n | = max{n , n } max{n+1 , n+1 } = |sn+1 |,
|sn | |f | (5.31).
, f , f + f . ,
{n } {n }
. sn f .

5.4

.2
,
.
5.4.1. (X, A) .
(i) f : X C A ( A-)
f 1 (B) A, B B(C).

(ii) (X, A) f - A -.

(iii) , X = Rk - Lebesgue .
(iv) X f B(X)-, f
Borel .

5.1.7,
f : X C (
) A- .
5.4.2. (X, A) f = u + iv : X C
u = Ref v = Imf . f u v
.
. ( ) b R
[u b] = {x X : u(x) b} = {x X : f (x) (, b] R} = f 1 ((, b] R) A
(, b] R B(C). v .
( ) G C . f 1 (G) A. 3.1.7
( Rk )
S
(In ) (Jn ) R G = n (In Jn ).
f 1 (G) =

[
n=1

8.1.

f 1 (In Jn ) =

(u1 (In ) v 1 (Jn )) A,

n=1

86
u v . f .
5.4.3. (X, A) fn : X C . {fn }
f , f .
. fn = un + ivn f = u + iv un = Refn , vn = Imfn ,
u = Ref v = Imf . f = limn fn u = limn un v = limn vn .
, 5.2.4 u v
f .
5.4.4. (X, A) f : X C, : C C
f : X C 3
. B B(C)


( f )1 (B) = f 1 1 (B) ,
1 (B) B(C)
f .
, , Borel
: C C.
5.4.5. (X, A) , f, g : X C a C.
(i) a f .
(ii) f + g f g .
(iii) f 2 f g .
(iv) g(x) 6= 0 x X,

f
g

(v) |f | .
. f = u + iv, g = w + iz u = Ref , v = Imf , w = Reg
z = Img :
f + g = (u + w) + i(v + z), f g = (uw vz) + i(uz + vw),

1
w
z
= 2
+i 2
.
2
g
w +z
w + z2

, 5.2.8 5.4.2 (i)-(iv). (v) ,

p
|f | = u2 + v 2
u2 + v 2
: [0, ) R (x) = x.
3

8.1.2 .

5.5. 87

.
5.4.6. (X, A) .
s : X C s(X) .
s : X C Res Ims
(;).

s.
5.4.7. (X, A) f : X C . {sn }n sn f .
f , .
. f = u + iv, u =Ref v =Imf . 5.3.4
{rn } {tn } rn u
tn v. , sn = rn + itn sn u + iv = f .
f , u v
rn u tn v . (sn ) f
.

5.5

.
1. (X, A) f : X [, ].
f [f q] A q Q.
2. (X, A) f : X R .
g : X R
(
0, f (x) Q
g(x) =
.
1, f (x)
/Q
g .
3. f, g : R R f
[f 6= g] . g .

4. f : (a, b) [, ] 0 < < b a f |(a,b) . f .

5. (X, A, ) , {sn } f : X R sn f
X. f .
.
6. f : R R Lebesgue , |f | f 2 Lebesgue .

7. f : R [0, ] .
{sn } sn % f .

88
8. (X, A, ) {En } A.

() (En ) < 21n n N, ({x : En (x) 9 0}) = 0.

(: 1 Borel-Cantelli.)
() (En ) 0;

9. f : R R .

() f F F .
() f Lebesgue Lebesgue
A R (A) = 0 (f (A)) = 0.

10. (X, A, ) . R
E A :
(i) < E E ,
S
(ii) R E = X
T
(iii) R E = .

f : X R R
: x E f (x) x
/ E f (x) .

11. (X, A, ) fn : X R : x X
sup |fn (x)| < .

nN

: > 0 A A M > 0
(X \ A) < x A : sup |fn (x)| M.
n

12. Cantor-Lebesgue
g : R R Lebesgue h : R R h g
Lebesgue .
13. E Lebesgue Rk (E) < f : E
R Lebesgue . f : R R
f (t) = ({x E : f (x) > t}).
() f .
;
() fn , f : E R Lebesgue fn % f ,
fn % f .
.
14. fn : R R Lebesgue R.

X
({x : fn (x) > }) < ,
n=1

Z R (Z) = 0 lim supn fn (x) x Z c .

5.5. 89
15. fn : R R Lebesgue (n )
n 0.

X
n=1

({x : fn (x) > n }) < ,

Z R (Z) = 0 fn (x) 0 x Z c .
16. f : [0, 1] [0, 1] R ,
. f Borel .
17. fn : [0, 1] R Lebesgue .
(n ) Z [0, 1]
(Z) = 0
fn (x)
= 0,
n n
lim

x Z c .

Lebesgue
. (X, A, )
( ) f : X R.
:
(i) A A,
A.

A d = (A), A

(ii) : f, g a, b R

Z
Z
Z
(af + bg) d = a f d + b g d.

(iii) R f f 0,
f d 0.
R
R : f, g
f g, f d gd.
:
(i) Lebesgue (i) (ii) .
(ii)
.
(iii) f = f + f
.

Lebesgue Lebesgue
.

92

6.1

6.1.1. (X, A, ) f : X [0, ]

f=

n
X

(6.1)

aj (Aj )

j=1

f
Z
f d =

n
X

(6.2)

aj (Aj ),

j=1

0 = 0 = 0.

a3
a2
a1

6.1:
6.1.2. ()
A A :
Z
A d = (A).
() ,
0}) = 0.

f d 0
(6.3)

f d = 0 ({x X : f (x) >

:
6.1.3. (X, A, ) f : X [0, ]
:
m
X
f=
bj B j
(6.4)
j=1

b1 , b2 , ..., bm B1 , B2 , ..., Bm . :
Z
f d =

m
X
j=1

bj (Bj ).

(6.5)

6.1. 93
Sm
. j=1 Bj = X (, Sm
Bm+1 = X \ j=1 Bj bm+1 = 0 ). f

n
X
f=
ai Ai .
i=1

f , Ai Bj 6= ai = bj
:
m
[

Ai =

(Ai Bj ) Bj =

j=1

n
[

(6.6)

(Ai Bj ),

i=1

. , :
Z
f d =

n
X

ai (Ai ) =

i=1

m X
n
X
j=1 i=1

n X
m
X
i=1 j=1

bj (Ai Bj ) =

ai (Ai Bj ) =

m
X
j=1

bj

n
X
i=1

n X
m
X
i=1 j=1

(Ai Bj ) =

bj (Ai Bj ) =

m
X

bj (Bj ).

j=1

6.1.4. (X, A, ) , f, g : X [0, ]

a 0. :
(i) :
Z
Z
af d = a f d.

(6.7)

(ii) :
Z
Z
Z
(f + g) d = f d + g d.

(6.8)

(iii) :
f g X
.
f=

n
X

ai Ai g =

i=1

f d
n
X

Z
g d.

bj Bj

j=1

f g.
Pn
(i) af = i=1 aai Ai af
Z
af d =

n
X
i=1

aai (Ai ) = a

n
X
i=1

Z
ai (Ai ) = a

f d.

(6.9)

94
(ii) (Ai Bj )(i,j)
f +g =

X
(ai + bj )Ai Bj

(6.10)

i,j

( )
Z
X
(f + g) d =
(ai + bj )(Ai Bj ) =
i,j

X
i,j

n
X
i=1

n
X
i=1

ai

ai (Ai Bj ) +

m
X
j=1

(Ai Bj ) +

ai (Ai ) +

m
X

X
i,j
m
X

bj (Ai Bj ) =
bj

j=1

n
X
i=1

(Ai Bj ) =

Z
bj (Bj ) =

Z
f d +

gd.

j=1

(iii) (g f ) (ii):
Z
Z
Z
Z
g d = f d + (g f ) d f d,
.
6.1.5. (i) (ii) ,
6.1.3 Bj , :
Z X
m
j=1

6.2

bj Bj d =

m
X

Z
bj

Bj d =

j=1

m
X

bj (Bj ).

j=1

. 5.3.3 f ,
(sn )
sn % f.
, s 0 s f X,
, ,
Z
Z
s d f d,
R
sd.
s ( ) f :

6.2. 95
6.2.1. (X, A, ) f : X [0, ]
. f


Z
Z
s d : s 0 s f .
(6.11)
f d = sup
, 6.1.1
, f supremum s = f
( 6.1.4
(iii)).
A A,

Z
f d =

(6.12)

f A d,

R
f A. A f d [0, ]
Z
Z
f d = f d.
X

6.2.2. (X, A, ) , f, g : X [0, ]

, A, B A a 0. :
(i) :
Z
Z
af d = a f d

(6.13)

(ii) :
f g X
(iii) A B

Z
A

f d

f d

Z
g d.

Z
f d.

(6.14)

(6.15)

(iv) (A) = 0 f = 0 A,
Z
f d = 0.
A

. (i) a = 0 . a > 0 , :
Z

Z
af d = sup
s d : s 0 s af =
 Z

s
s
s
= sup a
d : 0 f =
a
a
a
Z

Z
= a sup
t d : t 0 t f = a f d.

(6.16)

96
(ii) : s
0 s f , 0 s g.
{s : s 0 s f } {s : s 0 s g} ,
R
R
f d g d.

(iii) A B A
B (;). , f A f B (ii).
R
R
(iv) f = 0 A, f A = 0 X f A d = 0, A f d = 0.
(A) = 0 . s 0 s f A , s
A
s=

n
X
i=1

ai Ai , Ai A i.

Z
s d =

n
X

ai (Ai ) =

i=1

n
X
i=1

ai 0 = 0.

s 0 s f A
0.

f A d =

R
A

f d =

, 6.2.1
, f, g : X [0, ] ,
,
Z
Z
Z
(f + g) d =

f d +

(6.17)

g d.

, Lebesgue Fatou.
, 6.2.1:

6.2.3. (X, A, ) s : X [0, ]

. : A [0, ]
Z
(A) =
s d,
(6.18)
A

A A (X, A).
1

s=

n
X

aj Aj

j=1

s, A A :
Z
Z
Z
n
n
X
X
(A) =
s d = sA d =
aj AAj d =
aj (A Aj ),
A

j=1

j=1

A B = AB . , j : A [0, ]
j (A) = (A Aj ) , Aj ,
, aj 0 j.
1

s .

6.2. 97

lim inf n : (An ) X,
lim inf An = {x X : x An }.
n

(6.19)

1.4 ( 4 1),
\

lim inf An =
n

Ak .

(6.20)

n=1 k=n

2.2 , X (X, A, ),
:
(lim inf An ) lim inf (An ).
(6.21)
n

. :
6.2.4 ( Fatou). (X, A, )
fn : X [0, ] . :
Z
Z
lim inf fn d lim inf fn d.
(6.22)
n

. f = lim inf n fn
5.2.4 s 0 s f X.
Z
Z
s d lim inf fn d.
(6.23)
n

, (0, 1)
Z
Z
s d lim inf fn d.
n

(0, 1).


An = fn s = {x X : fn (x) s(x)}

(6.24)

lim inf n An = X: ,
x X s(x) = 0 x An n, s(x) > 0,
s(x) < s(x) f (x) = lim inf fn (x)
n

n0 n n0 s(x) < fn (x). ,

x An , n n0 x lim inf n An .
An
fn (x) s(x)An (x) X
:
Z

fn d

Z
sAn d =

An

s d = (An )

(6.25)

98
: A [0, ] 6.2.3 s.
(6.21) lim inf n An = X :
Z
lim inf fn d lim inf (An ) (lim inf An ) = (X).
n

, (X) =

R
X

s d
Z
Z
lim inf fn d s d,
n

1 (6.23). , supremum
s 0 s f .
6.2.5. (X, A, ) fn : X [0, ]
. fn
f : X [0, ] fn f X n
Z
Z
f d = lim fn d.
(6.26)
n

. Fatou: lim inf n fn = f :

Z
Z
Z
f d = lim inf fn d lim inf fn d
n

lim sup
n

fn d

Z
f d,

fn f X. ,
Z
Z
lim fn d = f d.
n

:
6.2.6 ( ). (X, A, )
fn : X [0, ]
. f = limn fn ,
Z
Z
fn d % f d n .
(6.27)
. , fn f
X.

: f : X [0, ] ,
5.3.3 (sn )

sn % f.

6.2. 99
, 6.2.6
Z
Z
f d = lim sn d.
n

:
6.2.7. (X, A, ) f, g : X [0, ]
. :
(i) ,
Z
Z
Z
(f + g) d = f d + g d.
R
(ii) f g X f d < ,
Z
Z
Z
(g f ) d = g d f d.

(6.28)

(6.29)

. (i) , (sn )n (tn )n sn % f

tn % g. , (sn + tn )n
sn + tn % f + g.
,
Z
Z
Z
Z
Z
Z
(f + g) d = lim (sn + tn ) d = lim sn d + lim tn d = f d + g d,
n

sn tn ( 6.1.4).
(ii) f g f (i):
Z
Z
Z
f d + (g f ) d = g d.

f d < ,
Z
Z
Z
(g f ) d = g d f d.

lim inf Fatou

lim sup :
6.2.8. (X, A, ) fn : X [0, ]
. :

100
(i) R g : X [0, ] fn g n
g d < ,
Z
Z
lim sup fn d lim sup fn d.
(6.30)
n

(ii) (fn ) f : X [0, ] fn f

X R n g : X [0, ] fn g
n g d < ,
Z
Z
f d = lim fn d.
(6.31)
n

R
(iii) (fn ) f1 d < , f = limn fn
:
Z
Z
fn d & f d.
(6.32)
. (i) Fatou (g fn )n

Z
Z
lim inf (g fn ) d lim inf (g fn ) d.
n

, (an ) a R, :
lim inf (an + a) = lim inf an + a lim inf (an ) = lim sup(an )
n

(6.33)

:
Z
Z
Z
Z
g d lim sup fn d g d lim sup fn d.
n

g d <
Z
Z
lim sup fn d lim sup fn d.
n

(ii) (i) 6.2.5

Fatou. .
(iii) (ii) g = f1
fn , fn f1 n.
6.2.9. g : X [0, ]
fn
.
. fn : R R
fRn = n(0,1/n) fn , fn 0
fn d = 1 n. (6.30) (6.31) .
Lebesgue . :

6.2. 101
6.2.10 (Beppo Levi). (X, A, ) fn :
X [0, ] . :
Z X

Z
X
fn d =
fn d.
(6.34)
n=1

n=1

.
Sm

Sm = f1 + f2 + ... + fm ,
P
f = n=1 fn :
Sm % f m .

,
Z X
Z
Z
m Z

Z
X
X
fn d =
fn d = f d = lim Sm d = lim
fn d,
n=1

n=1

n=1

()
.

(X, A, ) P (x)
x X. P (x)
Z = {x X : P (x) }
- ( 2.3.1). P ...

:
6.2.11. (X, A, ) f, g : X [0, ]
. :
R
R
(i) f = g .., f d = g d.
R
(ii) f = 0 .. f d = 0.
. (i) X = {x X : f (x) 6= g(x)} Z A ( f, g ) (Z) = 0. ,
(iv) 6.2.2 :
Z
Z
Z
Z
f d =
f d =
g d = g d.
X\Z

X\Z

(ii) f = 0 .. (i)
Z
Z
f d = 0 d = 0.


f d = 0 A = [f > 0] An = f
A=

[
n=1

An .

1
n

102

Z
0=

f d

Z
An

f d

1
1
d = (An ),
n
n

Z
An

(An ) = 0 n. (A) = 0
f = 0 ...
f ..
f . , 6.2.5 fn
f .. fn f ... 6.2.8.
.

6.2.1

6.2.3.
:
6.2.12. (X, A, ) f : X [0, ]
. : A [0, ]
Z
(A) =
f d
(6.35)
A

A A. f .
:
6.2.13. (X, A, ) , f : X [0, ]
f .
:
(i) .
(ii) A A (A) = 0 (A) = 02 .
(iii) g : X [0, ] ,
Z
Z
g d = gf d.

(6.36)

. (i) () = 0. ,

(An ) A
S
P
( n=1 An ) = n=1 (An ),
Z
f d =
S

n=1

An

Z
X
n=1

f d.

(6.37)

An

,
 .

6.2. 103
An ,

Sn An =

An

n=1

(6.37)
Z X

Z
X

f An d =

n=1

f An d

n=1

Beppo Levi fn := f An .
(ii) (iv) 6.2.2.
(iii) ,
.
1. g g = A A A.
,
Z
Z
Z
g d = (A) =
f d = gf d.
A

2. g
g=

n
X

aj Aj .

j=1

, 1 :
Z
g d =

n
X
j=1

Z
aj

Aj d =

n
X

Z
aj

Z
Aj f d =

gf d.

j=1

3. g .
, (sn )n sn % g. 2

Z
Z
sn d = sn f d
n , n
Z
Z
g d = gf d,
(sn ) (sn f ) .
. 6.2.13 :
(X, A) 
(6.35); .
Radon-Nikodym 10
.

104

6.3

:
[, ] . : f : X [, ].

f = f+ f
f + f .
f ,
6.2 ,
:
Z
Z
Z
f d =

f + d

f d.

. :
6.3.1. (X, A, ) f : X [, ]
.
R
R
(i) f + d < f d < ,
f
Z
Z
Z
f d = f + d f d.
(6.38)
R
R
(ii) , f + d < f d <
, f :
Z
Z
Z
f d = f + d f d.
6.3.2.
|f | = f + + f
f

|f | d < .

:
6.3.3. (X, A, )
f : X C
R
. f |f | d < .
u = Ref v = Imf , f u v
(;),
Z
Z
Z
Z
u+ d,
u d,
v + d
v d
. :
Z

Z

Z
Z
Z
+

f d =
u d u d + i
v d v d .

(6.39)

6.3. 105

Z
Z
Z
f d = u d + i v d.

(6.40)

, A A
Z
Z
f = f A d.

(6.41)

L1R () 6.3.1 L1 ()
6.3.3. .
L1 ().
L1R () .
6.3.4. (X, A, ) , f, g L1 () a, b C.
:
(i) L1 () , af + bg L1 ().

(ii) L1 () ,
Z
Z
Z
(af + bg) d = a f d + b g d.

(6.42)

. (i) af + bg

|af + bg| |a||f | + |b||g|

Z
Z
Z
|af + bg| d |a| |f | d + |b| |g| d <

.
(ii) : f g R
h = f + g L1 () (i). ,

h+ h = f + f + g + g

h+ + f + g = h + f + + g + .

, :
Z
Z
Z
Z
Z
Z
+

+
h d + f d + g d = h d + f d + g + d
:
Z
Z
Z
Z
Z
Z
h+ d h d = f + d f d + g + d g d

106

Z

Z
h d =

Z
f d +

g d.

, u1 = Ref , v1 = Imf , u2 = Reg v2 = Img. ,

(6.40) :
Z
Z
Z
f + g d = (u1 + u2 ) d + i (v1 + v2 ) d =
Z
=

Z
u1 d + i

 Z
 Z
Z
Z
u2 d + i v2 d = f d + g d.
v1 d +

: f
R a R. , a 0
(af )+ = af + (af ) = af

Z
Z
Z
Z
af d = af + d af d = a f d.
a < 0 :
(af )+ = af (af ) = af +
(;) :
Z
Z
Z
Z
af d = a f d + a f + d = a f d.
f , u = Ref v = Imf
a R
Z
Z
Z
Z
af d = au d + i avd = a f d
. a = i, af = v + iu
Z
Z
Z
Z
f d = v d + i u d = i f d
(6.40). , a = x+iy
x, y R
Z
Z
Z
Z
af d = (xf + iyf ) d = xf d + iyf d =
Z
=x

Z
f d + iy

Z
f d = a

f d.

6.3. 107
6.3.5. f L1 () f L1R () A, B A ,
:
Z
Z
Z
f d =
f d +
g d.
(6.43)
AB

. A, B AB = A + B
(ii) .
.
L1R ().

6.3.6. (X, A, ) f, g L1R () f g

.. X.
Z
Z
f d g d.
(6.44)
. A = [f = ]
Z
Z
f d =
g d = (A).
A

6.3.4 L1R () gAc f Ac

L1R () :
Z
Z
Z
Z
g d =
f d +
(g f ) d
f d,
Ac

Ac

Ac

Ac

g f 0 ... :
Z
Z
Z
Z
Z
g d =
g d +
g d
f d +
A

Ac

Z
f d =

f d.

Ac

6.3.7. (X, A, ) f L1 (). :

 Z
Z


 f d |f | d.
(6.45)


R
. f d = 0 .
a C |a| = 1

Z
Z


 f d = a f d
(6.46)


6.2.4
Z

Z
Z


 f d = a f d = af d.


,
(6.40)
Z
 Z
Z
Z


 f d = Re(af ) d |af | d = |f | d,


.

108
:
Lebesgue.

Fatou
.
6.3.8 ( ). (X, A, )
, fn : X C f : X C
fn f ... g L1R ()
|fn | g .. X. fn f :
Z
|fn f | d 0.
(6.47)

Z
lim

Z
fn d =

f d.

(6.48)

. , |fn | g ..
Z
Z
|fn | d g d < ,
fn L1 () n. , fn f .. f
|f | g ... f L1 ().
(6.47) , g 6.2.8. |fn f |
, |fn f | 0 ..
|fn f | 0.
Z
|fn f | 2g ..
2g d <
, (ii) 6.2.8,
Z
lim |fn f | d = 0.
n

,
 Z
Z
 Z
Z


 
 fn d f d =  (fn f ) d |fn f | d 0


 
(6.48).
6.3.9 ( ). (X, A, )
, fn : X C
f : X C fn f ... M > 0
|fn | M .. X. fn f :
Z
|fn f | d 0.

Z
lim
n

Z
fn d =

f d.

6.4. 109
.
M :
Z
M d = M (X) < .

. Lebesgue .
:
P f :
1. f
f = A A .
2.
f .
3.

.
4. , f = f + f

(6.40).

.

6.4

.
1. (X, A, ) f : X [0, ] .
F : [0, ) [0, ]
F (t) = ({x X : f (x) > t}).
F , limt+ F (t) = 0.
R
2. [1,) x1 d = 0.
3. {fn } R
: fn 0 limn fn d = 1. {fn }
;
4. (X, A, ) . f fn , n NR
, fn & f , k fk < .

Z
Z
f d = lim
fn d.
n

110
5. (X, A, ) R f : X [, ] .
f > 0 .. E f = 0 E,
(E) = 0.
6. f : R [0, ] Lebesgue .
Z
Z n
Z
f d = lim
f d.
f d = lim
n

{f 1/n}

7. (X, A, ) f .
Z
Z
f d = lim
f d.

{f n}

8. f . limx f (x) = 0;
9. fn = [n,n+1) Fatou
.
10. {fn }
(X, A, ).

Z
Z 
lim sup fn d
lim sup fn d ;
n

{fn } ;
11. ( Chebyshev-Markov) (X, A, ) f : X
[0, ] . t > 0
Z
1
({x X : f (x) > t})
f d.
t
.
12. f fn , n N
(X, A, ) fn f n N fn f .
Z
Z
f d = lim
fn d.
n

13. {fn } Lebesgue [a, b].

Rb
fn f , f a |fn f | d 0.
14. f, fn
R (X, A, ) fn % f .
R
fn d f d;
R
15. f, fn

R
R
R
R (X, A, ). |fn
f | d 0, fn d f d |fn | d |f | dmu.
R
16. f, fn
R
R (X, A, ). |fn
0, R E fn d E f d E,
Rf | d
fn+ d f + d.

6.4. 111
17. f (X, A, ).
: > 0 E (E) <

Z
Z
f d > f d .
E

, E f
E.
18. f (X, A, ).
R > 0 = () > 0 :
(E) < , E f d < .
19. f : R R R Lebesgue .
x
F (x) = f d .

20. (X, A, ) f, fn , n N
fn f
Z
Z
lim
fn d = f d < .
n

Z
fn d =

lim

f d
A

A A.
R
f = .

21. f (X, A, ). f

X
k=

22.
Z

2k ({|f | > 2k }) < .

Z
dx = lim

x n
dx = 1.
n

23. ( )
Z n
lim
(1 (x/n))n ex/2 dx.
n

24. {fn }, f (X, A, )

fn f .
Z
Z
Z
|fn f | d 0
|fn | d |f | d.
25. (X, A, ) f .
R
R
(i) f 0 fn = min{f, n}, fn d f d.
R
(ii) R f fn = max{min{n, f }, n}, fn d
f d.

112
26. f : [a, b] R Lebesgue
Z
f d = 0,
[a,x]

x [a, b]. f = 0 .. [a, b].

27.
Z

lim

nx
dx = 0
1 + n2 x2

Z
lim

n3/2 x
dx = 0.
1 + n2 x2

.
28. ( )
Z
X
n=0

/2

n
sin x cos xdx.

29. {fn }, {gn } g (X, A, ).

R
R |fn | gn , fn f , gn g (
R ) R
gn d g d. f fn d f d.
30. f Lebesgue [0, 1].
R
(i) E f d = 0 E [0, 1] (E) = 1/2,
f = 0 .. [0, 1].
R
(ii) f > 0 , inf{ E f d : (E) = 1/2} > 0.
31. E Lebesgue Rk (E) < f : E R
. : > 0
> 0 , A E Lebesgue (A) > ,
Z
f d .
A

32. f L1 [0, 1], 0. n

fn (x) = f (xn ) L1 [0, 1].
33. (X, A, ) fn : X R

Z
X
|fn | d < +.
n=1

:
P

fn (x) x x.
P
(ii) n=1 fn
!
Z X

Z
X
fn d =
fn d.
(i)

n=1

n=1

n=1

6.4. 113
34. 0 < a < b fn (x) = aenax nenbx .
Z
X
0

n=1

Z
0

|fn | =
Z
X

!
fn

n=1

6=

n=1

fn .

35. k, n N k n E1 , . . . , En [0, 1]
: x [0, 1] k E1 , E2 , . . . , En .
i n (Ei ) k/n.
36. {qn : n N}
[0, 1] (an )
P
n |an | < .

an
p

n=1

|x qn |

[0, 1].
37. f : R R f (x) = x1/2 0 < x < 1 f (x) = 0
. {rn : n N}
g(x) =

X
f (x rn )
.
2n
n=1

(i) g L1R (). , |g| < .

(ii) g
.
(iii) g 2 ,
g 2 < .
38. f : [0, 1] [0, .
Z
lim

p
n
f (x) d(x) = ({x : f (x) > 0}).

39. f : [0, ) R . x > 0

Z
g(x) =
f (t)ext d(t).
0

g limx+ g(x) = 0.
40. fn : [0, 1] R Lebesgue
Z
()
0

n N.

|fn (t)|3 d(t) 1,

114
(i) > 0
> 0 E [0, 1] Lebesgue
R
(E) < , E |fn | d < n N.

(ii) (i) ()
R1
0 |fn (t)| d(t) 1 n N.

41. (X, A, ) f . En = {x :
|f (x)| n}, n (En ) 0 n .
42. f : R R Lebesgue .
R
(i) U f d = 0 U (U ) = 1, f = 0
.
R
R
(ii) G f d = G f d, G, f = 0
.
43. (X, A, ) R f L1R ().
C > 0 E f d C E .
Z
f d C.
X

f ;
44. A1 , A2 , ..., Ak , ... Lebesgue R
:
() (Ak ) 1/2, k

() (Ak As ) 1/4 k 6= s.

[
k=1

!
Ak

1.

. , X
, fn : X R f : X C,
fn f fn (x) f (x) x X

(7.1)

fn f kfn f k 0,

(7.2)

> 0 n0 () N
|fn (x) f (x)| < , n n0 x X.
(X, A, )
.

. ,
.

7.1

, , 1. ,
:
7.1.1. (X, A, ) , fn : X C
f : X C .
(i) {fn } f .. Z A (Z) = 0
fn (x) f (x) x X \ Z.

116
(ii) {fn } f .. Z A (Z) = 0
fn f X \ Z,


sup |fn (x) f (x)| : x X \ Z 0. n .

(7.3)

(iii) {fn } Cauchy .. Z A (Z) = 0 :

> 0 n0 () N : m, n n0
x X \ Z |fn (x) fm (x)| < .
fn f .. fn
f ... , {fn } ..
f , {fn } Cauchy ...
:
7.1.2. (X, A, ) fn : X C . {fn } Cauchy ..
f : X C fn f ...
. fn : A R Cauchy
f : A R fn f A.
X \ Z Z 7.1.1.
.
:
7.1.3. (X, A, ) , fn : X C
f, g : X C .
(i) fn f .. fn g .., f = g
...
(ii) fn f .. fn g .., f = g
...
. (i) .. ,
Z1 , Z2 A (Z1 ) = (Z2 ) = 0
fn (x) f (x) X \ Z1 fn (x) g(x) X \ Z2 .
, f (x) = g(x) x X \ (Z1 Z2 ).
(Z1 Z2 ) = 0.
(ii) (i) ..
.. .
7.1.4. (X, A, ) , fn , gn : X C
f, g : X C .
(i) fn f .. gn g ..,
a, b R afn + bgn af + bg ...

7.1. 117
(ii) fn f .. gn g ..,
a, b R afn + bgn af + bg ...
. (i) , Z1 , Z2 A
(Z1 ) = (Z2 ) = 0
fn (x) f (x) X \ Z1 gn (x) g(x) X \ Z2 .
, x X \(Z1 Z2 ) afn (x)+bgn (x) af (x)+bg(x), (Z1 Z2 ) =
0. afn + bgn af + bg ...
(ii) Z1 , Z2 A

fn f X \ Z1 gn g X \ Z2 .
, afn + bgn af + bg X \ (Z1 Z2 ). (Z1 Z2 ) = 0.
7.1.5. (X, A, ) , fn , gn : X C
, f, g : X C a, b C.
(i) fn f .. gn g .., fn gn
f g ...
(ii) fn f .., gn g . ,
M > 0 |fn | M |gn | M .. n, fn gn f g
...
. (i) (i)
.
(ii) ..
. .. , Z1 , Z2 A (Z1 ) = (Z2 ) = 0
fn f X \ Z1 gn g X \ Z2 .
, n An A (An ) =
0 |fn | M |gn | M X \ An .
Z = Z1 Z2

An

(7.4)

n=1

Z A
(Z) (Z1 ) + (Z2 ) +

(An ) = 0,

n=1

(Z) = 0.
> 0. x X \ Z





|fn (x)gn (x) f (x)g(x)| =  fn (x)gn (x) f (x)gn (x) + f (x)gn (x) f (x)g(x) 

|fn (x) f (x)||gn (x)| + |f (x)||gn (x) g(x)|

M |fn (x) f (x)| + |gn (x) g(x)| .

118
|f (x)| M X \ Z (;). , ,
N N x X \ Z n N
|fn (x) f (x)| <

|gn (x) g(x)| <

.
2M
2M

, , x X \ Z n N
|fn (x)gn (x) f (x)g(x)| M

= ,
M

fn gn f g .. .
. {fn } {gn } .
.

7.2

(X, A, ).
.
f : X C ,
Z
E[f ] = f d
(7.5)
f , ,
f . :
7.2.1. (X, A, ) , fn : X C
f : X C . :
(i) {fn } f
Z
|fn f | d 0.

(7.6)

(ii) {fn } Cauchy > 0 n0 () N :

m, n n0
Z
|fn fm | d < .
(7.7)
, {fn }
f , Cauchy .
7.1
:
7.2.2. (X, A, ) , fn : X C
f, g : X C . fn f
fn g , f = g ...

7.2. 119
.
n
Z
Z
Z
|f g| d |f fn | d + |fn g| d 0
. , |f g| 0, |f g| = 0
.. f = g ...
7.2.3. (X, A, ) , fn , gn : X C
f, g : X C . fn f
gn g , a, b C afn +bgn af +bg
.
. :
Z
Z
Z


(afn + bgn ) (af + bg) d |a| |fn f | d + |b| |gn g| d 0.

Cauchy
:
7.2.4 (Riesz). (X, A, ) fn : X C
. {fn } Cauchy ,
f : X C fn f . ,
{fnk } {fn } fnk f ...
. f . {fn } Cauchy , k nk N m, n nk
Z
1
|fn fm | d < k .
2

n1 < n2 < ... (;) {fnk }

{fn }.

Z
1
|fnk+1 fnk | d < k
(7.8)
2
k. F : X [0, ]
F =

k=1

|fnk+1 fnk |

Z
Z

X
X
1
= 1 < ,
F d =
|fnk+1 fnk | d <
2k
k=1

k=1

Beppo-Levi
6.2.10. F < ..
P
X k=1 (fnk+1 (x) fnk (x)) x B
B A (X \ B) = 0. f : X C
(
P
fn1 + k=1 (fnk+1 (x) fnk (x)), x B
f (x) =
(7.9)
0,

120
x B
f (x) = lim fn1 (x) +
K

K1
X
k=1

(fnk+1 (x) fnk (x)) = lim fnK (x).

K

, fnk f .. X.
fn f . x B





X


|fnK (x) f (x)| = fnK (x) fn1 (x)
(fnk+1 (x) fnk (x)) =


k=1

K1


X

X


(fnk+1 (x) fnk (x))
(fnk+1 (x) fnk (x)) =



k=1

k=1

X
 X




fn (x) fn (x).
=
(fnk+1 (x) fnk (x))
k+1
k


k=K

k=K

, (X \ B) = 0 Beppo-Levi
Z
Z
X


fn (x) fn (x) d 0
|fnK f | d
k+1
k
k=K

fnk f K . ,
Z
Z
Z
|fk f | d |fk fnk | d + |fnk f | d 0
k {fn } Cauchy
.
7.2.5. (X, A, ) , fn : X C
f : X C . fn f
, {fnk } {fn } fnk f ...
. Riesz {fn } Cauchy
.
7.2.6.
.. .
. fm : R R f1 =
(0,1) , f2 = (0, 21 ) , f3 = ( 12 ,1) , f4 = (0, 13 ) , f5 = ( 13 , 23 ) .... ,
n n1 (0, 1) (
n = 1) n + 1.
Z
|fm (x)| dx 0,
fm 0 fm 0 ..:

x (0, 1)
, x nk , k+1
0 k n1
n
fm (x) = 1 m: {fm (x)} 0
x (0, 1).

7.3. 121
Riesz 7.1.5
:
7.2.7. (X, A, ) , fn , gn : X C
f, g : X C .
(i) fn f M > 0 |fn | M ..
n N, |f | M ...

(ii) fn f , gn g M > 0
|fn | M |gn | M .. n N, fn gn f g .
. (i) , {fnk }
{fn } f ..
7.1.5 (ii).
(ii) 7.1.5 (ii)
Z A (Z) = 0 x X \ Z n N
|fn (x)| M |gn (x)| M
|g(x)| M (i).
Z
Z


fn gn f g  d =
Z

, :



(fn gn fn g) + (fn g f g) d
Z
|fn ||gn g| d + |fn f ||g| d
Z
Z
M |gn g| d + M |fn f | d 0.

, fn gn f g .

7.3

7.3.1. (X, A, ) , fn : X C
f : X C . :
(i) {fn } f ( ), > 0


{x X : |fn (x) f (x)| } 0.
(7.10)
(ii) {fn } Cauchy , > 0 n0 (, ) N
: m, n n0


{x X : |fn (x) fm (x)| } < .
(7.11)
:
7.3.2. f, g : X C ,
a, b > 0 :






{x : |f (x) + g(x)| a + b} {x : |f (x)| a} + {x : |g(x)| b} .
.

122
, {fn }
f , {fn } Cauchy
.
7.3.3. (X, A, ) , fn : X C
f, g : X C . fn f
fn g , f = g ...
. > 0. , , n :






{x : |f (x)g(x)| } {x : |f (x)fn (x)| } + {x : |fn (x)g(x)| }
2
2
n . ({x X : |f (x)g(x)| }) = 0
> 0 f = g .. (;).
7.3.4. (X, A, ) , fn , gn : X C
f, g : X C . fn f
gn g , a, b C afn + bgn af + bg
.
. a 6= 0 b 6= 0.
:


{x : |(afn (x) + bgn (x)) (af (x) + bg(x))| }
{x : |fn (x) f (x)|

} + {x : |gn (x) g(x)|
} 0
2|a|
2|b|

n . .
{fn } Cauchy . lim supn
: (An ) X
lim sup An = {x X : x An }.
n

(7.12)

1.4,
lim sup An =
n

Ak .

(7.13)

n=1 k=n

lim supn :
7.3.5 (1 Borel-Cantelli). (X, A, )
(An ) A.

X
n=1

(An ) < ,

(lim supn An ) = 0 x X An .

7.3. 123
2.3.
.
:
7.3.6. (X, A, ) fn : X C . {fn } Cauchy ,
f : X C fn f .
{fnk } {fn } fnk f ...
. {fn } Cauchy , k nk N


1
1

x X : |fn (x) fm (x)| k

< k,
2
2
m, n nk . , nk
n1 < n2 < ... (;). , {fnk } {fn }
(Ak ) < 21k k,


1
Ak = x X : |fnk+1 (x) fnk (x)| k .
2
P
k (Ak ) < F = lim supn An ,
1 Borel-Cantelli (F ) = 0. lim supn
, x X \ F K = K(x) N
|fnk+1 (x) fnk (x)| <

1
, k K.
2k

(fnk+1 (x) fnk (x))

k=1

x X \ F , .. X.
f : X C
(
P
fn1 (x) + k=1 (fnk+1 (x) fnk (x)), x X \ F
f (x) =
(7.14)
0,
.
f x X \ F
f (x) = lim fn1 (x) +
K

K1
X
k=1

(fnk+1 (x) fnk (x)) = lim fnK (x),

K

fnk f .. X.
.
Fm =

Ak

k=m

(Fm )

X
k=m

(Ak ) <

X
1
1
= m1
k
2
2

k=m

(7.15)

124
x X \ Fm |fnk+1 (x) fnk (x)| < 21k k m.
, x X \ Fm :





X


|fnm (x) f (x)| = fnm (x) fn1 (x)
(fnk+1 (x) fnk (x)) =


k=1

m1


X

X


=
(fnk+1 (x) fnk (x))
(fnk+1 (x) fnk (x) =


k=1
k=1



X
 X
1


=
(fnk+1 (x) fnk (x))
|fnk+1 (x) fnk (x)| < m1 .


2
k=m

k=m

({x X : |fnm (x) f (x)|
> 0. m0 N
:

1
1
}) (Fm ) < m1 .
2m1
2

1
2m0

< m m0

1

1
{x : |fnm (x) f (x)| } {x : |fnm (x) f (x)| m } m 0
2
2
m , fnk f .
, k > 0

{x : |fk (x) f (x)| }




} + {x : |fnk (x) f (x)| } 0
2
2
{fn } Cauchy fnk f . ,
fn f .
{x : |fk (x) fnk (x) |

7.3.7. (X, A, ) , fn : X C
f : X C . fn f
, {fnk } {fn } fnk f ...
. {fn }
Cauchy .
7.3.8.
.. : 7.2.6 .
7.3.9. (X, A, ) , fn , gn : X C
f, g : X C .
(i) fn f M > 0 |fn | M ..
n N |f | M ...
(ii) fn f , gn g M > 0
|fn | M |gn | M .. n N, fn gn f g
.

7.4. 125
. (i) {fnk }
{fn } f ..
7.1.5.
(ii) , , Z A (Z) = 0
|fn (x)| M |gn (x)| M
x X \ Z. > 0. :


{x : |fn (x)gn (x) f (x)g(x)| }
({x : |fn (x) f (x)|

}) + ({x : |gn (x) g(x)|

})
2M
2M

( ) .

7.4

.. . :
7.4.1. (X, A, ) , fn : X C
f : X C . :
(i) {fn } f > 0 A A
(A) < fn f X \ A.
(ii) {fn } Cauchy > 0 A A
(A) < {fn } Cauchy X \ A.
fn f {fn }
Cauchy .
7.4.2. (X, A, ) , fn : X C
f, g : X C . fn f
fn g f = g ...
. > 0 E = {x X : f (x) 6= g(x)}. ,
A1 , A2 A
fn f X \ A1 fn g X \ A2
(A1 ), (A2 ) < . , X \ (A1 A2 ) f = g (;)
E A1 A2 .
(E) (A1 ) + (A2 ) < 2
> 0 , f = g ...
7.4.3. (X, A, ) , fn , gn : X C
f, g : X C . ,
a, b C afn + bgn af + bg .

126
. > 0. A1 , A2 A (A1 ), (A2 ) <
/2
fn f X \ A1 , gn g X \ A2 .
A = A1 A2 , afn + bgn af + bg X \ A
(A) < , .
Cauchy .
:
7.4.4. (X, A, ) fn : X C . {fn } Cauchy ,
f : X C fn f .
fn f ...
. k Ak A (Ak ) < k1 {fn }
Cauchy X \ Ak . , gk : X \ Ak C
fn gk X \ Ak .
A=

Ak

k=1

f : X \ A C fn f
A. , x X \ A, x X \ Ak k
fn (x) gk (x) gk (x)
k. , f fn f X \ A

1
(A) (Ak ) <
k
k (A) = 0 fn f ...

, > 0 k
< . fn f X \ Ak (Ak ) < k1 <
.
1
k

7.4.5. (X, A, ) , fn : X C
f : X C . fn f
, fn f ...
. {fn }
Cauchy .
, 7.4.4
:
7.4.6. (X, A, ) , fn , gn : X C
f, g : X C .
(i) fn f M > 0 |fn | M
.. n N, |f | M ...

7.5. 127
(ii) fn f |fn | M |gn | M ..
n N, fn gn f g .
. (i) fn f ..
7.1.5 (ii).
(ii) > 0. A1 , A2 A (A1 ), (A2 ) < /2

fn f X \ A1 gn g X \ A2 .
7.1.5 (ii) fn gn f g ..
X \ (A1 A2 ) (A1 A2 ) <
.

7.5

. :
7.4.4 {fn }
f f ...
: , Egorov,
2 3 Littlewood
4.
7.5.1 (Egorov). (X, A, ) , fn : X C
f : X C .
(X) < fn f .., fn f .
. > 0. fn f
X ( ). k, m N


1
Ak,m = x X : |fn (x) f (x)| < n m
(7.16)
k
(Ak,m )
m=1 (;). , x X k N, m N |fn (x) f (x)| < 1/k
n m.
X=

Ak,m .

(7.17)

m=1

(Ak,m ) (X) m k
mk N

(X) < (Ak,mk ) + k .

2

\
A=
Ak,mk .
k=1

128
fn f A: > 0. k N 1/k < .
x A x Ak,mk n mk
|fn (x) f (x)| <
k(fn f )|A k < .
,
(X \ A)

X
k=1

1
< ,
k

(X \ Ak,mk ) <

= ,
2k

k=1

fn f .
7.4.4,
:
7.5.2. (X, A, ) , fn : X C
f : X C . Rfn f
.. g : X [0, ] |fn | g n g d <
, fn f .
. > 0. fn f X
Ak,m . , |fn | g n |f | g
|fn f | 2g. (7.16)
X \ Ak,m {x X : g(x) >

1
}.
2k

(7.18)

. k ({x X : g(x) > 1/2k}) < .

, Sk , (Sk )
Z
Z
Z
1
1
> g d
g d >
d =
(Sk ) = :
2k
Sk
Sk 2k
.
, (X \ Ak,m )
m=1
, , limn (X \
Ak,m ) = 0 k. , mk N
(X \ Ak,mk ) <

A=

.
2k

Ak,mk .

k=1

fn f A ( )
(X \ A)

X
k=1

(X \ Ak,mk ) = .

, fn f .

7.5. 129

: .
7.5.3. (X, A, ) , fn : X C
f : X C . fn f
, fn f . , fn f ,
{fnk } {fn } fnk f .
. : > 0. > 0
A A (A) < fn f X \ A.
, n0 N x X \ A n n0
|fn (x) f (x)| < .

{x X : |fn (x) f (x)| } A

({x X : |fn (x) f (x)| }) (A) <
n n0 . fn f .

, 7.3.6:
1

, (Fm ) < 2m1

1
m. > 0. m 2m1 < x X \ Fm

1
|fnk (x) f (x)| < k
2
k m. ,
k(fnk f )|X\Fm k

1
0
2k

k fnk f X \ Fm . , fnk f
.
Egorov
:
7.5.4 (Lebesgue). (X, A, ) , fn : X C
f : X C .
(X) < fn f .., fn f .
2
:
Chebyshev-Markov , , :
7.5.5 ( Chebyshev-Markov). (X, A, )
f : X [0, ] . ,
> 0
Z
1
f d.
(7.19)
({x X : f (x) })

130

[f ]
7.1: Chebyshev-Markov
. , A = {x X : f (x) },
Z
Z
Z
f d
f d
d = (A )
A

.
, .
:
7.5.6. (X, A, ) , fn : X C
f : X C . fn f
, fn f . , fn R f
g : X [0, ] g d |fn | g
n, fn f .
. : > 0. ChebyshevMarkov
Z
1
({x X : |fn (x) f (x)| })
|fn f | d 0,

fn f . , fn f .
, fn f .
, 0 > 0 {fnk } {fn }
Z
|fnk f | d 0
(7.20)
k. fn f fnk f ,
7.3.7, fnkl fnk fnkl f ...
|fnkl | g g
6.3.8
Z
|fnkl f | d 0
(7.20). , fn f
, .
7.5.7. , , .

7.5. 131
. fn : (0, 1) R
fn = n(0, n1 ) . , (0, 1]
({x X : |fn (x) 0| }) =

1
0
n

fn 0 . , n
Z
1
|fn (x)| dx = n = 1 9 0
n
{fn } 1 .
:
7.5.8. (X, A, ) , fn : X C
f : X C .
(X) < . :
(i) {fn } f .
(ii) {fn } f ...
R |fn f |
(iii)
1+|fn f | d 0 n .
. (i) (ii) fn f {fnk } {fn }. fnk f
7.3.7.
(ii) (iii) , > 0
{fnk } {fn }
Z
|fnk f |
d
(7.21)
1 + |fnk f |
k. , (ii) {fnkl } {fnk }
fnkl f ..
|fnkl f |
0.
1 + |fnkl f |



 |fn f | 
kl


1

 1 + |fnkl f | 
X 6.3.9
Z

|fnkl f |

1 + |fnkl f |

d 0

(7.21).
1

132
(iii) (i) > 0. Chebyshev-Markov
:


|fn (x) f (x)|

({x : |fn (x) f (x)| }) =

x:

1 + |fn (x) f (x)|

1+
Z
1+
|fn f |

d 0,

1 + |fn f |
(iii).

()

()

()
()

() ()

()

1:

7.2:
:
():
(): (X) <
(): .

7.6

, (X, A, ) ,
X A fn , f : X C .
.
1

1. X , Borel
: X X. fn f
.., (fn ) (f ) ..

7.6. 133
2. {An } f
, A A f = A ..
3. (X) <
fn : X C supn |fn (x)| < x X.
> 0 B A (X \ B) <
sup
nN,xB

|fn (x)| < .

4. fn 0 fn f ,
Z
Z
f d lim inf fn d.
n

.
5. X , Borel
: X X. fn f
(. ), (fn ) (f )
(. ).
6. {An } Cauchy
(An 4Am ) 0 n, m .
7. (X) < . > 0 k N
Ek () = {x X : |fk (x) f (x)| }.
fn f .. > 0
!

[
lim
Ek () = 0.
n

k=n

8. (X) < . {fn }, {gn } fn f gn g ,

fn gn f g . [: 3.]
9. g : X [0, ] |fn | g
fn f ,
Z
Z
fn d f d.
.
10. n ({x :
fn (x) = 1}) = ({x : fn (x) = 1}) = 1/2.
{gn },
n
1X
gn =
fj
n j=1
gn 0 .

134
11. (X) < fn : X [, ] |fn | < ..
(i) (n ) n fn 0
..
(ii) g : X [0, ]
(rn ) |fn | rn g .. n.
12. (X) < fn 0 ..
(i) (n ) n
n fn 0 ..

(ii) g : X [0, ]
(n ) n 0 |fn | n g .. n.
13. (X) < fn , f . fn
> 0 > 0 A A
(A) < ,

Z


 f d < , n N.


A

fn f fn fn f .
14. (X) < fn , f .
R
R
: fn f A fn d A f d
A A.
15. f : Rn C, .
f Lebesgue .

:
1. ,
f : X Y , (X, A) (Y, B)
.
2. .
3. Lebesgue Riemann

.
Lebesgue.

8.1

5.1.7 (iv) (X, A)

f : X R B B(R) f 1 (B) A.
:
8.1.1. (X, A) (Y, B)
f : X Y . f (A, B)- ( A B)
B B f 1 (B) A.
, Y B = B(Y ) f
A-.

f 1 (B) = {f 1 (B) : B B}

(8.1)

136
f (A, B)-
f 1 (B) A.

(8.2)

8.1.2. (X, A), (Y, B) (Z, C)

f : X Y g : Y Z. f (A, B)- g (B, C), g f (A, C)-.
.

(g f )1 (C) = f 1 g 1 (C) .

(8.3)

f 1 (B) A g 1 (C) B.
:


f 1 g 1 (C) f 1 (B) A

(8.3) .

f : (X, A) (Y, B) (ii) :
8.1.3. (X, A) (Y, B) f : X Y
. :
(i) F = {B Y : f 1 (B) A} - X.

(ii) C P(Y ) (C) = B, f (A, B)-

f 1 (C) A.

(8.4)

. (i) -
. (ii) , f
B {B Y : f 1 (B) A}.

(8.5)

F - (C) = B C F
B F .
8.1.4. () (i)
f 1 (B) - X.
()
= {(, b] : b R}
() = B(R) (ii)
5.1.1 f : (X, A) R.

, (X, A)
. , f (Y, B) :

8.1.5. (X, A) (Y, B) f : X Y

(A, B)- . (X, A),
: B [0, ]


(B) = f 1 (B) := (f B),
(8.6)
B B. ( )
(Y, B). f f ()
f .

8.1. 137

Lebesgue. ,
f ()
.
8.1.6. (X, A) (Y, B) f : X Y
(A, B)- . (X, A)
g : Y [, ] g : Y C ,
Z
Z
g df () =
g f d,
(8.7)
f 1 (B)

B B. (
.)
. , 8.1.2 g f
. ,

(g f ) f 1 (B) = (g B ) f
(8.8)
B = Y ( ge = g B ),
f 1 (B) = X. = f ()
Z
Z
g d = g f d.
, :
1. g g = B B B.
:
Z

Z
g d =

g f d =

B d = (B) = f 1 (B)
Z

B f d =

f 1 (B) d = f 1 (B)

.
2. g
g=

m
X

bj Bj .

j=1

1 :
Z
g d =

m
X
j=1

Z
bj

Bj d =

m
X
j=1

Z
bj

Bj f d =

.
3. g .

g f d,

138
5.3.3, ,
(sn )n sn % g Y . 2, n

Z
Z
sn d = sn f d.
(sn )n (sn f )n
sn % g sn f % g f .
6.2.6 ,
Z
Z
Z
Z
g d = lim sn d = lim sn f d = g f d.
n

4. g : Y [, ] .
, , g = g + g , 3
Z
Z
Z
g + d = g + f d = (g f )+ d

g d =

g f d =

(g f ) d.

R
R
, g d g f d
.
5. g : Y C .
4
u = Ref v = Imf .

8.2

Luzin

Rk . ,
, Luzin,
3 Littlewood .
8.2.1 (Luzin). A Rk Lebesgue
(A) < f : A R . > 0
F A (A \ F ) < f |F .
. > 0. .
1. f f = E E A Lebesgue .
f 1 0.
Lebesgue, K A
G A K E G

(E) (K) + , (G) (E) + .

4
4

8.2. Luzin 139

E G
K

8.1: Luzin
(E) (A) < :
(G \ K)

.
2

(8.9)

F1 = K (A \ G)
(A \ F1 ) = (G \ K) <

.
2

K A \ G A f 1 K
f 0 A \ G. f |F1 (;).
F F1 (F1 \
F ) < 2 . f |F
(A \ F ) = (A \ F1 ) + (F1 \ F ) < .
2. f
f=

m
X

aj Aj .

j=1

1, j
Fj A (A \ Fj ) < /m
Tn
Aj |Fj . F = j=1 Fj , F A,
f |F
(A \ F )

m
X
j=1

(A \ Fj ) < ,

.
3. f .
5.3.4, (sn )n 2 sn f A. n An A

140
(A \ An ) <

2n+2

sn |An .
A =

An

n=1

(A \ A )

X
n=1

(A \ An ) <

=
n+2
2
4
n=1

sn |A .
f .
Egorov: B A (A \ B) < 4
sn f B. ,
C = B A
(A \ C) < 2 (;) f |C , sn |C
n sn f C.
C , .
F C (C \ F ) < 2 .
(A \ F ) = (A \ C) + (C \ F ) < .
f |F , F C.
. Luzin:
> 0 F A
(A \ F ) < F f .
f A (;) ,
, f Riemann .
f F .
, f = Q [0, 1]
[0, 1] f (R\Q)[0, 1]
0.

8.3

Riemann

Rb
f : [a, b] R a f (x) dx RieRb
mann a f d Lebesgue f ( ).
.
, Lebesgue Riemann.
8.3.1. f : [a, b] R Riemann . ,
(i) f .
(ii) f Lebesgue
Z b
Z
f d =
a

f (x) dx.

(8.10)

8.3. Riemann 141

. :
1. .
R
2. h 0 R E h d R= 0, h = 0 E.
, f g E f d = E g d, f = g E.
P
3. s = i [ai ,bi ] ,
b

Z
s d =

s(x) dx.

f Riemann . , (Pn )
[a, b] : Pn Pn+1 ( Pn+1
Pn ), kPn k 0 ( Pn 0),
Z b
Z b
L(f, Pn )
f (x) dx , U (f, Pn )
f (x) dx.
a

Rb

`n a `n (x) dx = L(f, Pn ) (, L(f, Pn ) =

Pk1
Pk1
i=0 mi (xi+1 xi ) `n =
i=0 mi [xi ,xi+1 ) ) un
Rb
a un (x) dx = U (f, Pn ). ,
`n f un .
Pn Pn+1 (`n ) (un ) ,
` = limn `n u = limn un ` f u.
,
Z b
Z b
Z b
Z b
u d = lim
un d = lim
un (x) dx =
f (x) dx
n

Z
` d = lim

a
b

Z
`n d = lim
n

Z
`n (x) dx =

f (x) dx.
a

Rb
Rb
` u a ` d = a u d, ` = u .
` f u,
` = f = u .

(8.11)

, f ( )
( ). (i).
f , f Lebesgue . ,
(8.11)
Z b
Z b
Z b
f d =
u d =
f (x) dx,
a

(ii).
Riemann f : [a, b] R:
.

142
8.3.2. f : [a, b] R . f Riemann

({x [a, b] : f x}) = 0.
. f . (Pn ) [a, b] Pn Pn+1 , kPn k 0,
U (f, Pn ) L(f, Pn ) 0.
`n , un Pn , `n f un ,
Rb
` (x) dx = L(f, Pn ) a un (x) dx = U (f, Pn ). , Pn = {a = x0 <
a n
< xk = b}

Rb

`n =

k1
X

mi [xi ,xi+1 ) un =

i=0

k1
X

Mi [xi ,xi+1 )

(8.12)

i=0

, `n % ` un & u, ` f u.
`n , un ( supremum
infimum f [a, b]).
b

Z
a

`n (x) dx

` d

un (x) dx

u d.
a

,
b

L(f, Pn )

` d U (f, Pn )

u d.

(8.13)

Z
` d =
a

u d.
a

S
: P = n=1 Pn A
f [a, b], x [a, b] \ (A P ) `(x) = u(x).
: x [a, b] \ (A P ) > 0. f x,
> 0 : y, z (x , x + ) |f (y) f (z)| < . n0
kPn0 k < . [xi , xi+1 ] Pn0
x, [xi , xi+1 ] (x , x + ),
Mi mi = sup{f (y) : y [xi , xi+1 ]} inf{f (z) : z [xi , xi+1 ]} ,
0 un0 (x) `n0 (x) . ,
0 u(x) `(x) un0 (x) `n0 (x) .
> 0 , u(x) = `(x). (A P ) = 0
Rb
Rb
` = u , a ` d = a u d.
: f Riemann [a, b]. (Pn )n Pn Pn+1 n
L(f, Pn )

Z
a

f (x) dx , U (f, Pn )

f (x) dx
a

8.4. 143
n N, `n un
Pn , `n f un
Z

Z
`n (x) dx = L(f, Pn ) ,

un (x) dx = U (f, Pn ).

(`n ) (un ) . ` = limn `n

u = limn un . ` f u
b

`n (x) dx = lim L(f, Pn ) =

` d = lim
a

Z
n

f (x) dx
a

Z
n

f (x) dx.

un (x) dx = lim U (f, Pn ) =

u d = lim
a

,
Z

Z
` d =

u d.

(8.14)

` u, ` = u .

S
C = {x [a, b] : `(x) = u(x)} P = n=1 Pn .
x C \ P f x. : x C \ P > 0.
`(x) = u(x), n0 0 un0 (x) `n0 (x) < .
(xi , xi+1 ) Pn0 x,
sup{f (y) : y [xi , xi+1 ]} inf{f (z) : z [xi , xi+1 ]} < .
f x ( ).
A f ,
A ([a, b] \ C) P , (A) = 0.

.
Rk .

8.4

.
1. X, Y Borel . f : X Y .
2. f, g : R R f (x) = ex g(y) = y 3 +y.

Z
(0,1)

g df ().

3. X . f : X [, ]
(. ) {x X : f (x) < a} (. {x
X : f (x) > a}) X a R.
f .

144
.
4. (X, A) , Y fn : X Y , n =
1, 2, ... (A, B(Y )) . {fn } f : X Y , f
(A, B(Y )).
5. (X, A, ) f : X R
Borel . gn : X R gn f X.

6. X A X.
A ;
7. X f, g : X [, ] (. )
. a, b 0, af + bg
(. ) .
.
8. ( Vitaly-) A Rk (A) <
, f L1R (A) > 0.
A f
Z
d < ,
X

:
(i) f 0 f
()

f=

bk Bk

k=1

Bk bk 0.

(ii) () Lebesgue f 0..

(iii) f = f + f
7.
9. (X, d) f : X [0, ]
, . n = 1, 2, ... x X
gn (x) = inf{f (p) + nd(x, p) : p X}.
:
(i) |gn (x) gn (y)| nd(x, y) x, y X.

(ii) 0 g1 g2 ... f .

(iii) {gn } f n .

.

.
(X, A, ) (Y, B, )
X Y (X Y, C, ). ,
:
1. - C ,
A B A A B B.
2. ,
A A B B
(9.1)

(A B) = (A)(B).

, , .
. , ,
K = [a, b] [c, d] R2 f : K R ,
Z

f (x, y) dA =
K

f (x, y) dydx =
a

f (x, y)dxdy,
c

(9.2)

dA ( d2 ).
,
.

.

9.1

- 1.
:
9.1.1. (X, A) (Y, B) .
C X Y C = A B

146
A A B B. - A B -
,
A B = ({A B : A A, B B}).

(9.3)

9.1.2. X, Y C X Y . x X y Y
C x y
Cx = {y Y : (x, y) C} C y = {x X : (x, y) C}.

(9.4)

Cx
x

Cy

9.1: C
f : X Y R ,
fx : Y R f y : X R
fx (y) = f (x, y) f y (x) = f (x, y).

(9.5)

f f = C C X Y ,
fx = (C )x = Cx , x X f (x, y) = 1
(x, y) C, y Cx . f y = (C )y = C y .
, C A B A X B Y ,
(
(
A, y B
B, x A
y
.
(9.6)
C =
Cx =
,
,
:
9.1.3. (X, A) (Y, B) .
(i) C A B , Cx B C y A x X
y Y .

(ii) f X Y , fx B-
x X f y A- y Y .
. (i)
C = {C A B : Cx B, x X}.

(9.7)

C = A B. , C = A B
, (9.6) Cx B x X C
. , C
-. :
!

[
[


(X Y ) \ C x = Y \ Cx
Cn
=
(Cn )x
(9.8)
n=1

n=1

9.1. 147
( ). , C
, -, .
, . C y A.
(ii) (Z, D) f : (X Y, A B) (Z, D)
. , D D


(fx )1 (D) = {y Y : fx (y) = f (x, y) D} = f 1 (D) x B
(i). f y .
. (ii)
. f [, ]
D (, b] b R
C Borel C.
: f
(X, A, )
Z
Z
f d =
f (x) d(x)
(9.9)
X

.

Fubini . , (X, A, ) (Y, B, )
f : X Y R
,


Z Z
Z Z
f (x, y) d(y) d(x) =
f (x, y) d(x) d(y).
(9.10)
X

,


Z Z
Z Z
y
fx (y) d(y) d(x) =
f (x) d(x) d(y).
X

(9.11)

- .
, . :
9.1.4 (Fubini ). (X, A, )
(Y, B, ) - . C A B
C : X [0, ] C : Y [0, ]
Z
Z
C (x) = (Cx ) =
Cx (y) d(y) =
C (x, y) d(y)
(9.12)
Y

C (y) = (C y ) =

Z
C y (x) d(x) =

C (x, y) d(x).

C A-, C B-
Z
Z
C d =
C d,
X

(9.13)

(9.14)

148

Z Z
X



Z Z
C (x, y) d(y) d(x) =
C (x, y) d(x) d(y).

(9.15)

. .



Z
Z
C = C AB :
C d =
C d
(9.16)
X

C = A B. A B = (),
(;)
A B = () 1.2.4. ,
:
1. C .
2. C Dynkin.
, C = A B A A B B Cx = B
x A Cx = . C y = A y B C y =
C (x) = (B)A C (y) = (A)B .
Z
Z
Z
Z
C d =
(B) d = (A)(B) =
(A) d =
C d.
X

, Dynkin.
X Y C X Y .

S (Cn )n C C :=
n Cn C. Cn Cn
Z
Z
Cn d =
Cn d
X

n. (Cn )n , (Cn )x


(Cn )y
Cx =

(Cn )x C =

(Cn )y .

n=1

n=1

, (Cn ) (Cn )


C (x) = (Cx ) = lim (Cn )x = lim Cn (x)
n

C (y) = (C y ) = lim (Cn )y = lim Cn (y)
n

x X y Y . , C C ,
6.2.6
Z
Z
Z
Z
C d = lim
Cn d = lim
Cn d =
C d,
X

9.1. 149
C C.
C, D C C D D \ C C.
x X y Y
(D \ C)x = Dx \ Cx (D \ X)y = Dy \ C y

(9.17)

, Cx Dx C y Dy :
D\C (x) = (Dx \ Cx ) = (Dx ) (Cx ) = D (x) C (x)
D\C = D C . D\C D\C

Z
Z
Z
Z
D\C d =
D C d =
D d
C d =
X

Z
=
Y

D d

Z
C d =

D C d =

Z
D\C d.
Y

D \ C C.
, 1 2 . ,

S
S
(Xn )n (Yn )n A B X = n Xn , Y = n Yn
n (Xn ), (Yn ) < . , ,
n n
n (A) = (A Xn ) n (B) = (B Yn )
n N, A A B B.
n n f g X Y
Z
Z
Z
Z
f dn =
f d
g dn =
g d,
(9.18)
X

Xn

Yn

. (
.) n n ,

x 7 n (Cx ) y 7 n (C y )

Z
Z
n (Cx ) dn (x) =
n (C y ) dn (y)
X

n. (9.18)
Z
Z
n (Cx )Xn (x) d(x) =
n (C y )Yn (y) d(y).
X

(9.19)

, C (x) = (Cx ) = limn n (Cx ) C (y) =

limn n (C y ) C C . ,
(Xn ) (Yn )

150
(9.19). , n (
6.2.6)
Z
Z
C (x) d(x) =
C (y) d(y),
X

. .

(X Y, AB)
(9.1) Fubini
f = C :
Z
Z
Z
C d =
C d =
C d = (C).
X

XY

:
9.1.5. (X, A, ) (Y, B, ) - .
(X Y, A B)
(A B) = (A)(B), A A B B.

Z
Z
(C) =
C d =
C d, C A B,
X

(9.20)

(9.21)

C C .
. .
(9.21)
(X Y, A B).
Z
Z
() =
d =
(x ) d(x) = 0.
X

, .
(Cn )n A B
!

[
X

Cn =
(Cn ).
(9.22)
n=1

:
! Z
Z

Cn =
n Cn d =

n=1

Z
X
n=1

n=1

!
(Cn )x

d(x) =

Z X

(Cn )x d(x) =

X n=1

n=1

X
X


(Cn )x d(x) =
Cn d =
(Cn ),
n=1

n=1

9.1. 151
(Cn )x
Beppo Levi 6.2.10. , . A B
, A A B B :
Z
Z


(A B) =
(A B)x d(x) =
(B) d(x) = (A)(B).
X

, ,
- .
, (X Y, A B)

(A B) = (A)(B), A A B B
.S
(Xn )
S
(Yn ) X = n Xn Y = n Yn S,
n (Xn ) < (Yn ) < . , X Y = n (Xn Yn )

(Xn Yn ) = (Xn )(Yn ) = (Xn Yn ) < .

,
, 2.2.1, = .
9.1.6. (X, A, ) (Y, B, ) - .

. (X Y, AB, )
(X, A, ) (Y, B, ).

(9.14) :
Z
Z
Z
C d =
C d =
C d( ).
(9.23)
X

XY

9.1.7 ( Cavalieri). (X, A, ) (Y, B, ) . C, D A B

(Cx ) = (Dx ) x X
( )(C) = ( )(D).
. C = D .. X ,

Z
Z
( )(C) =
C d =
D d = ( )(D).
X

Lebesgue :
9.1.8. n N Lebesgue n
(Rn , B(Rn )). k, m N n = k + m, :

152
() B(Rn ) = B(Rk ) B(Rm ), Rn =
Rk Rm .
() n = k m .
. () .
A B(Rk ) B B(Rm ) A B B(Rn ).
1 : Rn Rk Rm Rk 2 : Rn Rk Rm Rm
,
A B = (A Rm ) (Rk B) = 11 (A) 21 (B).
1 2 11 (A) 21 (B)
Borel Rn A B. B(Rn )
-
B(Rk ) B(Rm ) B(Rn ).

, G
Rn G B(Rk ) B(Rm ), B(Rn )
. 3.2.3
Rt , t = 1, 2, ... Rn
G=

Rt .

t=1
(1)

(2)

, Rt Rt = Rt Rt
(2)
(1)
Rt Rk Rt Rm
k
m
Rt B(R ) B(R ) t.
G=

Rt =

n=1

(1)

(Rt

n=1

(2)

Rt ) B(Rk ) B(Rm )

.
() Lebesgue Borel Rn
n (I) = vn (I), I Rn ,
vn n- I. I ,
I = I (1) I (2) I (1) I (2) Rk Rm
:
(k m )(I) = (k m )(I (1) I (2) ) = k (I (1) )m (I (2) ) =
vk (I (1) )vm (I (2) ) = vn (I (1) I (2) ) = vn (I).
, n = k m .
9.1.9. Fubini
-.

9.2. Tonelli Fubini 153

. (X, A) = (Y, B) = ([0, 1], B([0, 1])), Lebesgue
(X, A) (Y, B). = {(x, x) : x
[0, 1]} X Y A B x X y Y
(x) = (x ) = ({x}) = 1

(y) = (y ) = ({y}) = 0.
,
Z
X

d = 1 6= 0 =

Z
d.
Y

.
- (
9.1) . ,
- ,
: 13 .
(X, A, ) (Y, B, )
(X Y, A B) (9.1).
.
12 .

9.2

Tonelli Fubini

Fubini. 9.1.4 9.1.6, X Y
- f = C C A B,


Z Z
Z Z
Z
f d d =
f d d =
f d( ).
(9.24)
X

XY

.
6: ,
.
:
9.2.1 (Tonelli). (X, A, ) (Y, B, ) -
. f : X Y [0, ]
f : X [0, ] f : Y [0, ]
Z
Z
f (x) =
fx d =
f (x, y) d(y)
(9.25)
Y

Z
f (y) =

f d =
X

f (x, y) d(x).
X

(9.26)

154
f A-, f B-
Z
Z
Z
f d =
f d =
f d( )
X



Z Z
Z Z
Z
f (x, y) d(y) d(x) =
f (x, y) d(x) d(y) =
X

(9.27)

XY

XY

f d( ).
(9.28)

. , f f
9.1.3. , :
1. f f = C C A B.
, 9.1.4 9.1.6, f = C f = C
9.1.4.
2. f ,
f=

n
X

aj Cj

j=1

aj 0 Cj A B.
x X
fx =

n
X

aj (Cj )x

j=1

f =

n
X

aj Cj

(9.29)

j=1

. ,
f =

n
X

aj Cj

(9.30)

j=1

f . , 1, j
Z
Z
Z
Cj d =
Cj d =
Cj d( ).
X

XY

aj (
(9.29) (9.30))
Z
Z
Z
f d =
f d =
f d( ),
X

XY

9.2. Tonelli Fubini 155

.
3. f .
, (sn )n


sn % f . , x X, (sn )x n
(sn )x % fx . ,

Z
Z
lim sn (x) = lim (sn )x d =
fx d = f (x).
n

lim sn (y) = f (y)
n

y Y . , 2 sn sn n

Z
Z
Z
sn d =
sn d =
sn d( ).
X

XY

, f f , (sn )n
(sn )n (;),
Z
Z
Z
f d =
f d =
f d( ).
X

XY

9.2.2. (X, A, ) (Y, B, ) -

f : X Y C. :
(i) f , f L1 ( ).
R R
(ii) X Y |f (x, y)| d(y) d(x) < .
R R
(iii) Y X |f (x, y)| d(x) d(y) < .
. |f | , Tonelli
:
Z Z
Z Z
Z
|f (x, y)| d(y) d(x) =
|f (x, y)| d(x) d(y) =
|f | d( ).
X

XY

(i)-(iii),
.

C. :
9.2.3 (Fubini). (X, A, ) (Y, B, ) -
f L1 ( ). :
(i) fx L1 () x X f y L1 ()
y Y .

156
(ii) f : X C f : Y C
(R
f (y) d(y), fx L1 ()
Y x
f (x) =
0,

(9.31)

(R

f y (x) d(x), f y L1 ()
0,

f (y) =

(9.32)

L1 () L1 ()
Z
Z
Z
f d =
f d =
f d( )
X

(9.33)

XY

,


Z Z
Z Z
Z
f (x, y) d(y) d(x) =
f (x, y) d(x) d(y) =
X

XY

f d().
(9.34)

. h h h : X Y [0, ] Tonelli.
(i) f L1 ( ),

Z Z
|fx (y)| d(y) d(x) <
X

Z
Y

|fx (y)| d(y) <

x X ( ). fx L1 ()
x X. f y L1 ()
y Y .
(ii) A = {x X : fx
/ L1 ()} x X
Z
|fx (y)| d(y) = |f | (x) = 0
Y

A A (A) = 0, |f | . (9.33)
:
f . x X \ A
Z
Z
Z
f (x) =
fx (y) d(y) =
(fx )+ (y) d(y) (fx ) (y) d(y) =
Y

Z
=
Y

(f + )x (y) d(y)

Z
Y

(f )x (y) d(y) = f + (x) f (x).

f = (f + f )X\A . Tonelli , f
, (A) = 0 f L1 ( ) :
Z
Z
Z
f + X\A d =
f + d =
f + d( ) <
X

XY

9.3. 157

f X\A d =

f d =
X

XY

f d( ) < .

Z
X

|f | d

Z
f + d +

Z
f d =

XY

|f | d( ) < ,

f L1 ().
Z
Z
Z
f d =
f + X\A d
f X\A d =
X

Z
=

f
XY

d( )

Z
f
XY

d( ) =

Z
XY

f d( ).

f .
: f = f1 + if2 f1 , f2 , .
A1 = {x X : (f1 )x
/ L1 ()} A2 = {x X : (f2 )x
/ L1 ()}.
fx = (f1 )x + i(f2 )x A = {x X : fx
/ L1 ()} = A1 A2
( (A) = 0) f = (f1 + if2 )X\A . f
f = f1 + if2 .. X f L1 ()
Z
Z
Z
f d =
f1 d + i
f2 d =
X

Z
=
XY

f1 d( ) + i

Z
XY

f2 d( ) =

Z
XY

f d( ).

f .
Fubini
[, ].
.
. Tonelli Fubini .
f : X Y C
f L1 ( ) Tonelli
( )
Fubini .
11
L1 ().

9.3

.
1. (X, A, ) (Y, B, i ), i = 1, 2 .

(1 + 2 ) = ( 1 ) + ( 2 ).

158
2. (X, A) f : X R .

(i) Gr (f ) = {(x, y) X R : y < f (x)}

(ii) Gr+ (f ) = {(x, y) X R : y > f (x)}

(iii) Gr(f ) = {(x, y) X R : y = f (x)}

A B(R).

3. (X, A, ) f : X [0, )
.
R(f ) = {(x, y) XR : 0 y f (x)} S(f ) = {(x, y) XR : ) y < f (x)}.
R(f ), S(f ) A B(R)
Z
Z
f d = ( ) (R(f )) = ( ) (S(f )) =
([f y]) d(y).
X

[0,)

R
R g : X [0, ) ([f y])
([g y]) y 0, X f d X gd.
.
4. Borel A [0, 1] [0, 1] Ax
x [0, 1] [0, 1] \ Ay y [0, 1].
5. C R2 C
/ B(R2 ) :
() Cx B(R) C y B(R) x, y R

() x 7 (Cx ) y 7 (C y ) Borel
Z
Z
(Cx )d(x) =
(C y )d(y).
R

6. Borel f : R2 R f
/ L1 ( )
1
y
1
fx L () f L () x, y R
Z Z
Z Z
f (x, y)d(x)d(y) =
f (x, y)d(y)d(x).
R

7. f . g : R2
R g(x, y) = xf (x, y). :
(i) g Borel .
(ii) g L1 ( ).

(iii) g .
8. P
(ank )
n,k=1
|a
|
.

nk
n,k
X

X
k=1 n=1

ank =

X
n=1 k=1

ank .

9.3. 159
.
9. f : (0, 1) R Lebesgue .
g(x, y) = f (x) f (y) (0, 1) (0, 1), f
L1 (0, 1).
10. f, g : Rn [0, ] .
Z
Rn

f g d =

f (x) d(x) d(y).

{xRn :g(x)y}

Z
g(x) d(x) =

Rn

({x : g(x) t}) dt.

11. f : Rn R Lebesgue :
C1 > 0 , t > 0
({x : |f (x)| t})

C1
.
t2

C2 > 0 , E 0 < (E) <

Z
p
|f (x)| dx C2 (E).
E

12. f L1 (0, 1). x (0, 1)

Z

g(x) =
x

f (t)
dt.
t

g L1 (0, 1)
Z

g(x) d(x) =
0

f (x) d(x).
0

13. (X, A, ) (Y, B, ) .

(X Y, A B)
:
(i) A B
AB =

(An Bn ),

n=1

{An Bn } ,
(A)(B) =

X
n=1

(An )(An ).

160
(ii) {An Bn } {En Fn }

[
n=1

(An Bn ) =

(An )(Bn ) =

n=1

(En Fn ),

n=1

(En )(Fn ).

n=1

(iii) R
Sn . C = k=1 (Ak Bk ) R
0 (C) =

n
X

(Ak )(Bk ).

k=1

R 0 premeasure R.

(iv)
.
14. (X, A, ) = (Y, B, ) = (R, P(R), ),
(
0, A
(A) =
.
, A
: X Y X (x, y) = x y X
= {(x, x) : x X} X Y = R2 . , : A B [0, ]

(
0, C = A B 1 (A), 2 (B)
(C) =
,
(
(C) =

0, C = A B D 1 (A), 2 (B), (D)

.
,

:
(i) A B.

(ii) (A B) = (A B) = (A)(B) A A B B.

(iii) A B () = , () = 0.
,
.

 10

Radon-Nikodym

Radon-Nikodym.
.
6.2.1 (X, A, ) f : X [0, ]
, : A [0, ]
Z
(A) =
f d
(10.1)
A

(X, A) , ,
, (A) = 0 A A, (A) = 0.
Radon-Nikodym ,
(X, A)
(10.1).
-.
.
Hahn .
6.

Hilbert L2 ().

10.1

. :
10.1.1. (X, A) ,
(X, A). 
A A (A) = 0 (A) = 0.

:

162 Radon-Nikodym
10.1.2. (X, A) ,
(X, A). :
(i) .
(ii) > 0 > 0 A A (A) <
(A) < .
. (i) (ii) (ii) . , > 0
n An A
(An ) <

1
(An ) .
2n

A = lim supn An ,

(An ) <

n=1

X
1
=1<
2n
n=1

1 Borel-Cantelli ( 2.3) (A) = 0, (A) = 0.

, 1.4 :
!
!

[
[
\
Ak = lim
Ak
(A) =
n=1 k=n

k=n

S
( k=n Ak ) (An ) n .

(ii) (i) A A (A) = 0 > 0. , > 0

(ii) (A) < (A) < . > 0
(A) = 0  .

Radon-Nikodym:
10.1.3. (X, A) ,
(X, A).
(i) A A (X \ A) = 0.

(ii) A A
A X \ A.
.

:
10.1.4. (X, A) ,
(X, A). :
(i)   , +  .
(ii) , + .
(iii)  , .

10.2. Lebesgue-Radon-Nikodym 163

(iv)  , = 0.
. (i) A A (A) = 0,
(A) = 0 (A) = 0. ( + )(A) = (A) + (A) = 0.
(ii) A, B A
(X \ A) = (A) = (X \ B) = (B) = 0.
, C = A B A (C) = 0 (X \ C) = (X \ C) = 0 (;).
( + )(X \ C) = 0, + .
(iii) A A (X \ A) = 0 (A) = 0.
 (A) = 0 .
(iv) (iii), = , = 0 (;).

10.2

Lebesgue-Radon-Nikodym

Radon-Nikodym
. :
10.2.1 (Lebesgue-Radon-Nikodym). (X, A)
, (X, A).
f : X [0, ) D A (D) = 0
Z
(A) = (A D) +
f d, A A.
(10.2)
A

. .
1. f .
f
Z
f d (A), A A.
A

.


Z
(10.3)
H = h : X [0, ) :
h d (A), A A .
A

H :
(i) H 6= , 0 H.

(ii) h1 , h2 H h1 h2 H. , B = [h1 > h2 ] A A

:
Z
Z
Z
h1 h2 d =
h1 h2 d +
h1 h2 d =
A

AB

Z
=

Z
h1 d +

AB

A\B

A\B

h2 d (A B) + (A \ B) = (A).

164 Radon-Nikodym
(iii) h H

h d (X) < ,

(10.4)

.



Z
a = sup

h d : h H

< .

(10.5)

supremum maximum f . n
hn H
Z
1
a hn d
n
gn = max{h1 , h2 , ..., hn } gn H
Z
Z
1
a hn d gn d a.
n

(10.6)

, (gn )n (;)
f .
(10.6) f H
Z
Z
f d = lim gn d = a.
n

: A [0, )
Z
(A) = (A)
f d, A A

(10.7)

(X, A) (;). D
(D) = 0 (A) = (A D) A A. (D) = 0 ,
Z
(A) = (AD)+ (A\D) = (AD)
f d+ (A\D) = (AD)+ (A\D).
AD

D (A\D) = 0
A A. , , D A
(D) = 0 (X \ D) = 0.

(10.8)

:
2. (X, A, )
E A. F E :
(i) A F, (A) > 0.
(ii) F .
S
(iii) F = F, X \ F E
-.

10.2. Lebesgue-Radon-Nikodym 165

S = {F E : (i) (ii) }.

(10.9)

(iii) F
S Zorn. Fi iI
S
S,
S S Fj iI Fi j I
iI Fi S .
F S . S
F (i) (ii) F S. (iii) , F = F
E E (E) > 0 E X \ F E A = A F
(;) F {E} S: F.
F. ( ) n


1
(10.10)
Fn = A F : (A) >
n
, {An : n = 1, 2, ...} Fn (ii)

!

[
X
X
1

An =
(An )
= ,
n
n=1
n=1
n=1
. (i)

[
F=
Fn
(10.11)
n=1

F .

3. D.
, D A
(D) = 0 (X \ D) = 0.
n N


(A)
En = A A : (A) <
n

(10.12)

() A En (A) > 0

() En
( ). , 2 En

Gn En -,
S
Gn = Gn X \ Gn En -.
() Gn En
(Gn )

(X)
(Gn )

.
n
n

166 Radon-Nikodym
, G =

n=1

Gn (G) (Gn ) 0 (G) = 0.

D = Gc =

Gcn

(10.13)

n=1

(D) = 0.
f . (
) (X \ Gn ) = 0 n.
. A A (A) > 0, n N Bn En
Bn A.
,

g=f+

1
A
n

(10.14)

g H
Z

Z
g d =

1
f d + (A) >
n

Z


h d : h H .

f d = sup

, B A
Z
g d > (B)
B

1
(B) <
f d +
n
B
Z

Z
A d =

f d +
B

1
(A B).
n

, Bn = A B
(Bn ) (B) = (B)

Z
f d <
B

(A B)
,
n

Bn En .

n . (X \ Gn ) > 0
Bn En (Bn ) > 0 Bn X \ Gn
Gn . , (X \ Gn ) = 0 (D) = 0
.

Lebesgue-Radon-Nikodym
Radon-Nikodym :
10.2.2 ( Radon-Nikodym ). (X, A)
, (X, A)  .
.. f : X [0, )
Z
(A) =
f d, A A.
(10.15)
A

10.3. 167
. Lebesgue-Radon-Nikodym
f : X [0, ) D A (D) = 0
Z
(A) = (A D) +
f d, A A
A

(D) = 0  (D) = 0 (A D) = 0.

Z
(A) =
f d, A A.
A

, f0 : X [0, )
f0 f = f0
-.. X. f, f0 L1 () f f0 L1 ()
A A
Z
Z
Z
(f f0 ) d =
f d
f0 d = (A) (A) = 0.
A

, (;).

10.3

,
Radon-Nikodym
-.
2 10.2.1:
10.3.1. (X, A, ) -
S E A. F E F = F

(E \ F ) = 0, E E.
(10.16)
( X \ F E
.)
. E E. ,
E A
a = sup{(E) : E E }

(10.17)

0 a (X) < . S

(En )n E (En ) a
F = n=1 En .
S
F E (;) F E F = F. , n
(En ) (F ) a
(En ) a (F ) = a. , ,
E E
(E \ F ) = (E F ) (F ) = (E F ) a a a = 0,
E F E . , (E \ F ) = 0.

168 Radon-Nikodym
,
-,
S

(Xn )n A X = n=1 Xn (Xn ) < n.

n (A) = (A Xn ) A A n (X, A). , , n
Fn E

[ 
n E \ Fn = 0
n N E E.
F=

n=1

Fn

F , F E F =
E E


[ 
X
X
(E \ F )
(Xn E \ F )
Xn E \ Fn =
n=1

(10.18)
S

F,

n=1

X
n=1

n E \


Fn = 0,

.
10.3.2. F F 0 E
,
[
[ 
F4 F 0 = 0.

(10.19)
.
[

F\

F0 =

o
[n
[
E\
F0 : E F

F
[
[  X 
[ 

F \ F0
E \ F0 = 0
EE

(10.16) F .
[
[ 

F0 \ F = 0
(10.19).
:
10.3.3 (Radon-Nikodym). (X, A)
, (X, A) -  .
.. f : X [0, ]
Z
(A) =
f d, A A.
(10.20)
A

- f
[0, ).

10.3. 169
. :
1. -.
(Ai )iN (Bj )jN A (Ai ) < (Aj ) < i j.
(Xn )nN {Ai Bj }(i,j)N2 (Xn )
A (Xn ), (Xn ) < n
.
n = |AXn n = |AXn , AXn = {A A : A Xn }
A Xn . n n n  n
Radon-Nikodym n
fn : Xn [0, )
Z
n (A) =
fn dn , A A A Xn ,
A

Z
(A) =
A

fn d, A A A Xn .

(10.21)

f : X [0, ) f |Xn = fn n
(;). ,
(10.21) Beppo-Levi, A A :
(A) =

X
n=1

Z
X

n=1

(A Xn ) =
f d =

AXn

Z X

n=1

Z
X
n=1

Z
f Xn =
A

A n=1

Z
X

fn d =

AXn

f Xn d =

f 1 d =

Z
f d.
A

f0 : X [0, )
f0 , n
Z
Z
n (A) =
f d =
f0 d, A A A Xn
A

f = f0 ..
S
Xn . , X = n=1 Xn f = f0 .. X
( ).
2. : -.
X
X .
,
E = {A A : (A) < }
(10.22)
S
10.3.1 F E F = F
(E \ F ) = 0 E E. F = {F1 , F2 , ...}

170 Radon-Nikodym
(Fn ) < ( F E) n |AF -.
|AF  |AF , 1,
g : F [0, )
Z
(A) =
g d, A A A F.
A

A A X \ F :

. A A A X \ F , (A) = (A)1 .

, A (A) = 0, (A) = 0
 (A) > 0 (A \ F ) > 0 (;) A
/ E,
(A) = .
f : X [0, ]
(
g(x), x F
f (x) =
,
xX \F

(10.23)

A A
(A) = (A D) + (A \ D) =
Z
=

Z
g d +

AD

A\D

d =

Z
AD

g d + (A \ D) =

Z
f d +

AD

Z
f =

A\D

f d.
A

f :
f0 : X [0, ]
Z
Z
(A) =
f d =
f0 d
(10.24)
A

A A. 1 f |F = f0 |F ..
f0 |X\F = ...

[
{x X \ F : f0 (x) < } =
{x X \ F : f0 (x) n}
n=1

- n
({x X \ F : f0 (x) n}) > 0.
- , A {x X \ F : f0 (x) n}
0 < (A) < . , A X \ D (A) > 0 (A) =
Z
Z
f0 d
n d = n (A) < :
A

(10.24). .
1

0 = 0.

10.4. Lebesgue 171

10.3.4. (X, A) ,
(X, A) -  . ..
f Radon-Nikodym Radond
.
Nikodym d
, (10.20)
Z
d
(A) =
d
A d
6.2.13 (iii)
Z
Z
d
g d = g
d
d
g : X [0, ] .
g : X C .
10.3.5. Radon-Nikodym -.


. (X, A) = [0, 1], B([0, 1]) , = , Lebesgue
(X, A) (X, A).  , f : X [0, ]
Z
(A) =
f d, A A,
A

x X
Z
0 = ({x}) =

f d = f (x)({x}) = f (x),
{x}

f 0 0 .

10.4

Lebesgue

Lebesgue-Radon-Nikodym,
(X, A), f : X [0, )
D A (D) = 0
(A) = 1 (A) + 2 (A), A A

1 (A) = (A D) 2 (A) =

Z
f d.

(10.25)

1 2 (X, A)
1 D,
X \ D 2 . 1
2  . :

172 Radon-Nikodym
10.4.1 ( Lebesgue). (X, A)
, (X, A) -.
1 2 (X, A)
= 1 + 2 ,

(10.26)

1 2  .

( 1 2 (iii) 10.1.4.)
. F A, 1 (A) = (AF ) 2 (A) = (A\F ).
, = 1 + 2 1 F . ,
1 (F ) = 0. , 2  , E A
(E) = 0 (E \ F ) = 0, F
( ) (F ) = 0.
10.3.1
(10.27)

E = {A A : (A) = 0}.
F E F =

(E \ F ) = 0, E E.
, E F E.

(F ) = 0 (E \ F ) = 0, E A (E) = 0.

(10.28)

, 1 (A) = (A F ) 2 (A) = (A \ F )
(X, A) = 1 +2 . ,
(10.27) 1 2  .
, 01 02 (X, A)
= 01 + 02 01 02  . 01 F 0 A
01 F 0 X \ F 0 .
E A (E) = 0,
(E \ F 0 ) = 01 (E \ F 0 ) + 02 (E \ F 0 ) 01 (X \ F 0 ) + 02 (E) = 0,
01 02  . , 10.3.2 (F 4F 0 ) =
0 (;). , A A :
1 (A) = (A F ) = (A F 0 ) = 01 (A F 0 ) + 02 (A F 0 ) = 01 (A)
01 F 0 02 (F 0 ) = 0, 02  . 1 = 01 .
, A A
2 (A) = (A \ F ) = (A \ F 0 ) = 01 (A \ F 0 ) + 02 (A \ F 0 ) = 02 (A)
( ). 2 = 02 .

10.5

Riesz

Riesz.
:

10.5. Riesz 173

10.5.1. (X, k k) .
(X, k k) (X , k k),
X = {f : X R : f }

(10.29)

(10.30)

kf k = sup{|f (x)| : kxk 1}.

,
(X, k k) (X , k k),
f : X R. :
1. ( Riesz Hilbert) (H, h, i) ()
Hilbert f : H R ,
v H
f (x) = hx, vi, x H.
(10.31)
H H.
2. (`p , k kp ) 1 < p <
(
)

X
p
`p = (an )n :
|an | <

(10.32)

n=1

k(an )n kp =

X
n=1

! p1
|an |

(10.33)

f : `p R ,
(bn )n `q

X
an bn ,
(10.34)
f (x) =
n=1

x = (an )n `p , q p,
1 1
+ = 1.
p q

(10.35)

`p `q .
.
Riesz


Banach C(K), kk K
2 . C(K) : f 0,
(f ) 0. :
2

Hausdorff Cc (X).

174 Radon-Nikodym
10.5.2 ( Riesz). (K, d) . : C(K) R ,
Borel K
Z
(f ) =
f d, f C(K).
(10.36)
K

12
, . , . .
Riesz
( ) C(K).

.
Radon-Nikodym 6 Real and Complex Analysis, W. Rudin.
:
, 1 < p <
Lp () Lq () q p.

10.6

.
1. (X, A, ) X.
 .
2. (X, A) , 1 , 2 (X, A) 1 
2  .
d1
d2
d(1 + 2 )
=
+
d
d
d
a 0

d(a1 )
d1
=a
.
d
d

.
3. , (X, A).
> 0 A A
(A) < (X \ A) < .
4. , R (X, A) f : X [0, ] (A) = A f d A A.
f < ..
5. ,
(X, A) f : X [0, ]
R
(A) = A f d A A. f > 0 ..
 .

10.6. 175
6. ,

d
d

(X, A)   .

d
= 1, ..
d

7. (X, A, ) . (X, A)   .

8. , (X, A).
d
d
d
1 .. X.
Radon-Nikodym d
.
9. 1 , 1 (X, A) 2 , 2
(Y, B) 1  1 2  2 .
1 2  1 2

d(1 2 )
d1
d2
(x, y) =
(x)
(y), (1 2 ) ..
d(1 2 )
d1
d2
10. ( ) (X, A, ) ,
B A A f : X R.
f B B
g : X R
Z
Z
f d =
gd, B B.
B

f L1R ().

(i) f B .
(ii) g f B,
Z
Z
|g|d |f |d < .

(iii) , g, g1
f , g = g1 ..
f B E(f |B).

11. (X, A, ) A f : X R. E (f |{, X}) E(f |A).

12. ( ) (X, A, ) ,
f, g : X R A C B A.
:
(i) : a, b R
E(af + bg|B) = aE(f |B) + bE(g|B).

(ii) g B,

E(gf |B) = gE(f |B).

(iii)
E (E(f |C)|B) = E(f |C) = E (E(f |B)|C) .

 11

Lp
Lp .
(`p , k kp )
10.5. ,
, (X, A, )
f : X C
Z

|f |p d < .

(11.1)

1 p < , kkp `p ,
Z
kf kp =

1/p
|f | d
p

(11.2)

f (11.1). ,
, k kp
kf kp = 0 f = 0, f = 0 .. (;).
Lp
.. .

:
Banach. , L1 L2
, ,
( ) RadonNikodym.

11.1

Lp

11.1.1. (X, A, ) 1 p < .

Lp () f : X C

Z
|f |p d < .

178 Lp
Lp () : , f, g
L (). x X
p

|f (x) + g(x)|p (|f (x)| + |g(x)|)p 2 max{|f (x)|, |g(x)|}

p

= 2p max{|f (x)|p , |g(x)|p } 2p (|f (x)|p + |g(x)|p )

Z

|f + g| d 2

Z

|f | d +


|g| d < ,
p

f + g Lp ().

, Lp () : f, g
Lp () f g f = g .. X
.

11.1.2. (X, A, ) 1 p < .

Lp ()
Lp (). , Lp () :
[f ] + [g] = [f + g] a [f ] = [a f ],

(11.3)

a C [f ] Lp () f Lp ().
, , [f ] Lp ()
f Lp (). , f Lp ()
Z
kf kp =

1/p
|f | d
.
p

(11.4)

11.1.3. (X, A, ) 1 p < .

(Lp (), k kp ) .
. ..R
kf kp = 0 f = 0. , |f |p d = 0 f = 0
.. X [f ] = [0] Lp (). , f Lp ()
a C,
kaf kp = |a|kf kp
(11.5)
.
Minkowski,
.
11.1.4 ( Young). x, y 0 p, q > 1
xy
xp = y q .

xp
yq
+
p
q

1
p

1
q

= 1,
(11.6)

11.1. Lp 179
. f : (0, +) R f (x) = ln x .
a1 , . . . , am > 0 tj (0, 1) t1 + + tm = 1,
m
X
j=1

tj ln aj ln(t1 a1 + + tm am ),

Jensen.
at11 at22 atmm t1 a1 + + tm am

(11.7)

a1 = = am .
- . t1 = = tm = 1/m,

a1 am

a1 + + am
.
m

(11.7) a = xp , b = y q . p1 + 1q = 1,

a b
xp
yq
xy = a1/p b1/q + =
+
p q
p
q
p
q
x = a = b = y .
11.1.5 ( ). p, q > 1 p1 + 1q = 1, p
q . p = 1
q = .
11.1.6 ( H
older). (X, A, ) , f
Lp () g Lq (), p, q . , f g L1 ()
Z
1/p Z
1/q
Z
|f g| d
|f |p d
|g|q d
,
(11.8)

kf gk1 kf kp kgkq .

(11.9)

.
Z
Z
kf kpp = |f |p d = 1 kgkqq = |g|q d = 1.
Young, x X
|f (x)g(x)|

1
1
|f (x)|p + |g(x)|q .
p
q

Z
Z
Z
1
1
1 1
|f g| d
|f |p d +
|g|q d = + = 1 = kf kp kgkq .
p
q
p q
: kf kp 6= 0 kgkq 6= 0 (
f 0 g 0 .. ,
).
f1 =

f
g
g1 =
.
kf kp
kgkq

180 Lp

Z

|f1 |p d =

1
kf kpp

|f |p d = 1

|g1 |q d =

1
kgkqq

|g|q d = 1.

,
Z

|f1 g1 | d 1, ,

|f g| d kf kp kgkq .

11.1.7 ( Minkowski). (X, A, )

1 p < . f, g Lp (),
Z

1/p Z
1/p Z
1/p
|f + g|p d

|f |p d
+
|g|p d
,

(11.10)

(11.11)

kf + gkp kf kp + kgkp .

. p = 1.
1 < p < . kf + gkp > 0.
kf +

gkpp

|f + g|p1 |f + g| d
Z
Z

|f + g|p1 |f | d + |f + g|p1 |g| d

=

|f + g| d =

Z

|f + g|

(p1)q

1/q
Z
1/q
(p1)q
d
kf kp +
|f + g|
d
kgkp ,

, , Holder |f +
g|p1 , |f | |f + g|p1 , |g|. (p 1)q = p ( p q
). ,
Z

(p1)q

|f + g|

1/q
d

Z
=

|f + g| d

1/q

= kf + gkp/q
p .

kf + gkpp kf + gkp/q
kf kp + kgkp .
p
p

p
q

= 1

kf + gkp =

kf + gkpp

p/q

kf + gkp

kf kp + kgkp .

11.2. Lp 181

L
(` , k k )
.
11.1.8. (X, A, ) . L ()
f : X C > 0
({x X : |f (x)| > }) = 0.
f , kf k infimum .
L () . ,
f L () kf k = 0, f = 0 .. ,
f, g L (), f g f = g .. X.
11.1.9. (X, A, ) . L () L ().
, L () .
, , f L () [f ] L (). ,
f L ()
kf k = inf { > 0 : ({x X : |f (x)| > })} ,
supremum f .
11.1.10. (X, A, ) . (L (), kk )
.
. .

11.2

Lp

Lp
, 1 p k kp Lp ()

.
7.
:
11.2.1. (X, A, ) , fn : X R
f : X R fn , f
Lp (). {fn } f Lp ()
kfn f kp 0

(11.12)

n .
L1 ()
7.2.

182 Lp
11.2.2. (X, A, ) , fn : X R
f : X R fn , f
Lp (). fn f Lp (), fn f .
. > 0. p < .
Chebyshev-Markov 7.5.5:
({x : |fn (x) f (x)| })

= ({x X : |fn (x) f (x)|p p })

Z
1
|fn f |p d 0,

fn f Lp (). , fn f .
p = , |fn (x) f (x)| kfn f k
.. X. , kfn f k 0 kfn f k <
({x : |fn (x) f (x)| }) = 0.

. :
11.2.3. (X, A, ) , fn : X R
f : X R fn , f
Lp (), 1 p < . fn f
g : X [0, ] g Lp () |fn | g n N,
fn f Lp ().
. fn 9 f Lp (). , 0 > 0 {fnk } {fn }
Z
|fnk f |p d 0
(11.13)
k. fn f fnk f ,
7.3.7, {fnkl } fnkl f ...
g ,
Z
|fnkl f |p d 0
(11.13).
, 7.5
. :
11.2.4. (X, A, ) , fn : X R
f : X R fn , f
Lp (). fn f Lp , {fnk } {fn } fnk f
...
. 11.2.2 7.3.7.

11.2. Lp 183

Lp
1 p ,
Lp () , Banach.

Lp ().
11.2.5 (Riesz-Fischer). (X, A, ) 1
p < . (Lp (), k kp ) Banach.
. p < . {fn }
Cauchy Lp (). f Lp () kfn f kp 0.
, 11.2.2
{fn } Cauchy : , > 0 m, n N
({x X : |fm (x) fn (x)| })

= ({x X : |fm (x) fn (x)|p p })

Z
1
|fn fm |p d

1
=
kfn fm kpp 0.

n, m . , 7.3.6 f : X C
{fnk } {fn } fnk f ...
f Lp () fnk f Lp ().
> 0. n0 N kfn fm kp < , m, n n0 .
Fatou :
Z
Z
p
|fm f | d lim inf |fm fnk |p d < p
k

m n0 . , fm f Lp (), f Lp () ,
m n0 kfm f kp < . > 0 ,
fn f Lp ().
p = ,

An,m = {x X : |fn (x) fm (x)| kfn fm k } ,

(X \An,m ) = 0. , A =
(;). ,

n,m

An,m (X \A) = 0

sup |fn (x) fm (x)| kfn fm k ,

xA

{fn } Cauchy A .
f : X C fn f
A. :
kfn f k = k(fn f )A k sup |fn (x) f (x)| 0
xA

f L () fn f L ().

184 Lp

Lp
Lp . :
11.2.6. (X, A, ) 1 p .
S s : X C

({x X : s(x) 6= 0}) < .
(11.14)
S Lp ().

. p < . s S
n
X
s=
aj Aj ,
j=1

aj 6= 0, (Aj ) <
Z
n
X
|s|p d =
aj (Aj ) < .
j=1

S Lp ().
, f Lp (), f 0. ,
{sn } 0 sn f sn % f .
sn Lp () n sn S (;). , |f sn |p f p
f Lp (),
Z
|sn f |p d 0,
ksn f kp 0. , Lp
k kp .
. , p = .
Borel (X, d). :
11.2.7. (X, d) f : X C
.
supp(f ) = {x X : f (x) 6= 0}

(11.15)

f .
Cc (X) C(X)
X f : X C
,
K X.
Lp (), 1 p < ,
(, Luzin 8.2.1). ,
, Rk .
:

11.2. Lp 185
11.2.8 (Tietze ). (X, d)
, F X f : F C. ,
g : X C f , g|F = f ,
kgk = kf k .
,
. , . , . , . ( 13).
11.2.9. 1 p < . Cc (Rk ) Rk Lp (k ), k Lebesgue
Rk .
. 11.2.6 s S, ,
. > 0 s S. Luzin,
A = {x Rk : s(x) 6= 0}, F A (A \ F ) <
s|F . ,
Lebesgue, U A (U \ A) < . , E = F (Rk \ U )
s|E ( ). ,
Tietze, g : Rk R
g|F = s, g|U = 0 = s kgk ksk .
({x : s(x) 6= g(x)}) = (U \ A) + (A \ F ) < 2. ,
Z
ks gkpp =
|s g|p d 2p kskp ({x : s(x) 6= g(x)})
{x:s(x)6=g(x)}

ks gkp 2ksk 21/p 1/p = C1/p ,

C . C(Rk ) Lp (k ).
, g C(X) k kp Cc (X)
g Lp (k ). . (: Tietze.)

Lp
:
Lp () 1 < p < -.
11.2.10. (X, A, ) - 1 <
p < . : Lp () C ,
g Lq (), q p,
Z
(f ) = f g d
(11.16)


f Lp (). , Lp () Lp ()
Lq ().

186 Lp

. , . ( 2) , . , .
( 11) .

11.3

L1 L2

L1 L2
, .
L1 ().
Lp (), (X, A, ) ,
L1 () .
, ,
. , , ,
L1 , f, g L1 () f g
/ L1 ()
( ).
L1 () .
f, g L1 (). : Rk Rk C
(x, y) = f (x y)g(y),

(11.17)

. L1 (R2k ):
Z
Z
|(x, y)| d(x) = |g(y)|
|f (x y)| d(x) = |g(y)|kf k1
Rk

Rk

Lebesgue . :
Z
Rk

Z
Rk


Z
|(x, y)| d(x) d(y) =

Rk

|g(y)|kf k1 d(y) = kf k1 kgk1 < .

, Tonelli, L1 (2k )
Fubini
Z
f (x y)g(y) d(y)
x Rk (
), x L1 ().
:
11.3.1. f, g L1 (). , f g L1 ()
..
Z
(f g)(x) = f (x y)g(y) d(y)
(11.18)
f g.

11.3. L1 L2 187

: L1 () L1 () L1 () (f, g) 7 f g.
.
.
:
11.3.2. f, g L1 (),
kf gk1 kf k1 kgk1 .

(11.19)

, .
.

Z Z



kf gk1 =  f (x y)g(y) d(y) d(x)

Z Z


|(x, y)| d(x) d(y) = kf k1 kgk1 .

, fn , f, gn , g L1 () kfn f k1 0
kgn gk1 0, kfn gn f gk1 0.
kfn gn f gk1 = kfn (gn g) + (fn f ) gk1
kfn (gn g)k1 + k(fn f ) gk1 kfn k1 kgn gk1 + kfn f k1 kgk1 0,

11.3.3. f, g, h L1 (). :
(i) ,
(f + g) h = f h + g h f (g + h) = f g + f h.

(11.20)

(ii) ,
f g = g f.

(11.21)

(f g) h = f (g h).

(11.22)

(iii) ,

. , ,
, 11.2.9,
Riemann.
. , :
Z
Z
(f g)(x) = f (x y)g(y) dy = f (z)g(x z) dz = (g f )(x),
z = x y.

188 Lp
, :

Z
Z
Z


g(y z)h(z) dz dy =
f (g h) (x) = f (x y)(g h)(y) dy = f (x y)
Z Z


f (x y)g(y z) dy h(z) dz =
Z
=

Z Z


f (x z u)g(u) du h(z) dz =

(f g)(x z)h(z) dz = (f g) h)(x),

u = y z.
Riesz-Fischer, L1 ()
Banach,
(11.19) .
L2 () Hilbert.
: h, i
X, X
kxk = hx, xi1/2 , x X,

(11.23)

X . X
, X Hilbert.
:
11.3.4 ( Cauchy-Schwarz). (X, h, i)
. , x, y X :
|hx, yi| kxkkyk.

(11.24)

. , R :
hx y, x yi 0

hy, yi2 2hx, yi + hx, xi 0.

( )
,
4hx, yi2 4hx, xihy, yi 0
.

(X, A, ) .
Z
h, i : L2 () L2 () C hf, gi = f g d.

(11.25)

Cauchy-Schwarz
Z
1/2 Z
1/2
Z
|f g| d
|f |2 d
|g|2 d
<
h, i
L2 (), :

11.4. Radon-Nikodym 189

(i) ,
hf, g + hi = hf, gi + hf, hi hf + g, hi = hf, hi + hg, hi,

(11.26)

f, g, h L2 ().

(ii) ,
hf, gi = hg, f i,

(11.27)

f, g L2 ().

(iii) ,

hf, f i 0, f L2 () hf, f i = 0 f = 0.

(11.28)

. ,
k k L2 (),
Z
1/2 Z
1/2
f f d
=
|f |2 d
= kf k2 ,
kf k =
f L2 (). L2 () k k2
h, i.
Riesz-Fischer, L2 () Hilbert.

11.4

RadonNikodym

, , Radon-Nikodym. , L2 Hilbert. ,
Riesz Hilbert 10.5. :
11.4.1 (Riesz). (H, h, i) Hilbert f : H C
. v H
f (x) = hx, vi, x H.

.
, L2 (), (X, A, )
:
: L2 () C ,
g L2 ()
Z
(f ) =

f g d,

(11.29)

f L2 ().
,
,
-.
von Neumann.

190 Lp
11.4.2 (Radon-Nikodym). (X, A)
, - (X, A)  . ,
h : X [0, ]
Z
(A) =
h d,
(11.30)
A

A A.
. .
-,
10.3.3, .
= + (X, A) . : L2 () C
Z
(f ) = f d.
(11.31)
L2 ()
Z
Z
|(f )| |f | d |f | d
Z

1/2 Z
1/2
p
1 d
|f |2 d)
= (X)kf k2 ,

. Riesz , g L2 ()

Z
(f ) = f g d,
,
Z

Z
f d =

f g d,

(11.32)

f L2 (). g h .
. 0 g 1 .. X.

An = {x X : g(x) 1 + n1 } , f = An
(11.32), :


Z
1
(An ) (An ) =
g d 1 +
(An ),
n
An
(An ) = 0. ({x X : g(x) > 1}) = 0. , Bn = {x
X : g(x) n1 } , f = Bn , :
Z
1
0 (Bn ) =
g d (Bn ),
n
Bn
(Bn ) = 0. , .
= + ,
Z
Z
Z
f d = f d + f d

11.5. 191
f : X C (11.32) :
Z
Z
f (1 g) d = f g d
(11.33)
f L2 (). C = {x X : g(x) = 1},
f = C ,
Z
Z
0=
(1 g) d =
g d
C

(C) = 0.  , (C) = 0 (C) = 0.

, 0 g < 1 X.
A A. n N :
fn = (1 + g + ... + g n )A

(11.34)

L2 (), 0 g < 1 ,
(11.33) f = fn :
Z
Z
1 g n+1
n+1
d.
(1 g
) d =
g
1g
A
A
g n 0 X.
, :
Z
Z
g
(A) =
1 d =
d.
1

g
A
A
A , h =

11.5

g
1g

.
1. (X, A, ) f Lp (). a > 0


p
kf kp
({x : |f (x)| a})
.
a
2. (X, A, ), 1 < p < q p. fn f
Lp () gn g Lq (), fn gn f g L1 ().
3. (X, A, ) p, q, r 1
f Lp () g Lq (), f g Lr ()

1
r

1
p

+ 1q .

kf gkr kf kp kgkq .
4. (X, A, ) fn , f Lp () fn f Lp ().
(gn ) X
gn g , kfn gn f gkp 0.

192 Lp
5. (X, A, ) 1 p < q < .
(i) f : X C ,
1

kf kp kf kq [(X)] p

q1

(ii) Lq () Lp ().
.
6. (X, A, ) 1 p < q < r < .
f Lq () f = g + h g Lp () h
Lr (). [: E = {x : |f (x)| > 1}
f = f E + f E c .]
7. (X, A, ) 1 p < r < . f
Lp () Lr (), f Lq () p q r.
8. (X, A, ) , p 1 {fn } Lp ()
kfn kp 1 n. fn f .., f Lp ()
kf kp 1.
9. (X, A, ) f : X C . f Lp ()

X
n=1

np ({x X : n 1 |f (x)| < n}) < ,

1 p < .
10. (X, A, ) fn , f Lp (), 1 p < , fn f
..
kfn f kp 0

kfn kp kf kp .

11. (X, A, ) f :
X C.
lim kf kp = kf k .
p

12. 1 p0 < p1 . f :
(0, ) R :
(i) f Lp (0, ) p0 < p < p1 .

(ii) f Lp (0, ) p0 p p1

(iii) f Lp (0, ) p = p0 .

[: f (x) = xa | log x|b .]

13. E Lebesgue [0, 1] 0 < (E) < .
(i) E E .

(ii) > 0 : |x| < (E (E + x)) > 0.

11.5. 193
14. {fn } R.
fn [0, 1/n]
Z 1/n
fn (t) dt = 1.
0
1

g L (R). gn = fn g. kgn gk1 0

n .

15. g L1 (Rn )

Ag (f ) = g f.
(i) Ag : L1 (Rn ) L1 (Rn ) .

(ii) g 0, kAg k Ag .

(iii) f L1 (Rn ) f f = f f = 0.
16. fn L1 [0, 1] kfn k
Lebesgue.

1
2n ,

fn 0

.
17. (X, A, ) , p 1 f Lp ().

Z
Z
|f |p d = p
tp1 ({x X : |f (x)| > t}) dt.
0

18. (X, A, ) f : X R . p 1 C > 0

({x X : |f (x)| t})

C
,
tp

t > 0. f Lr () 1 r < p.

19. r 1 fn : (0, 1) R kfn kr M

n. fn f ( Lebesgue)
(0, 1). 1 p < r kfn f kp 0.

20. f L1 (Rn ). t R ft (x) = f (x + t), x R.

:
R
R
(i) t ft L1 (Rn ) ft d = f d.
R
(ii) limt0 |ft f |d = 0.
21. f L1 (R).
Z
lim
f (x) cos(nx) d(x) = 0
n

Z
lim

f (x) sin(nx) d(x) = 0.

22. Lebesgue f : R R
[1, 1]. h > 0 h : R R
Z x+h
1
h (x) =
f (t) d(t), x R
2h xh
kh k2 kf k2 kh f k2 0 h 0+ .

194 Lp
23. {fn } L1 (Rk )
n N. > 0,
Z
lim
fn d = 0.
n

fn d = 1

{x:|x|>}

p > 1,
lim kfn kp = .

24. (X, A, ) f Lp () p 1.

Z
log kf kp log |f | d.
25. E, F Lebesgue R, (E) < .
(i) E F .


(ii) n E [0,1/n] E n .
26. (X, A, ) g : X C
. f L1 () f g L1 ().
f L ().
27. 1 p < f Lp [0, 1]. n N
n

fn = 2

2
X

an,k (f )Jn,k ,

k=1

Jn,k =

 k1
2n

R
, 2kn an,k (f ) = Jn,k f d.
lim kf fn kp = 0.

28. 1 < p < f Lp [0, ).


Z x


 kf kp x1 p1

f
(t)
d(t)


0

x > 0
lim

1
x

1
1 p

f (t) d(t) = 0.
0

29. (X, A, ) c1 , c2 , ..., cm > 0 c1 + c2 + ... + cm = 1.

f1 , f2 , ..., fm : X C ,
!
ci
Z Y
m
m Z
Y
ci
|fi |
d
|fi | d
.
i=1

i=1

30. f Lp (R) 1 p < 2

sup kf kp < +.

1p<2

f L2 (R)

kf k2 = lim kf kp .
p2

11.5. 195
31. f L1 [0, 1] : C > 0
Z
p
|f | d C (A)
A

Lebesgue A [0, 1]. f Lp [0, 1]

1 p < 2. f L2 [0, 1];

32. f : Rn R Lebesgue , E = supp(f )

Z
().
exp (f (x)) d(x) = 1
E

f Lp (Rn ) 1 p < kf kp Cp, C >

0 . f
() f
/ L (Rn ).
33. (X, A, ) f : X C.
f Rf a C
: > 0
({x X : |f (x) a| < }) > 0.
(i) Rf .
(ii) f L Rf kf k = max{|a| : a
Rf }.
34. 0 < p < 1. ( ) q
p p1 + 1q = 1. (X, A, ) . f, g : X
[0, ] :
Z

Z

Z
f g d

1/p Z
1/q
q
f d
g d
p

1/p Z
1/p Z
1/p
(f + g)p d

f p d
+
g p d
.

35. 1 p < q , Lq [0, 1]

Lp [0, 1].

Riemann
.1

[a, b] . [a, b]
P = {x0 , x1 , . . . , xn } [a, b] x0 = a < x1 < . . . < xn = b.
P = {a = x0 < x1 < . . . < xn = b}
.
P = {a = x0 < x1 < . . . < xn = b} [a, b] n
[xk , xk+1 ], k = 0, 1, . . . , n 1.
P
kP k = max{x1 x0 , x2 x1 , . . . , xn xn1 }.
[xk , xk+1 ] .
P1 P P P1 , P1 P . P1 , P2
[a, b], P1 , P2
P = P1 P2 .

f : [a, b] R
P = {a = x0 < x1 < . . . < xn = b} [a, b]. k = 0, 1, . . . , n 1

mk (f, P ) = mk = inf{f (x) : xk x xk+1 }

Mk (f, P ) = Mk = sup{f (x) : xk x xk+1 }.

f P
U (f, P ) =

n1
X
k=0

L(f, P ) =

n1
X
k=0

Mk (xk+1 xk )

mk (xk+1 xk )

. P
L(f, P ) U (f, P )

200 . Riemann
mk Mk xk+1 xk > 0, k = 0, 1, . . . , n 1.
:
.1.1. f : [a, b] R P1 , P2 [a, b]. ,
L(f, P1 ) U (f, P2 ).
. :
P = {a = x0 < x1 < . . . < xk < xk+1 < . . . < xn = b}
xk < y < xk+1 k = 0, 1, . . . , n 1. P1 = P {y},
L(f, P ) L(f, P1 ) U (f, P1 ) U (f, P ).
(1)

(2)

: mk = inf{f (x) : xk x y} mk =
(1)
(2)
inf{f (x) : y x xk+1 }. , mk mk mk mk ( A B =
inf B inf A). ,
(1)

(2)

L(f, P1 ) L(f, P ) = mk (y xk ) + mk (xk+1 y) mk (xk+1 xk ) 0.

U (f, P1 ) U (f, P ).
P = P1 P2
P1 P2 . P P1
. ,
L(f, P1 ) L(f, P ).
P P2
, U (f, P ) U (f, P2 ). , L(f, P )
U (f, P ). ,
L(f, P1 ) L(f, P ) U (f, P ) U (f, P2 ).
.1.2. f : [a, b] R .
f [a, b]


Z b
f (x)dx = sup L(f, P ) : P [a, b]
a

f [a, b]
Z

f (x)dx = inf U (f, P ) : P [a, b] .

.1.1
Z

f (x)dx

f (x)dx.
a

f : [a, b] R Riemann
Z

Z
f (x)dx =

f (x)dx.
a

.2. Riemann 201

Riemann f [a, b]

Z b
Z b
f.
f (x)dx
a

.2

Riemann

.2.1 ( Riemann). f : [a, b] R .

f Riemann > 0
P [a, b]
U (f, P ) L(f, P ) < .
. f Riemann . ,
b

Z
f (x)dx =

Z
f (x)dx =

f (x)dx.

> 0. , P1
[a, b]
Z b

f (x)dx < L(f, P1 ) + .

2
a
, P2 [a, b]
Z
a

f (x)dx > U (f, P2 ) .

2

P = P1 P2 . ,
U (f, P )

U (f, P2 )
Z
<

Z
f (x)dx =

f (x)dx

<

L(f, P1 ) +

L(f, P ) + ,
2
2

0 U (f, P ) L(f, P ) < .
: > 0 P [a, b]

U (f, P ) < L(f, P ) + .

,
Z
a

f (x)dx U (f, P ) < L(f, P ) +

f (x)dx + ,
a

Z
a

f (x)dx

Z
a

f (x)dx

f (x)dx +
a

202 . Riemann
> 0.
Z

f (x)dx =
a

f (x)dx,
a

f Riemann .

.2.2. f : [a, b] R Riemann .

: f .
f . n N Pn = {a = x0 <
x1 < < xn1 < xn = b} [a, b] n . ,
xk = a +

k(b a)
,
n

k = 0, 1, . . . , n.

, f
U (f, Pn ) =

n1
X
k=0

Mk (xk+1 xk ) =

n1
X

f (xk+1 )

k=0

ba
ba
=
(f (x1 ) + + f (xn )) ,
n
n

L(f, Pn ) =

n1
X
k=0

mk (xk+1 xk ) =

n1
X

f (xk )

k=0

ba
ba
=
(f (x0 ) + + f (xn1 )) .
n
n

,
U (f, Pn ) L(f, Pn ) =

[f (xn ) f (x0 )](b a)

[f (b) f (a)](b a)
=
0.
n
n

Riemann f Riemann .
2
.2.3. f : [a, b] R Riemann .
: > 0. f [a, b], . > 0 :
x, y [a, b] |x y| < , |f (x) f (y)| <

ba .

n N
ba
< .
n
[a, b] n
Pn
xk = a +

k(b a)
,
n

ba
n .

k = 0, 1, . . . , n.

.3. Riemann 203

k = 0, 1, . . . , n 1. f [xk , xk+1 ],
. yk0 , yk00 [xk , xk+1 ] ..
Mk = f (yk0 )

mk = f (yk00 ).

, [xk , xk+1 ]

ba
n

< ,

|yk0 yk00 | < .

Mk mk = f (yk0 ) f (yk00 ) = |f (yk0 ) f (yk00 )| <

.
ba

U (f, Pn ) L(f, Pn )

n1
X
k=0

<

n1
X
k=0

(Mk mk )(xk+1 xk )

(xk+1 xk )
ba

(b a) = .
ba

Riemann, f Riemann .

.3

Riemann

Riemann .
.
.3.1 ( ). f, g : [a, b] R
t, s R, tf + sg
[a, b]
Z b
Z b
Z b
(tf + sg)(x)dx = t
f (x)dx + s
g(x)dx.
a

.3.2. f : [a, b] R c (a, b).

f [a, b] [a, c]
[c, b]. ,
b

Z
f (x)dx =

Z
f (x)dx +

f (x)dx.
c

.3.3. f : [a, b] R .
m f (x) M x [a, b]. ,
m(b a)

Z
a

f (x)dx M (b a).

204 . Riemann
.
1
ba

f (x)dx
a

f [a, b].

.3.4. f, g : [a, b] R . f (x) g(x) x [a, b]. ,

Z

f (x)dx

g(x)dx.
a

.3.5. f : [a, b] [m, M ]

: [m, M ] R . , f : [a, b] R .
. > 0. P [a, b] U (
f, P ) L( f, P ) < . Riemann.
[m, M ], : A > 0 |()|
A [m, M ]. , : 1 =
/(2A + b a) > 0, 0 < < 1 , , [m, M ] | | <
|() ()| < 1 .
Riemann f ,
P = {a = x0 < x1 < < xk < xk+1 < < xn = b}
n1
X

U (f, P ) L(f, P ) =

k=0

(Mk (f ) mk (f ))(xk+1 xk ) < 2 .

{0 k n 1 : Mk (f ) mk (f ) < }

{0 k n 1 : Mk (f ) mk (f ) }.

:
(i) k I, x, x0 [xk , xk+1 ] |f (x) f (x0 )| Mk (f )
mk (f ) < . = f (x) = f (x0 ), , [m, M ] | | < .
,
|( f )(x) ( f )(x0 )| = |() ()| < 1 .

x, x0 [xk , xk+1 ], Mk (f )mk (f )

1 ( ).
X
X
(Mk ( f ) mk ( f ))(xk+1 xk )
(xk+1 xk ) (b a)1 .
kI

kI

(ii) J
X
X

(xk+1 xk )
(Mk (f ) mk (f ))(xk+1 xk ) < 2 ,
kJ

kJ

X
kJ

(xk+1 xk ) < < 1 .

.3. Riemann 205

,
|( f )(x) ( f )(x0 )| |( f )(x)| + |( f )(x0 )| 2A
x, x0 [xk , xk+1 ], Mk ( f ) mk ( f ) 2A k J.

X
X
(Mk ( f ) mk ( f ))(xk+1 xk ) 2A
(xk+1 xk ) < 2A1 .
kJ

kJ

U ( f, P ) L( f, P )

n1
X
k=0

X
kI

(Mk ( f ) mk ( f ))(xk+1 xk )

(Mk ( f ) mk ( f ))(xk+1 xk )

X
kJ

(Mk ( f ) mk ( f ))(xk+1 xk )

< (b a)1 + 2A1 = .

2

.3.5 f .
.3.6. f, g : [a, b] R . ,
() |f |
Z b
 Z b



f (x)dx
|f (x)|dx.

a

() f 2 .
() f g .
. () () .3.5. ()

(f + g)2 (f g)2
fg =
4
() f + g, f g
.
2
Rb
. a f (x)dx a < b ( [a, b]).
a b :
Ra
() a = b, a f = 0 ( f ).
() a > b f : [b, a] R ,
Z
a

f (x)dx =

f (x)dx.
b

206 . Riemann

.4

Riemann

f :
[a, b] R Darboux. Riemann :
.4.1. f : [a, b] R . f
[a, b] I(f )
:
> 0 > 0 : P = {a = x0 <
x1 < < xn = b} [a, b] kP k <
k [xk , xk+1 ], k = 0, 1, . . . , n 1
P ,

 n1

X
 < .

f
(
)(x

x
)

I(f
)
k
k+1
k


k=0

I(f ) (R)- f [a, b].

.
{0 , 1 , . . . , n1 }
P
(f, P, )
n1
X
k=0

f (k )(xk+1 xk ).

P
(f, P, )
P = {0 , 1 , . . . , n1 }
k [xk , xk+1 ].
.4.2. f : [a, b] R . f Darboux Riemann.
. f Riemann.
I(f ) f Riemann.
> 0. P = {a = x0 < x1 < < xn =
b} ( ) = {0 , 1 , . . . , n1 }
k [xk , xk+1 ]
 n1

X


< .
f
(
)(x

x
)

I(f
)
k
k+1
k

 4
k=0

k = 0, 1, . . . , n 1 k0 , k00 [xk , xk+1 ]

mk > f (k0 )

4(b a)

Mk < f (k00 ) +

.
4(b a)

,
L(f, P ) >

n1
X
k=0

f (k0 )(xk+1 xk )

> I(f )
4
2

.4. Riemann 207

U (f, P ) <

n1
X
k=0

f (k00 )(xk+1 xk ) +

< I(f ) + .
4
2

U (f, P ) L(f, P ) < ,

f Darboux. ,

I(f ) <
2

Z
a

f (x)dx

f (x)dx < I(f ) + ,

2

> 0 ,
Z

Z
f (x)dx =

f (x)dx = I(f ).
a

,
Z

f (x)dx = I(f ).
a

: f Darboux.
> 0. P = {a = x0 < x1 < < xn = b} [a, b]
U (f, P ) L(f, P ) <

.
4

f , M > 0 |f (x)| M x [a, b].

=
> 0.
6nM
P 0 [a, b] kP k < ,
P . , P 0

Z
a

f (x)dx

<

L(f, P ) L(f, P 0 )

U (f, P 0 ) U (f, P ) <

X
Z

(f, P 0 , )

f (x)dx + .
4

,
X
Z

0

(f,
P
,
)



f (x)dx < .
2

P1 (
P ).
P1 = {a = y0 < y1 < < ym = b} [a, b].
P1 - xk P
P1 ( n 1).
xk yl < yl+1
P1 . P2 = P1 {xk } (1) = {0 , 1 , . . . , m1 }

208 . Riemann
l [yl , yl+1 ], l = 0, 1, . . . , m 1. l0 [yl , xk ] l00
[xk , yl+1 ] (2) = {0 , 1 , . . . , l1 , l0 , l00 , . . . , m1 }
P2 .

X
X


(1)
(2) 

(f, P1 , )
(f, P2 , ) = |f (l )(yl+1 yl ) f (l0 )(xk yl )

f (l00 )(yl+1 xk )|

3M max |yl+1 yl | < 3M

l

.
2n

(P1 , (1) ) (Pk , (k) )

P , n P0 (0) :
() P0 P P1 , .
() P0 P ,
X
Z

(0)

(f,
P
,



f (x)dx < .
2

() n P0

2n
,

X
X



(1)
(0) 

= .
(f, P1 , )
(f, P0 , ) < n

2n
2
, P1 <
(1) P1 ,

X

X
Z b
X




(1)
(0) 
(1)



(f,
P
,

(f,
P
,

)
<
(f,
P
,

f
(x)dx
1
0
1




a

X
Z b


+
(f, P0 , (0) )
f (x)dx
<

+ = .
2 2

f Riemann, I(f )
Rb
a f (x)dx .
2

.1

.1.1 (). A, B . A, B
f : A B, 1-1 1 .
, A =c B |A| = |B| A B.
.1.2. () (0, 1) (0, 2) ,
f : (0, 1) (0, 2) f (x) = 2x. ,
(a, b), a, b R, a < b, (0, 1) f :
(0, 1) (a, b) f (t) = (1 t)a + tb.
() N = {1, 2, . . . }
A = {2n : n N} N  A n 7 2n.
() N
Z. : f : N Z

k,
n = 2k 1, k N
f (n) =
1 k, n = 2k, k N
f
.
() [0, 1] [0, 1) . : A =
{ n1 : n = 1, 2, . . . }, [0, 1]
f : [0, 1] [0, 1)
 1
1
n+1 , x A x = n
f (x) =
x,

f .

.
1

.
A B A  B.

210 .
.1.3. A, B, C . :
() A A,
() A B, B A
() A B B C, A C.
. .

. Tn n ,
Tn = {1, 2, . . . n}.
.1.4 ( ). () A 2 .
A n N f : A Tn
1-1 . , A n A n
card(A) = n #A = n |A| = n.
() A .
.1.5. A 1-1
f : N A, B A B N.
. A . , A
. , a1 A. , A \ {a1 } . ,
a2 A\{a1 }. , A\{a1 , a2 } =
6 a3 A\{a1 , a2 }.
, (an ) A. : n N
A \ {a1 , a2 , . . . , an } = A = {a1 , a2 , . . . , an } A
.
f : N A f (n) = an . f 1-1 an
. B = f (N) B A f : N B 1-1 .
, B N.
, 1-1 f : N A. A
, m N g : A Tm 1-1 . ,
g f : N Tm 1-1, ( ).
2
. A, B . 1-1 f : A B,
A c B A  B A
B. A
f (A) B.
.1.6. () Z , N Z.
() N Q.
() .
.1.7. A . , .1.6. A
1-1 f : N A. bn = f (n) n = 1, 2, . . .
B = f (N) = {b1 , b2 , . . .} A. C = A \ {b1 },
A g : A C :

bn+1 , x = bn n
g(x) =
x,
x A \ B
g 1-1 ().
2

0.

.2. 211

.2

.2.1 ( ). A
. A 1-1 f :
N A, A N. A
. A , .
.
0 ( 0). , A |A| = 0 .
.2.2. () Z .
() N N = {(m, n) : m, n N} : f :
N N N f (m, n) = 2m1 (2n 1) 1-1 .
( 1-1).
() A, B , A B = {(a, b) : a A, b B}
. , A, B
f : A N g : B N 1-1 .
h : A B N N h(a, b) = (f (a), g(b)).
f g 1-1 h 1-1 . ,
A B N N. N N N,
.1.3. A B N.
.
.2.3. A . :
() A .
() f : N A, .
() g : A N, 1-1.

.
.2.4. A N. , A .
. A , . ( ) a1 = min A. A \ {a1 }
( A ) ,
, a2 = min A \ {a1 }. ,
n0 A \ {a1 , . . . , an0 } = ,
A . , (an )
A. (an )
, an n n N.
. A = {a1 , a2 , . . . , an , . . . }.
{a1 , a2 , . . . , an . . .} A.
, a A a 6= an n N. ,
a > a1 n N an > a ( an n). ,
n a > an . , an < a < an+1 . ,
a A \ {a1 , . . . , an } a < min A \ {a1 , . . . , an }.
A .
2
.2.3.

212 .
.2.3. () ()
.
(), f : N A,
. , a A f 1 ({a}) 6= . na = min f 1 ({a}), a A
( min ). g : A N,
g(a) = na 1-1. : a, b A
a 6= b, f 1 ({a}) f 1 ({b}) = na 6= nb .
() , 1-1 g : A N. ,
B = g(A) . ,
h : B N, 1-1 .
: A N (a) = h(g(a)). 1-1 , A
.
2
.2.5. Q .
Q , 1-1 g : Q N.
N ZN, 1-1 f : Q ZN.
f : Q Z N f ( m
n ) = (m, n), m Z, n N gcd (m, n) = 1.
Cantor
.

Cantor.
.2.6 (Cantor, 1899). (Ai )iI
S
X. I , iI Ai
.
. I ,
N. , A1 , A2 , . . . , An , . . ..
, Ai ,

Ai = {ai1 , ai2 , . . . , aik , . . . }, i = 1, 2, . . .

( Ai ,
).
, :
A1
A2

a11

a12

a13

a21
a31

a22
a32

a23
a33

..
.

..
.

A3 :
..
..
.
.

An : an1
..
..
.
.

an2
..
.

...

a1k

...

...

a2k
a3k

...

...
..
.

an3 . . .
.. . .
.
.

..
.

...
..
.

ank
..
.

...
..
.

S , A =
i=1 Ai ( ).
, :
a11 , a21 , a12 , a31 , a22 , a13 , . . .

.2. 213
: N A (
). () .2.3.
2
. R.
.2.7. [0, 1] = {x R : 0 x 1} .
. [0, 1] . . ,

[0, 1] = {xn : n = 1, 2, . . . }.
[0, 1] : [0, 1] = [0, 1/3]
[1/3, 2/3] [2/3, 1]. , x1 . I1
1/9.
x2 . I2 . ,
InT= [an , bn ] xn
/ In

bn an = 3n 0. n=1 In = {x}.
x [0, 1], n0 N x = xn0 . , x In n N
x n0
/ In0 .
2
: : . ,
Q [0, 1] .
.2.8. R R \ Q .
, .
.2.9 (Cantor).
2N = {0, 1}N = {x = (x(n)) : x(n) {0, 1}, n = 1, 2, . . . }
.
.
Cantor. 2N . . , : 2N = {xn : n = 1, 2, . . . },
xn .
xn :
x1

(x1 (1), x1 (2), x1 (3), . . . , x1 (k), . . .)

x2

(x2 (1), x2 (2), x2 (3), . . . , x2 (k), . . .)

x3

=
..
.

(x3 (1), x3 (2), x3 (3), . . . , x3 (k), . . .)

xn

=
..
.

(xn (1), xn (2), xn (3), . . . , xn (k), . . .)

214 .
, , ... ,
2N :
y = (1 x1 (1), 1 x2 (2), . . . , 1 xk (k), . . .)
, n N xn 6= y xn (n) 6= 1 xn (n) = y(n). ,
y x1 , x2 ...
.
2