Eisagwg sthn Pragmatik Anlush

Mroc B
Dhmtrioc Mpetskoc

Tmma Majhmatikn
Aristotleio Panepistmio Jessalonkhc

Jessalonkh 2009

ii

Perieqmena
Prlogoc

1 To mtro Lebesgue sto R

1.1
1.2
1.3
1.4
1.5
1.6
1.7

To prblhma to mtrou . . .
To exwterik mtro Lebesgue
Metrsima snola . . . . . .
To mtro Lebesgue . . . . . .
'Ena m metrsimo snolo .
Askseic . . . . . . . . . . . .
Shmeiseic . . . . . . . . . . .

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Orismc kai stoiqeideic idithtec . . . .

Epektetamnec pragmatikc sunartseic
Akoloujec metrsimwn sunartsewn . .
Jewrmata tn Egorov kai Luzin . . .
Aplc sunartseic . . . . . . . . . . . .
Askseic . . . . . . . . . . . . . . . . . .
Shmeiseic . . . . . . . . . . . . . . . . .

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2 Metrsimec sunartseic
2.1
2.2
2.3
2.4
2.5
2.6
2.7

3 To oloklrwma Lebesgue
3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8

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To oloklrwma gi jetikc aplc sunartseic . .

To oloklrwma gia jetikc sunartseic . . . . .
To oloklrwma sth genik perptwsh . . . . . . .
To jerhma kuriarqomenhc sgklishc . . . . . .
Sgkrish oloklhrwmtwn Riemann kai Lebesgue
Paradegmata . . . . . . . . . . . . . . . . . . .
Askseic . . . . . . . . . . . . . . . . . . . . . . .
Shmeiseic . . . . . . . . . . . . . . . . . . . . . .

iii

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1
3
8
14
19
21
26

29
29
32
33
34
38
40
44

45

45
48
54
56
61
68
74
81

4 Oi qroi Lp
4.1
4.2
4.3
4.4
4.5
4.6
4.7

Orismo kai basikc idithtec . . . .

Oi anisthtec H
older kai Minkowski
H plhrthta twn qrwn Lp . . . . .
O qroc L . . . . . . . . . . . . .
Jewrmata prosggishc . . . . . .
Askseic . . . . . . . . . . . . . . . .
Shmeiseic . . . . . . . . . . . . . . .

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5 Afhrhmnh jewra mtrou kai oloklrwshc

5.1
5.2
5.3
5.4
5.5
5.6
5.7

-'Algebrec . . . . . . .
H nnoia to mtrou . .
Metrsimec sunartseic
To oloklrwma . . . . .
Proshmasmna mtra .
Askseic . . . . . . . . .
Shmeiseic . . . . . . . .

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83

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. 83
. 85
. 87
. 91
. 94
. 98
. 103

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105
105
107
109
111
116
120
126

Prlogoc
Aut enai to detero mroc thc Eisagwgc sthn Pragmatik Anlush. Periqei th jewra to mtrou kai to oloklhrmatoc Lebesgue sthn pragmatik
eujea, th basik jewra twn qrwn Lp kai lga stoiqea ap thn afhrhmnh
jewra mtrou. To biblo apeujnetai se proptuqiakoc foithtc to trtou
ttartou touc. 'Iswc prpei kpote na sumplhrwje me do akmh keflaia. 'Ena gia th jewra to mtrou Lebesgue se eukledeiouc qrouc anterhc
distashc kai na gia tic seirc Fourier wc efarmog thc jewrac Lebesgue.

vi

Keflaio 1

To mtro Lebesgue sto R

1.1 To prblhma to mtrou
An a, b enai do pragmatiko arijmo me a < b, ja sumbolzoume me < a, b >
kje disthma (kleist, anoikt, hmianoikt) me kra a, b. To mkoc to
diastmatoc I =< a, b > enai o jetikc arijmc `(I) = ba. An I enai na mh
fragmno disthma, to mkoc tou enai `(I) = . Epshc jtoume `() = 0.
'Etsi orzetai mi sunrthsh ` me pedo orismo to snolo tn diasthmtwn
kai pedo timn to [0, +]. Ttoiou edouc sunartseic (me pedo orismo na
snolo uposunlwn to R) onomzontai sunolosunartseic.
Ja jlame na epektenoume th sunrthsh ` se la ta uposnola to
R. Yqnoume loipn mi sunolosunrthsh : P(R) [0, ] ttoia ste
(I) = `(I) gia kje disthma I . Fusik uprqoun pollc ttoiec epektseic;
jloume mwc h na qei epiplon katllhlec idithtec tsi ste na thn
onomsoume mtro. Prokeimnou na brome poic enai autc oi katllhlec
idithtec meletome lgo perisstero to mkoc distmatoc.
Merikc profanec idithtec thc sunolosunrthshc ` enai oi akloujec:
(a) An I1 , I2 enai du diastmata kai I1 I2 , tte `(I1 ) `(I2 ).
(b) An I1 , I2 , . . . enai peperasmnou arijmsimou pljouc xna an do
diastmata msa sto disthma I tte

`(In ) `(I).

(g) An I enai na disthma kai x nac pragmatikc arijmc orzoume to

snolo I + x := {x + y : y I}. Tte to I + x enai disthma kai isqei
`(I + x) = `(I).
1

Mi akmh idithta to mkouc diastmatoc dnetai sto paraktw lmma;

an kai enai diaisjhtik profanc, qreizetai apdeixh.

, . . . enai to pol arijmsimou pljouc diastmata

Lmma 1.1.1 An I, I1 , I2P

kai I i Ii , tte `(I)

i `(Ii ).

Apdeixh.
An stw kai na ap ta Ii qei peiro mkoc, h anisthta enai profanc.
Upojtoume loipn ti `(Ii ) < gia kje i.
Perptwsh 1: To I enai kleist disthma, I = [a, b], kai ta diastmata Ii
enai la anoikt kai peperasmnou pljouc, I1 , I2 , . . . , In .
Efson [a, b] ni=1 Ii , to shmeo a ankei se kpoio ap ta Ii , stw sto
(1 , 1 ). Dhlad isqei 1 < a < 1 . An 1 < b, tte 1 [a, b]. 'Ara to
1 ankei se kpoio ap ta Ii , stw sto (2 , 2 ). Suneqzontac aut th diadikasa brskoume peperasmnou pljouc diastmata (j , j ), j = 1, 2 . . . , k
ttoia ste a (1 , 1 ), b (k , k ) kai j < j1 < j , j = 2, 3, . . . , k .
'Etsi prokptei:
n
X

`(Ii )

i=1

k
X

(j j ) > k 1 > b a = `(I).

j=1

Perptwsh 2: To I qei peperasmno mkoc.

'Estw ti I =< a, b > kai Ii =< i , i >, i = 1, 2, . . . . 'Estw epshc > 0.
Ta anoikt diastmata
0
I1
= (a , a + ), I00 = (b , b + ), Ii0 (i /2i , i + /2i ), i = 1, 2, . . .

apotelon anoikt klumma to sumpagoc sunlou [a, b]. 'Ara uprqoun

peperasmnou pljouc ap aut, ta J1 , . . . , Jm , pou kalptoun to [a, b] ki
epomnwc kai to I . Ap thn Perptwsh 1, qoume

`(I) <

m
X

0
`(Jj ) `(I1
) + `(I00 ) +

j=1

`(Ii0 )

4 +
X

`(Ii ) + 2

X
X
X

4
+
`(I
)
+
2
i
i
2
2i
i

i=1

`(Ii ) + 6.

Epeid h anisthta aut isqei gia kje > 0, sumperanoume ti

X
`(I)
`(Ii ).
i

Perptwsh 3: To I qei peiro mkoc.

'Estw J tuqao upodisthma to I peperasmnou mkouc. Profanc ta Ii
kalptoun kai to J . Ap thn perptwsh 2 prokptei ti
(1.1)

`(J)

`(Ii ).

Epeid to J mpore na qei osodpote meglo mkoc, h (1.1) dnei

`(Ii ) = = `(I).

(b).

H paraktw prtash prokptei mesa ap to Lmma 1.1.1 kai thn idithta

Prtash 1.1.2 An to disthma I enai nwsh to pol

P arijmsimou pljouc
xnwn an do diasthmtwn I1 , I2 , . . . , tte `(I) = n `(In ).
Me bsh loipn tic parapnw idithtec to mkouc diastmatoc, jloume
na kataskeusoume mi sunolosunrthsh me tic idithtec:
(1) H orzetai gia kje uposnolo to R.
(2) Gia kje E R, isqei (E) 0.
(3) Gia kje disthma I , isqei (I) = `(I).
(4) An E1 E2 , tte (E1 ) (E2 ).
(5) An E R , x R, kai E + x := {x + y : y E}, tte (E + x) = (E).
(6) Arijmsimh prosjetikthta: An E1 , E2 , . . . enai to P
pol arijmsimou
pljouc xna an do uposnola to R, tte (n En ) = n (En ).
Apodeiknetai ti den uprqei sunolosunrthsh me tic idithtec (1)(6). Stic epmenec paragrfouc ja parousisoume mi sunolosunrthsh
(to exwterik mtro Lebesgue) pou qei tic idithtec (1)-(5) kai mi llh
sunolosunrthsh (to mtro Lebesgue) pou qei tic idithtec (2)-(6).

1.2 To exwterik mtro Lebesgue

'Estw E na uposnolo to R. Lme ti ta diastmata I1 , I2 , . . . kalptoun
to E an E k Ik . Jewrome lec tic oikogneiec {Ik } to pol arijmhsmou
pljouc anoiktn diasthmtwn pou kalptoun to E . Profanc uprqoun
3

peirecP
ttoiec oikogneiec. Gia kje ttoia oikogneia jewrome to sunolik
mkoc k l(Ik ) twn diasthmtwn thc. 'Etsi orzetai to snolo
(
)
X
[
l(Ik ) : E
Ik
k

pou enai uposnolo to [0, ]. Dnoume tra ton akloujo orism.

Orismc 1.2.1 Onomzoume exwterik mtro Lebesgue th sunolosunrthsh

m : P(R) [0, ] pou orzetai me thn isthta:

(
)
X
[
(1.2)
m (E) = inf
`(Ik ) : E
Ik ,
k

E R.

Ap ton orism tou katterou pratoc prokptei ti to exwterik mtro

enc sunlou E ete enai peiro ete qei tic akloujec do idithtec:
(a) An {Ik } enai mi to pol arijmsimh oikogneia anoiktn diasthmtwn
po kalptoun to E , tte
X
`(Ik ).
m (E)
k

(b) Gia kje > 0, uprqei mi to pol arijmsimh oikogneia {Ik } anoiktn
diasthmtwn ttoia ste
X
[
`(Ik ) < m (E) + .
Ik kai
E
k

Enai ekolo na dexoume ti to ken snolo qei exwterik mtro Lebesgue

so me to 0. Prgmati, stw a R. Gia kje > 0, isqei (a , a + ).
'Ara to anoikt disthma (a , a + ) kalptei to . Ap ton Orism 1.2.1
prokptei ti m () 2. Epeid aut h anisthta isqei gia kje > 0,
sumperanoume ti m () = 0. Paromowc, epeid {a} (a, a+), > 0,
prokptei ti kje monosnolo qei exwterik mtro Lebesgue so me to 0.
Geniktera isqei h epmenh prtash.

Prtash 1.2.2 Kje to pol arijmsimo snolo qei exwterik mtro Lebesgue
so me to 0.

Apdeixh.
'Estw E = {a1 , a2 , . . . } na to pol arijmsimo snolo. 'Estw > 0. Tte
[

E
aj j , aj + j .
2
2
j

'Ara

X
X

m (E) 2
2
= 2.
j
2
2j

j=1

Epeid h anisthta aut isqei gia kje > 0, sumperanoume ti m (E) = 0.

Prtash 1.2.3 An E1 E2 , tte m (E1 ) m (E2 ).

Apdeixh.
An mi oikogneia anoiktn diasthmtwn kalptei to E2 , tte ja kalptei
kai to E1 . 'Ara
(
) (
)
X
[
X
[
`(Ik ) : E2
Ik
`(Ik0 ) : E1
Ik0 .
k

Parnoume inf kai prokptei ti m (E1 ) m (E2 ).

Prtash 1.2.4 Gia kje disthma I isqei m (I) = `(I).

Apdeixh.
Perptwsh 1: To I enai fragmno disthma.
'Estw ti I =< a, b >. Gia kje > 0, isqei I (a , b + ). 'Ara
m (I) b a + 2. Epeid aut h anisthta isqei > 0, sumperanoume ti
m (I) ba = `(I). Gia na apodexoume thn antstrofh anisthta jewrome
tuqaa to pol arijmsimh oikogneia anoiktn
diasthmtwn Ik pou kalpP
toun to I . To Lmma 1.1.1 P
dnei l(I) k `(Ik ). 'Ara o arijmc `(I) enai
ktw frgma to sunlou { k `(Ik ) : I k Ik }. Epomnwc `(I) m (I).
Perptwsh 2: To I enai mh fragmno disthma.
Tte to I qei mi ap tic morfc < a, ), (, a >, (, ). Ja exetsoume thn perptwsh I = (a, ); (oi llec periptseic antimetwpzontai
me parmoio trpo). Jtoume In = (a, n), gia kje fusik n > a. Ap thn
Perptwsh 1 kai thn Prtash 1.2.3 prokptei n a = `(In ) = m (In )
m (I). Parnoume rio gia n kai prokptei m (I) = = `(I).

Oi Protseic 1.2.2 kai 1.2.4 dnoun mi akmh apdeixh ti kje disthma

enai uperarijmsimo snolo.

Jerhma 1.2.5 (Arijmsimh upoprosjetikthta) An E1 , E2 , . . . enai to pol

arijmsimou pljouc uposnola to R, tte

!
[
X
(1.3)
m
Ek
m (Ek ).
k

Apdeixh.
An stw kai na ap ta Ek qei peiro exwterik mtro, h anisthta enai
profanc. Upojtoume loipn ti m (Ek ) < gia kje k .
'Estw > 0. Ap ton orism to m (Ek ) wc katterou pratoc prokptei
ti gia kajna k , uprqei to pol arijmsimh oikogneia anoiktn diasthmtwn Ik,1 , Ik,2 , . . . ttoia ste
X
[

`(Ik,j ) < m (Ek ) + k .

Ik,j kai
(1.4)
Ek
2
j

H nwsh lwn twn oikogenein autn enai to pol arijmsimh oikogneia

anoiktn diasthmtwn pou kalptoun to snolo k Ek . Epomnwc

!
[
X
(1.5)
m
Ek
`(Ik,j ).
k

k,j

Ap tic (1.4) kai (1.5) petai ti

!

XX
X
X
[

`(Ik,j ) =
`(Ik,j ) <
m (Ek ) + k

m
Ek
2
j
k
k
k,j
k
X
(1.6)
m (Ek ) + .

Epeid h anisthta aut isqei gia kje > 0, sumperanoume ti

!

X
[

m (Ek ).
m
Ek
k

Ja dexoume tra ti to exwterik mtro enc sunlou E mpore na proseggiste ap to exwterik mtro enc anoikto upersunlou tou kai enai
so me to exwterik mtro enc G -sunlou, dhlad enc sunlou pou enai
arijmsimh tom anoiktn sunlwn:

Prtash 1.2.6 'Estw E R.

(a) Gia kje > 0, uprqei anoikt snolo A ttoio ste

E A kai

m (A) m (E) + .

(b) Uprqei G -snolo G ttoio ste

E G kai

m (E) = m (G).
6

Apdeixh.
(a) An m (E) = , h anisthta enai profanc. Upojtoume ti m (E) < .
'Estw > 0. Tte uprqei mi to pol arijmsimh oikogneia {Ik } anoiktn
diasthmtwn ttoia ste
[
X
E
Ik kai
`(Ik ) < m (E) + .
k

Jtoume A = k Ik . To A enai anoikt upersnolo to E kai

X
X
m (A) = m (k Ik )
m (Ik ) =
`(Ik ) < m (E) + .
k

(b) Efarmzontac to (a) gia = 1, 1/2, 1/3, . . . , brskoume anoikta snola

An ttoia ste
kai

E An

m (An ) m (E) +

1
.
n

Jtoume G = n An . To G enai G -snolo pou periqei to E kai

m (E) m (G) m (An ) m (E) +

1
, n N.
n

Parnoume ria gia n kai prokptei m (E) = m (G).

Tloc apodeiknoume ti to exwterik mtro Lebesgue qei kai thn idithta (5).

Prtash 1.2.7 An E R kai x R, tte m (E + x) = m (E).

Apdeixh.
'Estw > 0. Ap ton orism to m prokptei ti uprqoun to pol arijmsimou pljouc anoikt diastmata Ii ttoia ste
[
X
E
Ii kai
`(Ii ) m (E) + .
i

Ta anoikt diastmata Ii + x kalptoun to E + x. Qrhsimopoiome thn

arijmsimh upoprosjetikthta kai sumperanoume ti
X
X
`(Ii + x) =
`(Ii ) m (E) + .
m (E + x)
i

Epeid aut h anisthta isqei gia kje > 0, sumperanoume ti m (E+x)

m (E).
Gia thn antstrofh anisthta parathrome ti E = (E + x) x. Ap ta
parapnw prokptei ti m (E) = m ((E + x) x) m (E + x).

Pardeigma 1.2.8 Ja upologsoume to exwterik mtro to sunlou C to

Cantor. Isqei

C=

In ,

n=1

2n

pou kajna In enai nwsh

kleistn diasthmtwn In,1 , In,2 , . . . , kasto
1
mkouc 3n . 'Ara
m (C) m (In ), n N
kai

m (In ) = m

2
[

In,j

j=1

Epomnwc

m (C)

2
X

m (In,j ) =

j=1

2
X

`(In,j ) = 2n

j=1

1
.
3n

n
2
, n N.
3

Parnontac ria gia n prokptei ti m (C) = 0.

En loipn to C ap sunolojewrhtikc pleurc enai meglo (uperarijmsimo), ap metrojewrhtikc pleurc enai mikr (qei exwterik mtro so
me to 0).

1.3 Metrsima snola

'Opwc edame sthn prohgomenh pargrafo, to exwterik mtro Lebesgue enai mi sunolosunrthsh pou qei tic idithtec (1)-(5) thc paragrfou 1.1.
To Jerhma 1.2.5 lei ti h m enai arijmsima upoprosjetik; mpore na
apodeiqje mwc ti den enai arijmsima prosjetik, dhlad den qei thn
idithta (6). Sthn pargrafo aut ja meletsoume mi klsh uposunlwn
to R, ta metrsima snola. Sthn epmenh pargrafo ja dome ti an periorsoume thn m sta metrsima snola, prokptei mia sunolosunrthsh (to
mtro Lebesgue) pou qei tic idithtec (2)-(6).

Orismc 1.3.1 'Ena snolo E R lgetai (Lebesgue) metrsimo an

(1.7)

A R,

m (A) = m (A E) + m (A E c ).

Ja sumbolzoume me M t snolo twn metrsimwn uposunlwn to R.

8

Paratrhsh 1.3.2 Gia kje A R isqei A = (A E) (A E c ). Ap

thn arijmsimh upoprosjetikthta prokptei ti

m (A) m (A E) + m (A E c ).
'Ara gia na elgxoume an na snolo E enai metrsimo, arke na elgxoume
an isqei h anisthta
(1.8)

m (A) m (A E) + m (A E c )

gia kje A R. H anisthta aut isqei profanc gia kje snolo A

me m (A) = . 'Ara arke na elgxoume thn (1.8) gia kje A R me
m (A) < .

Paratrhsh 1.3.3 Ap ton Orism 1.3.1 prokptei mesa ti an na snolo E enai metrsimo, tte kai to sumplrwm tou E c enai metrsimo. Epshc
enai profanc ti ta snola kai R enai metrsima.

Paratrhsh 1.3.4 An E R kai m (E) = 0, tte to E enai metrsimo.

Prgmati, stw A R. Epeid A E E , qoume m (A E) m (E); ra
m (A E) = 0. Epomnwc isqei

m (A) m (A E c ) = m (A E) + m (A E c ),
dhlad to E enai metrsimo.

Pardeigma 1.3.5 Ap ton Orism kai tic parapnw parathrseic prokptei

ti kje peperasmno kai kje arijmsimo snolo enai metrsimo. Epshc ta
snola C, R \ Q, R \ {0}, R \ C enai la metrsima.
Lmma 1.3.6 An ta E1 , E2 enai metrsima snola, tte h nws touc kai h
tom touc enai metrsima snola.

Apdeixh.
'Estw A tuqao uposnolo to R. Gia th metrhsimthta thc nwshc arke na
dexoume ti
(1.9)

m (A) m (A (E1 E2 )) + m (A (E1 E2 )c ).

Epeid E1 M isqei
(1.10)

m (A) = m (A E1 ) + m (A E1c ).
9

Epeid E2 M isqei

m (A E1c ) = m (A E1c E2 ) + m (A E1c E2c ).

(1.11)

Ap tic (1.11), (1.10) kai thn upoprosjetikthta to exwteriko mtrou

prokptei ti

m (A) = m (A E1 ) + m (A E1c E2 ) + m (A E1c E2c )

m ((A E1 ) (A E1c E2 )) + m (A E1c E2c )
= m (A (E1 E2 )) + m (A E1c E2c )
= m (A (E1 E2 )) + m (A (E1 E2 )c )
kai h (1.9) apodeqjhke.
Gia thn tom parathrome ti E1 E2 = (E1c E2c )c M.

Lmma 1.3.7 An E1 , E2 , . . . , En enai peperasmnou pljouc xna an do

metrsima snola, tte
!

n
n
X
[
m (A Ei ).
A R, m A
Ei =
i=1

i=1

Apdeixh.
Ja qrhsimopoisoume epagwg wc proc n. Gia n = 1 to lmma enai profanc.
Upojtoume ti isqei gia n 1 snola. Jewrome n xna an do metrsima
snola E1 , E2 , . . . , En . Epeid aut enai xna an do qoume
n
!
[
A
Ei En = A En
i=1

kai

n
[

!
Ei

Enc

=A

n1
[

!
Ei

i=1

i=1

Qrhsimopointac tic do autc isthtec, to gegonc ti to En enai metrsimo,

kai thn epagwgik upjesh sumperanoume ti
!

n
n
n
[
[
[
m A
Ei
= m A
Ei En + m A
Ei Enc
i=1

i=1

= m (A En ) + m

n1
[

i=1

Ei

i=1

= m (A En ) +

n1
X
i=1

10

m (A Ei ) =

n
X
i=1

m (A Ei ).


Efarmzontac to Lmma 1.3.7 gia A = R prokptei to akloujo.

Prisma 1.3.8 An E1 , E2 , . . . , En enai peperasmnou pljouc xna an do

metrsima snola, tte

n
[

!
Ei

n
X

i=1

m (Ei ).

i=1

Ja qreiastome tra to akloujo apl lmma.

Lmma 1.3.9 An A1 , A2 , . . . enai arijmsimou pljouc metrsima snola,

tte uprqoun arijmsimou pljouc xna an do metrsima snola B1 , B2 , . . .

ttoia ste (a) Bi Ai , i kai (b)

i=1 Ai = i=1 Bi .
Apdeixh.
Jtoume B1 = A1 kai gi n > 1, Bn = An \n1
i=1 Ai . Tte lgw to Lmmatoc
1.3.6, Bn M. Enai faner ti Bn An , n N, ti ta Bn enai xna an

do kai ti

i=1 Ai = i=1 Bi .

Prtash 1.3.10 H nwsh arijmsimou pljouc metrsimwn sunlwn enai

metrsimo snolo.

Apdeixh.
Jewrome mi arijmsimh oikogneia metrsimwn sunlwn {En } kai jtoume

E=

En .

n=1

'Estw A tuqao uposnolo to R. Arke na dexoume ti

(1.12)

m (A) m (A E) + m (A E c ).

Lgw to Lmmatoc 1.3.9, uprqoun xna an do, metrsima snola B1 , B2 , . . .

ttoia ste

[
Bn En kai
Bn = E.
n=1

Jtoume

Fn =

n
[

Bi ,

i=1

11

n N.

Qrh sto Lmma 1.3.6, Fn M, n N. H metrhsimthta to Fn , h

profanc sqsh E c Fnc kai to Lmma 1.3.7 dnoun gia kje n N,

m (A) = m (A Fn ) + m (A Fnc )
m (A Fn ) + m (A E c )

!
n
[

= m A
Bi + m (A E c )
i=1

n
X

m (A Bi ) + m (A E c ).

i=1

Parnoume ria gia n kai prokptei

(1.13)

m (A)

m (A Bi ) + m (A E c ).

i=1

H (1.13) me qrsh thc upoprosjetikthtac to exwteriko mtrou dnei

!
[
m (A) m
(A Bi ) + m (A E c )
i=1

= m (A E) + m (A E c )
kai h (1.12) apodeqjhke.

Qrhsimopointac thn Prtash 1.3.10 kai aplc sunolojewrhtikc prxeic

enai ekolo na diapistsoume ti kai h tom to pol arijmsimou pljouc
metrsimwn sunlwn enai metrsimo snolo ('Askhsh 1.6.12).

Prtash 1.3.11 Kje disthma enai metrsimo snolo.

Apdeixh.
Wc prth perptwsh jewrome na disthma thc morfc (a, ). Parnoume
tuqao snolo A R me m (A) < kai jtoume

A+ = A (a, )

kai

A = A (, a].

Arke na dexoume ti
(1.14)

m (A) m (A+ ) + m (A ).

'Estw > 0. Uprqoun to pol arijmsimou pljouc anoikt diastmata

I1 , I2 , . . . ttoia ste
[
X
A
In kai
l(In ) < m (A) + .
n

12

Qwrzoume kajna ap ta In se do snola In+ kai In jtontac In+ = In

(a, ) kai In = In (, a]. Gia kajna n, isqei In = In+ In kai
In+ In = . 'Ara gia kje n N,

m (In ) = l(In ) = l(In+ ) + l(In ) = m (In+ ) + m (In ).

Epshc, epeid A+ n In+ kai A n In , isqei

!
[
X

+
m (A+ ) m
In
m (In+ )
n

kai

m (A ) m

!
In

m (In ).

'Ara

m (A+ ) + m (A )

m (In+ ) +

m (In+ ) + m (In )

m (In ) =

l(In ) < m (A) + .

Epeid h anisthta aut isqei > 0, sumperanoume ti m (A+ )+m (A )

m (A) kai h (1.14) apodeqjhke.
Apodexame loipn ti kje disthma thc morfc (a, ) enai metrsimo.
'Ara kai kje disthma thc morfc (, a] enai metrsimo wc sumplrwma
to (a, ). Epshc (, b) M, b R diti

(, b) =

[
1
.
, b
n

n=1

An a < b, tte (a, b) = (, b) (a, ). 'Ara (a, b) M. Me parmoio

trpo apodeiknetai ti la ta diastmata enai metrsima snola.

Prtash 1.3.12 Kje anoikt kai kje kleist uposnolo to R enai

metrsimo snolo.

Apdeixh.
Enai gnwst ti kje anoikt uposnolo to R enai to pol arijmsimh
nwsh xnwn an do anoiktn diasthmtwn. Ap tic Protseic 1.3.10 kai
1.3.11 prokptei loipn ti kje anoikt snolo enai metrsimo. Epshc kje
kleist snolo enai metrsimo wc sumplrwma anoikto sunlou.

13

Qrh stic parapnw protseic la ta snola pou prokptoun xekinntac

ap diastmata kai qrhsimopointac arijmsimec tomc kai arijmsimec enseic enai metrsima. Gia pardeigma oi arijmsimec tomc anoiktn sunlwn,
dhlad ta G -snola, enai metrsima. Paromowc oi arijmsimec enseic kleistn sunlwn (oi opoec onomzontai F -snola) enai metrsima snola.

Prtash 1.3.13 An E M kai x R, tte x + E M.

Apdeixh.
'Estw A R. Prpei na dexoume ti
(1.15)

m (A) = m (A (E + x)) + m (A (E + x)c ).

'Omwc

A (E + x) = ((A x) E) + x
kai

A (E + x)c = A (E c + x) = ((A x) E c ) + x.

Qrhsimopointac tra autc tic do sunolojewrhtikc isthtec kai thn Prtash 1.2.7, blpoume ti h (1.15) enai isodnamh me thn

m (A x) = m ((A x) E) + m ((A x) E c )
h opoa isqei epeid E M.

1.4 To mtro Lebesgue

Orismc 1.4.1 Onomzoume mtro Lebesgue th sunolosunrthsh m :
M [0, ] pou orzetai ap thn isthta
m(E) = m (E),

E M.

H sunolosunrthsh m enai loipn o periorismc thc m sto snolo M

twn metrsimwn uposunlwn to R. Enai faner ti h m qei tic idithtec
(2)-(5) thc paragrfou 1.1. Ja dome tra ti h m qei kai thn idithta (6),
enai dhlad arijmsima prosjetik sunolosunrthsh.

Jerhma 1.4.2 (Arijmsimh prosjetikthta) An E1 , E2 , . . . enai to pol

arijmsimou pljouc xna an do metrsima uposnola to R, tte

!
[
X
m
Ei =
m(Ei ).
i

14

Apdeixh.
Ap to Prisma 1.3.8 gnwrzoume ti h isthta isqei gia peperasmnou
pljouc snola. Upojtoume loipn ti ta Ei enai arijmsimou pljouc.
H anisthta
!

[
X
Ei
m(Ei )
m
i=1

i=1

isqei lgw to Jewrmatoc 1.2.5. Apodeiknoume thn antstrofh anisthta:

Ap to Prisma 1.3.8, to gegonc ti ta Ei enai metrsima kai thn profan sqsh

n
[
[
Ei
Ei
i=1

i=1

prokptei ti gia kje n N,

!
Ei

n
[

!
=

Ei

m(Ei ).

i=1

i=1

i=1

n
X

Parnoume ria gia n kai prokptei ti

!
Ei

i=1

m(Ei ).

i=1

Prtash 1.4.3 Dnontai do metrsima snola E1 , E2 . Tte:

(a) An E1 E2 , tte m(E2 ) = m(E1 ) + m(E2 \ E1 ).
An epiplon m(E1 ) < , tte m(E2 \ E1 ) = m(E2 ) m(E1 ).
(b) m(E1 E2 ) + m(E1 E2 ) = m(E1 ) + m(E2 ).

Apdeixh.
(a) Isqei E2 = E1 (E2 \ E1 ). Epeid aut enai nwsh do xnwn sunlwn,
h prosjetikthta to mtrou Lebesgue dnei m(E2 ) = m(E1 ) + m(E2 \ E1 ).
An epiplon m(E1 ) < , afairome apo dex kai arister mloc to m(E1 )
kai prokptei m(E2 \ E1 ) = m(E2 ) m(E1 ).
(b) An m(E1 ) = m(E2 ) = , tte m(E1 E2 ) = kai h isthta
isqei. Upojtoume loipn ti m(E1 ) < kai m(E2 ) < . Isqei

E1 E2 = [E1 \ (E1 E2 )] [E2 \ (E1 E2 )] [E1 E2 ].

15

Aut enai nwsh trin xnwn an do metrsimwn sunlwn peperasmnou

mtrou. Ap to (a) prokptei:

m(E1 E2 ) = m(E1 ) m(E1 E2 ) + m(E2 ) m(E1 E2 ) + m(E1 E2 )

= m(E1 ) + m(E2 ) m(E1 E2 ).

Jerhma 1.4.4 'Estw E R. Oi paraktw protseic enai isodnamec:

(a) To E enai metrsimo.
(b) Gia kje > 0, uprqei anoikt snolo A E ttoio ste m (A\E) < .
(g) Uprqei na G -snolo G E ttoio ste m (G \ E) = 0.
(d) Gia kje > 0, uprqei kleist snolo K E ttoio ste m (E \ K) <
.
(e) Uprqei na F -snolo F E ttoio ste m (E \ F ) = 0.
Apdeixh.
(a)(b): 'Estw > 0. Upojtoume prta ti m(E) < . Uprqoun to
pol arijmsimou pljouc anoikt diastmata {Ij } ttoia ste
[
X
E
Ij kai
`(Ij ) < m(E) + .
j

Jtoume A = j Ij . To A enai anoikt upersnolo to E kai isqei

X
(1.16)
m(E) m(A) = m(j Ij )
`(Ij ) < m(E) + .
j

Lgw tc Prtashc 1.4.3 kai epeid m(E) < , prokptei ti

m(A \ E) = m(A) m(E) < .

Upojtoume tra ti m(E) = . Jtoume En = E (n, n), n = 1, 2, . . . .
Ta snola En enai la metrsima kai qoun peperamno mtro. Epomnwc,
efarmzontac thn prohgomenh perptwsh, brskoume gia kje n, na anoikt
snolo An En me m(An \ En ) < /2n . Jtoume A =
n=1 An . To A enai
anoikt upersnolo to E kai isqei

A\E =

An \

n=1

'Ara

m(A \ E)

En

n=1

m(An \ En ) <

n=1

(An \ En ).

n=1

= .
2n

n=1

16

(b)(g): Lgw to (b), gia kje n N, uprqei anoikt snolo An E

ttoio ste m(An \ E) < 1/n. Jtoume G =
n=1 An . To G enai G
upersnolo to E kai

G\E =

An \ E An \ E,

n N.

n=1

'Ara

m (G \ E) m (An \ E) <

1
, n N.
n

Sunepc m (G \ E) = 0.
(g)(a): Lgw to (g), uprqei G -snolo G E ttoio ste m (G \
E) = 0. Isqei E = G \ (G \ E). To G enai metrsimo epeid enai G , en
to G \ E enai metrsimo epeid qei mhdenik mtro. 'Ara E M.
(a)(d): 'Estw > 0. Upojtoume ti E M. 'Ara E c M. Lgw
to (b), uprqei anoikt snolo A E c me m(A \ E c ) < . Jewrome to
kleist snolo K = Ac . Aut enai uposnolo to E kai isqei m(E \ K) =
m(A \ E c ) < .
(d)(e): Efarmzontac to (d), brskoume gia kje n N, na kleist
uposnolo Kn to E me m (E \ Kn ) < 1/n. Jtoume F =
n=1 Kn . To F
enai F uposnolo to E kai isqei

E\F =E\

Kn =

n=1

(E \ Kn ) E \ Kn , n N.

n=1

'Ara

m (E \ F ) m (E \ Kn ) <

1
, n N.
n

Sunepc m (E \ F ) = 0.
(e)(a): Lgw to (e), uprqei F -snolo F E ttoio ste m (E \
F ) = 0. Epeid E = F (E \ F ), to E enai metrsimo.

Jerhma 1.4.5 'Estw {En } mi akolouja metrsimwn sunlwn.

(a) An E1 E2 . . . , tte

!
En

= lim m(En ).
n

n=1

17

(b) An E1 E2 . . . kai m(E1 ) < , tte

!
\
m
En = lim m(En ).
n

n=1

Apdeixh.
(a) Jtoume F1 = E1 kai Fn = En \ En1 gia n > 1. Ta snola Fn enai
metrsima kai xna an do. Epshc
n
[

kai

Fj = En , n N

Fn =

n=1

j=1

En .

n=1

Qrhsimopoiome kai thn arijmsimh prosjetikthta to m kai parnoume

n
[
[
X
X
m
En
= m
Fn =
m(Fn ) = lim
m(Fj )
n=1

n=1

lim m

n=1
n
[

j=1

Fj = lim m(En ).
n

j=1

(b) Efarmzoume to (a) sthn akolouja sunlwn {E1 \En }

n=1 kai parnoume

!
[
m
(E1 \ En ) = lim m(E1 \ En )
n

n=1

, isodnama

(1.17)

m E1 \

!
En

= lim m(E1 \ En ).
n

n=1

H upjesh m(E1 ) < sunepgetai ti m(

n=1 En ) < . Qrhsimopoiome
thn Prtash 1.4.3 kai h (1.17) dnei

!
\
m(E1 ) m
En = m(E1 ) lim m(En ).
n

n=1

Epeid m(E1 ) < mporome na apaleyoume to m(E1 ) kai prokptei h

zhtomenh isthta.

18

Pardeigma 1.4.6 'Eqoume de sto Pardeigma 1.2.8 ti to exwterik mtro

to sunlou C to Cantor enai so me 0. To C enai metrsimo snolo

afo enai kleist. Epomnwc m(C) = 0. Ja parousisoume tra mi llh
apdeixh basismnh sto Jerhma 1.4.5. Isqei

C=

In ,

n=1

pou kajna In enai nwsh 2n xnwn an do, kleistn diasthmtwn In,1 , In,2 , . . . ,
kasto mkouc 31n . Ap thn prosjetikthta to mtrou prokptei ti m(In ) =
2n /3n . Epiplon isqei I1 I2 . . . kai m(I1 ) 1. 'Etsi to Jerhma 1.4.5
(b) dnei
2n
m(C) = lim m(In ) = lim n = 0.
n
n 3

Pardeigma 1.4.7 'Estw An = n1 , 1 , n N. H {An } enai axousa

akolouja metrsimwn sunlwn. 'Ara
!

[
1
= 1.
m
An = lim m(An ) = lim 1
n
n
n
n=1

'Estw Bn =

(1)n
n ,1

, n = 2, 3, . . . . Jloume na upologsoume to mtro

thc tomc twn Bn . H {Bn } den enai fjnousa akolouja. 'Ara to Jerhma
1.4.5 den efarmzetai. 'Omwc

Bn =

n=1

'Ara

!
Bn

n=1

1.5

1
, 1 .
2

1
= .
2

'Ena m metrsimo snolo

Edame ti kje anoikt snolo enai metrsimo. Epomnwc kje snolo

pou kataskeuzetai xekinntac ap anoikt snola kai qrhsimopointac arijmsimec enseic kai sumplhrmata enai metrsimo. Me bsh aut thn
paratrhsh ja mporose na eiksei kpoioc ti la ta uposnola to R
enai metrsima kai epomnwc to mtro Lebesgue tautzetai me to exwterik
19

mtro. H eikasa aut den enai alhjc. Ja kataskeusoume tra na mh

metrsimo uposnolo to R.
Ac enai s > 0 kai A na metrsimo uposnolo to [s, s] me m(A) > 0.
Lme ti du shmea x, y A enai isodnama an xy Q. Ekola apodeiknetai ti tsi orzetai mi sqsh isodunamac sto A. H klsh isodunamac to
x A enai to snolo

Ax = {x + r : x + r A, r Q}.
Kje ttoia klsh enai se na - proc - na antistoiqa me na uposnolo
to Q. Epomnwc enai to pol arijmsimo snolo. To snolo A enai uperarijmsimo (afo m(A) > 0) kai grfetai wc nwsh lwn twn klsewn
isodunamac. Epomnwc uprqoun uperarijmsimou pljouc xnec klseic isodunamac. Jewrome na snolo P pou periqei akribc na antipswpo ap
kje klsh isodunamac. Ja dexoume ti to snolo P den enai metrsimo.
Oi rhto pou prokptoun wc diaforc stoiqewn to diastmatoc [s, s]
enai akribc oi rhto to [2s, 2s]. 'Estw r1 , r2 , . . . mi arjmhsh autn twn
rhtn. Jtoume Pj = P + rj , j = 1, 2, . . . . Ta snola aut enai xna an
do kai isqei
(1.18)

Pj [3s, 3s].

j=1

Ac upojsoume ti to P enai metrsimo. Tte kajna ap ta Pj enai metrsimo kai m(P ) = m(Pj ). 'Etsi h (1.18) dnei

[
(1.19)
m(A) m
Pj 6s.
j=1

'Omwc

(1.20)

Pj =

j=1

m(Pj ) =

j=1

X
j=1

'Ara
(1.21)

m(A)

m(P ) 6s.

j=1

20

m(P )

An m(P
) = 0, tte h (1.21) dnei m(A) = 0; topo. An m(P ) > 0, tte h
P
seir j=1 m(P ) den sugklnei; pli topo lgw tc (1.21). 'Ara to P den
enai metrsimo.
Qrhsimopointac mh metrsima snola mporome na dexoume ti to exwterik mtro Lebesgue den qei thn idithta thc prosjetikthtac: 'Estw P
na mh metrsimo snolo. Efarmzontac thn rnhsh to orismo twn metrsimwn sunlwn brskoume snolo A ttoio ste

m(A) < m(A P ) + m(A P c ).

Jtoume A1 = AP , A2 = AP c kai blpoume ti A = A1 A2 , A1 A2 =
kai m(A) < m(A1 ) + m(A2 ).

1.6 Askseic
1.6.1 An E R enai fragmno snolo, dexte ti m (E) < .
1.6.2 An to snolo E R periqei na toulqiston eswterik shmeo, dexte ti
m (E) > 0.
1.6.3 An E1 , E2 R, dexte ti:
(a) An m (E1 ) = 0, tte m (E1 E2 ) = m (E2 ) = m (E2 \ E1 ).
(b) An m (E1 E2 ) = m (E1 E2 ), tte m (E1 ) = m (E2 ).

1.6.4 'Estw E =
n=1 En . Dexte ti m (E) = 0 an kai mno an m (En ) = 0 gi

kje n N.

1.6.5 Dexte ti gia fragmna snola E1 , E2 me E1 E2 isqei

m (E2 \ E1 ) m (E2 ) m (E1 ).

1.6.6 An E R kai r > 0 orzoume rE = {rx : x E}. An m (E) = l, pso enai

to m (rE)?

1.6.7 'Estw E R. Orzoume E 2 := {x2 : x E}. Dexte ti an m (E) = 0,

tte m (E 2 ) = 0.

1.6.8 An E [a, b] kai m (E) = 0, dexte ti to E c [a, b] enai pukn uposnolo

to [a, b].
1.6.9 Dexte ti gia E R,
m (E) = inf{m (A) : A anoikt kai E A}.

21

1.6.10 An h f : R R qei thn idithta |f (x) f (y)| K |x y| gia kpoia

stajer K kai gia la ta x, y R, dexte ti gia kje E R, m (f (E))
K m (E).
1.6.11 H sunrthsh f : R R enai paragwgsimh me fragmnh pargwgo. Dexte
ti an m (E) = 0, tte m (f (E)) = 0.
1.6.12 Dexte ti h tom arijmsimou pljouc metrsimwn sunlwn enai metrsimo

snolo.

1.6.13 Dexte ti an E1 , E2 , E3 M, tte

m(E1 E2 E3 ) + m(E1 E2 ) + m(E2 E3 ) + m(E1 E3 )
= m(E1 ) + m(E2 ) + m(E3 ) + m(E1 E2 E3 ).

1.6.14 Dexte ti gia A, B M me m(A B) < , isqei

m(A 4 B) = m(A) + m(B) 2m(A B).

1.6.15 Dexte ti kje sumpagc uposnolo to R enai metrsimo kai qei peperasmno mtro.
1.6.16 Gia n N, jtoume En = {x [0, 2] : sin x <

m(n En ) kai limn m(En ).

1
n }.

Upologste ta

1.6.17 Brete to mtro tou sunlou E = (0, 1] \ { n1 : n N}.

1.6.18 Brete du snola E1 , E2 M ttoia ste E1 E2 , m(E1 ) = m(E2 ) kai
m(E2 \ E1 ) > 0.
1.6.19 Swst Ljoc?
(a) An E R kai m (E) = 0, tte to E enai ete peperasmno ete arijmsimo.
(b) An E enai na snolo pou den enai metrsimo, tte m (E) > 0.
1.6.20 To snolo E enai metrsimo kai qei peperasmno mtro. Dexte ti gia
kje F E,
m (F \ E) = m (F ) m(E).
1.6.21 Dexte ti an m (E) < kai uprqei metrsimo uposnolo F to E me

m(F ) = m (E), tte to E enai metrsimo.

1.6.22 Gia E, F R, dexte ti

m (E F ) + m (E F ) m (E) + m (F ).

22

1.6.23 'Estw A na anoikt snolo. An E A kai F Ac , dexte ti

m (E F ) = m (E) + m (F ).

1.6.24 An A, B R kai
d(A, B) := inf{|x y| : x A, y B} > 0,
dexte ti

m (E F ) = m (E) + m (F ).

1.6.25 Swst Ljoc?

(a) An {En } enai mi akolouja metrsimwn sunlwn kai to rio limn m(En )
uprqei, tte

!
[
m
En = lim m(En ).
n

n=1

(b) An {En } enai mi akolouja metrsimwn sunlwn, tte

!
[
m
En = lim sup m(En ).
n

n=1

1.6.26 Gia E [a, b] dexte ti m (E) = 0 an kai mno an to EPmpore na kalufje

ap mia akolouja anoiktn diasthmtwn {In } ttoia ste (a)

(b) kje x E ankei se peira ap ta In .

n=1

l(In ) < kai

1.6.27 Dnetai mi axousa akolouja jetikn arijmn {an }. An En = (an , an ],

brete to m(n En ).
1.6.28 'Estw A to snolo twn shmewn to [0, 1] tsi ste x A an kai mno an
se mi dekadik parstash to x den uprqei to yhfo 5. Dexte ti m(A) = 0.
1.6.29 Brete to mtro tou sunlou twn shmewn to [0, 1] ta opoa qoun dekadik
parstash pou periqei la ta yhfa 1, 2, . . . , 9.
1.6.30 'Estw A to snolo twn arijmn to [0, 1] oi opooi qoun duadik anaptgmata me mhdenik se lec tic rtiec jseic. Dexte ti m(A) = 0.
1.6.31 'Estw A h nwsh twn diasthmtwn me kntro ta shmea to sunlou to
Cantor kai mkoc 0.1. Brete to m(A).
1.6.32 Na breje to mtro to sunlou
E=

\
n=1

1
1
,
3
+
.
2n
3n

23

1.6.33 Dexte ti an E1 , E2 R kai E1 E2 = , tte

m (E1 E2 ) = m (E1 ) + m (E2 ).
Updeixh: Qrhsimopoiste thn Prtash 1.2.6.

1.6.34 ? Dnetai metrsimo snolo E R me 0 < m(E) < .

(a) Dexte ti h sunrthsh f : R R me f (x) = m(E (, x]) enai suneqc.

(b) Dexte ti uprqei metrsimo snolo F E ttoio ste m(F ) = 13 m(E).
(g) Dexte ti uprqei kleist snolo F E ttoio ste m(F ) = 31 m(E).

1.6.35 Brete
T mia akolouja metrsimwn sunlwn En ttoia ste E1 E2
E3 . . . ,
n=1 En = kai m(En ) = , n.
P
1.6.36 An En metrsimo, n = 1, 2, . . . kai
n=1 m(En ) < , dexte ti

!
\ [
m
Ek = 0.
n=1 k=n

1.6.37 'Estw M1 to snolo twn metrsimwn uposunlwn tou [0, 1]. Gia F, E M1 ,
orzoume E F an m(E 4 F ) = 0. Dexte ti h sqsh aut enai isodunama. Gia
F, E M1 , orzoume epshc d(E, F ) = m(E 4 F ). Dexte ti h d ikanopoie thn
trigwnik anisthta
d(E, F ) d(E, G) + d(G, F ).
1.6.38 To antato kai to kattato rio mic akoloujac sunlwn {An } orzontai

jtontac

lim sup An =

An ,

lim inf An =

k=1 n=k

An .

k=1 n=k

(a) Dexte ti an An M, n N, tte

m (lim inf An ) lim inf m(An ).

(b) Dexte ti, an epiplon m(An An+1 . . . ) < gia kje n N, tte

m (lim sup An ) lim sup m(An ).

1.6.39 Lme ti mi akolouja {An } uposunlwn to R sugklnei an lim sup An =

lim inf An . Sthn perptwsh aut orzoume
lim An = lim sup An = lim inf An .
(a) Dexte ti kje montonh akolouja sunlwn sugklnei.
(b) Dexte ti an
(i) gia kje n N, An M,
(ii) gia kje n N, An B , pou m (B) < ,
(iii) h akolouja {An } sugklnei,
tte
m (lim An ) = lim m(An ).

24

1.6.40 Dexte ti an A [a, b] kai m(A) > 0, tte uprqoun x, y A ttoia ste
x y R \ Q.
1.6.41 'Estw 0 < < 1. Kataskeuzoume na snolo C tpou Cantor wc
exc: Sto prto bma afairome ap to [0, 1] na mesao anoikt disthma mkouc
(1 ) 31 . Sto n bma afairome 2n1 anoikt diastmata mkouc (1 ) 3n .
Brete to mtro Lebesgue tou C .
1.6.42 Dexte ti to snolo C thc prohgomenhc skhshc den periqei kanna
disthma (jetiko mkouc).
1.6.43 Dnetai akolouja {En } uposunlwn to R ttoia ste E1 E2 . . . .
Dexte ti

!
[

m
En = lim m (En ).
n

n=1

Updeixh: Qrhsimopoiste thn Prtash 1.2.6.

1.6.44 Gia E R fragmno, orzoume

m (E) = sup{m (K) : K sumpagc K E}.
(a) Dexte ti gia kje fragmno uposnolo E to R isqei m (E) m (E).
(b) An E1 E2 fragmna, tte m (E1 ) m (E2 ).
(g) 'Estw E R fragmno. Dexte ti E M an ka mno an m (E) = m (E).

1.6.45 'Estw E fragmno uposnolo to R. Orzoume

e (E) = inf

( n
X

l(Ii ) : E

i=1

n
[

)
Ii

i=1

(Ta Ii enai peperasmnou pljouc anoikt diastmata).

(a) Dexte ti m (E) e (E).
(b) Dexte ti e (Q [0, 1]) = 1.

1.6.46 Gia a, b R, jewrome th sunrthsh f (x) = ax + b, x R. Dexte ti:

(a) Gia kje E R, m (f (E)) = |a|m (E).
(b) An E M, tte f (E) M.
1.6.47 Gia E M kai x R, orzoume
(E, x) = lim

0+

m(E (x , x + ))
,
2

an to rio uprqei. O arijmc autc onomzetai metrik puknthta to E sto x.

Dexte ti (Q, x) = 0 kai (R \ Q, x) = 1 gia kje x R.

25

1.6.48 'Estw E = (1, 2) (2, 5] {6}. Brete th metrik puknthta to E se kje

shmeo x R.
1.6.49 ? 'Estw (0, 1). kataskeuste snolo E R ttoio ste (E, 0) = .
1.6.50 Swst Ljoc?
Gia na snolo A R isqei m(A) = 0 an kai mno an la ta uposnola to A
enai metrsima.
1.6.51 Brete arijmsimou pljouc xna snola Ej ttoia ste

Ej <

j=1

m (Ej ).

j=1

1.6.52 Brete arijmsimou pljouc snola Ej ttoia ste E1 E2 . . . ,

m (E1 ) < kai

\
m
Ej < lim m (Ej ).
j

j=1

1.6.53 ? Dnontai snolo E M me m(E) > 0 kai arijmc me 0 < < 1. Dexte

ti uprqei anoikt disthma I ttoio ste m(E I) > l(I).

Updeixh: Mporome na upojsoume ti m (E) < . Met eic topon apagwg.

1.6.54 ? (Steinhaus) 'Estw E metrsimo me m(E) > 0. Dexte ti to snolo

E E := {x y : x, y E} periqei na disthma thc morfc (, ), > 0.
Updeixh: Ap thn prohgomenh skhsh, gia = 3/4, brete I . An |x| < l(I)/2,
tte m(I (I + x)) 3l(I)/2. 'Ara (E I) ((E I) + x)) 6= .
1.6.55 ?? 'Estw E metrsimo me m(E) > 0. Dexte ti gia kje n N, to E

periqei mi toulqiston arijmhtik prodo mkouc n.

1.6.56 ?? Dexte ti uprqei metrsimo snolo A [0, 1] ttoio ste:

gia kje mh ken anoikt snolo V [0, 1], isqei 0 < m(A V ) < m(V ).

1.6.57 Dexte ti kje uposnolo A to R me m (A) > 0 qei mh metrsimo

uposnolo.

1.7 Shmeiseic
H jewra to mtrou Lebesgue anaptqjhke ap ton H.Lebesgue metax 1899 kai
1902. 'Ola ta jewrmata to kefalaou auto apodeqjhkan ap to Lebesgue.
Basizmenoi kurwc sta bibla [2], [5], [9] kname mno mi sntomh kai oikonomik

26

eisagwg sto mtro Lebesgue sto R, qwrc na anaferjome se -lgebrec kai Borel
snola.
To prto mh metrsimo snolo kataskeusthke ap ton G.Vitali to 1905. H
kataskeu aut uprqei sta [2], [9], [7]. Bl. epshc to rjro [R.D.Mauldin,
The existence of non-measurable sets, Amer. Math. Monthly, 86 (1979), 45-46].
Shmeinoume ti gia thn kataskeu mh metrsimou sunlou enai aparathto to Axwma thc Epilogc.
H axa to mtrou Lebesgue katadeiknetai ap ta aklouja klasik jewrmata. Ta do prta ofelontai sto Lebesgue kai to trto ston P.Fatou.

Jerhma paraggishc to Lebesgue: Dnetai montonh sunrthsh f :

[a, b] R. Uprqei snolo N [a, b] me m(N ) = 0 ttoio ste h f enai paragwgsimh sto [a, b] \ N .
Kritrio oloklhrwsimthtac to Lebesgue: Mi fragmnh sunrthsh
f : [a, b] R enai oloklhrsimh kat Riemann sto [a, b] an kai mno an to snolo
twn shmewn asunqeiac thc f qei mtro so me to 0.
Jerhma to Fatou: Dnetai migadik sunrthsh f pou enai fragmnh kai
olmorfh sto monadiao dsko. Uprqei snolo N [0, 2] me m(N ) = 0 ttoio
ste to rio
lim f (rei )
r1

uprqei gia kje [0, 2] \ N .

Apdeixh tou jewrmatoc paraggishc kai to krithrou oloklhrwsimthtac
uprqei sta [2], [7], [9]. To Jerhma to Fatou enai mi shmantik efarmog tc
Jewrac Mtrou sth Migadik Anlush h opoa gine mlista to 1906, mlic lga
qrnia met thn emfnish to mtrou Lebesgue. Apdeix tou mpore na breje sta
bibla [C.Caratheodory, Theory of Functions of a Complex Variable, 2 vols., Chelsea
1983], kai [W.Rudin, Real and Complex Analysis, 3rd edition, McGraw-Hill, 1987].
Prin to Lebesgue, oi G.Peano (1887) kai C.Jordan (1892) anptuxan mi jewra
mtrou qrhsimopointac peperasmna kalmmata (bl. 'Askhsh 1.6.45). H jewra
aut, met tic jeamatikc epituqec thc jewrac to Lebesgue, qei sqedn egkatalhfje. Stoiqea tc jewrac to Jordan uprqoun sto [4].
To mtro Lebesgue mpore na oriste me parmoio trpo kai sto eppedo, to
qro, kai se eukledeiouc qrouc anterhc distashc (bl. gia pardeigma [3]).
To prblhma to orismo to mtrou ston Rn qei sqsh me to pardoxo twn
Banach-Tarski. Aut lei ti mporome na proume na anoikt snolo megjouc
enc portokalio, na to qwrsoume se peperasmnou pljouc uposnola kai met na
ta xanaensoume me llo trpo ste na kataskeusoume na no anoikt snolo
sto mgejoc tc gc! Gia perissterec plhroforec parapmpoume sto [3, sel. 20]
kai sto rjro [K.Stromberg, The Banach-Tarski paradox, Amer. Math. Monthly
86 (1979), 151-161].

27

O orismc to metrsimou sunlou pou dsame sthn pargrafo 1.3.1 ofeletai

ston K.Karajedwr. O Lebesgue eqe arqik dsei na llo (isodnamo) orism
(bl. 'Askhsh 1.6.44).
H 'Askhsh 1.6.54 parousazei na jerhma pou apdeixe o Steinhaus to 1920.
Sqetik jmata uprqoun sta bibla [S.B.Chae, Lebesgue Integration, Marcel Dekker,
1980], [J.C.Oxtoby, Measure and Category, 2nd edition, Springer 1980] kai sto rjro [Z.Kominek, Measure, category, and the sums of sets, Amer. Math. Monthly
90 (1983), 561-562].
Gia jmata sqetik me thn 'Askhsh 1.6.56, parapmpoume sto [7, sel. 307] kai
sta rjra [A.Simoson, An archimedean paradox, Amer. Math. Monthly 89
(1982), 114-116, 125], [W.Rudin, Well-distributed measurable sets, Amer. Math.
Monthly 90 (1983), 41-42].
Istorik anaskphsh thc jewrac to mtrou Lebesgue uprqei sta bibla
[G.Koumoullc, S.Negrepnthc, Jewra Mtrou, Summetra 1988],
[T.Hawkins, Lebesgues Theory of Integration: Its Origins and Developments, 2nd
edition, Chelsea 1975],
[E.W.Hobson, The Theory of Functions of a Real Variable, 2vols. Cambridge Univ.
Press, 1927].

28

Keflaio 2

Metrsimec sunartseic
2.1 Orismc kai stoiqeideic idithtec
Orismc 2.1.1 'Estw f : E R mi sunrthsh me pedo orismo E M.
H f onomzetai (Lebesgue) metrsimh, an gia kje R to snolo {x
E : f (x) > } enai metrsimo.
Sumbolismo

An f : E R enai mi sunrthsh kai R, orzoume

{f > } := f 1 ((, )) = {x E : f (x) > }.

Paromowc orzontai kai oi sumbolismo {f }, {f < }, {f }, {f = }
kai lloi anlogoi sumbolismo.

Prtash 2.1.2 'Estw f : E R mi sunrthsh me pedo orismo E M.

Oi akloujec protseic enai isodnamec.
(a) H f enai metrsimh.
(b) R, {f } M.
(g) R, {f < } M.
(d) R, {f } M.
Apdeixh.
'Estw R. Upojtoume prta ti h f enai metrsimh. Isqei

\
1
,
{f } =
f >
k
k=1

to opoo enai metrsimo snolo. 'Etsi isqei to (b).

To (b) sunepgetai to (g) diti

{f < } = E \ {f }.
29

To (g) sunepgetai to (d) diti

\
1
{f } =
f <+
.
k
k=1

Tloc to (d) sunepgetai to (a) diti

{f > } = E \ {f }.

'Opwc qoume de kje snolo mtrou mhdn enai metrsimo. Epomnwc

an m(E) = 0, tte kje sunrthsh f : E R enai metrsimh.

Prtash 2.1.3 'Estw f : E R mi sunrthsh me pedo orismo E M.

An h f enai suneqc, tte enai kai metrsimh.

Apdeixh.
Gia R, to disthma (, ) enai anoikt snolo. 'Ara to snolo {f >
} = f 1 ((, )) enai anoikt uposnolo to E (sth sqetik topologa to
E ). 'Ara {f > } = E G, pou G anoikt uposnolo to R. Sumperanoume
ti to {f > } enai metrsimo wc tom metrsimwn sunlwn.

Prtash 2.1.4 Dnetai mi sunrthsh f : E R. Upojtoume ti E =

n En , pou ta En enai to pol arijmsimou pljouc, xna an do, metrsima snola, kai ti gia kje n, o periorismc gn := f |En enai metrsimh
sunrthsh. Tte h f enai metrsimh.
Apdeixh.
Gia R, isqei

{f } =

[
{gn }.
n

Ap thn upjesh, ta snola {gn } enai metrsima. 'Ara kai to snolo

{f } enai metrsimo wc nwsh metrsimwn sunlwn.

Prtash 2.1.5 An oi sunartseic f kai g enai orismnec sto snolo E kai

metrsimec, tte ta snola {f < g}, {f g} kai {f = g} enai metrsima.

Apdeixh.
To snolo {f < g} enai metrsimo diti
[
{f < g} =
({f < r} {g > r}) .
rQ

30

Gia to dio lgo kai to {g < f } enai metrsimo. To {f g} enai metrsimo

diti
{f g} = E \ {g < f }.
Tloc to {f = g} enai metrsimo diti

{f = g} = {f g} \ {f < g}.

Lme ti mi idithta isqei sqedn panto (..) sto snolo E

R an to snolo twn shmewn to E gia ta opoa den isqei qei mtro 0.
Onomzoume tic sunartseic f, g : E R isodnamec kai grfoume f g ,
an oi f kai g enai .. sec, dhlad an m({f 6= g}) = 0.

Prtash 2.1.6 An h f enai metrsimh kai h g enai isodnamh me thn f ,

tte h g enai metrsimh.

Apdeixh.
'Estw E to koin pedo orismo twn f, g . Jtoume A = {f = g}. Ap thn
upjesh m(E \ A) = 0. O periorismc g |A enai metrsimh sunrthsh diti
g |A = f |A kai h f enai metrsimh. O periorismc g |E\A enai metrsimh
sunrthsh diti m(E \ A) = 0. Ap to Jerhma 2.1.4, h g enai metrsimh.

Paratrhsh 2.1.7 Ac upojsoume ti mi sunrthsh f enai orismnh kai

metrsimh sto snolo E \ A, pou A E me m(A) = 0. 'Opwc kai na

epektenoume thn f sto E , h epktash ja enai metrsimh sto E . Gia to lgo
aut, an mi sunrthsh enai metrsimh kai .. orismnh se na snolo E ,
ja lme ti h f metrsimh sto E .

Prtash 2.1.8 An h f enai montonh sto metrsimo snolo E , tte enai

metrsimh sto E .

Apdeixh.
'Estw B to snolo twn shmewn asunqeiac thc f . Epeid h f enai montonh,
to B enai to pol arijmsimo. Epomnwc m(B) = 0 kai sunepc h f |B
enai metrsimh. H f |E\B enai suneqc; ra kai metrsimh. Ap to Jerhma
2.1.4, h f enai metrsimh.

Jerhma 2.1.9 An c R kai oi sunartseic f, g enai metrsimec sto E ,

tte oi sunartseic cf, f + g, f g enai metrsimec sto E .
31

Apdeixh.
Gia R, isqei

{f > /c},
{cf > } = {f < /c},

E ,

an
an
an

c > 0,
c < 0,
c = 0.

Se kje perptwsh to snolo {cf > } enai metrsimo.

Isqei

{f + g > } = {f > g} =
=

({f > r} {r > g})

rQ

({f > r} {g > r}).

rQ

Epomnwc to snolo {f + g > } enai metrsimo wc arijmsimh nwsh metrsimwn sunlwn.

Gia na apodexoume ti h f g enai metrsimh, ja qreiaste prta na apodexoume
ti h f 2 enai metrsimh:
(

{f > } {f < }, an 0,
2
{f > } =
E,
an < 0.
'Ara h f 2 enai metrsimh. Tloc h f g enai metrsimh diti

1
f g = [(f + g)2 (f g)2 ].
4

2.2 Epektetamnec pragmatikc sunartseic

To epektetamno snolo twn pragmatikn arijmn enai to snolo

R = R {, } = [, ].
H ditaxh to R epektenetai sto R jtontac < x < gia kje x R.
Epektetamna diastmata enai snola thc morfc [, a), [, a], [a, ],
(a, ], [, ] me a R.
32

H sunjhc topologa to R epektenetai sto R wc exc: Anoikt snolo

sto R enai kje snolo thc morfc A, A (a, ], A [, b), A [, b)
(a, ], pou A anoikt snolo to R kai a, b R. Ta diastmata thc morfc
[, b) kai (a, ] enai anoiktc perioqc twn , , antistoqwc.
Oi prxeic tc prsjeshc kai to pollaplasiasmo sto R epektenontai
me to sunjh trpo sto R ektc ap tic akloujec mh epitreptc periptseic:

, 0 (), ()/0, ()/().

Sunartseic thc morfc f : E R, pou E R, onomzontai epektetamnec pragmatikc sunartseic.

Orismc 2.2.1 Mi epektetamnh pragmatik sunrthsh f : E R onomze-

tai metrsimh an gia kje R, to snolo

{f > } := {x E : f (x) > }

enai metrsimo.
'Olec oi protseic pou apodexame sthn prohgomenh pargrafo isqoun kai gia epektetamnec sunartseic me tic aparathtec tropopoiseic. Gia
pardeigma, an oi f, g : E R enai metrsimec, tte h f + g orzetai kai enai
metrsimh sto snolo

E \ (({f = } {g = }) ({f = } {g = })) .

An h f : E R enai metrsimh, tte ta snola {f = }, {f = },
{ < f < } enai metrsima. Aut prokptei mesa ap tic isthtec

{f = } =

{f > n},

{f = } =

n=1

{f < n}

n=1

{ < f < } = E \ ({f = } {f = }).

Mi epektetammh sunrthsh f enai .. peperasmnh an m({f = }) = 0.

2.3 Akoloujec metrsimwn sunartsewn

An {fn } enai mi (fragmnh mh fragmnh) akolouja (epektetamnwn) pragmatikn sunartsewn, oi sunartseic inf n fn , supn fn , lim sup fn , lim inf n fn
orzontai wc epektetamnec pragmatikc sunartseic.
33

Prtash 2.3.1 An {fn } enai mi akolouja epektetamnwn pragmatikn

sunartsewn pou enai lec metrsimec sto E , tte kai oi sunartseic supn fn ,
inf n fn enai metrsimec sto E .
Apdeixh.
Gia R, isqei

{sup fn > } =
n

{fn > }.

n=1

'Ara h supn fn enai metrsimh. H apdeixh gia thn inf n fn enai parmoia.

Prtash 2.3.2 An {fn } enai mi akolouja epektetamnwn pragmatikn

sunartsewn pou enai lec metrsimec sto E , tte kai oi sunartseic lim supn fn ,
lim inf n fn enai metrsimec sto E .
Apdeixh.
Enai gnwst ti

lim sup fn (x) = inf sup fk (x), x E.

n

kn

Efarmzontac do forc to Jerhma 2.3.1 sumperanoume ti h lim sup fn

enai metrsimh. H apdeixh gia thn lim inf fn enai parmoia.

Orismc 2.3.3 Lme ti mi akolouja sunartsewn {fn } sugklnei .. sto

E proc th sunrthsh f , an uprqei snolo A E ttoio ste m(A) = 0 kai

h {fn } sugklnei shmeiak proc thn f sto snolo E \ A.

Prtash 2.3.4 'Estw {fn } enai mi akolouja pragmatikn sunartsewn

pou enai lec metrsimec sto E . An h {fn } sugklnei .. sto E proc th
sunrthsh f , tte h f enai metrsimh sto E .
Apdeixh.
f sto E \ A. Ap thn
Uprqei A E ttoio ste m(A) = 0 kai fn
Prtash 2.3.2 prokptei mesa ti h f enai metrsimh sto E \ A, ra kai sto
E ; bl. Paratrhsh 2.1.7.

2.4

Jewrmata tn Egorov kai Luzin

'Eqoume de ti h omoimorfh sgklish akoloujin sunartsewn enai isqurterh ap th shmeiak sgklish. 'Eqoume epshc de paradegmata akoloujin pou
sugklnoun shmeiak all qi omoimorfa. To akloujo jerhma deqnei ti
h shmeiak sgklish se na snolo peperasmnou mtrou sunepgetai thn
omoimorfh sgklish se na lgo mikrtero snolo.
34

Jerhma 2.4.1 (Egorov) 'Estw E na metrsimo snolo me m(E) < .

'Estw {fn } mi akolouja pragmatikn sunartsewn, metrsimwn sto E . Upojtoume ti h {fn } sugklnei shmeiak sto E proc th sunrthsh f . Tte
gi kje > 0, uprqei metrsimo snolo A E ttoio ste m(A) < kai
o f sto E \ A.
fn
Apdeixh.
Gia k, n N, jtoume

Bk,n =

{x E : |fj (x) f (x)| 1/k}.

j=n

'Ola ta snola aut enai metrsima kai isqei

Bk,1 Bk,2 . . .
f sto E ,
Epshc, epeid fn

k N,

Bk,n = .

n=1

Epeid epiplon m(E) < , sumperanoume ti

lim m(Bk,n ) = 0, k N.

'Etsi, an > 0 kai k N, mporome na brome nk ttoio ste

m(Bk,nk ) < k .
2
Jtoume

[
Bk,nk .
A=
k=1

Tte

m(A)

m(Bk,nk ) <

k=1

k=1

Epshc

E\A=

= .
2k

{x E : |fj (x) f (x)| < 1/k}.

k=1 j=nk

'Ara gia dojn k N, qoume

j nk x E \ A, |fj (x) f (x)| < 1/k.

o f sto E \ A.
Aut shmanei ti fj

35

Pardeigma 2.4.2 'Estw fn = [n,n+1] . Enai faner ti h akolouja

sunartsewn {fn } sugklnei shmeiak sto R proc th mhdenik sunrthsh
f . An isqei to sumprasma tou Jermatoc Egorov, tte gia = 1 uprqei
o f sto R \ A. 'Omwc an m(A) < 1, tte to
snolo A me m(A) < 1 kai fn
R \ A tmnei kje disthma [n, n + 1] kai sunepc

sup |fn (x) f (x)| = sup [n,n+1] (x) = 1, n N.

xR\A

xR\A

'Ara h sgklish den enai omoimorfh sto R\A. 'Atopo. Sumperanoume loipn
ti sto Jerhma Egorov, h upjesh m(E) < den mpore na apalhfje.

Pardeigma 2.4.3 Aut to pardeigma deqnei ti sto Jerhma Egorov

den mporome na antikatastsoume thn upjesh m(A) < me thn upjesh
m(A) = 0.
'Estw
(
xn , x [0, 1),
fn (x) =
0,
x = 0.
H {fn } sugklnei shmeiak sto E = [0, 1] proc th mhdenik sunrthsh. An A
enai na uposnolo to E me m(A) = 0, tte m(E \ A) = 1 kai ra to E \ A
enai pukn msa sto E . Sunepc

sup |fn (x) f (x)| = sup xn = 1, n N.

xE\A

xE\A

'Ara h sgklish den enai omoimorfh sto E \ A.

Jerhma 2.4.4 (Luzin, prth morf) 'Estw f : E R mi metrsimh

sunrthsh. Gi kje > 0, uprqei metrsimo snolo F E ttoio ste

m(E \ F ) < kai o periorismc f |F enai suneqc sto F .

Apdeixh.
'Estw > 0. Jewrome to snolo lwn twn anoiktn diasthmtwn tc
morfc (q, r) me q, r Q. To snolo aut enai arijmsimo. 'Estw I1 , I2 , . . .
mi arjmhs tou. Epeid h f enai metrsimh, kajna ap ta snola f 1 (Ij )
enai metrsimo uposnolo to E . Qrh sto Jerhma 1.4.4 uprqoun kleist
snolo Kj kai anoikt snolo Aj ttoia ste
(2.1)

Kj f 1 (Ij ) Aj

kai
36

m(Aj \ Kj ) <

.
2j

Jtoume G =
j=1 (Aj \ Kj ) kai F = E \ G . Ap thn (2.1) prokptei ti
m(G ) < kai ti
(2.2)

Kj F f 1 (Ij ) F Aj F ,

j = 1, 2, . . . .

Isqoun kai oi antstrofoi egkleismo diti

x Aj F (x Aj , x F ) (x Aj , x F , x
/ G )
(x Aj , x F , x
/ Aj \ Kj )
(x Kj , x F ) x Kj F .
'Ara Kj F = f 1 (Ij ) F = Aj F ,
parathrome ti

j = 1, 2, . . . . Jtoume g = f |F kai

g 1 (Ij ) = {x F : g(x) Ij } = {x F : f (x) Ij }

= {x E : f (x) Ij } F
= f 1 (Ij ) F = Aj F .
Sunepc gia kje j N, to snolo g 1 (Ij ) enai anoikt sto F (sth sqetik
topologa to F ). Kje anoikt snolo to R grfetai san nwsh anoiktn
diasthmtwn me rht kra. Epomnwc gia kje anoikt snolo U , to snolo
g 1 (U ) enai anoikt snolo sto F . Aut shmanei ti h g enai suneqc sto
F .

Jerhma 2.4.5 (Luzin, deterh morf) 'Estw f : E R mi metrsimh

sunrthsh me m(E) < . Gi kje > 0, uprqei sumpagc snolo L E
ttoio ste m(E \ L) < kai o periorismc f |L enai suneqc sto L.

Apdeixh.
'Estw > 0. Ap thn prth morf to Jewrmatoc Luzin, uprqei metrsimo
snolo F E ttoio ste m(E \F ) < /4 kai h f |F enai suneqc. Jwrome
(bl. Jerhma 1.4.4) kleist snolo K F me m(F \ K) < /4. Epeid
E \ K (E \ F ) (F \ K), isqei

m(E \ K) m(E \ F ) + m(F \ K) < .

2
Jtoume Kn = K [n, n], n = 1, 2, . . . kai parathrome ti

lim m(E \ Kn ) = m(E \ K) < .

n
2
'Ara gia nan arket meglo fusik no , isqei m(E \ Kno ) < . Jtoume L =
Kno kai parathrome ti to L enai sumpagc uposnolo to E , m(E \ L) <
kai h f |L enai suneqc.

37

Jerhma 2.4.6 (Luzin, trth morf) 'Estw f : R R mi metrsimh

sunrthsh ttoia ste f (x) = 0 an x

/ E pou E M kai m(E) < .
Gi kje > 0, uprqoun sumpagc snolo K R kai suneqc sunrthsh
g : R R ttoia ste:
(a) g(x) = 0 an x
/ K.
(b) m({f 6= g}) < .
(g) supxR |g(x)| supxR |f (x)|.
Apdeixh.
'Estw > 0. Ap th deterh morf to Jewrmatoc Luzin, uprqei sumpagc
uposnolo L to E ttoio ste m(E \ L) < /2 kai h f |L enai suneqc.
Jewrome anoikt snolo U L me m(U \ L) < /2. Epeid to L enai
fragmno, mporome na upojsoume ti kai to U enai fragmno.
To snolo U \ L enai anoikt kai fragmno. 'Ara enai nwsh arijmsimou pljouc anoiktn kai fragmnwn diasthmtwn I1 , I2 , . . . . Jtoume
Ij = (aj , bj ). Orzoume sunrthsh g : R R wc exc:
1. An x L, jtoume g(x) = f (x).
2. An x
/ U , orzoume g(x) = 0.
3. An aj
/ L, jtoume g(aj ) = 0. An aj L, jtoume g(aj ) = f (aj ). Paromowc gia ta bj .
4. Tloc se kajna Ij , h g enai ex orismo h afinik sunrthsh me timc sta
kra to Ij autc pou orsthkan parapnw.
Jtoume U = K kai parathrome ti to K enai sumpagc kai h g ikanopoie
ta (a), (g) to jewrmatoc. To (b) isqei diti

{f 6= g} (E U ) \ L = (E \ L) (U \ L)
ki epomnwc

m({f 6= g}) m(E \ L) + m(U \ L) < .

2.5 Aplc sunartseic

Mi sunrthsh : R R onomzetai apl an enai metrsimh kai to snolo
timn thc enai peperasmno. 'Estw mi apl sunrthsh me snolo timn
{a1 , a2 , . . . , an }. Ta snola Ai := { = ai }, i = 1, , 2, . . . , n, enai mh ken,
metrsima kai xna an do. H mpore na grafe sth morf

n
X

ai Ai .

i=1

38

Enai dhlad peperasmnoc grammikc sunduasmc qarakthristikn sunartsewn metrsimwn sunlwn. H parapnw parstash thc (me ai diaforetik an do kai Ai xna an do) onomzetai kanonik parstash tc
. Mi apl sunrthsh mpore na grafe kai me llouc (peirouc) trpouc
wc grammikc sunduasmc qarakthristikn sunartsewn. Gia pardeigma, h
sunrthsh
(
2, x [0, ),
(x) =
3, x (, 0)
qei tic parastseic

= 2[0,) 3(,0) = 2R 5(,0) .

H prth ap autc enai h kanonik parstash thc .
To akloujo jerhma lei ti kje jetik metrsimh sunrthsh mpore na
proseggiste ap mi axousa akolouja apln sunartsewn. H prosggish
aut enai qrsimh sth jewra to oloklhrmatoc Lebesgue.

Jerhma 2.5.1 Dnetai mi metrsimh sunrthsh f : E [0, ]. Uprqei

f sto E .
axousa akolouja apln sunartsewn {n } ttoia ste n

Apdeixh.
'Estw n N. Oi timc thc f enai sto [0, ]. Diamerzoume to diasthma aut
sta 22n + 1 diastmata

k k+1
,
, k = 0, 1, . . . , 22n 1, kai [2n , ].
2n 2n
H diamrish aut to pedou timn odhge msw thc f se mi diamrish to
pedou orismo E : Jtoume

k
k+1
En,k =

f
<
, k = 0, 1, . . . , 22n 1, kai Bn = {f 2n }.
2n
2n
'Epeid h f enai metrsimh, ta snola aut enai metrsima. Orzoume
n

n = 2 Bn +

2n 1
2X

k=0

k
En,k .
2n

H sunrthsh aut enai metrsimh kai mlista apl. 'Etsi kataskeusame

mi akolouja apln sunartsewn {n }.
39

 f sto E . 'Estw x E . Diakrnoume do periptJa dexoume ti n

seic:
1. f (x) < . Dialgoume no = no (x) N ttoio ste f (x) < 2n ,
n no . Epmnwc n no , to x ankei sto En,k gia akribc na k .
'Ara n (x) = k/2n kai k/2n f (x) < (k + 1)/2n . Sunepc

(2.3)

0 f (x) n (x)

1
, n no .
2n

H (2.3) sunepgetai ti limn n (x) = f (x).

2. f (x) = . Tte f (x) > 2n , n N. 'Ara x Bn , n N. Epomnwc

lim n (x) = lim 2n = = f (x).

'Etsi h shmeiak sgklish apodeqjhke.

Ja dexoume tra ti h {n } enai axousa akolouja sunartsewn. Gia
x E kai n N, diakrnoume do periptseic:
A: f (x) 2n . Tte x Bn . 'Ara n (x) = 2n = 22n+1 /2n+1 n+1 (x).
B: f (x) < 2n . Tte x En,k gia kpoio k . 'Omwc

2k
2k + 2
En,k =
f < n+1
= En+1,2k En+1,2k+1 .
2n+1
2
An x En+1,2k , tte n (x) = k/2n = 2k/2n+1 = n+1 (x).
An x En+1,2k+1 , tte n (x) = k/2n < (2k + 1)/2n+1 = n+1 (x).
Se kje perptwsh loipn n (x) n+1 (x).

2.6 Askseic
2.6.1 'Estw E R. Dexte ti h E enai metrsimh sto R an kai mno an E M.
2.6.2 Dnetai sunrthsh f : E R. Dexte ti an h f enai metrsimh, tte
{f = } M gia kje R.
2.6.3 Dnetai sunrthsh f : E R. Dexte ti h f enai metrsimh an kai mno
an {a < f < b} M gia kje a, b R.
2.6.4 An h f enai metrsimh sto E kai to E1 enai metrsimo uposnolo tou E ,
tte o periorismc f |E1 thc f sto E1 enai metrsimh sunrthsh sto E1 .
2.6.5 Swst Ljoc?
An h f enai montonh sto snolo E , tte enai metrsimh sto E .
40

2.6.6 Dexte ti an h f : E R, E M, enai .. suneqc sto E , tte h f enai

metrsimh sto E .
2.6.7 An oi f, g enai metrsimec sto E , tte kai oi sunartseic max{f, g}, min{f, g},
f + , f , |f | enai metrsimec sto E .
2.6.8 Dexte ti oi paraktw sunartseic enai metrsimec sto pedo orismo touc.
f1 (x) = Q (x), x R,
f2 (x) = [x], x R (akraio mroc),
f3 : [0, 2] R me f3 (x) = x2 an x [0, ] kai f3 (x) = cos x an x (, 2].
2.6.9 Dnetai sunrthsh f : E R. Upojtoume ti {f > } M gia kje
R. Dexte ti h f enai metrsimh.
2.6.10 Dnetai sunrthsh f : [0, ) R. An h f enai metrsimh sto [a, b] gia
kje a, b me 0 < a < b < , dexte ti h f enai metrsimh sto [0, ).
2.6.11 Dexte ti an oi sunartseic f, g enai metrsimec sto E , tte h sunrthsh
f /g enai metrsimh sto snolo E \ {x E : g(x) 6= 0}.
2.6.12 Dexte ti kje tmhmatik montonh sunrthsh f : [a, b] R enai metr-

simh.

2.6.13 An h f : R R enai suneqc kai h g : E R enai metrsimh, dexte ti h

f g enai metrsimh sto E .
2.6.14 Dnetai metrsimh kai .. peperasmnh sunrthsh f : [a, b] R. Dexte
ti gia kje > 0, uprqei pragmatikc arijmc M ttoioc ste m({|f | > M }) < .
2.6.15 Dnetai sunrthsh f : E R me E M. Jewrome th sunrthsh g : R

R me

(
f (x), x E,
g(x) =
0,
x R \ E.

Dexte ti h f enai metrsimh sto E an kai mno an h g enai metrsimh sto R.

2.6.16 Dnetai metrsimh sunrthsh f : E R. 'Estw E1 na metrsimo uposnolo to E . Dexte ti h sunrthsh

(
f (x), x E1 ,
g(x) =
0,
x E \ E1 .
enai metrsimh.

2.6.17 'Estw N na mh metrsimo uposnolo to (0, 1). Gia th sunrthsh f (x) =

x N (x), dexte ti den enai metrsimh sto R, all kajna ap ta snola {f = },
R, enai metrsimo.
41

2.6.18 'Estw f : E R mi sunrthsh me pedo orismo E M. H f enai metrsimh an kai mno an gia kje anoikt uposnolo to R, to snolo f 1 (A) enai
metrsimo.
Updeixh: Kje anoikt snolo sto R enai arijmsimh nwsh anoiktn diasthmtwn.
2.6.19 Dnetai na metrsimo snolo E . Dexte ti h sqsh f g enai sqsh
isodunamac sto snolo twn sunartsewn me pedo orismo to E .
2.6.20 Swst Ljoc?
(a) An h f enai metrsimh sto (a, b ) gia kje arket mikr > 0, tte h f enai
metrsimh sto (a, b).
(b) Dnontai metrsimh sunrthsh f : E R kai c R. Orzoume sunrthsh g
jtontac g(x) = f (x + c). H g enai metrsimh sto E c.
2.6.21 An h sunrthsh f : E R enai metrsimh kai h sunrthsh g : R R
enai montonh, dexte ti h g f enai metrsimh sto E .
2.6.22 Dexte ti an h f enai metrsimh kai h g enai isodnamh me thn f , tte gia
kje R,
m({g > }) = m({f > }).
2.6.23 Dexte ti an h f : [a, b] R, enai sunrthsh fragmnhc kmanshc sto
[a, b], tte h f enai metrsimh sto [a, b].
2.6.24 Dnetai sunrthsh f : E R. Dexte ti h f enai metrsimh an kai mno
an E M kai {f > } M, Q.
2.6.25 Swst Ljoc?
(a) An f g sto E kai h g enai suneqc sto E , tte h f enai .. suneqc sto E .
(b) An f g sto E , h g enai suneqc sto E kai h f enai .. suneqc sto E , tte
f enai suneqc sto E .
2.6.26 Brete mi montonh sunrthsh pou den enai metrsimh.
2.6.27 Brete sunrthsh f pou den enai metrsimh sto R en h |f | enai metrsimh

sto R.

2.6.28 Dnetai sunrthsh f : E R. Dexte ti an h |f | enai metrsimh sto E

kai to snolo {f > 0} enai metrsimo, tte h f enai metrsimh sto E .
2.6.29 Dexte ti to ginmeno kai kje grammikc sunduasmc apln sunartsewn
enai apl sunrthsh.
2.6.30 Apodexte tic isthtec
AB = A B ,

AB = A + B A B ,

42

Ac = 1 A .

2.6.31 Dnetai mi metrsimh sunrthsh f : E R.

(a) Dexte ti uprqei akolouja apln sunartsewn {n } ttoia ste 0 |1 |

|2 | |f | kai n
f sto E .
(b) Dexte ti an h f enai fragmnh sto F E , tte uprqei akolouja apln
o
sunartsewn {n } ttoia ste 0 |1 | |2 | |f | kai n
f sto F .
2.6.32 Dexte ti an h f enai metrsimh kai fragmnh sto F , tte uprqei axousa
o
akolouja apln sunartsewn {n } ttoia ste n
f sto F .
o
2.6.33 Gi mi akolouja {n } apln sunartsewn isqei n
f sto R. Dexte

ti h f enai metrsimh kai fragmnh sto R.

2.6.34 Brete mi axousa akolouja apln sunartsewn pou na sugklnei shmeiak

sto [0, 1] proc th sunrthsh f (x) = x.
2.6.35 Dnetai mi akolouja metrsimwn sunartsewn fn : R R. Dexte ti to
snolo {x R : lim fn (x) uprqei} enai metrsimo.
2.6.36 Dexte ti an h f : (a, b) R enai paragwgsimh, tte h f 0 enai metrsimh

sto (a, b).

Updeixh:

f (x1/n)f (x)
1/n

f 0 (x).

2.6.37 Kataskeuste mi akolouja metrsimwn sunartsewn sto [0, 1] h opoa

na sugklnei shmeiak sto [0, 1] kai na mhn sugklnei omoimorfa se kanna snolo
E [0, 1] me m(E) = 1.
2.6.38 ? 'Estw {fn } mi akolouja metrsimwn sunartsewn sto snolo E . Lme
ti h {fn } sugklnei kat mtro se mi metrsimh sunrthsh f kai grfoume

fn
f an

> 0,

lim m({x E : |fn (x) f (x)| > }) = 0.

Dexte ti:

(a) An fn
f kai fn
g , tte f = g .. sto E .

(b) An m(E) < kai fn f .. sto E , tte fn

f.

2.6.39 ? Kataskeuste mi akolouja metrsimwn sunartsewn sto [0, 1] h opoa

na sugklnei kat mtro kai na mh sugklnei se kanna shmeo to [0, 1].

2.6.40 ? Dnetai suneqc sunrthsh f : [a, b] R. Dexte ti h f apeikonzei

F -snola se F -snola. Dexte ti oi akloujec protseic enai isodnamec:

(a) E [a, b], m(E) = 0 m(f (E)) = 0.
(b) E [a, b], E M f (E) M.

2.6.41 ? Dnetai metrsimh sunrthsh f : R R. An h f qei peridouc s kai t,

kai o arijmc st enai rrhtoc, dexte ti h f enai .. stajer.
43

2.6.42 Dexte ti an mi sunrthsh f : [a, b] R enai oloklhrsimh kat Riemann, tte enai metrsimh.
Updeixh: Dete to kritrio oloklhrwsimthtac to Lebesgue sthn 1.7.
2.6.43 Apodexte to Jerhma to Egorov me thn asjensterh upjesh ti fn f
.. sto E .
2.6.44 Dexte ti sto Jerhma to Egorov mporome na petqoume to snolo
E \ A na enai sumpagc.
2.6.45 Mi akolouja sunartsewn {fn } sugklnei sqedn omoimorfa sto E proc
th sunrthsh f , dhlad h {fn } qei thn idithta: Gia kje > 0 uprqei metrsimo
o
uposnolo A to E ttoio ste m(A) < kai fn
f sto E \ A.
Dexte ti fn f .. sto E .
o
Updeixh: Gia kje k N, uprqei Ak me m(Ak ) < 1/k kai fn
f sto E \ Ak .

2.6.46 Gia mi akolouja metrsimwn sunartsewn fn , ypojtoume ti fn

f se

na snolo E M. Dexte ti uprqoun metrsima snola E1 E2 E

o
ttoia ste fn
f sto Ek kai m (E \
k=1 Ek ) = 0.

2.7 Shmeiseic
Kai sto keflaio aut diathrsame ton eisagwgik qaraktra to biblou kai
parousisame mno tic basikc idithtec twn metrsimwn sunartsewn. Perisstera
gia tic metrsimec sunartseic uprqoun sta bibla [2], [7], [9].
Gia th sqsh metrhsimthtac kai sunqeiac sunartsewn, bl. [A.C. Zaanen,
Continuity of measurable functions, Amer. Math. Monthly 93 (1986), 128-130].
H apdeixh to Jewrmatoc to Luzin pou parousisame prorqetai ap to rjro [M. B. Feldman, A proof of Lusins theorem, Amer. Math. Monthly 88 (1981),
191-192]. 'Allec apodexeic uprqoun sta [3], [7], [10]. Sqetik me to Jerhma
to Egorov enai to rjro [R.G. Bartle, An extension of Egorovs theorem, Amer.
Math. Monthly 87 (1980), 628-633].
O Luzin tan majhtc to Egorov sth Msqa. Gia thn istora touc, bl.
[A.Shields, Luzin and Egorov, The Mathematical Intelligencer 9 (1987), 24-27] kai
[A.Shields, Luzin and Egorov, II, The Mathematical Intelligencer 11 (1989), 5-8].

44

Keflaio 3

To oloklrwma Lebesgue
3.1 To oloklrwma gi jetikc aplc sunartseic
Ja lme ti mi sunrthsh f enai jetik an f 0.

Orismc 3.1.1 'Estw mi jetik, apl sunrthsh me kanonik parstash

=

n
X

aj Aj .

j=1

To oloklrwma (Lebesgue) tc enai o epektetamnoc pragmatikc arijmc

Z
=
R

n
X

aj m(Aj )

j=1

R
(me th smbash ti 0 = 0). An R < , lme ti h enai oloklhrsimh
(kat Lebesgue) kai grfoume L1 .
Shmeinoume ti an enai mi jetik, apl sunrthsh kai E M, tte h
sunrthsh E enai jetik kai apl. Me bsh aut thn paratrhsh dnoume
ton exc orism:

Orismc 3.1.2 An enai mi jetik, apl sunrthsh kai E M, orzoume

Z

Z
=

An

R
E

E .

< , lme ti h enai oloklhrsimh sto E kai grfoume L1 (E).

45

Pardeigma 3.1.3

R Q

= 1 m(Q) = 0.

Pardeigma 3.1.4
Z

[0,3]

(2[0,1] + 3(1,4]\Q ) =

Pardeigma 3.1.5 An c > 0, tte

(2[0,1] + 3(1,3]\Q ) = 2 + 6 = 8.

Rc

R cR

= c m(R) = .

Lmma
3.1.6 An enai mi jetik, apl, oloklhrsimh sunrthsh kai =
P
m
i=1 bi Ei

mi parstas thc me E1 , E2 , . . . , Em xna an do, metrsima

snola, tte

Z
(3.1)

=
R

m
X

bi m(Ei ).

i=1

Apdeixh.
P
An ta bi enai diaforetik an do, tte h m
i=1 bi Ei enai h kanonik parstash tc kai h (3.1) prokptei mesa ap ton orism to oloklhrmatoc.
Upojtoume loipn ti ta bi den enai diaforetik an do. 'Estw {a1 , a2 , . . . , an }
to snolo timn tc . Gia j = 1, 2, . . . , n, jtoume Ij = {i : bi = aj }. Isqei

m({ = aj }) =

m(Ei )

iIj

ki epomnwc

aj m({ = aj }) =

bi m(Ei ).

iIj

'Ara

Z
=
R

n
X

aj m({ = aj }) =

j=1

n X
X

bi m(Ei ) =

j=1 iIj

m
X

bi m(Ei ).

i=1

Lmma 3.1.7 An , enai jetikc, aplc, oloklhrsimec sunartseic kai

c1 , c2 0, tte

Z
R

Z
(c1 + c2 ) = c1
46

Z
+ c2

.
R

Apdeixh.
Grfoume tic kanonikc parstaseic twn , :
n
X

ai Ai ,

i=1

k
X

bj Bj .

j=1

Epeid oi , enai oloklhrsimec, mi ap tic timc touc enai to 0 kai mlista

m({ 6= 0}) < ,

m({ 6= 0}) < .

'Estw ti a1 = b1 = 0. Ta snola Ai , Bj enai xna an do kai qoun la

peperasmno mtro ektc ap ta A1 , B1 . Isqei

R=

n
[

Ai =

i=1

k
[

Bj =

j=1

k
n [
[

(Ai Bj ).

i=1 j=1

Sunepc

k
n X
X

ai Ai Bj ,

i=1 j=1

n X
k
X

bj Ai Bj .

i=1 j=1

'Ara

c1 + c2 =

n X
k
X
(c1 ai + c2 bj )Ai Bj .
i=1 j=1

Efarmzontac trec forc to Lmma 3.1.6 prokptei

Z
R

(c1 + c2 ) =

n X
k
X
(c1 ai + c2 bj ) m(Ai Bj )
i=1 j=1

= c1

n X
k
X

ai m(Ai Bj ) + c2

i=1 j=1

Z
= c1

+ c2

n X
k
X

bj m(Ai Bj )

i=1 j=1

Z
.
R

Prisma 3.1.8
AnR , enai jetikc, aplc, oloklhrsimec sunartseic me
R
, tte

R .

47

Apdeixh.
H enai jetik, apl kai oloklhrsimh sunrthsh. 'Ara
Z
Z
Z
Z
=
+ ( )
.
R

Prisma 3.1.9 An a1 , a2 , . . . , an [0, ) kai E1 , E2 , . . . , En M me m(Ei ) <

, i = 1, 2, . . . , n, tte

Z X
n
R

!
ai Ei

i=1

n
X

ai m(Ei ).

i=1

3.2 To oloklrwma gia jetikc sunartseic

Orismc 3.2.1 An h f : R [0, +] enai mi metrsimh sunrthsh, to
oloklrwma (Lebesgue) thc f sto R orzetai wc
Z

Z
f = sup
R

: 0 f, apl kai L

R
An R f < , lme ti h f enai oloklhrsimh (kat Lebesgue) sto R kai
grfoume f L1 .

Orismc 3.2.2 An f : R [0, +]R enai mi

R metrsimhR sunrthsh kai E

enai na metrsimo snolo, orzoume E f = R f E . An E f < , lme ti

h f enai oloklhrsimh (kat Lebesgue) sto E kai grfoume f L1 (E).

Parathrseic
1. 'Estw f R: E [0, ] mi metrsimh sunrthsh. Gia na orsoume to
oloklrwma E f , epektenoume
prta
/E
R
R thn f sto R jtontac f = 0 gia x
kai
sth
sunqeia
orzoume
f
=
f
.
Ap
toc
orismoc
enai
profanc
ti
E
R
R
E f 0.
2. Gia jetikc, aplc sunartseic, oi orismo 3.1.1 kai 3.2.1 enai sumbato.

R
3. An m(E) = 0, tte E f = 0. Prgmati, an enai mia jetik,
apl,
R
oloklhrsimh sunrthsh me 0 f E , tte = 0 ... 'Ara E = 0.
4. Ap toc orismoc prokptei mesa ti an f, g enai metrsimec, jetikc
48

sunartseic,
orismnec sto E , kai f g , tte
R
c E f, pou c jetik stajer.
5. An E F , tte

R
E

R
F

g . Epshc

R
E

cf =

f , diti f E f F .

Pardeigma 3.2.3 Ja upologsoume to oloklrwma

1
x.

[1,) f ,

pou f (x) =

Jewrome thn akolouja twn apln sunartsewn

n =

n
X
k=0

1
k k+1 .
2k+1 [2 ,2 )

Isqei 0 n f kai

Z
R

n =

n
X
k=0

k+1

2k+1

(2

2 )=

n
X
1

k=0

n+1
.
2

'Ara n L1 gia kje n N. Epomnwc

Z

Z
f = sup
: 0 f, apl kai L1
[1,)
R
Z
n+1
lim
= .
n = lim
n R
n
2

Jerhma 3.2.4 (Anisthta Chebyshev) An h f : R [0, +] enai mi

metrsimh sunrthsh, tte

Z
0, m({f })

f.
R

Apdeixh.
Ap thn profan anisthta f {f } kai thn Paratrhsh 4 petai ti

Z
f

{f } = m({f }).

Prtash 3.2.5 An h f : R [0, ] enai oloklhrsimh, tte h f enai ..

peperasmnh.

49

Apdeixh.
Isqei {f = } =
n=1 {f n}. H anisthta Chebyshev dnei gia kje
n N,
Z
1
m({f n}
f.
n R
Epeid f L1 , sumperanoume ti limn m({f n}) = 0. H akolouja
twn sunlwn {f n} enai fjnousa. 'Ara

m({f = }) = lim m({f n}) = 0.

n

Lmma 3.2.6 'Estw mi jetik, apl kai oloklhrsimh sunrthsh. An

E1 E2 . . . metrsima kai E =
n=1 En , tte
Z
Z
= lim
.
n E
n

Apdeixh.
'Estw

k
X

ai Ai

i=1

h kanonik parstash thc . Gia kje i, h akolouja sunlwn {Ai En }

n=1
enai axousa kai isqei

Ai E =

(Ai En ).

n=1

'Ara

Z
=

E =

lim

k
X

ai m(Ai E) =

i=1
k
X

k
X

ai lim m(Ai En )

i=1

ai m(Ai En ) = lim

n E
n

i=1

Jerhma 3.2.7 (Jerhma Montonhc Sgklishc) An 0 f1 f2

. . . enai mi axousa akolouja metrsimwn epektetamnwn sunartsewn sto
f sto R, tte
R kai fn
Z
Z
f = lim
fn .
R

n R

50

Apdeixh.
R
H
akolouja
epektetamnwn
pragmatikn
arijmn
R fn enai axousa kai
R
R
R
f

f
,
n

N
.
'
A
ra
to
rio
lim
f
uprqei
(wc epektetamnoc
n
n
n
R
R
R
pragmatikc arijmc) kai isqei
Z
Z
lim
fn
f.
n R

Gia na apodexoume thn antstrofh anisthta, jewrome tuqao > 0.

Arke na dexoume ti
Z
Z
(3.2)
lim
fn (1 ) f.
n R

Lgw to orismo to oloklhrmatoc, arke na dexoume ti

Z
Z
(3.3)
lim
fn (1 ) ,
n R

gia kje jetik, apl, oloklhrsimh sunrthsh me f . 'Estw loipn

mi ttoia .
Jewrome ta snola En = {fn (1 )}. Aut apotelon mi axousa
f > (1 ), isqei
akolouja metrsimwn sunlwn. Epiplon, epeid fn

n=1 En = R. 'Etsi ap to Lmma 3.2.6 prokptei

Z
Z
Z
Z
lim
fn lim
fn lim (1 )
= (1 )
n R

n E
n

kai h (3.3) apodeqjhke.

En

Pardeigma 3.2.8 Ja dome ti to Jerhma Montonhc Sgklishc den

isqei gia oloklhrmata Riemann. 'Estw q1 , q2 , q3 . . . mia arjmhsh to
Q [0, 1]. Orzoume thn akolouja sunartsewn
(
1, an x = q1 , q2 , . . . , qn ,
fn (x) =
0, an x [0, 1] \ {q1 , q2 , . . . , qn }.

Gia kje n N, h sunrthsh fn qei peperasmnou pljouc shmea asunqeiac. 'Ara enai oloklhrsimh kat Riemann sto [0, 1]. H {fn } enai axousa
f sto [0, 1], pou
akolouja jetikn apln sunartsewn kai isqei fn
(
1, an x = Q [0, 1],
f (x) =
0, an x [0, 1] \ Q.
51

Upologzontac ta pnw kai ktw ajrosmata Riemann, brskoume ti h f

den enai Riemann oloklhrsimh sto [0, 1]. Gia oloklhrmata Lebesgue, to
Jerhma Montonhc Sgklishc sunepgetai ti
Z
Z
lim
fn =
f = 0.
n [0,1]

[0,1]

Prtash 3.2.9 An h f : R [0, ] enai mi metrsimh sunrthsh, tte

uprqei axousa akolouja {n } jetikn, apln, oloklhrsimwn sunartsewn ttoia ste
Z
Z

n =
f.
n f sto R kai
lim
n R

Apdeixh.
Ap to Jerhma 2.5.1, uprqei axousa akolouja jetikn, apln sunart f . Jtoume =
sewn {n } me n
n
n [n,n] . H {n } enai axousa
f . Ap
akolouja oloklhrsimwn, jetikn,R apln sunartsewn
kai n
R
to Jerhma Montonhc Sgklishc, R n R f .

Jerhma 3.2.10 An oi f, g : R [0, +] enai metrsimec, tte

(a)
(b)

R (f

+ g) =

EF

f=

R
E

Rf

f+

+
R
F

Rg

kai

f , pou ta E, F enai xna, metrsima snola.

Apdeixh.
(a) Qrhsimopointac thn Prtash 3.2.9, jewrome axousec akoloujec {n }, {n }
f kai
g . Efaroloklhrsimwn, jetikn, apln sunartsewn me n
n
mzontac to Jerhma Montonhc Sgklishc trec forc parnoume:
Z
Z
Z
Z
Z
Z
(f + g) = lim
(n + n ) = lim
n + lim
n =
f+
g.
R

n R

n R

n R

(b) Jtoume f1 = f E kai f2 = f F . Tte f EF = f1 + f2 . Tloc

efarmzoume to (a).

R
Prtash 3.2.11 'Estw f : R [0, +] metrsimh. Isqei R f = 0 an kai
mno an f = 0 ..
Apdeixh.
An f = 0 .., tte m({f > 0}) = 0. 'Ara
Z
Z
Z
f=
f+
f = 0 + 0 = 0.
R

{f =0}

{f >0}

52

R
Antistrfwc, upojtoume ti R f = 0. Gia kje n N, h anisthta Chebyshev dnei
Z
m({f 1/n}) n f = 0.
R

'Omwc {f > 0} =

n=1 {f

1/n}. 'Ara m({f > 0}) = 0, dhlad f = 0 ...

Jerhma 3.2.12 (B. Levi) An fn : R [0, +), n N, enai mi akolouja metrsimwn sunartsewn, tte
!

Z X

Z
X
fn =
fn .
R

n=1

n=1

Apdeixh.
H akolouja sunartsewn

sN =

N
X

fn

n=1

enai axousa. Ap to Jerhma Montonhc Sugklishc

Z X

R n=1

Z
fn =
=

Z
lim sN = lim

R N

lim

N R

N Z
X
n=1 R

fn =

sN = lim

Z X
N

N R
n=1

Z
X
n=1 R

fn

fn .

Jerhma 3.2.13 (Lmma to Fatou) 'Estw fn : R [0, +), n N

akolouja metrsimwn sunartsewn. Tte
Z
Z
lim inf fn lim inf
fn .
R n

Apdeixh.
Jtoume gn = inf{fn , fn+1 , . . . } = inf kn fk . H akolouja sunartsewn
{gn } enai profanc axousa. 'Ara

lim gn = sup inf fk = lim inf fn .

n kn

Ap to Jerhma Montonhc Sgklishc,

Z
Z
Z
(3.4)
lim inf fn =
lim gn = lim
gn .
R n

R n

53

n R

Epeid gn = inf kn fk , isqei

R gn

R fk

gn inf

gia kje k n. 'Ara

kn R

fk .

Epomnwc h (3.4) dnei

Z
Z
Z
Z
lim inf fn = lim
gn lim inf
fk = lim inf
fn .
R n

n R

n kn R

3.3 To oloklrwma sth genik perptwsh

Orismc 3.3.1 'Estw f : R R mi metrsimh sunrthsh. An toulqiston
mi ap tic f + kai f enai oloklhrsimh (dhlad ankei ston L1 ), tte
orzoume
Z
Z
Z
+
f=
f
f .
R

f+

An

1
f L .

L1

kai

L1 ,

tte lme ti h f enai oloklhrsimh kai grfoume

Orismc 3.3.2 'Estw f : R R mi metrsimh sunrthsh. An E M,

orzoume

Z
f=

Z
f E =

Z
+

f
E

efson h diafor orzetai. H f onomzetai oloklhrsimh

R sto E tan |f |
1
L (E). An to E enai na disthma me kra a, b, gia to E f , qrhsimopoiome
Rb
kai to sumbolism a f .

Prtash 3.3.3 'Estw f : R R mi metrsimh sunrthsh. Isqei f L1

an kai mno an |f | L1 . An f L1 , tte
Z Z

f
|f |.

Apdeixh.
'Estw f L1 . Ap ton orism, f + , f L1 . 'Ara |f | = f + + f L1 .
Antistrfwc, an |f | L1 , tte f + , f L1 (diti 0 f |f |). 'Ara
f L1 .
An f L1 , tte
Z
Z Z
Z
Z
Z

f = f+
f +
f =
|f |.
f

54

Parathrseic
1. Gia metrsimec, jetikc sunartseic, oi parapnw orismo enai sumbato
me touc orismoc thc prohgomenhc paragrfou.
2. An f L1 kai m(E) = 0, tte

f = 0.

3. An f, g enai
do metrsimec
sunartseic kai |f | |g| .. kai g L1 , tte
R
R
f L1 kai R |f | R |g|.
4. An f, g enai
doR metrsimec sunartseic kai f = g .. kai g L1 , tte
R
1
f L kai R f = R g .
5. An h f : [a, b] R enai fragmnh, metrsimh sunrthsh, tte f
L1 ([a, b]).

Jerhma 3.3.4 An c R kai f, g L1 , tte cf L1 , f + g L1 kai

Z

Z
cf = c

f,

(f + g) =

Z
f+

g.
R

Apdeixh.
Isqei |cf | = |c| |f | kai |f + g| |f | + |g|. 'Ara cf L1 kai f + g L1 .
Parathrome ti
(
cf , an c 0,
(cf ) =
cf , an c < 0.
R
R
Prokptei ekola ti R cf = c R f .
Ap tic profanec isthtec

(f + g)+ (f g) = f + g = f + f + g + g
petai ti

(f + g)+ + f + g = (f + g) + f + + g + .

Aut enai isthta jetikn, oloklhrsimwn sunartsewn. 'Ara

Z
Z
Z
Z
Z
Z
+

+
(f + g) +
f +
g = (f + g) +
f +
g+,
R

55

dhlad

Z
f+

(f + g) =
R

g.
R

Prtash 3.3.5 An f, g L1 kai f g .., tte

Apdeixh.
Ap to Jerhma 3.3.4,

Z
f
R

Rf

R g.

Z
g=

(f g) 0.
R

Prtash 3.3.6 An f, g L1 , ta epmena enai isodnama:

(a) Rf g .
(b) R |f g| =
R 0.
R
(g) E M, E f = E g.
Apdeixh.
(a) (b): Prokptei mesa ap thn Prtash 3.2.11.
(b) (g):
Z
Z
Z Z
Z

f
= (f g)
g
|f

g|

|f g| = 0.

(g) (b): Jtoume E = {f g 0}. Isqei

Z
Z
Z
|f g| = (f g) +
(g f ) = 0 + 0 = 0.
R

Ec

3.4 To jerhma kuriarqomenhc sgklishc

Jerhma 3.4.1 (Jerhma Kuriarqomenhc Sgklishc) Dnetai mi
akolouja sunartsewn fn L1 , n N. Upojtoume ti:
f sto R.
(a) fn
(b) Uprqei sunrthsh g L1 ttoia ste n N, x R, |fn (x)| g(x).
Tte f L1 kai
Z
Z

f = lim
R

n R

56

fn .

Apdeixh.
f sto R kai |f | g, n N, isqei |f | g . 'Ara f
Efson fn
n
1
L . Oi akolojec g + fn kai g fn enai akoloujec jetikn sunartsewn.
Qrhsimopoiome to Lmma to Fatou:
Z
Z
Z
Z
Z
Z
g+
f = (f + g) lim inf (g + fn ) =
g + lim inf
fn .
R

'Ara

(3.5)

f lim inf

Z
g

Z
f=

fn .

Z
(f g) lim inf
n

'Ara

Z
(g fn ) =

(3.6)

Z
g lim sup
n

fn .

Z
f lim sup

Epshc
Z

fn .

Ap ticR (3.5) kai (3.6) prokptei ti to rio limn

so me R f .

R fn

uprqei kai enai

Jerhma 3.4.2 (Jerhma Kuriarqomenhc Sgklishc, isqurterh morf) Dnetai mi akolouja sunartsewn fn L1 , n N. Upojtoume ti:
f .. sto R.
(a) fn
(b) Uprqei sunrthsh g L1 ttoia ste n N kai gia sqedn kje
x R, |fn (x)| g(x). Tte f L1 ,
Z
Z
Z
lim
|fn f | = 0 kai
f = lim
fn .
n R

n R

Apdeixh.
Epeid gia kje n N, |fn | g .., ja qoume |f | g ... 'Ara f L1 .
f sto E , |f | g
Ap tic upojseic, uprqei snolo E ttoio ste fn
n
0 sto R
sto E kai m(R \ E) = 0. Jtoume Fn = |fn f |E . Isqei Fn
kai

0 Fn (x) (|fn (x)| + |f (x)|)E (x) 2g(x)E , n N, x R.

Efarmzoume to Jerhma 3.4.1 sthn akolouja sunartsewn {Fn } kai parnoume
Z
lim
Fn = 0,
n R

57

dhlad

Z
lim

n R

Tloc, epeid

|fn f | = lim

|fn f | = 0.

n E

Z
Z Z

fn
f
|fn f |,

qoume

lim

n R

fn =

f.
R

Jerhma 3.4.3 (Jerhma Fragmnhc Sgklishc) Dnetai mi akolouja metrsimwn sunartsewn fn : E R, n N. Upojtoume ti:
f sto E .
(a) fn
(b) Uprqei stajer M ttoia ste n N, x E, |fn (x)| M .
(g) m(E) < .
Tte f L1 (E) kai
Z
Z

f = lim

n E

fn .

Apdeixh.
Lgw thc upjeshc (g), h sunrthsh g = M E enai oloklhrsimh. 'Etsi to
jerhma prokptei mesa ap to Jerhma Kuriarqomenhc Sgklishc.
1
Jerhma 3.4.4
P 'Estw fn L , n N. An

n=1 fn

P R

< , tte h seir

sugklnei .. proc mi sunrthsh pou ankei ston
n=1 R |fn |

sunartsewn
L1 . Epiplon isqei
Z

! Z
Z

X X
X

fn
fn
|fn |

R
R
n=1

kai

n=1

Z X

!
fn

Z
X
n=1 R

n=1

n=1

fn .

Apdeixh.
P
Jtoume g =
n=1 |fn |. Ap to Jerhma Levi, qoume

Z
g=
R

Z
X
n=1 R

58

|fn | < .

'Ara g L1 P
kai epomnwc h g enai .. peperasmnh. Epomnwc h seir
sunartsewn
n=1 fn sugklnei .. proc mi sunrthsh f kai mlista |f |
g ... Sumperanoume loipn ti isqoun oi anisthtec
Z Z
Z

f
|f |
g,

oi opoec enai akribc autc pou jlame na apodexoume.

Gia kje N N, isqei

N
X X

fn
|fn | g, ..

n=1

kai

lim

N
X

n=1

fn = f ...

n=1

'Etsi to Jerhma Kuriarqomenhc Sgklishc dnei

Z
f

Z X

R n=1

lim

Z
fn =

N Z
X

n=1 R

lim

fn =

N
X

!
fn

n=1

Z
X

n=1 R

= lim

Z X
N

N R

!
fn

n=1

fn .

To Jerhma Kuriarqomenhc Sgklishc enai to basik jerhma enallagc oloklrwshc kai orou akoloujac. To epmeno jerhma deqnei ti
to Jerhma Kuriarqomenhc Sgklishc odhge kai sthn enallag oloklrwshc kai orou sunrthshc, kajc epshc kai sthn enallag oloklrwshc kai
paraggishc.

Jerhma 3.4.5 'Estw E M. Jewrome sunrthsh f : E [a, b] R

kai upojtoume ti gia kje t [a, b], h sunrthsh f (, t) : E R enai

oloklhrsimh sto E . Jtoume
Z
F (t) =
f (x, t) dx.
E

(a) An uprqei g1 L1 (E) ttoia ste |f (x, t)| g1 (x), x E, t [a, b],
kai an limtto f (x, t) = f (x, to ), x E , tte
Z
Z
Z
lim F (t) = lim
f (x, t) dx = ( lim f (x, t)) dx =
f (x, to ) dx = F (to ).
tto

tto

E tto

59

(b) An uprqei g2 L1 (E) ttoia ste |f (x, t)| g2 (x), x E, t [a, b],
kai an h f (x, ) enai suneqc sto [a, b] gia kje x E , tte h F enai suneqc
sto [a, b].
(g) An h merik pargwgoc f /t uprqei x E, t [a, b] kai an

(x, t) g3 (x), x E, t [a, b],

t

pou g3 L1 (E), tte h F enai paragwgsimh sto [a, b] kai

Z
Z
d
f
F 0 (t) =
f (x, t) dx =
(x, t) dx, t [a, b].
dt E
E t
Apdeixh.
(a) 'Estw {tn } tuqosa akolouja sto [a, b] me tn to . Efarmzoume to
Jerhma Kuriarqomenhc Sgklishc sthn akolouja sunartsewn fn (x) =
f (x, tn ) h opoa, ap thn upjesh, sugklnei shmeiak sto E proc th sunrthsh
(x) = f (x, to ). Prokptei
Z
Z
Z
lim F (tn ) = lim
f (x, tn ) dx = lim
fn (x) dx = ( lim fn (x)) dx
n
n E
n E
E n
Z
Z
=
(x) dx =
f (x, to ) dx = F (to ).
E

'Ara limtto F (t) = F (to ).

(b) Prokptei mesa ap to (a).
(g) 'Estw pli {tn } tuqosa akolouja sto [a, b] me tn to . Jewrome thn
akolouja sunartsewn

hn (x) =

f (x, tn ) f (x, to )
.
tn to

Ap ton orism thc merikc paraggou,

lim hn (x) =

f
(x, to ), x E.
t

'Ara gia kje t [a, b], h sunrthsh f /t(, t) enai metrsimh. Epiplon to
jerhma mshc timc dnei

|hn (x)| sup (x, t) g3 (x), x E.

t[a,b] t
60

Epomnwc mporome na efarmsoume to Jerhma Kuriarqomenhc Sgklishc

sthn akolouja {hn }:

F (tn ) F (to )
F (to ) = lim
= lim
n
n
tn to
Z
f
(x, to ) dx.
=
E t

hn (x) dx =

( lim hn (x)) dx

E n

3.5 Sgkrish oloklhrwmtwn Riemann kai Lebesgue

Jumzoume prta kpoiec basikc nnoiec kai merik basik jewrmata ap
th jewra to oloklhrmatoc Riemann; bl. p.q. [9], [7].
'Estw f mi sunrthsh fragmnh sto kleist disthma [a, b]. An P =
{a = xo , x1 , . . . , xm = b} enai mi diamrish to [a, b], jtoume

mi =

inf

x[xi1 ,xi ]

f (x),

Mi =

sup

f (x),

i = 1, 2, . . . m,

x[xi1 ,xi ]

kai sqhmatzoume to kattero kai to antero jroisma Riemann thc f :

L(f, P ) =

m
X

mi (xi xi1 ),

U (f, P ) =

i=1

m
X

Mi (xi xi1 ).

i=1

Smfwna me to kritrio oloklhrwsimthtac to Riemann, h f enai oloklhrsimh

kat Riemann sto [a, b], an kai mno an gia kje > 0, uprqei diamrish P
to [a, b] ttoia ste
U (f, P ) L(f, P ) < .
Epiplon, h f enai oloklhrsimh kat Riemann sto [a, b], an kai mno an

inf U (f, P ) = sup L(f, P ),

P

pou to inf kai to sup lambnontai sto snolo lwn twn diamersewn P to
[a, b]. Ap d kai pra, gia na mhn uprqei sgqush metax twn oloklhrwmtwn
Riemann kai Lebesgue, ja sumbolzoume to oloklrwma Riemann me

Z
(R)

f
a

(R)

f (x) dx.
a

61

An h f enai oloklhrsimh kat Riemann sto [a, b], tte uprqei mi axousa
akolouja diamersewn {Pn } to [a, b] ttoia ste
Z b
lim U (f, Pn ) = lim L(f, Pn ) = (R)
f.
n

Mi sunrthsh f : [a, b] R onomzetai klimakwt an uprqei diamrish

P = {a = xo , x1 , . . . , xm = b} ttoia ste h f na enai stajer se kajna
ap ta diastmata (xi1 , xi ). Enai faner ti kje klimakwt sunrthsh
enai suneqc ektc endeqomnwc ap ta shmea xi ta opoa enai peperasmnou
pljouc. Epomnwc enai oloklhrsimh kat Riemann. An ai enai h tim mic
klimakwtc sunrthshc f sto disthma (xi1 , xi ), tte h f enai isodnamh
me thn apl sunrthsh
m
X
ai [xi1 ,xi ) .
=
i=1

Prgmati oi f kai endqetai na diafroun mno sta shmea xi . 'Ara h f enai

oloklhrsimh kat Lebesgue kai mlista
Z b
Z
m
X
(R)
f=
f=
ai (xi xi1 ).
a

[a,b]

i=1

Jerhma 3.5.1 An mi sunrthsh f enai oloklhrsimh kat Riemann sto

[a, b], tte f L1 ([a, b]) kai

Z
(R)

f=

f.

[a,b]

Apdeixh.
Epeid h f enai oloklhrsimh kat Riemann sto [a, b], uprqei mi akolouja
diamersewn {Pn } to [a, b], ttoia ste Pn Pn+1 kai
Z b
lim L(f, Pn ) = (R)
f = lim U (f, Pn ).
n

Jtoume Pn = {a = xo , x1 , . . . , xm = b},

mi =

inf

x[xi1 ,xi ]

f (x),

Mi =

sup

f (x), i = 1, 2, . . . m.

x[xi1 ,xi ]

kai jewrome tic klimakwtc sunartseic

`n =

m
X

mi [xi1 ,xi ] ,

un =

i=1

m
X
i=1

62

Mi [xi1 ,xi ] .

Enai faner ti `n f un gia kje n N. Epiplon, epeid h akolouja

{Pn } enai axousa, h akolouja {`n } enai axousa kai h akolouja {un }
enai fjnousa. Jtoume ` = supn `n kai u = inf n un . Oi ` kai u enai
fragmnec metrsimec sunartseic kai ikanopoion tic anisthtec ` f u
sto [a, b].
Ap thn kataskeu twn `n , un enai profanc ti
Z b
Z b
Z b
Z b
L(f, Pn ) = (R)
`n =
`n , U (f, Pn ) = (R)
un =
un .
a

Sumperanoume loipn ti
Z b
Z b
Z b
Z b
Z b
(R)
f = sup L(f, Pn ) = sup
`n
`
u inf
un
a

= inf U (f, Pn ) = (R)

a
b

f.

Rb
Rb
'Ara a u = a `. Ap thn Prtash 3.2.11, ` = u = f ... Epomnwc h f
enai metrsimh kai isqei
Z b
Z b
(R)
f=
f.
a

Dexame loipn ti to oloklrwma Lebesgue enai genkeush to oloklhrmatoc Riemann. To pardeigma pou akolouje deqnei ti to oloklrwma
Lebesgue den enai genkeush to genikeumnou oloklhrmatoc Riemann.

Pardeigma 3.5.2 Ja dexoume ti to genikeumno oloklrwma Riemann

Z

(R)

sin x
dx
x

uprqei, en to oloklrwma Lebesgue

Z
sin x
dx
x

den uprqei.
Me paragontik oloklrwsh brskoume ti
Z M
Z M
cos M
1
cos x
sin x
dx =
(R)
dx.
(R)
x
M

x2

63

Isqei limM

cos M
M

= 0. Epshc to genikeumno oloklrwma

(R)

cos x
dx = lim (R)
M
x2

cos x
dx
x2

uprqei, diti | cos x|/x2 1/x2 . 'Ara to genikeumno oloklrwma

(R)

sin x
dx
x

uprqei.
Jtoume f (x) = sin x/x. An f L1 ([, )), tte |f | L1 ([, )).
Qrhsimopointac to Jerhma Levi brskoume ti

|f | =

f [,) =

Z
X

n=2 (n1)

Z X

R n=2

|f |[(n1),n] =
Z

X 1
| sin x|
dx
x
n

Z
X
n=2 R

|f |[(n1),n]

| sin x| dx = .
0

n=2

'Ara f
/ L1 ([, ]).
Skopc mac tra enai na brome sunjkec ste to oloklrwma Lebesgue
na tautzetai me to antstoiqo genikeumno oloklrwma Riemann.

Jerhma 3.5.3 'Estw ti a, b R kai a < b.

(a) An f L1 ([a, )), tte

Z
(3.7)

f = lim

f.

M a

(b) An f L1 ((, a]), tte

Z
(3.8)

f = lim

r r

f.

(g) An f L1 ([a, b]), tte

Z
(3.9)

f = lim
a

0+ a+

f = lim

64

0+ a

f.

Apdeixh.
Ja apodexoume mno to (a). Oi apodexeic twn (b), (g) enai parmoiec. Epektenoume thn f sto R jtontac f = 0 sto (, a). Jewrome tuqosa
akolouja {Rn } me Rn kai jtoume fn = f [a,Rn ] . Isqei

lim fn = f sto R

kai

|fn | |f | L1 .

To Jerhma Kuriarqomenhc Sgklishc efarmozmeno sthn akolouja {fn }

dnei
Z
Z
Z
Z

Rn

f=
a

f = lim

n R

fn = lim

n a

f.

Epeid h akolouja {Rn } enai tuqosa, sumperanoume ti

f.

f = lim

R a

Jerhma 3.5.4 (a) Upojtoume ti h f : [a, ) R enai oloklhrsimh

kat Riemann sto [a, M ] gia kje M me a < M < , kai ti to genikeumno
oloklrwma Riemann
Z

(R)

|f |
a

uprqei. Tte ta oloklhrmata

Z
(R)

Z
f kai

f
a

uprqoun kai enai sa.

(b) Upojtoume ti h f : (, a] R enai oloklhrsimh kat Riemann sto
[r, a] gia kje r < a, kai ti to genikeumno oloklrwma Riemann
Z a
(R)
|f |

uprqei. Tte ta oloklhrmata

Z
(R)

Z
f kai
65

uprqoun kai enai sa.

(g) Upojtoume ti h f : [a, b) R enai oloklhrsimh kat Riemann sto
[a, b ] gia kje me 0 < < b a, kai ti to (genikeumno) oloklrwma
Riemann
Z
b

(R)

|f |
a

uprqei. Tte ta oloklhrmata

(R)
a

Z
f kai

f
a

uprqoun kai enai sa.

(d) Upojtoume ti h f : (a, b] R enai oloklhrsimh kat Riemann sto
[a + , b] gia kje me 0 < < b a, kai ti to (genikeumno) oloklrwma
Riemann
Z
b

(R)

|f |
a

uprqei. Tte ta oloklhrmata

(R)
a

Z
f kai

f
a

uprqoun kai enai sa.

Apdeixh.
Ja apodexoume mno to (a). H apdeixh twn (b), (g), (d) enai parmoia. H
f enai oloklhrsimh kat Riemann, ra kai metrsimh sto [a, M ] gia kje
M me a < M < . Sunepc h f enai metrsimh sto [a, ). Epshc isqei

Z
(R)

f=
a

Z
f kai

n a

|f | =
a

To Jerhma Montonhc Sgklishc dnei

Z
Z n
Z
|f | = lim
|f | = lim (R)
a

(R)

|f |.
a

|f | = (R)

|f | < .
a

Ap to Jerhma 3.5.3,

Z
(R)

f = lim (R)
a

f = lim

M a

f=

f.
0

66

Prisma 3.5.5 (a) Upojtoume ti h f : [a, ) [0, ) enai oloklhrsimh

katR Riemann
R sto [a, M ] gia kje M me a < M < . Tte ta oloklhrmata

(R) a f, a f ete uprqoun kai ta do (wc pragmatiko arijmo) kai enai

sa, ete enai kai ta do sa me +.
(b) Upojtoume ti h f : (, a] [0, ) enai oloklhrsimh
R a kat
R aRiemann sto [r, a] gia kje r < a. Tte ta oloklhrmata (R) f, f ete
uprqoun kai ta do (wc pragmatiko arijmo) kai enai sa, ete enai kai ta
do sa me +.
(g) Upojtoume ti h f : [a, b) [0, ) enai oloklhrsimh kat Riemann sRb
Rb
to [a, b] gia kje me 0 < < ba. Tte ta oloklhrmata (R) a f, a f
ete uprqoun kai ta do (wc pragmatiko arijmo) kai enai sa, ete enai kai
ta do sa me +.
(d) Upojtoume ti h f : (a, b] [0, ) enai oloklhrsimh kat Riemann sRb
R
to [a+, b] gia kje me 0 < < ba. Tte ta oloklhrmata (R) a f, a f
ete uprqoun kai ta do (wc pragmatiko arijmo) kai enai sa, ete enai kai
ta do sa me +.
Apdeixh.
Ja apodexoume mno to (a). Oi apodexeic twn (b), (g) enai parmoiec. Diakrnoume do periptseic:
R
Perptwsh 1: (R) a f < .R

Tte ap to Jerhma
R 3.5.4, a f = (R) a f .
Perptwsh 2: (R) a f = .
Tte, an f L1 ([a, )), to Jerhma 3.5.3 dnei
Z
Z M
Z M
Z
f = lim
f = lim (R)
f = (R)
f = .
a

M a

'Atopo. 'Ara f
/ L1 ([a, )), dhlad

R
a

f = .

Pardeigma 3.5.6 Jewrome th sunrthsh

1
, x (0, 1].
xs
R1
Jloume na upologsoume to oloklrwma 0 f (an uprqei) gia tic diforec
timc tc paramtrou s R. Jtoume f (0) = 0 kai diakrnoume trec periptseic.
(a) s 0.
H f enai oloklhrsimh kat Riemann sto [0, 1] kai
Z 1
Z 1
Z 1
1
f = (R)
f = (R)
xs dx =
.
1s
0
0
0
f (x) =

67

(b) 0 < s < 1.

H f enai oloklhrsimh kat Riemann sto [, 1] gia kje (0, 1) kai

Z
(R)

= lim

0+

1
1s
1
1
dx = lim

=
.
0+ 1 s
xs
1s
1s

Lgw to Jewrmatoc 3.5.4(d), isqei f L1 ([0, 1]) kai

(g) s 1.
An f L1 ([0, 1]), tte to Jerhma 3.5.3(g) dnei

f = lim

0+

f = 1/(1 s).

f = lim (R)

0+

R1

f = .

'Atopo. 'Ara f
/ L1 ([0, 1]). Epeid f 0 sumperanoume ti

R1
0

f = .

Pardeigma 3.5.7 To genikeumno oloklrwma Riemann

Z

1
dx
1 + x2

(R)

uprqei kai mlista

(R)

1
dx =
1 + x2
=

Z
lim

a a

dx
+ lim
1 + x2 b
1

lim ( tan

dx
1 + x2

a) + lim tan1 b =
b

+ = .
2
2

Ap to Jerhma 3.5.4, h sunrthsh f (x) = (1 + x2 )1 ankei ston L1 kai

Z
1
dx = .
1
+
x2
R

3.6

Paradegmata

Pardeigma 3.6.1 H enallag jroishc kai oloklrwshc den enai pnta

dunat. Jewrome thn akolouja sunartsewn

fn (x) = enx 2e2nx ,

x R.

Gia kje n N kai x (0, ), isqei

|fn (x)| enx + 2e2nx =: gn (x).

68

Epshc, gia M > 0 kai n N, isqei

gn =

(enx + 2e2nx ) dx =

1
2
(e2nM + enM ).
n n

'Ara gia kje n N,

(R)

gn = lim

M 0

2
.
n

gn =

Lgw to Jewrmatoc 3.5.4, gia kje n N, gn L1 ((0, )). 'Ara isqei

kai fn L1 ((0, )), n N. Ap to Jerhma 3.5.3, gia kje n N,

fn = lim

M 0

1 2nM
(e
enM ) = 0.
M n

fn = lim

Ap thn llh meri, gia x > 0,

X
n=1

fn (x) =

(enx 2e2nx ) =

n=1

ex
2e2x
ex

=
=: h(x).
1 ex 1 e2x
1 + ex

H sunrthsh h enai jetik kai isqei

(R)

ex
dx
M 0
1 + ex
Z 1
du
= lim
M eM 1 + u

= lim log 2 log(1 + eM ) = log 2.

h =
0

lim

Ap to Jerhma 3.5.4, h L1 ((0, )) kai

h = log 2.
0

Telik loipn

0=

Z
X
n=1

fn

6=
0

n=1

69

!
fn

Z
=

h = log 2.
0

Pardeigma 3.6.2 H sunrthsh Gmma. Gia t [0, ), jewrome th

sunrthsh

Ft (x) = ex xt1 ,

x [0, ).

Ja dexoume ti Ft L1 ([0, )) gia kje t (0, ).

Gia x (0, 1] kai t (0, ), isqei

0 ex xt1 xt1 .
Ap to Pardeigma 3.5.6, h sunrthsh x 7 xt1 ankei ston L1 ((0, 1]). 'Ara
Ft L1 ((0, 1]).
Gia t R, isqei

lim ex/2 xt1 = 0.

'Ara uprqei M > 0 ttoio ste

0 ex/2 xt1 M,

x [1, ), t R.

Epomnwc

0 ex xt1 M ex/2 , x [1, ), t R.

R
To genikeumno oloklrwma Riemann (R) 1 ex/2 dx sugklnei. 'Ara ja
R
sugklnei kai to (R) 1 ex/2 xt1 dx. Ap to Jerhma 3.5.4(a), Ft L1 ([1, )).
(3.10)

Apodexame loipn ti Ft L1 ([0, )) gia kje t (0, ). Orzoume th

sunrthsh
Z
(t) =
ex xt1 dx, t (0, ),
0

h opoa onomzetai sunrthsh Gmma.

Gia 0 < a < b < , oloklrwsh kat pargontec dnei
Z b
Z b
ex xt dx = at ea bt eb + t
ex xt1 dx.
a

Parnoume ria gia a 0+ kai b , kai qrhsimopointac to Jerhma

3.5.3 brskoume ti h sunrthsh Gmma ikanopoie th sunarthsiak exsw-

sh

Epshc (1) =
ti

R
0

(t + 1) = t(t),

t > 0.

ex dx = 1. 'Etsi ap th sunarthsiak exswsh prokptei

(n + 1) = n!,
70

n N.

Gia 0 < a < b < , jewrome th sunrthsh

(
g1 (x) =

xa1 ,
M ex/2 ,

0 < x 1,
x 1,

pou M enai h jetik stajer pou emfanzetai sthn anisthta (3.10). Parathrome
ti
0 ex xt1 g1 (x), x (0, ), t [a, b].
Ekola apodeiknetai ti g1 L1 ((0, )). Efarmzontac to Jerhma 3.4.5(b)
sumperanoume ti h sunrthsh enai suneqc sto [a, b]. Epeid to [a, b] enai
tuqao upodisthma to (0, ), h enai suneqc sto (0, ).
Jtoume

(
g2 (x) =

xa1 | log x|,

M ex/2 ,

0 < x 1,
x 1.

kai parathrome ti g2 L1 ((0, )) kai

x t1
(e x ) = |ex xt1 log x| g2 (x),
t

x (0, ), t [a, b].

Ap to Jerhma 3.4.5(g), h sunrthsh enai paragwgsimh sto (0, ) kai

Z
0 (t) =
ex xt1 log x dx, t (0, ).
0

t sugkPardeigma 3.6.3 Gmma kai zta. Gia t > 1, h seir

n=1 n
lnei. Orzoume loipn th sunrthsh zta to Riemann me thn isthta

(t) =

X
1
, t (1, ).
nt

n=1

Ja brome mia oloklhrwtik parstash gia to ginmeno twn sunartsewn

kai .
Sto oloklrwma

Z
(t) =

ex xt1 dx, t > 0,

71

knoume thn allag metablhtc u = x/n (giat epitrpetai aut h prxh?)

kai prokptei
Z
(t) = nt
enu ut1 du, t > 0.
0

'Ara

Gia t > 1, h seir

1
(t) =
nt

n=1

nt

(t)(t) =

enx xt1 dx, t > 0.

sugklnei. 'Ara
Z
X

enx xt1 dx,

t > 1.

n=1 0

Ap to Jerhma to Levi,

(t)(t) =
0

'Omwc

enx =

n=1

enx xt1 dx.

n=1

ex
1
.
= x
x
1e
e 1

Sunepc

(t)(t) =
0

xt1
dx.
ex 1

Pardeigma 3.6.4 'Estw t > 0. Jewrome th sunrthsh

f (x) = ext
Epeid

sin x
, x (0, ).
x

|f (x)| ext =: g(x), x > 0,

kai g L1 ((0, )), isqei f L1 ((0, )). 'Etsi orzetai h sunrthsh

Z
sin x
F (t) =
ext
dx, t (0, ).
x
0
Gia 0 < a < b < , isqei

xt sin x
e
eax =: g1 (x),

x
72

x (0, ), t [a, b],

kai g1 L1 ((0, )). Ap to Jerhma 3.4.5, h F enai suneqc sto [a, b].
Epeid to [a, b] enai tuqao upodisthma to (0, ), h F enai suneqc sto
(0, ).
Jloume tra na upologsoume to rio limt F (t). Ja qrhsimopoisoume th mjodo tc apdeixhc to Jewrmatoc 3.4.5. 'Estw {tn } mi auxousa akolouja pragmatikn arijmn me tn 1 kai tn . Jewrome thn
akolouja sunartsewn

fn (x) = extn

sin x
,
x

x (0, ).

H {fn } sugklnei shmeiak sto (0, ) proc th mhdenik sunrthsh. Epshc

|fn (x)| ex gia kje x (0, ) kai h g2 (x) = ex enai oloklhrsimh sto
(0, ). To Jerhma Kuriarqomenhc Sgklishc sunepgetai ti
Z
Z
lim
fn =
lim fn = 0.
'Omwc

R
0

n 0

fn = F (tn ). 'Ara F (tn ) 0. Sunepc

lim F (t) = 0.

Upologzoume tra thn pargwgo tc F . Jewrome pli disthma [a, b]

(0, ). Gia x (0, ) kai t [a, b], isqei

tx sin x
tx

e
sin x| eax =: g3 (x)
t
=|e
x
kai g3 L1 ((0, )). 'Etsi to Jerhma 3.4.5 dnei
Z
0
F (t) =
etx sin x dx.
0

RM

To oloklrwma 0 etx sin x dx mpore na upologiste me tic mejdouc to

Logismo. Prgmati, efarmzontac do forc oloklrwsh kat pargontec,
brskoume ti
Z M
eM t (t sin M cos M )
1
(3.11)
etx sin x dx =
+
, t R.
2
1+t
1 + t2
0
Parnoume ria gia M kai lgw to Jewrmatoc 3.5.4 prokptei
Z
1
, t (0, ).
etx sin x dx =
1 + t2
0
73

Dexame loipn ti

F 0 (t) =

1
,
1 + t2

t (0, ).

Oloklhrnoume kai brskoume ti

Z t
1
F (t) F (M ) =
dt = tan1 M tan1 t,
2
M 1+t

t > 0, M > 0.

Parnontac ria gia M prokptei ti F (t) = /2 tan1 t. Epomnwc

dexame ti
Z
sin x

etx
dx = tan1 t, t (0, ).
x
2
0

3.7 Askseic
3.7.1 An m(E) = 0 kai enai mi jetik, apl sunrthsh, dexte ti

3.7.2 An enai mi jetik, apl sunrthsh kai = 0 .., dexte ti

3.7.3 An enai mi jetik, apl sunrthsh, dexte ti

R
E

= 0.

R
R

= 0.

0.

3.7.4 Dexte ti mi jetik, apl sunrthsh enai oloklhrsimh an kai mno an

m({ 6= 0}) < .
R
3.7.5 An h f : E [0, ) enai metrsimh kai f K sto E , dexte ti E f
Km(E).
3.7.6 An f, g : R R enai metrsimec sunartseic kai isqei 0 f g kai
g L1 , dexte ti f L1 .
3.7.7 Dnontai sunartseic f kai fn , n N, jetikc kai metrsimec. Upojtoume
ti
(a) Rx R, fn (x) fn+1 (x)
(b) R f1 <
(g) fn f Rshmeiak sto
R R.
Dexte ti R f = lim R fn . Dexte me antipardeigma ti h upjesh (b) enai
aparathth.
Updeixh: 'Estw gn = f1 fn kai J.M.S.
3.7.8 'Estw f : R [0, ) metrsimh sunrthsh. An {En } enai mi akolouja
xnwn an do, metrsimwn sunlwn, dexte ti
Z
Z
X
f.
f=

n=1 En

n=1

74

En

3.7.9 Dexte ti sto Lmma tou Fatou uprqei perptwsh na qoume austhr
anisthta.
Updeixh: fn = [n,n+1) .
3.7.10 An f, fn : R [0, ] metrsimec kai fn f sqedn panto sto R, dexte

ti

fn .

f lim inf
n

3.7.11 An f, fn : R [0, ) metrsimec kai fn f shmeiak sto R kai fn

f, n N, dexte ti
Z
Z
f = lim
fn .
n

3.7.12 Dnontai metrsimh sunrthsh f kai omoimorfa fragmnh akolouja {fn }

metrsimwn sunartsewn sto [a, b]. An fn

f sto [a, b], dexte ti
Z b
lim
|fn f | = 0.
n

Updeixh: Jerhma Egorov.

3.7.13
Upojtoume
ti fn , f L1 kai
R
R

kai

|f | = lim
R

|f |.
R n

3.7.14 Upojtoume ti fn , f L1 kai

R
R

|fn f | 0. Dexte ti

|f
R n f | R 0. Dexte ti
gia kje metrsimo snolo E R kai ti R fn+ R f + .

f = lim

f = lim

R
R

fn

fn

3.7.15 Swst Ljoc?

An f L1 (E1 ) kai f L1 (E2 ), tte f L1 (E1 E2 ).
3.7.16 Dnontai oi sunartseic fn , gn , g lec ston L1 . Upojtoume ti

(a) fn f shmeiak sqedn panto,

(b) gn g shmeiak sqedn panto,
(g) Rn N, R|fn | gn sqedn panto,
(d) R gn R g .
R
R
Dexte ti f L1 kai ti R fn R f .
(Updeixh: Tropopoiste thn apdeixh tou J.K.S.)

3.7.17 'Estw ti fn , f L1 kai fn f ... Dexte ti

Z

lim

|fn f | = 0 lim

|fn | =
R

|f |.
R

3.7.18 'Estw f L1 . An {En } enai mi akolouja xnwn an do, metrsimwn

sunlwn, kai E =
n=1 En , dexte ti
Z
Z
X

f
|f | < kai

n=1

En

Z
X
n=1

75

Z
f=
En

f.
E

3.7.19 Dnetai h sunrthshR f (x) = x, x [0, 1]. Dexte me ton orism to

oloklhrmatoc Lebesgue ti [0,1] f = 12 .
3.7.20 An

x (1, 2],
2,
f (x) = 4, x [5, 6],

1, x (6, 7],
R
kai E = (1, 2] [5, 7], upologste to E f .

3.7.21 Dnetai h sunrthsh f : (2, 3) R me

(
2,
f (x) =
4,

Upologste to

R
(2,3)

x (2, 3) Q,
x (2, 3) (R \ Q).

f.

3.7.22 An E1 , E2 , . . . , En enai metrsima uposnola tou [0, 1] kai an kje shmeo

to [0, 1] ankei se tra toulqiston ap ta E1 , E2 , . . . , En , dexte ti gia na
toulqiston ap ta Ek isqei m(Ek ) n3 .
3.7.23 Dnontai f, g metrsimec sunartseic sto RRme 0 f gR .
R
(a) An g L1 , dexte ti f L1 kai g f L1 kai R (g f ) = R g R f .
(b) Dexte ti h parapnw isthta isqei kai me thn asjensterh upjesh f L1 .
3.7.24 Dnetai f : R [0, ] metrsimh. An E1 E2 . . . enai metrsima
snola, dexte ti
Z
Z
lim
f=
f.
n

3.7.25 An g(x) = x1/2 , brete to

En

n En

R
(0,1)

g.

3.7.26 Brete mia akolouja metrsimwn

R sunartsewn fn : R [0, ) ttoia ste
fn 0 shmeiak sto R, all limn R fn = 1.
R
3.7.27 'Estw f metrsimh me f > 0 .. sto R. An E f = 0 gia kpoio metrsimo
snolo E , dexte ti m(E) = 0.
3.7.28 'Estw f : R [0, ) metrsimh. Dexte ti
Z

f = lim
R

f = lim

f.
1
{f n
}

3.7.29 'Estw f : R [0, ) metrsimh kai L1 . Dexte ti

Z

f = lim
R

76

f.
{f n}

3.7.30 Swst Ljoc?

(a) An f : R [0, ) metrsimh kai f L1 , tte limx f (x) = 0.
(b)An f : R [0, ) suneqc kai f L1 , tte limx f (x) = 0.
(g) An f : R [0, ) omoimorfa suneqc kai f L1 , tte limx f (x) = 0.
3.7.31 Swst Ljoc? An f, g L1 , tte f g L1 .
3.7.32 Sumplhrste tic apodexeic twn Jewrhmtwn 3.5.3 kai 3.5.4.
3.7.33 'Estw f : R [0, ) metrsimh kai f L1 .

(a) Dexte ti gia kje > 0, uprqei > 0 ttoio ste

Z
f < .
E M, m(E) <
E

(b) Dexte ti h sunrthsh F (x) =

3.7.34 'Estw

Rx

f enai suneqc.

sin(x),
f (x) = log x,

x
e ,

x [0, 1/2] \ C,
x (1/2, 1] \ C,
x C,
R1
pou C to snolo to Cantor. Upologste to 0 f .

3.7.35 Dexte ti an f L1 (E) kai {En } enai mi akolouja metrsimwn upo-

sunlwn to E me limn m(En ) = 0, tte

Z
lim
f = 0.
n

En

3.7.36 Dexte ti an f L1 (E) kai En = {x E : |f (x)| n}, tte

lim n m(En ) = 0.

3.7.37 Giat sto Pardeigma 3.6.1 den efarmzetai to Jerhma 3.4.4?

3.7.38 Upojtoume ti oi f kai fn enai metrsimec
pragmatikc
sunartseic me
R
R
timc
sto
[0,
+)
,
ti
f

f
shmeiak
kai
ti
f
=
lim
f
<
. Dexte ti
n
R
R n
R
R
f
=
lim
f
gia
kje
metrsimo
snolo
E

R
.
E
E n
(Updeixh: Exetste ta E kai E c . 'Alloc trpoc: me qrsh
tc 'ARskhshc 3.7.16).
R
Dste na pardeigma pou na deqnei ti h upjesh R f = lim R fn < enai
aparathth.
3.7.39 (a) An fn L1 [a, b] kai an fn f omoimorfa sto [a, b], dexte ti f

Rb
L1 [a, b] kai ti a |fn f | 0.
(b) Brete
R akolouja sunartsewn fn : R R ttoia ste fn 0 omoimorfa sto
R kai R fn = 1 gia kje n N.

77

3.7.40 Swst Ljoc?

An Rfn , f L1 kai f1 f2 f3 . . . kai fn f
R

shmeiak sto R, tte

fn

f.

3.7.41 Dexte ti
Z

ex dx = lim

x n
dx = 1.
n

(Updeixh: h akolouja (1 nx )n auxnei proc to ex tan n ).

3.7.42 Upologste to
Z

lim

x n x/2
e
dx.
n

3.7.43 Swst Ljoc?

An f L1 ([a, 1]) gia kje a (0, 1), tte f L1 ((0, 1]).
3.7.44 AnRf L1 [0, 1], dexte ti xn f (x) L1 [0, 1] gia n = 1, 2, . . . kai upologste
1
0

to limn

xn f (x) dx.

3.7.45 Upologste to
Z
X

/2

(1

sin x)n cos x dx.

n=0

3.7.46 'Estw fn L1 kai |fn | g sqedn panto, pou g L1 . Dexte ti

Z

(lim inf fn ) lim inf

R

fn lim sup
n

fn
R

(lim sup fn ).
R

3.7.47 'Estw fn : R R, n N, akolouja metrsimwn sunartsewn. An

fn g , pou g jetik sunrthsh ston L1 , dexte ti
Z
Z
lim inf fn lim inf
fn .
R n

(Tropopohsh to Lmmatoc Fatou).

3.7.48 Dexte ti limn

R1

nx log x
(g) 1+n
2 x2 .
(Updeixh: 1 + n2 x2 2nx).

fn = 0, pou fn (x) = (a)

3.7.49 Brete ta ria: (a) limn

R
0

sin(ex )
1+nx2

78

nx
1+n2 x2 ,

dx, (b) limn

(b)

R1

n x
1+n2 x2 ,

n cos x
0 1+n2 x3/2

dx.

3.7.50 Brete ta ria:

Z

n sin(x/n)
dx, (b) lim
n
x(1 + x2 )

(a) lim

(c) lim

sin(x/n)
dx, (d) lim
n
(1 + x/n)n

1 + nx2
dx,
(1 + x2 )n

n
dx.
1 + n2 x2

(Sto (d) h apnthsh exarttai ap thn tim tou a (a > 0, a = 0, a < 0)).
1
3.7.51 Kataskeuste mi
R akolouja fn L ttoia ste fn 0 sqedn panto

sto R, en h akolouja

|fn | den sugklnei sto 0.

3.7.52 ? (a) Kataskeuste mi akolouja fn L1 ttoia ste

f 0, en h
R n
akolouja fn den sugklnei sqedn panto sth mhdenik sunrthsh.
R
(b) Kataskeuste mi akolouja jetikn sunartsewn fn ttoia ste R fn 0,
en h akolouja fn den sugklnei sqedn panto sth mhdenik sunrthsh.

3.7.53 Dnetai mi omoimorfa fragmnh akolouja sunartsewn {fn } pou enai

lec oloklhrsimec kat Riemann sto disthma [a, b]. Upojtoume ti fn

f sto
[a, b] kai ti h f enai oloklhrsimh kat Riemann sto [a, b]. Dexte ti
Z b
Z b
lim (R)
fn = (R)
f.
n

3.7.54 Dnetai h sunrthsh f : [0, 1] R me f (x) = 0 gia kje x to sunlou C

to Cantor kai f (x) = k gia kajna ap ta diastmata to [0, 1] \ C me mkoc 1/3k .
R1
Dexte ti 0 f = 3.
3.7.55 'Estw

Brete to

R1
0

(
x4 , x [0, 1] \ Q,
f (x) =
6, x [0, 1] Q.

f.

3.7.56 Dexte ti an f L1 (E) kai

Z Z

f =
|f |,

tte ete f 0 .. sto E ete f 0 .. sto E .

3.7.57 (Anisthta Jensen gia oloklhrmata Lebesgue). An h enai kurt

sto R kai f L1 [a, b], dexte ti

Z b !
Z b
1
1
f
( f ).

ba a
ba a
79

3.7.58 'Estw f L1 . Dexte ti uprqei akolouja apln sunartsewn n L1

ttoia ste

Z
lim

|f n | = 0.

3.7.59 ? 'Estw f (x) = x1/2 (0,1) . 'Estw {rn } mi arjmhsh to Q. Jtoume

g(x) =

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

Dexte ti
(a) g L1 kai epomnwc h g enai .. peperasmnh.
(b) H g enai asuneqc se kje shmeo to R kai mh fragmnh se kje disthma.
(g) H g 2 enai .. peperasmnh all den enai oloklhrsimh se kanna disthma.

3.7.60 'Estw fn (x) = nxn1 (n + 1)xn , x (0, 1). Dexte ti

Z

Z
X

fn 6=

(0,1) n=1

n=1

fn .

(0,1)

3.7.61 'Estw fn (x) = aenax benbx , pou 0 < a < b. Dexte ti:
(a)
(b)
(c)

Z
X

n=1 0
Z
X
n=1

|fn (x)| dx = .
fn (x) dx = 0.

Z
fn (x) L1 ([0, )) kai

n=1

3.7.62 (a) Dexte ti

b
fn (x) dx = log .
a
n=1

xn ex dx = n!

paragwgzontac thn isthta

etx dx =

(b) Dexte ti

2n x2

x e

1
.
t

(2n)!
dx =
4n n!

paragwgzontac thn isthta

tx2

dx =

80

.
t

3.7.63 'Estw f L1 . Gia t R, h metafor tc f kat t enai h sunrthsh

ft (x) = f (x + t), x R. Dexte ti

Z

Z
f=

ft .
R

3.8 Shmeiseic
To oloklrwma Lebesgue enai shmantik gia toc akloujouc lgouc:
1. Enai mi plosia epktash to oloklhrmatoc Riemann. Mporome na oloklhrsoume pol perissterec sunartseic pnw se pol perisstera snola.
2. H jewra oloklrwshc to Lebesgue qei enopoimnh, oloklhrwmnh kai sqedn
tleia morf. Ta jewrmata montonhc kai kuriarqomenhc sgklishc tc prosddoun terstia euelixa kai efarmosimthta.
3. Qrh sto oloklrwma Lebesgue, to Jemelidec Jerhma to Logismo parnei
mi xekjarh kai oloklrwmnh morf.
4. Me th bojeia to oloklhrmatoc Lebesgue orzontai oi qroi Lp (meletntai
sto epmeno keflaio). Oi qroi auto enai oi shmantikteroi qroi sunartsewn
kai pazoun spoudao rlo se louc to kldouc tc Anlushc.
O Henri Lebesgue (1875-1941) parousase th jewra tou se mi seir ap rjra thn perodo 1899-1902. Sth sunqeia asqoljhke me th sqsh oloklrwshc
kai paraggishc kai me efarmogc to oloklhrmatc tou stic seirc Fourier. Sthn anptuxh tc jewrac to oloklhrmatoc Lebesgue sunbalan epshc oi Borel,
Vitali, Levi, Fatou, Young kai lloi. H eisagwg tou oloklhrmatoc Lebesgue
dwse terstia jhsh sthn Anlush ston 20o aina. H istora twn majhmatikn
iden pou odghsan sto oloklrwma Lebesgue parousizetai leptomerc sto biblo
[T.Hawkins, Lebesgues Theory of Integration: Its Origins and Developments, 2nd
edition, Chelsea 1975].
Akoloujntac to [2], parousisame th jewra to oloklhrmatoc Lebesgue
basizmenoi stic aplc sunartseic. Parmoiec parousiseic pou lec odhgon
sthn dia jewra uprqoun se la ta uploipa bibla tc Bibliografac.
'Ena shmantik mroc thc jewrac to Lebesgue afor th sqsh paraggishc
kai oloklrwshc kai th morf pou parnei to Jemelidec Jerhma to Logismo
me qrsh to oloklhrmatoc Lebesgue. Sto jma aut emfanzetai me ousiastik
trpo h nnoia tc apluthc sunqeiac. Ed den jxame kajlou aut ta jmata
kajc pisteoume ti antimetwpzontai kaltera se metaptuqiak eppedo. Prapmpoume, loipn, sto [3] kai sto [W. Rudin, Real and Complex Analysis, 3rd edition,
McGrow-Hill 1987].
Oi sunartseic kai enai ap tic pio shmantikc eidikc sunartseic. Emfanzontai se mi plhjra majhmatikn problhmtwn kai qoun melethje exantlhtik ep ainec. Oi kai epektenontai analutik se tpouc to migadiko epipdou kai pazoun spoudao rlo kai sth Migadik Anlush. H migadik sunrthsh

81

 enai exairetik shmantik kai sth Jewra Arijmn. H perfhmh eikasa to Riemann gia tic rzec thc paramnei anoikt ap to 19o aina kai enai na ap ta pi
shmantik kai dkola anoikt problmata twn Majhmatikn. Perisstera gia tic
sunarseic autc uprqoun sta [1], [7], kajc kai sta bibla gia eidikc sunartseic, pwc to [N.N. Lebedev, Special Functions and Their Applcations, Dover Publ.
1972]. Istorik stoiqea uprqoun sto rjro [P.J. Davis, Leohnard Eulers integral: A historical profile of the gamma function, Amer. Math. Monthly 66 (1959),
849-869] kai sto biblo [H.M. Edwards, Riemanns Zeta Function, Academic Press
1969].

82

Keflaio 4

Oi qroi Lp
4.1 Orismo kai basikc idithtec
'Eqoume dh orsei to qro L1 . Enai o qroc lwn twn oloklhrsimwn
sunartsewn f : R R. Sto keflaio aut ja orsoume kai ja meletsoume
louc toc qrouc Lp , 0 < p .
An f enai mi metrsimh sunrthsh orismnh sto E R kai 0 < p < ,
jtoume
Z
1/p
p
kf kp =
|f |
.
E

Orismc 4.1.1 'Estw ti 0 < p < kai ti E enai na metrsimo uposno-

lo to R. Lme ti mi metrsimh sunrthsh f : E R ankei sto qro

Lp (E), an |f |p L1 (E), dhlad an
Z
|f |p < .
E

An E = R, grfoume Lp (E) = Lp . Gia thn posthta kf kp qrhsimopoiontai

epshc oi sumbolismo kf kLp kai kf kLp (E) .

Prtash 4.1.2 Upojtoume ti 0 < p < , f, g Lp (E) kai c R. Tte

(a) cf Lp (E) kai kcf kp = |c| kf kp .
(b) kf kp = 0 an kai mno f = 0 ...
(g) f + g Lp (E).

Apdeixh.
To (a) prokptei mesa ap to orism. To (b) enai mesh sunpeia thc
83

Prtashc 3.3.6. To (g) isqei diti

|f + g|p |max{|f |, |g|} + max{|f |, |g|}|p = (2 max{|f |, |g|})p

= 2p max{|f |p , |g|p } 2p (|f |p + |g|p ).

Pardeigma 4.1.3 Kje fragmnh metrsimh sunrthsh orismnh se na

snolo E peperasmnou mtrou, ankei ston Lp (E). Prgmati, stw ti h f
enai metrsimh sto E , m(E) < kai |f | M sto E . Tte gia 0 < p < ,

Z
|f |p

kf kp =

1/p

M m(E)1/p < .

Pardeigma 4.1.4 'Estw 0 < r < . Jewrome th sunrthsh f (x) = xr ,

x (0, ). Jtoume epshc g = f (0,1) kai h = f (1,) . Gia p = 1/r, isqei
Z

Z
g p = lim

(R)

Epshc gia p 6= 1/r,

Z
Z
p
(R) g = lim
R

1
dx = .
x

1
g = lim
0 1 pr
p

1
pr1

R
Epomnwc to genikeumno oloklrwma Riemann (R) R g p uprqei an kai mno
an p < 1/r. Ap to Jerhma 3.5.4 (d), h g ankei ston Lp an kai mno an
p < 1/r. Epplon gia p < 1/r, kgkp = (1 pr)1/p .
Paromowc gia thn h qrhsimopoiome to Jerhma 3.5.4 (a) kai brskoume
ti h h ankei ston Lp an kai mno an p > 1/r. Gia ttoia p, isqei khkp =
(rp 1)1/p .
H f den ankei ston Lp (0, ) gia kanna p, diti an f Lp (0, ) tte
g Lp kai h Lp .

Pardeigma 4.1.5 Jewrome th sunrthsh

1
f (x) =
, x (0, ).
x(1 + | log x|)
Ja dexoume ti f L2 ((0, )). Prpei na dexoume ti
Z
dx
< .
x(1 + | log x|)2
0
84

Grfoume

dx
=
x(1 + | log x|)2

Z
0

Z 2
Z
dx
dx
dx
+
+
.
2
2
x(1 log x)
x(1 + log x)2
1 x(1 + log x)
2

To oloklrwma

Z
(R)
1

enai peperasmno diti

Gia to oloklrwma

dx
x(1 + log x)2

1
1
.
2
x(1 + log x)
x
Z
2

dx
x(1 + log x)2

ergazmaste wc exc: Prta parathrome ti

1
1

x(1 + log x)2

x(log x)2
kai sth sunqeia knontac thn allg metablhtc u = log x, diapistnoume
ti to oloklrwma
Z
dx
(R)
x(log x)2
2
R
enai peperasmno. 'Ara to (R) 1 f enai peperasmno. Ap to Jerhma
3.5.4 sumperanoume ti
Z
1
< .
x(1 + log x)2
1

R1
Gia to oloklrwma 0 f qrhsimopoiome pli to Jerhma 3.5.4 kai knoume
R1
thn allag metablhtc
u = 1/x h opoa angei to oloklrwma (R) 0 f sto
R
oloklrwma (R) 1 f , to opoo qoume dh meletsei.

4.2 Oi anisthtec Holder kai Minkowski

Lmma 4.2.1 An a 0, b 0 kai 0 < < 1, tte
(4.1)

a b1 a + (1 )b.

Isthta isqei an kai mno an a = b.

85

Apdeixh.
An b = 0, h (4.2.1) enai profanc. Upojtoume loipn ti b > 0. Jtoume
t = a/b. H (4.1) grfetai t t 1 . Jewrome th sunrthsh (t) =
t t. H qei mgisto mno sto shmeo t = 1. 'Ara (t) (1) = 1
me isthta an kai mno an t = 1.

Jerhma 4.2.2 (Anisthta H

older) Upojtoume ti 1 < p < kai 1/p+
1/q = 1, dhlad q = p/(p1). An f Lp (E) kai g Lq (E), tte f g L1 (E)
kai

(4.2)
kf gk1 kf kp kgkq .
Apdeixh.
Perptwsh 1: kf kp = 0 kgkq = 0.
Tte f = 0 .. g = 0 .. kai h anisthta (4.2) enai profanc.
Perptwsh 2: kf kp = kgkq = 1.
Efarmzoume to Lmma 4.2.1 me a = |f (x)|p , b = |g(x)|q kai = 1/p, kai
parnoume
1
1
|f (x)g(x)| |f (x)|p + |g(x)|q , x E.
p
q
Oloklhrnoume sto E kai prokptei
Z
Z
1
1
1
1
p
kf gk1
|f | +
|g|q = kf kpp + kgkqq
p E
q E
p
q
1 1
=
+ = 1 = kf kp kgkq .
p q
Perptwsh 3: Genik perptwsh.
Jewrome tic sunartseic F = f /kf kp , G = g/kgkq . Isqei kF kp = kGkq =
1. Efarmzoume thn Perptwsh 2:

kF Gk1 =

kf gk1
kF kp kGkq = 1.
kf kp kgkq

'Ara

kf gk1 kf kp kgkq .

Gia p = q = 2, h anisthta H
older grfetai
Z
1/2 Z
1/2
Z
2
2
|f g|
f
g
E

kai onomzetai anisthta Cauchy-Schwarz.

86

Jerhma 4.2.3 (Anisthta Minkowski) An 1 p < kai f, g

Lp (E), tte f + g Lp (E) kai

(4.3)

kf + gkp kf kp + kgkp .

Apdeixh.
Ap thn Prtash 4.1.2 enai gnwst ti f + g Lp (E). An f + g = 0 ..,
h anisthta enai profanc. Epshc, an p = 1, tte h (4.3) enai tetrimmnh:
Z
Z
Z
Z
kf + gk1 =
|f + g| (|f | + |g|) =
|f | +
|g| = kf k1 + kgk1 .
E

Upojtoume loipn ti 1 < p < kai ti h f + g den enai isodnamh me

th mhdenik sunrthsh. Jtoume q = p/(p 1). Lgw thc anisthtac H
older,
Z
Z
kf + gkpp =
|f + g|p =
|f + g| |f + g|p1
E
ZE
Z
p1

|f | |f + g|
+
|g| |f + g|p1
E

Z
p

|f |

(p1)q

1/q

|f + g|

Z
p

1/p Z
1/p Z

|g|
E

(p1)q

1/q

|f + g|
E

= kf kp kf + gkp1
+ kgkp kf + gkp1
p
p .
Diairome me kf + gkp1
kai prokptei h (4.3).
p

Oi anisthtec H
older kai Minkowski enai ap tic shmantikterec sthn
Anlush. H anisthta Minkowski lei ti h kf kp ikanopoie th trigwnik
anisthta gia 1 p < kai epomnwc, pwc ja dome sthn epmenh pargrafo, oi qroi Lp kajstantai normiko qroi. H anisthta H
older enai
exairetik
R eqrhsth kai qrsimh. Mpore na qrhsimopoihje gia kje oloklrwma R F , arke na gryoume thn F sth morf F = f g kai na epilxoume
p, q ste q = p/(p 1), f Lp , g Lq . Se pollc periptseic, h xupnh
paragontopohsh F = f g kai h katllhlh epilog to p enai to kleid tc
apdeixhc shmantikn jewrhmtwn.

4.3 H plhrthta twn qrwn Lp

Jumzoume ton orism to normiko qrou. 'Estw X nac dianusmatikc
qroc pnw sto sma R. Mi sunrthsh x 7 kxk ap to X sto [0, )
87

onomzetai nrma, an qei tic akloujec trec idithtec:

(a) kxk = 0 an kai mno an x = 0.
(b) kcxk = |c| kxk, x X, c R.
(g) kx + yk kxk + kyk, x, y X (trigwnik anisthta).
'Enac dianusmatikc qroc efodiasmnoc me nrma onomzetai normikc
qroc.
'Estw ti 1 p < kai E M. An do sunartseic to Lp (E) enai
sec .., tte tic tautzoume kai tic jewrome sec. Me th smbash aut,
lgw thc Prtashc 4.1.2 kai thc anisthtac Minkowski, h kf kp ikanopoie
tic idithtec (a), (b), (g). Epomnwc o Lp (E) enai normikc qroc.
H parapnw tautopohsh twn .. swn sunartsewn gnetai austhr
wc exc: 'Opwc qoume de, h sqsh f g (dhl. f = g ..) enai sqsh
isodunamac. Orzoume Lp (E) na enai to snolo twn klsewn isodunamac.
O Lp (E) ekola gnetai dianusmatikc qroc. Gia pardeigma, to jroisma
do klsewn orzetai na enai h klsh to ajrosmatoc do antiprospwn
twn klsewn. Ston Lp (E), orzoume th nrma

Z
kf kp =

1/p

|f |

, 1 p < ,

qrhsimopointac nan antiprswpo f . Epeid oi .. sec sunartseic qoun sa oloklhrmata, enai faner ti h nrma enai kal orismnh kai
ikanopoie tic idithtec (a), (b), (g). Sthn prxh den anafermaste se klseic isodunamac all aplc qeirizmaste tic .. sec sunartseic wc sec.
Kje normikc qroc X enai kai metrikc me apstash (metrik) d(x, y) =
kx yk. Me qrsh thc metrikc mporome na orsoume sto X lec tic nnoiec
thc Metrikc Topologac (sfairikc perioqc, shmea sussreushc, sgklish kai sunqeia
P sunartsewn, sgklish akoloujin kai seirn klp). Lme
ti mi seir
n=1
Pxn sto X sugklnei apoltwc an h seir (jetikn pragmatikn arijmn)
n=1 kxn k sugklnei.
'Estw {fn } mi akolouja ston Lp (E). Lme ti h {fn } sugklnei ston
Lp (E) proc mi sunrthsh f Lp (E) an

lim kfn f kp = lim dp (fn , f ) = 0.

Ja apodexoume ti oi qroi Lp enai qroi Banach, dhlad plreic normiko

qroi. Jumzoume ti nac normikc qroc X onomzetai plrhc an kje
88

akolouja Cauchy sto X enai sugklnousa. Qrsimo enai to akloujo

kritrio plhrthtac.

Lmma 4.3.1 'Enac normikc qroc X enai plrhc an kai mno an kje
apoltwc sugklnousa seir sto X sugklnei.

Apdeixh.
P
Upojtoume prta ti o X enai plrhc kai ti h seir
n=1 xn enai apoltwc
PN
sugklnousa. Jtoume SN = n=1 xn . Tte gia N > M ,

kSN SM k

N
X

kxn k 0, tan M, N .

n=M +1

'Ara h akolouja {SN } enai Cauchy, epomnwc kai sugklnousa.

Antistrfwc, upojtoume ti kje apoltwc sugklnousa seir sto X
sugklnei. 'Estw {xn } mi akolouja Cauchy sto X . Efarmzontac ton orism thc akoloujac Cauchy gia = 1/2, 1/8, 1/16, . . . , brskoume fusikoc
arijmoc n1 < n2 < . . . tsi ste

n, m nj , kxn xm k <

1
, j = 1, 2, . . . .
2j

Jtoume y1 = xn1 kai yj = xnj xnj1 gia j > 1. Tte

X
j=1

X
1
kyj k ky1 k +
= ky1 k + 1 < .
2j
j=1

P
Epomnwc h seir
j=1 yj enai apoltwc sugklnousa, ra kai sugklnousa.
Pk
'Omwc j=1 yj = xnk . 'Ara h {xn } pou enai akolouja Cauchy qei sugklnousa upakolouja {xnk }. Tte kai h dia h {xn } enai sugklnousa; aut
apodeiknetai ekola pwc kai gia akoloujec sto R.

Jerhma 4.3.2 (Riesz-Fisher) An 1 p < kai E M, o qroc Lp (E)

enai qroc Banach.

Apdeixh.
Prpei na apodexoume ti o Lp (E) enai plrhc. Ja qrhsimopoisoume to
Lmma 4.3.1. 'Estw {fn } mi akolouja ston Lp (E) me

kfn kp = B < .

n=1

89

Jloume na dexoume ti h seir

GN =

N
X

n=1 fn

|fn | kai

sugklnei ston Lp (E). Jtoume

G=

n=1

|fn |.

n=1

Ap thn anisthta Minkowski,

kGN kp

N
X

kfn kp

n=1

kfn kp = B < , N N.

n=1

'Etsi to Jerhma Montonhc Sgklishc dnei

Z
Z
Z
Gp = ( lim GpN ) = lim
GpN = lim kGN kpp B p .
E N

N E

p (E) ki epomnwc h G enai .. peperasmnh sto E . Aut shmanei

'Ara G LP
P
ti h seir
n=1 fn sugklnei .. sto E . Jtoume F =
n=1 fn . Profanc
p
|F | G. 'Ara F L (E). Epiplon

p
N

fn (2G)p L1 (E).
F

n=1

Efarmzoume tra to Jerhma Kuriarqomenhc Sgklishc:

p
p Z

p
Z
N
N
N

X
X
X

lim F
fn = lim
fn =
lim F
fn = 0.
F

N
N E
E N
n=1

'Ara h seir

n=1

n=1 fn

n=1

sugklnei ston Lp (E) proc th sunrthsh F .

Mi akolouja sunartsewn mpore na sugklnei shmeiak all na mh

sugklnei ston Lp . Mpore epshc na sugklnei ston Lp all na mh sugklnei
shmeiak.

Pardeigma 4.3.3 H akolouja fn = (n,n+1) sugklnei shmeiak sto R

proc th mhdenik sunrthsh. 'Omwc gia kje p [1, ) kai kje n N,
kfn kp = 1.

Pardeigma 4.3.4 Jewrome thn akolouja sunartsewn fn : R R me

f1 = [0,1] ,
f2 = [0,1/2] ,

f3 = [1/2,1] ,

f4 = [0,1/4] ,

f5 = [1/4,1/2] ,

f8 = [0,1/16] ,

f9 = [1/16,2/16] ,
90

f6 = [1/2,3/4] ,
.........

f7 = [3/4,1] ,

Ekola upologzoume ti
Z
1
|fn | = k ,
2
R

tan 2k n < 2k+1 .

'Ara h {fn } sugklnei ston L1 proc th mhdenik sunrthsh. H {fn } den sugklnei shmeiak sto R kai mlista h akolouja arijmn {fn (x)} den sugklnei
gia kanna x [0, 1] diti uprqoun peira n gia ta opoa fn (x) = 0 kai
peira n gia ta opoa fn (x) = 1.
An fn f .. kai |fn | g Lp , tte |fn f | 2g kai to Jerhma
Kuriarqomenhc Sgklishc dnei kfn f kp 0, dhlad fn f ston Lp .
Ap thn llh meri, h sgklish ston Lp sunepgetai thn .. sgklish mic
upakoloujac, pwc deqnei to akloujo.

Jerhma 4.3.5 An fn f ston Lp (E), tte uprqei upakolouja {fnk }

ttoia ste fnk f ...

Apdeixh.
Ap thn upjesh, limn kfn f kp = 0. Efarmzontac ton orism to
orou gia = 1/2, 1/4, 1/8, . . . , sumperanoume ti uprqei upakolouja {fnk }
ttoia ste
1
k N, kfnk f kpp < k .
2
Ap to Jerhma Levi,
!
Z X
Z

X
X
p
kfnk f kpp
|fnk f |
=
|fnk f |p =
E

k=1

k=1 E

X
k=1

'Ara h seir

k=1 |fnk

k=1

1
= 1 < .
2k

f |p sugklnei ... Epomnwc fnk f ...

4.4 O qroc L
Orismc 4.4.1 'Estw f : E R mi metrsimh sunrthsh. Lme ti h f

ankei sto qro L (E), an uprqei M 0 ttoio ste |f | M .. sto E .

O qroc L (E) enai o qroc twn ousiastik fragmnwn sunartsewn
sto E . Jtoume L = L (R).
91

'Estw f L (E). Tte to snolo

S = {M 0 : m({|f | > M }) = 0}
den enai to ken. Jtoume s = inf S . Tte ete S = (s, ), ete S = [s, ).
Ja dexoume ti s S , dhlad S = [s, ). Isqei

{|f | > s} =

{|f | > s +

n=1

1
}
n

kai

1
}) = 0, n N.
n
'Ara m({|f | > s}) = 0. Epomnwc s S , dhlad to snolo S qei elqisto.
Jtoume
kf k = min{M 0 : m({|f | > M }) = 0}.
m({|f | > s +

O arijmc autc onomzetai ousiastik supremum thc f . An f L (E),

tte to snolo A = {|f | > kf k } qei mtro mhdn. 'Etsi an orsoume
f1 = f E\A , tte f f1 kai

kf k = kf1 k = sup |f1 |.

Dhlad kje ousiastik fragmnh sunrthsh f enai isodnamh me mi fragmnh sunrthsh f1 . To ousiastik supremum tc f enai so me to supremum
tc f1 . Epshc enai faner ti an f L (E) kai A E me m(A) = 0, tte

kf k sup |f |.
E\A

Jerhma 4.4.2 O qroc L (E) efodiasmnoc me thn k k enai normikc

qroc.

Apdeixh.
'Estw ti c R, f L (E). Ekola diapistnoume ti kcf k = |c|kf k .
An kf k = 0, tte
m({|f | > 0}) = 0.
Sunepc f = 0 ... Kai gia tic ousiastik fragmnec sunartseic knoume
th smbash ti du sunartseic pou enai .. sec jewrontai sec.
Tloc apodeiknoume ti h k k ikanopoie thn trigwnik anisthta. An
f, g L (E), tte jewrome sunartseic f1 , g1 ttoiec ste f1 f , g1 g ,
kai kf k = sup |f1 |, kgk = sup |g1 |. Tte f + g f1 + g1 kai

kf +gk = kf1 +g1 k sup(|f1 |+|g1 |) sup |f1 |+sup |g1 | = kf k +kgk .
92

To epmeno jerhma lei ti h sgklish ston

omoimorfh sgklish.

tautzetai me thn ..

Jerhma 4.4.3 Dnontai sunartseic f, fn L (E), n = 1, 2, . . . . H

akolouja {fn } sugklnei ston L (E) proc thn f an kai mno an uprqei
o f sto E \ A.
snolo A E ttoio ste m(A) = 0 kai fn
Apdeixh.
Jtoume gn = fn f , An = {|gn | > kgn k }, n N kai A = n An . Isqei
m(An ) = 0, n N. 'Ara m(A) = 0. An fn f ston L (E), tte

sup |fn f | = sup |gn | sup |gn | = kgn k = kfn f k 0, tan n .

E\A

E\A

E\An

o f sto E \ A.
'Ara fn
o f se na snolo E \ A me m(A) = 0.
Antistrfwc, upojtoume ti fn
Tte

kfn f k sup |fn f | 0, tan n .

E\A

'Ara fn f ston L (E).

Jerhma 4.4.4 O L (E) enai qroc Banach .

Apdeixh.
'Estw {fn } mi akolouja Cauchy ston L (E). Jewrome ta snola Ak =
{|fk | > kfk k } kai Bn,m = {|fn fm | > kfn fm k }, k, n, m N. 'Estw
A h nwsh lwn autn twn sunlwn. Tte m(A) = 0. 'Estw > 0. Tte
uprqei no N ttoio ste

m, n no , kfn fm k < .
Epomnwc

m, n no , x E \ A |fn (x) fm (x)| < .

Ap to kritrio omoimorfhc sgklishc to Cauchy, h {fn } sugklnei
omoimorfa sto E\A proc mi sunrthsh f . Epeid lec oi fn enai fragmnec
sto E \ A, h f enai ki aut fragmnh sto E \ A. 'Ara f L (E). Lgw
to Jewrmatoc 4.4.3, fn f ston L (E).

93

4.5

Jewrmata prosggishc

Sthn pargrago aut ja apodexoume merik jewrmata prosggishc gia

sunartseic stouc qrouc Lp . Pi sugkekrimna ja dexoume ti gia mi
sunrthsh f Lp , 1 p < , uprqei mi llh sunrthsh g pou enai aplosterh qei epiplon idithtec (apl, klimakwt, suneqc) kai h
apstash ston Lp metax f kai g enai so mikr jloume. Ttoiou edouc
jewrmata enai exairetik qrsima se polloc kldouc tc Anlushc (armonik, sunarthsiak k.a.).

Jerhma 4.5.1 'Estw f Lp [a, b], 1 p < . Gia kje > 0, uprqei
apl sunrthsh ttoia ste

kf kp < .
Apdeixh.
Ap to Jerhma 2.5.1 uprqoun axousec akoloujec jetikn apln sunart(1)
(2)
sewn {n } kai {n } ttoiec ste

+
(1)
n f ,
(1)

(2)
n f

sto

[a, b].

(2)

Jtoume n = n n , n N. H {n } enai akolouja apln sunartsewn

0 sto [a, b] kai
kai |n | |f |, n N. Epshc |n f |p

|n f |p 2p |f |p L1 [a, b].
Ap to Jerhma Kuriarqomenhc Sgklishc,
Z
lim
|n f |p = 0.
n [a,b]

'Ara gia dojn > 0, uprqei no N ttoio ste n no ,

Z
p
kn f kp =
|n f |p < p .
[a,b]

Jtoume = no kai qoume k f kp < .

Ja dexoume tra ti mi sunrthsh pou ankei sto qro Lp [a, b] mpore

na proseggiste sto qro aut ap mi klimakwt sunrthsh. Jumzoume
ti mi sunrthsh : [a, b] R onomzetai klimakwt an uprqei diamrish
P = {a = xo , x1 , . . . , xm = b} ttoia ste h na enai stajer se kajna
ap ta diastmata (xi1 , xi ). Oi klimakwtc sunartseic apotelon mi eidik
kathgora apln sunartsewn.
94

Jerhma 4.5.2 'Estw f Lp [a, b], 1 p < . Gia kje > 0, uprqei

klimakwt sunrthsh ttoia ste

kf kp < .
Apdeixh.
Bma 1: Apodeiknoume prta to Jerhma tan f = E , pou E na
metrsimo uposnolo to [a, b]. 'Estw > 0. Lgw to Jewrmatoc 1.4.4,
uprqei anoikt snolo A ttoio ste E A kai m(A \ E) < p /2p . To A
enai arijmsimh nwsh xnwn anoiktn diasthmtwn (aj , bj ). Epomnwc
(4.4)

X
p
m(A) =
(bj aj ) = m(E) + m(A \ E) < m(E) + p .
2
j=1

H seir

j=1 (bj

aj ) sugklnei. 'Ara uprqei fusikc N ttoioc ste

(bj aj ) <

j=N +1

p
.
2p

'Estw h qarakthristik sunrthsh to sunlou N

j=1 (aj , bj ). Profanc
h enai klimakwt sunrthsh. Qrhsimopointac thn anisthta Minkowski
kai thn (4.4), blpoume ti

kE kp kE A kp + kA kp

1/p
m(A \ E)1/p + m
j=N +1 (aj , bj )

+ = .
<
2 2
Bma 2: Sto Bma aut ja apodexoume to jerhma gia f apl sunrthsh.
'Estw
n
X
f=
aj Ej
j=1

h kanonik parstash tc f . 'Estw > 0. Ap to Bma 1, uprqoun klimakwtc sunartseic j , j = 1, 2, . . . , n ttoiec ste

kEj j kp < Pn

j=1 |aj |

Jtoume

n
X
j=1

95

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

aj j .

H enai klimakwt sunrthsh kai isqei

kf kp

n
X

|aj | kEj j kp < .

j=1

Bma 3: Tloc apodeiknoume to jerhma gia tuqosa f Lp [a, b]. 'Estw

> 0. Ap to Jerhma 4.5.1, uprqei apl sunrthsh me kf kp < /2.
Ap to Bma 2, uprqei klimakwt sunrthsh me k kp < /2. 'Ara

kf kp kf kp + k kp < .

Jerhma 4.5.3 'Estw f Lp [a, b], 1 p < . Gia kje > 0, uprqei

suneqc sunrthsh g ttoia ste

kf gkp < .
Apdeixh.
'Estw > 0. Ap to Jerhma 4.5.2, uprqei klimakwt sunrthsh ttoia
ste kf k < /2. Jtoume

M = sup{|(x)| : x [a, b]}.

Kataskeuzoume me ton profan trpo mi tmhmatik afinik suneq sunrthsh
g : [a, b] R me

m ({x [a, b] : (x) 6= g(x)}) <

p
4M

kai |g(x)| M . Tte

Z
k gkp =

!1/p
p

| g|
[a,b]

((2M )p m( 6= g))1/p < .

2

'Ara

kf gkp kf kp + k gkp < .

96

Jerhma 4.5.4 'Estw f Lp (E), pou E M kai 1 p < . Gia kje

> 0, uprqei suneqc sunrthsh g h opoa enai sh me 0 xw ap na

fragmno disthma kai isqei
kf gkLp (E) < .
Apdeixh.
Epektenoume thn f sto R jtontac f = 0 sto R \ E . Diakrnoume do
periptseic:
Perptwsh 1: Uprqei kleist disthma [a, b] ttoio ste f = 0 sto
R \ [a, b].
'Estw > 0. Lgw to Jewrmatoc 4.5.3, uprqei suneqc sunrthsh
h : [a, b] R me

kf hkLp [a,b] < .

2

(4.5)
'Estw

M = max{|h(x)| : x [a, b]}.

Ja kataskeusoume tra suneq sunrthsh g : R R tropopointac thn
h. 'Estw > 0 mikrc jetikc arijmc. H g orzetai wc exc:
(a) g = 0 sto R \ [a, b].
(b) g = h sto [a + , b ].
(g) H g enai afinik se kajna ap ta diastmata [a, a + ], [b , b] kai
epshc enai suneqc sto R.
O arijmc epilgetai arket mikrc tsi ste

Z
kh gkLp [a,b] =

1/p

|h g|
a

((2M )p 2)1/p < .

2

Telik qoume

Z
kf gkLp (E) =

1/p

|f g|

|f g|
E[a,b]

!1/p
|f g|p

!1/p
p

[a,b]

= kf gkLp [a,b]

kf hkLp [a,b] + kh gkLp [a,b] < .

'Etsi to Jerhma apodeqjhke sthn Perptwsh 1.
Perptwsh 2: Den uprqei kleist disthma [a, b] ttoio ste f = 0 sto
R \ [a, b].
97

'Estw > 0. Jewrome thn akolouja sunarsewn fn = f [n,n] . Isqei

fn Lp (E), n N, |fn |p |f |p L1 (E) kai fn f sto E . Ap to
Jerhma Kuriarqomenhc Sgklishc,
Z
Z
lim
|fn |p =
|f |p .
n E

Ap thn 'Askhsh 4.6.9, fn f sto qro Lp (E), dhlad kfn f kLp (E) 0.
Epilgoume no arkontwc meglo ste na qoume

kf fno kLp (E) < .

2
Ap thn Perptwsh 1, uprqei suneqc sunrthsh g : R R h opoa enai
sh me 0 xw ap to disthma [no , no ] kai

kfno gkLp (E) < .

2
Telik loipn

kf gkLp (E) kf fno kLp (E) + kfno gkLp (E) < .

4.6 Askseic
4.6.1 An f Lp kai E M, dexte ti o periorismc tc f sto E ankei sto qro

Lp (E).

4.6.2 'Estw f (x) = 1/x. Exetste gia poi p (0, ), sunartseic f, f (0,1) ,
f (1,) , f [1,2] ankoun ston Lp .
4.6.3 'Estw f (x) = x1/2 (1 + | log x|)1 . Dexte ti f Lp (0, ) an kai mno an

p = 2.

4.6.4 'Estw f Lp , 0 < p < . Dexte ti gia > 0, isqei

m({|f | > })

kf kp

p
< .

4.6.5 T lei to Lmma 4.2.1 gia = 12 ?

4.6.6 Dexte ti sthn anisthta Holder, isthta isqei an kai mno an uprqoun
pragmatiko c1 , c2 , qi kai oi do soi me to mhdn, ttoioi ste c1 |f |p = c2 |g|q ...
98

4.6.7 Exetste pte isqei h isthta sthn ansthta Minkowski.

Updeixh: H apnthsh enai diaforetik gia p = 1 kai gia 1 < p < .
4.6.8 'Estw E M me m(E) < . 'Estw f : E R metrsimh sunrthsh.
Jtoume
En = {n 1 |f | < n}, n N.
Dexte ti f Lp (E), 0 < p < an kai mno an

np m(En ) < .

n=1

4.6.9 Upojtoume ti 1 p < , fn , f Lp kai fn f ... Dexte ti

kfn f kp 0 kfn kp kf kp .
Updeixh: 'Askhsh 3.7.16

4.6.10 An 1 < p < , q = p/(p 1), fn f ston Lp kai gn g ston Lq , dexte

ti fn gn f g ston L1 .

4.6.11 An fn f ston Lp (E) kai fn g .. sto E , tte f = g .. sto E .

4.6.12 Dnontai metrsimo snolo E me m(E) < kai arijmo r, s me 0 < r <
s < .
(a) An h f : E R enai metrsimh sunrthsh, dexte ti
kf kr kf ks m(E)1/r1/s .
(b) Dexte ti Ls (E) Lr (E).
(g) Dexte ti Ls ([0, 1]) 6= Lr ([0, 1]).

4.6.13 'Estw ti 0 < p < . Orzoume

(
f (x) =

0,
x 0,
x1/p (1 + | log x|)2/p , x > 0.

Dexte ti f Lp \ Lq gia q 6= p.

4.6.14 'Estw ti 0 < p < q < . Brete sunartseic f Lp \ Lq kai g Lq \ Lp .

4.6.15 'Estw 1 p < . Brete sunartseic f, g Lp ttoiec ste f g / Lp .
4.6.16 'Estw ti 0 < p < q < r < . Dexte ti kje f Lq grfetai wc

jroisma mic sunrthshc to Lp kai mic sunrthshc to Lr .

Updeixh: An E = {|f | > 1}, g = f E kai h = f E c .

99

4.6.17 Dexte ti an f Ls Lr , 0 < r < s < , tte f Lp gia kje p [r, s].
4.6.18 (a) Dexte ti L (E) L1 (E) an kai mno an m(E) < .

(b) Dexte ti an m(E) < kai f L (E), tte

kf k = lim kf kp .
p

Updeixh: An 0 < s < kf k kai A = {|f | > s}, tte kf kp sm(A)1/p s.

4.6.19 An 1 < p < , q = p/(p 1) kai f Lp , dexte ti |f |p1 Lq kai

k|f |p1 kq = kf kp1
.
p

4.6.20 'Estw ti 1 < p < .

(a) An f L Lp , dexte ti f Lq gia kje q > p.
(b) An f L Lp , kf k = limq kf kq .
4.6.21 Upojtoume ti m(E) = 1 kai f Lp (E) gia kpoio p > 0. Dexte ti
Z
log kf kp

log |f |.
E

4.6.22 Apodexte thn akloujh genkeush thc anisthtac Holder: An p1 , p2 , . . . , pn

enai jetiko arijmo me jroisma so me 1 kai f1 , f2 , . . . , fn metrsimec sunartseic
sto E , tte

pj
Z
n
n Z
Y
Y
pj

|fj |

|fj |
.
E

j=1

j=1

4.6.23 Apodexte mi akmh genkeush thc anisthtac Holder: An 1 p, q, r <

kai r1 = p1 + q 1 kai f Lp , g Lq , tte
kf gkr kf kp kgkq .

4.6.24 Apodexte thn akloujh anisthta to Liapounov: An 1 p, q < ,

0 1 kai r = p + (1 )q , tte
(1)q
.
kf krr kf kp
p kf kq

4.6.25 Dexte ti an {fn } enai akolouja ston Lp , 1 p < , kai kfn kp 1 kai

fn f .., tte f Lp kai kf kp 1.

4.6.26 Dexte ti an h sunrthsh f enai omoimorfa suneqc sto R kai f Lp

gia kpoio p [1, ), tte

lim f (x) = lim f (x) = 0.

100

4.6.27 'Estw ti 1 p < . Brete suneq, mh fragmnh sunrthsh f Lp .

4.6.28 Dexte ti an f, g L , tte f g L kai
kf gk kf k kgk .

4.6.29 'Estw E R me m(E) < . 'Estw p [1, ). Dexte ti L (E)

Lp (E). Dexte ti an f L , tte kf kp m(E)11/p kf k .

4.6.30 Dnontai sunartseic f L (E) kai g Lp (E), 1 p < . Dexte ti

f g Lp (E) kai kf gkp kf k kgkp . Exetste pte isqei h isthta.

4.6.31 Upojtoume ti fn f ston Lp , 1 p < kai ti {gn } enai mi

akolouja ston L me kgn k 1 kai gn g ... Dexte ti fn gn f g ston Lp .

4.6.32 Dnetai akolouja

sunartsewn {n } me tic idithtec:
R
(a) n L1 (R) kai R n = 1 gia kje n N.
(b) n 0 gia kje n N.
(g) Gia kje > 0,
Z
lim

Dexte ti gia p > 1,

n = 0.
{|t|<}

lim kn kp = .

4.6.33 'Estw f : R R metrsimh sunrthsh. H sunrthsh katanomc tc f

enai h sunrthsh f : (0, ) [0, ] me
f () = m({|f | > }).
Dexte ti
(a) H f enai fjnousa kai suneqc ap dexi.
(b) An |f | |g|, tte f g .

(g) An {fn } enai mi akolouja metrsimwn sunartsewn ttoia ste fn

f sto R
kai h akolouja sunartsewn {|fn |} enai axousa, tte h akolouja sunartsewn
{fn } enai axousa kai sugklnei shmeiak sth f .
(d) An 1 p , tte
Z
Z
p
|f | = p
p1 f () d.
R

Updeixh: Apodexte to (d) prta gia aplc sunartseic qrhsimopointac ton orism tc sunrthshc katanomc. Met prosggish kai Jerhma Montonhc Sgklishc.

4.6.34 'Estw {fn } mi akolouja sunartsewn me fn f sto qro Lp [a, b],

1 p < . 'Estw {gn } mi akolouja metrsimwn sunartsewn ttoia ste

|gn | C gia kje n N kai gn g .. sto [a, b]. Dexte ti fn gn f g ston
Lp [a, b].

101

4.6.35 ? 'Estw f L1 . Gia t R, h metafor tc f kat t enai h sunrthsh

ft (x)
R = f (xR + t), x R. Dexte ti:
(a) R f = R ft .
(b) An h g enai mi fragmnh metrsimh sunrthsh, tte
Z
lim |g(f ft )| = 0.
t0

(g) Isqei

Z
lim

|f ft | = 0.

t0

4.6.36 An 1 p < kai f enai mi metrsimh sunrthsh sto R, jtoume

[f ]p =

1/p
sup p f ()

>0

O qroc Lpw (asjenc Lp ) apoteletai ap tic sunartseic f gia tic opoec [f ]p <
. Dexte ti an f Lp , tte f Lpw kai [f ]p kf kp . Dexte epshc ti h
sunrthsh f (x) = x1/p (0,) ankei ston Lpw all qi ston Lp .

4.6.37 (a) Dexte ti gia 1 < p < kai a, b 0,

ap + bp (a + b)p 2p1 (ap + bp ).
(b) Dexte ti gia 0 < p < 1 kai a, b 0,

ap + bp (a + b)p 2p1 (ap + bp ).

Updeixh: Jewrste th sunrthsh (1 + x)p /(1 + xp ), x [0, 1].

4.6.38 ? Gia 0 < p < 1, dexte ti:

(a) O Lp enai dianusmatikcR qroc.

(b) H sunrthsh dp (f, g) = R |f g|p enai metrik ston Lp .
(g) O Lp enai plrhc metrikc qroc.
R
(d) 'Estw
ti p1 + q 1 = 1 (q < 0!). An f Lp kai f, g 0 kai 0 < R g q < ,
R
tte R f g kf kp kgkq .
(e)An f, g Lp kai f, g 0, tte kf + gkp kf kp + kgkp .
(st) An E, F enai do xna, metrsima snola me peperasmno, jetik mtro, tte

kE + F kp > kE kp + kF kp .
(z) An f, g Lp , tte kf + gkp 21/p (kf kp + kgkp ).

4.6.39 ? 'Estw ti E = [0, 1], 0 < p < 1 kai f L1 (E). Dexte:

(a) Rf Lp (E).
(b) RE log |f | log kf kp .
(g) ( E |f |p R 1)/p log kf kRp .
(d) limp0 ( E |f |p 1)/p
R = E log |f |.
(e) limp0 kf kp = exp( E log |f |).

102

4.6.40 ? Dexte ti an f L1 [a, b] kai f 6= 0 .. sto [a, b], tte

lim

p0+

1
ba

!1/p
|f |p

= exp

1
ba

!
log |f | .

4.6.41 Dexte ti to Jerhma 4.5.1 enai isodnamo me thn Prtash: 'Estw f

Lp [a, b], 1 p < . Uprqei akolouja apln sunartsewn {n } ttoia ste
Z

lim

|f n |p = 0.

Diatupste kai apodexte anlogec protseic isodnamec me ta jewrmata 4.5.24.5.4.

4.6.42 Dexte me antipardeigma ti to Jerhma 4.5.3 den isqei gia p = .

4.7 Shmeiseic
Oi qroi Lp pazoun pol shmantik rlo se polloc kldouc tc sgqronhc
Anlushc. O L2 tan o prtoc pou meletjhke lgw tc shmasac tou sth jewra
tn seirn Fourier. H plhrthta to L2 apodeqjhke to 1907 ap touc E. Fischer
kai F. Riesz. H apdeixh aut uprxe nac ap toc prtouc jrimbouc tc jewrac
to Lebesgue. H basik jewra twn qrwn Lp anaptqjhke ap ton Riesz to 1910.
H anisthta to Holder apodeqjhke anexrthta ap touc Holder kai Rogers.
To klasik biblo [G.Hardy, J.Littlewood, G. Polya, Inequalities, Cambridge Univ. Press 1952] periqei pollc sqetikc anisthtec. Mi apdeixh tc anisthtac
Holder me Migadik Anlush uprqei sto rjro [L.A.Rubel, A complex-variables
proof of Holders inequality, Proc. Amer. Math. Soc. 15 (1964), 999].
Perisstera gia touc qrouc Lp uprqoun sta bibla [10], [3], [7] kajc kai
sto biblo [E.H.Lieb, M.Loss, Analysis, 2nd edition, Amer. Math. Soc. 2001].

103

104

Keflaio 5

Afhrhmnh jewra mtrou

kai oloklrwshc
5.1

-'Algebrec

Orismc 5.1.1 'Estw X na mh ken snolo. 'Ena mh ken snolo A uposunlwn

to X onomzetai lgebra sto X , an qei tic idithtec:

(a) An E A, tte E c := X \ E A.
(b) An E1 , E2 A, tte E1 E2 A.

Orismc 5.1.2 'Estw X na mh ken snolo. 'Ena mh ken snolo A uposunlwn

to X onomzetai -lgebra sto X , an qei tic idithtec:
(a) An E A, tte E c A.
(b) An Ek A gia kje k N, tte
k=1 Ek A.

Pardeigma 5.1.3 'Estw X na mh ken snolo. Ta snola P(X) kai {, X}

enai -lgebrec sto X .

Pardeigma 5.1.4 To snolo M twn metrsimwn uposunlwn to R enai -lgebra

sto R.

Pardeigma 5.1.5 'Estw X na uperarijmsimo snolo. To snolo

A = {E X : E to pol arijmsimo E c to pol arijmsimo}
enai -lgebra. H idithta (a) enai profanc. An Ek A, tte ete la ta
Ek enai to pol arijmsima, opte kai h nws touc, ete na toulqiston enai
uperarijmsimo, ac pome to E1 . Tte to E1c enai to pol arijmsimo. Epeid
c
c

(
k=1 Ek ) E1 , to (k=1 Ek ) enai to pol arijmsimo kai sunepc k=1 Ek A.
'Ara h A qei kai thn idithta (b).

105

Pardeigma 5.1.6 'Estw A mi -lgebra sto snolo X . 'Estw X1 A, X1 6= .

To snolo A1 = {E X1 : E A} enai -lgebra sto X1 .

Ekola apodeiknetai ti h tom mic oikogneiac -algebrn sto snolo X

enai -lgebra sto X .

Prtash 5.1.7 'Estw X na mh ken snolo. An E enai na mh ken snolo

uposunlwn to X , tte uprqei mi elqisth -lgebra A me E A.
Apdeixh.
'Estw to snolo twn -algebrn pou periqoun to E. To den enai ken
diti E P(X), dhlad P(X) . Jtoume
\
M(E) =
A.
A

To M(E) enai -lgebra kai E M(E). Epiplon, an A enai mi -lgebra me

E A, tte M(E) A.

H -lgebra M(E) onomzetai -lgebra pou pargetai ap to E.

Prtash 5.1.8 An E kai F enai mh ken snola uposunlwn to X kai E M(F),

tte M(E) M(F).

Apdeixh.
H M(F) enai -lgebra kai E M(F ). H M(E) enai h elqisth -lgebra me
E M(E). 'Ara M(E) M(F).

Pardeigma 5.1.9 'Estw E to snolo lwn twn anoiktn sunlwn to R. H lgebra M(E) onomzetai Borel -lgebra kai sumbolzetai me B. H B enai

loipn h elqisth -lgebra pou periqei la ta anoikt snola sto R. Kje

snolo pou ankei sth B onomzetai snolo Borel. Enai faner ti kje F
snolo kai kje G snolo enai snolo Borel. Epeid kje anoikt snolo enai
metrsimo, o orismc tc B sunepgetai ti kje snolo Borel enai metrsimo.

Prtash 5.1.10 Jewrome ta aklouja snola uposunlwn to R.

(a) E1 = {(a, b) : a < b}.

(b) E2 = {[a, b] : a < b}.
(g) E3 = {(a, b] : a < b}.
(d) E4 = {[a, b) : a < b}.
(e) E5 = {(a, ) : a R}.
(st) E6 = {(, a) : a R}.
(z) E7 = {[a, ) : a R}.
(h) E8 = {(, a] : a R}.
Isqei M(Ej ) = B gia j = 1, 2, . . . , 8.

106

Apdeixh.
Ja apodexoume mno ti M(E1 ) = B. Ta uploipa afnontai gia skhsh.
Epeid E1 B, h Prtash 5.1.8 sunepgetai M(E1 ) B. Gia to antstrofo
ergazmaste wc exc: Kje anoikt disthma thc morfc (, a) ankei sthn
M(E1 ) diti (, a) = n (n, a). Paromowc, kje anoikt disthma thc morfc
(a, ) ankei sthn M(E1 ). An tra A enai tuqao anoikt uposnolo to R, tte
to A grfetai san arijmsimh nwsh anoiktn diasthmtwn tc morfc (, a)
(a, ) (a, b). 'Ara A M(E1 ). Ap thn Prtash 5.1.8, B M(E1 ).

Pardeigma 5.1.11 Sumbolzoume me B to snolo lwn twn uposunlwn to R

pou qoun mi ap tic akloujec morfc:
E, E {}, E {}, E {, },
pou E B. To snolo B enai -lgebra sto R. H B enai h -lgebra pou
pargetai ap ta anoikt snola to R.

5.2 H nnoia to mtrou

Orismc 5.2.1 'Estw A mi -lgebra sto snolo X . Mi sunolosunrthsh :
A [0, ] onomzetai mtro sto X an qei tic idithtec:

(a) () = 0,
(b) An {Ej } enai mi akolouja ap xna snola thc A, tte

[
X

Ej =
(Ej ).
j=1

j=1

H trida (X, A, ) onomzetai qroc mtrou.

H idithta (b), h opoa onomzetai arijmsimh prosjetikthta, sunepgetai
thn peperasmnh prosjetikthta: An {Ej }, j = 1, 2, . . . , n enai xna snola
thc A, tte

n
n
[
X

Ej =
(Ej ).
j=1

j=1

An gia na mtro sto X , isqei (X) < , to onomzetai peperasmno mtro.

Epeid gia kje E A, (X) = (E) + (E c ), an to enai peperasmno, tte
(E) < . An X =
n=1 En me En A kai (En ) < , tte to onomzetai -peperasmno. 'Enac qroc mtrou (X, A, ) me (X) = 1 lgetai qroc
pijanthtac; to lgetai mtro pijanthtac.

Pardeigma 5.2.2 To mtro Lebesgue m : M [0, ] enai na -peperasmno

all qi peperasmno mtro sto R. An periorsoume to m sth -lgebra B, to
m : B [0, ] enai -peperasmno all qi peperasmno mtro sto R.
107

Pardeigma 5.2.3 Ac enai X na mh ken snolo kai p na stoiqeo to X . Orzoume th sunrthsh p : P(X) [0, ] me
(
0, an p
/ E,
p (E) =
1, an p E.

To enai mtro sto X kai onomzetai mtro Dirac shmeiak mza.

Pardeigma 5.2.4 An E enai na peperasmno uposnolo to N, subolzoume me

card(E) ton arijm twn stoiqewn to E . Sto P(N) orzoume th sunrthsh
(
card(E), an to E enai peperasmno,
(E) =
, an to E enai peiro.

To enai na -peperasmno mtro sto N kai onomzetai mtro arjmhshc.

Pardeigma 5.2.5 'Estw (X, A, ) nac qroc mtrou. 'Estw F na mh ken snolo sthn A. Jewrome th -lgebra AF = {F E : E A} kai orzoume th
sunrthsh F : AF [0, ] me

F (A) = (A), A AF .
To F enai mtro sto F . Lme ti to F enai o periorismc to sto F .

Pardeigma 5.2.6 'Estw f : R R mi metrsimh, jetik sunrthsh. Gia E M,

orzoume

Z
f (E) =

f.
E

Qrhsimopointac apotelsmata tc 3.2 (Paratrhsh 3 kai Jerhma Levi), blpoume ti to f enai na mtro orismno sth -lgebra M.
Diaisjhtik, na mtro sto X enai mi katanom mzac pnw sto X . O arijmc (X) enai h sunolik mza. Sthn perptwsh thc shmeiakc mzac (Pardeigma
5.2.3), lh h mza enai sugkentrwmnh se na shmeo to X . Sto mtro arjmhshc
(Pardeigma 5.2.4), peirh mza enai omoimorfa katanemhmnh pnw sto N. Paromowc to mtro Lebesgue sto R katanmei omoimorfa peirh mza pnw sto R. To
mtro Lebesgue periorismno sto [0, 1] (bl. Pardeigma 5.2.5) katanmei sunolik
mza sh me 1 omoimorfa pnw sto [0, 1]. Sto Pardeigma 5.2.6, h sunrthsh f
pazei to rlo thc grammikc puknthtac.
Gia ta mtra pijanthtac, mi diaisjhtik ermhnea enai ti ekfrzoun thn pijanthta na sumbe kti. Bl. Askseic 5.6.17, 5.6.18.
Oi basikc idithtec twn mtrwn sunoyzontai stn paraktw prtash.

108

Prtash 5.2.7 'Estw (X, A, ) nac qroc mtrou.

(a) (Monotona) An E, F A kai E F , tte (E) (F ).P

(b) (Upoprosjetikthta) An {Ej } A, tte (

j=1 Ej )
j=1 (Ej ).
(g) (Sunqeia ap ktw) An {Ej } A kai E1 E2 . . . , tte (
j=1 Ej ) =
limj (Ej ).
(d) (Sunqeia ap pnw) An {Ej } A kai E1 E2 . . . kai (E1 ) < , tte
(
j=1 Ej ) = limj (Ej ).
Apdeixh.
(a) An E F , tte (F ) = (E) + (F \ E) (E).
(b) Jtoume F1 = E1 kai Fk = Ek \ (k1
j=1 Ej ) gia k 2. Ta Fk enai xna kai
nj=1 Ej = nj=1 Fj gia la ta n N. 'Ara, lgw to (a),

E
=

F
=
(F
)

(Ej ).
j
j=1 j
j=1 j
j=1

j=1

(g) Jtoume E0 = kai qoume

n
[
[
X
X

Ej = (Ej \ Ej1 ) =
(Ej \ Ej1 ) = lim
(Ej \ Ej1 )
j=1

j=1

lim

j=1
n
[

j=1

(Ej \ Ej1 ) = lim (En ).

n

j=1

(d) Jtoume Fj = E1 \ Ej kai parathrome ti F1 F2 . . . , (E1 ) =

(Fj ) + (Ej ) kai

j=1 Fj = E1 \ (j=1 Ej ). Efarmzoume to (g) kai prokptei

(E1 ) =
=

(
j=1 Ej ) + (j=1 Fj ) = (j=1 Ej ) + lim (Fj )
j

(
j=1 Ej )

+ lim [(E1 ) (Ej )].

j

Epeid (E1 ) < , mporome na to afairsoume opte prokptei to (d).

5.3 Metrsimec sunartseic

Orismc 5.3.1 'Estw A mi -lgebra sto snolo X . Mi sunrthsh f : X R

onomzetai A-metrsimh an gia kje R, to snolo {x X : f (x) > } ankei

sthn A.
An X = R kai A = M, tte oi A-metrsimec sunartseic enai akribc oi
Lebesgue metrsimec sunartseic pou meletsame sto Keflaio 2. Oi perissterec
ap tic idithtec twn Lebesgue metrsimwn sunartsewn isqoun kai gia tic Ametrsimec sunartseic.

109

'Opwc kai sta prohgomena keflaia, gia sunartseic f : X R kai R,

ja qrhsimopoiome to sumbolismoc {f > } = {x E : f (x) > }, {f },
{f < }, {f }, {f = } klp. H akloujh prtash apodeiknetai pwc akribc
kai h antstoiq thc sto Keflaio 2.

Prtash 5.3.2 'Estw A mi -lgebra sto snolo X . 'Estw f : X R mi

sunrthsh. Oi akloujec protseic enai isodnamec: (a) H f enai A-metrsimh.
(b) R, {f } A. (g) R, {f < } A. (d) R, {f } A.
Prtash 5.3.3 Ac enai A mi -lgebra sto snolo X kai f : X R mi
sunrthsh.
(a) An h f enai A-metrsimh, tte to snolo
E = {E R : f 1 (E) A}
enai -lgebra sto R kai B E.
(b) H f enai A-metrsimh an kai mno an gia kje E B, isqei f 1 (E) A.
Apdeixh.
(a) Epeid f 1 () = {x X : f (x) } = A, isqei E. Epshc, an E E,
tte f 1 (E) A. 'Ara f 1 (E c ) = (f 1 (E))c A. Epomnwc E c E. Tloc, an
1

(Ej ) A. 'Ara
Ej E, tte f 1 (Ej ) A kai sunepc f 1 (
j=1 Ej ) = j=1 f

j=1 Ej E. Dexame loipn ti h E enai -lgebra sto R.

'Estw tra A na anoikt uposnolo to R. An A = [, a), tte f 1 (A) =
{f < a} A ki epomnwc A E. An A = (a, ], tte f 1 (A) = {f > a} A
ki epomnwc A E. An A = (a, b), tte f 1 (A) = {f > a} {f < b} A
opte pli A E. Tloc an A enai na tuqao anoikt uposnolo to R, tte
to A enai arijmsimh nwsh diasthmtwn thc morfc pou mlic exetsame kai ra
A E. Epeid h B enai h -lgebra pou pargetai ap ta anoikt snola to R,
sumperanoume ti B E.
(b) 'Estw ti h f : X R enai A-metrsimh. Sto (a) apodexame ti B E.
Aut shmanei ti gia kje E B, isqei f 1 (E) A.
Antistrfwc, upojtoume ti gia kje E B, isqei f 1 (E) A. Efarmzoume thn upjesh gia E = [, a) kai prokptei ti {f < } = f 1 (E) A. 'Ara
h f enai A-metrsimh.

Stc akloujec protseic (X, A, ) enai nac qroc mtrou. Parajtoume tic
protseic qwrc apodexeic diti oi apodexeic enai moiec me tic apodexeic twn antstoiqwn protsewn to Kefalaou 2.

Prtash 5.3.4 'Estw f : X R mi sunrthsh. Upojtoume ti Xn enai to pol

arijmhsmou pljouc, xna an do snola tc A kai ti X =
n=1 Xn . Jewrome
tic -lgebrec An = {E Xn : E A}, n = 1, 2, . . . , kai upojtoume ti gia
kje n, o periorismc gn := f |Xn enai An -metrsimh sunrthsh. Tte h f enai
A-metrsimh.

110

Prtash 5.3.5 An oi sunartseic f kai g enai A-metrsimec, tte ta snola

{f < g}, {f g} kai {f = g} ankoun sthn A.
Prtash 5.3.6 An c R kai oi sunartseic f, g enai A-metrsimec, tte oi
sunartseic cf, f + g, f g enai A-metrsimec.

Prtash 5.3.7 An {fn } enai mi akolouja pragmatikn sunartsewn pou enai lec A-metrsimec, tte kai oi sunartseic supn fn , inf n fn , lim supn fn ,
lim inf n fn enai A-metrsimec.
Lme ti mi idithta isqei -sqedn panto ( ..) an to snolo twn
shmewn to X gia ta opoa den isqei qei mtro so me to 0. Oi sunartseic
f, g : E R onomzontai -isodnamec, an oi f kai g enai .. sec, dhlad
an ({f 6= g}) = 0. Lme ti mi akolouja sunartsewn {fn } sugklnei ..
proc th sunrthsh f , an uprqei snolo A X ttoio ste (A) = 0 kai h {fn }
sugklnei shmeiak proc thn f sto snolo X \ A.
Mi sunrthsh : X R onomzetai apl an enai A-metrsimh kai to snolo timn thc enai peperasmno. 'Estw mi apl sunrthsh me snolo timn
{a1 , a2 , . . . , an }. Ta snola Ai := { = ai }, i = 1, , 2, . . . , n, enai mh ken, Ametrsima kai xna an do. H mpore na grafe sth morf

n
X

ai Ai .

i=1

H parapnw parstash tc (me ai diaforetik an do kai Ai xna an do)

onomzetai kanonik parstash tc . To akloujo basik jerhma apodeiknetai pwc to antstoiq tou sto Keflaio 2.

Jerhma 5.3.8 Dnetai mi A-metrsimh sunrthsh f : X [0, ]. Uprqei

axousa akolouja apln sunartsewn {n } ttoia ste n

f sto X .

5.4 To oloklrwma
H jewra thc oloklrwshc sunartsewn pou orzontai se na qro mtrou anaptssetai me trpo parmoio me th jewra to oloklhrmatoc Lebesgue sto R. 'Etsi ja
anafroume me suntoma tuc basikoc orismoc kai ja parajsoume ta kuritera
jewrmata qwrc apodexeic.
'Estw (X, A, ) nac qroc mtrou. O orismc to oloklhrmatoc gnetai se
tra bmata:

111

Bma 1. Jetikc, aplc sunartseic.

An : X [0, ) enai mi apl sunrthsh me kanonik parstash

n
X

a j Aj ,

j=1

orzoume

Z
d =
X

n
X

aj (Aj ),

j=1

me th smbash 0 = 0. An to oloklrwma aut enai peperasmno, lme ti

L1 ().

Bma 2. Jetikc sunartseic.

Gia mi A-metrsimh sunrthsh f : X [0, ], orzoume

Z
Z
f d = sup{ d : 0 f, L1 (), apl}.
X

RAn

f d < , tte grfoume f L1 (). Gia E A, orzoume

d.

X
f E
X

R
E

f d =

Bma 3. Genik perptwsh.

Gia mi A-metrsimh sunrthsh f : X R gia thn opoa toulqiston mi ap tic

f + kai f ankei ston L1 (), orzoume
Z
Z
Z
f d =
f + d
f d.
X

An f + L1 () kai f L1 ()R, tte lme ti h f enai oloklhrsimh kai grfoume

f L1 (). To oloklrwma X fR d onomzetai oloklrwma
tc f wc proc to
R
mtro

.
'
A
lloi
sumbolismo
enai
f
(x)
d(x)
kai
f
(x)
(dx)
. An E A kai
X
X
R
|f
|
d
<

,
lme
ti
h
f
enai
oloklhrsimh
sto
E
.
An
h
f
enai
oloklhrsimh
E
R
R
sto E , orzoume E f = X f E .

Basikc idithtec to oloklhrmatoc

1. Grammikthta. An c R kai f, g L1 (), tte cf L1 (), f + g L1 () kai
Z
Z
Z
Z
Z
cf d = c
f d,
(f + g) d =
f d +
g d.
X

2. An f L1 (), tte h f enai .. peperasmnh.

R
R
3. An f, g L1 () kai f g .., tte X f d X g d.
4. An f, g L1 (), ta epmena enai isodnama:

112

R
R
R
(a) f = g ... (b) X |f g| d = 0. (g) E A, E f d = E g d.
5. Anisthta Chebyshev: An h f L1 (), tte
R
|f | d
0, ({|f | }) X
.

Jewrmata sgklishc
Jerhma 5.4.1 (Jerhma Montonhc Sgklishc) An 0 f1 f2 . . . enai

mi axousa akolouja A-metrsimwn sunartsewn sto X kai fn

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

Jerhma 5.4.2 (Beppo Levi) An fn : X [0, +), n N, enai mi akolouja

A-metrsimwn sunartsewn, tte
Z X

!
fn

d =

n=1

Z
X

fn d .

n=1

Jerhma 5.4.3 (Lmma to Fatou) 'Estw fn : X [0, +), n N, akolouja

A-metrsimwn sunartsewn. Tte
Z
Z
lim inf fn d lim inf
fn d.
X n

Jerhma 5.4.4 (Jerhma Kuriarqomenhc Sgklishc) Dnetai mi akolouja sunartsewn fn L1 (), n N. Upojtoume ti:

(a) fn
f .. sto X .
(b) Uprqei sunrthsh g L1 () ttoia ste n N kai gia sqedn kje
x X, |fn (x)| g(x). Tte f L1 () kai
Z
Z
f d = lim
fn d.
n

1
Jerhma 5.4.5
P 'Estw fn L (), n N. An

sunartsewn
Epiplon isqei

n=1

P R

n=1 X |fn | d < , tte h seir

fn sugklnei .. proc mi sunrthsh pou ankei ston L1 ().

Z X

!
fn

d =

n=1

Z
X
n=1

113

fn d.

Pardeigma 5.4.6 'Estw (N, P(N), ) o qroc to mtrou arjmhshc (bl. Pardeigma
5.2.4). Profanc kje sunrthsh f : N R enai P(N)-metrsimh. 'Estw f : N
[0, ) mi sunrthsh. Jewrome thn akolouja sunartsewn fm : N [0, ) me
(
f (x), an x {1, 2, . . . , m},
fm (x) =
= f (x){1,2,...,m} .
0,
an x {m + 1, m + 2, . . . }

Kajemi ap tic fm enai apl sunrthsh afo parnei peperasmnou pljouc timc.
Ekola mporome na gryoume thn fm sa grammik sunduasm qarakthristikn
sunartsewn:
m
X
fm (x) =
f (k){k} (x), x N.
k=1

Enai faner ti h akolouja {fm } enai axousa kai fm

f sto N. 'Etsi to
Jerhma Montonhc Sgklishc dnei

Z
f d =

lim

fm d = lim

lim

N
m
X

m
X

f (k) =

k=1

f (k)({k})

k=1

f (k).

k=1

Mi sunrthsh f : N R ankei ston L1 () an oi seirc

f + (k)

kai

k=1

sugklnoun isodnama, an

f d =
N

k=1

f (k)

k=1

|f (k)| < . S' aut thn perptwsh,

+

f (k)

k=1

f (k) =

k=1

f (k).

k=1

Pardeigma 5.4.7 Ac enai (X, A, ) nac qroc mtrou kai f : X [0, ) mi

A-metrsimh sunrthsh. Jewrome th sunolosunrthsh f : A [0, ] me
Z
f (E) =
f d, E A.
E

Ja dexoume ti to f enai mtro sto X . 'Estw {Ej } mi akolouja xnwn sunlwn

tc A. Lgw to Jewrmatoc Levi,

f
j=1 Ej =

Z
X

f j Ej d =

Z X

X j=1

f Ej d =

'Ara to f enai mtro sto X .

114

Z
X
j=1

f Ej d =

X
j=1

f (Ej ).

'Estw tra mi A-metrsimh sunrthsh g : X [0, ]. Ja dexoume ti

Z
(5.1)

Z
g df =

gf d.

Upojtoume arqik ti h g enai h qarakthristik sunrthsh enc sunlou E A.

Tte
Z
Z
Z
Z
gf d.
f d =
E df = f (E) =
g df =
X

'Ara h (5.1) isqei gia qarakthristikc sunartseic. Lgw grammikthtac to

oloklhrmatoc, h (5.1) isqei kai gia jetikc, aplc sunartseic. 'Estw tra
mi A-metrsimh, jetik sunrthsh g . Qrhsimopointac to Jerhma 5.3.8 brsk
oume axousa akolouja apln sunartsewn n me n
g sto X . To Jerhma
Montonhc Sgklishc, efarmozmeno du forc, dnei

gf d = lim

n f d = lim

n df =
X

g df .
X

'Etsi h (5.1) apodeqjhke.

Mi A-metrsimh sunrthsh g : X R ankei ston L1 (f ) an kai mno an
g f, g f L1 (). S' aut thn perptwsh,
+

g + df

g df =
X

g df =

g + f d

g f d =
X

gf d.
X

Pardeigma 5.4.8 Ac enai X na snolo kai p na shmeo to X . Jewrome to

mtro Dirac p sto X (bl. Pardeigma 5.2.3) kai mi sunrthsh f : X [0, ).
Profanc h f enai P(X)-metrsimh kai isqei

Z
(5.2)

f dp =
X

f dp +
{p}

f dp =
X\{p}

Z
f dp =

{p}

f {p} dp .

H sunrthsh f {p} parnei to pol do timc: 0 kai f (p). 'Ara enai apl kai mlista
isqei f {p} = f (p){p} . 'Etsi h (5.2) dnei

Z
(5.3)

Z
f dp =

f (p){p} dp = f (p)p ({p}) = f (p).

Epomnwc f L1 (p ).
Kje sunrthsh f : X R ankei ston L1 (p ) kai mlista

Z
f + dp

f dp =
X

f dp = f + (p) f (p) = f (p).

X

115

5.5

Proshmasmna mtra

Orismc 5.5.1 'Estw A mi -lgebra sto snolo X . Mi sunolosunrthsh :

A [, ] onomzetai proshmasmno mtro an qei tic idithtec:
(a) () = 0.
(b) To parnei to pol ma ap tic timc , .
(g) An {Ej } enai mi akolouja xnwn sunlwn tc A, tte

[
X
(5.4)

Ej =
(Ej ).
j=1

j=1

H trida (X, A, ) onomzetai qroc proshmasmnou mtrou.

Paratrhsh 5.5.2 1. Kje mtro enai kai proshmasmno mtro en to antstro-

fo den isqei.
2. To aristero mloc tc (5.4) enai anexrthto tc ditaxhc twn Ej . Epomnwc, an
to arister mloc tc (5.4) enai peperasmno, tte h seir sto dexi mloc sugklnei
apoltwc.

Pardeigma 5.5.3 An 1 , 2 enai mtra orismna sth -lgebra A kai na toulqiston enai peperasmno, tte to 1 2 enai proshmasmno mtro.

Pardeigma 5.5.4 Ac enai (X, A, ) nac qroc mtrou kai f : X R mi Ametrsimh sunrthsh ttoia ste ma toulqiston ap tic f + , f ankei ston L1 ().
Tte na toulqiston ap ta mtra f + , f enai peperasmno. 'Ara to f :=
f + f enai proshmasmno mtro sto X . Gia kje E A, isqei
Z
Z
Z
Z
+

f (E) = f (E) f (E) =

f d
f d =
(f f )d =
f d.
E

'Estw (X, A, ) nac qroc proshmasmnou mtrou. 'Ena snolo P A onomzetai jetik (gia to ) an gia kje snolo P1 P me P1 A, isqei (P1 ) 0.
'Ena snolo N A onomzetai arnhtik (gia to ) an gia kje snolo N1 N
me E A, isqei (E) 0. 'Ena snolo M A onomzetai mhdenik (gia to )
an gia kje snolo M1 M me M1 A, isqei (M1 ) = 0.

Lmma 5.5.5 (a) An to P enai jetik snolo kai A enai na uposnolo to P ,

tte kai to A enai jetik snolo.
(b) An P1 , P2 , . . . enai jetik snola, tte kai h nws touc enai jetik snolo.
Apdeixh.
To (a) enai mesh sunpeia to orismo to jetiko sunlou. Gia to (b) jewrome
jetik snola P1 , P2 , . . . kai jtoume Qn = Pn \ n1
j=1 Pj . Tte Qn Pn kai
sunepc ta Qn enai jetik snola. Epshc ta Qn enai xna kai n Pn = n Qn . An
E A kai E
n=1 Pn , tte

[
[
X
(E) = E
Qn =
(E Qn ) =
(E Qn ) 0.
n=1

n=1

116

n=1

Lmma 5.5.6 'Estw (X, A, ) nac qroc proshmasmnou mtrou. An E A kai

0 < (E) < , tte uprqei na jetik uposnolo P to E me (P ) > 0.
Apdeixh.
Ac upojsoume ti to E den periqei kanna jetik uposnolo austhr jetiko
mtrou. Kataskeuzoume akolouja fusikn arijmn {nj } kai akolouja {Ej } A
wc exc:
Afo to E den enai jetik, ja qei uposnolo me arnhtik mtro. Jtoume

n1 = min{n N : E1 E, E1 A, (E1 ) < 1/n}.

To E \ E1 den enai jetik snolo. 'Ara ja qei uposnola arnhtiko mtrou.
Jtoume

n2 = min{n N : E2 E \ E1 , E2 A, (E2 ) < 1/n}.

Suneqzontac epagwgik kataskeuzoume akoloujec {nj }, {Ej } ttoiec ste

nk+1 = min{n N : Ek+1 E \ kj=1 Ej , Ek+1 A, (Ek+1 ) < 1/n}.

Jtoume P = E \
j=1 Ej . 'Ara

(E) = (P ) +

(Ej ).

j=1

Epeid (Ej ) < 0 kai (E) > 0, isqei (PP

) > 0. Epshc,
P epeid (E) < , h

parapnw seir sugklnei apoltwc. 'Omwc j=1 1/nj < j=1 |(Ej )| < . 'Ara
limj 1/nj = 0. An dexoume ti to P enai jetik snolo, tte to E ja qei
jetik uposnolo, austrhr jetiko mtrou; topo. Mnei loipn na dexoume ti
to P enai jetik snolo. An to P den enai jetik, tte ja qei uposnolo B me
(B) < 0. Efson nj , mporome na brome fusik arijm k N ttoio ste
(B) < 1/(nk 1). 'Omwc

B P E \ k1
j=1 Ej
kai o nk enai o mikrteroc fusikc tsi ste to E \ k1
j=1 Ej na periqei snolo me
mtro mikrtero to 1/nk . 'Atopo.

Jerhma 5.5.7 (Dispashc to Hahn) 'Estw (X, A, ) nac qroc proshmasmnou mtrou. Uprqei na jetik snolo P kai na arnhtik snolo N ttoia ste
X = P N kai P N = . An P 0 , N 0 enai na llo ttoio zegoc, tte ta snola
P 4P 0 kai N 4N 0 enai mhdenik.

Apdeixh.
Qwrc blbh tc genikthtac upojtoume ti to den parnei thn tim . Jtoume

s = sup{(A) : A A, A jetik snolo}.

117

To enai jetik snolo. 'Ara s 0. Jewrome akolouja jetikn sunlwn {An }

tsi ste
s = lim (An )
n

kai jtoume

P =

An .

n=1

Ja dexoume ti (P ) = s. To P enai jetik snolo lgw to Lmmatoc

5.5.5. 'Ara (P ) s. Ap thn llh meri, pli lgw to Lmmatoc 5.5.5, epeid
P \ An P , to P \ An enai jetik snolo kai sunepc (P \ An ) 0. Epomnwc
gia kje n N,
(P ) = (An ) + (P \ An ) (An ).
Parnoume ria gia n kai prokptei (P ) s. 'Ara s = (P ) < .
Jtoume N = X \P . Ja dexoume ti to N enai arnhtik snolo. 'Estw E N .
Arke na dexoume ti (E) 0. An (E) > 0, tte ap to Lmma 5.5.6, uprqei
jetik snolo A E me (A) > 0. Ap to Lmma 5.5.5 to P A enai jetik
snolo kai epomnwc

s (P A) = (P ) + (A) = s + (A) > s.

'Atopo.
Brkame loipn na jetik snolo P kai na arnhtik snolo N ttoia ste
X = P N kai P N = . 'Estw P 0 , N 0 na llo ttoio zugoc. Isqei P \ P 0 P
kai P \P 0 N 0 . 'Ara to P \P 0 enai kai jetik kai arnhtik snolo, dhlad mhdenik.
Me moio trpo apodeiknetai ti kai to P 0 \ P enai mhdenik. Tloc to N 4N 0
enai mhdenik diti N 4N 0 = P 4P 0 .

H dipash X = P N , pou ta P, N enai xna snola, to P enai jetik kai to N

arnhtik, onomzetai dispash Hahn gia to proshmasmno mtro . H dispash
aut den enai genik monadik, all, pwc prokptei ap Jerhma Dispashc to
Hahn, kje llh ttoia dispash prokptei me metafor mhdenikn sunlwn ap
to P sto N kai ap to N sto P .
An upojsoume tra ti , enai do mtra sto X , orismna sthn dia lgebra A. Lme ti ta , enai amoibaa idizonta kai grfoume , an
uprqoun snola M, N A ttoia ste M N = , M N = X , (M ) = 0 kai
(N ) = 0. Dhlad, an ta , enai amoibaa idizonta, tte zone se xna snola.

Jerhma 5.5.8 (Dispashc to Jordan) An (X, A, ) enai nac qroc prosh-

masmnou mtrou, tte uprqoun monadik mtra + , sto X ttoia ste =

+ kai + .

118

Apdeixh.
'Estw X = P N mi dispash Hahn gia to . Orzoume

+ (E) = (E P )

kai

(E) = (E N ), E A.

Enai profanc ti = + kai + .

Tra gia th monadikthta: Ac upojsoume ti = + kai + .
Afo ta + , enai amoibaa idizonta, ja uprqoun snola E, F A ttoia
ste E F = , E F = X kai + (F ) = (E) = 0. Tte h X = E F enai mi
llh dispash Hahn gia to proshmasmno mtro . Ap to Jerhma Dispashc
to Hahn prokptei ti to snolo P 4E enai mhdenik gia to . 'Ara gia kje
A A,
+ (A) = + (A E) = (A E) = (A P ) = + (A)
kai paromowc = .

H isthta = + pou prokptei ap to Jerhma 5.5.8 onomzetai dispash Jordan gia to proshmasmno mtro . H olik metabol to enai to
mtro || := + + .

Pardeigma 5.5.9 Ac enai (X, A, ) nac qroc mtrou kai f : X R mi Ametrsimh sunrthsh ttoia ste ma toulqiston ap tic f + , f ankei ston L1 ().
Edame sto Pardeigma 5.5.4 ti h sunrthsh
Z
f (E) = f + (E) f (E) =
f d, E A,
E

enai proshmasmno mtro sto X . Jewrome ta snola P = {f 0} kai N = {f <

0}. Profanc isqei P N = X kai P N = . Epshc, an P1 P kai N1 N ,
tte
Z
Z
f (P1 ) =
f d 0 kai f (N1 ) =
f d 0.
P1

N1

'Ara to P enai jetik snolo kai to N enai arnhtik snolo gia to proshmasmno
mtro f . Epomnwc mi dispash Hahn gia to f enai h X = P N .
Enai faner ti f + = f P kai f = f N sto X . 'Ara
Z
Z

f (P ) =
f P d =
0 d = 0,
ZX
ZX
f + (N ) =
f + N d =
0 d = 0.
X

Sunepc ta mtra f + , f enai amoibaa idizonta. Sumperanoume loipn ti h

dispash Jordan gia to f enai h f = f + f .
H olik metabol to proshmasmnou mtrou f enai to mtro |f | = f + +f .
'Ara gia E A,
Z
Z
Z
|f |(E) = f + (E) f (E) =
f + d +
f d =
|f | d,
E

119

dhlad |f | = |f | . Telik loipn qoume

(f )+ = f + ,

(f ) = f ,

|f | = |f | .

Paratrhsh 5.5.10 Edame sta Paradegmata 5.5.4, 5.5.9 ti an (X, A, ) enai

nac qroc mtrou kai f : X R enai mi A-metrsimh sunrthsh ttoia ste ma
toulqiston ap tic f + , f ankei ston L1 (), tte h sunolosunrthsh
Z
f (E) = f + (E) f (E) =
f d, E A,
E

enai proshmasmno mtro sto X . Antistrfwc, ja dexoume ti kje proshmasmno

mtro sto X enai autc tc morfc. 'Estw na proshmasmno mtro sto X . 'Estw
X = P N mi dispash Hahn gia to . Jtoume = || kai f = P N . Tte
gia E A,
Z
Z
Z
+
f d =
(P N ) d + (P N ) d
E
E
E
Z
Z
Z
Z
+
=
P d
N d + +
P d
N d
E
E
ZE
Z E
+

=
d
d = (E) (E) = (E).
E

H oloklrwsh sunartsewn wc proc na proshmasmno mtro orzetai me ton

profan trpo: Jtoume

L1 () = L1 ( + ) L1 ( )
kai gia f L1 (), orzoume
Z

Z
+

f d =
X

f d .

f d
X

Ta proshmasmna mtra mporome na ta fantazmaste san katanomc hlektrikn fortwn (jetikn kai arnhtikn) msa se na sma X . O arijmc (X) enai
to sunolik forto. An X = P N enai mi dispash Hahn, to snolo P enai to
mroc to smatoc X pou periqei la ta jetik forta, en to N periqei la ta
arnhtik forta.

5.6 Askseic
5.6.1 'Estw A mi lgebra sto snolo X . Dexte ti A kai X A.
5.6.2 'Estw A mi -lgebra sto X . Dexte ti an E1 , E2 , A, tte
k=1 Ek

A.

120

5.6.3 Dexte ti h tom mic oikogneiac -algebrn sto snolo X enai -lgebra

sto X .

5.6.4 'Estw X na mh ken snolo kai A mi lgebra sto X . Dexte ti h A enai

-lgebra sto X an qei thn idithta:
An Ek A, k N kai ta Ek enai xna an do, tte
k=1 Ek A.
5.6.5 'Estw X na mh ken snolo kai A mi lgebra sto X . Dexte ti h A enai
-lgebra sto X an qei thn idithta:
An Ek A, k N kai E1 E2 . . . , tte
k=1 Ek A.
5.6.6 'Estw X na mh ken snolo. 'Estw E na mh ken uposnolo to X me
E 6= X . Brete th -lgebra pou pargetai ap to {E}.
5.6.7 Apodexte touc isqurismoc pou kname sto Pardeigma 5.1.11.
5.6.8 Apodexte thn Prtash 5.1.10.
5.6.9 Dexte ti to p to Paradegmatoc 5.2.3 enai prgmati mtro.
5.6.10 Dexte ti to to Paradegmatoc 5.2.4 enai prgmati -peperasmno

mtro.

5.6.11 'Estw (X, A, ) nac qroc mtrou. 'Estw F na mh ken snolo sthn A.
Orzoume th sunrthsh : A [0, ] me
(A) = (A F ), A A.
Dexte ti to enai mtro sto X . Dexte ti to enai peperasmno mtro an kai
mno an (F ) < .

5.6.12 'Estw X na uperarijmsimo snolo. Edame sto Pardeigma 5.1.5 ti to

snolo

A = {E X : E to pol arijmsimo E c to pol arijmsimo}

enai -lgebra. Orzoume sunrthsh : A {0, 1} me
(
0, an E to pol arijmsimo,
(E) =
1, an E c to pol arijmsimo.
Dexte ti to enai mtro sto X .

5.6.13 'Estw (X, A, ) nac qroc mtrou. Dexte ti an E, F A, E F kai

(E) < , tte
(F \ E) = (F ) (E).
121

5.6.14 'Estw (X, A, ) nac qroc mtrou. Dexte ti gia E, F A,

(E) + (F ) = (E F ) + (E F ).

5.6.15 Dexte ti an 1 , 2 , . . P
. , n enai mtra orismna sthn dia -lgebra A kai
n
a1 , a2 , . . . , an [0, ), tte to j=1 aj j enai epshc mtro orismno sthn A.
5.6.16 Dnontai qroi pijanthtac (X, A, j ), j N. Orzoume : A [0, ] me
(E) =

X
j (E)
j=1

2j

E A.

Dexte ti h trida (X, A, ) enai qroc pijanthtac.

5.6.17 Jewrome to snolo X = {1, 2, 3, 4, 5, 6}. Gia E X , orzoume (E) =

card(E)/6. Dexte ti h trida (X, P(X), ) enai qroc pijanthtac.
5.6.18 'Estw E na metrsimo uposnolo to R me 0 < m(E) < . 'Estw ME
to snolo twn metrsimwn uposunlwn to E . Gia F ME , orzoume (F ) =
m(F )/m(E). Dexte ti h trida (E, ME , ) enai qroc pijanthtac.
5.6.19 'Estw A mi -lgebra sto snolo X . 'Estw : A [0, ] mi sunrthsh
me tic idithtec:
(I1) () = 0,
(I2) An E1 , E2 A kai E1 E2 = , tte (E1 E2 ) = (E1 ) + (E2 ).
(a) Dexte ti to enai mtro an kai mno an enai suneqc ap ktw; (bl. Prtash
5.2.7).
(b) An (X) < , dexte ti to enai mtro an kai mno an enai suneqc ap pnw;
(bl. Prtash 5.2.7).
5.6.20 'Estw A mi -lgebra sto snolo X . 'Estw : A [0, ] mi sunrthsh
me tic idithtec:
(I1) () = 0.
(I2) An E1 , E2 A kai E1 E2 = , tte (E1 E2 ) = (E1 ) +P(E2 ).

(I3) An {En } mi akolouja sunlwn tc A, tte (

n=1 En )
n=1 (En ).
Dexte ti to enai mtro sto X .
5.6.21 (a) 'Estw {an } mi akolouja me an 0 gia kje n N. Orzoume
sunrthsh : P(N) [0, ] me
X
() = 0 kai (E) =
an , E 6= .
nE

Dexte ti to enai -peperasmno mtro sto N.

(b) 'Estw (N, P(N), ) qroc mtrou. Dexte ti uprqei akolouja {an } me an 0
gia
P kje n N, ttoia ste gia kje mh ken uposnolo E to N, isqei (E) =
nE an .

122

o
5.6.22 Dnetai akolouja sunartsewn fn L1 () me fn
f sto X . Dexte ti

an to enai peperasmno mtro, tte

Z
Z
lim
fn d =
f d.
n

5.6.23 Ac enai (X, A, ) nac qroc mtrou kai f : X [0, ) mi A-metrsimh

sunrthsh. Jewrome to mtro f to Paradegmatoc 5.4.7. Dexte ti f (E) =
0, E A an kai mno an h f enai .. sh me th mhdenik sunrthsh.
5.6.24 'Estw (X, A, ) nac qroc peperasmnou mtrou. Dexte ti:
(a) An E, F A kai (E4F ) = 0, tte (E) = (F ).
(b) Orzoume E F , an (E4F ) = 0. Tte h enai sqsh isodunamac sto
snolo A.
(g) Gia E, F A, orzoume (E, F ) = (E4F ). Tte isqei
(E, G) (E, F ) + (F, G).

5.6.25 Brete na qro mtrou (X, A, ), na snolo E A me (E) = 0 kai na

uposnolo B to E me B
/ A.
5.6.26 'Estw (X, A, ) nac qroc mtrou. To onomzetai hmipeperasmno an
gia kje E A me (E) = , uprqei F A me F E kai 0 < (F ) < .
(a) Dexte ti kje -peperasmno mtro enai hmipeperasmno.
(b) Dexte ti an to enai hmipeperasmno kai an E A me (E) = , tte gia
kje C > 0 uprqei F A me F E kai C < (F ) < .
5.6.27 'Estw (X, A, ) nac qroc mtrou. Orzoume o : A [0, ] me
o (E) = sup{(F ) : F E, F A, (F ) < }.
Dexte ti:
(a) To o enai hmipeperasmno mtro.
(b) An to enai hmipeperasmno, tte = o . (Updeixh: 'Askhsh 5.6.26(b) ).
(g) Uprqei mtro sto X me timc mno 0 kai ttoio ste = o + .

5.6.28 'Estw A mi -lgebra sto snolo X . Dexte ti an kje sunrthsh

f : X R enai A-metrsimh, tte A = P(X) kai antistrfwc.
5.6.29 Dnontai -lgebra A sto snolo X , A-metrsimh sunrthsh f : X R
kai jetikc arijmc k . Dexte ti h sunrthsh

f (x), an |f (x)| k,
fk (x) = k,
an f (x) > k,

k, an f (x) < k.
enai A-metrsimh.

123

5.6.30 Dexte ti kje montonh sunrthsh f : R R enai B-metrsimh.

5.6.31 An h f enai fragmnh kai A-metrsimh sto X , dexte ti uprqei axousa
o
akolouja apln sunartsewn {n } ttoia ste n
f sto X .
5.6.32 'Estw A -lgebra sto snolo X . An h f : X R enai A-metrsimh kai
h g : R R enai B-metrsimh, dexte ti h g f enai A-metrsimh.
5.6.33 ? 'Estw f : [0, 1] [0, 1] h sunrthsh to Cantor. Jtoume g(x) = f (x)+x.

(a) Dexte ti h g apeikonzei amfimontima to [0, 1] ep to [0, 2].

(b) Dexte ti h g 1 enai suneqc sto [0, 2].
(g) Dexte ti an C enai to snolo tou Cantor, tte m(g(C)) = 1.
(d) Epeid to snolo g(C) qei jetik mtro, ja periqei na mh metrsimo snolo
A. Dexte ti to snolo g 1 (A) enai metrsimo all qi Borel.
(e) Dexte ti uprqei metrsimh sunrthsh F kai suneqc sunrthsh G sto R
ttoiec ste h F G den enai metrsimh.

5.6.34 An 1 , 2 enai mtra kai f L1 (1 ) L1 (2 ), dexte ti f L1 (1 + 2 )

kai

Z
f d(1 + 2 ) =
X

Z
f d1 +

f d2 .
X

5.6.35 'Estw (X, A, ) qroc peperasmnou mtrou. 'Estw f mi A-metrsimh

sunrthsh. Dexte ti an to rio
Z
lim
f n d
n

uprqei kai enai peperasmno, tte enai so me ({f = 1}).

5.6.36 Dnontai mtro sto snolo X kai sunrthsh f L1 () me f > 0. Dexte

ti

Z
f 1/n d = (X).

lim

5.6.37 'Estw (X, A, ) nac qroc proshmasmnou mtrou. 'Estw E A. Dexte

ti ||(E) = 0 an kai mno an gia kje E1 E me E1 A, isqei (E1 ) = 0.
5.6.38 Dexte ti an enai proshmasmno mtro kai enai mtro, tte
|| ( + kai ).

5.6.39 Brete na mtro sto R tsi ste m .

5.6.40 Jewrome to proshmasmno mtro f to Paradegmatoc 5.5.4 kai na
snolo E A. Dexte ti to E enai jetik snolo an kai mno an f 0 ..
sto E .
124

5.6.41 'Estw na proshmasmno mtro sto snolo X . Dexte ti an <

(X) < , tte ta mtra ||, + , enai peperasmna.
5.6.42 Dexte ti an enai na proshmasmno mtro kai , enai mtra ttoia
ste = , tte + kai .
5.6.43 Du proshmasmna mtra 1 , 2 den parnoun thn tim . Dexte ti
|1 + 2 | |1 | + |2 |.
Updeixh: 'Askhsh 5.6.42.
5.6.44 'Estw na proshmasmno mtro sth -lgebra A. Dexte ti an to den
parnei tic timc , , tte enai fragmno, dhlad uprqei M > 0 ttoio ste
E A, |(E)| M .
5.6.45 'Estw (X, A, ) qroc proshmasmnou mtrou. Dexte ti:
(a) An {En } enai axousa akolouja sunlwn tc A, tte

!
[
En .
lim (An ) =
n

n=1

(b) An {En } enai fjnousa akolouja sunlwn tc A kai (E1 ) 6= , tte

!
\
lim (An ) =
En .
n

n=1

5.6.46 'Estw o periorismc to mtrou Lebesgue sto disthma [0, 2]. 'Estw
f (x) = sin x, x [0, 2]. Gia to proshmasmno mtro f , brete th dispash Hahn,
th dispash Jordan kai thn olik metabol.
5.6.47 'Estw (X, A, ) qroc proshmasmnou mtrou. Swst Ljoc?
(a) Gia E A, (E) = 0 an kai mno an ||(E) = 0.
(b) 'Ena snolo E A enai kai jetik kai arnhtik an kai mno an ||(E) = 0.
(g) 'Ena snolo E A enai jetik an kai mno an (E) 0.
(d) 'Ena jetik snolo den qei kanna arnhtik uposnolo.
(e) An na arnhtik snolo qei na jetik uposnolo A, tte (A) = 0.
5.6.48 'Estw (X, A, ) qroc proshmasmnou mtrou. Dexte ti:
(a) L1 () = L1 (||).
(b) An f L1 (), tte
Z
Z

f d
|f | d||.

(g) An E A,

||(E) = sup f d : |f | 1 .
E

125

5.6.49 Dnontai qroc proshmasmnou mtrou (X, A, ) kai snolo E A. Dexte

ti:

+ (E)
(E)
||(E)

= sup{(F ) : F A, F E},
= inf{(F ) : F A, F E},

n
X

= sup
|(Ej )| : n N, E1 , E2 , . . . , En A xna, E = nj=1 Ej .

j=1

5.6.50 Brete na qro proshmasmnou mtrou me do diaforetikc diaspseic

Hahn.

5.7 Shmeiseic
O Lebesgue anptuxe th jewra pou frei to nom tou tso sthn pragmatik eujea
so kai se eukledeiouc qrouc megalterhc distashc. H afhrhmnh jewra mtrou
kai oloklrwshc anaptqjhke sth dekaeta to 1910 ap touc J. Radon, M. Frechet,
K. Karajeodwr, kai llouc. H jewra aut brsketai sth bsh tc sgqronhc
Anlushc. Metax polln llwn efamogn thc enai kai h axiwmatik jemelwsh
tc jewrac Pijanottwn h opoa gine ap ton A. Kolmogorov to 1933.
Sto keflaio aut kname mno mi sntomh eisagwg sth jewra aut. O
anagnsthc mpore na bre perisstero ulik se proptuqiak eppedo sta bibla [6],
[10]. Se metaptuqiak eppedo uprqei to exairetik sggramma to G. Folland [3].

126

Bibliografa
[1] T. Apostol, Mathematical Analysis. Second Edition. Addison-Wesley Publ.
1974.
[2] N. L. Carothers, Real Analysis. Cambridge Univ. Press 2000.
[3] G. B. Folland, Real Analysis. Second Edition, Wiley 1999.
[4] W. J. Kaczor, M.T. Nowak, Problems in Mathematical Analysis I, II, III.
American Mathematical Society 2000.
[5] H. L. Royden, Real Analysis. Third Edition. McMillan 1988.
[6] W. Rudin, Principles of Mathematical Analysis. Third Edition. McGraw-Hill
1976.
[7] K. Stromberg, An Introduction to Classical Real Analysis. Wadsworth 1981.
[8] R. L. Wheeden and A. Zygmund, Measure and Integral. Marcel Dekker 1977.
[9] P. Xenikkhc, Pragmatik Anlush. Deterh 'Ekdosh. Ekd. Zth 1999.
[10] P. Xenikkhc, Jewra Mtrou kai Oloklrwshc. Jessalonkh 1991.

127

Euretrio
lgebra 105
anisthta trigwnik 88, 92
anisthta Cauchy-Schwarz 86
anisthta Chebyshev 49, 113
anisthta Holder 86, 98, 100, 100, 103
anisthta Jensen 79
anisthta Liapounov 100
anisthta Minkowski 87, 99
apl sunrthsh 38, 111
arnhtik snolo 116
axwma epilogc 27
arijmsimh prosjetikthta 3, 14, 107
arijmsimh upoprosjetikthta 5, 109
asjenc Lp 102
dispash Hahn 118
dispash Jordan 119
disthma 1, 12
epektetamno 32
eidikc sunartseic 81
eikasa to Riemann 82
epektetamnh sunrthsh 32
epektetamno disthma 32
eswterik mtro Lebesgue 25, 28
exwterik mtro Lebesgue 4
jetik snolo 116
Jerhma
kuriarqomenhc sgklishc 56,
113
montonhc sgklishc 50, 113
paraggishc to Lebesgue 27
fragmnhc sgklishc 58
Egorov 35, 44
Fatou 27
Levi 53, 113
Luzin 36
Riesz-Fisher 89
isodnamec sunartseic 31, 42, 111

128

kanonik parstash 39, 111

Karajeodwr 28,126
kritrio oloklhrwsim. to Lebesgue
27
Lmma to Fatou 53, 113
metafor sunrthshc 81
metrsimh sunrthsh 29, 33, 109
metrsimo snolo 8
metrik puknthta 26
mtro 1, 107
arjmhshc 108
hmipeperasmno 123
peperasmno 107
proshmamno 116
-peperasmno 107
pijanthtac 107
Dirac 108
Lebesgue 14
mhdenik snolo 116
mh metrsimo snolo 19, 27
mkoc 1
monotona mtrou 109
nrma 88
normikc qroc 88
plrhc 89
olik metabol 119
oloklrwma 111
oloklrwma Lebesgue 45
oloklrwma Riemann 61
genikeumno 63
oloklhrsimh sunrthsh 45, 48, 54
ousiastik supremum 92
ousiastik fragmnh sunrthsh 91
pardoxo Banach-Tarski 27
periorismc mtrou 108
proshmasmno mtro 116

prosjetikthta 21, 107

shmeiak mza 108
-lgebra 105
sgklish apoltwc 88
sgklish kat mtro 43
sgklish ston Lp 88, 99
sgklish sqedn omoimorfa 44
sgklish sqedn panto omoimorfh 93
sgklish sqedn panto 34, 111
sunrthsh
apl 38, 111
Gmma 70, 81
eidik 81
epektetamnh 32
zta 71, 81
katanomc 101
klimakwt 62, 94
metrsimh 29, 33
oloklhrsimh 45, 48, 54, 112
ousiastik fragmnh 91
peperasmnh 33
Cantor 124
sunqeia mtrou 109
snolo
arnhtik 116
jetik 116
metrsimo 8
mhdenik 116
Cantor 8, 19, 23, 25
Borel 106
F 14
G 6
sunolosunrthsh 1
sqedn panto 31, 111
trigwnik anisthta 88, 92
qroc
qroc
qroc
qroc
qroc
qroc

Lp 83
asjenc Lp 102
mtrou 107
pijanthtac 107
proshmasmnou mtrou 116
Banach 88

129

Cantor 8
Egorov 44
Fatou 27
Fr
echet 126
Fischer 103
H
older 103
Jordan 27
Kolmogorov 126
Lebesgue 27, 81, 103, 126
Levi 81
Luzin 44
Peano 27
Radon 126
Riesz 103
Rogers 103
Steinhaus 26, 28
Vitali 27, 81
Young 81