故 limn?? e? fn(x)dm?lim?fndm?limn en?? e?fndm?? f(x)dm.
en e 附注 ②式的另一证法:假定②式不成立,即若 使limk? e则有子列fnk fdm?lim?fndm,
? efnkdm?lim?fndm??fdm,因此,
n e e limk? E?efnkdm?lim?fnkdm?lim?fnkdm??fdm??fdm??k Ek e E e E?efdm
与Fatou定理(或上“同理”式)矛盾!
12.设f(x)?L(??, ??),则下面等式成立:
h?0 ??lim? ?). f(x?h)?f(x)dm?0(称为“平均连续性”
证 ∵f(x)?L(??, ??),∴???0 , ?N0,使 于是,当h?1时,有
? N?10 ?? ?N?1? fdm?, ?fdm??,880 ??? ?? ?N0f(x?h)?f(x)dm?? ?N0 ??f(x?h)dm?? ?N0 ??f(x)dm??8??8??,①
4 同理有
? N ?0f(x?h)?f(x)dm??.②
4因f(x)在[?N0, N0?1]上可积,故存在连续函数g(x),使
? ?N?1f(x)?g(x)dm??6.
0 N0?1 由g(x)在[?N0?1, N0?1]上一致连续,? 0???1,当h??时,?x?[?N0, N0],有g(x?h)?g(x)??12N0,于是,
N0? ?N 从而
N00g(x?h)?g(x)dm?? N0 ?N0? ?N012N0dm??.
6? ?N N00f(x?h)?f(x)dm?? N0 ?N0f(x?h)?g(x?h)dm?
N0??g(x?h)?g(x)dm?? ?N0g(x)?f(x)dm????????.③
6662 故当h???1时,由①②③式,得
? ?? 即 limh?0 ?? ?f(x?h)?f(x)dm?? ?N0 ???? N0 ?N0?? ? N0????????, 424? ?f(x?h)?f(x)dm?0.
1lnxln(1?x)dx; (2)?dx.
0 0x1?x113.计算下列积分:(1)?
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?xn?1ln(1?x)ln(1?x)xn?1 解 (1)当0?x?1时,,令fn(x)?,F(x)??. ???nxxnn?1 则显然fn(x)在[0, 1]上非负可测,且
,即fn(x)在[0, 1]上?fn(x)?F(x)(0?x?1)
n?1?满足Levi定理的推论的条件,于是,由Levi定理的推论可知:
11???ln(1?x)dx??F(x)dx??f(x)?n?dx? 0x? 0? 0??n?1?1换序??xn?11?2. ???dx???2??6n?10nn?1n?1?lnx(2)当0?x?1时,??xnlnx.而fn(x)?xnlnx在(0, 1)上可测且都是负的,
1?xn?0于是,由Levi定理的推论可知:
2??n?1?lnxlnx1??1???? 0xlnxdx???x?? 01?xdx?n?n?1?(n?1)2?????n2??6.
?0n?0?n?1?????01?1n?114.设mE??,则可测函数f(x)在E上可积的充要条件是:级数?mE(f?n)收敛.
n?1? 当mE??时,结论是否成立? 证 设En?En?f?n?1,则E???n?0?En,且Ei?fdx.
?Ej??(i?j),
Ef?n????Ek,故 ? Ek?n?fdx???n?0? En 由于 n?mEn??? Enfdx?(n?1)?mEn,①
所以
??n?mEn?? En?1?fdx??(n?1)?mEn,
n?0????? 而 ?n?mEn?????mEk????mE?f?n?,②
n?1n?1?k?n?n?1
n?0?(n?1)?mEn??n?mEn??mEn??mE?fn?1n?0n?1??????n??mE.③
由①、②、③知:
?mE?fn?1?n???fdx??? En?0? Enfdx??mE?f?n??mE.
n?1?? 注意到 mE??,由上式得
? Efdx????mE?f?n???.
n?1 26
从而
mE?f? Ef dx????n?11x??n???.
但是,若mE??时,充分性不成立.例如: 设f(x)?,E?[1, ??),则 Ef?1?{1},Ef?2??,Ef?n??
?????? (n?2).故
?mE?fn?1??n??0,但 f在E?[1, ??)上不可积.
15.设{fn(x)}为[a, b]上的有界变差函数列,{fn(x)}收敛于一有界函数f(x),且有
,则f(x)也是有界变差函数. V?fn??K(n?N)
ab证 对[a, b]上任一分划D:a?x0?x1?x2???xi???xm?b,由于
V(D,f)??f(xi)?f(xi?1)??lim[fn(xi)?fn(xi?1)]
i?1i?1n??mm?limn??V(fn)?K???, ?fn(xi)?fn(xi?1)?limnai?1?b 即f(x)也是[a, b]上的有界变差函数.
16.试证:若函数f(x)在[a, b]上为绝对连续,且几乎处处有非负导数,则f(x)为增函数.
证 因f(x)在[a, b]上绝对连续,所以,对[a, b]上任意两点x1?x2,都有
f(x2)?f(x1)?? x2 x1f?(x)dx;
又由于f?(x)?0,a.e.于[a, b],所以,f(x2)?f(x1)?即f(x2)?f(x1),从而f(x)在[a, b]上为增函数.
? x x21 f?(x)dx??0dx?0,
x1 x217.试作一增函数,使它的不连续点处处稠密.
1? , x?(0, 1],??n ?、rn、 ?,令 f(x)??{n: rn?x}2 解 设[0, 1]上的全体有理数为r1、r2、
? x?0,?0, 则f(x)为[0, 1]上的增函数.事实上,若x2?x1,则{n:rn?x2}?{n:rn?x1},因此,
f(x2)?f(x1).
另一方面,[0, 1]上的任何有理数rk都是f(x)的不连续点,即f(x)的不连续点在
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[0, 1]上处处稠密. 事实上,若x?rk,则f(x)?f(rk)?1.故f(x)即为所要求的函数. k21,因此,k2f(rk?0)?f(rk)?18.Cantor完备集P的特征函数是(R)可积的. 证 Cantor完备集P的特征函数为
?P(x)???1, x?P,
?0, x?[0, 1]?P, 显然,?P(x)在[0, 1]上有界.又由?P(x)在[0, 1]?P上连续,而mP?0,可知?P(x)在[0, 1]上几乎处处连续.从而?P(x)在[0, 1]上(R)可积,且
? 0?P(x)dx?0.
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