简明测度.pdfVIP

Measure Theory V. Liskevich 1998 1 Introduction We always denote by X our universe, i.e. all the sets we shall consider are subsets of X . Recall some standard notation. 2X everywhere denotes the set of all subsets of a given set X . If A ∩ B = ∅ then we often write A B rather than A ∪ B , to underline the c disjointness. The complement (in X ) of a set A is denoted by A . By A B the symmetric difference of A and B is denoted, i.e. A B = (A \ B) ∪ (B \ A). Letters i, j, k always denote positive integers. The sign is used for restriction of a function (operator etc.) to a subset (subspace). 1.1 The Riemann integral Recall how to construct the Riemannian integral. Let f : [a, b] → R. Consider a partition π of [a, b]: a = x0 x1 x2 . . . xn−1 xn = b and set ∆x = x − x , |π | = max{∆x : k = 0, 1, . . . , n − 1}, m = inf {f (x) : x ∈ k k+1 k k k [x , x ]}, M = sup{f (x) : x ∈ [x , x ]}. Define the upper and lower Riemann— k k+1 k k k+1 Darboux sums n−1 n−1 s(f, π) = m ∆x , s¯(f, π) = M ∆x . k k k k k=0 k=0 One can show (the Darboux theorem) that the following limits exist lim s(f, π) = sup s(f, π) = b fdx |π |→0 π a lim s¯(f, π) = inf s¯(f, π) = b