real-analysis-class16 实变函数论应用数学讲义.pdf

實變函數論─應用數學系 吳培元老師 Class 16 Sec. 2.6. Integrable functions (X , a,u )   f :X  ,  meas. Def. f integrable if  f simple,integrable    n (a) f Cauchy in the mean;    n note: Both f n f n should conv. to f f . (b) limf n f a.e.  Def. fdu limf du n Note1. lim f du exists, since f du  f du  f f  0 as n ,m .  n  n  m  n m 2. u ( X ) may be  f may be unbdd encompassing improper integrals. 3.f f a.e.  f  f n   n  f f in measure f f      n n Thm. f integrable iff  f simple,integrable    n  (a) (b ) f n f in meas.  Note 3. From (b ),f integrable f real a.e. Pf of Thm. :  Check: (b )    in measure Lma (a) f g in meas. f Cauchy   n n Thm. f h almost unif. in measure a.e.    nk (b) f f a.e. f g in measure    nk nk f h a.e. h g a.e. f g a.e. f f in meas.   n : Check: (a) (b) for a subsequence f nk  Thm (b ) f nk g almost unif