real-analysis-class18 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 18 Sec. 2.7 Properties of integrals Thmf ,g int egrable,  ,   (1)f g a.e.  f g   Pf: directly from def. (2) f g integrable f g  f  g .    　 ｇ Pf: f , integrable, simple, (a), (b) for f ,g , resp.    n n 　  f ｇ integrable, simple, (a), (b) for f g .  n n  f g integrable  ｇ ｇ ｇ f g lim (f  ) lim( f  )  f  .   n n  n  n   n n (3)f  0 a.e.  f  0  Pf: f as above.   n  f integrable, simple, (a), (b) for f   n f f a.e.  f f lim f 0    n n (4)f g a.e.  f  g   Pf: By (2) (3) (5) f integrable f  f (Ex. 2.6.3)  f integrable Pf: : f as above.   n  f integrable, simple, (a), (b) for f .   n f integrable. f n  f n   f  f   Another proof: f integrable f ,f integrable  f integrable. (  by Thm. 2.10.1)