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B GIO DC V O TO

I HC HU
HUNH TH PHNG
HM THC
(Bi ging cho sinh vin ngnh ton)
Hu - 2010
1
Mc lc
Chng 1 Khng gian Metric 3
1.1. nh ngha. . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.1. Hm khong cch - V d. . . . . . . . . . . . . . . . 3
1.1.2. Cc tnh cht n gin. . . . . . . . . . . . . . . . . 4
1.1.3. Khng gian con, khng gian tch. . . . . . . . . . . . 5
1.1.4. Dy - S hi t. . . . . . . . . . . . . . . . . . . . . . 5
1.2. Tp trn khng gian metric. . . . . . . . . . . . . . . . . . 7
1.2.1. Hnh cu, im trong, im ngoi, im bin. . . . . 7
1.2.2. Tp m, ln cn. . . . . . . . . . . . . . . . . . . . . 9
1.2.3. Tp ng. . . . . . . . . . . . . . . . . . . . . . . . . 10
1.2.4. Tp ng, m trong khng gian con. . . . . . . . . . 12
1.2.5. Tp tr mt, khng gian kh ly. . . . . . . . . . . . . 13
1.3. nh x lin tc . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.3.1. nh ngha. . . . . . . . . . . . . . . . . . . . . . . . 13
1.3.2. nh x ng phi v metric tng ng. . . . . . . 15
1.4. Khng gian y . . . . . . . . . . . . . . . . . . . . . . . . 16
1.4.1. Dy Cauchy, khng gian y . . . . . . . . . . . . 16
1.4.2. Nguyn l phm tr Baire. . . . . . . . . . . . . . . . 18
1.4.3. Nguyn l nh x co . . . . . . . . . . . . . . . . . . 18
1.5. Tp hp compact, khng gian compact. . . . . . . . . . . . . 19
1.5.1. Tp b chn, hon ton b chn. . . . . . . . . . . . . 19
1.5.2. Tp compact, khng gian compact. . . . . . . . . . . 19
1.5.3. nh x lin tc trn tp compact. . . . . . . . . . . . 21
1.5.4. nh l Ascoli. . . . . . . . . . . . . . . . . . . . . . 22
1.6. Khng gian lin thng. . . . . . . . . . . . . . . . . . . . . . 23
2
1.6.1. Tp lin thng, khng gian lin thng. . . . . . . . . 23
1.6.2. Thnh phn lin thng. . . . . . . . . . . . . . . . . 23
1.6.3. nh x lin tc trn khng gian lin thng. . . . . . 24
Chng 2 L thuyt o v Tch phn 25
2.1. o trn mt i s . . . . . . . . . . . . . . . . . . . . . 25
2.1.1. Hm tp . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.1.2. i s . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.1.3. o . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.1.4. Tnh cht . . . . . . . . . . . . . . . . . . . . . . . . 27
2.2. Khuch o . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.2.1. o ngoi . . . . . . . . . . . . . . . . . . . . . . . 29
2.2.2. o cm sinh bi o ngoi . . . . . . . . . . . . 29
2.2.3. Khuch o . . . . . . . . . . . . . . . . . . . . . . 30
2.3. o trn R
n
. . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.3.1. o trn R . . . . . . . . . . . . . . . . . . . . . . 31
2.3.2. o trn R
k
. . . . . . . . . . . . . . . . . . . . . . 33
2.4. Hm o c . . . . . . . . . . . . . . . . . . . . . . . . . . 34
2.4.1. nh ngha . . . . . . . . . . . . . . . . . . . . . . . 34
2.4.2. Cc php ton trn hm o c . . . . . . . . . . . 36
2.4.3. Cu trc hm o c . . . . . . . . . . . . . . . . . 37
2.4.4. S hi t theo o . . . . . . . . . . . . . . . . . . 39
2.5. Tch phn . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
2.5.1. Tch phn hm n gin khng m . . . . . . . . . . 40
2.5.2. Tch phn hm o c bt k . . . . . . . . . . . . . 43
2.6. Qua gii hn di du tch phn . . . . . . . . . . . . . . . . 50
2.7. Mi quan h vi tch phn Riemann . . . . . . . . . . . . . . 52
Ti liu tham kho . . . . . . . . . . . . . . . . . . . . . . . . . . 56
Chng 1
Khng gian Metric
1.1. nh ngha.
1.1.1. Hm khong cch - V d.
Cho tp hp X. Mt nh x d : X R c gi l mt hm khong
cch hay mt metric trn X nu, vi mi x, y, z X ta c
a) d(x, y) 0;
b) d(x, y) = 0 x = y;
c) d(x, y) = d(y, x);
d) d(x, z) d(x, y) + d(y, z).
Lc , (X, d) c gi l mt khng gian metric.
V d 1.1.
a) d(x, y) = [x y[ vi x, y R, v
d(x, y) :=
_
(x
1
y
1
)
2
+ + (x
n
y
n
)
2
; x, y R
n
,
l cc metric trn R, R
n
, v c gi l cc metric thng thng trn R, R
n
.
b) Cho tp X ,= . Lc ,
d(x, y) :=
_
0, nu x = y;
1, nu x ,= y,
x, y X,
cng l mt metric trn X, v c gi l metric ri rc.
4
c) Cho X = C[a, b], l khng gian cc hm s lin tc trn on [a, b].
Ta nh ngha
d(x, y) := max
t[a,b]
[x(t) y(t)[, x, y C[a, b].
Lc (C[a, b], d) l mt khng gian metric.
1.1.2. Cc tnh cht n gin.
Trong mc ny ta lun xem X l khng gian metric.
Mnh 1.1. Nu x
1
, x
2
, , x
n
l cc im thuc X (n 3) th
d(x
1
, x
n
) d(x
1
, x
2
) + d(x
2
, x
3
) + + d(x
n1
, x
n
).
Chng minh. Bng qui np theo n.
Mnh 1.2. Cho x, y, u, v X. Lc
[ d(x, y) d(u, v)[ d(x, u) + d(y, v).
Chng minh. V d(x, y) d(x, u) + d(u, v) + d(v, y) v d(u, v) d(u, x) +
d(x, y) + d(y, v).
Cho x X v A X. Ta gi khong cch t x n A l gi tr
d(x, A) := infd(x, a) [ a A.
Mnh 1.3. Cho A ,= v x, y X. Lc
[ d(x, A) d(y, A)[ d(x, y).
Chng minh. Ta ch cn chng minh d(x, A) d(x, y) +d(y, A), sau i
vai tr ca x v y. Vi mi > 0 tn ti a A sao cho d(y, A) + > d(y, a).
Suy ra
d(x, y) + d(y, A) > d(x, y) + d(y, a) > d(x, a) d(x, A) .
V bt ng thc ng vi mi > 0, ta suy ra d(x, A) d(x, y) + d(y, A).
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Bi tp 1.1. Kim chng cc hm khong cch sau trn cc khng gian
tng ng:
a) X = R
n
, d
1
(x, y) = |x y|
1
; d

(x, y) = |x y|

.
b) X = B[a, b]: tp cc hm b chn trn [a, b], d(f, g) := sup
[a,b]
[f(x)g(x)[.
c) X = C[a, b], d(f, g) =
_
b
a
[f(x) g(x)[dx.
Bi tp 1.2. Cho khng gian metric (X, d). Chng minh cc hm sau cng
l metric:
d
1
(x, y) =
d(x, y)
1 + d(x, y)
; d
2
(x, y) = minr, d(x, y), vi r > 0 cho trc.
1.1.3. Khng gian con, khng gian tch.
Cho (X, d) v ,= Y X. Nu ch xt d trn Y th (Y, d) cng l mt
khng gian metric, gi l khng gian con ca (X, d).
By gi cho (X
1
, d
1
) v (X
2
, d
2
) l hai khng gian metric. Trn tp
X = X
1
X
2
ta nh ngha hm d : X X R xc nh bi
d(x, y) := d
1
(x
1
, y
1
) + d
2
(x
2
, y
2
); x = (x
1
, x
2
), y = (y
1
, y
2
) X.
D kim chng c (X, d) l mt khng gian metric, gi l khng gian tch
ca cc khng gian (X
1
, d
1
) v (X
2
, d
2
). Tng t, ta c th nh ngha tch
ca n khng gian metric (X
i
, d
i
); 1 i n.
Bi tp 1.3. Cho dy cc khng gian metric (X
n
, d
n
), n N. Xt tch
Descartes:
X =

n=1
X
n
= (x
n
)
nN
[ x
n
X
n

v hm d : X X R xc nh bi
d(x, y) =

n=1
1
2
n
d
n
(x
n
, y
n
)
1 + d
n
(x
n
, y
n
)
, x = (x
n
), y = (y
n
) X.
Chng minh (X, d) l mt khng gian metric.
1.1.4. Dy - S hi t.
Mt dy trong khng gian metric X l mt nh x f : N X. Lc
, nu k hiu x
n
= f(n) vi mi n N th dy f cn c gi l dy
x
1
, x
2
, , x
n
, hay, n gin hn, (x
n
)
n
.
6
Cho dy f = (x
n
)
n
. Gi s : N N l nh x sao cho (k) < (k+1)
vi mi k. Lc f c gi l mt dy con ca f. Trong thc t, ngi
ta thng t n
k
:= (k), nh vy (f )(k) = f((k)) = f(n
k
) = x
n
k
. Do
, dy con f ca dy (x
n
)
n
chnh l dy
x
n
1
, x
n
2
, , x
n
k
, hay (x
n
k
)
k
,
trong n
1
< n
2
< < n
k
< .
Mt dy (x
n
) X c gi l hi t v im x X, hay x l im gii
hn ca dy (x
n
), v k hiu
x = lim
n
x
n
,
nu dy s d(x
n
, x) hi t v khng (trn R). Tc l
> 0, n
0
: n n
0
, d(x
n
, x) < .
V d 1.2. Dy (M
n
) vi M
n
= (
n
n+1
;
2n
2
+1
n
2
+2
), hi t v im M(1; 2) R
2
,
theo metric thng thng. V
lim
n
d(M
n
, M) = lim
n

1
(n + 1)
2
+
9
(n
2
+ 2)
2
= 0.
Mnh 1.4. Cho (x
n
) v (y
n
) l hai dy trong X. Lc
a) Nu x
n
x th x l im gii hn duy nht.
b) Nu x
n
x th mi dy con ca (x
n
) cng hi t v im .
c) Nu x
n
x v y
n
y th lim
n
d(x
n
, y
n
) = d(x, y).
Chng minh. Cho hai dy (x
n
) v (y
n
).
a) Gi s ta cng c x
n
x

m x

,= x. t =
d(x,x

)
2
, tn ti cc ch
s n
1
, n
2
N sao cho
d(x
n
, x) < , d(x
m
, x

) < , n n
1
, m n
2
.
Chn k = maxn
1
, n
2
ta c
d(x, x

) d(x, x
k
) + d(x
k
, x

) < 2 = d(x, x

),
v l. Vy, im gii hn ca dy l duy nht.
7
b) Gi s (x
n
k
) (x
n
). Vi mi > 0 tn ti n
0
sao cho d(x
n
, x) < vi
mi n n
0
. Hin nhin d(x
n
k
, x) < vi mi n
k
n
0
. Vy x
n
k
x.
c) Ta c [ d(x
n
, y
n
) d(x, y)[ d(x, x
n
) +d(y, y
n
). M v phi hi t v
khng nn v tri cng vy.
Bi tp 1.4. Cho dy (x
n
) X. Chng minh rng nu cc dy con (x
2n
),
(x
2n+1
), (x
3n
) hi t th dy (x
n
) cng hi t.
Bi tp 1.5. Cho X v Y l cc khng gian metric. Chng minh mt dy
(x
n
, y
n
) trong khng gian tch X Y l hi t khi v ch khi cc dy thnh
phn (x
n
) v (y
n
) cng hi t (trong X v Y , tng ng).
1.2. Tp trn khng gian metric.
1.2.1. Hnh cu, im trong, im ngoi, im bin.
Gi s x
0
X v r l mt s thc dng, ta gi hnh cu m, hnh cu
ng, mt cu tm x
0
bn knh r ln lt l cc tp sau y:
B(x
0
; r) =x X [ d(x
0
, x) < r,
B

(x
0
; r)=x X [ d(x
0
, x) r,
S(x
0
; r) =x X [ d(x
0
, x) = r.
By gi cho A X v x
0
X. Ta ni x
0
l mt im trong (ngoi) ca A
nu tn ti s dng sao cho B(x
0
; ) A (B(x
0
; ) A = ). x
0
c gi
l im bin ca A nu x
0
va khng phi im trong, va khng phi im
ngoi ca A; Tc l, vi mi > 0 ta c B(x
0
; ) A ,= v B(x
0
; ) A ,= .
Tp cc im trong, im ngoi, im bin ca A ln lt c gi l
phn trong, phn ngoi, bin ca A v c k hiu l int(A), ext(A) v A.
R rng, ba tp ny lp thnh mt phn hoch ca X (ngha l chng ri
nhau nhng c hp bng X). Hn na, t nh ngha ta cng c:
int(A) A int(A) A; ext(A) X A.
B 1.1. Nu x
1
B(x
0
; r) vi r > 0 th B(x
1
; r d(x
0
, x
1
)) B(x
0
; r).
Chng minh. Vi mi x B(x
1
; r d(x
0
, x
1
)) ta c d(x, x
0
) d(x, x
1
) +
d(x
1
, x
0
) < r d(x
0
, x
1
) + d(x
0
, x
1
) = r nn x B(x
0
; r).
8
Bi tp 1.6. Hy xy dng mt khng gian metric X vi a, b X v r
2
>
r
1
> 0 m B(a; r
2
) B(b; r
1
).
Bi tp 1.7. Chng minh
a) int A = x X [ d(x, X A) > 0.
b) ext A = x X [ d(x, A) > 0.
c) A = x X [ d(x, A) = d(x, X A).
Bi tp 1.8. Cho A, B v C l cc tp con ca mt tp hp X. Chng minh
rng
a) A B X A X B A B = A B = B A B = A.
b) (C A v C B) C A B.
c) (C A v C B) C A B.
d) A B C C A B C B A.
Mnh 1.5. Cho A, B X. Lc
a) ext A = int(X A).
b) A = (X A).
c) int(int A) = int A.
d) A B int A int B.
e) int(A B) = int A int B.
f) int(A B) int A int B.
Chng minh. Cc khng nh a), b), d) c suy ra t nh ngha, f) c
suy ra t d). Ta cn phi chng minh e) v c).
c) Ly tu x int A, tn ti > 0 sao cho B(x; ) A. Vi mi y
B(x; ) t r := d(x, y) > 0 ta c, theo B 1.1, B(y; r) B(x; ) A
nn y int A. Vy B(x; ) int A. Suy ra x int(int A). V iu ny ng
vi mi x int A, ta c int A int(int A).
e) T d) ta c int(A B) int A int B. chng minh iu ngc
li ta ly tu x int A int B. Lc tn ti cc s dng
1
v
2
sao cho B(x
1
;
1
) A v B(x;
2
) B. Chn = min
1
,
2
> 0 ta c
B(x; ) AB. Vy x int(AB). Suy ra int Aint B int(AB).
9
1.2.2. Tp m, ln cn.
Tp A c gi l m nu A = int(A), hoc mt cch tng ng:
x A, > 0: B(x; ) A. Ta k hiu l h tt c cc tp con m ca
X v gi l tp trn X.
Mnh 1.6. Hnh cu m B(a; r) l tp m, vi mi a X v r > 0.
Chng minh. S dng B 1.1.
Mnh 1.7. Vi mi tp con A X, int A l tp m v l tp con m
ln nht ca A.
Chng minh. T Mnh 1.5.c) ta suy ra int A m. Hn na, nu B l mt
tp con m ca A, th B = int B int A. Vy int A l tp con m ln nht
ca A.
nh l 1.8.
a) , X l cc tp m.
b) Hp ca mt h tu cc tp m l m.
c) Giao ca mt s hu hn cc tp m l m.
Chng minh. Khng nh a) c kim chng trc tip. chng minh b)
ta gi s (A
i
)
iI
l mt h cc tp m, vi mi
x A :=
_
iI
A
i
,
ta c x A
i
vi mt ch s i I. V A
i
m nn tn ti > 0 sao cho
B(x; ) A
i
A.
Vy A m.
c) c suy ra t Mnh 1.5.e).
Cho x X, tp con V X c gi l mt ln cn ca x nu tn ti
> 0 sao cho B(x; ) V , tc l x int V .
Mt h 1 cc ln cn ca x c gi l c s ln cn ca x nu vi mi
ln cn U ca x u tn ti V 1 sao cho V U.
nh l 1.9. Mi tp m trong trong ng thng thc u l hp ca mt
h khng qu m c cc khong m ri nhau.
10
1.2.3. Tp ng.
Mt tp con F X c gi l tp ng nu phn b X F l m.
nh l 1.10.
a) , X l cc tp ng.
b) Giao ca mt h tu cc tp ng l ng.
c) Hp ca mt s hu hn cc tp ng l ng.
Chng minh. Suy ra t nh l 1.8 v Cng thc De Morgan.
Mnh 1.11. Hnh cu ng B

(a; r) l ng, vi mi a X, r 0. c
bit, tp mt im a l ng.
Chng minh. t A := XB

(a; r) = x X [ d(a, x) > r. Vi mi x A,


t = d(a, x) r > 0 ta chng minh B(x; ) A, t suy ra A m. Tht
vy, vi mi y B(x; ) ta c d(a, y) d(a, x) d(x, y) > d(a, x) = r
nn y A. Vy B(x; ) A.
Mnh 1.12. Cho F X. Lc
F ng (x
n
) F, (x
n
x x F).
Chng minh. Ta chng minh mnh tng ng di y:
F khng ng (x
n
) F, x
n
x , F.
() V X F khng m nn tn ti x X F sao cho B(x; ) , X F
vi mi > 0. Vy, vi mi s nguyn dng n, tn ti x
n
B(x;
1
n
) F. R
rng ta c (x
n
) F m x
n
x , F.
() V x , F nn x X F. Mt khc, v x
n
x nn vi mi > 0
tn ti x
n
B(x; ), suy ra B(x; ) , X F. Vy X F khng m, hay F
khng ng.
H qu 1.1. Cho tp ng F X v x X. Lc
x F d(x, F) = 0.
11
Bi tp 1.9. Cho hai im a, b X. Chng minh rng tp
F = x X [ d(a, x) = d(b, x) l ng cn tp
G = x X [ d(a, x) < d(b, x) l m cha a.
Bi tp 1.10. Hy xy dng mt khng gian metric X v mt tp con A X
sao cho A ,= , A ,= X nhng A = .
Bi tp 1.11. Cho A X v r > 0. Chng minh
a) Tp V
r
(A) = x X [ d(x, A) < r m.
b) Tp V

r
(A) = x X [ d(x, A) r ng.
Bi tp 1.12. Chng minh rng trong mt khng gian metric:
a) Mi tp ng u l giao ca mt s m c cc tp m.
b) Mi tp m u l hp ca mt s m c cc tp ng.
Bi tp 1.13. Cho A v B l hai tp con ca X, ta gi khong cch gia A
v B l gi tr:
d(A, B) := infd(a, b) [ a B, b B.
a) Chng minh nu A B ,= th d(A, B) = 0.
b) Tm hai tp A, B ng trong R v d(A, B) = 0 nhng A B = .
Cho A X v x X. Ta ni x l im dnh ca A nu tn ti dy
(x
n
) A hi t n x. Tp cc im dnh ca A c k hiu l A. x c
gi l im t ca A nu tn ti dy (x
n
) A hi t n x sao cho x
n
,= x
vi mi n. Tp cc im t ca A c k hiu l A

.
Mnh 1.13.
a) x A > 0, B(x, ) A ,= .
b) x A

> 0, (B(x, ) x) A ,= .
Mnh 1.14. A = A A

.
Mnh 1.15. Vi mi tp A X, A l tp ng v l tp ng b nht
cha A.
Mnh 1.16. Cho F X. Lc , F ng F = F.
Mnh 1.17. Cho A, B X. Lc
a) A = A.
b) A B A B.
c) A B A B.
d) A B = A B.
12
Bi tp 1.14. Cho A X. Chng minh
a) int A = X (X A).
b) A = X int(X A).
c) A = A int A.
Bi tp 1.15. Chng minh
a) x A

> 0, B(x; ) A l tp v hn phn t.


b) x A A

> 0 : B(x; ) A = x (ta ni x l im c lp ca A).


c) A

A = A A = A A.
Bi tp 1.16. Cho F
1
v F
2
l hai tp ng ri nhau. Chng minh tn ti
cc tp m ri nhau G
1
v G
2
sao cho G
i
F
i
, 1 i 2.
1.2.4. Tp ng, m trong khng gian con.
Cho (X, d) v Y X. Lc ta c khng gian con (Y, d). By gi ly
a Y , d phn bit ta s k hiu B
X
(a; r) v B
Y
(a; r) ln lt l hnh
cu m tm a bn knh r trong X v trong Y . R rng
B
Y
(a; r) = B
X
(a; r) Y.
Mnh 1.18. mt tp A Y l m trong Y , iu kin cn v l,
tn ti tp m G trong X sao cho A = Y G.
H qu 1.2. mt tp B Y l ng trong Y , iu kin cn v l,
tn ti tp ng F trong X sao cho B = Y F.
H qu 1.3. Cho A Y X. Lc
a) Nu A m trong X th A cng m trong Y .
b) Nu A ng trong X th A cng ng trong Y .
H qu 1.4. Cho A Y X. Lc
a) Nu A m trong Y v Y m trong X, th A m trong X.
b) Nu A ng trong Y v Y ng trong X, th A ng trong X.
H qu 1.5. Cho A Y X. Gi

A l bao ng ca A trong Y . Ta c

A = A Y .
Bi tp 1.17. Cho A, B X v C A B. Chng minh rng
a) Nu C m trong A v trong B th C m trong A B.
b) Nu C ng trong A v trong B th C ng trong A B.
13
1.2.5. Tp tr mt, khng gian kh ly.
Cho A Y X. Ta ni A tr mt trong Y nu A Y . Vy
A tr mt trong Y y Y, > 0, B(y; ) A ,= .
Khi A tr mt trong X ta ni A tr mt khp ni, hoc n gin l A tr
mt.
Khng gian metric X c gi l kh ly nu tn ti mt tp con m
c, tr mt khp ni. Chng hn, R, vi metric thng thng, l kh ly
v c tp Q tr mt khp ni.
Mnh 1.19. Mi khng gian con ca mt khng gian kh ly cng kh ly.
Bi tp 1.18. Chng minh rng mt tp m bt k trong X u c th vit
di dng hp ca mt h cc hnh cu m. Hn na, nu X kh ly th h
c th chn l m c.
Bi tp 1.19. Chng minh rng tp (sin n, cos n) [ n N (trong R
2
vi
khong cch Euclide) tr mt trong S(0; 1).
Bi tp 1.20. Cho A l mt tp con khc rng ca mt khng gian metric
X. Chng minh cc khng nh sau tng ng
a) A tr mt khp ni trong X,
b) x X: d(x, A) = 0,
c) ext A = .
1.3. nh x lin tc
1.3.1. nh ngha.
Cho hai khng gian metric X v Y v nh x f : X Y . Ta ni f l
nh x lin tc ti x
0
X nu vi mi dy (x
n
) X, hi t v x
0
, dy
(f(x
n
)) hi t v f(x
0
) trong Y . f c gi l lin tc trn tp M X nu
f lin tc ti mi im thuc M. Ta ni f l nh x lin tc nu f lin tc
trn X.
nh l 1.20. f lin tc ti x
0
nu v ch nu
> 0, > 0, f(B(x
0
; )) B(f(x
0
); ).
14
Mnh 1.21. Gi s f lin tc ti x
0
. Lc , nu x
0
A th f(x
0
)
f(A).
Mnh 1.22. Cho ba khng gian metric X, Y , Z. Nu f : X Y lin
tc ti x X v g : Y Z lin tc ti f(x), th g f lin tc ti x.
nh l 1.23. Cho f : X Y . Cc mnh sau tng ng
a) f lin tc,
b) Vi mi tp m G Y , f
1
(G) m trong X,
c) Vi mi tp ng F Y , f
1
(F) ng trong X,
d) Vi mi A X, f(A) f(A).
Mnh 1.24. Nu f, g : X Y l cc nh x lin tc th x X [
f(x) = g(x) l tp hp ng trong X.
nh x f c gi l lin tc u trn tp M X nu
> 0, > 0 : x, x

M, d(x, x

) < d(f(x), f(x

)) < .
R rng, mt nh x lin tc u trn M th lin tc trn M. Tuy nhin
iu ngc li ni chung l khng ng.
nh x f c gi l Lipschitz vi hng s L nu
d(f(x), f(x

)) Ld(x, x

); x, x

X,
v c gi l ng c nu d(f(x), f(x

)) = d(x, x

) vi mi x, x

X. Nu
hn na, f(X) = Y ta ni X v Y l hai khng gian ng c.
Bi tp 1.21. Chng minh mt nh x Lipschitz th lin tc u. Hy tm
mt nh x f : R R lin tc u nhng khng Lipschitz.
Bi tp 1.22. Cho A X. Chng minh f(x) := d(x, A) l mt nh x
Lipschitz. S dng kt qu ny lm li cc bi tp 1.9, 1.11, 1.12.
Bi tp 1.23. Cho (X, d) l khng gian metric tch ca cc khng gian
(X
i
, d
i
), 1 i n. Vi mi i ta xt nh x chiu pr
i
: X X
i
xc nh bi
pr
i
(x) := x
i
vi mi x = (x
i
) X. Chng minh cc pr
i
u lin tc.
Bi tp 1.24. Chng minh cc nh x f : C[a, b] R di y u lin tc
a) f(x) = x(a); x C[a, b].
b) f(x) = max[x(t)[ [ t [a, b]; x C[a, b].
c) f(x) =
_
b
a
x(t)dt; x C[a, b].
Bi tp 1.25. Cho A v B l hai tp ng ri nhau trong khng gian metric
X. Chng minh tn ti nh x lin tc f : X R sao cho f(x) = 1 vi mi
x A v f(x) = 0 vi mi x B. S dng kt qu ny lm li Bi tp 1.16
15
1.3.2. nh x ng phi v metric tng ng.
Cho X, Y l hai khng gian metric v f : X Y l song nh lin tc.
Lc tn ti nh x ngc f
1
: Y X. Tuy nhin nh x ny c th
lin tc hoc khng. Nu f
1
cng lin tc ta ni f l mt php ng phi
t X ln Y cn X v Y c gi l hai khng gian ng phi.
T nh l 1.23, nu f l php ng phi t X ln Y th vi mi tp
A X, A m (ng) trong X khi v ch khi f(A) m (ng) trong Y .
Nu trn cng mt tp hp X c trang b hai metric khc nhau d
1
v
d
2
m nh x ng nht
I
X
: (X, d
1
) (X, d
2
)
l mt php ng phi th ta ni d
1
v d
2
l cc metric tng ng tp
v k hiu d
1
d
2
. Lc hai metric ny cng xc nh mt tp trn X.
Tc l, vi mi tp A X, A m (ng) theo d
1
khi v ch khi A m (ng)
theo d
2
. Ta cn c khi nim mnh hn: d
1
v d
2
c gi l tng ng
u nu tn ti M m > 0 sao cho
md
1
(x, x

) d
2
(x, x

) M d
1
(x, x

); x, x

X.
D thy tng ng tp v tng ng u l cc quan h tng ng,
hn na nu d
1
, d
2
l tng ng u th cng tng ng tp.
V d 1.3.
a) Trong R hai metric d
1
(x, y) = [x y[ v d
2
(x, y) = [x
3
y
3
[ l tng
ng tp nhng khng tng ng u;
b) Trong R
n
cc metric d
1
, d
2
v d

l tng ng u.
Bi tp 1.26. Chng minh hai iu sau tng ng:
a) d
1
v d
2
tng ng tp;
b) Mt dy trong X hi t theo metric d
1
khi v ch khi n hi t theo d
2
.
16
1.4. Khng gian y .
1.4.1. Dy Cauchy, khng gian y .
Cho khng gian (X, d). Mt dy (x
n
) X c gi l dy Cauchy nu
> 0, n
0
, m, k n
0
, d(x
m
, x
k
) < ,
c gi l dy b chn nu tn ti hnh cu B(a; r) cha mi phn t x
n
.
Mnh 1.25.
a) Mi dy Cauchy u b chn,
b) Mi dy hi t u l dy Cauchy.
Mnh 1.26. Nu (x
n
) l dy Cauchy v tn ti mt dy con (x
n
k
) hi
t n x X, th (x
n
) cng hi t n x.
X c gi l khng gian y nu mi dy Cauchy u hi t.
V d 1.4.
a) R vi metric thng thng l y , trong lc khng gian con
[0, 1) li khng y .
b) R
n
, vi mi metric d
1
, d
2
, d

l y .
c) C[a, b] vi metric d(f, g) = max
[a,b]
[f(x) g(x)[ l y .
Bi tp 1.27. Chng minh khng gian metric ri rc l y .
Bi tp 1.28. Chng minh khng gian C[a, b] vi metric d(f, g) =
_
b
a
[f(x)
g(x)[dx khng y .
Bi tp 1.29. Trn tp N = 0, 1, 2, . . . , cc s t nhin ta nh ngha:
d(m, n) =

m
1 +m
2

n
1 +n
2

, m, n N.
Chng minh (N, d) l mt khng gian metric y .
Bi tp 1.30. Gi s d
1
v d
2
l hai metric trn cng khng gian X. Chng
minh rng nu d
1
v d
2
tng ng u, th mi dy trong X Cauchy theo
metric ny cng Cauchy theo metric kia. T suy ra, nu d
1
v d
2
tng
ng u, th (X, d
1
) y khi v ch khi (X, d
2
) y .
17
Bi tp 1.31. Trn R vi metric thng thng d, ta xt metric

d cho bi

d(x, y) =

x
1 +[x[

y
1 +[y[

; x, y R.
Chng minh d

d nhng (R,

d) khng y .
Bi tp 1.32. K hiu
C
0
(R) = f : R R [ f lin tc v lim
|x|
f(x) = 0.
Trn C
0
(R) ta xc nh hm khong cch d(f, g) := sup
xR
[f(x) g(x)[.
Chng minh (C
0
(R), d) l mt khng gian y . By gi trong C
0
(R) ta
xt tp
K(R) = f : R R [ f lin tc v [a, b] sao cho f(x) = 0, x , [a, b].
Chng minh khng gian con (K(R), d) khng y .
Bi tp 1.33. Mt tp con Y ca khng gian metric (X, d) c gi l bn
ri rc nu vi mi y Y tn ti > 0 sao cho B(y, ) Y = y; v c
gi l ri rc nu tn ti > 0 sao cho vi mi y Y , B(y; ) Y = y.
a) Chng minh nu Y ri rc th khng gian con (Y, d) y .
b) Tm mt v d chng t khng nh trn khng cn ng vi tp bn
ri rc.
Mnh 1.27. Cho khng gian metric y X v Y X. Lc , khng
gian con Y l y khi v ch khi Y l tp ng trong X.
Mnh 1.28. Cho cc khng gian metric X
i
, 1 i m, v khng gian
tch X = X
1
X
2
X
m
. Lc X l y khi v ch khi X
1
, X
2
, , X
m
y .
Dy hnh cu (B(x
n
; r
n
)) c gi l tht li nu B(x
n
; r
n
) B(x
n+1
; r
n+1
),
vi mi n v r
n
0.
nh l 1.29. Khng gian metric X l y khi v ch khi, mi dy hnh
cu ng tht li trong X u c giao khc rng, hn na, l tp mt
im.
nh l 1.30. Gi s A l tp con tr mt khp ni trong X v f l nh
x lin tc u t A vo mt khng gian metric y Y . Lc tn ti
nh x lin tc f : X Y sao cho f[
A
= f. nh x f nh th l duy nht
v cng lin tc u.
18
1.4.2. Nguyn l phm tr Baire.
Mt tp M X c gi l tha hay khng u tr mt nu int M = .
Mnh 1.31. Tp M X tha khi v ch khi, vi mi hnh cu m
B(x; r) (r > 0) u tn ti hnh cu B(x
1
; r
1
) B(x; r) (r
1
> 0) sao cho
B(x
1
; r
1
) M = .
Mt tp A c gi l thuc phm tr th nht nu A c th c biu
din di dng hp ca mt s m c cc tp hp tha. Mt tp khng
thuc phm tr th nht th gi l thuc phm tr th hai.
nh l 1.32 (Baire). Mi khng gian metric y u thuc phm tr
th hai.
H qu 1.6. Nu X y v X =

n=1
M
n
, th tn ti k sao cho M
k
cha
mt hnh cu m khc rng.
Bi tp 1.34. Trong khng gian R
n
vi metric d
2
(hoc d
1
, hoc d

) cho
tp F tha tnh cht:
x R
n
, > 0, t [0, ) : tx F.
Chng minh rng tn ti mt hnh cu m khc rng B(x
0
; r) F.
1.4.3. Nguyn l nh x co
Mt nh x f : X Y c gi l co nu tn ti < 1 sao cho
d(f(x), f(x

)) d(x, x

); x, x

X.
nh l 1.33 (Nguyn l nh x co). Gi s f l mt nh x co t khng
gian metric y X vo chnh n. Lc tn ti duy nht x X sao cho
f(x) = x.
Bi tp 1.35. Chng minh phng trnh sau c duy nht mt nghim thc:
6x + 3 sin x + 2 sin
2
x = 0.
19
1.5. Tp hp compact, khng gian compact.
1.5.1. Tp b chn, hon ton b chn.
Tp A X c gi l b chn nu
x
0
X, r > 0, A B(x
0
; r),
c l hon ton b chn nu
> 0, x
1
, x
2
, , x
m
X, A
m
_
i=1
B(x
i
; ).
H qu 1.7.
a) Tp hon ton b chn th b chn.
b) Hp ca mt s hu hn tp b chn (hon ton b chn) l b chn
(hon ton b chn). c bit, tp hu hn phn t th hon ton b chn.
Mnh 1.34. Trong R
n
mi tp b chn u hon ton b chn.
Mnh 1.35. Nu A hon ton b chn th A cng vy.
Mnh 1.36. Nu A hon ton b chn th tn ti tp m c B A
tr mt trong A.
Bi tp 1.36. Gi l

l khng gian cc dy s thc b chn, vi hm khong


cch d(x, y) := sup
n
[x
n
y
n
[, vi x = (x
n
), y = (y
n
) l

. K hiu 0 =
(0, 0, , 0, ). Chng minh hnh cu B(0; 1) khng hon ton b chn.
Bi tp 1.37. Chng minh rng nh ca mt tp hon ton b chn qua
mt nh x lin tc u th hon ton b chn.
1.5.2. Tp compact, khng gian compact.
Tp K X c gi l tp compact nu vi mi dy (x
n
) K, tn ti
dy con (x
n
k
) (x
n
), hi t n mt im x K. Nu bn thn X l tp
compact ta ni (X, d) l khng gian metric compact.
V d 1.5.
i) Mt tp hu hn l compact.
ii) Mt tp con trong R
n
l compact nu v ch nu n ng v b chn.
20
nh l 1.37. Nu K l tp compact trong X th
a) K hon ton b chn.
b) Khng gian con (K, d) y (do K ng).
Ngc li, nu tp K X tha mn a) v b) th n l tp compact.
H qu 1.8. Mt tp con ca mt khng gian metric y l compact khi
v ch khi n ng v hon ton b chn.
H qu 1.9. Nu K X l tp compact v F K l tp ng, th F
compact.
Mnh 1.38. Mi khng gian compact u y , hon ton b chn v
kh ly.
Mnh 1.39. Tch ca cc khng gian compact l khng gian compact.
Cho A X. H (B

)
I
cc tp B

X c gi l mt ph ca A
nu
A
_
I
B

.
Nu hn na, B

m vi mi th ta ni (B

) l mt ph m, cn nu I l
tp hp hu hn ta ni l ph hu hn. Cui cng nu tn ti J I sao
cho
A
_
J
B

,
th (B

)
J
c gi l ph con ca ph (B

)
I
.
nh l 1.40. tp con K X l compact, iu kin cn v l mi
ph m ca K u tn ti ph con hu hn.
Mt tp A X c gi l compact tng i nu A compact.
Mnh 1.41.
a) Mt tp compact tng i th hon ton b chn;
b) Mi tp hon ton b chn trong khng gian y u compact
tng i;
c) Mi tp con ca mt tp compact tng i cng compact tng i.
21
Bi tp 1.38. Mt im x X c gi l mt im -c lp ca mt tp
M X nu B(x; ) M = x. Cho M l mt tp con compact trong X.
Chng minh rng vi mi dng cho trc tp cc im -c lp ca M l
hu hn. T suy ra tp cc im c lp ca M l m c.
Bi tp 1.39. Cho (G

)
I
l mt ph m ca khng gian compact X.
Chng minh rng tn ti r > 0 sao cho mi hnh cu m bn knh r trong X
u c cha trong t nht mt tp G

no .
Bi tp 1.40. Chng minh (N, d) trong Bi tp 1.29 l khng gian compact.
1.5.3. nh x lin tc trn tp compact.
Mnh 1.42. Cho nh x lin tc f : X Y v K X l tp compact.
Lc
a) f(K) compact.
b) f lin tc u trn K.
H qu 1.10. Cho f l hm s nhn gi tr thc lin tc trn X. Nu
K X l tp compact, th tn ti x

, x

K sao cho
f(x

) f(x) f(x

); x K.
Bi tp 1.41. Cho K l tp con compact khc rng ca X. Chng minh
rng vi mi x X tn ti y K sao cho d(x, y) = d(x, K).
Bi tp 1.42. Cho f : X Y l song nh lin tc t khng gian compact
X ln khng gian metric Y . Chng minh rng Y cng l khng gian compact
v f l php ng phi.
Bi tp 1.43. Cho F l tp con ng v G l tp compact trong X sao cho
F G = . Chng minh d(F, G) > 0. Chng t rng khng nh trn khng
cn ng nu G ch ng m khng compact.
Bi tp 1.44. Cho X l khng gian compact v f : X X l nh x tha
mn d(f(x), f(y)) < d(x, y) vi mi x ,= y. Chng minh f c im bt ng
duy nht.
Bi tp 1.45. Chng minh hm f : R R xc nh bi
f(x) =

2
+x arctanx, x R,
khng c im bt ng, mc d n tho mn bt ng thc:
[f(x) f(y)[ < [x y[,
vi mi cp s thc x, y khc nhau (i chiu vi Bi tp 1.44).
22
Bi tp 1.46. Cho X l khng gian compact v f : X X l nh x tha
mn d(f(x), f(y)) (x, y) vi mi x, y X. Chng minh f l php ng c
t X ln X.
Bi tp 1.47. Ta nh ngha ng knh ca mt tp hp A X l gi tr
(A) := supd(x, y) [ x, y A. Chng minh cc khng nh sau:
a) (A) = (A);
b) Nu A B th (A) (B);
c) Nu A B ,= th (A B) (A) +(B);
d) Nu a A, b B th d(A, B) d(a, b) (A B);
e) (A B) (A) +(B) + d(A, B);
f) Nu A compact th tn ti x, y A sao cho (A) = d(x, y);
g) Khng nh sau c ng khng: a X, r > 0 : (B

(a; r)) = 2r?


1.5.4. nh l Ascoli.
Gi s X l khng gian metric compact v C(X) l khng gian cc hm
lin tc trn X. Vi mi cp f, g C(X) ta nh ngha
d(f, g) := max[f(x) g(x)[ [ x X.
Lc , tng t chng minh trong V d 1.4, (C(X), d) l mt khng gian
metric y . Cho M C(X). Ta ni M l tp
a) b chn ti x
0
X nu sup[f(x
0
)[ [ f M < ;
b) b chn ti tng im nu vi mi x X, M b chn ti x;
c) b chn u nu sup[f(x)[ [ f M, x X < ;
d) ng lin tc ti x
0
X nu vi mi > 0, tn ti > 0 sao cho, vi
mi x B(x
0
; ) v f M ta c [f(x) f(x
0
)[ < ;
e) ng lin tc trn X nu M ng lin tc ti mi im;
f) ng lin tc u trn X nu vi mi > 0, tn ti > 0 sao cho,
vi mi x, x

X tha mn d(x, x

) < v f M ta c [f(x) f(x

)[ < .
Mnh 1.43. Nu tp M compact tng i trong C(X), th M b chn
u v ng lin tc u.
nh l 1.44. Mt h M C(X) b chn ti tng im v ng lin tc
trn X th compact tng i trong C(X).
23
1.6. Khng gian lin thng.
1.6.1. Tp lin thng, khng gian lin thng.
Cho khng gian metric X. Mt tp con A X c gi l lin thng
nu khng tn ti cc tp m U, V tha mn
A U ,= ; A V ,= ; A U V = ; A U V.
Ngc li, c gi l tp khng lin thng.
Nu bn thn X l tp lin thng ta ni X l khng gian lin thng. D
thy lc , X ch c hai tp va m va ng l X v .
Mnh 1.45. Nu A l tp lin thng v A B A, th B cng lin
thng.
Mnh 1.46. Nu (A

) l h cc tp lin thng c giao khc rng, th


hp ca chng cng l tp lin thng.
H qu 1.11. Nu A
1
, A
2
, , A
m
l cc tp lin thng tha mn A
i1
A
i
,=
vi mi 2 i m, th A
i
lin thng.
1.6.2. Thnh phn lin thng.
Cho X l khng gian metric X. Vi mi x X ta gi tp hp sau
C(x) :=
_
xAX
A lin thng
A
l thnh phn lin thng ca x trong X.
Mnh 1.47.
a) C(x) l tp lin thng ln nht cha x;
b) Nu y C(x), th C(y) = C(x);
c) Nu y , C(x), th C(y) C(x) = ;
d) C(x) ng vi mi x X.
T mnh trn ta thy C(x), x X, khng k cc tp trng nhau,
l mt phn hoch ca khng gian X. Hn na, X l khng gian lin thng
khi v ch khi C(x) = X vi mi x X.
24
1.6.3. nh x lin tc trn khng gian lin thng.
nh l 1.48. Nu f : X Y l mt nh x lin tc v A X l tp lin
thng trong X, th f(A) l tp lin thng trong Y .
B 1.2. Mt tp E R l lin thng khi v ch khi, vi mi x, y E
m x < y ta phi c [x, y] E.
T suy ra mt tp con ca R l lin thng nu v ch nu n l mt
khong.
H qu 1.12. Cho f : X R l mt hm lin tc v A X l tp lin
thng. Lc , f(A) l mt khong trong R.
Bi tp 1.48. Cho X l khng gian lin thng, trong , hai tp ng F, G
ri nhau ty u c d(F, G) > 0. Chng minh X l khng gian compact.
Chng 2
L thuyt o v Tch phn
2.1. o trn mt i s
2.1.1. Hm tp
Cho X l mt tp hp v mt h cc tp con: M T(X). nh x
: MR c gi l mt hm tp. Hm tp c gi l cng tnh nu
A, B M,
_
A B = ; A B M
_
(A B) = (A) + (B),
c gi l cng tnh nu
(A
i
)
iN
M,
_
A
i
A
j
= , i ,= j;

_
i=1
A
i
M
_
(

_
i=1
A
i
) =

i=1
(A
i
).
Bi tp 2.1. Cho l hm tp, nhn gi tr hu hn ti t nht mt tp.
Chng minh rng nu l cng tnh th cng tnh, v nu cng tnh th
() = 0.
2.1.2. i s
H M T(X) c gi l mt i s trn X nu
a) A M, X A M,
b) A, B M, A B M.
Tht ra, b) tng ng vi mnh sau:
c) A, B M, A B M.
26
M c gi l mt i s trn X nu a) v mt trong hai mnh
(tng ng) sau tho mn:
b

) (A
i
)
iN
M,

_
i=1
A
i
M,
c

) (A
i
)
iN
M,

i=1
A
i
M.
Bi tp 2.2. Chng minh mt i s cng l i s.
Bi tp 2.3. Chng minh nu M,= l mt i s trn X th , X M v
A B M vi mi A, B M.
Bi tp 2.4. Chng minh nu X ,= th X, , T(X) l cc i s trn X.
Mnh 2.1. Nu M
i
, i I, l mt h cc i s (i s) trn X, th
M=

iI
M
i
cng l mt i s (i s).
H qu 2.1. Vi mi h H T(X), tn ti mt i s M(H) b nht
cha H. Ta gi M(H) l i s sinh bi H.
V d 2.1. D kim chng rng tp (gm cc tp m) trn R
k
khng
phi l mt i s. Lc , i s sinh bi c gi l i s Borel,
c k hiu l B
k
, v mi tp B B
k
c gi l mt tp Borel trong R
k
.
R rng, cc tp m, tp ng, tp dng G

, F

u l tp Borel.
2.1.3. o
Cho i s M trn X. Mt hm tp trn M c gi l o nu:
i) (A) 0, vi mi A M,
ii) () = 0,
iii) l cng tnh.
Lc , b ba (X, M, ) c gi l mt khng gian o.
V d 2.2 ( o tm thng). Cho X , v M= T(X). t

0
(A) = 0, A X,
27

(A) =
_
_
_
0, A = ,
+, A ,= .
Lc (X, T(X),
0
) v (X, T(X),

) l cc khng gian o.
V d 2.3 ( o m). Cho X ,= v M= T(X). t
(A) =
_
_
_
[A[, nu A l tp hu hn,
+, nu A l tp v hn.
D kim chng c (X, T(X), ) cng l mt khng gian o.
2.1.4. Tnh cht
Cho khng gian o (X, M, ).
Mnh 2.2. Nu A, B M v A B th (A) (B).
Dy cc tp (E
n
)
nN
c gi l gim dn (tng ng, tng dn) nu
E
n
E
n+1
(tng ng, E
n
E
n+1
) vi mi n.
nh l 2.3. Vi mi dy gim dn (E
n
) trong M sao cho (E
1
) < + v

nN
E
n
M, ta c
(

nN
E
n
) = lim
n
(E
n
).
nh l 2.4. Vi mi dy (E
n
) trong M sao cho
_
nN
E
n
M, ta c
(

_
n=1
E
n
)

n=1
(E
n
).
nh l 2.5. Vi mi dy tng dn (E
n
) M sao cho
_
nN
E
n
M, ta c
(

_
n=1
E
n
) = lim
n
(E
n
).
Cho E M. E c gi l c o hu hn nu (E) < +, v c
gi l c o hu hn nu n l hp ca mt s m c cc tp c
28
o hu hn. R rng, nu A, B M m A B v B c o hu hn
(hoc hu hn) th A cng c tnh cht tng ng.
o c gi l hu hn (hu hn) nu bn thn tp X c
o hu hn (hu hn). Khng gian (X, M, ) c gi l y nu
E M, D E, ((E) = 0) (D M; (D) = 0).
Chng hn, cc khng gian o V d 2.2, 2.3 l y .
By gi cho khng gian o (X, M, ) v Y M. t
M
Y
:= E M[ E Y ;
Y
= [
M
Y
: M
Y
R.
Lc , (Y, M
Y
,
Y
) cng l mt khng gian o v c gi l khng gian
o con ca (X, M, ). R rng,
Y
l hu hn (hu hn) khi v ch
khi Y c o hu hn (hu hn).
Bi tp 2.5. Chng minh rng nu : MR l hm cng tnh khng m
trn mt i s M, v tn ti E M sao cho (E) < + th () = 0.
Bi tp 2.6. Cho khng gian o (X, M, ). Chng minh rng vi mi
(E
n
) M m

E
n
M, ta c

_
_
nN
E
n
_
= lim
n+

_
n
_
i=1
E
i
_
.
Bi tp 2.7. Cho X l mt tp c lc lng khng m c. Ta xt h M
cc tp con E ca X sao cho, hoc E m c hoc X E m c.
a) Chng minh rng M l mt i s trong X;
b) Xt : MR, xc nh bi:
(E) =
_
0, nu E m c;
1, nu X E m c,
E M.
Chng minh (X, M, ) l khng gian o y .
Bi tp 2.8. (B sung mt khng gian o) Cho khng gian o (X, M, ).
Chng minh h M

, gm cc tp c dng M = E F trong E M v
tn ti tp o c D, cha F v c o bng khng, l mt i s. Vi
mi tp M nh trn ta nh ngha

(M) := (E). Chng minh (X, M

)
l mt khng gian o y , tha mn M

M v =

[
M
.
Bi tp 2.9. Cho hai tp A, B M, vi (X, M, ) l mt khng gian o.
Chng minh rng
(A B) = (A) +(B) (A B).
M rng kt qu ny cho trng hp n tp o c.
29
2.2. Khuch o
2.2.1. o ngoi
Mt hm tp khng m

: T(X) R c gi l o ngoi trn X


nu n tha mn cc iu kin sau:
a)

() = 0;
b) A B X

(A)

(B);
c)

di cng tnh m c theo ngha sau:


(E
n
) T(X),

_
_
nN
E
n
_

nN

(E
n
).
o ngoi

c gi l hu hn nu

(X) < +, l hu hn nu
tn ti cc tp E
n
X sao cho

(E
n
) < + vi mi n v
X =
_
nN
E
n
.
2.2.2. o cm sinh bi o ngoi
Cho

l mt o ngoi trn X. Ta s xy dng mt khng gian


o (X, M, ) cm sinh bi

theo ngha l

[
M
= .
Mt tp E X c gi l

o c, hay n gin l o c, nu

(M)

(M E) +

(M E), M X. (2.1)
V bt ng thc ngc li l lun lun ng nn, mt cch tng ng,
ta c th ni E o c khi v ch khi

(M) =

(M E) +

(M E), M X. (2.2)
Ta k hiu M l h tt c cc tp con

o c ca X.
Mnh 2.6. Nu E M th X E M.
Mnh 2.7. Nu E, F M th E F M v E F M.
H qu 2.2. M l mt i s trn X.
30
B 2.1. Nu E
1
, E
2
, . . . , E
n
l nhng tp con o c, ri nhau, th

_
M
_
n
_
i=1
E
i
_
_
=
n

i=1

(M E
i
), M X.
B 2.2. Vi mi dy (E
n
)
nN
cc tp o c, tn ti dy (D
n
) cc tp
o c, ri nhau sao cho
D
n
E
n
, n;
_
nN
D
n
=
_
nN
E
n
.
nh l 2.8. M l i s trn X.
B 2.3. Mi tp E X m

(E) = 0 u o c.
nh l 2.9. (X, M, ), vi =

[
M
, l mt khng gian o y .
2.2.3. Khuch o
Cho (X, N, ) l mt khng gian o, trong N l mt i s trn
X. Ta cn m rng o ln mt i s M cha N. Mun vy, trc
tin ta nh ngha hm tp

: T(X) :R bng cch sau: Vi mi E X,


ta t ((E) l h tt c cc dy = B
n
[ n N N, ph E, tc l
_
nN
B
n
E.
V X, N, ((E) ,= . Vi mi = B
n
[ n N ((E) t
() :=

nN
(B
n
),
v nh ngha

(E) := inf () [ ((E).


Mnh 2.10.

l mt o ngoi trn X, hn na,


a) E l

o c, vi mi tp E N;
b)

(E) = (E) vi mi E N.
By gi gi (X, M, ) l khng gian o cm sinh bi o ngoi

.
T Mnh 2.10, ta c M N v = [
N
.
H qu 2.3. Mi khng gian o (X, N, ) u c th m rng thnh mt
khng gian vi o y (X, M, ).
31
2.3. o trn R
n
2.3.1. o trn R
Ta s gi gian trn R l tp, k hiu , c mt trong cc dng sau:
(a, b), (a, b], [a, b), [a, b], (, b), (, b], (a, +), [a, +), (, +),
vi a, b R, v gi o ca gian l gi tr [[ := b a trong bn trng
hp u v [[ := + trong cc trng hp cn li.
K hiu N l lp tt c cc tp con ca R c th biu din di dng
hp ca mt s hu hn gian ri nhau. Tc l
N = P [ P =
n
_
i=1

i
,
i

j
= , i ,= j.
Vi mi tp P N c dng nh th ta t
m(P) :=
n

i=1
[
i
[.
Mnh 2.11. (R, N, m) l mt khng gian o.
Nh vy, theo Mc 2.2.3., tn ti mt i s L N v mt o
trn L, l khuch ca m. Hn na (R, L, ) l khng gian o . Ta gi
l o Lebesgue trn ng thng thc v mt tp E L c gi l
tp o c theo o Lebesgue, hay Lebesgue-o c. Chng ta s lm r
hn v o Lebesgue. Trc ht theo lc 2.2.3., o ngoi tng
ng vi m c xc nh trn R bi

(A) = inf
_

i=1
m(P
i
) [ P
i
N,

_
i=1
P
i
A
_
. (2.3)
Thc ra ta c biu din khc nh sau:
B 2.4.

(A) = inf
_

k=1
[
k
[ [
k
l khong m v

_
k=1

k
A
_
. (2.4)
32
Chng minh. Tht vy, nu gi v phi ca (2.4) l th

(A) bi
N vi mi khong m . Nu

(A) = th ng thc xy ra. Ngc


li, nu

(A) < th vi mi > 0, tn ti h (P


i
)
iN
N ph A m

i=1
m(P
i
) <

(A) + .
V

_
i=1
P
i
=

_
k=1

k
,
vi
k
l cc gian, m vi mi k ta u tm c khong m

k
cha
k
v [

k
[ < [
k
[ +

2
k
, nn (

k
) l h cc khong m ph A v

k=1
[

k
[ <

k=1
[
k
[ + =

i=1
m(P
i
) + <

(A) + 2.
Vy,

(A) . Suy ra

(A) = .
H qu 2.4.

(A) = inf
_

k=1
[
k
[ [
k
l gian v

_
k=1

k
A
_
. (2.5)
Theo 2.2.2. v 2.2.3., mt tp A R l Lebesgue-o c khi v ch khi

(E) =

(E A) +

(E A), E R.
Cc kt qu di y cho ta hnh dung c lp cc tp o c Lebesgue
trn R:
Mnh 2.12. Cc tp Borel u o c. Ni cch khc, B
1
L.
Chng minh. Ta ch cn chng minh cc tp dng (a, ) (tng t, (, b))
l o c. Vi mi E R ta t A = E (a, ), B = E (, a]. Ta s
chng minh

(E)

(A) +

(B).
Bt ng thc l hin nhin nu

(E) = . V vy ta gi thit

(E) < .
Lc , vi mi > 0 tn ti h cc khong m (
k
)
kN
ph E m

k=1
[
k
[ <

(E) + .
33
t A
k
=
k
(a, ) v B
k
=
k
(, a] ta c A
k
, B
k
l cc gian m
[
k
[ = [A
k
[ +[B
k
[, mt khc (A
k
) ph A cn (B
k
) ph B. V vy,

(A) +

(B)

k=1
[A
k
[ +

k=1
[B
k
[ =

k=1
[
k
[ <

(E) + .
V iu ny ng vi mi > 0 nn

(E)

(A) +

(B).
H qu 2.5. Cc tp m, ng, tp loi G

, F

u l cc tp o c.
Bi tp 2.10. Tm o ca cc tp Q, (0; 1)Q, Z, x [0; ] [ cos x Q.
Bi tp 2.11. Cho A R. Chng minh rng, vi mi > 0, tn ti tp m
U A sao cho

(U)

(A) +. T suy ra tn ti tp V dng G

, cha
A v

(V ) =

(A).
Bi tp 2.12. Cho A R. Chng minh rng cc mnh sau tng ng:
a) A L;
b) Vi mi s dng tn ti tp m U A sao cho

(U A) < ;
c) Vi mi s dng , tn ti tp ng F A sao cho

(A F) < ;
d) Tn ti tp V A, loi G

, sao cho

(V A) = 0;
e) Tn ti tp K A, loi F

, sao cho

(A K) = 0.
Bi tp 2.13. Tm mt tp hp con khng o c trong R.
2.3.2. o trn R
k
Ta gi gian trong R
k
l mt tp c dng
=
k

j=1
D
j
,
vi D
j
l cc gian trong R. Ta gi th tch ca , lc , l gi tr:
[[ =
k

j=1
[D
j
[,
vi quy c rng tch s bng khng nu mt trong cc [D
j
[ bng khng
(cho d c gi tr khc bng ). K hiu N
k
l h cc tp P R
k
m l
hp ca mt s hu hn gian ri nhau trong R
k
:
P =
n
_
i=1

i
,
i

j
= , i ,= j.
34
Vi mi P nh trn ta cng gi th tch ca P l gi tr:
m(P) =
n

i=1
[
i
[.
Tng t nh trn R ta c:
Mnh 2.13. (R
k
, N
k
, m) l mt khng gian o.
Bng cch khuch o theo lc nh trong Mc 2.2.3. ta nhn c
khng gian o y (R
k
, L
k
, ), c gi l o Lebesgue trn R
k
v cc tp E L
k
c gi l tp o c Lebesgue. Ta cng chng minh
c L
k
B
k
, v do , mi tp ng, m, G

, F

u o c.
Bi tp 2.14. Lm Bi tp 2.11, 2.12 vi A R
k
v o Lebesgue trn R
k
.
2.4. Hm o c
2.4.1. nh ngha
Gi s T l mt i s trn mt tp hp X, E T v f : E R.
B 2.5. Bn pht biu sau l tng ng:
a) f
1
[, a) = x E [ f(x) < a T vi mi a R;
b) f
1
[, a] = x E [ f(x) a T vi mi a R;
c) f
1
(a, +] = x E [ f(x) > a T vi mi a R;
d) f
1
[a, +] = x E [ f(x) a T vi mi a R.
Hm f c gi l o c trn E nu mt trong cc pht biu B
2.5 tho mn. Khi X = R
k
v T = L
k
ta ni f l o c theo ngha
Lebesgue, cn nu T = B
k
th ta ni f l o c theo ngha Borel, hay n
gin: f l hm Borel. Thng thng trn T c mt o , lc ta cng
ni f o c theo o .
T nay ta lun gi thit (X, T, ) l mt khng gian o v E T.
V d 2.4. Hm hng: f(x) = , vi mi x E, l hm o c v
x E [ f(x) < a =
_
E, nu < a;
, nu a.
35
V d 2.5. Cho f : R
k
R l hm lin tc. Vi mi a R, f
1
(, a) l
tp m nn thuc B
k
. Vy f l hm Borel, v do , cng l hm o c
theo o Lebesgue.
T nh ngha ta thy, nu f o c trn E v D l mt tp con o
c ca E, th hm thu hp f
D
: D R cng o c trn D. Tht vy,
x D [ f
D
(x) < a = D x E [ f(x) < a T, a R. (2.6)
Ta ni mt hm mnh p(x) l ng hu khp ni (vit tt l h.k.n.)
trn mt tp E X ca khng gian o (X, T, ) nu tn ti mt tp
hp con o c D ca E sao cho (D) = 0 v p(x) ng vi mi x ED.
Chng hn, ta ni hm f lin tc h.k.n. (kh vi h.k.n.) c ngha l f lin tc
(kh vi) ti mi x E D, hoc ni hai hm f v g bng nhau h.k.n. ngha
l f(x) = g(x) vi mi x E D, lc ta cng ni f v g l tng ng
v vit f g.
Mnh 2.14. Gi s (X, T, ) l khng gian y , v f, g l hai hm
tng ng trn E. Lc , nu f o c th g cng o c.
Chng minh. Vi mi a R ta t A = f
1
[, a), B = g
1
[, a). Do
f g, tp D = f ,= g c o khng. Mt khc, d kim chng c
rng A B D v B A D. Suy ra cc tp ny o c. Ch rng
B = [(B A) A] [A B] m A o c nn B o c.
T mnh ny suy ra, trong khng gian o y , nu (E) = 0
th mi hm trn E u o c.
V d 2.6. Hm f : R R xc nh bi
f(x) =
_
sin x, nu x R Q;
cos x, nu x Q
l hm o c, v n tng ng vi hm sin x, m sin x l hm lin tc
nn o c.
36
Bi tp 2.15. Chng minh rng mt hm f : E R l o c khi v ch
khi hai iu sau tho mn:
a) Cc tp f
1
(+) v f
1
() l o c;
b) Vi mi tp m U R, f
1
(U) o c.
T suy ra, mt hm f : E R o c khi v ch khi nh ngc ca mi
tp m l o c.
Bi tp 2.16. Chng minh rng nu f : E R l mt hm o c v
g : R R l mt hm lin tc th hm g f o c.
2.4.2. Cc php ton trn hm o c
B 2.6. Cho f, g : E R l cc hm o c. Lc , cc tp sau l
o c:
A(f; g) = x E [ f(x) < g(x);
B(f; g) = x E [ f(x) g(x);
C(f; g) = x E [ f(x) = g(x).
n gin ta thng vit A(f; g) = f < g, tng t, B(f; g) = f g
v C(f; g) = f = g.
Chng minh. V
A(f; g) =
_
qQ
_
f
1
[, q) g
1
(q, ]

,
cn B(f, g) = X A(g; f) v C(f; g) = B(f; g) B(g; f).
Mnh 2.15. Cho R v f, g : E R l cc hm o c. Lc ,
cc hm sau cng o c: f + , f, f +g, fg.
Chng minh. t u = f + , v = f, w = f + g. Vi a R ta c
u
1
[, a) = f
1
(, a ) T,
v
1
[, a) =
_
f
1
[,
a

), > 0;
f
1
(
a

, +], < 0
T,
w
1
[, a) = A(f; g +a) T.
37
Vy u, v, w o c. Ch rng f
2
cng l hm o c bi ta c
(f
2
)
1
[, a) =
_
, a 0;
f
1
(

a,

a), a > 0
T.
T y suy ra fg =
1
2
_
(f +g)
2
f
2
g
2

cng o c.
Mnh 2.16. Nu f
n
: E R, n N, l cc hm o c th cc hm
sau cng o c:

nN
f
n
= sup
nN
f
n
;

nN
f
n
= inf
nN
f
n
; liminf
n
f
n
; limsup
n
f
n
.
c bit, nu (f
n
) hi t n hm f, th f cng o c.
Chng minh. Bng cch t f = f
n
, g = f
n
, h = liminf f
n
, k = limsup f
n
,
ta c
f
1
[, a] =

n=1
(f
n
)
1
[, a] T;
g
1
[, a) =

_
n=1
(f
n
)
1
[, a) T,
nn f v g o c. Mt khc
h = sup
kN
inf
nk
f
n
; k = inf
kN
sup
nk
f
n
,
nn h v k cng o c.
H qu 2.6. Nu f v g o c th minf, g v maxf, g cng vy.
Bi tp 2.17. Chng minh gii hn ca mt dy hm lin tc trn R
k
l
mt hm o c.
2.4.3. Cu trc hm o c
Cho tp hp A X, ta gi hm c trng ca A l hm s
A
c
xc nh bi

A
(x) =
_
1, x A;
0, x , A.
B 2.7. Hm
A
o c khi v ch khi A o c.
38
Chng minh. V

1
A
[, a) =
_

_
, a 0;
X A, a (0; 1];
X, a > 1.
Mt hm s : E R c gi l hm n gin nu o c v
(E) l mt tp con hu hn trong R. Vy, l hm n gin khi v ch
khi c biu din di dng (gi l biu din chnh tc ca ):
(x) =
m

i=1

A
i
(x), (2.7)
trong
i
l cc s thc v A
i
l cc tp o c ri nhau trong E. Tht
vy, nu l hm n gin vi (E) =
1
,
2
, . . . ,
m
v A
i
=
1
(
i
),
th A
i
l cc tp o c ri nhau v ta c (2.7). Ngc li, nu c dng
(2.7), th d thy cng l hm n gin.
Nhn xt 2.1.
i) Trong biu din chnh tc ca hm n gin ta lun c th gi thit
rng
m
i=1
A
i
= E. Tht vy, nu
m
i=1
A
i
,= E th ta b sung thm tp
A
m+1
= E
m
i=1
A
i
v gi tr
m+1
= 0 vo (2.7).
ii) Biu din (2.7) ca mt hm n gin l khng duy nht, chng hn:
2
[0,2)
3
[2,5]
= 2
[0,1]
3
[2,3)]
+ 2
(1,2]
3
[3,5]
=
_

_
2, x [0, 2);
3, x [2, 5];
0, x , [0, 5].
S dng biu din (2.7) ca hm n gin ta c ngay kt qu sau:
Mnh 2.17. Nu , l cc hm n gin v l s thc th cc hm
+ , , +, cng l cc hm n gin.
nh l di y cho thy cu trc ca cc hm o c:
nh l 2.18. Vi mi hm o c f, tn ti mt dy hm n gin (
n
)
hi t v f.
Nu f 0, th c th chn dy
n
tho mn
n+1

n
0, vi mi n.
Nu f b chn th c th chn dy (
n
) hi t u v f.
39
H qu 2.7. Mt hm f l o c khi v ch khi n l gii hn ca mt
dy hm n gin.
2.4.4. S hi t theo o
Trong mc ny ta gi thit (X, T, ) l mt khng gian o y .
Cho dy hm s (f
n
) xc nh trn mt tp E T. Ta ni dy (f
n
) hi t
theo o v mt hm f, v vit f
n

f nu
> 0, lim
n
x E [ [f
n
(x) f(x)[ = 0.
B 2.8. Cho cc hm f, g v dy hm (f
n
) trn E, m f
n

f. Lc ,
g f f
n

g.
Chng minh. Nu g f th D = f ,= g c o khng. Mt khc,
[f
n
g[ [f
n
f[ D, nn t f
n

f suy ra f
n

g.
Ngc li, gi s f
n

g. Vi mi > 0 ta c
[f g[ [f
n
f[

2
[f
n
g[

2
.
Suy ra
[f g[ [f
n
f[

2
+[f
n
g[

2
.
Cho n v phi dn v khng nn [f g[ = 0. Mt khc,
f ,= g =

n=1
[f g[
1
n
.
Suy ra f ,= g c o khng, hay f g.
Mnh 2.19. Nu cc hm f
n
o c, f
n
(x) f(x) h.k.n. trn E, th
f o c. Hn na, nu (E) < , th f
n

f.
Chng minh. V D = f
n
, f c o khng nn f o c trn D. Mt
khc f
n
f trn E D, nn f o c trn E D. Vy f o c trn E.
Vi mi s dng ta c
G :=

n=1

_
m=n
[f
m
f[ D.
40
V E
n
=

m=n
[f
m
f[ l dy gim dn m (E
1
) (E) < , suy ra
lim
n
(E
n
) = (G) = 0.
Ch rng [f
n
f[ E
n
ta nhn c f
n

f.
nh l 2.20. Nu dy hm o c (f
n
) hi t theo o n mt hm
f, th tn ti mt dy con (f
n
k
) hi t h.k.n. n f.
Chng minh. Chn
k
0 v
k
> 0 sao cho

k=1

k
< . V f
n

f, vi
mi k tn ti n
k
(c th chn sao cho n
k
< n
k+1
) sao cho
[f
n
f[
k
<
k
, n n
k
.
t D
m
=
km
[f
n
k
f[
k
v D =

m=1
D
m
, ta c
(D) (D
m
)

k=m
[f
n
k
f[
k
<

k=m

k
m
0.
Vy (D) = 0. Mt khc, nu x E D th tn ti m sao cho, x , D
m
, tc
l vi mi k m ta c [f
n
k
(x) f(x)[ <
k
. Vy f
n
k
f, h.k.n.
2.5. Tch phn
2.5.1. Tch phn hm n gin khng m
Trong mc ny ta vn xt E l tp o c, v k hiu S
+
(E) l tp
cc hm n gin khng m trn E, tc l cc hm c biu din chnh
tc (2.7) vi cc
i
0. Trc khi nh ngha tch phn ca hm n gin
khng m ta chng minh kt qu sau:
B 2.9. Nu S
+
(E) c hai biu din chnh tc:
=
m

i=1

A
i
=
n

j=1

B
j
,
th
m

i=1

i
(A
i
) =
n

j=1

j
(B
j
), (2.8)
trong cc tng trn ta quy c 0.(+) = 0.
41
Chng minh. T Nhn xt 2.1 ta gi thit A
i
= B
j
= E. Lc ,
A
i
=
n
_
j=1
C
i,j
, B
j
=
m
_
i=1
C
i,j
, vi C
i,j
= A
i
B
j
.
Cc tp C
i,j
i mt ri nhau, do
m

i=1

i
(A
i
) =
m

i=1

i
n

j=1
(C
i,j
) =
m

i=1
n

j=1

i
(C
i,j
);
n

j=1

j
(B
j
) =
n

j=1

j
m

i=1
(C
i,j
) =
m

i=1
n

j=1

j
(C
i,j
).
V C
i,j
,= ch khi
i
=
j
nn t y suy ra (2.8).
T b trn ta nh ngha tch phn ca hm n gin khng m ,
vi biu din chnh tc (2.7), trn tp E l gi tr sau (c th bng +):
I
E
() :=
m

i=1

i
(A
i
).
Mnh 2.21. Hm I
E
: S
+
(E) [0; +] c cc tnh cht sau:
a) Vi mi c > 0 v S
+
(E) ta c c S
+
(E) v
I
E
(c) = cI
E
();
b) Vi , S
+
(E) ta c + S
+
(E) v
I
E
( + ) = I
E
() + I
E
();
c) Vi , S
+
(E) m 0 h.k.n. trn E, ta c
I
E
() I
E
().
Chng minh. Khng nh a) l hin nhin. chng minh b) v c) ta lu
rng, nu
=
m

i=1

A
i
v =
n

j=1

Bj
th
+ =
m

i=1
n

j=1
(
i
+
j
)
A
i
B
j
.
42
Mt khc, rng
(A
i
) =
n

j=1
(A
i
B
j
); (B
j
) =
m

i=1
(A
i
B
j
), i, j,
ta c
I
E
() =
m

i=1
n

j=1

i
(A
i
B
j
) v I
E
() =
m

i=1
n

j=1

j
(A
i
B
j
).
V vy,
I
E
() + I
E
() =
m

i=1
n

j=1
(
i
+
j
)(A
i
B
j
) = I
E
( +).
Nu th
i

j
vi mi i, j m A
i
B
j
,= . Do , I
E
() I
E
().
Mnh 2.22. Cho hai dy hm n gin
n
,
n
S
+
(E), khng gim
(tc l
n

n+1
,
n

n+1
) tho mn
lim
n

n
(x) = lim
n

n
(x), x E. (2.9)
Lc ,
lim
n
I
E
(
n
) = lim
n
I
E
(
n
). (2.10)
Chng minh. t f = lim
n

n
= lim
n

n
. Ta phn bit hai trng hp:
i) f l hm n gin v c biu din chnh tc:
f(x) =
m

i=1

A
i
(x).
Ta chng minh I
E
(
n
) I
E
(f). C nh mt s q (0; 1) v t
A
i,n
:= x A
i
[
n
(x) q
i
.
D thy A
i,n
A
i,n+1
vi mi n, ng thi

_
n=1
A
i,n
= A
i
.
V vy, theo nh l 2.5,
(A
i
) = lim
n
(A
i,n
).
43
t
n
(x) =
m

i=1
q
i

A
i,n
(x) ta c
n

n
f nn
I
E
(
n
) I
E
(
n
) I
E
(f).
Nhng
I
E
(
n
) =
m

i=1
q
i
(A
i,n
)
m

i=1
q
i
(A
i
) = qI
E
(f).
Suy ra
qI
E
(f) lim
n
I
E
(
n
) I
E
(f), q (0; 1).
Vy I
E
(
n
) I
E
(f). Tng t, I
E
(
n
) I
E
(f) v ta c (2.10).
ii) f khng phi hm n gin. C nh m v t
n
=
n

m
. R
rng, (
n
) l dy khng gim trong S
+
(E). Mt khc, do
n
f
m
nn

n
f
m
=
m
. Vy theo i) ta c
I
E
(
m
) = lim
n
I
E
(
n
) lim
n
I
E
(
n
).
V iu ny ng vi mi m nn
lim
n
I
E
(
n
) lim
n
I
E
(
n
).
Tng t ta c chiu ngc li v mnh c chng minh hon ton.
2.5.2. Tch phn hm o c bt k
Trc ht ta xt hm o c khng m f : E [0; +]. Theo nh
l 2.18, f l gii hn ca mt dy khng gim cc hm o c khng m
(
n
) trn E. Lc , ta gi tch phn ca hm f trn tp E i vi o
l gi tr gii hn (hu hn hay v hn):
_
E
f(x)d = lim
n
I
E
(
n
).
Do Mnh 2.22, gi tr gii hn ny hon ton c xc nh, v n c
lp vi vic chn dy (
n
) hi t v f.
By gi gi s f : E R l hm o c c du tu trn E. Bng
cch t f
+
= maxf, 0 v f

= maxf, 0 ta c f
+
, f

l cc hm
o c khng m trn E m f = f
+
f

. Ta gi gi tr sau
_
E
f(x)d :=
_
E
f
+
(x)d
_
E
f

(x)d,
44
nu n c ngha (tc l
_
E
f
+
(x)d < hoc
_
E
f

(x)d < ), l tch


phn ca f trn E i vi o .
Nu gi tr tch phn ny hu hn ta ni f l hm kh tch trn E. Vy,
f kh tch khi v ch khi c f
+
v f

kh tch.
Khi X = R
k
, T = L
k
v l o Lebesgue, th tch phn nh trn
c gi l tch phn Lebesgue v c k hiu theo mt trong cc cch sau:
_
E
f(x)d(x), (L)
_
E
f(x)dx, (L)
_

_
E
f(x
1
, . . . , x
k
)dx
1
. . . dx
k
.
B 2.10.
a) Nu f l hm n gin, c biu din chnh tc f =
m

i=1

A
i
, th
_
E
f =
m

i=1

i
(A
i
) (mi khi v phi c ngha); (2.11)
b)
_
E
c = c(E), vi c R;
c)
_
E
c
D
= c(D E), vi mi tp D o c.
Chng minh.
a) Nu f 0 th, bng cch chn dy hng
n
= f, ta c
_
E
f = limI
E
(
n
) = I
E
(f) =
m

i=1

i
(A
i
).
Trng hp tng qut th f = f
+
f

, vi f
+
, f

S
+
(E) v c biu din
f
+
=

i
>0

A
i
, f

j
<0
(
j
)
A
j
.
Lc ,
_
E
f
+
=

i
>0

i
(A
i
),
_
E
f

j
>0

j
(A
j
).
Vy nu v phi ca (2.11) c ngha th
m

i=1

i
(A
i
) =

i
>0

i
(A
i
) +

i
<0

i
(A
i
) =
_
E
f
+

_
E
f

=
_
E
f.
45
b) V hm hng f = c chnh l hm n gin c
E
.
c) V trong E, hm c
D
cng l hm n gin c
DE
.
Mnh 2.23.
a) Nu (E) = 0 v f o c th
_
E
f = 0;
b) Nu (E) < v f o c, b chn trn E th f kh tch.
Chng minh.
a) Nu (E) = 0 th d thy I
E
() = 0 vi mi S
+
(E). T , theo
nh ngha tch phn hm o c, suy ra
_
E
f = 0 vi mi hm o c f.
b) Nu 0 f(x) M, vi mi x E, th vi dy (
n
) S
+
(E) tng
dn n f ta c (I
E
(
n
)) l dy b chn trn bi M(E) nn
_
E
f = lim
n
I
E
(
n
) M(E) < .
Nu f l hm o c b chn, th f
+
v f

u khng m, b chn nn u
kh tch. Do f kh tch.
T nay tr i, mi khi vit
_
E
f ta hiu f l hm o c trn tp o
c E v tch phn l c ngha (c th khng hu hn).
Mnh 2.24. Nu C D = th
_
CD
f =
_
C
f +
_
D
f, (2.12)
nu mt trong hai v c ngha.
Chng minh. Ta ln lt xt tng trng hp:
i) f l hm n gin khng m trn C D:
f =
m

i=1

A
i
,
m
_
i=1
A
i
= C D.
Lc f c biu din trn C v trn D ln lt l
m

i=1

CA
i
v
m

i=1

DA
i
.
46
Do , theo (2.11),
_
CD
f =
m

i=1

i
(A
i
) =
m

i=1

i
(C A
i
) +
m

i=1

i
(D A
i
) =
_
C
f +
_
D
f.
ii) f o c khng m: Gi s
n
S
+
(E) sao cho
n
f. Theo i):
_
CD

n
=
_
C

n
+
_
D

n
.
Cho n ta nhn c (2.12).
iii) f o c ty : Theo ii) ta c
_
CD
f
+
=
_
C
f
+
+
_
D
f
+
,
_
CD
f

=
_
C
f

+
_
D
f

.
Nu mt trong hai v ca (2.12) c ngha th ta phi c
_
CD
f =
_
C
f
+
+
_
D
f
+

_
C
f

_
D
f

=
_
C
f +
_
D
f.
H qu 2.8. Nu D l tp con o c ca E th
_
E
f tn ti ko theo
_
D
f
tn ti; f kh tch trn E ko theo f kh tch trn D.
Chng minh. t C = E D ta c E = C D v C D = . V vy, theo
Mnh 2.24, nu
_
E
f =
_
CD
f c ngha th
_
D
f c ngha, cn nu
_
E
f
hu hn th
_
D
f cng hu hn.
H qu 2.9. Nu (D) = 0 th
_
ED
f =
_
E
f.
Chng minh. Ta c E D = E (D E), m (D E) = 0 nn
_
ED
f =
_
E
f +
_
D\E
f =
_
E
f.
H qu 2.10. Nu f g th
_
E
f =
_
E
g.
Chng minh. t C = f = g v D = f ,= g. Ta c (D) = 0, E = CD
v C D = . V vy
_
E
f =
_
C
f =
_
C
g =
_
E
g.
47
Mnh 2.25. Nu f g h.k.n. trn E th
_
E
f
_
E
g (nu hai v u c ngha).
Chng minh. B qua mt tp c o khng ta gi s f g. Trc ht gi
thit 0 f g. Gi s (
n
) v (
n
) l cc dy hm n gin khng m sao
cho
n
f v
n
g. C th gi thit
n

n
(v nu khng ta c th
thay
n
bi
n

n
). Lc ,
_
E
f = lim
n
I
E
(
n
) lim
n
I
E
(
n
) =
_
E
g.
Nu f v g c du tu th, do 0 f
+
g
+
v f

0, ta c
_
E
f
+

_
E
g
+
;
_
E
f


_
E
g

.
T y ta cng nhn c iu cn chng minh.
H qu 2.11. Nu hm o c f : E R l kh tch th f hu hn h.k.n.,
tc l (f
1
, ) = 0.
Chng minh. t A = f
1
(+), B = f
1
(). V f
+
kh tch m f
+

n
A
vi mi n N nn ta c
n(A) =
_
E
n
A

_
E
f
+
< +, n N.
Suy ra (A) = 0. Tng t, ta cng chng minh c (B) = 0.
H qu 2.12. Nu f 0 trn E v
_
E
f = 0 th f = 0 h.k.n. trn E.
Chng minh. Vi mi n N

ta t E
n
= f
1
n
. Do f
1
n

E
n
ta c
0 =
_
E
f
_
E
1
n

E
n
=
1
n
(E
n
).
Suy ra (E
n
) = 0. V
f > 0 =

_
n=1
E
n
,
nn f > 0 c o khng.
48
Mnh 2.26. Vi mi c R ta c:
_
E
(cf) = c
_
E
f; (2.13)
Chng minh. Hin nhin ta c th gi thit c ,= 0.
i) c > 0 v f 0: Vi
n
S
+
(E) m
n
f ta c c
n
cf nn
_
E
cf = lim
n
I
E
(c
n
) = c lim
n
I
E
(
n
) = c
_
E
f.
ii) c > 0 v f c du ty : (cf)
+
= cf
+
, (cf)

= cf

. V vy
_
E
(cf) =
_
E
(cf)
+

_
E
(cf)

=
_
E
cf
+

_
E
cf

= c
_
E
f.
iii) c < 0 v f c du ty : (cf)
+
= (c)f

, (cf)

= (c)f
+
. V vy
_
E
(cf) =
_
E
(cf)
+

_
E
(cf)

= (c)[
_
E
f

_
E
f
+
] = c
_
E
f.
Mnh 2.27.
_
E
(f + g) =
_
E
f +
_
E
g (nu v phi c ngha). (2.14)
Chng minh. Trc ht, ch rng hm f + g khng xc nh trong tp
D = [f
1
(+) g
1
()] [f
1
() g
1
()]. (2.15)
Tuy vy, do v phi c ngha, tp ny c o khng nn ta c th cho f +g
nhn gi tr ty trn tp hp ny m khng nh hng n biu thc. V
n gin, ta c th gi thit D = hay, ni cch khc, f +g xc nh ti
mi im x E.
Ta chia tp E thnh 6 tp ri nhau:
A
1
= f 0, g 0; A
2
= f < 0, g < 0;
A
3
= f 0, g < 0, f +g 0; A
4
= f 0, g < 0, f + g < 0;
A
5
= f < 0, g 0, f +g 0; A
6
= f < 0, g 0, f + g < 0.
49
S dng Mnh 2.24 ta ch cn chng minh
_
A
i
(f + g) =
_
A
i
f +
_
A
i
g, i. (2.16)
i) Vi tp A
1
: Gi (
n
), (
n
) l cc dy hm n gin khng m trong
A
1
sao cho
n
f v
n
g. Lc ,
n
+
n
f +g. Ta c I
A
1
(
n
+
n
) =
I
A
1
(
n
) + I
A
1
(
n
). Cho n ta nhn c (2.16) vi i = 1
ii) Vi tp A
2
: Ta c f > 0 v g > 0. S dng Mnh 2.26 v kt
qu i) ta c
_
A
2
(f +g) =
_
A
2
(f g) =
_
A
2
(f)
_
A
2
(g) =
_
A
2
f +
_
A
2
g.
iii) Vi tp A
3
: Ta c f l tng ca hai hm khng m f +g v g. V
vy, theo i) v Mnhh 2.26, ta c
_
A
3
f =
_
A
3
(f +g) +
_
A
3
(g) =
_
A
3
(f + g)
_
A
3
g.
T suy ra (2.16) vi i = 3. Cc trng hp cn li c chng minh
tng t.
nh l 2.28. Cho f v g l cc hm o c trn E.
a) Nu
_
E
f c ngha th

_
E
f


_
E
[f[;
b) f kh tch khi v ch khi [f[ kh tch;
c) Nu [f[ g h.k.n. trn E v g kh tch th f kh tch;
d) Nu f, g kh tch th f +g kh tch. Nu f kh tch, g b chn th fg
kh tch.
Chng minh.
a) V [f[ = f
+
+f

, theo Mnh 2.27, ta c:


_
E
[f[ =
_
E
f
+
+
_
E
f

_
E
f
+

_
E
f

_
E
f

.
b) V [f[ cng kh tch khi v ch khi f
+
v f

kh tch.
50
c) Theo Mnh 2.25, nu g kh tch th [f[ kh tch, suy ra f kh tch.
d) Khng nh u nhn c t Mnh 2.27. Nu g b chn th
[fg[ M[f[, vi M l hng s. Nhng M[f[ kh tch nn fg kh tch.
2.6. Qua gii hn di du tch phn
nh l 2.29 (Hi t n iu). Nu 0 f
n
f th
_
E
f
n

_
E
f.
Chng minh. Vi mi n tn ti mt dy hm n gin khng m (
n
m
)
m
sao cho
n
m
f
n
. V f
n
f
n+1
nn, lp lun nh trong chng minh Mnh
2.25, c th gi thit rng
n
m

n+1
m
, vi mi m. Ta s chng minh

n
n
f. Tht vy,
n
n

n+1
n

n+1
n+1
. Mt khc, vi k n ta c

k
n

n
n
f
n
.
C nh k v cho n , v tri dn v f
k
cn v phi dn v f, do :
f
k
lim
n

n
n
f.
Li cho k , v tri dn v f, suy ra
n
n
f. Vy
_
E
f = lim
n
I
E
(
n
n
) lim
n
_
E
f
n

_
E
f.
Suy ra iu phi chng minh.
H qu 2.13. Nu g
n
0 th
_
E

n=1
g
n
=

n=1
_
E
g
n
.
Chng minh. p dng nh l trn vi f
n
=

n
i=1
g
i
v f =

i=1
g
i
.
nh l 2.30 (B Fatou). Nu f
n
0 th
_
E
liminf
n
f
n
liminf
n
_
E
f
n
. (2.17)
51
Chng minh. t g
k
= inff
n
, n k. Lc g
k
liminf f
n
, hn na
0 g
k
f
k
. V vy, theo nh l hi t n iu:
_
E
liminf
n
f
n
= lim
k
_
E
g
k
liminf
k
_
E
f
k
.
H qu 2.14. Cho g l hm kh tch trn E. Lc ,
a) nu f
n
g th (2.17) tho mn;
b) nu f
n
g th
_
E
limsup
n
f
n
limsup
n
_
E
f
n
. (2.18)
Chng minh. Nu f
n
g th f
n
g 0 v
_
E
f
n
=
_
E
g +
_
E
(f
n
g); liminf
n
f
n
= liminf
n
(f
n
g) + g.
V vy p dng B Fatou ta c:
_
E
liminf
n
f
n
=
_
E
liminf
n
(f
n
g)+
_
E
g liminf
n
_
E
(f
n
g)+
_
E
g = liminf
n
_
E
f
n
.
Nu f
n
g th p dng B Fatou cho dy hm g f
n
v rng
liminf
n
(g f
n
) = g limsup
n
f
n
; liminf
n
_
E
(g f
n
) =
_
E
g
_
E
limsup
n
f
n
,
ta suy ra (2.18).
nh l 2.31 (Hi t b chn). Nu [f
n
[ g, g kh tch v f
n
f (hu
khp ni hay theo o) th
_
E
f = lim
n
_
E
f
n
. (2.19)
Chng minh.
i) f
n
f h.k.n. V g f
n
g, p dng H qu 2.14 ta c
_
E
f liminf
n
_
E
f
n
limsup
n
_
E
f
n

_
E
f.
Suy ra (2.19).
52
ii) f
n

f. Gi (f
n
k
) l dy con ca dy (f
n
) sao cho
lim
n
k

_
E
f
n
k
= limsup
n
_
E
f
n
.
V f
n
k

f, tn ti dy con (f
n
k
i
) hi t hu khp ni v f. Theo i) ta c
_
E
f = lim
n
k
i

_
E
f
n
k
i
= limsup
n
_
E
f
n
.
Nhng theo, H qu 2.14, v tri ca biu thc khng vt qu liminf
n
_
E
f
n
nn t y cng suy ra (2.19).
H qu 2.15. Nu (E) < , [f
n
[ K, vi K l hng s, v f
n
f (hu
khp ni hay theo o) th
_
E
f = lim
n
_
E
f
n
.
Chng minh. V
_
E
K = K(E) < , p dng nh l hi t b chn, ta
nhn c iu phi chng minh.
2.7. Mi quan h vi tch phn Riemann
Trc ht ta cn nhc li nh ngha ca Tch phn Riemann trn R v
trn R
k
. Gi s [a; b] l mt on hu hn trong R. Ta chia on ny thnh
cc on con bi cc im chia a = x
0
< x
1
< < x
n
= b. Lc tp hp
P = x
0
, x
1
, , x
n
c gi l mt phn hoch ca on [a; b]. Ta dng
k hiu T[a; b] ch tp hp tt c cc phn hoch ca on [a; b]. mn
ca phn hoch P thng c c trng bi gi tr
(P) = maxx
i
x
i1
[ 1 i n.
Gi s f l mt hm b chn trn [a; b]. Vi mi phn hoch P nh trn
ca on [a; b] ta t:
M
i
= supf(x) [ x [x
i1
, x
i
]; m
i
:= inff(x) [ x [x
i1
, x
i
]; 1 i n.
Lc , cc tng
S

(f; P) :=
n

i=1
M
i
(x
i
x
i1
); S

(f; P) :=
n

i=1
m
i
(x
i
x
i1
)
53
ln lt c gi l tng Darboux trn v tng Darboux di ca f trn
[a; b] tng ng vi phn hoch P.
Ta ni hm f l kh tch Riemann trn on [a; b] nu
infS

(f; P) [ P T[a; b] = supS

(f; P) [ P T[a; b].


Gi tr chung ny c k hiu bi
_
b
a
f(x)dx,
v c gi l tch phn ca hm f trn on [a; b].
V d 2.7. Hm hng f(x) = c kh tch trn mi on v
_
b
a
cdx = c(ba).
Trong khi , hm Dirichlet
f(x) :=
_
_
_
1 nu x Q,
0 nu x R Q
khng kh tch trn mi on [a; b] vi a < b.
Tng t, vi mt gian trong R
k
c dng:
=
k

i=1
D
i
, D
i
= [a
i
; b
i
],
ta gi phn hoch T ca l mt b gm k phn hoch ca cc on [a
i
; b
i
] :
a
1
= x
1
0
< x
1
1
< < x
1
m(1)
= b
1
;
a
2
= x
2
0
< x
2
1
< < x
2
m(2)
= b
2
;

a
k
= x
k
0
< x
k
1
< < x
k
m(k)
= b
k
.
Lc T s xc nh mt h T() gm N = m(1) m(2) m(k) hp
ng con c phn trong ri nhau (m ta k hiu ln lt l
1
,
2
, . . . ,
N
).
Ta gi ng knh ca phn hoch T l gi tr sau
(T) := maxx
i
j
x
i
j1
[ 1 j m(i); 1 i k.
54
Cho f l hm b chn trn gian v T l mt phn hoch ca D. Ta t
M
i
= supf(x) [ x
i
; m
i
= inff(x) [ x
i
;
i
T().
Lc , cc tng
S

(f; T) :=
N

i=1
M
i
.m(
i
); S

(f; T) :=
N

i=1
m
i
.m(
i
),
vi m(
i
) l th tch ca gian
i
, ln lt c gi l tng Darboux trn v
tng Darboux di ca f trn tng ng vi phn hoch T. Hm f c
gi l kh tch Riemann trn nu
sup
P
S

(f; T) = inf
P
S

(f; T),
y, sup v inf c ly trn tt c cc phn hoch ca . Gi tr chung
c k hiu bi mt trong cc cch sau
_

f(x)dx;
_

f(x
1
, x
2
, ., x
n
)dx
1
dx
n
;
__
.
_

f(x
1
, x
2
, ., x
n
)dx
1
dx
n
,
v c gi l tch phn Riemann ca hm f trn .
Trong trng hp 2 hay 3 chiu ngi ta thng thay k hiu tch phn
trn bi
__

hay
___

, v c gi l tch phn hai lp hay ba lp. C


th, vi n = 2 ta c
__

f(x, y)dxdy cn vi n = 3 th
___

f(x, y, z)dxdydz.
iu kin kh tch Riemann c th hin qua cc nh l di y:
nh l 2.32. Hm b chn f trn l kh tch Riemann khi v ch khi,
vi mi > 0, tn ti mt phn hoch P ca sao cho
S

(f; P) S

(f; P) < .
H qu 2.16. Mi hm lin tc trn u kh tch.
nh l 2.33 (nh l Lebesgue). Hm f kh tch Riemann trn khi v
ch khi, tp cc im gin on ca f trn c o khng.
Mi quan h gia Tch phn Lebesgue v Tch phn Riemann trn R
k
c th hin trong kt qu sau:
55
nh l 2.34. Nu f kh tch Riemann trn th f cng kh tch Lebesgue
trn tp v
_

f(x)d(x) =
_

f(x)dx.
Chng minh. Do f kh tch Riemann nn vi mi k N

tn ti phn hoch
P
k
ca sao cho
S

(f; P
k
)
_

f(x)dx <
1
k
v
_

f(x)dx S

(f; P
k
) <
1
k
.
Ch rng nu P
k
chia thnh cc tp
1
, . . . ,
n
k
th ta c cc hm n
gin
k
v
k
nh sau:

k
=
n
k

i=1
m
i

i
f
k
=
n
k

i=1
M
i

i
.
Hn na,
_

f(x)dx
1
k
< I

(
k
) = S

(f; P
k
)
_

f(x)dx; (2.20)
_

f(x)dx I

(
k
) = S

(f; P
k
) <
_

f(x)dx +
1
k
. (2.21)
t
g =

k
; h =

k
.
Lc g v h l cc hm o uc, g f h v, t (2.20), (2.21), ta c
_

g(x)d(x) =
_

h(x)d(x) =
_

f(x)dx.
Nhng lc , hm h g 0 c tch phn Lebesgue bng khng nn, theo
H qu 2.12, h g. T y suy ra f g, nn f cng kh tch Lebesgue v
_

f(x)d(x) =
_

g(x)d(x) =
_

f(x)dx.
56
Ti liu tham kho
[1] Hong Ty, Hm thc v Gii tch hm, Nxb HQG H Ni, 2003.
[2] B. Z. Vulikh, A Brief Course in the Theory of Functions of a real variable,
Mir Publishers, Moscow (1976).
[3] J. Dieudonn, C s gii tch hin i I, Nxb H&THCN (1979).
[4] W. Rudin, Real and Complex Analysis, McGraw-Hill (1974).
[5] Phan c Chnh, Gii tch hm tp I, Nxb H&THCN (1979).
[6] Yu. S. Otran, Bi tp L thuyt hm s bin s thc, Nxb H&THCN
(1979).

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