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{f
n
(x)}
f(x) := lim
n→∞
f
n
(x).
n
{g
n,k
(x)}, k = 1, . . .
g
n,k
(x) % f
n
(x) , k → ∞ I
0
(g
n,k
) ≤ I
+
(f
n
) < C,
n
h
k
(x) := max{g
n,k
(x) | n ≤ k}.
f(x)
h
k+1
(x) = max
1≤n≤k+1
g
n,k+1
(x) ≥ max
1≤n≤k+1
g
n,k
(x) ≥ max
1≤n≤k
g
n,k
(x) =
h
k
(x) h
k
(x) ≤ max
1≤n≤k
f
n
(x) = f
k
(x) ≤ f(x),
∀k : I
0
(h
k
) ≤ I
+
(f
k
) < C.
{h
k
(x)}
I
0
(h
k
) k
h(x) := lim
k→∞
h
k
(x),
L
+
(X)
h(x) L
+
(X)
L
+
(X)
I
+
(h) = lim
k→∞
I
0
(h
k
).
h(x) = lim
k→∞
h
k
(x) ≤ f(x).
∀(n ≤ k) : g
n,k
(x) ≤ h
k
(x) ≤ h(x) ≤ f(x).
Äîêàçàòåëüñòâî. Òàê êàê ïîñëåäîâàòåëüíîñòü {fn (x)} ïî÷òè âñþäó ìî-
íîòîííî íå óáûâàåò, òî ïî÷òè âñþäó ñóùåñòâóåò (êîíå÷íûé èëè áåñêîíå÷-
íûé) ïðåäåë
f (x) := lim fn (x). (1.38)
n→∞
Äëÿ êàæäîãî n ñóùåñòâóåò òàêàÿ ïîñëåäîâàòåëüíîñòü ýëåìåíòàðíûõ ôóíê-
öèé {gn,k (x)} , k = 1, . . ., ÷òî
ï.â. gn,k (x) % fn (x) , k → ∞ è I0 (gn,k ) ≤ I+ (fn ) < C, (1.39)
è êîíñòàíòà â (1.39) íå çàâèñèò îò n. Ïîëîæèì
hk (x) := max{gn,k (x) | n ≤ k}. (1.40)
 ñèëó íåðàâåíñòâ (1.39) ïîñëåäîâàòåëüíîñòü ýëåìåíòàðíûõ ôóíêöèé (1.40)
ïî÷òè âñþäó ìîíîòîííî íå óáûâàåò è îãðàíè÷åíà ñâåðõó îïåðäåëåííîé
ðàâåíñòâîì (1.38)ôóíêöèåé f (x):
ï.â. hk+1 (x) = max gn,k+1 (x) ≥ max gn,k (x) ≥ max gn,k (x) =
1≤n≤k+1 1≤n≤k+1 1≤n≤k
hk (x) è ï.â. hk (x) ≤ max fn (x) = fk (x) ≤ f (x), (1.41)
1≤n≤k
ïîýòîìó
∀ k : I0 (hk ) ≤ I+ (fk ) < C. (1.42)
Òàê êàê ïîñëåäîâàòåëüíîñòü ýëåìåíòàðíûõ ôóíêöèé {hk (x)} ìîíîòîííî
íå óáûâàåò è èíòåãðàëû I0 (hk ) îãðàíè÷åíû íå çàâèñÿùåé îò k êîíñòàíòîé,
òî ïî ëåììå 1.1.4 ïî÷òè âñþäó ñóùåñòâóåò ïðåäåë
h(x) := lim hk (x), (1.43)
k→∞
è ïî îïðåäåëåíèþ ïðîñòðàíñòâà L+ (X) çàäàííàÿ ðàâåíñòâîì (1.43) ôóíê-
öèÿ h(x) ïðèíàäëåæèò ïðîñòðàíñòâó L+ (X), à ïî îïðåäåëåíèþ èíòåãðàëà
â ïðîñòðàíñòâå L+ (X) ñïðàâåäëèâî ðàâåíñòâî
I+ (h) = lim I0 (hk ). (1.44)
k→∞
Èç (1.40) ñëåäóåò, ÷òî
ï.â. h(x) = lim hk (x) ≤ f (x). (1.45)
k→∞
Ñëåäîâàòåëüíî,
∀(n ≤ k) : ï.â. gn,k (x) ≤ hk (x) ≤ h(x) ≤ f (x). (1.46)
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