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φ
0
(x) ∈ L(X)
∀n : |φ
n
(x)| ≤ φ
0
(x),
φ ∈ L(X),
I(φ) = lim
n→∞
I(φ
n
) .
lim
n→∞
I(φ
n
) = I( lim
n→∞
φ
n
),
f
n,k
(x) := max{φ
n+j
(x) | 0 ≤ j ≤ k} , g
n,k
(x) := min{φ
n+j
(x) | 0 ≤ j ≤ k}.
|g
n,k
(x)| ≤ φ
0
(x) , |f
n,k
(x)| ≤ φ
0
(x).
f
n,k+1
(x) ≥ f
n,k
(x) , g
n,k+1
(x) ≤ g
n,k
(x).
∃(f
n
(x) ∈ L(X)): lim
k→∞
f
n,k
(x) = f
n
(x),
∃(g
n
(x) ∈ L(X)): lim
k→∞
g
n,k
(x) = g
n
(x).
f
n
(x) & φ(x) , g
n
(x) % φ(x) , n → ∞;
∀n : |g
n
(x)| ≤ φ
0
(x) , |f
n
(x)| ≤ φ
0
(x).
φ ∈ L(X) I(φ) = lim
n→∞
I(f
n
) = lim
n→∞
I(g
n
).
è ñóùåñòâóåò òàêàÿ èíòåãðèðóåìàÿ ôóíêöèÿ φ0 (x) ∈ L(X), ÷òî
∀n : ï.â. |φn (x)| ≤ φ0 (x), (1.73)
òî îïðåäåëåííàÿ ðàâåíñòâîì (1.72) ôóíêöèÿ èíòåãðèðóåìà:
φ ∈ L(X), (1.74)
è ñïðàâåäëèâî ðàâåíñòâî
I(φ) = lim I(φn ) . (1.75)
n→∞
Òàêèì îáðàçîì, åñëè âûïîëíåíû óñëîâèÿ (1.72)-(1.73), òî ìû ìîæåì
óòâåðæäàòü, ÷òî îáå ÷àñòè ðàâåíñòâà
lim I(φn ) = I( lim φn ),
n→∞ n→∞
ñóùåñâóþò è ðàâíû.
Äîêàçàòåëüñòâî. Îïðåäåëèì ôóíêöèè
fn,k (x) := max{φn+j (x) | 0 ≤ j ≤ k} , gn,k (x) := min{φn+j (x) | 0 ≤ j ≤ k}.
Ñïðàâåäëèâû îöåíêè
|gn,k (x)| ≤ φ0 (x) , |fn,k (x)| ≤ φ0 (x). (1.76)
Î÷åâèäíî, ÷òî
fn,k+1 (x) ≥ fn,k (x) , gn,k+1 (x) ≤ gn,k (x).
 ñèëó ñëåäñòâèÿ 1.1.2 è îöåíêè (1.73) ñïðàâåäëèâû óòâåðæäåíèÿ
∃(fn (x) ∈ L(X)) : lim fn,k (x) = fn (x), (1.77)
k→∞
∃(gn (x) ∈ L(X)) : lim gn,k (x) = gn (x). (1.78)
k→∞
 ñèëó (1.72) îïðåäåëåííûå ðàâåíñòâàìè (1.77) -(1.78) ôóíêöèè óäîâëå-
òâîðÿþò óñëîâèÿì:
fn (x) & φ(x) , gn (x) % φ(x) , n → ∞;
∀n : |gn (x)| ≤ φ0 (x) , |fn (x)| ≤ φ0 (x).
Ñíîâà ïðèìåíèÿ ñëåäñòâèå 1.1.2, ìû ìîæåì óòâåðæäàòü, ÷òî
φ ∈ L(X) è I(φ) = lim I(fn ) = lim I(gn ).
n→∞ n→∞
35
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