ВУЗ:
Составители:
Рубрика:
l : L
2
ν
(X) 3 f 7→ l(f) =
Z
f(x) λ(dx).
l
|l(f)| ≤
Z
1 λ(dx)
1/2
Z
f
2
(x) λ(dx)
1/2
≤
Z
f
2
(x) ν(dx)
1/2
L
2
ν
(X)
f
0
(x)
∀(f ∈ L
2
ν
(X)) : l(f) =< f
0
, f > .
∀(f ∈ L
2
ν
(X)) :
Z
f(x) λ(dx) =
Z
f(x)f
0
(x) ν(dx) =
Z
f(x)f
0
(x) λ(dx) +
Z
f(x)f
0
(x) µ(dx).
∀(f ≥ 0) : l(f) ≥ 0,
mod(ν) : f
0
(x) ≥ 0.
∀(f ∈ L
2
ν
(X)) :
Z
f(x)(1 − f
0
(x)) λ(dx) =
Z
f(x)f
0
(x) µ(dx) ≥ 0,
A
= {x | f
0
(x) > 1 + }.
f(x) = I(A
| x),
λ(A
) = µ(A
) = 0,
mod(ν) : 1 − f
0
(x) ≥ 0.
 ýòîì ãèëüáåðòîâîì ïðîñòðàíñòâå îïðåäåëèì ëèíåéíûé ôóíêöèîíàë
Z
2
l : Lν (X) 3 f 7→ l(f ) = f (x) λ(dx).
Ôóíêöèîíàë l íåïðåðûâåí, òàê êàê
Z 1/2 Z 1/2 Z 1/2
2 2
|l(f )| ≤ 1 λ(dx) f (x) λ(dx) ≤ f (x) ν(dx)
Ïî òåîðåìå Ðèññà îá îáùåì âèäå ëèíåéíîãî íåïðåðûâíîãî ôóíêöèîíàëà
â ãèëüáåðòîâîì ïðîñòðàíñòâå, â ïðîñòðàíñòâå L2ν (X) ñóùåñòâóåò òàêàÿ
ôóíêöèÿ f0 (x), ÷òî
∀(f ∈ L2ν (X)) : l(f ) =< f0 , f > .
Ñëåäîâàòåëüíî,
Z Z
∀(f ∈ L2ν (X))
: f (x) λ(dx) = f (x)f0 (x) ν(dx) =
Z Z
f (x)f0 (x) λ(dx) + f (x)f0 (x) µ(dx). (1.153)
Òàê êàê
∀(f ≥ 0) : l(f ) ≥ 0,
òî èç (1.153) ñëåäóåò, ÷òî
ï.â. mod(ν) : f0 (x) ≥ 0.
Èç (1.153) ñëåäóåò ðàâåíñòâî
Z Z
2
∀(f ∈ Lν (X)) : f (x)(1 − f0 (x)) λ(dx) = f (x)f0 (x) µ(dx) ≥ 0, (1.154)
Ïóñòü
A = {x | f0 (x) > 1 + }.
Ïîäñòàâèâ â (1.154)
f (x) = I(A | x),
ìû ïîëó÷èì:
λ(A ) = µ(A ) = 0,
ïîýòîìó
ï.â. mod(ν) : 1 − f0 (x) ≥ 0.
74
Страницы
- « первая
- ‹ предыдущая
- …
- 84
- 85
- 86
- 87
- 88
- …
- следующая ›
- последняя »
