Лекции по функциональному анализу для начинающих специалистов по математической физике. Арсеньев А.А. - 86 стр.

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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.

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