Академический Документы
Профессиональный Документы
Культура Документы
Resumen
En este artculo se demuestra el Teorema Fundamental del C
alculo
para la integral de Lebesgue sin usar el Lema del cubrimiento de Vitali, obteniendose como consecuencia que dicho teorema es equivalente
al que afirma que toda funci
on absolutamente continua con derivada
igual a cero en casi todo punto es constante. Tambien se prueba que la
descomposici
on de una funci
on de variaci
on acotada es u
nica a menos
de una constante.
Palabras y frases clave: Teorema de Radon-Nikodym, Teorema Fundamental del C
alculo, Lema del cubrimiento de Vitali.
76
Di
omedes Barcenas
Introduction
In the classical proof of the above theorem Vitalis Covering Lemma (Riesz
Lemma either) is used, as well as in that of the following Lemma, previous to
the proof of the theorem we are interested in.
If f : [a, b] R is absolutely continuous with f 0 = 0 almost everywhere
then f is constant.
An elementary and elegant proof of this Lemma using tagged partitions
has recently been achieved by Gordon [6].
In this paper we present another approach to the subject; indeed, we start
with Lebesgue Decomposition and Radon Nikodym Theorem and soon after,
we derive directly the Fundamental Theorem of Calculus and get relatively
simple proofs of well known results.
77
f d =
f g d,
E .
Both references Rudin [8] and Burrill [3] are worth to look for the proof
of this equivalence.
78
Di
omedes Barcenas
The Radon Nikodym Theorem plays a key role in our proof of the Fundamental Theorem of Calculus, particularly the proof given by Bradley [4], so we
will outline this proof but deriving it from Lebesgue Decomposition Theorem
(Theorem 1 below).
Theorem 1. (Lebesgue Decomposition Theorem).
Let (, , ) be a finite, positive measure space and : R a bounded
variation measure. Then there is a unique pair of measures a and s so that
= a + s with a and s .
Proof. We first prove the uniqueness: if 1a + 1s = 2a + 2s with
is qquadi = 1, 2,
ia ;
then
1a 2a = 2s 1s
with both sides of this equation simultaneously absolutely continuous and
singular with respect to . This quickly yields
1a = 2a
and
1s = 2s .
Existence: This portion of the proof is modelled on Bradleys idea [4]. Let
us denote by || the variation of and put = + ||. Then and are
absolutely continuous with respect to the finite positive measure . Now for
any measurable finite partition P = {A1 , A2 , . . . , An } of we define
hP =
n
X
ci Ai ,
i=1
where
ci =
0
(Ai )
(Ai )
if (Ai ) = 0,
otherwise.
79
a) 0 |hP (x)| 1.
Z
b) () =
hP d.
h2
h2P
d +
(h hP )2 d
h2P d.
If we put
k = sup
h2P d ,
where the supremum is taken over all finite measurable partitions of , then,
since for any finite measurable partition P of we have that
Z
h2P d
Z X
n
(Ai )2
i=1
n
X
i=1
n
X
i=1
(Ai )2
|(Ai )|2
(Ai )
|(Ai )|
||() < ,
80
Di
omedes Barcenas
and so
Z X
n
i=1
n
X
i=1
hi+1 hi
(hRn hn ) d = 0.
Since by (b),
(A) =
hn d +
(hRn hn ) d,
81
we conclude that
(A) = lim
hn d
A
Put
1 = {x : h (x) 0},
2 = {x : h (x) > 0}.
Plainly (1 ) = 0 and defining, for A , s (A) = (A 1 ) and a (A) =
(A 2 ), we see that s and a + s = .
It remains to prove that a . Put
h(x) =
h (x)
h (x)
if x 2
if x 1 .
which implies a .
82
Di
omedes Barcenas
hn (x) =
xi = a +
i
(b a).
2n
n
2
X
(Ai )
Ai (x) if x 6= b,
m(A )
i=1
if x = b.
83
f 0 (s) ds,
a
t [a, b].
Another old gem from Lebesgue Integration Theory is the following one.
Corollary 5. If f : [a, b] R is Lebesgue integrable (regarding Lebesgue
Rt
measure) and g(t) = a f (s) ds (t [a, b]), then g is differentiable almost
everywhere and g 0 (s) = f (s) for almost every t [a, b].
Proof. Using standard techniques we establish the absolute
continuity of g.
Rt
So g is differentiable almost everywhere and g(t) = a g 0 (s) ds for each t
[a, b]. From this and the definition of g, we conclude that g 0 (s) = f (s) almost
everywhere.
Lebesgue Differentiation Theorem has been proved by Austin [2] without
using Vitalis Covering Lemma. Because differentiable functions have measurable derivatives, this allows us to get the following theorem without using
Vitalis Lemma. Recall that a function f : [a, b] R is singular if and only if
it has a zero derivative almost everywhere ([8]).
Theorem 6. If f : [a, b] R is a bounded variation function, then it is
the sum of an absolutely continuous function plus a singular function. This
Decomposition is unique up to a constant.
Proof. Uniqueness: Suppose
f = f1 + f2 = g1 + g2
84
Di
omedes Barcenas
f L [a, b]
and
t
0
and, since any bounded variation function is the difference of two non-decreasing
functions, we realize that f 0 L1 [a, b].
If we define for t [a, b]
h(t) =
f 0 (s)ds + f (a),
References
[1] Apostol, T., Calculus, vol.2, Blaisdell, Waltham, 1962.
[2] Austin. D., A Geometric proof of the Lebesgue Differentiation Theorem,
Proc. Amer. Math. Soc. 16 (1965), 220221.
[3] Burrill, C. W., Measure, Integration and Probability, McGraw Hill, New
York, 1971.
[4] Bradley, R. C., An Elementary Treatment of the Radon-Nikodym Derivative, Amer. Math. Monthly 96(5) (1989), 437440.
[5] Gordon, R., The integrals of Lebesgue, Denjoy, Perron, and Henstock,
Graduate Studies in Mathematics, vol. 4, Amer. Math. Soc., Providence,
RI, 1994.
85
[6] Gordon, R. A., The use of tagged partition in Elementary Real Analysis,
Amer. Math. Monthly, 105(2) (1998), 107117.
[7] Riez, F., Nagy, B. Sz., Lecons dAnalyse Fonctionnelle, Akademiai Kiado,
Budapest, 1952.
[8] Rudin, W., Real and Complex Analysis, 2nd edition, McGraw Hill, New
York, 1974.
[9] Saks S., The Theory of Integral, Dover, New York, 1964.