Professional Documents
Culture Documents
1 To Olokl Rwma Riemann-Stieltjes
1 To Olokl Rwma Riemann-Stieltjes
19 Maòou 2007
1 To Olokl rwma Riemann-Stieltjes
Se autèc tic shmei¸seic ja d¸soume touc basikoÔc orismoÔc kai jewr mata gia to Riemann-
Stieltjes olokl rwma. Ja d¸soume epÐshc kai orismèna paradeÐgmata kai lumènec ask seic.
'Estw èna disthma I = [a, b] kai Pn = {x0 , x1 , ..., xn } èna sÔnolo shmeÐwn t.w. x0 = a <
x1 < x2 < .... < xn = b. Ja onomzoume to Pn diamèrish tou [a, b]. EÐnai fanerì ìti to
n ∈ N eÐnai to sÔnolo twn shmeÐwn thc diamerÐsewc. Me |Pn | ja sumbolÐzoume to mègisto twn
diafor¸n xk − xk−1 . Mac endiafèroun oi kanonikèc diamerÐseic, dhl. autèc gia tic opoÐec isqÔei
limn→∞ |Pn | = 0.
'Estw duo sunart seic f, g : I → R. Kataskeuzoume to ex c jroisma
n
X
f (zk )(g(xk ) − g(xk−1 )), (1)
k=1
me zk ∈ [xk−1 , xk ] ènac tuqaÐa epilegmènoc arijmìc kai ta xk eÐnai shmeÐa miac kanonik c diamè-
rishc Pn .
Katarq n ac sumbolÐsoume me S(f, g, Pn ) to parapnw jroisma to opoÐo onomzetai kai
jroisma Riemann-Stieltjes. Ac upojèsoume ìti to jroisma autì sugklÐnei ston Ðdio arijmì λ
gia kje kanonik diamèrish Pn kaj¸c to n → ∞. Tìte lème ìti h f eÐnai oloklhr¸simh wc proc
thn g kai sumbolÐzoume ton monadikì arijmì λ me
Z b
f (x)dg(x).
a
Z b Z b Z b
f dg = c1 f dg1 + c2 f dg2 . (2)
a a a
Rb Rb
'Estw epÐshc ìti ta a f1 dg, a f2 dg uprqoun kai èstw f = c1 f1 + c2 f2 me c1 , c2 ∈ R. Tìte
h f eÐnai oloklhr¸simh wc proc g kai isqÔei
1
Z b Z b Z b
f dg = c1 f1 dg + c2 f2 dg. (3)
a a a
Prgmati, ac doÔme ti sumbaÐnei sthn perÐptwsh pou c ∈ (a, b). 'Estw Pn = {x0 , x1 , ..., xn } mia
diamèrish tou [a, b]. Uprqoun genik dÔo peript¸seic, h mÐa eÐnai kanèna shmeÐo thc diamèrishc
na mhn eÐnai Ðso me to c. Se aut thn perÐptwsh, eÐnai eÔkolo na doÔme ìti
n
X
S(f, χc , Pn ) = f (zk )(χc (xk ) − χc (xk−1 )) = 0.
k=1
T¸ra sthn perÐptwsh miac akoloujÐac diamerÐsewn gia tic opoÐec xk = c gia kpoio k ∈ N,
sqhmatÐzoume to parapnw jroisma kai èqoume
n
X
S(f, χc , Pn ) = f (zk )(χc (xk ) − χc (xk−1 )) =
k=1
f (zk )(χc (xk ) − χc (xk−1 )) + f (zk+1 )(χc (xk+1 ) − χc (xk )) = f (zk ) − f (zk+1 ).
Lìgw sunèqeiac thc f sto c èqoume ìti limn→∞ S(f, χc , Pn ) = 0. MporeÐte na deÐte san
skhsh tic llec dÔo peritp¸seic.
¤
Paraktw ja d¸soume èna je¸rhma to opoÐo eÐnai qr simo gia ton upologismì tètoiwn olo-
klhrwmtwn.
Rb
Je¸rhma 2 Estw ìti oi f, g, g eÐnai suneqeÐc sto disthma I . Tìte to
0
Shmei¸ste ìti to parapnw je¸rhma mac exasfalÐzei kai thn Ôparxh tou oloklhr¸matoc ktw
apì autèc tic sunj kec. EpÐshc, eÐnai polÔ qr simo gia upologismoÔc tètoiwn oloklhrwmtwn,
diìti mporoÔme ètsi na qrhsimopoi soume tic teqnikèc olokl rwshc gia to olokl rwma Riemann.
'Allo èna qr simo je¸rhma eÐnai to paraktw.
Je¸rhma 3 'Estw ìti h f eÐnai oloklhr¸simh wc proc g sto disthma I . 'Estw h(t) sune-
q c kai aÔxousa sunrthsh sto disthma J = [c, d] me h(c) = a, h(d) = b. OrÐzoume F (t) =
f (h(t)), G(t) = g(h(t)). Tìte h F eÐnai oloklhr¸simh wc proc thn G sto J kai
Z d Z b
F (t)dG(t) = f (x)dg(x).
c a
2
Rb Rb
Je¸rhma 4 An uprqei to a f dg , tìte uprqei kai to
gdf kai isqÔeia
Z b Z b
gdf = g(b)f (b) − g(a)f (a) − f dg.
a a
'Etsi, an gnwrÐzoume me kpoion trìpo ìti uprqei to èna olokl rwma tìte gnwrÐzoume apì
to prohgoÔmeno je¸rhma ìti uprqei kai to llo. Tèloc, an gnwrÐzoume thn tim tou enìc, polÔ
eÔkola upologÐzoume kai thn tim tou llou.
R
Prìtash 1 'Estw ìti to olokl rwma ab f dg uprqei kai èstw [c, d] ⊆ [a, b]. Tìte uprqei kai
Rd
to c f dg . EpÐshc, an c ∈ [a, b] tìte isqÔei to ex c
Z b Z c Z b
f dg = f dg + f dg.
a a c
Rc Rb Rb
'Omwc, an uprqoun ta a f dg, c f dg den shmaÐnei ìti uprqei kai to a f dg .
Pardeigma 2 'Estw I = [0, 2] kai f (x) = 0 ìtan x ∈ [0, 1] kai f (x) = 1 ìtan x ∈ (1, 2].
JewroÔme epÐshc thn sunrthsh g t.w. g(x) = 0 ìtan x ∈ [0, 1) kai g(x) = 1 ìtan x ∈ [1, 2].
R1
Parathr ste ìti kai oi dÔo sunart seic eÐnai asuneqeÐc sto c. ja deÐxoume ìti ta 0 f dg kai
R2 R2
1 f dg uprqoun all den uprqei to 0 f dg .
R1
Xekin¸ntac apì to 0 f dg , kataskeuzoume mia diamèrish Pn = {x0 , ..., xn } me x0 = 0, xn = 1.
AfoÔ kataskeusoume to jroisma Riemann blèpoume polÔ eÔkola ìti eÐnai Ðso me to mhdèn.
R2
Me ton Ðdio trìpo ergazìmaste kai gia to olokl rwma 1 f dg kai diapist¸noume epÐshc ìti
eÐnai Ðso me to mhdèn.
R2
Ac doÔme t¸ra to olokl rwma 0 f dg . Kataskeuzoume mia diamèrish Pn t.w. 1 ∈ (xk−1 , xk )
gia kpoio k . SqhmatÐzoume to jroisma Riemann kai èqoume
n
X
f (zi )(g(zi ) − g(zi−1 )) = f (zk )(g(xk − g(xk−1 )) = f (zk )g(xk ),
i=1
ìpou to zk ∈ [xk−1 , xk ] tuqaÐa epilegmèno. An epilèxw to zk ≤ 1 tìte f (zk ) = 0 kai ra to Ðdio
kai to jroisma. An ìmwc epilèxw zk > 1 tìte f (zk ) = 1 kai epomènwc to jroisma Riemann
eÐnai Ðso me g(xk ) → g(1) = 1 kaj¸c n → ∞. 'Ara gia dÔo diaforetikèc akoloujÐec diamerÐsewn
èqw diaforetikì apotèlesma. Epomènwc to olokl rwma den uprqei.
¤
n
X
|f (xk ) − f (xk−1 )|.
k=1
3
Pardeigma 3 'Estw ìti h f eÐnai aÔxousa sto I . Tìte Vab f = f (b) − f (a) kai ra eÐnai
fragmènhc kÔmanshc. To Ðdio isqÔei an h f eÐnai fjÐnousa.
To apìluto feÔgei diìti h posìthta mèsa eÐnai jetik afoÔ h f eÐnai aÔxousa. Parìmoia kai sthn
perÐptwsh pou h f eÐnai fjÐnousa. 'Ara, kje monìtonh sunrthsh eÐnai fragmènhc kÔmanshc.
¤
IsqÔei to paraktw je¸rhma gia tic sunart seic fragmènhc kÔmanshc.
Je¸rhma 5 'Estw ìti h f eÐnai fragmènhc kÔmanshc sto I . Tìte uprqoun aÔxousec sunart seic
g, h sto I t.w.
Je¸rhma 6 'Estw ìti f, f eÐnai suneqeÐc sto I . Tìte h f eÐnai fragmènhc kÔmanshc kai mlista
0
Z b
0
Vab f = |f (x)|dx.
a
0
Profan¸c an h f eÐnai fragmènh tìte h f eÐnai fragmènhc kÔmanshc. EpÐshc isqÔei kai ìti
an mia sunrthsh f eÐnai fragmènhc kÔmanshc tìte anagkastik eÐnai fragmènh (deÐxte to).
'Omwc, mia sunrthsh mporeÐ na eÐnai fragmènhc kÔmanshc qwrÐc na èqei fragmènh pargwgo
sto I . Gia pardeigma h f (x) = x2/3 sto [0, 1] eÐnai fragmènhc kÔmanshc diìti eÐnai aÔxousa all
den èqei fragmènh pargwgo ekeÐ.
Parìla aut isqÔei to paraktw je¸rhma.
Je¸rhma 7 'Estw f suneq c sto I . Tìte h f eÐnai fragmènhc kÔmanshc an kai mìno an mporeÐ
na grafeÐ wc h diafor dÔo aÔxouswn sunart sewn.
Z π Z π
0
V0π f = |f (x)|dx = |2 sin x cos x|dx =
0 0
Z π/2 Z π
2 sin x cos xdx − 2 sin x cos xdx = 2.
0 π/2
Je¸rhma 8 'Estw f : [a, b] → R mia sunrthsh fragmènhc kÔmanshc. Tìte h sunrthsh olik c
kÔmanshc thc f , dhlad h vf : [a, b] → R me vf (x) = Vax (f ) eÐnai aÔxousa kaj¸c epÐshc kai h
vf − f .
4
3 To olokl rwma Darboux-Stieltjes
Se aut thn enìthta ja orÐsoume èna parìmoio olokl rwma me to prohgoÔmeno all ja upo-
jèsoume ìti h sunrthsh g eÐnai aÔxousa kai ìti h f eÐnai fragmènh. 'Estw loipìn dÔo tètoiec
sunart seic kai I = [a, b] èna disthma. JewroÔme mia kanonik akoloujÐa diamerÐsewn Pn
tou I . SumbolÐzoume me mk = inf{f (x) : x ∈ [xk−1 , xk ]}, Mk = sup{f (x) : x ∈ [xk−1 , xk ]}.
SqhmatÐzoume ta nw kai ktw ajroÐsmata Darboux,
n
X
L(f, g, Pn ) = mk (g(xk ) − g(xk−1 )),
k=1
Xn
U (f, g, Pn ) = Mk (g(xk ) − g(xk−1 )).
k=1
Je¸rhma 9 'Estw f1 , f2 oloklhr¸simec sunart seic wc proc thn g sto disthma [a, b] kai èstw
f1 ≤ f2 . Tìte isqÔei ìti
Z b Z b
f1 dg ≤ f2 dg,
a a
Z b Z b
| f1 dg| ≤ |f1 |dg.
a a
Je¸rhma 10 Upojètoume ìti h f èqei peperasmènou pl jouc shmeÐa asunèqeiac sto [a, b] kai
ìti h g eÐnai suneq c se kje shmeÐo asunèqeiac thc f . Tìte to olokl rwma Darboux-Stieltjes
orÐzetai. 'Omwc an oi f, g èqoun koinì shmeÐo asunèqeiac, dhlad an kai oi dÔo eÐnai apì ta arister
asuneqeÐc ( apì ta dexi) sto Ðdio shmeÐo, tìte den orÐzetai to DS olokl rwma.
5
Je¸rhma 13 'Estw f fragmènh sto
Rb
I kai g aÔxousa ekeÐ. An oi f, g den èqoun koinì shmeÐo
Rb
asunèqeiac, tìte an uprqei to DS a f dg uprqei kai to RS a f dg kai eÐnai Ðsa.
Je¸rhma
R
14 'Estw ìti h f eÐnai suneq c sto I kai ìti h g eÐnai fragmènhcR kÔmanshc. Tìte to
b b
RS a f dg uprqei kai apì to Je¸rhma 4 gnwrÐzoume ìti uprqei kai to RS a gdf .
R2
Pardeigma 5 Na upologisjeÐ to olokl rwma 0 f dg ìtan f (x) = x2 kai g(x) = [x] kaj¸c kai
R2
to olokl rwma 0 gdf .
R2
Prgmati, apì to prohgoÔmeno je¸rhma blèpoume ìti to olokl rwma 0 f dg uprqei, diìti h
f eÐnai suneq c kai h g eÐnai fragmènhc kÔmanshc sto [0, 2] (upologÐste thn kÔmansh thc g kai
R2
deÐxte ètsi ìti eÐnai fragmènhc kÔmanshc). 'Ara uprqei kai to 0 gdf .
Ac upologÐsoume to pr¸to. Apì thn Prìtash 1 gnwrÐzoume ìti uprqoun kai ta oloklhr¸-
R1 R2
mata 0 f dg , 1 f dg kai mlista to jroisma touc eÐnai Ðso me to zhtoÔmeno. Ja upologÐsoume
loipìn to kajèna qwrist.
Kataskeuzoume to jroisma Riemann gia to pr¸to olokl rwma.
n
X
f (zk )([xk ] − [xk−1 ]) = f (zn ),
k=1
me zn ∈ [xn−1 , 1] (deÐxte to). 'Ara, kaj¸c to n → ∞ èqoume ìti f (zn ) → f (1) = 1 lìgw sunèqeiac
thc f .
R2 R2
Parìmoia upologÐzoume to 1 f dg = 4. 'Ara to 0 f dg = 5 kai qrhsimopoi¸ntac to Je¸rhma
R2
4 èqoume ìti to 0 gdf = 3 (deÐxte to).
¤
R
Pardeigma 6 Na upologisjeÐ me dÔo trìpouc to olokl rwma ab x2 d(ln x).
Katarq n to olokl rwma autì orÐzetai diìti kai oi dÔo sunart seic eÐnai suneqeÐc (Je¸rhma
10).
O pr¸toc trìpoc eÐnai na qrhsimopoi soume to Je¸rhma 2 tou opoÐou oi proupojèseic ika-
nopoioÔntai. Epomènwc èqoume
Z b Z b
2 1 1
x d(ln x) = x2 dx = (b2 − a2 ).
a a x 2
Z b Z ln b
2 1
x d(ln x) = e2t dt = (b2 − a2 ).
a ln a 2
EpÐshc se llec peript¸seic Ðswc na boleÔei na dialèxei kaneÐc thn h na eÐnai h antÐstrofh
thc f kai na qreiasteÐ tìte kai to Je¸rhma 4. Dhlad wc oloklhrwtèa posìthta ja emfanisteÐ
h sunrthsh f (h(t)) = t kai me thn qr sh tou Jewr matoc 4 ja allxoun oi rìloi kai ja èqoume
kai pli èna klasikì Riemann olokl rwma.
¤
6
Pardeigma 7 OrÐzoume thn sunrthsh I(x) = 0Rìtan x ≤ 0 kai Ðsh me thn 1 alli¸c. 'Estw
b
t¸ra s ∈ (a, b) kai f suneq c sto s. Na deiqjeÐ ìti a f (x)dI(x − s) = f (s).
H sunrthsh I(x − s) eÐnai aÔxousa kai asuneq c sto s ìpou ìmwc h f eÐnai suneq c ekeÐ.
Rb
'Ara apì ta Jewr mata 10 kai 113 èqoume ìti to RS a f (x)dI(x − s) uprqei.
'Estw mia diamèrish Pn = {x0 , ...., xn } me x0 = a, xn = b. Uprqoun dÔo peript¸seic. H
pr¸th eÐnai na èqoume xk 6= s, ìpou xk eÐnai ta shmeÐa thc diamèrishc. H deÔterh perÐptwsh eÐnai
na uprqei kpoio k t.w. xk = s. Ja knoume thn pr¸th perÐptwsh kai h deÔterh af netai san
skhsh.
Kataskeuzoume to jroisma Riemann. 'Estw loipìn ìti s ∈ (xk−1 , xk ).
n
X
f (zi )(I(xi − s) − I(xi−1 − s)) = f (zk )(I(xk − s) − I(xk−1 − s)) = f (zk ),
i=1
me zk ∈ (xk−1 , xk ). Epomènwc lìgw sunèqeiac thc f sto s èqoume ìti f (zk ) → f (s) kaj¸c
n → ∞.
¤
MporeÐ na deiqjeÐ kai to paraktw Je¸rhma.
P∞
Je¸rhma 15 'Estw mia akoloujÐa {cn } me cn ≥ 0 kai P∞ n=1 cn < +∞. 'Estw mia akoloujÐa sn
diakekrimmènwn shmeÐwn tou (a, b) kai èstw g(x) = n=1 cn I(x − sn ) me x ∈ [a, b]. Tìte an f
suneq c sto [a, b] isqÔei
Z b ∞
X
f dg = cn f (sn ).
a n=1
Anaforèc
[1] T. Apostol, Mathematical Analysis, second edition, Addison-Wesley, 1974.
[2] N. Haaser-J. Sullivan, Real Analysis, 1971.
[3] S. Negrepìnthc - S. Giwtìpouloc - E. GiannakoÔliac, Apeirostikìc Logismìc I ekdìseic
AÐjra, Aj na, 1988.
[4] W. Rudin Arqèc Majhmatik c AnalÔsewc, Leader Books, 2000.