Домрина. Лекции (2009) v4.0 (1118430), страница 5
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- áîëåå åñòåñòâåííî çàäàâàòü ôóíêöèþ íà åäèíè÷íîé îêðóæíîñòè26Èíòåãðàëüíûé ìîäóëü íåïðåðûâíîñòè è åãî ñâîéñòâàÎïðåäåëåíèå.defω̂[a,b] (f, δ) = supRbÈíòåãðàëüíûé ìîäóëü íåïðåðûâíîñòè f íà [a,b]:|f (t + h) − f (t)|dt, δ > 0,|h|≤δ af äîëæíà áûòü èíòåãðèðóåìà ïî Ðèìàíó íà [a,b] è å¼ ïåðèîä ðàâåí b-aÈç îïðåäåëåíèÿ î÷åâèäíî, ÷òî ω̂[a,b] (f, δ) íåîòðèöàòåëüíàÿ è íåóáûâàþùàÿ ïî δÂâåäåì îáîçíà÷åíèå : ω̂(f, δ) = ω̂[−π,π] (f, δ)Òåîðåìà 11. lim ω̂(f, δ) = 0δ→0+0Äîê-âî: f ä.á.
èíòåãðèðóåìà ïî Ðèìàíó íà [−π, π] è 2π -ïåðèîäè÷íà, f ∈ L2R [−π, π]Èç çàìêíóòîñòè L2R [−π, π]: ∀ ε > 0 ∃T (x) - òðèã. ìíîãî÷ëåí: ||f − T || ≤•Rπ√ε 9 ,3 2πRπ|f (t) − T (t)| ∗ 1 dt = ( |f (t) − T (t)| , 1) ≤ {íåðàâåíñòâî Êîøè −s°°°°Rπ°°°°Áóíÿêîâñêîãî} ≤ °|f − T |° ||1|| = °f − T ° ||1|| < 3√ε2π12 dt = 3ε|f (t) − T (t)|dt =−π−π−π• |f (t) − f (t + h)| ≤ |f (t) − T (t)| + |T (t) − T (t + h)| + |T (t + h) − f (t + h)| ⇒RπRπRπRπ|f (t) − f (t + h)|dt ≤|f (t) − T (t)|dt+ |T (t) − T (t + h)|dt+ |T (t + h) − f (t + h)|dt−π−π• Çàìåòèì, ÷òîRπ−πRπ|f (t + h) − T (t + h)|dt =−π−π|f (t) − T (t)|dt ≤−πε3â ñèëó ëåììû îá èíòåãðèðóåìîñòè ïî ïåðèîäó• T èìååò ïåðèîä 2π è íåïðåðûâíà íà R ⇒ Ò ðàâíîìåðíî íåïðåðûâíà íà RRπε⇒|T (t + h) − T (t)|dt ≤∃δ > 0 : ∀h ∈ [−δ, δ] ∀t ∈ R |T (t + h) − T (t)| ≤ 6π−πRπ|f (t) − f (t + h)|dt ≤−πε3+ε3+ε3≤ ε ⇒ ω̂(f, δ) ≤ ε ⇒ε3lim ω̂(f, δ) = 0δ→0+0Òåîðåìà 12.
Ïóñòü f,g ∈ L2R [−π, π] è ïåðèîäû f è g ðàâíû 2π .Ðàññìîòðèì Fx (t) = f (x + t)g(t)x∈RÒîãäà ω̂(Fx , δ) ðàâíîìåðíî ïî x ∈ R ñõîäèòñÿ ê 0 ïðè δ → 0 + 0,ò.å. ∀ε > 0 ∃δ0 > 0 : ∀δ ∈ (0, δ0 ) ∀x ∈ R ω̂(Fx , δ) < εÄîê-âî: f,g îãðàíè÷åíû íà R ⇒ ∃M ≥ 0 : |f (t)| ≤ M, |g(t)| ≤ M ∀t ∈ R|Fx (t¯+ h) − Fx (t)| = |f (x + t + h)g(t +¯ h)¯ − f (x + t)g(t)| ≤¯¯¯ ¯¯≤ ¯g(t + h) [f (x + t + h) − f (x + t)]¯ + ¯f (x + t) [g(t + h) − g(t)]¯ ≤¯¯¯¯¯¯¯¯≤ M ¯f (x + t + h) − f (x + t)¯ + M ¯g(t + h) − g(t)¯ (∗∗),RπRπ|f (τ + h) − f (τ )|dτ|f (x + t + h) − f (x + t)|dt = {τ = x + t} =−πÈíòåãðèðóåì (**) íà [−π, π], âçÿâ |h| ≤ δ :ZπZπ|Fx (t + h) − Fx (t)|dt ≤ M−π−πZπ|f (τ + h) − f (τ )|dτ + M−π|g(τ + h) − g(τ )|dτ−π|ω̂(Fx , δ)| ≤ M (ω̂(f, δ) + ω̂(g, δ)) → 0 (ïî ïðåäûäóùåé òåîðåìå)9ïîäðàçóìåâàþòñÿ íîðìà è ñêàëÿðíîå ïðîèçâåäåíèå ïðîñòðàíñòâà L2R [−π, π]27âûðàæåíèå ñïðàâà íå çàâèñèò îò x - çíà÷èò, ñòðåìëåíèå ðàâíî(äóøíîå)ìåðíîåÒåîðåìà 13.
Ïóñòü f ∈ L2R [−π, π], an , bn - êîýôôèöèåíòû Ôóðüå ôóíêöèè fÒîãäàq12πa2n + b2n ≤Äîê-âî: an =an + ibn =Rπ1π1πRπ−πω̂(f, πn )f (x) cos nx dx, bn =f (x)einx dx= {y = x −−π= {einy+iπ = −einy } = − π1Rπ1π[−πRπ−π1ππn}Rπf (x) sin nx dx−π=1πππ− nRπ−π− nf (y + πn )einy+iπ dy =f (y + πn )einy dy2(an + ibn ) =(f (t) − f (t + πn ))eint dt] ⇒q¤Rπ £1a2n + b2n = |an + ibn | ≤ 2π|f (t) − f (t + πn )| ∗ 1 dt ≤−ππω̂(f, n)2πÑëåäñòâèå: Ïóñòü f, g, Fx óäîâëåòâîðÿþò óñëîâèÿì òåîðåìû 12,an (x) =1πRπ−πFx (t) cos nt dt, bn (x) =1πRπ−πFx (t) sin nt dt - êîýôôèöèåíòû Ôóðüå Fx .Òîãäà an (x) ⇒ 0, bn (x) ⇒ 0 ïðè n → ∞Äîê-âî:qa2n (x) + b2n (x) ≤π12π ω̂(Fx , n )⇒ 0;an (x), bn (x) ≤pa2n (x) + bn2 (x)Ñëåäñòâèå: Ïóñòü f - 2π -ïåðèîäè÷íà, f,g ∈ L2R [−π, π].Òîãäà1πRπf (x + t)g(t) cos nt dt,−π1πRπ−πx∈Rf (x + t)g(t) sin nt dt ⇒ 0 .Äîê-âî: Ìåíÿåì, åñëè íóæíî, ôóíêöèþ g(x) â òî÷êå −π , ÷òîáû g(−π) = g(π), è ïåðèîäè÷åñêèïðîäîëæàåì.
Íà çíà÷åíèÿ èíòåãðàëîâ ýòî íå ïîâëèÿåò.Ïðèìåíÿåì ïðåäûäóùåå ñëåäñòâèå.Ëåììà. Ïóñòü f - 2π -ïåðèîäè÷íà, f ∈ L2R [−π, π], δ ∈ (0, π).Òîãäà Cn (x) =1πÄîê-âî: Cn (x) =Rx∈Rf (x + t) Dn (t) dt ⇒ 0δ≤|t|≤π1πRδ≤|t|≤πf (x + t) Dn (t) dt =1πRδ≤|t|≤πf (x + t)sin (n + 21 )tdt =2 sin 2tsin nt · cos 2t + cos nt · sin 2t1= 2πf (x + t)dt =sin 2tδ≤|t|≤πx∈RRπRπ11f (x + t)g1 (t) · sin nt dt + 2πf (x + t)g2 (t) · cos nt dt ⇒ 0 + 0 ñîãëàñíî ïðåäûäóùåìó= 2π−π−π((ctg 2t δ ≤ |t| ≤ π1 δ ≤ |t| ≤ πñëåäñòâèþ, ãäå îáîçíà÷èëè g1 (t) =g2 (t) =0|t| < δ0 |t| < δR28Ïðèíöèï ëîêàëèçàöèè ÐèìàíàÑõîäèìîñòü (è ïðåäåë) ÒÐÔ ôóíêöèè f(x) (f - 2π -ïåðèîäè÷íà, f ∈ L2R [−π, π]) â òî÷êå x0çàâèñÿò ëèøü îò ïîâåäåíèÿ ôóíêöèè f(x) â ñêîëü óãîäíî ìàëîé îêðåñòíîñòè òî÷êè x0 .Äîê-âî:Sn (x0 , f ) =1πRπ−πf (x0 + t)sin (n+ 12 )tdt2 sin 2t=1πRδf (x0 + t)−δsin (n+ 12 )tdt2 sin 2t+ Ñn (x0 ), δ ∈ (0, π),(~)èíòåãðàë ó÷èòûâàåò çíà÷åíèÿ ôóíêöèè íà [x0 − δ, x0 + δ] ,x0 ∈RÑn (x0 ) ⇒ 0 - î÷åâèäíî, íå èãðàåò ðîëèËåììà (Óòî÷íåííàÿ Ðèìàíà).Ïóñòü f - 2π -ïåðèîäè÷íà, f ∈ L2R [−π, π], ∃[a, b] : f[a,b] ≡ 0.Òîãäà ∀ δ ∈ (0, b−a2 ) ÒÐÔ ôóíêöèè f(x) ðàâíîìåðíî ñõ-ñÿ ê 0 íà [a + δ, b − δ].x∈RÄîê-âî: (~) ⇒ Sn (f, x) = Ñn (x) ⇒ 0Ñëåäñòâèå: Ïóñòü f1 , f2 - 2π -ïåðèîäè÷íû, f1 , f2 ∈ L2R [−π, π],f1 (x) = f2 (x), ∀x ∈ [a, b], ÒÐÔ ôóíêöèè f1 (x) ñõîäèòñÿ ðàâíîìåðíî íà [a,b].Òîãäà ∀ δ ∈ (0, b−a2 ) ÒÐÔ ôóíêöèè f2 (x) ñõîäèòñÿ ðàâíîìåðíî ê f1 (x) íà [a + δ, b − δ].Äîê-âî: Sn (f2 , x) = Sn (f1 , x) + Sn (f2 − f1 , x),Sn (f1 , x) ⇒ f1 (x), Sn (f2 − f1 , x) ⇒ 0 ⇒ Sn (f2 , x) ⇒ f1 (x) (êàê ñóììà äâóõ ðàâíîìåðíîñõîäÿùèõñÿ ïîñëåäîâàòåëüíîñòåé).Çàìå÷àíèå: èç ðàâíîìåðíîé ñõîäèìîñòè íà [a + δ, b − δ] ∀δ ∈ (0, b−a2 ) ñëåäóåò ðàâíîìåðíàÿñõ-ñòü íà ∀ [c, d] ⊂ (a, b)10x ∈ [0, π/2]xÏðèìåð: f (x) = sin x x ∈ [−π, 0] è f(x) èìååò ïåðèîä 2π√xx ∈ [π/2, π)Èññëåäîâàòü íà ðàâíîìåðíóþ ñõîäèìîñòü f(x) íà [δ, π/2 − δ]g(x) = x10 íåïðåðûâíà âìåñòå ñ ïðîèçâîäíîé, g(−π) = g(π)⇒ ÒÐÔ ôóíêöèè g(x) ðàâíîìåðíî ñõîäèòñÿ ê g(x) íà [0, π/2]íà [0, π/2]⇒ÒÐÔ f(x) ðàâíîìåðíî ñõîäèòñÿ ê f(x)=g(x) íà [δ, π/2 − δ] ⊂[0, π/2]f óäîâëåòâîðÿåò â ò.x0 óñëîâèþ Ãåëüäåðà ïîðÿäêà α (α ∈ (0, 1])ñïðàâà ( ñëåâà ), åñëè ∃ f (x0 + 0), ∃ c1 , δ1 > 0 : |f (x0 + t) − f (x0 + 0)| < c1 tα , t ∈ (0, δ1 )(ñîîòâåòñòâåííî, ∃ f (x0 − 0), ∃ c2 , δ2 > 0 : |f (x0 + t) − f (x0 − 0)| < c2 |t|α , t ∈ (−δ2 , 0).Îïðåäåëåíèå.Ïðèìåð: x2 óäîâë.
óñëîâèþ Ãåëüäåðà ïîðÿäêà α â òî÷êå 0 ñëåâà è ñïðàâà, ∀ α ∈ (0, 1].Çàìå÷àíèå: Åñëè f(x) äèôôåðåíöèðóåìà â òî÷êå x0 ,òî f(x) óäîâëåòâîðÿåò â ò. x0 óñëîâèþ Ãåëüäåðà ïîðÿäêà 1:limt→0f (x0 +t)−f (x0 )t= f 0 (x0 ) ⇒ |f (x0 + t) − f (x0 )| ≤ (|f 0 (x0 )| + 1)|t| ïðè |t| < δ29Òåîðåìà 14. Åñëè f - 2π -ïåðèîäè÷íà, f ∈ L2R [−π, π], â òî÷êå x0 ôóíêöèÿ óäîâëåòâîðÿåòóñëîâèþ Ãåëüäåðà ïîðÿäêà α1 ñïðàâà è α2 ñëåâà (α1 , α2 ∈ (0, 1]),òîãäà ÒÐÔ ôóíêöèè f(x) ñõîäèòñÿ â òî÷êå x0 ê 12 [f (x0 + 0) + f (x0 − 0)]Äîê-âî: Ïóñòü α = min (α1 , α2 )⇒ f óäîâëåòâîðÿåò óñëîâèþ Ãåëüäåðà ïîðÿäêà α â òî÷êå x0 è ñïðàâà, è ñëåâà.def sin (n+ 12 )t, Dn (−t) = Dn (t)2 sin 2tR0RπRπ(ˆ∗) ⇒ π1Dn (t)dt = π1 Dn (t)dt = 12 π1Dn (t)dt−π−π0Rπf (x0 + t)Dn (t)dt,Sn (f, x) = π1−πÂñïîìíèì,÷òî Dn (t) ===1π1π=12Sn (f, x) − 12 [f (x0 + 0) + f (x0 − 0)] =RπRπR0f (x0 + t)Dn (t)dt − π1 f (x0 + 0)Dn (t)dt − π1f (x0 − 0)Dn (t)dt =−πRδ−π0[f (x0 + t) − f (x0 + 0)]Dn (t)dt +0{ïðîâåðüòå!} +1πR³f (x + t) −δ≤|t|≤π1πR0[f (x0 + t) − f (x0 − 0)]Dn (t)dt +−δ[f (x0 +0)+f (x0 −0)]2• sin 2t ≥ πt ,10 t ∈ [0, π].
Îöåíèì ÿäðî Äèðèõëå: |Dn (t)| ≤Èç óñëîâèÿ Ãåëüäåðà: |I1n | ≤Àíàëîãè÷íî |In2 | ≤ε31πRδ0πctα 2|t|dt =c2Rδ´12 |t|πtα−1 dt =0Dn (t)dt = In1 + In2 + In3=c δα2 απ2|t| ,<ε3t ∈ [−π, π]ïðè δ = δ(ε)(äëÿ âñåõ n , ò.ê. âñå çàâèñÿùåå îò n, îöåíåíî 1)• In3 → 0 ïî ëåììå ïåðåä ïðèíöèïîì ëîêàëèçàöèè,ò.ê. ïîäûíòåãðàëüíàÿ ôóíêöèÿ - 2π -ïåðèîäè÷íà, ∈ L2R [−π, π]Çíà÷èò, ∃N (ε, δ(ε)) = N (ε) : |In3 | < 3ε , ∀ n ≥ N (ε)¯¯¯¯1Çíà÷èò: ¯Sn (f, x) − 2 [f (x0 + 0) + f (x0 − 0)]¯ < ε, ∀n ≥ N (ε)Óòî÷íåííûå óñëîâèÿ ðàâíîìåðíîé ñõîäèìîñòè ÒÐÔω[a,b] (f, δ) =supx1 ,x2 ∈[a,b]|x1 −x2 |<δ|f (x1 ) − f (x2 )| - ìîäóëü íåïðåðûâíîñòè f(x) íà [a,b]f ïðèíàäëåæèò íà [a,b] ê êëàññó Ãåëüäåðà ïîðÿäêà α(α ∈ (0, 1]),(îáîçíà÷åòñÿ f ∈ C α [a, b] ), åñëè ω[a,b] (f, δ) = Î(δ α ).Îïðåäåëåíèå.Ïðè α = 1 îçíà÷àåò ëèïøèöåâîñòü ôóíêöèè íà [a, b]Çàìå÷àíèå: f ∈ C α [a, b] ⇒ f ∈ C[a, b]Çàìå÷àíèå: Åñëè f äèôôåðåíöèðóåìà íà [a,b] è f 0 (x) îãðàíè÷åíà íà [a,b], òî α = 1Äîê-âî: M = sup |f 0 (x)|x∈[a,b]|f (x1 ) − f (x2 )| = |f 0 (ξ)(x1 − x2 )| ≤ M (x1 − x2 ) ≤ M δ , åñëè |x1 − x2 | ≤ δ10âñïîìèíàåì êóðñ ÒÔÊÏ - òàì ýòîò ôàêò äîêàçûâàëñÿ î÷åíü ïðîñòî ãðàôè÷åñêè.30Òåîðåìà 15.
Ïóñòü f ∈ C α [−π, π], f (−π) = f (π).Òîãäà ÒÐÔ f(x) ðàâíîìåðíî ñõîäèòñÿ ê f(x) íà [−π, π]Äîê-âî: Ïåðèîäè÷åñêè ïðîäîëæàåì ôóíêöèþ f íà R : f (x + 2π) = f (x) .Ïî óñëîâèþ : ∃c1 : ω[−π,π] (f, δ) ≤ c1 δ α , äîêàæåì : ω[−2π,2π] (f, δ) ≤ 2c1 δ αx1 , x2 ∈ [−2π, 2π]; |x1 − x2 | < δ• Åñëè x1 , x2 ∈ [−π, π] ⇒ |f (x1 ) − f (x2 )| < c1 δ α• Åñëè x1 , x2 ∈ [π, 2π] ⇒ |f (x1 ) − f (x2 )| = |f (x1 − 2π) − f (x2 − 2π)| < c1 δ α• Åñëè x1 , x2 ∈ [−2π, −π] ⇒ |f (x1 ) − f (x2 )| = |f (x1 + 2π) − f (x2 + 2π)| < c1 δ α• òî÷êà π - ìåæäó x1 , x2 :|f (x1 ) − f (x2 )| ≤ |f (x1 ) − f (π)| + |f (π) − f (x2 )| ≤ c1 |x1 − π|α + c1 |π − x2 |α ≤ 2c1 δ α• àíàëîãè÷íî : òî÷êà −π - ìåæäó x1 , x2Sn (f, x) − f (x) =1πZδ[f (x + t) − f (x)]Dn (t)dt +1π1f (x + t)Dn (t)dt −π−πZπf (x)Dn (t)dt =−πZ1π−δf (x + t)Dn (t)dt −1f (x)πδ≤|t|≤πIn1 (x)1.
|In1 (x)| ≤Zπ1πRδ−δ+αIn2 (x)π2c1 |t|α 2|t|dt = 2c1 |δ|α <ïðè δ(ε) ∈ (0, π) :2c1 δ αα<ε3−ZDn (t)dt =δ≤|t|≤πIn3 (x),x ∈ [−π, π]∀n, ∀x ∈ [−π, π]11ε3x∈R2. Ïî ëåììå ïåðåä ïðèíöèïîì ëîêàëèçàöèè In2 ⇒ 0R3. Ïî íåé æåDn (t)dt → 0, |f (x)| ≤ M , ò.ê. f ïåðèîäè÷åñêàÿ è èíòåãðèðóåìàÿδ<|t|<π⇒ |In3 | ≤ M |Rx∈RDn (t)dt| → 0, In3 (x) ⇒ 0δ<|t|<π⇒ ∃N (ε, δ(ε)) = N (ε) : |In2 (x) − In3 (x)| ≤2ε3∀x ∈ R, ∀ n ≥ N (ε)Îêîí÷àòåëüíî ∀n ≥ N (ε), ∀x ∈ [−π, π] |f (x) − Sn (f, x)| < εÎïðåäåëåíèå. Ôóíêöèÿ f íàçûâàåòñÿ êóñî÷íî-ãåëüäåðîâîé íà [−π, π],åñëè ∃ − π = x0 < x1 < · · · < xn = π , â òî÷êàõ xj ∃ f (xj−1 + 0), f (xj − 0), 1 ≤ j ≤ nx ∈ (xj−1 , xj )f (x)à ôóíêöèè fj (x) = f (xj−1 + 0) x = xj−1f (xj − 0)x = xjóäîâëåòâîðÿþò: fj ∈ C αj [xj−1 , xj ], αj ∈ (0, 1], 1 ≤ j ≤ n11çàìåòüòå, ÷òî çäåñü ìû èñïîëüçîâàëè ïðèíàäëåæíîñòü ê êëàññó Ãåëüäåðà íà [−2π, 2π] , à íå [−π, π]31Çàìå÷àíèå: Ïîëîæèì f (π) = f (−π) (ìåíÿÿ ôóíêöèþ f â îäíîé òî÷êå).
Ýòî íå èçìåíèòðÿäàÔóðüå. Ïðîäîëæèì f(x) ïåðèîäè÷åñêè íà R.x∈(xj−1 , xj )f óäîâëåòâîðÿåò óñëîâèþ Ãåëüäåðà â òî÷êå x ïîðÿäêà αjx = xj (1 ≤ j ≤ n − 1) óñë. Ãåëüäåðà â òî÷êå x ïîðÿäêà αj+1 ñïðàâà, αj ñëåâàx = ±πóñë. Ãåëüäåðà â òî÷êå x ïîðÿäêà α1 ñïðàâà, αn ñëåâà⇒ ÒÐÔ ñõîäèòñÿ â ò. xj ê 21 [f (xj − 0) + f (xj + 0)], 1 ≤ j ≤ n − 1 ,â òî÷êàõ x = ±π ê 21 [f (π − 0) + f (−π + 0)], â îñòàëüíûõ òî÷êàõ x ê f(x)Òåîðåìà 16. f - êóñî÷íî-ãåëüäåðîâà, â îáîçíà÷åíèÿõ â îïðåäåëåíèè: [a, b] ⊂ (xj−1 , xj ).Òîãäà ÒÐÔ ôóíêöèè f(x) ñõîäèòñÿ ðàâíîìåðíî ê ôóíêöèè f(x) íà [a,b]Äîê-âî: ∃δ > 0 [a, b] ⊂ (xj + 2δ, xj − 2δ)f (x), x ∈ [xj−1 + δ, xj − δ]ââåäåì g(x) = ëèíåéíà íà [−π, xj−1 + δ], [xj − δ, π]g(−π) = g(π) = 0ÒÐÔ ôóíêöèè g(x) ñõîäèòñÿ ðàâíîìåðíî ê g(x) ïî òåîðåìå 15è ïðèìåíèì ê ôóíêöèÿì f1 = g, f2 = f , ñëåäñòâèå óòî÷íåííîé ëåììû ÐèìàíàÎïðåäåëåíèå.
f ïðèíàäëåæèò êëàññó Äèíè-Ëèïøèöà íà [a,b],åñëè ω[a,b] (f, δ) = î ( ln11 )δÒåîðåìà 17 (Äèíè-Ëèïøèöà). Áåç äîêàçàòåëüñòâàÏóñòü f ïðèíàäëåæèò íà [−π, π] êëàññó Äèíè-Ëèïøèöà,òîãäà ÒÐÔ ôóíêöèè f(x) ñõîäèòñÿ ðàâíîìåðíî ê f(x) íà [−π, π].xcos π x sin π xcos πn√1 , √ l , √l , · · · ,√ l , . . . - ÎÍÑ íà [a,2llll∞Pπkf ∈ L2R [a, a + 2l] f à a20 +(ak cos πkl x + bk sin l x),k=1a+2la+2lRR1πkãäå ak = lf (t) cos ( l t)dt, bk = 1lf (t) sin ( πkl t)dtaaÇàìå÷àíèå:a + 2l], çàìêíóòà â L2R [a, a + 2l]Çàäà÷à ê ýêçàìåíó: Íàïèñàòü ðàâåíñòâî Ïàðñåâàëÿ äëÿ f ÷åðåç ak , bkÏðåîáðàçîâàíèå ÔóðüåÎïðåäåëåíèå.f ∈ LR (R), ( èíîãäà îáîçíà÷àþò L1 (R) ) åñëè f èíòåãðèðóåìà ïî ÐèìàíóR∞|f (x)|dx ñõîäèòñÿíà ëþáîì îòðåçêå [a, b] ⊂ R, è, êðîìå òîãî,−∞2Ïðèìåð: f (x) = e−x , f (x) ∈ LR (R)Ëåììà. Ïóñòü f ∈ LR (R).Òîãäà ∀x ∈ Rdef∃ fˆ(x) =a) fˆ(x) ∈ C(R),b) lim fˆ(x) = 0R∞−∞f (t) eixt dt = (∗), ïðè÷åìx→∞Äîê-âî:32• f (t)eixt èíòåãðèðóåìà ïî Ðèìàíó íà ëþáîì îòðåçêå (êàê ïðîèçâåäåíèå èíòåãðèðóåìûõôóíêöèé), |f (t)eixt | = |f (t)| ⇒ (∗) ñõîäèòñÿ àáñîëþòíî è ðàâíîìåðíî ïî x íà R.• Äîêàæåì ïóíêò a∀ε > 0 ∃A > 0 :RR\[−A,A]R∞fˆ(x + ∆x) − fˆ(x) =∀x ∈ Rε3|f (t)|dt <(∗∗)−∞RA=f (t)eixt [1 − eit∆x ] dt.