#22

2025 - Teórica 22 - Convergencia monótona

22 min de lectura

Tue-24-06-2025 18:00 profe: Natalia Accomazzo Scotti status: tags:


Ejemplos:Ejemplos:

Calcular +1x2dμ\displaystyle \int_{-\infty}^{+\infty} \frac{1}{x^{2}} \, d\mu

Sea f(x)=1x2f(x)=\frac{1}{x^{2}}, fn(x)=f(x)X[1,n](x)f_{n}(x)=f(x)\cdot\mathcal{X}_{[1,n]}(x)

fn(x)nf(x),fn(x)fn+1(x)xnNf_{n}(x)\underset{ n\to \infty }{ \longrightarrow }f(x)\quad ,f_{n}(x)\leq f_{n+1}(x)\:\quad \forall x\quad \forall n\in \mathbb{N}

Teorema de convergencia monótona.

    1+fdμ=limn1+fndμ\implies \int_{1} ^{+\infty} f \, d\mu =\underset{ n\to \infty }{ \lim } \int_{1} ^{+\infty} f_{n} \, d\mu 1+1x2X[1,n](x)dμ=1n1x2dμ=integrable Riemann1x1n=11nn1\int_{1} ^{+\infty} \frac{1}{x^{2}}\cdot\mathcal{X}_{_{[1,n]}} (x)\, d\mu=\int_{1} ^{n} \frac{1}{x^{2}} \, d\mu \underset{ \text{integrable Riemann} }{ = }\left. -\frac{1}{x} \right|_{1}^{n}=1-\frac{1}{n}\underset{ n\to \infty }{ \longrightarrow }1

Tarea: Calcular

1+1xpdμ,pR\int_{1} ^{+\infty} \frac{1}{x^{p} } \, d\mu ,\: p \in \mathbb{R}

Converge cuando p>0p>0

011xpdx,pR (Converge cuando p<0)\int_{0}^{1} \frac{1}{x^{p} } \, dx\:,\:p \in \mathbb{R}\text{ (Converge cuando }p<0)

Lema {\color{green} \text{Lema } }

Sean (fn):E[0,+] medibles, fnfn+1f=limnfn . Si φ es simple, 0φf. Entonces:Eφdμlimnfndμ\begin{array}{c} \text{Sean $(f_{n}):E\to[0,+\infty]$ medibles, $f_{n}\leq f_{n+1}$. $f=\underset{ n\to \infty }{ \lim }f_{n}$ . }\\ \text{Si ${\Large\varphi}$ es simple, $0\leq {\Large\varphi}\leq f$. Entonces:}\\ \displaystyle \int_{E} {\Large\varphi} \, d\mu \leq \underset{ n\to \infty }{ \lim } \int_{} f_{n} \, d\mu \end{array}

Dem:{\color{green} \text{Dem:} } Sea φ{\Large\varphi} simple, 0φf0\leq {\Large\varphi}\leq f φ=i=1NαiXEi{\Large\varphi}=\displaystyle \sum_{i=1}^{N}\alpha_{i}\cdot\mathcal{X}_{E_{i}}. Supongo 0<α1<α2<<αN0<\alpha_{1}<\alpha_{2}<\dots<\alpha_{N}

Sea E>00<E<α1\mathcal{E}>0\bigm|0<\mathcal{E}<\alpha_{1}

(φE)(x)=φ(x)E=i=1N(αiE)XEi(x)({\Large\varphi}-\mathcal{E})(x)={\Large\varphi}(x)-\mathcal{E}=\sum_{i=1}^{N} (\alpha_{i}-\mathcal{E})\cdot\mathcal{X}_{E_{i}} (x)

Es decir, φE{\Large\varphi}-\mathcal{E} es simple y φE0{\Large\varphi}-\mathcal{E}\geq0

Sea

En={xEfn(x)>φ(x)E}E_{n}=\{ x \in E\bigm| f_{n}(x)>{\Large\varphi}(x)-\mathcal{E} \}

EnE_{n} es medible (fnφf_{n}-{\Large\varphi} es medible)

xEn    fn(x)>φ(x)Ex \in E_{n}\implies f_{n}(x)>{\Large\varphi}(x)-\mathcal{E} fn+1(x)fn(x)>φ(x)E    xEn+1f_{n+1}(x)\geq f_{n}(x)>{\Large\varphi}(x)-\mathcal{E}\implies x \in E_{n+1}

    EnEn+1\implies E_{n}\subseteq E_{n+1} Además, E=nNEn\displaystyle E=\bigcup_{n \in \mathbb{N}}E_{n} )\subseteq) Si xE,limnfn(x)=f(x)φ(x)x \in E,\underset{ n\to \infty }{ \lim }f_{n}(x)=f(x)\geq {\Large\varphi}(x) Por definición del límite:

    n0fn0(x)>φ(x)E    xEn0\implies \:\exists\:n_{0}\bigm| f_{n_{0}}(x)>{\Large\varphi}(x)-\mathcal{E}\implies x \in E_{n_{0}}

Por continuidad de la medida, μ(E)=limnμ(En)\mu(E)=\underset{ n\to \infty }{ \lim }\mu(E_{n})

Caso 1: μ(E)<\mu(E)<\infty

EfndμEnfndμEnφEdμ=EnφdμEμ(En)\int_{E}f_{n} \, d\mu\geq \int_{E_{n}} f_{n} \, d\mu \geq \int_{E_{n}} {\Large\varphi}-\mathcal{E} \, d\mu =\int_{E_{n}} {\Large\varphi} \, d\mu -\mathcal{E}\cdot \mu(E_{n}) Enφdμ=EφXEndμ=Eφ(XEXEEn)dμ=EφdμEEnφdμ\int_{E_{n}} {\Large\varphi} \, d\mu =\int_{E} {\Large\varphi}\cdot\mathcal{X}_{E_{n}} \, d\mu =\int_{E} {\Large\varphi}(\mathcal{X}_{E} -\mathcal{X}_{E\setminus E_{n}} ) \, d\mu =\int_{E} {\Large\varphi} \, d\mu -\displaystyle \int_{E \setminus E_{n}} {\Large\varphi} \, d\mu EEnφdμαNμ(EEn)\int_{E \setminus E_{n}} {\Large\varphi} \, d\mu \leq \alpha_{N}\cdot \mu(E \setminus E_{n})

Como μ(E)<    μ(EEn)=μ(E)μ(En)n0\mu(E)<\infty\implies \mu(E \setminus E_{n})=\mu(E)-\mu(E_{n})\underset{ n\to \infty }{ \longrightarrow } 0 Luego,

EfndμEφdμαNμ(EEn)0Eμ(En)μ(E)\int_{E} f_{n} \, d\mu \geq \int_{E} {\Large\varphi} \, d\mu -\alpha_{N}\cdot \underset{ \longrightarrow 0 }{ \mu(E \setminus E_{n}) }-\mathcal{E}\cdot \underset{ \longrightarrow \mu(E) }{ \mu(E_{n}) }     limnEfndμEφdμEμ(E)\implies \underset{ n\to \infty }{ \lim } \int_{E} f_{n} \, d\mu \geq \int_{E} {\Large\varphi} \, d\mu - \mathcal{E}\cdot \mu(E)

Como E>0\mathcal{E}>0 arbitrario     limnEfndμEφdμ\implies \displaystyle\underset{ n\to \infty }{ \lim }\int_{E} f_{n} \, d\mu\geq \int_{E} {\Large\varphi} \, d\mu

Caso 2: μ(En)+\mu(E_{n})\longrightarrow+\infty

EfndμEnfndμEnφEdμ(α1E)>0μ(En)+\int_{E} f_{n} \, d\mu \geq \int_{E_{n}} f_{n} \, d\mu \geq \int_{E_{n}} {\Large\varphi}-\mathcal{E} \, d\mu \geq \underbrace{ (\alpha_{1}-\mathcal{E}) }_{ >0 }\cdot \mu(E_{n})\longrightarrow +\infty     limnEfndμ=+\implies \underset{ n\to \infty }{ \lim } \int_{E} f_{n} \, d\mu =+\infty     EφdμlimnEfndμ=+\implies \int_{E} {\Large\varphi} \, d\mu \leq \underset{ n\to \infty }{ \lim } \int_{E} f_{n} \, d\mu =+\infty Q.E.D.\quad \quad \quad \quad \quad \quad \quad \quad \boxed{\text{Q.E.D.}} \quad \square

Obs:Obs:

fnfn+1n    EfndμEfn+1dμf_{n}\leq f_{n+1}\quad\forall n\implies \int_{E} f_{n} \, d\mu \leq \int_{E} f_{n+1} \, d\mu     limnEfndμ\implies \:\exists\:\underset{ n\to \infty }{ \lim } \int_{E} f_{n} \, d\mu

Converge a un número o se va a +.+\infty.


Prop. :{\color{Orange} \text{Prop. :} }

Si f:E[0,+] medible     Efdμ=0    f=0ctp \begin{array}{l} \text{Si $f:E\to[0,+\infty]$ medible $\implies \displaystyle \int_{E} f \, d\mu=0\iff f=0\:ctp$ } \end{array}

Dem:{\color{Orange} \text{Dem:} }     )\impliedby) check.

    )\implies) Quiero ver que μ({f>0})=0\mu(\{ f>0 \})=0 {f>0}M\{ f>0 \}\in\mathcal{M}, porque ff es medible. Supongo que μ({f>0})>0\mu(\{ f>0 \})>0

Efdμ{f>0}fdμ0\int_{E} f \, d\mu \geq \int_{\{ f>0 \}} f \, d\mu \geq 0 {f>0}=nN{f1n}\{ f>0 \}=\bigcup_{n\in \mathbb{N}}\left\{ f\geq \frac{1}{n} \right\}     n0μ({f1n0})>0\implies \:\exists\:n_{0}\bigm| \mu\left( \left\{ f\geq \frac{1}{n_{0}} \right\} \right)>0

Si no, μ({f>0})μ({f1n})=0\mu(\{ f>0 \})\leq \displaystyle \sum \mu\left( \left\{ f\geq \frac{1}{n} \right\} \right)=0

    Efdμ{f1n0}fdμ1n0μ({f1n0})>0\implies \int_{E} f \, d\mu \geq \int_{\left\{ f\geq \frac{1}{n_{0}} \right\}} f \, d\mu \geq \frac{1}{n_{0}}\cdot \mu\left( \left\{ f\geq \frac{1}{n_{0}} \right\} \right)>0 Q.E.D.\quad \quad \quad \quad \quad \quad \quad \quad \boxed{\text{Q.E.D.}} \quad \square

Def. :{\color{Cyan} \text{Def. :} }

Sea (an)nNR. Defino el lıˊmite inferior de (an) lim.infnan=limnan=supnN(infknak)Defino el lıˊmite superior de (an) como:limsupnan=limnan=infnN(supknak)\begin{array}{l} \text{Sea $( a_{n} )_{n \in \mathbb{N}}\subseteq \mathbb{R}.$ }\\ \text{Defino el límite inferior de $(a_{n})$ }\\ \underset{ n\to \infty }{ \lim. \inf}\:\:a_{n}=\underset{ n\to \infty }{ \underline{ \lim } } a_{n}=\underset{ n\in \mathbb{N} }{ \sup }\:\left( \underset{ k\geq n }{ \inf }a_{k} \right)\\ \text{Defino el límite superior de $(a_{n})$ como:}\\ \underset{ n\to \infty }{ \lim \sup}\:\:a_{n}=\underset{ n\to \infty }{ \overline{ \lim } } a_{n}=\underset{ n\in \mathbb{N} }{ \inf }\:\left( \underset{ k\geq n }{ \sup }a_{k} \right) \end{array} Ejemplo:Ejemplo:

an=(1)n    liminfnan=1,limsupnan=1a_{n}=(-1)^{n}\implies \underset{ n\to \infty }{ \lim \inf}\:\:a_{n}=-1,\underset{ n\to \infty }{ \lim \sup}\:\:a_{n}=1

Obs:Obs:

  1. liminfan\lim\inf\:\:a_{n} y limsupan\lim\sup\:\:a_{n} siempre existen, pueden ser ±\pm \infty
  2. liminfanlimsupan\lim\inf\:\:a_{n}\leq\lim\sup\:\:a_{n}
  3. liminf(an)=supn(infknak)=supn(supknak)=infn(supknak)=limsupan\lim\inf\:\:(-a_{n})=\underset{ n }{ \sup }\left( \underset{ k\geq n }{ \inf }-a_{k} \right)=\underset{ n }{ \sup }\left( \underset{ k\geq n }{ \sup }a_{k} \right)=-\underset{ n }{ \inf }\left( \underset{ k\geq n }{ \sup }a_{k} \right)=-\lim\sup\:\:a_{n}
  4. liminfan=limsupan    liman\lim\inf\:\:a_{n}=\lim\sup\:\:a_{n}\iff \:\exists\:\lim a_{n} y vale
limnan=liminfan=limsupan\underset{ n\to \infty }{ \lim } a_{n}=\lim\inf\:\:a_{n}=\lim\sup\:\:a_{n}
  1. bn=infknak,bnbn+1b_{n}=\underset{ k\geq n }{ \inf }a_{k},\quad b_{n}\leq b_{n+1}
    liminfan=supnN(bn)=limnbn\implies\lim\inf\:\:a_{n}=\underset{ n\in \mathbb{N} }{ \sup }(b_{n})=\underset{ n\to \infty }{ \lim } b_{n}

Lema de Fatou:{\color{green} \text{Lema de Fatou:} }

Sea (fn):E[0,+] medibles. Entonces:ElimninffdμlimninfEfndμ\begin{array}{l} \text{Sea $(f_{n}):E\to[0,+\infty]$ medibles. Entonces:}\\ \displaystyle \int_{E} \underset{ n\to \infty }{ \lim } \inf f \, d\mu \leq \displaystyle \underset{ n\to \infty }{ \lim } \inf \int_{E} f_{n} \, d\mu \end{array}

Dem:{\color{green} \text{Dem:} }

limnfn(x)=supnN(infknfk(x)gn(x))\underset{ n\to \infty }{ \underline{\lim} }f_{n}(x)=\underset{ n \in \mathbb{N} }{ \sup }(\underbrace{ \underset{ k\geq n }{ \inf }\:f_{k}(x) }_{ g_{n}(x) })

Nos interesa la que es medible porque def. Edμ\int_{E} \, d\mu funciones medibles.

Tomar ínfimo de funciones medibles es medible, y de la guía.

limnfn\underset{ n\to \infty }{ \underline{\lim} }f_{n} es medible por ser supremo de medibles.

gn0,gngn+1g_{n}\geq 0,g_{n}\leq g_{n+1} para cada xx

supnNgn(x)=limngn(x)\underset{ n\in \mathbb{N} }{ \sup }\:g_{n}(x)=\underset{ n\to \infty }{ \lim } g_{n}(x)

Porque gn(x)g_{n}(x) es una sucesión creciente para cada xx

El teorema de la convergencia monótona dice

Elimnfndμ=limnEgnfn()dμ\int_{E} \underset{ n\to \infty }{ \underline{\lim} } f_{n}\, d\mu=\underset{ n\to \infty }{ \lim } \int_{E} \underbrace{ g_{n} }_{ \leq f_{n}(*) } \, d\mu

(*) pero no la puedo acotar de una porque no sé si existe limEfndμ\lim \int_{E} f_{n} \, d\mu . De gn\int g_{n} sí pues es creciente y no negativa.

=limnEgnfndμlimnEfndμ=\underset{ n\to \infty }{ \underline{\lim} }\int_{E} \underbrace{ g_{n} }_{ \leq f_{n} } \, d\mu \leq \underset{ n\to \infty }{ \underline{\lim} }\int_{E} f_{n} \, d\mu Q.E.D.\quad \quad \quad \quad \quad \quad \quad \quad \boxed{\text{Q.E.D.}} \quad \square

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