待分析命题
设 f f f是点集 E E E上的可测函数,且存在两个函数 g , h g,\text{ }h g, h满足
g , h ∈ L ( E ) , 及 g ( x ) ≤ f ( x ) ≤ h ( x ) a. e. 于 E . g,\text{ }h\in L\left( E \right) ,及 g\left( x \right)\le f\left( x \right)\le h\left( x \right) \text{ a. e. }于E. g, h∈L(E),及g(x)≤f(x)≤h(x) a. e. 于E.
则 f ∈ L ( E ) f\in L\left( E \right) f∈L(E).
证明过程
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第一步,我们指出成立
∃ E 0 , m E 0 = 0 , 满 足 ∣ f ( x ) ∣ ≤ ∣ g ( x ) ∣ + ∣ h ( x ) ∣ , ∀ x ∈ E \ E 0 . (1) \exists { {E}_{0}},m{ {E}_{0}}=0,满足\left| f\left( x \right) \right|\le \left| g\left( x \right) \right|+\left| h\left( x \right) \right|,\forall x\in E\backslash { {E}_{0}}. \tag{1} ∃E0,mE0=0,满足∣f(x)∣≤∣g(x)∣+∣h(x)∣,∀x∈E\E0.(1)
事实上,由 g ( x ) ≤ f ( x ) ≤ h ( x ) g\left( x \right)\le f\left( x \right)\le h\left( x \right) g(x)≤<