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Measure Theory

Let (fn) be a sequence in L(X, F, μ) that converges pointwaise to the zero constant function. If for all n ∈ N we have that fn ≥ 0 and ∫max{f1,...,fn} ≤ M < ∞, prove that lim∫fndμ=0.

User Daphtdazz
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Answer:

Explanation:

Since (fn) converges pointwise to the zero function, we have that for every x ∈ X,

limn→∞ fn(x) = 0.

Now, for each n ∈ N, we have fn ≥ 0 and thus, max{f1, ..., fn} = fn.

Therefore,

∫max{f1, ..., fn} dμ = ∫fn dμ.

Since ∫max{f1, ..., fn} dμ ≤ M < ∞, we have that ∫fn dμ ≤ M for all n ∈ N.

We can use the dominated convergence theorem to show that

limn→∞ ∫fn dμ = ∫limn→∞ fn dμ = 0.

To apply the dominated convergence theorem, we need to find a dominating function that is integrable and dominates fn for all n. Since fn ≥ 0 for all n, we can take g = max{f1, f2, ...} as our dominating function.

Then, we have that g ≥ fn for all n, and

∫g dμ = ∫max{f1, f2, ...} dμ ≤ M < ∞.

Therefore, g is integrable and dominates fn for all n, and we can apply the dominated convergence theorem to conclude that

limn→∞ ∫fn dμ = ∫limn→∞ fn dμ = 0.

User AronVanAmmers
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