Tuesday, 18 February 2014

analysis - Measure theory limit question




Let $(X, \cal{M},\mu)$ be a finite positive measure space and $f$ a $\mu$-a.e. strictly positive measurable function on $X$. If $E_n\in\mathcal{M}$, for $n=1,2,\ldots $ and $\displaystyle \lim_{n\rightarrow\infty} \int_{E_n}f d\mu=0$, prove that $\displaystyle\lim_{n\rightarrow\infty}\mu(E_n)=0$.




Answer



Since $f$ is almost everywhere strictly positive, the increasing sequence of sets $$A_n=\{x\in X:f(x)>1/n\}$$
has the property that $$\lim_{n\to\infty} \mu(A_n)=\mu(X).$$ Now $\int_E f ~d\mu0$.



So let $\epsilon>0$. Choose $n$ so that $\mu(X\backslash A_n)<\epsilon/2$. For $N$ large enough, $\int_{E_N}f~d\mu<\epsilon/(2n)$ and hence $$\mu(E_N\cap A_n)

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