Sunday, 16 March 2014

Measure of set equal to zero when n goes to infinity



Let (X,A,μ) a measure space and f:XR measurable. For each nN let En={xX:|f(x)|>1n}. Prove that each En is measurable and if lim then f=0 a.e.




I suppose there is not much dificulty proving E_n measurable since if we split \vert f(x)\vert\gt\frac{1}{n} then we get f^{-1}(-\infty,-1/n) and f^{-1}(1/n,\infty) for all n. As f is measurable, both preimages are measurable.



I am not sure how to procced on the second part



if \lim\mu(E_n)=0 then f=0 a.e.



I can see that when n\to\infty then f=0



Taking the measure \lim\mu(E_n)=\mu\{x\in X:f(x)=0\}=0 ? this clearly does not fit the definition of a.e



Answer



Since E_1 \subset E_2 \subset E_3 \subset \cdots you have \mu(E_1) \le \mu(E_2) \le \mu(E_3) \le \cdots



The fact that \lim_{n \to \infty} \mu(E_n) = 0 means that \mu(E_n) = 0 for all n.



Since \cup_n E_n = \{x : |f(x)| > 0\} you get
\mu(\{x : f(x) \not= 0\}) = \mu(\{x : |f(x)| > 0\}) \le \sum_n \mu(E_n) = 0.


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