Monday, 31 March 2014

measure theory - Application of dominated convergence theorem



Suppose {fn} is a sequence of functions in L2[0,1] such that fn(x)0 almost everywhere on [0,1]. If for all n , then \lim_{n\rightarrow \infty} \int_0^1 f_n(x)g(x)~dx =0 for all g\in L^2[0,1].



I feel I have to use dominated convergence theorem, but I can't fined the dominating functions. Thanks for helping.


Answer



Here's an outline:




Fix g\in L^2.



Choose \delta>0 so that \Bigl(\int_E|g|^2\Bigr)^{1/2} is small whenever \mu(E)<\delta.



By Egoroff, find a set E of measure less than \delta so that f_n converges uniformly to 0 off E. Choose N so that for n>N, |f_n| is small on E^C.



Then write:
\Bigl| \int f_n g\, \Bigr|\le \int |f_n ||g| =\int_E |f_n ||g|+\int_{E^C}|f_n ||g|

and apply Hölder to both integrals on the right.


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