Friday, 5 December 2014

integration - If mu(|fn|p) is bounded and fntof in measure then fntof in L1





Let (fn)nN be a sequence of real measurable functions s.t.,



(a) The sequence (|fn|p dμ)nN is bounded.



(b) The sequence (fn)nN converges in measure to a measurable function f.



Use Hölder's inequality to show that limn|fnf| dμ=0.





So far I've shown that f is p-integrable and that, for all nN and for all real number α>0



|fnf| dμαμ(Ω)+{|fnf|>α}|fnf| dμ



I'm trying to use Hölder on the last term of above inequality to show that this part goes to 0. But I don't know how to do it.



A hint would be more appreciated then the whole answer.


Answer



By Holder's inequality,
|fnf|>α|fnf|dμ|fnf|>α|fn|dμ+|fnf|>α|f|dμ



μ({ωΩ:|fn(ω)f(ω)|>α})1/q(||fn||p+||f||p)



As n, μ({ωΩ:|fn(ω)f(ω)|>α})0, and (||fn||p+||f||p)<.



Then μ({ωΩ:|fn(ω)f(ω)|>α})1/q(||fn||p+||f||p)n0


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