I'm having trouble with the following problem.
Let (X,M,μ) be a measure space, where X=[a,b]⊂R is a closed and bounded interval and μ is the Lebesgue measure. Let fn be a sequence of non-negative functions in L1(X,M,μ) converging in measure to a function f∈L1(X,M,μ). Given that the following holds,
limn→∞∫Xfndμ=∫Xfdμ
show that for all B⊂X,
limn→∞∫Bfndμ=∫Bfdμ
where B belongs to the Borel σ-algebra.
I was given a hint where convergence in measure in X implies convergence in measure in B, but I'm not sure where to proceed from here.
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