Wednesday, 25 March 2015

measure theory - limntoinftyintXfn,dmu=intXf,dmu implies limntoinftyintBfn,dmu=intBf,dmu for BsubseteqX

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 fL1(X,M,μ). Given that the following holds,



limnXfndμ=Xfdμ




show that for all BX,



limnBfndμ=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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