Sunday, 1 March 2015

real analysis - Question on the bounded convergence theorem



Bounded Convergence Theorem: Let {fn} be a sequence of measurable functions on a set of finite measure E. Suppose {fn} is uniformly pointwise bounded on E, that is, there is a number M0 for which |fn|M on E, n.



Then, if {fn}f pointwise on E, then lim.



I was wondering, would this theorem still hold if m(E) < \infty but we drop the assumption that \{f_n\} is uniformly bounded on E? I've been thinking about this awhile and feel like I've fallen into tunnel vision, I would appreciate a fresh perspective! Thanks!



Answer



No, the classic counterexample is a sequence of triangles of greater and greater height and smaller and smaller width on the interval [0,1] with Lebesgue measure.



The sequence is
$$
f_n(x)=\begin{cases}
-n^2(x-1/n),&0\leq x\leq 1/n\\
0,& 1/n\end{cases}
$$


Then f_n(x)\to 0=f(x) pointwise, m(E)=\ell([0,1])=1, but \int_0^1f_n(x)\mathrm dx=1/2\not\to 0=\int_0^1 f(x).



Note the functions are even continuous.


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