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 M≥0 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
$$
f_n(x)=\begin{cases}
-n^2(x-1/n),&0\leq x\leq 1/n\\
0,& 1/n
$$
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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