This doesn't seem to have been asked on this site before. I've been self-studying measure theory and came across this problem.
Given a sequence of measurable functions {fn}n∈N such that for all ϵ>0
∞∑n=1μ({x:|fn(x)|>ϵ})<∞
Prove that fn→0 a.e.
I've given the problem a try and clearly the sum being finite implies the summand converges to 0 which satisfies the definition of convergence in measure. Also, I know that there exists a subsequence fnj converging a.e to 0. In fact, were this a finite measure space, I could prove the problem statement. However, in this more general setting, I'm unable to prove the statement.
Any help would be appreciated. This is my first time posting here so I hope I've met all conventions.
Answer
Looking at @user39756 's answer, I believe I have the answer. My hunch is that this is basically Borel-Cantelli I.
Borel Cantelli I states that:
Given measurable sets {En}n∈N with ∑∞n=1μ(En)<∞, we have μ(lim sup.
Recall \limsup_{n \to \infty} E_n = \bigcap_{i=1}^\infty \bigcup_{j=i}^\infty E_j
Defining our appropriate measurable sets for this problem.
For m \in \mathbb{N}, let A_{m,n} = \{x : |f_n(x)| \gt \frac{1}{m}\}
Thus define A := \bigcup_{m \in \mathbb{N}} \bigcap_{i=1}^\infty \bigcup_{j=i}^\infty A_{m,j} = \bigcup_{m \in \mathbb{N}}\limsup_{n \to \infty} A_{m,n} = \{x : |\lim_{n\to \infty} f_n(x)| \gt 0 \} = \{x : \lim_{n\to \infty} f_n(x) \neq 0 \}
We want \mu (A) = 0, that is, f_n \to 0 a.e.
Now, 0 \le \mu (A) = \mu (\bigcup_{m \in \mathbb{N}}\limsup_{n \to \infty} A_{m,n}) \le \sum_{m \in \mathbb{N}} \mu(\limsup_{n \to \infty} A_{m,n}) = \sum_{m \in \mathbb{N}} 0 = 0.
The above follow from subadditivity, and the fact that for each m \in \mathbb{N}, \mu(\limsup_{n \to \infty} A_{m,n}) = 0 by the finiteness of the sum in the problem statement for arbitrary \epsilon \gt 0.
Thus, \mu(A) = 0 .
Would appreciate any feedback.
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