Thursday, 11 June 2015

real analysis - Could convergence in measure imply converge almost everywhere for the entire sequence and not just sub-sequence here?



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}nN such that for all ϵ>0



n=1μ({x:|fn(x)|>ϵ})<



Prove that fn0 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}nN 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.


No comments:

Post a Comment

real analysis - How to find lim_{hrightarrow 0}frac{sin(ha)}{h}

How to find \lim_{h\rightarrow 0}\frac{\sin(ha)}{h} without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...