Wednesday, 21 October 2015

real analysis - Is the sequence of functions fn=chi[n,n+1] uniformly integrable?

I wish to prove or disprove that the sequence of functions fn=χ[n,n+1] is uniformly integrable?



At a glance my judgement is YES, it is uniformly integrable.



From the definition of Uniform integrability, that's




A sequence fn is called uniformly integrable if ϵ>0δ>0 such that if EX, E measurable and μ(E)<δ then n E|fn|dμ<ϵ.





So I let ER such that μ(E)<δ
then E|fn|=|fn|χEμ(E)<δ.



So in this case ϵ=δ.



Does this make sense?

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