Let Ω be a bounded and measurable set in R.
If {fn} is a sequence of bounded and Lebesgue integrable functions on Ω. If fn uniformly converges to f, then how to proof that
1) f is Lebesgue integrable on Ω.
2) ∫Ωfndμ→∫Ωfdμ
, i.e
limn→∞∫Ωfndμ=∫Ωlimn→∞fndμ=∫Ωfdμ
Answer
The limit of a sequence of measurable functions is measurable. Choose N with the property that |fN(x)−f(x)|<1 for all x∈Ω. Then |f(x)|<|fN(x)|+1 so that
∫Ω|f|dμ≤∫Ω|fN|dμ+μ(Ω)<∞ implying f is integrable. Moreover, for any n you have
|∫Ωfdμ−∫Ωfndμ|≤∫Ω|f−fn|dμ≤(supx∈Ω|f(x)−fn(x)|)μ(Ω)
and the right hand side converges to 0 by the definition of uniform convergence. Thus ∫Ωfndμ→∫Ωfdμ.
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