Friday, 17 February 2017

sequences and series - Lebesgue integration and uniform convergence



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) ΩfndμΩfdμ
, i.e
limnΩfndμ=Ωlimnfndμ=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 xΩ. Then |f(x)|<|fN(x)|+1 so that
Ω|f|dμΩ|fN|dμ+μ(Ω)< implying f is integrable. Moreover, for any n you have
|ΩfdμΩfndμ|Ω|ffn|dμ(supxΩ|f(x)fn(x)|)μ(Ω)

and the right hand side converges to 0 by the definition of uniform convergence. Thus ΩfndμΩfdμ.


No comments:

Post a Comment

real analysis - How to find limhrightarrow0fracsin(ha)h

How to find limh0sin(ha)h without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...