Hello all mathematicians!! Again, I am struggling with solving the exercises in Lebesgue Integral for preparing the quiz. At this moment, I and my friend are handling this problem, but both of us agreed this problem is a bit tricky.
The problem is following.
Let ($X,\mathcal{A},\mu$) be a measure space and suppose $\mu$ is $\sigma$-finite. Suppose $f$ is integrable. Prove that given $\epsilon$ there exist $\delta$ such that
$$
\int_A |f(x)|\mu(dx) \;\;<\;\;\epsilon
$$
whenever $\mu(A) < \delta$.
Could anybody give some good idea for us? Think you very much for your suggestion in advance.
Answer
Hint:
$$
\int_A|f|\leqslant x\mu(A)+\int_{\{|f|\gt x\}}|f|\qquad\&\qquad\lim_{x\to\infty}\int_{\{|f|\gt x\}}|f|=0$$
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