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,A,μ) be a measure space and suppose μ is σ-finite. Suppose f is integrable. Prove that given ϵ there exist δ such that
∫A|f(x)|μ(dx)<ϵ
whenever μ(A)<δ.
Could anybody give some good idea for us? Think you very much for your suggestion in advance.
Answer
Hint:
∫A|f|⩽xμ(A)+∫{|f|>x}|f|&limx→∞∫{|f|>x}|f|=0
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