Wednesday, 5 April 2017

Relation between integration and measure

Let (X,M,μ) be (positive) measure space with μ(X)<. Let f:XR be measurable with f(x)>0 almost everywhere. Let {En}M with limnEnfdμ=0. Prove limnμ(En)=0.



My original thinking is since f>0 a.e., we may assume f>0 everywhere and find a positive lower bound for f, but unfortunately this is not true.

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