Consider a sequence $(f_n)$ defined on $\mathbb{R}$ by $f_n =\chi_{[n,n+1]},$ $n\in \mathbb{N}$ and the function $f\equiv 0.$ Does $f_n$ converge to $f$ almost everywhere, almost uniformly or in measure?
$f_n\to f$ almost everywhere is the same as saying that $f_n\to f$ pointwise almost everywhere, i.e. on a subset whose complement has measure zero. Given $\epsilon>0$ and $x\in \mathbb{R}$ we observe that if $x\geq 0$ then for some $n_0\in \mathbb{N}$ we have that $n_0\leq x
Now $f_n$ does not converge uniformly to $f$ on the set $[0,\infty),$ a set of infinite measure. And so we conclude that $f_n$ does not converge almost uniformly to $f.$
If we choose $\epsilon = 0$ and $\eta =5$ then for all $N(\epsilon,\eta)\in \mathbb{N}$ we have that for $n\geq N.$
$$\mu(x\in D:|f_n|\geq \epsilon)=\mu(\mathbb{R})=+\infty\geq 5.$$
So we see that $f_n$ does not converge to $f$ in measure.
Is this solution correct?
This is problem 39 page 48 on the following pdf https://huynhcam.files.wordpress.com/2013/07/anhquangle-measure-and-integration-full-www-mathvn-com.pdf
The definition for convergence in measure used there is:
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