Thursday, 24 January 2019

real analysis - Showing intEf=limntoinftyintEfn for all measurable E



The following is an exercise from Carothers' Real Analysis:




Suppose f and fn are nonnegative, measurable functions, that f=lim and that \int f=\lim_{n\to\infty}\int f_n<\infty. Prove that \int_E f=\lim_{n\to\infty}\int_E f_n for any measurable set E. (Hint: Consider both \int_E f and \int_{E^c} f.) Give an example showing that this need not be true if \int f=\lim_{n\to\infty}\int f_n=\infty.





Attempt:



Using Fatou's Lemma, I can get that



\int_E f=\int_E \lim_{n\to\infty} f_n=\int_E\liminf_{n\to\infty} f_n\leq \liminf_{n\to\infty}\int_E f_n=\lim_{n\to\infty}\int_E f_n



However, I'm doubtful that this is correct since the hint in the book said to consider both E^c and E. I know that if E is measurable, then its complement is measurable as well. A small push in the right direction would be appreciated. Thanks.


Answer




Consider the following:



\int f = \int_E f + \int_{E^c} f \le \varliminf \int_E f_n + \varliminf \int_{E^c} f_n \le \varliminf\left(\int_E f_n + \int_{E^c} f_n\right) = \varliminf \int f_n = \int f


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