Consider the measurable space (Ω,A,μ). Let f,f1,f2,… be measurable functions on that measurable space and A,A1,A2,…∈A. Let (fn) converge in mean to f and 1An to 1A in measure. Show that then fn1An converges in mean to f1A.
Hello and good evening!
My idea is to show instead that (fn1An)n∈N converges to f1A in measure and that (fn1An)n∈N is uniformly integrable (because this together is equivalent to the convergence in mean of (fn1An)n∈N to f1A).
I. Uniformly integrability
Consider any ε>0. (fn)n∈N is uniformly integrable (and converges to f in measure what is needed below). So there exists an integrable function h≥0, so that
sup
For this function h, it is
(\lvert 1_{A_n}f_n\rvert-h)^+\leq 1_{\lvert 1_{A_n}f_n\rvert\geq h}\lvert 1_{A_n}f_n\rvert\leq 1_{\lvert f_n\rvert\geq h}\lvert f_n\rvert.
So it follows that
\int (\lvert 1_{A_n}f_n\rvert-h)^+\, d\mu\leq\int 1_{\lvert f_n\rvert\geq h}\lvert f_n\rvert\, d\mu\leq\sup_{f_n\in (f_n)_{n\in\mathbb{N}}}\int 1_{\lvert f_n\rvert\geq h}\lvert f_n\rvert\, d\mu<\varepsilon
what means that
\sup_{1_{A_n}f_n\in (1_{A_n}f_n)_{n\in\mathbb{N}}}\int (\lvert 1_{A_n}f_n\rvert-h)^+\, d\mu<\varepsilon.
So (1_{A_n}f_n)_{n\in\mathbb{N}} is uniformly integrable.
II. Convergence in measure
Consider any \varepsilon>0. It is
\left\{\omega\in\Omega:\lvert 1_{A_n}f_n-1_Af\rvert>\varepsilon\right\}\\=\left\{\omega\in\Omega:\lvert 1_{A_n}f_n-1_{A_n}f+1_{A_n}f-1_Af\rvert>\varepsilon\right\}\\\subset \left\{\omega\in\Omega:\lvert 1_{A_n}f_n-1_{A_n}f\rvert+\lvert 1_{A_n}f-1_Af\rvert>\varepsilon\right\}\\\subset\left\{\omega\in\Omega:\lvert 1_{A_n}f_n-1_{A_n}f\rvert>\frac{\varepsilon}{2}\right\}\cup\left\{\omega\in\Omega:\lvert 1_{A_n}f-1_Af\rvert>\frac{\varepsilon}{2}\right\}\\=\left\{\omega\in\Omega:\lvert 1_{A_n}(f_n-f)\rvert>\frac{\varepsilon}{2}\right\}\cup\left\{\omega\in\Omega:\lvert f(1_{A_n}-1_A)\rvert>\frac{\varepsilon}{2}\right\}\\\subset\left\{\omega\in\Omega:\lvert f_n-f\rvert>\frac{\varepsilon}{2}\right\}\cup\underbrace{\left\{\omega\in\Omega:\lvert 1_{A_n}-1_A\rvert=1\right\}}_{=\left\{\omega\in\Omega:\lvert 1_{A_n}-1_A\rvert>\lambda\right\}\text{ for a }0<\lambda<1}.
So it is
\mu(\left\{\omega\in\Omega:\lvert 1_{A_n}f_n-1_Af\rvert>\varepsilon\right\})\leq\mu(\left\{\omega\in\Omega:\lvert f_n-f\rvert>\frac{\varepsilon}{2}\right\}\cup\left\{\omega\in\Omega:\lvert 1_{A_n}-1_A\rvert>\lambda\right\})\\\leq\underbrace{\mu(\left\{\omega\in\Omega:\lvert f_n-f\rvert>\frac{\varepsilon}{2}\right\})}_{\to 0}+\underbrace{\mu(\left\{\omega\in\Omega:\lvert 1_{A_n}-1_A\rvert>\lambda\right\})}_{\to 0}\to 0
\Longrightarrow \mu(\left\{\omega\in\Omega:\lvert 1_{A_n}f_n-1_Af\rvert>\varepsilon\right\})\to 0
From I. and II. it follows that (1_{A_n}f_n)_{n\in\mathbb{N}} converges to 1_Af in mean.
Could you pls say me if my proof is allright?
With best wishes for X-mas,
math12
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