Thursday, 10 October 2019

real analysis - Finite Measure Space integration

Let (Ω,A,μ) be a measure space with finite μ. Let f,fn:Ω¯R be a Ameasurable function (nN).




For every ε>0,



limnμ(mnxΩ:fm(x)>f(x)+ε))=0



it means we may choose an integer N large enough so that



μ(mN{xΩ:fm(x)>f(x)+ε))})<δ?

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