Tuesday, November 10, 2015

Convergence in Linfty and L1 even if infinite measure space



Let {fn}nN be a sequence of measurable functions on a measure space and f measurable.
In the literature, assuming the measure space X has finite measure, if fn converges to f in L-norm , then fn converges to f in L1-norm.




Even if X has infinite measure, does it converge to f in L1-norm?


Answer



No. Try fn the constant function such that fn(x)=1n for every x in X.



For an example where each gn is in L1L, gn0 in L and not in L1, try gn=1n1[0,n2] on X=R with Lebesgue measure.


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