Let D be a measureble set in Rn. Suppose μ(D)<∞. Let ϕ:D×R→R be a continuous function such that for almost every x∈D, ϕx(t)=ϕ(x,t) is a continuous function of t, and for almost every t∈R, ϕt(x)=ϕ(x,t) is a measurable function of x. Let {fn} be a sequence of measurable functions on D such that {fn} converges to f in measure. Prove that gn(x)=ϕ(x,fn(x)) converges to g(x)=ϕ(x,f(x)) in measure.
I am quite confused and do not know how to solve......
Answer
The result will hold if we manage to show that if nk↑∞, then we can extract from (gnk)k⩾1 a subsequence (gmk)k⩾1 such that gmk→g for almost every x.
To do that, we extract from fnk a subsequence which converges almost everywhere to f.
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