Let (X,M,μ) be a finite positive measure space and f a μ-a.e. strictly positive measurable function on X. If En∈M, for n=1,2,… and limn→∞∫Enfdμ=0, prove that limn→∞μ(En)=0.
Answer
Since f is almost everywhere strictly positive, the increasing sequence of sets An={x∈X:f(x)>1/n}
has the property that limn→∞μ(An)=μ(X).
Now $\int_E f ~d\mu
So let ϵ>0. Choose n so that μ(X∖An)<ϵ/2. For N large enough, ∫ENf dμ<ϵ/(2n) and hence $$\mu(E_N\cap A_n)
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