Monday, December 26, 2016

analysis - Measure theory limit question





Let (X,M,μ) be a finite positive measure space and f a μ-a.e. strictly positive measurable function on X. If EnM, for n=1,2, and limnEnfdμ=0, prove that limnμ(En)=0.



Answer



Since f is almost everywhere strictly positive, the increasing sequence of sets An={xX:f(x)>1/n}


has the property that limnμ(An)=μ(X).
Now $\int_E f ~d\mu0$.



So let ϵ>0. Choose n so that μ(XAn)<ϵ/2. For N large enough, ENf dμ<ϵ/(2n) and hence $$\mu(E_N\cap A_n)

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