Tuesday, January 17, 2017

linear algebra - Monotone Convergence Theorem for nonnegative functions (not quite a decreasing sequence)



This question suggests that the MCT for functions is to be applied, but I can't see how this could be done.





Assume gn:XˉR is a sequence of nonnegative measurable functions satisyfing gndμ<1n2
for each n1. Using the Monotone Convergence Theorem for nonnegative functions, or otherwise, prove that N=1gn(x)<+ μ-almost everywhere.




It seems to me that gn is similar to a decreasing sequence, although not necessarily for all x; and that as n tends to infinity, the integral must tend to 0, so somehow the 'limit' of gn must be equal to 0 μ-almost everywhere. But since gn+1 is not necessarily less than g for all x, I can't see that the pointwise limit even exists.


Answer



Let fn=nk=1gk. Then the sequence {fn} is increasing because the gk are non-negative, hence by the monotone convergence theorem
0k=1gkdμ=k=1gkdμk=11k2<



Since k=1gk is a non-negative function with finite integral, it must be finite almost everywhere.



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