This question suggests that the MCT for functions is to be applied, but I can't see how this could be done.
Assume gn:X→ˉR is a sequence of nonnegative measurable functions satisyfing ∫gndμ<1n2
for each n≥1. 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
0≤∫∞∑k=1gkdμ=∞∑k=1∫gkdμ≤∞∑k=11k2<∞
Since ∑∞k=1gk is a non-negative function with finite integral, it must be finite almost everywhere.
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