Friday, August 25, 2017

convergence in measure implies convergence in mean?



Given a sequence of functions {f1,f2,} converging in measure to some measurable function f. Is it necessary true that they also converge in mean to f?


Convergence in mean is defined as follows |fnf| goes to zero as n goes to infinity.


I know that the converse of the above is true. Proof is as follows:


Given ϵ>0, we know need to show that for each δ, there exist n0 such that μ({x|f(x)fn(x)|ϵ})<δ for all nn0, where μ is the measure. Notice that μ({x|f(x)fn(x)|ϵ})ϵE|fn(x)f(x)|. Since the sequence converge in mean, the right hand side goes to zero as n goes to infinity, thus so does the measure.


Now, back to the original question. Intuitively, knowing my calculus 3 stuff, I could have a sequence of function converge to some measurable real-valued function, but that function is not integrable since it blows up maybe when x=0. But how do I give a counter example? Or do I have to use a direct proof?


Answer



Consider R with Lebesgue measure, and define fn(x)=1n if 0xn, fn(x)=0 otherwise.


Then fn0 in measure, but fn=1 for all n, so fn in L^1.


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